# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-26-042668
**Filing Date:** 2026-5
**Character Count:** 3849191
**Document Hash:** d9eb8133fb8ed87fcf0bfda8ffde8be2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-042668.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001410368-26-042668

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**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:** 26951965

**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):** 2026-04-30

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 54930034YSGPKXW97O22

**EDGAR Series Identifier:** S000004508

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 33 days

- **WAL:** 58 days

- **Total Value of Portfolio Securities:** $381098854842.84

- **Amortized Cost of Portfolio Securities:** $381112482345.23

- **Cash:** $8511000000.53

- **Total Other Assets:** $961543055.14

- **Total Liabilities:** $2169640730.55

- **Net Assets of Series:** $388415384670.35

- **Number of Shares Outstanding (Series):** 388412290561.3700

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $176620102720.05          | $220181425989.86           | 44.4500%                  | 55.4100%                   |
| 2026-04-02 | $161226573312.38          | $220060961088.44           | 40.6400%                  | 55.4700%                   |
| 2026-04-06 | $172670280472.13          | $220742099415.19           | 43.5100%                  | 55.6300%                   |
| 2026-04-07 | $181902106268.37          | $223314039228.75           | 45.8800%                  | 56.3300%                   |
| 2026-04-08 | $179097442726.03          | $224689158236.33           | 45.2000%                  | 56.7100%                   |
| 2026-04-09 | $167551229674.86          | $223339739352.61           | 42.3400%                  | 56.4400%                   |
| 2026-04-10 | $168645434866.43          | $223753319670.66           | 42.7200%                  | 56.6700%                   |
| 2026-04-13 | $174274498920.13          | $222831934813.09           | 44.2700%                  | 56.6100%                   |
| 2026-04-14 | $180691776120.98          | $220033235795.91           | 46.2400%                  | 56.3100%                   |
| 2026-04-15 | $175611811773.48          | $221303825679.05           | 44.9500%                  | 56.6400%                   |
| 2026-04-16 | $170195949194.31          | $219180018677.92           | 43.5400%                  | 56.0700%                   |
| 2026-04-17 | $170868556095.23          | $218755428276.23           | 43.6900%                  | 55.9300%                   |
| 2026-04-20 | $172980960489.40          | $216987568097.53           | 44.2900%                  | 55.5600%                   |
| 2026-04-21 | $182073366838.72          | $216396975829.21           | 46.6300%                  | 55.4200%                   |
| 2026-04-22 | $174177053197.94          | $215038155331.18           | 44.6900%                  | 55.1800%                   |
| 2026-04-23 | $167798429110.59          | $215677014031.06           | 42.9200%                  | 55.1700%                   |
| 2026-04-24 | $170368145842.15          | $217072844026.12           | 43.3900%                  | 55.2900%                   |
| 2026-04-27 | $172153544019.14          | $216785041175.12           | 43.8600%                  | 55.2300%                   |
| 2026-04-28 | $174018158988.64          | $215996912337.41           | 44.5900%                  | 55.3400%                   |
| 2026-04-29 | $171088861130.65          | $216852088037.17           | 43.7500%                  | 55.4500%                   |
| 2026-04-30 | $162719107134.81          | $217217075929.80           | 41.6600%                  | 55.6100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.8300%             |
| 2026-04-02 | 3.8300%             |
| 2026-04-06 | 3.8300%             |
| 2026-04-07 | 3.8200%             |
| 2026-04-08 | 3.8200%             |
| 2026-04-09 | 3.8100%             |
| 2026-04-10 | 3.8000%             |
| 2026-04-13 | 3.8000%             |
| 2026-04-14 | 3.8000%             |
| 2026-04-15 | 3.8000%             |
| 2026-04-16 | 3.8100%             |
| 2026-04-17 | 3.8300%             |
| 2026-04-20 | 3.8300%             |
| 2026-04-21 | 3.8300%             |
| 2026-04-22 | 3.8300%             |
| 2026-04-23 | 3.8300%             |
| 2026-04-24 | 3.8300%             |
| 2026-04-27 | 3.8300%             |
| 2026-04-28 | 3.8300%             |
| 2026-04-29 | 3.8300%             |
| 2026-04-30 | 3.8300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.9999                      |
|  |  |
| 2026-04-02 | 0.9999                      |
|  |  |
| 2026-04-06 | 0.9999                      |
|  |  |
| 2026-04-07 | 0.9999                      |
|  |  |
| 2026-04-08 | 1.0000                      |
|  |  |
| 2026-04-09 | 0.9999                      |
|  |  |
| 2026-04-10 | 0.9999                      |
|  |  |
| 2026-04-13 | 0.9999                      |
|  |  |
| 2026-04-14 | 0.9999                      |
|  |  |
| 2026-04-15 | 0.9999                      |
|  |  |
| 2026-04-16 | 1.0000                      |
|  |  |
| 2026-04-17 | 0.9999                      |
|  |  |
| 2026-04-20 | 1.0000                      |
|  |  |
| 2026-04-21 | 1.0000                      |
|  |  |
| 2026-04-22 | 1.0000                      |
|  |  |
| 2026-04-23 | 1.0000                      |
|  |  |
| 2026-04-24 | 0.9999                      |
|  |  |
| 2026-04-27 | 1.0000                      |
|  |  |
| 2026-04-28 | 1.0000                      |
|  |  |
| 2026-04-29 | 1.0000                      |
|  |  |
| 2026-04-30 | 1.0000                      |
|  |  |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $247817886166.86

- **Number of Shares Outstanding:** 247816056124.0900

- **Expense Reimbursement/Waiver:** 859178.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $2174790273.78            | $1169752257.09          |
| 2026-04-02 | $1081195209.14            | $1690027298.79          |
| 2026-04-06 | $1216779519.78            | $1040192847.07          |
| 2026-04-07 | $1419487275.13            | $1813513490.33          |
| 2026-04-08 | $995462473.44             | $1191943456.14          |
| 2026-04-09 | $1078649011.64            | $1544411632.12          |
| 2026-04-10 | $1030253882.52            | $1327779606.47          |
| 2026-04-13 | $1024468736.51            | $1158639633.28          |
| 2026-04-14 | $1094852389.37            | $1943554445.54          |
| 2026-04-15 | $1034728191.08            | $1597700010.18          |
| 2026-04-16 | $1054436499.18            | $1311279420.05          |
| 2026-04-17 | $1076110630.85            | $1098040982.97          |
| 2026-04-20 | $1303455262.02            | $1160815236.98          |
| 2026-04-21 | $1302817205.52            | $1246201676.91          |
| 2026-04-22 | $1052953013.55            | $1114420868.96          |
| 2026-04-23 | $1006483882.84            | $971977646.30           |
| 2026-04-24 | $965868906.00             | $921013198.71           |
| 2026-04-27 | $1052339046.13            | $861171697.95           |
| 2026-04-28 | $1086944214.28            | $1230207022.69          |
| 2026-04-29 | $935486113.21             | $1110114348.53          |
| 2026-04-30 | $811869151.64             | $885252820.78           |

**Total Gross Subscriptions (Month):** $23799430887.61

**Total Gross Redemptions (Month):** $26388009597.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4900%           |
| 2026-04-02 | 3.4900%           |
| 2026-04-06 | 3.4900%           |
| 2026-04-07 | 3.4800%           |
| 2026-04-08 | 3.4800%           |
| 2026-04-09 | 3.4700%           |
| 2026-04-10 | 3.4600%           |
| 2026-04-13 | 3.4600%           |
| 2026-04-14 | 3.4600%           |
| 2026-04-15 | 3.4600%           |
| 2026-04-16 | 3.4700%           |
| 2026-04-17 | 3.4900%           |
| 2026-04-20 | 3.4900%           |
| 2026-04-21 | 3.4900%           |
| 2026-04-22 | 3.4900%           |
| 2026-04-23 | 3.4900%           |
| 2026-04-24 | 3.4900%           |
| 2026-04-27 | 3.4900%           |
| 2026-04-28 | 3.4900%           |
| 2026-04-29 | 3.4900%           |
| 2026-04-30 | 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:** $140597498503.49

- **Number of Shares Outstanding:** 140596234437.2800

- **Expense Reimbursement/Waiver:** 491341.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 0.9999          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 0.9999          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 0.9999          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 0.9999          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $1199745061.96            | $873346125.19           |
| 2026-04-02 | $816278050.96             | $909640416.88           |
| 2026-04-06 | $921147457.78             | $652044072.96           |
| 2026-04-07 | $1160929077.82            | $1420249509.98          |
| 2026-04-08 | $655266021.84             | $944160934.47           |
| 2026-04-09 | $770950234.00             | $1410912035.23          |
| 2026-04-10 | $825008074.15             | $1284553675.82          |
| 2026-04-13 | $638885586.09             | $1507800545.30          |
| 2026-04-14 | $669177672.49             | $2210917030.09          |
| 2026-04-15 | $634779068.31             | $1359697702.71          |
| 2026-04-16 | $600947244.41             | $902776387.46           |
| 2026-04-17 | $716501729.50             | $790913842.09           |
| 2026-04-20 | $806272103.93             | $698265191.92           |
| 2026-04-21 | $718139185.38             | $703883852.61           |
| 2026-04-22 | $715806361.91             | $630005958.50           |
| 2026-04-23 | $622562964.44             | $606335815.26           |
| 2026-04-24 | $588483065.96             | $597880672.12           |
| 2026-04-27 | $626667147.70             | $532943107.66           |
| 2026-04-28 | $583370859.82             | $663585397.31           |
| 2026-04-29 | $574320381.30             | $562140574.50           |
| 2026-04-30 | $571088296.52             | $633244573.15           |

**Total Gross Subscriptions (Month):** $15416325646.27

**Total Gross Redemptions (Month):** $19895297421.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.6400%           |
| 2026-04-02 | 3.6400%           |
| 2026-04-06 | 3.6400%           |
| 2026-04-07 | 3.6300%           |
| 2026-04-08 | 3.6300%           |
| 2026-04-09 | 3.6200%           |
| 2026-04-10 | 3.6100%           |
| 2026-04-13 | 3.6100%           |
| 2026-04-14 | 3.6100%           |
| 2026-04-15 | 3.6100%           |
| 2026-04-16 | 3.6200%           |
| 2026-04-17 | 3.6400%           |
| 2026-04-20 | 3.6400%           |
| 2026-04-21 | 3.6400%           |
| 2026-04-22 | 3.6400%           |
| 2026-04-23 | 3.6400%           |
| 2026-04-24 | 3.6400%           |
| 2026-04-27 | 3.6400%           |
| 2026-04-28 | 3.6400%           |
| 2026-04-29 | 3.6400%           |
| 2026-04-30 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Antalis SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BE51, C.4 - ISIN: US03664BE513, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $57270461.85
- **C.18.a - Value (excl. sponsor support):** $57270461.85
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? 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: 03664BE77, C.4 - ISIN: US03664BE778, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $119913204.00
- **C.18.a - Value (excl. sponsor support):** $119913204.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BED4, C.4 - ISIN: US03664BED47, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $56923317.90
- **C.18.a - Value (excl. sponsor support):** $56923317.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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):** $24093660.36
- **C.18.a - Value (excl. sponsor support):** $24093660.36
- **C.19 - Percentage of Net Assets:** 0.0100%
- **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 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):** $198854900.00
- **C.18.a - Value (excl. sponsor support):** $198854900.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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):** $51398175.40
- **C.18.a - Value (excl. sponsor support):** $51398175.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 3.840000%
- **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):** $99980845.00
- **C.18.a - Value (excl. sponsor support):** $99980845.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 8: 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):** $99985419.00
- **C.18.a - Value (excl. sponsor support):** $99985419.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 9: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PHE6, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $150011916.00
- **C.18.a - Value (excl. sponsor support):** $150011916.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: 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):** $98616860.00
- **C.18.a - Value (excl. sponsor support):** $98616860.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 11: 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):** $196604440.00
- **C.18.a - Value (excl. sponsor support):** $196604440.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 12: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 13: 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):** $499795250.00
- **C.18.a - Value (excl. sponsor support):** $499795250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 14: 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):** $599692740.00
- **C.18.a - Value (excl. sponsor support):** $599692740.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? 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: 05571CF55, C.4 - ISIN: US05571CF554, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $541987200.00
- **C.18.a - Value (excl. sponsor support):** $541987200.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 16: 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):** $990011800.00
- **C.18.a - Value (excl. sponsor support):** $990011800.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 17: 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):** $493329000.00
- **C.18.a - Value (excl. sponsor support):** $493329000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 18: 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):** $983641800.00
- **C.18.a - Value (excl. sponsor support):** $983641800.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 19: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CL58, C.4 - ISIN: US05571CL586, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $979771800.00
- **C.18.a - Value (excl. sponsor support):** $979771800.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: 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):** $200032860.00
- **C.18.a - Value (excl. sponsor support):** $200032860.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 21: 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):** $499971200.00
- **C.18.a - Value (excl. sponsor support):** $499971200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **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 22: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DNT6, C.4 - ISIN: US05593DNT62, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $193027869.20
- **C.18.a - Value (excl. sponsor support):** $193027869.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 23: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DP64, C.4 - ISIN: US05593DP647, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $106015719.80
- **C.18.a - Value (excl. sponsor support):** $106015719.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.983500%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNT5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600186330.00
- **C.18.a - Value (excl. sponsor support):** $600186330.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 25: 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):** $515301341.95
- **C.18.a - Value (excl. sponsor support):** $515301341.95
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 26: 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):** $500364560.00
- **C.18.a - Value (excl. sponsor support):** $500364560.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 27: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.040000%
- **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):** $1000765900.00
- **C.18.a - Value (excl. sponsor support):** $1000765900.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 28: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.930000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TPJ5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $299955948.00
- **C.18.a - Value (excl. sponsor support):** $299955948.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 29: 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):** $498884440.00
- **C.18.a - Value (excl. sponsor support):** $498884440.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 30: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.032380%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TPM8, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $1000479840.00
- **C.18.a - Value (excl. sponsor support):** $1000479840.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 31: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.020000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TPY2, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $622041089.32
- **C.18.a - Value (excl. sponsor support):** $622041089.32
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2027-04-27
- **C.12 - Maturity Date (WAL):** 2027-04-27
- **C.13 - Final Legal Maturity Date:** 2027-04-27
- **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 32: 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):** $400027160.00
- **C.18.a - Value (excl. sponsor support):** $400027160.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: 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):** $499385650.00
- **C.18.a - Value (excl. sponsor support):** $499385650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 34: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.917000%
- **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):** $335080366.50
- **C.18.a - Value (excl. sponsor support):** $335080366.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 35: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.940000%
- **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):** $350146720.00
- **C.18.a - Value (excl. sponsor support):** $350146720.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 36: 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):** $399270738.81
- **C.18.a - Value (excl. sponsor support):** $399270738.81
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 37: 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):** $300009000.00
- **C.18.a - Value (excl. sponsor support):** $300009000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 38: 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):** $674579407.50
- **C.18.a - Value (excl. sponsor support):** $674579407.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: 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):** $748436550.00
- **C.18.a - Value (excl. sponsor support):** $748436550.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 40: 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):** $198982940.00
- **C.18.a - Value (excl. sponsor support):** $198982940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **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 41: 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):** $495897950.00
- **C.18.a - Value (excl. sponsor support):** $495897950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 42: 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):** $495629700.00
- **C.18.a - Value (excl. sponsor support):** $495629700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 43: 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):** $197296600.00
- **C.18.a - Value (excl. sponsor support):** $197296600.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 44: 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):** $491883750.00
- **C.18.a - Value (excl. sponsor support):** $491883750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 45: 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):** $147387750.00
- **C.18.a - Value (excl. sponsor support):** $147387750.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 46: 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):** $243737075.00
- **C.18.a - Value (excl. sponsor support):** $243737075.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 47: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PNV4, C.4 - ISIN: US06054PNV49, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $97038640.00
- **C.18.a - Value (excl. sponsor support):** $97038640.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2027-01-29
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.953750%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RB27, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500052185.00
- **C.18.a - Value (excl. sponsor support):** $500052185.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 49: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.923333%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RCS9, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $385007800.10
- **C.18.a - Value (excl. sponsor support):** $385007800.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 50: 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):** $499573675.00
- **C.18.a - Value (excl. sponsor support):** $499573675.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **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 51: 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):** $199869230.00
- **C.18.a - Value (excl. sponsor support):** $199869230.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 52: 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):** $99942682.00
- **C.18.a - Value (excl. sponsor support):** $99942682.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 53: 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):** $179877200.40
- **C.18.a - Value (excl. sponsor support):** $179877200.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 54: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.930000%
- **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):** $199971768.00
- **C.18.a - Value (excl. sponsor support):** $199971768.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 55: 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):** $499568265.00
- **C.18.a - Value (excl. sponsor support):** $499568265.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 56: 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):** $557876386.26
- **C.18.a - Value (excl. sponsor support):** $557876386.26
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 57: 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):** $629120308.83
- **C.18.a - Value (excl. sponsor support):** $629120308.83
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 58: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.070000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RF23, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $577054353.40
- **C.18.a - Value (excl. sponsor support):** $577054353.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **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 59: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.050000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RF64, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $336969400.40
- **C.18.a - Value (excl. sponsor support):** $336969400.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **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 60: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.040000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RFD9, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $229874121.00
- **C.18.a - Value (excl. sponsor support):** $229874121.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-04-16
- **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 61: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.940000%
- **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):** $250002957.50
- **C.18.a - Value (excl. sponsor support):** $250002957.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 62: 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):** $249992505.00
- **C.18.a - Value (excl. sponsor support):** $249992505.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 63: 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):** $250027662.50
- **C.18.a - Value (excl. sponsor support):** $250027662.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 64: 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):** $250000940.00
- **C.18.a - Value (excl. sponsor support):** $250000940.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 65: 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):** $200044638.00
- **C.18.a - Value (excl. sponsor support):** $200044638.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 66: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.021111%
- **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):** $248987144.87
- **C.18.a - Value (excl. sponsor support):** $248987144.87
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 67: 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):** $196428639.05
- **C.18.a - Value (excl. sponsor support):** $196428639.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 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: 06370B5R1, C.4 - ISIN: US06370B5R12, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100000260.00
- **C.18.a - Value (excl. sponsor support):** $100000260.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 69: 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):** $200011844.00
- **C.18.a - Value (excl. sponsor support):** $200011844.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **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 70: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.857500%
- **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):** $249992505.00
- **C.18.a - Value (excl. sponsor support):** $249992505.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 71: 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):** $350157920.00
- **C.18.a - Value (excl. sponsor support):** $350157920.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 72: 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):** $199059302.00
- **C.18.a - Value (excl. sponsor support):** $199059302.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 73: 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):** $748208692.00
- **C.18.a - Value (excl. sponsor support):** $748208692.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 74: 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):** $299524361.35
- **C.18.a - Value (excl. sponsor support):** $299524361.35
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 75: 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):** $949717565.00
- **C.18.a - Value (excl. sponsor support):** $949717565.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 76: 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):** $149941710.00
- **C.18.a - Value (excl. sponsor support):** $149941710.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 77: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.898714%
- **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):** $999609100.00
- **C.18.a - Value (excl. sponsor support):** $999609100.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 78: 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):** $499803950.00
- **C.18.a - Value (excl. sponsor support):** $499803950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 79: 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: 06418NNR9, C.4 - ISIN: US06418NNR97, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $999827400.00
- **C.18.a - Value (excl. sponsor support):** $999827400.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 80: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EG79, C.4 - ISIN: US06741EG796, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97686600.00
- **C.18.a - Value (excl. sponsor support):** $97686600.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 81: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EGE4, C.4 - ISIN: US06741EGE41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198392360.00
- **C.18.a - Value (excl. sponsor support):** $198392360.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 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: 06741EGP9, C.4 - ISIN: US06741EGP97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198187400.00
- **C.18.a - Value (excl. sponsor support):** $198187400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **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 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: 06741EGQ7, C.4 - ISIN: US06741EGQ70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198164480.00
- **C.18.a - Value (excl. sponsor support):** $198164480.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **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 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: 06741EGT1, C.4 - ISIN: US06741EGT10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155504951.80
- **C.18.a - Value (excl. sponsor support):** $155504951.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 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: 06741EGU8, C.4 - ISIN: US06741EGU82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198072420.00
- **C.18.a - Value (excl. sponsor support):** $198072420.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **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 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: 06741EH78, C.4 - ISIN: US06741EH786, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97938126.00
- **C.18.a - Value (excl. sponsor support):** $97938126.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **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 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: 06741EHD5, C.4 - ISIN: US06741EHD58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148293870.00
- **C.18.a - Value (excl. sponsor support):** $148293870.00
- **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 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: 06741EHL7, C.4 - ISIN: US06741EHL74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $128423087.00
- **C.18.a - Value (excl. sponsor support):** $128423087.00
- **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 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: 06741EJM3, C.4 - ISIN: US06741EJM30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $295334760.00
- **C.18.a - Value (excl. sponsor support):** $295334760.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 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: 06741EKG4, C.4 - ISIN: US06741EKG43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $107016058.30
- **C.18.a - Value (excl. sponsor support):** $107016058.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 06741EKN9, C.4 - ISIN: US06741EKN93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196232920.00
- **C.18.a - Value (excl. sponsor support):** $196232920.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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 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: 06741EKS8, C.4 - ISIN: US06741EKS80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98074230.00
- **C.18.a - Value (excl. sponsor support):** $98074230.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 06741EKT6, C.4 - ISIN: US06741EKT63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196127360.00
- **C.18.a - Value (excl. sponsor support):** $196127360.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **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 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: 06741EL24, C.4 - ISIN: US06741EL242, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97996870.00
- **C.18.a - Value (excl. sponsor support):** $97996870.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 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):** $229023564.10
- **C.18.a - Value (excl. sponsor support):** $229023564.10
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 96: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 3.930000%
- **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):** $296053694.40
- **C.18.a - Value (excl. sponsor support):** $296053694.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 97: 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: 06744RE53, C.4 - ISIN: US06744RE532, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $99949010.00
- **C.18.a - Value (excl. sponsor support):** $99949010.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, 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: 06744RE61, C.4 - ISIN: US06744RE615, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $799510800.00
- **C.18.a - Value (excl. sponsor support):** $799510800.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 99: 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: 06744RE79, C.4 - ISIN: US06744RE797, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $199857380.00
- **C.18.a - Value (excl. sponsor support):** $199857380.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **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? Yes, 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):** $752531304.00
- **C.18.a - Value (excl. sponsor support):** $752531304.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 101: 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):** $559079210.30
- **C.18.a - Value (excl. sponsor support):** $559079210.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 102: 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: 06745GGJ4, C.4 - ISIN: US06745GGJ40, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $467027973.30
- **C.18.a - Value (excl. sponsor support):** $467027973.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 103: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.933333%
- **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):** $693097297.20
- **C.18.a - Value (excl. sponsor support):** $693097297.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 104: 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):** $400061480.00
- **C.18.a - Value (excl. sponsor support):** $400061480.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 105: 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):** $767130006.50
- **C.18.a - Value (excl. sponsor support):** $767130006.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 106: 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):** $500012700.00
- **C.18.a - Value (excl. sponsor support):** $500012700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: 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):** $490009800.00
- **C.18.a - Value (excl. sponsor support):** $490009800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 108: 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):** $1000553900.00
- **C.18.a - Value (excl. sponsor support):** $1000553900.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 109: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GJX0, C.4 - ISIN: US06745GJX07, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $499991750.00
- **C.18.a - Value (excl. sponsor support):** $499991750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945ME44, C.4 - ISIN: US06945ME445, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $149938575.00
- **C.18.a - Value (excl. sponsor support):** $149938575.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 06945ME69, C.4 - ISIN: US06945ME692, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49969260.00
- **C.18.a - Value (excl. sponsor support):** $49969260.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? 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: 06945ME77, C.4 - ISIN: US06945ME775, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $156887352.50
- **C.18.a - Value (excl. sponsor support):** $156887352.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 06945MEE2, C.4 - ISIN: US06945MEE21, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99855910.00
- **C.18.a - Value (excl. sponsor support):** $99855910.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 114: 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):** $99845530.00
- **C.18.a - Value (excl. sponsor support):** $99845530.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 115: 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):** $149656650.00
- **C.18.a - Value (excl. sponsor support):** $149656650.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 116: 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):** $149542710.00
- **C.18.a - Value (excl. sponsor support):** $149542710.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 117: 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):** $199091500.00
- **C.18.a - Value (excl. sponsor support):** $199091500.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **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 118: 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):** $99394380.00
- **C.18.a - Value (excl. sponsor support):** $99394380.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **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 119: 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):** $200014040.00
- **C.18.a - Value (excl. sponsor support):** $200014040.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **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 120: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDHQ1, C.4 - ISIN: US0727MDHQ12, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $100001520.00
- **C.18.a - Value (excl. sponsor support):** $100001520.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **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 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: 07644BE57, C.4 - ISIN: US07644BE578, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99948930.00
- **C.18.a - Value (excl. sponsor support):** $99948930.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, 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: 07644BFQ0, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $149126490.00
- **C.18.a - Value (excl. sponsor support):** $149126490.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **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 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: 07644BJU7, C.4 - ISIN: US07644BJU70, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $295155090.00
- **C.18.a - Value (excl. sponsor support):** $295155090.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 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: 07644BKP6, C.4 - ISIN: US07644BKP66, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98114600.00
- **C.18.a - Value (excl. sponsor support):** $98114600.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BKS0, C.4 - ISIN: US07644BKS06, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $147123135.00
- **C.18.a - Value (excl. sponsor support):** $147123135.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BKT8, C.4 - ISIN: US07644BKT88, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98071250.00
- **C.18.a - Value (excl. sponsor support):** $98071250.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **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 127: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BKV3, C.4 - ISIN: US07644BKV35, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $147074355.00
- **C.18.a - Value (excl. sponsor support):** $147074355.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 08224ME59, C.4 - ISIN: US08224ME591, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $243748868.26
- **C.18.a - Value (excl. sponsor support):** $243748868.26
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 129: 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):** $252135538.29
- **C.18.a - Value (excl. sponsor support):** $252135538.29
- **C.19 - Percentage of Net Assets:** 0.0600%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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: 08224ME75, C.4 - ISIN: US08224ME757, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $208849645.40
- **C.18.a - Value (excl. sponsor support):** $208849645.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: 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):** $88651364.61
- **C.18.a - Value (excl. sponsor support):** $88651364.61
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 132: BRECKENRIDGE TERRACE, LLC

- **C.1 - Title:** HOUSING FACILITIES REVENUE NOTES SERIES 1999B 3.850000%
- **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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 133: 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):** $149783940.00
- **C.18.a - Value (excl. sponsor support):** $149783940.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 134: 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):** $124767262.50
- **C.18.a - Value (excl. sponsor support):** $124767262.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 135: 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):** $74891932.50
- **C.18.a - Value (excl. sponsor support):** $74891932.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 136: 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):** $13900000.00
- **C.18.a - Value (excl. sponsor support):** $13900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 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: 12710HEU8, C.4 - ISIN: US12710HEU86, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $74779110.00
- **C.18.a - Value (excl. sponsor support):** $74779110.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 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: 12710HF29, C.4 - ISIN: US12710HF293, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $94669001.00
- **C.18.a - Value (excl. sponsor support):** $94669001.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 12710HGG7, C.4 - ISIN: US12710HGG74, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $247954325.00
- **C.18.a - Value (excl. sponsor support):** $247954325.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 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: 12710HH35, C.4 - ISIN: US12710HH356, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49494655.00
- **C.18.a - Value (excl. sponsor support):** $49494655.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 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: 12710HKE7, C.4 - ISIN: US12710HKE70, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $117848904.00
- **C.18.a - Value (excl. sponsor support):** $117848904.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HKK3, C.4 - ISIN: US12710HKK31, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $32253125.09
- **C.18.a - Value (excl. sponsor support):** $32253125.09
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-10-19
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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):** $473620220.00
- **C.18.a - Value (excl. sponsor support):** $473620220.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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):** $99698930.00
- **C.18.a - Value (excl. sponsor support):** $99698930.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **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):** $498240800.00
- **C.18.a - Value (excl. sponsor support):** $498240800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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):** $497978500.00
- **C.18.a - Value (excl. sponsor support):** $497978500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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 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):** $199149320.00
- **C.18.a - Value (excl. sponsor support):** $199149320.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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):** $993593900.00
- **C.18.a - Value (excl. sponsor support):** $993593900.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 Municipal Finance Auth

- **C.1 - Title:** VARIABLE RATE DEMAND M/F HOUSING RB (ELOWEN OAK APTS) SERIES 2026 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 130483LB4, C.4 - ISIN: US130483LB47, C.3 - LEI: 5493000UQOV6R4ZWS346
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2066-03-01
- **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 150: California Public Finance Auth

- **C.1 - Title:** RB (ADVENTIST HEALTH) SERIES 2024C 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 151: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 153: 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):** $250013350.00
- **C.18.a - Value (excl. sponsor support):** $250013350.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **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 154: 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):** $98970844.50
- **C.18.a - Value (excl. sponsor support):** $98970844.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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 155: CELLMARK, INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2018A 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 3.984444%
- **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):** $211033135.44
- **C.18.a - Value (excl. sponsor support):** $211033135.44
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.998275%
- **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):** $240041690.40
- **C.18.a - Value (excl. sponsor support):** $240041690.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 3.904444%
- **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):** $329104109.35
- **C.18.a - Value (excl. sponsor support):** $329104109.35
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 159: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.898928%
- **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):** $324945614.50
- **C.18.a - Value (excl. sponsor support):** $324945614.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 160: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.922380%
- **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):** $249967775.00
- **C.18.a - Value (excl. sponsor support):** $249967775.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 161: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.996666%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WX56, C.4 - ISIN: US15963WX560, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $128013223.68
- **C.18.a - Value (excl. sponsor support):** $128013223.68
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.960000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WX64, C.4 - ISIN: US15963WX644, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 16115WEF0, C.4 - ISIN: US16115WEF05, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49921930.00
- **C.18.a - Value (excl. sponsor support):** $49921930.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 164: 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):** $99811820.00
- **C.18.a - Value (excl. sponsor support):** $99811820.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 165: 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):** $59521878.00
- **C.18.a - Value (excl. sponsor support):** $59521878.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 166: 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):** $49596215.00
- **C.18.a - Value (excl. sponsor support):** $49596215.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 167: 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: 16537JE69, C.4 - ISIN: US16537JE691, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149907780.00
- **C.18.a - Value (excl. sponsor support):** $149907780.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 168: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538CE14, C.4 - ISIN: US16538CE140, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $96340143.40
- **C.18.a - Value (excl. sponsor support):** $96340143.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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: 16538CE71, C.4 - ISIN: US16538CE710, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199856500.00
- **C.18.a - Value (excl. sponsor support):** $199856500.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.948620%
- **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):** $155038827.50
- **C.18.a - Value (excl. sponsor support):** $155038827.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 171: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.946296%
- **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):** $500125200.00
- **C.18.a - Value (excl. sponsor support):** $500125200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 172: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.932000%
- **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):** $500110650.00
- **C.18.a - Value (excl. sponsor support):** $500110650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 173: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.922222%
- **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):** $620131254.00
- **C.18.a - Value (excl. sponsor support):** $620131254.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 174: 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):** $130000487.50
- **C.18.a - Value (excl. sponsor support):** $130000487.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 175: 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):** $212006824.28
- **C.18.a - Value (excl. sponsor support):** $212006824.28
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 176: 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):** $765176722.65
- **C.18.a - Value (excl. sponsor support):** $765176722.65
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 177: 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):** $123972658.00
- **C.18.a - Value (excl. sponsor support):** $123972658.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 178: 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):** $244945742.30
- **C.18.a - Value (excl. sponsor support):** $244945742.30
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 179: 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):** $364958397.30
- **C.18.a - Value (excl. sponsor support):** $364958397.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 180: 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):** $800825120.00
- **C.18.a - Value (excl. sponsor support):** $800825120.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 181: 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):** $263063540.80
- **C.18.a - Value (excl. sponsor support):** $263063540.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 182: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.060000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RT25, C.4 - ISIN: US19423RT254, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $285014478.00
- **C.18.a - Value (excl. sponsor support):** $285014478.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2027-01-12
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.060000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RT74, C.4 - ISIN: US19423RT742, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $234000000.00
- **C.18.a - Value (excl. sponsor support):** $234000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-01-25
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **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 184: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 185: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 I BONDS SERIES 2025N2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 187: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 188: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 189: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2046-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025H2 3.720000%
- **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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2048-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024A2 3.720000%
- **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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2053-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024B2 3.720000%
- **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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2050-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024C2 3.720000%
- **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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2054-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2049-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2055-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2049-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025G2 3.720000%
- **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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2053-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 199: 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: 20259YPT2, C.4 - ISIN: US20259YPT28, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $249999925.00
- **C.18.a - Value (excl. sponsor support):** $249999925.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? 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: 20259YPU9, C.4 - ISIN: US20259YPU90, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $999999000.00
- **C.18.a - Value (excl. sponsor support):** $999999000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 201: 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):** $493066100.00
- **C.18.a - Value (excl. sponsor support):** $493066100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 202: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 3.860000%
- **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):** $250041225.00
- **C.18.a - Value (excl. sponsor support):** $250041225.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 203: 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):** $250042675.00
- **C.18.a - Value (excl. sponsor support):** $250042675.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 204: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632BE47, C.4 - ISIN: US20632BE477, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $34985667.50
- **C.18.a - Value (excl. sponsor support):** $34985667.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 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):** $57000603.06
- **C.18.a - Value (excl. sponsor support):** $57000603.06
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 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: 20632CEK9, C.4 - ISIN: US20632CEK99, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $60003805.80
- **C.18.a - Value (excl. sponsor support):** $60003805.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 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: 20632CEN3, C.4 - ISIN: US20632CEN39, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $58004243.28
- **C.18.a - Value (excl. sponsor support):** $58004243.28
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 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: 20632CFB8, C.4 - ISIN: US20632CFB81, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $150000696.00
- **C.18.a - Value (excl. sponsor support):** $150000696.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.930000%
- **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):** $100005525.00
- **C.18.a - Value (excl. sponsor support):** $100005525.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 210: 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):** $211086058.46
- **C.18.a - Value (excl. sponsor support):** $211086058.46
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 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: 20632CFQ5, C.4 - ISIN: US20632CFQ50, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $183052394.73
- **C.18.a - Value (excl. sponsor support):** $183052394.73
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 212: 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):** $298651800.00
- **C.18.a - Value (excl. sponsor support):** $298651800.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 213: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X4T0, C.4 - ISIN: US21684X4T02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100010430.00
- **C.18.a - Value (excl. sponsor support):** $100010430.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 214: 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):** $200001540.00
- **C.18.a - Value (excl. sponsor support):** $200001540.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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? Yes, 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: 21684X5C6, C.4 - ISIN: US21684X5C67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100008470.00
- **C.18.a - Value (excl. sponsor support):** $100008470.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 216: 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):** $249970100.00
- **C.18.a - Value (excl. sponsor support):** $249970100.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 217: 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):** $249809725.00
- **C.18.a - Value (excl. sponsor support):** $249809725.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 218: 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):** $125031512.50
- **C.18.a - Value (excl. sponsor support):** $125031512.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 219: 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):** $145014587.00
- **C.18.a - Value (excl. sponsor support):** $145014587.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 220: 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):** $600028440.00
- **C.18.a - Value (excl. sponsor support):** $600028440.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, 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: 22536XAH7, C.4 - ISIN: US22536XAH70, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $399972520.00
- **C.18.a - Value (excl. sponsor support):** $399972520.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 222: 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):** $151989937.60
- **C.18.a - Value (excl. sponsor support):** $151989937.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 223: 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: 22536XER1, C.4 - ISIN: US22536XER17, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $400100880.00
- **C.18.a - Value (excl. sponsor support):** $400100880.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XFE9, C.4 - ISIN: US22536XFE94, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $500082900.00
- **C.18.a - Value (excl. sponsor support):** $500082900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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 225: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XFF6, C.4 - ISIN: US22536XFF69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $658042309.40
- **C.18.a - Value (excl. sponsor support):** $658042309.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XFK5, C.4 - ISIN: US22536XFK54, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $591919132.80
- **C.18.a - Value (excl. sponsor support):** $591919132.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2073-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: 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):** $999899700.00
- **C.18.a - Value (excl. sponsor support):** $999899700.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, 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):** $298394010.00
- **C.18.a - Value (excl. sponsor support):** $298394010.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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):** $496854700.00
- **C.18.a - Value (excl. sponsor support):** $496854700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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):** $198247160.00
- **C.18.a - Value (excl. sponsor support):** $198247160.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1LA6, C.4 - ISIN: US2332K1LA60, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $293834610.00
- **C.18.a - Value (excl. sponsor support):** $293834610.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-11-10
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: 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):** $18350000.00
- **C.18.a - Value (excl. sponsor support):** $18350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 234: EAGLE CNTY

- **C.1 - Title:** RB (BC HOUSING) SERIES 1997B 3.850000%
- **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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 235: EAGLE CNTY

- **C.1 - Title:** RB (TARNES AT BC) SERIES 1999B 3.850000%
- **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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 236: 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):** $82174000.00
- **C.18.a - Value (excl. sponsor support):** $82174000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 237: 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):** $499798550.00
- **C.18.a - Value (excl. sponsor support):** $499798550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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? 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):** $73804080.00
- **C.18.a - Value (excl. sponsor support):** $73804080.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 3.900000%
- **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):** $330935795.93
- **C.18.a - Value (excl. sponsor support):** $330935795.93
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 240: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.893750%
- **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):** $206964737.55
- **C.18.a - Value (excl. sponsor support):** $206964737.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 241: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.893750%
- **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):** $274953307.75
- **C.18.a - Value (excl. sponsor support):** $274953307.75
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 242: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.987000%
- **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):** $265005941.30
- **C.18.a - Value (excl. sponsor support):** $265005941.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 243: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.987000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HET8, C.4 - ISIN: US30608HET86, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $148506456.78
- **C.18.a - Value (excl. sponsor support):** $148506456.78
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.960000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HEX9, C.4 - ISIN: US30608HEX98, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $135500000.00
- **C.18.a - Value (excl. sponsor support):** $135500000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 245: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GFP3, C.4 - ISIN: US31428GFP37, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $298289100.00
- **C.18.a - Value (excl. sponsor support):** $298289100.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **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 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: 31428GGV9, C.4 - ISIN: US31428GGV95, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $198095000.00
- **C.18.a - Value (excl. sponsor support):** $198095000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 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: 31428GGW7, C.4 - ISIN: US31428GGW78, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $247591875.00
- **C.18.a - Value (excl. sponsor support):** $247591875.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 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: 31428GJ38, C.4 - ISIN: US31428GJ384, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $295976400.00
- **C.18.a - Value (excl. sponsor support):** $295976400.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 249: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 250: 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):** $199262080.00
- **C.18.a - Value (excl. sponsor support):** $199262080.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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 251: 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):** $348522230.00
- **C.18.a - Value (excl. sponsor support):** $348522230.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 252: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MFA7, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $248917775.00
- **C.18.a - Value (excl. sponsor support):** $248917775.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 253: 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):** $149318625.00
- **C.18.a - Value (excl. sponsor support):** $149318625.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **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 254: 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):** $238832832.00
- **C.18.a - Value (excl. sponsor support):** $238832832.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 255: 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):** $74458080.00
- **C.18.a - Value (excl. sponsor support):** $74458080.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 256: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JE14, C.4 - ISIN: US39014JE140, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $184981074.50
- **C.18.a - Value (excl. sponsor support):** $184981074.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 257: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JE55, C.4 - ISIN: US39014JE553, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $339825886.00
- **C.18.a - Value (excl. sponsor support):** $339825886.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 258: 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: 39014JE63, C.4 - ISIN: US39014JE637, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $334794042.00
- **C.18.a - Value (excl. sponsor support):** $334794042.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, 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: 39014JE71, C.4 - ISIN: US39014JE710, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $279799100.00
- **C.18.a - Value (excl. sponsor support):** $279799100.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: 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):** $99620400.00
- **C.18.a - Value (excl. sponsor support):** $99620400.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 261: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 262: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PMD4, C.4 - ISIN: US40054PMD41, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $749736300.00
- **C.18.a - Value (excl. sponsor support):** $749736300.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 263: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 3.912000%
- **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):** $600111240.00
- **C.18.a - Value (excl. sponsor support):** $600111240.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 264: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 265: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 266: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.872222%
- **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):** $696533919.55
- **C.18.a - Value (excl. sponsor support):** $696533919.55
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 267: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.883333%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHG6, C.4 - ISIN: US44988GHG64, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 44988GHG6
- **C.18 - Value (incl. sponsor support):** $300053820.00
- **C.18.a - Value (excl. sponsor support):** $300053820.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 268: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHW1, C.4 - ISIN: US44988GHW15, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 44988GHW1
- **C.18 - Value (incl. sponsor support):** $499927750.00
- **C.18.a - Value (excl. sponsor support):** $499927750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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 269: 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):** $27495000.00
- **C.18.a - Value (excl. sponsor support):** $27495000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 270: ILLINOIS HSG DEV AUTH 2016

- **C.1 - Title:** M/F RB SERIES 2022C 3.700000%
- **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:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 271: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 272: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 273: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 274: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 275: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.950000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45687W2L7, C.4 - ISIN: US45687W2L74, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 45687W2L7
- **C.18 - Value (incl. sponsor support):** $499940250.00
- **C.18.a - Value (excl. sponsor support):** $499940250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 276: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 277: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 278: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.007000%
- **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):** $300044361.00
- **C.18.a - Value (excl. sponsor support):** $300044361.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 279: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 280: 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):** $38965000.00
- **C.18.a - Value (excl. sponsor support):** $38965000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 281: 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):** $249898450.00
- **C.18.a - Value (excl. sponsor support):** $249898450.00
- **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? 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: 48246UE51, C.4 - ISIN: US48246UE516, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $249873025.00
- **C.18.a - Value (excl. sponsor support):** $249873025.00
- **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? Yes, 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: 48246UE69, C.4 - ISIN: US48246UE698, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $199878040.00
- **C.18.a - Value (excl. sponsor support):** $199878040.00
- **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? Yes, 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: 48246UE77, C.4 - ISIN: US48246UE771, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $249822075.00
- **C.18.a - Value (excl. sponsor support):** $249822075.00
- **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? Yes, C.23 Categorized at Level 3? No

### Security 285: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 286: LABCON NORTH AMERICA

- **C.1 - Title:** TAXABLE BONDS SERIES 2010 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 287: 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):** $149159145.00
- **C.18.a - Value (excl. sponsor support):** $149159145.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **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 288: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UFW5, C.4 - ISIN: US53127UFW53, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $24838575.00
- **C.18.a - Value (excl. sponsor support):** $24838575.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 289: 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):** $99031190.00
- **C.18.a - Value (excl. sponsor support):** $99031190.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 290: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UJP6, C.4 - ISIN: US53127UJP66, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $246087725.00
- **C.18.a - Value (excl. sponsor support):** $246087725.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 291: 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):** $125008412.50
- **C.18.a - Value (excl. sponsor support):** $125008412.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 292: 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: 53619YE78, C.4 - ISIN: US53619YE781, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $215845430.40
- **C.18.a - Value (excl. sponsor support):** $215845430.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 293: LION BAY FUNDING LLC

- **C.1 - Title:** LION BAY FUNDING LLC 3.710000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53620ABB1, C.4 - ISIN: US53620ABB17, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $170005210.50
- **C.18.a - Value (excl. sponsor support):** $170005210.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **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? Yes, C.23 Categorized at Level 3? No

### Security 294: 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):** $84451750.00
- **C.18.a - Value (excl. sponsor support):** $84451750.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 295: 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):** $100908764.65
- **C.18.a - Value (excl. sponsor support):** $100908764.65
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 296: 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):** $98726650.00
- **C.18.a - Value (excl. sponsor support):** $98726650.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **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 297: 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):** $49352220.00
- **C.18.a - Value (excl. sponsor support):** $49352220.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 298: 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):** $100595675.25
- **C.18.a - Value (excl. sponsor support):** $100595675.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 299: 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):** $147846195.00
- **C.18.a - Value (excl. sponsor support):** $147846195.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 300: 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):** $98553380.00
- **C.18.a - Value (excl. sponsor support):** $98553380.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 301: 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):** $98542630.00
- **C.18.a - Value (excl. sponsor support):** $98542630.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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 302: 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):** $98510380.00
- **C.18.a - Value (excl. sponsor support):** $98510380.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 303: 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):** $98499630.00
- **C.18.a - Value (excl. sponsor support):** $98499630.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 304: 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):** $50316846.51
- **C.18.a - Value (excl. sponsor support):** $50316846.51
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 305: 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):** $98424470.00
- **C.18.a - Value (excl. sponsor support):** $98424470.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 306: LOUISVILLE INVESTORS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (HARMONY AT TUCKER STATION) SERIES 2026A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 546724AA3, C.4 - ISIN: US546724AA39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2066-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 307: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.918571%
- **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):** $600087840.00
- **C.18.a - Value (excl. sponsor support):** $600087840.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 308: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.920606%
- **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):** $300033960.00
- **C.18.a - Value (excl. sponsor support):** $300033960.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 309: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.910000%
- **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):** $250029550.00
- **C.18.a - Value (excl. sponsor support):** $250029550.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 310: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.918906%
- **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):** $810111294.00
- **C.18.a - Value (excl. sponsor support):** $810111294.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 311: 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):** $661122813.80
- **C.18.a - Value (excl. sponsor support):** $661122813.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 312: 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):** $266049928.20
- **C.18.a - Value (excl. sponsor support):** $266049928.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 313: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.913018%
- **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):** $500092850.00
- **C.18.a - Value (excl. sponsor support):** $500092850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 314: 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):** $529097812.10
- **C.18.a - Value (excl. sponsor support):** $529097812.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 315: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.912400%
- **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):** $496097414.40
- **C.18.a - Value (excl. sponsor support):** $496097414.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 316: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.910000%
- **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):** $200041040.00
- **C.18.a - Value (excl. sponsor support):** $200041040.00
- **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):** 2026-06-15
- **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 317: 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):** $300023730.00
- **C.18.a - Value (excl. sponsor support):** $300023730.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 318: 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):** $210000882.00
- **C.18.a - Value (excl. sponsor support):** $210000882.00
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.790000%
- **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):** $499913050.00
- **C.18.a - Value (excl. sponsor support):** $499913050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **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 320: 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):** $497711242.26
- **C.18.a - Value (excl. sponsor support):** $497711242.26
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 321: 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):** $219942580.00
- **C.18.a - Value (excl. sponsor support):** $219942580.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 322: 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: 55381BSB5, C.4 - ISIN: US55381BSB52, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $290035612.00
- **C.18.a - Value (excl. sponsor support):** $290035612.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 323: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.850000%
- **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):** $409961665.00
- **C.18.a - Value (excl. sponsor support):** $409961665.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 324: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTC2, C.4 - ISIN: US55381BTC27, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $200074440.00
- **C.18.a - Value (excl. sponsor support):** $200074440.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 325: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTE8, C.4 - ISIN: US55381BTE82, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500190000.00
- **C.18.a - Value (excl. sponsor support):** $500190000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 326: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTF5, C.4 - ISIN: US55381BTF57, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $300115050.00
- **C.18.a - Value (excl. sponsor support):** $300115050.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 327: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTX6, C.4 - ISIN: US55381BTX63, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $499903100.00
- **C.18.a - Value (excl. sponsor support):** $499903100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 328: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTZ1, C.4 - ISIN: US55381BTZ12, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $510084252.00
- **C.18.a - Value (excl. sponsor support):** $510084252.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-10-20
- **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 329: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BUB2, C.4 - ISIN: US55381BUB25, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $660044286.00
- **C.18.a - Value (excl. sponsor support):** $660044286.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-10-21
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 330: 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):** $298935990.00
- **C.18.a - Value (excl. sponsor support):** $298935990.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 331: 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.4 - ISIN: US55607LGE83, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $272802860.00
- **C.18.a - Value (excl. sponsor support):** $272802860.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 332: 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):** $199994654.00
- **C.18.a - Value (excl. sponsor support):** $199994654.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **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 333: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CE16, C.4 - ISIN: US56037CE169, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $48994987.30
- **C.18.a - Value (excl. sponsor support):** $48994987.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 334: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CE57, C.4 - ISIN: US56037CE573, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $199897580.00
- **C.18.a - Value (excl. sponsor support):** $199897580.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 335: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CE65, C.4 - ISIN: US56037CE656, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $59963112.00
- **C.18.a - Value (excl. sponsor support):** $59963112.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 336: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 337: Massachusetts HFA

- **C.1 - Title:** HOUSING BONDS SERIES 2025A 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 338: Massachusetts HFA

- **C.1 - Title:** S/F HOUSING RB SERIES 251 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 339: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 340: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 341: 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):** $173851510.00
- **C.18.a - Value (excl. sponsor support):** $173851510.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 342: 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):** $31420046.53
- **C.18.a - Value (excl. sponsor support):** $31420046.53
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 343: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 344: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 345: Michigan HDA

- **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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 346: Michigan HDA

- **C.1 - Title:** S/F MORTGAGE RB SERIES 2022C 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594654QF5, C.4 - ISIN: US594654QF55, C.3 - LEI: 549300NSWW1HVXE93T03
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2052-06-01
- **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 347: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 348: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 349: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FCF9, C.4 - ISIN: US60683FCF99, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $500188600.00
- **C.18.a - Value (excl. sponsor support):** $500188600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 350: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.900694%
- **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):** $285024510.00
- **C.18.a - Value (excl. sponsor support):** $285024510.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 351: 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):** $91995620.80
- **C.18.a - Value (excl. sponsor support):** $91995620.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 352: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.851595%
- **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):** $400061160.00
- **C.18.a - Value (excl. sponsor support):** $400061160.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 353: 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):** $370036519.00
- **C.18.a - Value (excl. sponsor support):** $370036519.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 354: 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):** $382523447.25
- **C.18.a - Value (excl. sponsor support):** $382523447.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 355: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.858285%
- **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):** $402031195.20
- **C.18.a - Value (excl. sponsor support):** $402031195.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 356: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.970000%
- **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):** $420187110.00
- **C.18.a - Value (excl. sponsor support):** $420187110.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 357: 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):** $615315495.00
- **C.18.a - Value (excl. sponsor support):** $615315495.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 358: 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):** $490239561.00
- **C.18.a - Value (excl. sponsor support):** $490239561.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 359: 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):** $499586400.00
- **C.18.a - Value (excl. sponsor support):** $499586400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 360: 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):** $348556145.00
- **C.18.a - Value (excl. sponsor support):** $348556145.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 361: 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):** $501099648.90
- **C.18.a - Value (excl. sponsor support):** $501099648.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 362: 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):** $465027993.00
- **C.18.a - Value (excl. sponsor support):** $465027993.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 363: 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):** $385032802.00
- **C.18.a - Value (excl. sponsor support):** $385032802.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 364: 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):** $224973652.50
- **C.18.a - Value (excl. sponsor support):** $224973652.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 365: 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):** $476892913.50
- **C.18.a - Value (excl. sponsor support):** $476892913.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 366: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.853600%
- **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):** $508950270.70
- **C.18.a - Value (excl. sponsor support):** $508950270.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 367: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.002500%
- **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):** $240080808.00
- **C.18.a - Value (excl. sponsor support):** $240080808.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 368: 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):** $500173250.00
- **C.18.a - Value (excl. sponsor support):** $500173250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 369: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AD26, C.4 - ISIN: US60701AD269, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $500106250.00
- **C.18.a - Value (excl. sponsor support):** $500106250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AD34, C.4 - ISIN: US60701AD343, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $300048540.00
- **C.18.a - Value (excl. sponsor support):** $300048540.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 371: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AD42, C.4 - ISIN: US60701AD426, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $150012945.00
- **C.18.a - Value (excl. sponsor support):** $150012945.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-10-19
- **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 372: 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):** $206032980.60
- **C.18.a - Value (excl. sponsor support):** $206032980.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 373: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 374: 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):** $491494550.00
- **C.18.a - Value (excl. sponsor support):** $491494550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 375: 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: 63254FKU0, C.4 - ISIN: US63254FKU02, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $245210775.00
- **C.18.a - Value (excl. sponsor support):** $245210775.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 376: 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):** $250010175.00
- **C.18.a - Value (excl. sponsor support):** $250010175.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 377: 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):** $250021425.00
- **C.18.a - Value (excl. sponsor support):** $250021425.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 378: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G4E2, C.4 - ISIN: US63254G4E21, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $249962375.00
- **C.18.a - Value (excl. sponsor support):** $249962375.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 379: 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):** $550074360.00
- **C.18.a - Value (excl. sponsor support):** $550074360.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 380: 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):** $49993180.00
- **C.18.a - Value (excl. sponsor support):** $49993180.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 381: 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):** $999680800.00
- **C.18.a - Value (excl. sponsor support):** $999680800.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 382: 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):** $499842000.00
- **C.18.a - Value (excl. sponsor support):** $499842000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 383: 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):** $699923560.00
- **C.18.a - Value (excl. sponsor support):** $699923560.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **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 384: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TMK1, C.4 - ISIN: US63873TMK15, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $500027550.00
- **C.18.a - Value (excl. sponsor support):** $500027550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 385: NIEUW AMSTERDAM RECEIVABLES CORPORATION BV

- **C.1 - Title:** NIEUW AMSTERDAM RECEIVABLES CORPORATION BV 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65409SE53, C.4 - ISIN: US65409SE538, C.3 - LEI: 724500BM7HQ28ZIB2058
- **C.18 - Value (incl. sponsor support):** $249872125.00
- **C.18.a - Value (excl. sponsor support):** $249872125.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 386: 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):** $300006750.00
- **C.18.a - Value (excl. sponsor support):** $300006750.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 387: 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):** $181001321.30
- **C.18.a - Value (excl. sponsor support):** $181001321.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 388: 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):** $149972655.00
- **C.18.a - Value (excl. sponsor support):** $149972655.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **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 389: 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):** $499844250.00
- **C.18.a - Value (excl. sponsor support):** $499844250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 390: 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):** $499854200.00
- **C.18.a - Value (excl. sponsor support):** $499854200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 391: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WVQ8, C.4 - ISIN: US65558WVQ85, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $200008560.00
- **C.18.a - Value (excl. sponsor support):** $200008560.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **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 392: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 393: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 394: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 395: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 396: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 397: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 398: NUVEEN VARIABLE RATE PREFERRED & INCOME 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: 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:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 399: Olathe

- **C.1 - Title:** TAXABLE IDRB (DIAMANT BOART) SERIES 1997B 3.790000%
- **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:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 400: 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):** $149463180.00
- **C.18.a - Value (excl. sponsor support):** $149463180.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **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 401: 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):** $197122960.00
- **C.18.a - Value (excl. sponsor support):** $197122960.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 402: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 3.930000%
- **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):** $200007632.00
- **C.18.a - Value (excl. sponsor support):** $200007632.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **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 403: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 3.932500%
- **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):** $149971222.50
- **C.18.a - Value (excl. sponsor support):** $149971222.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 404: 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: 69033NJL0, C.4 - ISIN: US69033NJL01, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $275051810.00
- **C.18.a - Value (excl. sponsor support):** $275051810.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 405: 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: 69033NKE4, C.4 - ISIN: US69033NKE49, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250062700.00
- **C.18.a - Value (excl. sponsor support):** $250062700.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 406: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.860000%
- **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):** $300023700.00
- **C.18.a - Value (excl. sponsor support):** $300023700.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 407: 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: 69033NKP9, C.4 - ISIN: US69033NKP95, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $100010040.00
- **C.18.a - Value (excl. sponsor support):** $100010040.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 408: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.900000%
- **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):** $499795700.00
- **C.18.a - Value (excl. sponsor support):** $499795700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 409: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.920000%
- **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):** $599834400.00
- **C.18.a - Value (excl. sponsor support):** $599834400.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 410: 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: 69033NPG4, C.4 - ISIN: US69033NPG42, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $299849970.00
- **C.18.a - Value (excl. sponsor support):** $299849970.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-11-10
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 411: 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):** $299190540.00
- **C.18.a - Value (excl. sponsor support):** $299190540.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 412: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BET3, C.4 - ISIN: US69034BET35, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199439140.00
- **C.18.a - Value (excl. sponsor support):** $199439140.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **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 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: 69034BF21, C.4 - ISIN: US69034BF210, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $50824315.20
- **C.18.a - Value (excl. sponsor support):** $50824315.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 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: 69034BF54, C.4 - ISIN: US69034BF541, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199246480.00
- **C.18.a - Value (excl. sponsor support):** $199246480.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **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 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: 69034BFB1, C.4 - ISIN: US69034BFB18, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199116380.00
- **C.18.a - Value (excl. sponsor support):** $199116380.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **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 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: 69034BG79, C.4 - ISIN: US69034BG796, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $248183425.00
- **C.18.a - Value (excl. sponsor support):** $248183425.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **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 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: 69034BG87, C.4 - ISIN: US69034BG879, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $248156575.00
- **C.18.a - Value (excl. sponsor support):** $248156575.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **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 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: 69034BHR4, C.4 - ISIN: US69034BHR42, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $296246550.00
- **C.18.a - Value (excl. sponsor support):** $296246550.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $180051714.00
- **C.18.a - Value (excl. sponsor support):** $180051714.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 420: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 421: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 422: 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: 71838ME14, C.4 - ISIN: US71838ME145, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $399959200.00
- **C.18.a - Value (excl. sponsor support):** $399959200.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 423: 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: 71838ME48, C.4 - ISIN: US71838ME483, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $229906068.00
- **C.18.a - Value (excl. sponsor support):** $229906068.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 424: 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: 71838ME55, C.4 - ISIN: US71838ME558, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $249872325.00
- **C.18.a - Value (excl. sponsor support):** $249872325.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 425: 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: 71838ME63, C.4 - ISIN: US71838ME632, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $199877380.00
- **C.18.a - Value (excl. sponsor support):** $199877380.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 426: 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: 71838ME71, C.4 - ISIN: US71838ME715, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $148893375.60
- **C.18.a - Value (excl. sponsor support):** $148893375.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 427: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GF20, C.4 - ISIN: US73044GF204, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99653870.00
- **C.18.a - Value (excl. sponsor support):** $99653870.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 428: 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):** $218244576.00
- **C.18.a - Value (excl. sponsor support):** $218244576.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 429: 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):** $148097910.00
- **C.18.a - Value (excl. sponsor support):** $148097910.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 430: 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):** $147771300.00
- **C.18.a - Value (excl. sponsor support):** $147771300.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 431: 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):** $98437890.00
- **C.18.a - Value (excl. sponsor support):** $98437890.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 432: 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):** $147624120.00
- **C.18.a - Value (excl. sponsor support):** $147624120.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 433: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GKN8, C.4 - ISIN: US73044GKN87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147152610.00
- **C.18.a - Value (excl. sponsor support):** $147152610.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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 434: 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):** $74620200.00
- **C.18.a - Value (excl. sponsor support):** $74620200.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 435: 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):** $49257445.00
- **C.18.a - Value (excl. sponsor support):** $49257445.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 436: 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):** $49176030.00
- **C.18.a - Value (excl. sponsor support):** $49176030.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 437: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 438: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 439: 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):** $342096409.80
- **C.18.a - Value (excl. sponsor support):** $342096409.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 440: 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):** $179240004.00
- **C.18.a - Value (excl. sponsor support):** $179240004.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **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 441: 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):** $311280634.80
- **C.18.a - Value (excl. sponsor support):** $311280634.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $154699669.07
- **C.18.a - Value (excl. sponsor support):** $154699669.07
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 443: 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: 76582KKG5, C.4 - ISIN: US76582KKG57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225783962.00
- **C.18.a - Value (excl. sponsor support):** $225783962.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 444: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 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):** $503112619.33
- **C.18.a - Value (excl. sponsor support):** $503112619.33
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 445: 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):** $488039550.00
- **C.18.a - Value (excl. sponsor support):** $488039550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 446: 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):** $483071050.00
- **C.18.a - Value (excl. sponsor support):** $483071050.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 447: 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):** $700027720.00
- **C.18.a - Value (excl. sponsor support):** $700027720.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 448: 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):** $300127200.00
- **C.18.a - Value (excl. sponsor support):** $300127200.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 449: 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):** $750223350.00
- **C.18.a - Value (excl. sponsor support):** $750223350.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 450: 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):** $1304527.20
- **C.18.a - Value (excl. sponsor support):** $1304527.20
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 451: 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):** $999577300.00
- **C.18.a - Value (excl. sponsor support):** $999577300.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 452: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.930649%
- **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):** $374758087.50
- **C.18.a - Value (excl. sponsor support):** $374758087.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 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: 78015DQC7, C.4 - ISIN: US78015DQC73, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $483016350.00
- **C.18.a - Value (excl. sponsor support):** $483016350.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 454: 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):** $12300972.93
- **C.18.a - Value (excl. sponsor support):** $12300972.93
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 455: 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):** $499957200.00
- **C.18.a - Value (excl. sponsor support):** $499957200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 456: 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):** $787519398.80
- **C.18.a - Value (excl. sponsor support):** $787519398.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 457: 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):** $499167432.90
- **C.18.a - Value (excl. sponsor support):** $499167432.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 458: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 459: 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):** $530959514.40
- **C.18.a - Value (excl. sponsor support):** $530959514.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 460: 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):** $244801611.00
- **C.18.a - Value (excl. sponsor support):** $244801611.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 461: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124ME55, C.4 - ISIN: US82124ME550, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99948790.00
- **C.18.a - Value (excl. sponsor support):** $99948790.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 462: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MED8, C.4 - ISIN: US82124MED83, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $259651626.00
- **C.18.a - Value (excl. sponsor support):** $259651626.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 463: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MKL3, C.4 - ISIN: US82124MKL36, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $98145980.00
- **C.18.a - Value (excl. sponsor support):** $98145980.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-10-20
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 464: Shil Park Irrev Life Ins

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2019 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.18 - Value (incl. sponsor support):** $16095000.00
- **C.18.a - Value (excl. sponsor support):** $16095000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 465: SIENNA HILLS LLC

- **C.1 - Title:** M/F HOUSING RB (OVATION SIENNA HILLS) SERIES 2026A 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 825920AA9, C.4 - ISIN: US825920AA96, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $63325000.00
- **C.18.a - Value (excl. sponsor support):** $63325000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2066-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 466: 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):** $198679920.00
- **C.18.a - Value (excl. sponsor support):** $198679920.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 467: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 3.903333%
- **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):** $300096000.00
- **C.18.a - Value (excl. sponsor support):** $300096000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 468: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 3.870746%
- **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):** $150010965.00
- **C.18.a - Value (excl. sponsor support):** $150010965.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 469: 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):** $99951810.00
- **C.18.a - Value (excl. sponsor support):** $99951810.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 470: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 471: 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):** $438376576.00
- **C.18.a - Value (excl. sponsor support):** $438376576.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 472: 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):** $114526706.00
- **C.18.a - Value (excl. sponsor support):** $114526706.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $207873855.00
- **C.18.a - Value (excl. sponsor support):** $207873855.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $295999620.00
- **C.18.a - Value (excl. sponsor support):** $295999620.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 475: 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):** $294823320.00
- **C.18.a - Value (excl. sponsor support):** $294823320.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 476: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MKN2, C.4 - ISIN: US85520MKN29, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $88299765.00
- **C.18.a - Value (excl. sponsor support):** $88299765.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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 477: 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):** $300010500.00
- **C.18.a - Value (excl. sponsor support):** $300010500.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 478: 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):** $200008080.00
- **C.18.a - Value (excl. sponsor support):** $200008080.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **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 479: 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):** $500020050.00
- **C.18.a - Value (excl. sponsor support):** $500020050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 480: 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):** $549990155.00
- **C.18.a - Value (excl. sponsor support):** $549990155.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 481: 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: 86565GA67, C.4 - ISIN: US86565GA675, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300079980.00
- **C.18.a - Value (excl. sponsor support):** $300079980.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **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 482: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GA83, C.4 - ISIN: US86565GA832, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $350067340.00
- **C.18.a - Value (excl. sponsor support):** $350067340.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 483: 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):** $498033714.60
- **C.18.a - Value (excl. sponsor support):** $498033714.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 484: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.890000%
- **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):** $375032887.50
- **C.18.a - Value (excl. sponsor support):** $375032887.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 485: 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):** $200010580.00
- **C.18.a - Value (excl. sponsor support):** $200010580.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 486: 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):** $225013005.00
- **C.18.a - Value (excl. sponsor support):** $225013005.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 487: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.910000%
- **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):** $558094023.00
- **C.18.a - Value (excl. sponsor support):** $558094023.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 488: 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):** $514108402.60
- **C.18.a - Value (excl. sponsor support):** $514108402.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 489: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.910000%
- **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):** $320098336.00
- **C.18.a - Value (excl. sponsor support):** $320098336.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 490: 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: 86565GXT2, C.4 - ISIN: US86565GXT20, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500099650.00
- **C.18.a - Value (excl. sponsor support):** $500099650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 491: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.847500%
- **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):** $495059746.50
- **C.18.a - Value (excl. sponsor support):** $495059746.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 492: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.850000%
- **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):** $450040140.00
- **C.18.a - Value (excl. sponsor support):** $450040140.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 493: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.850000%
- **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):** $300028680.00
- **C.18.a - Value (excl. sponsor support):** $300028680.00
- **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):** 2026-09-03
- **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 494: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.910000%
- **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):** $480107088.00
- **C.18.a - Value (excl. sponsor support):** $480107088.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 495: 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):** $200093340.00
- **C.18.a - Value (excl. sponsor support):** $200093340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 496: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.990000%
- **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):** $200092040.00
- **C.18.a - Value (excl. sponsor support):** $200092040.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 497: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 498: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.900000%
- **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):** $400129400.00
- **C.18.a - Value (excl. sponsor support):** $400129400.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 499: 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):** $199964080.00
- **C.18.a - Value (excl. sponsor support):** $199964080.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 500: 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):** $249773150.00
- **C.18.a - Value (excl. sponsor support):** $249773150.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 501: 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):** $499665700.00
- **C.18.a - Value (excl. sponsor support):** $499665700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 502: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TVG8, C.4 - ISIN: US86959TVG83, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $500026900.00
- **C.18.a - Value (excl. sponsor support):** $500026900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 503: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TVK9, C.4 - ISIN: US86959TVK95, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $198984298.90
- **C.18.a - Value (excl. sponsor support):** $198984298.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 504: 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: 86959TVS2, C.4 - ISIN: US86959TVS22, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 505: 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):** $487067650.00
- **C.18.a - Value (excl. sponsor support):** $487067650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 506: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 3.892272%
- **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):** $250044325.00
- **C.18.a - Value (excl. sponsor support):** $250044325.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 507: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 3.890000%
- **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):** $200061880.00
- **C.18.a - Value (excl. sponsor support):** $200061880.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **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 508: 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):** $199979840.00
- **C.18.a - Value (excl. sponsor support):** $199979840.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 509: 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):** $99346340.00
- **C.18.a - Value (excl. sponsor support):** $99346340.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 510: 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):** $247497650.00
- **C.18.a - Value (excl. sponsor support):** $247497650.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 511: TENDERFOOT SEASONAL HSG LLC COLO HSG FACS

- **C.1 - Title:** TAXABLE NOTES SERIES 2000B 3.850000%
- **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:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 512: Texas

- **C.1 - Title:** TAXABLE VETERANS BONDS SERIES 2025A 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 513: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 514: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 515: 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):** $53850000.00
- **C.18.a - Value (excl. sponsor support):** $53850000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 516: 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):** $149446560.00
- **C.18.a - Value (excl. sponsor support):** $149446560.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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 517: 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):** $98568930.00
- **C.18.a - Value (excl. sponsor support):** $98568930.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 518: 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: 88602UKF6, C.4 - ISIN: US88602UKF65, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $98195630.00
- **C.18.a - Value (excl. sponsor support):** $98195630.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 519: 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: 88602UKV1, C.4 - ISIN: US88602UKV16, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $29411937.00
- **C.18.a - Value (excl. sponsor support):** $29411937.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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: 88602UL99, C.4 - ISIN: US88602UL995, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $73441357.50
- **C.18.a - Value (excl. sponsor support):** $73441357.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-11-09
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.973636%
- **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):** $300127500.00
- **C.18.a - Value (excl. sponsor support):** $300127500.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 522: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.973835%
- **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):** $375019215.00
- **C.18.a - Value (excl. sponsor support):** $375019215.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 523: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.042272%
- **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):** $416227348.16
- **C.18.a - Value (excl. sponsor support):** $416227348.16
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 524: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.052222%
- **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):** $90054837.00
- **C.18.a - Value (excl. sponsor support):** $90054837.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 525: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.043888%
- **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):** $231019574.94
- **C.18.a - Value (excl. sponsor support):** $231019574.94
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 526: 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):** $1017430526.26
- **C.18.a - Value (excl. sponsor support):** $1017430526.26
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 527: 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):** $998147404.60
- **C.18.a - Value (excl. sponsor support):** $998147404.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 528: 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):** $909287197.00
- **C.18.a - Value (excl. sponsor support):** $909287197.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 529: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.992285%
- **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):** $244070662.40
- **C.18.a - Value (excl. sponsor support):** $244070662.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 530: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.960000%
- **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):** $953104258.20
- **C.18.a - Value (excl. sponsor support):** $953104258.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 531: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.960000%
- **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):** $1129248151.45
- **C.18.a - Value (excl. sponsor support):** $1129248151.45
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 532: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.963589%
- **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):** $580072703.00
- **C.18.a - Value (excl. sponsor support):** $580072703.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 533: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.933835%
- **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):** $134010184.00
- **C.18.a - Value (excl. sponsor support):** $134010184.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 534: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.960000%
- **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):** $895022894.10
- **C.18.a - Value (excl. sponsor support):** $895022894.10
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 535: 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):** $445156614.00
- **C.18.a - Value (excl. sponsor support):** $445156614.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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 536: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115M2C9, C.4 - ISIN: US89115M2C91, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $340160514.00
- **C.18.a - Value (excl. sponsor support):** $340160514.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-20
- **C.13 - Final Legal Maturity Date:** 2027-04-20
- **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 537: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.104222%
- **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):** $360322513.20
- **C.18.a - Value (excl. sponsor support):** $360322513.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 538: 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):** $1501252050.00
- **C.18.a - Value (excl. sponsor support):** $1501252050.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 539: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.024125%
- **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):** $735272611.50
- **C.18.a - Value (excl. sponsor support):** $735272611.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 540: 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):** $99356060.00
- **C.18.a - Value (excl. sponsor support):** $99356060.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $54516880.00
- **C.18.a - Value (excl. sponsor support):** $54516880.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 542: 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):** $95137152.00
- **C.18.a - Value (excl. sponsor support):** $95137152.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 543: 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):** $98846420.00
- **C.18.a - Value (excl. sponsor support):** $98846420.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 544: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 545: 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):** $996998404.80
- **C.18.a - Value (excl. sponsor support):** $996998404.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 546: 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):** $499959300.00
- **C.18.a - Value (excl. sponsor support):** $499959300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 547: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.879538%
- **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):** $399953072.00
- **C.18.a - Value (excl. sponsor support):** $399953072.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 548: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.937877%
- **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):** $199952298.00
- **C.18.a - Value (excl. sponsor support):** $199952298.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 549: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.937877%
- **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):** $249939995.00
- **C.18.a - Value (excl. sponsor support):** $249939995.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 550: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.937877%
- **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):** $249924617.50
- **C.18.a - Value (excl. sponsor support):** $249924617.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 551: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.963036%
- **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):** $497936758.98
- **C.18.a - Value (excl. sponsor support):** $497936758.98
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 552: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.048691%
- **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):** $500109710.00
- **C.18.a - Value (excl. sponsor support):** $500109710.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 553: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.048691%
- **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):** $500110510.00
- **C.18.a - Value (excl. sponsor support):** $500110510.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 554: 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):** $750356475.00
- **C.18.a - Value (excl. sponsor support):** $750356475.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $500235550.00
- **C.18.a - Value (excl. sponsor support):** $500235550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 556: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.040000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JB96, C.4 - ISIN: US90276JB964, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $300012390.00
- **C.18.a - Value (excl. sponsor support):** $300012390.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 557: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.918972%
- **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):** $500001560.00
- **C.18.a - Value (excl. sponsor support):** $500001560.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 558: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058UE17, C.4 - ISIN: US91058UE172, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $1876878538.86
- **C.18.a - Value (excl. sponsor support):** $1876878538.86
- **C.19 - Percentage of Net Assets:** 0.4800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 559: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058UE58, C.4 - ISIN: US91058UE586, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $1256856537.25
- **C.18.a - Value (excl. sponsor support):** $1256856537.25
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 560: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058UE66, C.4 - ISIN: US91058UE669, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $1583026632.00
- **C.18.a - Value (excl. sponsor support):** $1583026632.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 561: 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):** $14350000.00
- **C.18.a - Value (excl. sponsor support):** $14350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 562: VSL PROPERTY HOLDINGS STB LLC

- **C.1 - Title:** TAXABLE BONDS SERIES 2024 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 563: 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):** $299969010.00
- **C.18.a - Value (excl. sponsor support):** $299969010.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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? 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 564: 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: 92512MK65, C.4 - ISIN: US92512MK650, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196588340.00
- **C.18.a - Value (excl. sponsor support):** $196588340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-10-06
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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: 92512MK73, C.4 - ISIN: US92512MK734, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196566660.00
- **C.18.a - Value (excl. sponsor support):** $196566660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 566: 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):** $284970987.00
- **C.18.a - Value (excl. sponsor support):** $284970987.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **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? 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 567: 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):** $99855230.00
- **C.18.a - Value (excl. sponsor support):** $99855230.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 568: 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):** $249611725.00
- **C.18.a - Value (excl. sponsor support):** $249611725.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 569: 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):** $124536775.00
- **C.18.a - Value (excl. sponsor support):** $124536775.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 570: 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):** $49782835.00
- **C.18.a - Value (excl. sponsor support):** $49782835.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 571: 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):** $189134360.00
- **C.18.a - Value (excl. sponsor support):** $189134360.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **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 572: 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):** $496389700.00
- **C.18.a - Value (excl. sponsor support):** $496389700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **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 573: 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):** $164861301.00
- **C.18.a - Value (excl. sponsor support):** $164861301.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 574: 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):** $446650920.00
- **C.18.a - Value (excl. sponsor support):** $446650920.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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: 93930MH79, C.4 - ISIN: US93930MH790, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $74196450.00
- **C.18.a - Value (excl. sponsor support):** $74196450.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 576: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 577: 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):** $749426025.00
- **C.18.a - Value (excl. sponsor support):** $749426025.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 578: 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):** $748412175.00
- **C.18.a - Value (excl. sponsor support):** $748412175.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 579: 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):** $499618300.00
- **C.18.a - Value (excl. sponsor support):** $499618300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 580: 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):** $249796825.00
- **C.18.a - Value (excl. sponsor support):** $249796825.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 581: 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):** $748368000.00
- **C.18.a - Value (excl. sponsor support):** $748368000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 582: 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):** $498912000.00
- **C.18.a - Value (excl. sponsor support):** $498912000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 583: 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):** $499648300.00
- **C.18.a - Value (excl. sponsor support):** $499648300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 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: 95001KXN9, C.4 - ISIN: US95001KXN98, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $199793660.00
- **C.18.a - Value (excl. sponsor support):** $199793660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 585: 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):** $999506400.00
- **C.18.a - Value (excl. sponsor support):** $999506400.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 586: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KYB4, C.4 - ISIN: US95001KYB42, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $500286800.00
- **C.18.a - Value (excl. sponsor support):** $500286800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2027-01-14
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 587: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KYM0, C.4 - ISIN: US95001KYM07, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $199983900.00
- **C.18.a - Value (excl. sponsor support):** $199983900.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-04-16
- **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 588: 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):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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 589: 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):** $500003700.00
- **C.18.a - Value (excl. sponsor support):** $500003700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 590: 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):** $111013542.00
- **C.18.a - Value (excl. sponsor support):** $111013542.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **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 591: 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):** $499989550.00
- **C.18.a - Value (excl. sponsor support):** $499989550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **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 592: 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):** $131018562.70
- **C.18.a - Value (excl. sponsor support):** $131018562.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 593: 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):** $300014790.00
- **C.18.a - Value (excl. sponsor support):** $300014790.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **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 594: 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):** $496809996.90
- **C.18.a - Value (excl. sponsor support):** $496809996.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 595: 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):** $349945365.00
- **C.18.a - Value (excl. sponsor support):** $349945365.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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 596: 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):** $499912600.00
- **C.18.a - Value (excl. sponsor support):** $499912600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 597: 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):** $274958172.50
- **C.18.a - Value (excl. sponsor support):** $274958172.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 598: 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):** $299899020.00
- **C.18.a - Value (excl. sponsor support):** $299899020.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 599: 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):** $499804700.00
- **C.18.a - Value (excl. sponsor support):** $499804700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **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 600: 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):** $500094650.00
- **C.18.a - Value (excl. sponsor support):** $500094650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 601: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI39DD15, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI39DD15
- **C.18 - Value (incl. sponsor support):** $250050825.00
- **C.18.a - Value (excl. sponsor support):** $250050825.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 602: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI39GP23, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI39GP23
- **C.18 - Value (incl. sponsor support):** $400040600.00
- **C.18.a - Value (excl. sponsor support):** $400040600.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 603: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI39HRR4, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI39HRR4
- **C.18 - Value (incl. sponsor support):** $500079650.00
- **C.18.a - Value (excl. sponsor support):** $500079650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 604: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 3.985000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI39K872, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI39K872
- **C.18 - Value (incl. sponsor support):** $395037643.50
- **C.18.a - Value (excl. sponsor support):** $395037643.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 605: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI39MSW1, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI39MSW1
- **C.18 - Value (incl. sponsor support):** $1000029200.00
- **C.18.a - Value (excl. sponsor support):** $1000029200.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI39NB80, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI39NB80
- **C.18 - Value (incl. sponsor support):** $1000026400.00
- **C.18.a - Value (excl. sponsor support):** $1000026400.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 607: 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):** $299926917.00
- **C.18.a - Value (excl. sponsor support):** $299926917.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29      | 2029-06-15      | 4.6250%  | 0.0000% | $1663000.00        | $1691526.69        | Corporate Debt Securities                         |
| BROOKFIELD RESIDENTIAL         SR GLBL 144A 29     | 2029-06-15      | 5.0000%  | 0.0000% | $12000000.00       | $11801640.00       | Corporate Debt Securities                         |
| NEW ENTERPRISE STONE & LIME CO SR SEC GLBL 28      | 2028-07-15      | 5.2500%  | 0.0000% | $6734000.00        | $6771727.24        | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL 144A 27     | 2027-03-15      | 6.8750%  | 0.0000% | $8573000.00        | $8636386.62        | Corporate Debt Securities                         |
| VIASAT INC                     SR SEC 144A NT31    | 2031-05-30      | 7.5000%  | 0.0000% | $3000.00           | $3085.65           | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC 144A NT34    | 2034-05-01      | 7.0000%  | 0.0000% | $810000.00         | $789083.10         | Corporate Debt Securities                         |
| SERVICE PPTYS TR               1LIEN 144A NT 31    | 2031-11-15      | 8.6250%  | 0.0000% | $138000.00         | $150709.97         | Corporate Debt Securities                         |
| POST HLDGS INC                 SR GLBL 144A 30     | 2030-04-15      | 4.6250%  | 0.0000% | $3000.00           | $2919.08           | Corporate Debt Securities                         |
| TEAM SERVICES HLDG INC         1LIEN GLBL 33       | 2033-02-15      | 9.0000%  | 0.0000% | $2000.00           | $2040.88           | Corporate Debt Securities                         |
| ITT HOLDINGS LLC               SR 144A NT6.5%29    | 2029-08-01      | 6.5000%  | 0.0000% | $280000.00         | $280288.24         | Corporate Debt Securities                         |
| SCRIPPS ESCROW II INC          SR GLBL 144A 31     | 2031-01-15      | 5.3750%  | 0.0000% | $805000.00         | $634989.70         | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      SR SEC GLBL 33      | 2033-02-15      | 8.1250%  | 0.0000% | $10025000.00       | $10558100.26       | Corporate Debt Securities                         |
| MGM CHINA HOLDINGS LIMITED     SR GLBL 144A 26     | 2026-05-15      | 5.8750%  | 0.0000% | $9114000.00        | $9357043.80        | Corporate Debt Securities                         |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30      | 2030-08-15      | 4.5000%  | 0.0000% | $4905000.00        | $4408736.62        | Corporate Debt Securities                         |
| ZIGGO B V                      1LIEN GLBL 30       | 2030-01-15      | 4.8750%  | 0.0000% | $3970000.00        | $3750622.76        | Corporate Debt Securities                         |
| FRONTERA ENERGY CORP           SR REGS NT 28       | 2028-06-21      | 7.8750%  | 0.0000% | $6230000.00        | $6359077.81        | Corporate Debt Securities                         |
| WOLVERINE WORLD WIDE INC       SR GLBL 144A 29     | 2029-08-15      | 4.0000%  | 0.0000% | $476000.00         | $448079.43         | Corporate Debt Securities                         |
| WOLFSPEED INC                  2LIEN GLBL PIK31    | 2031-06-15      | 7.0000%  | 0.0000% | $322120.00         | $270983.45         | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GLBL 30      | 2030-01-15      | 6.8750%  | 0.0000% | $9526000.00        | $9479151.93        | Corporate Debt Securities                         |
| DANAOS CORPORATION             SR GLBL 144A 32     | 2032-10-15      | 6.8750%  | 0.0000% | $1321000.00        | $1368790.29        | Corporate Debt Securities                         |
| DYE & DURHAM CORP              SR SEC 144A NT29    | 2029-04-15      | 8.6250%  | 0.0000% | $382000.00         | $335420.35         | Corporate Debt Securities                         |
| AMC GLOBAL MEDIA INC           1LIEN GLBL 32       | 2032-07-15      | 10.5000% | 0.0000% | $3519000.00        | $3726955.31        | Corporate Debt Securities                         |
| GOLDMAN SACHS CAP I            JR SB GLBL DB 34    | 2034-02-15      | 6.3450%  | 0.0000% | $1698000.00        | $1802594.68        | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC 144A NT34    | 2034-05-01      | 7.0000%  | 0.0000% | $878000.00         | $855327.11         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $7669227.00        | $8079658.46        | Corporate Debt Securities                         |
| MITER BRANDS ACQUISITION HOLDC 1LIEN 144A NT 32    | 2032-04-01      | 6.7500%  | 0.0000% | $5393000.00        | $5381553.36        | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $276000.00         | $270206.99         | Corporate Debt Securities                         |
| RESEARCH-DRVN MTR AT TR 2026-2 C      20350226 0.0 | 2035-02-26      | 6.0410%  | 0.0000% | $1423274.00        | $1397520.49        | Asset-Backed Securities                           |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $10249999.00       | $10663629.17       | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT 50       | 2050-05-19      | 4.9500%  | 0.0000% | $2969000.00        | $1927853.35        | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 5.709%35    | 2035-02-02      | 5.7090%  | 0.0000% | $2000.00           | $2072.25           | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 31     | 2031-10-15      | 3.8750%  | 0.0000% | $2000.00           | $1849.51           | Corporate Debt Securities                         |
| W & T OFFSHORE INC             SR SEC GLBL 29      | 2029-02-01      | 10.7500% | 0.0000% | $5486000.00        | $5837523.07        | Corporate Debt Securities                         |
| AZUL SECD FIN LLP              1LIEN GLBL 31       | 2031-02-15      | 9.8750%  | 0.0000% | $400000.00         | $361800.67         | Corporate Debt Securities                         |
| WYNN MACAU LTD                 SR GLBL 144A 29     | 2029-12-15      | 5.1250%  | 0.0000% | $6000000.00        | $5984572.50        | Corporate Debt Securities                         |
| ENBRIDGE INC                   LW TIER II GLBL     | 2077-01-15      | 6.0000%  | 0.0000% | $200000.00         | $203832.00         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            PERP SUB GLBL -G    | 2079-12-31      | 7.1250%  | 0.0000% | $121000.00         | $127929.22         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30     | 2030-03-01      | 4.7500%  | 0.0000% | $10668000.00       | $10224048.22       | Corporate Debt Securities                         |
| CVR ENERGY INC                 SR GLBL 144A 31     | 2031-02-15      | 7.5000%  | 0.0000% | $11045000.00       | $11337250.70       | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 34     | 2034-02-15      | 6.7500%  | 0.0000% | $5846000.00        | $5722313.25        | Corporate Debt Securities                         |
| HUT 8 DC LLC                   1LIEN AMZ 144A42    | 2042-11-15      | 6.1920%  | 0.0000% | $7524000.00        | $7569595.44        | Corporate Debt Securities                         |
| NEPTUNE BIDCO US INC           SR SEC GLBL 33      | 2033-02-15      | 9.5000%  | 0.0000% | $496000.00         | $509252.02         | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY LLC        SR 144A NT 33       | 2033-05-01      | 6.3750%  | 0.0000% | $7397000.00        | $7399493.41        | Corporate Debt Securities                         |
| GEOPARK LTD                    SR REGS NT 30       | 2030-01-31      | 8.7500%  | 0.0000% | $5700000.00        | $5888812.50        | Corporate Debt Securities                         |
| WESCO DISTR INC                GLBL 144A NT 28     | 2028-06-15      | 7.2500%  | 0.0000% | $597000.00         | $614210.02         | Corporate Debt Securities                         |
| WULF COMPUTE LLC               1LIEN AMZ 144A30    | 2030-10-15      | 7.7500%  | 0.0000% | $17724000.00       | $18654495.23       | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      PERP SUB -A 144A    | 2500-12-31      | 7.8750%  | 0.0000% | $7551000.00        | $7885490.42        | Corporate Debt Securities                         |
| NABORS INDS INC                SR 144A NT 32       | 2032-11-15      | 7.6250%  | 0.0000% | $200000.00         | $215129.39         | Corporate Debt Securities                         |
| MUVICO LLC                     1LIEN GLBL PIK29    | 2029-02-19      | 15.0000% | 0.0000% | $1112814.00        | $1206471.21        | Corporate Debt Securities                         |
| NABORS INDS INC                SR 144A NT 32       | 2032-11-15      | 7.6250%  | 0.0000% | $940000.00         | $1011108.13        | Corporate Debt Securities                         |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 29     | 2029-03-15      | 8.6250%  | 0.0000% | $9276000.00        | $9771906.55        | Corporate Debt Securities                         |
| CHAMPIONS FING INC             SR SEC 144A NT29    | 2029-02-15      | 8.7500%  | 0.0000% | $552000.00         | $547246.82         | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 32       | 2032-03-15      | 5.2500%  | 0.0000% | $2000.00           | $1983.03           | Corporate Debt Securities                         |
| CONSTELLATION OIL SVCS HLDG SA SR SEC REGS 29      | 2029-11-07      | 9.3750%  | 0.0000% | $1547000.00        | $1627057.25        | Corporate Debt Securities                         |
| AMERICAN NEWS HOLDINGS LLC     SR SEC GLBL 27      | 2027-09-01      | 8.5000%  | 0.0000% | $4594.00           | $5278.19           | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB AA NT    | 2500-12-31      | 7.6250%  | 0.0000% | $3000.00           | $3169.16           | Corporate Debt Securities                         |
| CABLE ONE INC                  SR GLBL 144A 30     | 2030-11-15      | 4.0000%  | 0.0000% | $1203000.00        | $866079.80         | Corporate Debt Securities                         |
| GENNEIA S.A.                   SR AMZ REGS NT33    | 2033-12-02      | 7.7500%  | 0.0000% | $200000.00         | $213572.22         | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 29     | 2029-07-31      | 7.7500%  | 0.0000% | $5157000.00        | $5289148.12        | Corporate Debt Securities                         |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 31     | 2031-06-01      | 5.0000%  | 0.0000% | $2123000.00        | $2070507.65        | Corporate Debt Securities                         |
| AEGEA FIN S A R L S A          SR GLBL REGS 36     | 2036-01-20      | 7.6250%  | 0.0000% | $400000.00         | $309283.33         | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL 28       | 2028-01-15      | 4.7500%  | 0.0000% | $45000.00          | $43379.74          | Corporate Debt Securities                         |
| BATTALION CLO LTD 2021-19      D      20340417 FLT | 2034-04-17      | 7.1847%  | 0.0000% | $2000000.00        | $1888947.26        | Asset-Backed Securities                           |
| CARVANA CO                     1LIEN GLBL PIK31    | 2031-06-01      | 9.0000%  | 0.0000% | $2000.00           | $2263.21           | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 5.0000%  | 0.0000% | $250000.00         | $180231.67         | Corporate Debt Securities                         |
| EL PUERTO DE LIVERPOOL S.A.B.  SR GLBL 144A 38     | 2038-02-10      | 5.7500%  | 0.0000% | $575000.00         | $565097.22         | Corporate Debt Securities                         |
| CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29      | 2029-11-01      | 6.0000%  | 0.0000% | $7213000.00        | $5379479.44        | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40       | 2040-10-01      | 6.2500%  | 0.0000% | $712000.00         | $580739.04         | Corporate Debt Securities                         |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29     | 2029-09-01      | 6.7500%  | 0.0000% | $6749000.00        | $6993668.12        | Corporate Debt Securities                         |
| HILLENBRAND INC                SR GLBL NT 29       | 2029-02-15      | 6.2500%  | 0.0000% | $500000.00         | $479735.42         | Corporate Debt Securities                         |
| GARDEN SPINCO CORP             SR 144A NT 30       | 2030-07-20      | 8.6250%  | 0.0000% | $348000.00         | $374920.70         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 4.6250%  | 0.0000% | $8298000.00        | $7890457.56        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-15      | 5.7500%  | 0.0000% | $9837000.00        | $9500935.29        | Corporate Debt Securities                         |
| GEE AUTOMOTIVE HOLDINGS LLC    SR 144A NT 31       | 2031-03-01      | 7.2500%  | 0.0000% | $9588000.00        | $9824551.94        | Corporate Debt Securities                         |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31    | 2031-09-20      | 9.8750%  | 0.0000% | $595000.00         | $554910.22         | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      1LIEN GLBL 31       | 2031-01-15      | 6.5000%  | 0.0000% | $119000.00         | $124989.34         | Corporate Debt Securities                         |
| THE REALREAL INC               SR SEC PIK 29       | 2029-03-01      | 13.0000% | 0.0000% | $19376.00          | $20442.76          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 5.75%48    | 2048-04-01      | 5.7500%  | 0.0000% | $2000.00           | $1686.38           | Corporate Debt Securities                         |
| CARLYLE US CLO LTD 2024-1R     D-R    20390415 FLT | 2039-04-15      | 0.0100%  | 0.0000% | $2768020.00        | $2768024.61        | Asset-Backed Securities                           |
| PITNEY BOWES INC               SR GLBL 144A 29     | 2029-03-15      | 7.2500%  | 0.0000% | $13883000.00       | $14091696.20       | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT5.6%32    | 2032-10-15      | 5.6000%  | 0.0000% | $2000.00           | $2054.45           | Corporate Debt Securities                         |
| CLARITEV CORPORATION           SR SEC GLBL 31      | 2031-03-31      | 6.7500%  | 0.0000% | $5665.00           | $3862.82           | Corporate Debt Securities                         |
| RRD PARENT INC                 PERP JR SB GLBL     | 2500-12-31      | 12.0000% | 0.0000% | $109000.00         | $132815.41         | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29    | 2029-02-01      | 4.3750%  | 0.0000% | $6924000.00        | $6123419.23        | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN LLC    SR NT 6.15%36       | 2036-02-01      | 6.1500%  | 0.0000% | $3000.00           | $3190.27           | Corporate Debt Securities                         |
| TRANSOCEAN INC                 1LIEN GLBL 30       | 2030-02-15      | 8.7500%  | 0.0000% | $1767000.00        | $1318113.82        | Corporate Debt Securities                         |
| UPST SECURITIZATION TR 2025-1  C      20350420 9.2 | 2035-04-20      | 9.2700%  | 0.0000% | $7368000.00        | $7842020.28        | Asset-Backed Securities                           |
| ADT SECURITY CORPORATION       1LIEN GLBL 32       | 2032-07-15      | 4.8750%  | 0.0000% | $20000.00          | $19248.17          | Corporate Debt Securities                         |
| GENTING NEW YORK LLC / GENNY C SR GLBL 144A 29     | 2029-10-01      | 7.2500%  | 0.0000% | $400000.00         | $407180.11         | Corporate Debt Securities                         |
| EXETER AUTO RECV TR 2022-5     E      20300415 10. | 2030-04-15      | 10.4500% | 0.0000% | $6351000.00        | $6725081.31        | Asset-Backed Securities                           |
| ATLANTICUS HOLDINGS CORP       SR GLBL 144A 30     | 2030-09-01      | 9.7500%  | 0.0000% | $428000.00         | $427901.20         | Corporate Debt Securities                         |
| ASTON MARTIN CAP HLDGS LTD     SR SEC GLBL 29      | 2029-03-31      | 10.0000% | 0.0000% | $500000.00         | $429236.11         | Corporate Debt Securities                         |
| AZUL SECD FIN LLP              1LIEN GLBL 31       | 2031-02-15      | 9.8750%  | 0.0000% | $301000.00         | $272255.00         | Corporate Debt Securities                         |
| BEACH ACQUISITION BIDCO LLC    SR GLBL PIK 33      | 2033-07-15      | 10.0000% | 0.0000% | $5197173.00        | $5871787.71        | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-07-15      | 11.1250% | 0.0000% | $611000.00         | $544906.86         | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 32       | 2032-06-15      | 8.8750%  | 0.0000% | $79000.00          | $83650.15          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 32       | 2032-06-15      | 8.8750%  | 0.0000% | $167000.00         | $176830.06         | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 32       | 2032-06-15      | 8.8750%  | 0.0000% | $417000.00         | $441545.72         | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 5%29     | 2029-07-15      | 5.0000%  | 0.0000% | $5916000.00        | $5743745.80        | Corporate Debt Securities                         |
| SPIRIT AIRLINES INC 2015-1     A      20291001 4.1 | 2029-10-01      | 4.1000%  | 0.0000% | $30000.00          | $12864.11          | Asset-Backed Securities                           |
| TALOS PRODTN INC               2LIEN GLBL 29       | 2029-02-01      | 9.0000%  | 0.0000% | $10022000.00       | $10690166.74       | Corporate Debt Securities                         |
| MYLAN N V                      SR GLBL NT 26       | 2026-06-15      | 3.9500%  | 0.0000% | $330000.00         | $334650.53         | Corporate Debt Securities                         |
| SWORD PURCHASER LLC            SR SEC 144A NT33    | 2033-04-15      | 8.2500%  | 0.0000% | $2837000.00        | $2905123.46        | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               B-1    20631225 FLT | 2063-12-25      | 7.6973%  | 0.0000% | $6997667.00        | $6988926.31        | Private Label Collateralized Mortgage Obligations |
| NEPTUNE BIDCO US INC           SR SEC 144A NT31    | 2031-05-15      | 10.3750% | 0.0000% | $307000.00         | $332471.07         | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31     | 2031-09-15      | 5.7500%  | 0.0000% | $6598000.00        | $6316182.92        | Corporate Debt Securities                         |
| PHH ESCROW ISSUER LLC/PHH CORP SR GLBL 144A 29     | 2029-11-01      | 9.8750%  | 0.0000% | $3000.00           | $3153.48           | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33       | 2033-12-01      | 6.7500%  | 0.0000% | $3000.00           | $3263.60           | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 31     | 2031-01-12      | 8.5000%  | 0.0000% | $400000.00         | $238688.00         | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32       | 2032-05-15      | 6.8750%  | 0.0000% | $3528000.00        | $3590905.71        | Corporate Debt Securities                         |

### Security 608: 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):** $1448964613.00
- **C.18.a - Value (excl. sponsor support):** $1448964613.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GLP CAP LP/GLP FING II INC     SR GLBL NT 54       | 2054-09-15      | 6.2500%  | 0.0000% | $80000.00          | $79155.40          | Corporate Debt Securities                 |
| FNMA REMIC TRUST 2003-34       A1     20430425 6.0 | 2043-04-25      | 6.0000%  | 0.0000% | $27999999.00       | $811079.58         | Agency Collateralized Mortgage Obligation |
| CITGO PETE CORP                SR SEC 144A NT29    | 2029-01-15      | 8.3750%  | 0.0000% | $2031000.00        | $2137784.06        | Corporate Debt Securities                 |
| DAVITA INC                     SR GLBL 144A 33     | 2033-07-15      | 6.7500%  | 0.0000% | $736000.00         | $771775.12         | Corporate Debt Securities                 |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 9.5000%  | 0.0000% | $1976000.00        | $2084514.24        | Corporate Debt Securities                 |
| ARAMARK SVCS INC               SR GLBL 144A 28     | 2028-02-01      | 5.0000%  | 0.0000% | $7338000.00        | $7417038.41        | Corporate Debt Securities                 |
| BAFFINLAND IRON MINES CORP / B SR SEC GLBL 26      | 2026-07-15      | 8.7500%  | 0.0000% | $98000.00          | $80901.04          | Corporate Debt Securities                 |
| BALL CORP                      SR GLBL NT 30       | 2030-08-15      | 2.8750%  | 0.0000% | $1628000.00        | $1490400.76        | Corporate Debt Securities                 |
| AQUILA RE I LTD 2023-1         EXT-B-1 144A 31     | 2031-06-07      | 11.9000% | 0.0000% | $4750000.00        | $4971514.76        | Corporate Debt Securities                 |
| WINDROSE RE LTD                -C-20261 144A 29    | 2029-02-13      | 15.9154% | 0.0000% | $2750000.00        | $2766500.00        | Corporate Debt Securities                 |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT30    | 2030-01-15      | 7.0000%  | 0.0000% | $6266000.00        | $6579091.13        | Corporate Debt Securities                 |
| WINDSTREAM SVCS LLC / WINDSTRE 1M 144A NT 31       | 2031-10-01      | 8.2500%  | 0.0000% | $3373000.00        | $3586024.63        | Corporate Debt Securities                 |
| VMED O2 UK FING I PLC          SR SEC GLBL 33      | 2033-01-15      | 6.7500%  | 0.0000% | $2325000.00        | $2135820.56        | Corporate Debt Securities                 |
| UNITED FID BK 5.75 01JUN32 144A FRN                | 2032-06-01      | 5.7500%  | 0.0000% | $2000000.00        | $1732451.22        | Corporate Debt Securities                 |
| SERVICE PPTYS TR               SR GLBL NT 32       | 2032-06-15      | 8.8750%  | 0.0000% | $3009000.00        | $3186117.68        | Corporate Debt Securities                 |
| RIVERFRONT RE LTD              -A-20251 144A 29    | 2029-01-08      | 9.0146%  | 0.0000% | $10490000.00       | $11175142.42       | Corporate Debt Securities                 |
| SM ENERGY COMPANY              SR GLBL 144A 32     | 2032-08-01      | 7.0000%  | 0.0000% | $15520000.00       | $16186359.82       | Corporate Debt Securities                 |
| SEALED AIR CORP NEW            SR GLBL 144A 33     | 2033-07-15      | 6.8750%  | 0.0000% | $5056000.00        | $5026382.37        | Corporate Debt Securities                 |
| ROCKCLIFF ENERGY II LLC        SR 144A NT5.5%29    | 2029-10-15      | 5.5000%  | 0.0000% | $65000.00          | $64155.76          | Corporate Debt Securities                 |
| SIRIUS XM RADIO LLC            SR GLBL 144A 28     | 2028-07-15      | 4.0000%  | 0.0000% | $534000.00         | $523740.08         | Corporate Debt Securities                 |
| SERVICE PPTYS TR               EXT 1LIEN GLBL28    | 2028-09-30      | 0.0000%  | 0.0000% | $40235000.00       | $36963492.15       | Corporate Debt Securities                 |
| S & S HLDGS LLC                SR SEC 144A NT31    | 2031-10-01      | 8.3750%  | 0.0000% | $12937000.00       | $11972372.36       | Corporate Debt Securities                 |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 31     | 2031-03-15      | 5.6250%  | 0.0000% | $134000.00         | $135321.41         | Corporate Debt Securities                 |
| STAPLES INC                    SR SEC 144A NT29    | 2029-09-01      | 10.7500% | 0.0000% | $23048000.00       | $22229520.70       | Corporate Debt Securities                 |
| NORDSTROM INC                  SR GLBL NT 5%44     | 2044-01-15      | 5.0000%  | 0.0000% | $80000.00          | $57339.47          | Corporate Debt Securities                 |
| GRAY MEDIA INC                 1LIEN GLBL 33       | 2033-08-15      | 7.2500%  | 0.0000% | $2878000.00        | $2971748.45        | Corporate Debt Securities                 |
| NOVELIS CORP                   SR 144A NT 26       | 2026-11-15      | 3.2500%  | 0.0000% | $750000.00         | $762109.37         | Corporate Debt Securities                 |
| TRANSOCEAN INC                 CR SEN SR NT 41     | 2041-12-15      | 9.3500%  | 0.0000% | $2220000.00        | $2469888.75        | Corporate Debt Securities                 |
| TALOS PRODTN INC               2LIEN GLBL 31       | 2031-02-01      | 9.3750%  | 0.0000% | $5331000.00        | $5788330.94        | Corporate Debt Securities                 |
| PURPLE RE LTD                  -A-20251 144A 28    | 2028-06-07      | 10.7900% | 0.0000% | $19340000.00       | $20237225.16       | Corporate Debt Securities                 |
| VISTRA CORP                    PERP JR SB GLBL     | 2500-12-31      | 8.8750%  | 0.0000% | $30000.00          | $32950.36          | Corporate Debt Securities                 |
| VISTRA OPERATIONS CO LLC       SR SEC 144A NT30    | 2030-10-15      | 4.6000%  | 0.0000% | $446000.00         | $438157.83         | Corporate Debt Securities                 |
| URSA RE II LIMITED             -FG-20252 144A28    | 2028-06-07      | 11.2600% | 0.0000% | $5250000.00        | $5279925.00        | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL               JR SB GLBL DB 57    | 2057-02-28      | 6.2500%  | 0.0000% | $4504000.00        | $3280100.56        | Corporate Debt Securities                 |
| VERAISON RE LTD                -A VR 144A NT 27    | 2027-03-08      | 8.2526%  | 0.0000% | $500000.00         | $510046.99         | Corporate Debt Securities                 |
| RAIZEN FUELS FINANCE SA        GLBL 144A NT 54     | 2054-03-05      | 6.9500%  | 0.0000% | $300000.00         | $162935.42         | Corporate Debt Securities                 |
| SCIH SALT HOLDINGS INC         SR SEC GLBL 28      | 2028-05-01      | 4.8750%  | 0.0000% | $268000.00         | $271802.81         | Corporate Debt Securities                 |
| NAVIENT CORPORATION            FR 5.625%080133     | 2033-08-01      | 5.6250%  | 0.0000% | $23000.00          | $19741.73          | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 11.2900% | 0.0000% | $5750000.00        | $6001576.92        | Corporate Debt Securities                 |
| SM ENERGY COMPANY              SR GLBL 144A 29     | 2029-08-01      | 6.7500%  | 0.0000% | $160000.00         | $166758.00         | Corporate Debt Securities                 |
| KRAKEN OIL & GAS PARTNERS LLC  SR 144A NT 29       | 2029-08-15      | 7.6250%  | 0.0000% | $1000000.00        | $1035675.42        | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30    | 2030-06-06      | 10.2745% | 0.0000% | $8615000.00        | $8823850.87        | Corporate Debt Securities                 |
| KOBE US MIDCO 2 INCORPORATED   SR SEC PIK 26       | 2026-11-01      | 9.2500%  | 0.0000% | $175000.00         | $148486.28         | Corporate Debt Securities                 |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 8%33     | 2033-03-01      | 8.0000%  | 0.0000% | $10842000.00       | $11487544.73       | Corporate Debt Securities                 |
| FREEDOM FDG CTR LLC            SR PIK 144A NT32    | 2032-10-01      | 12.0000% | 0.0000% | $5000000.00        | $5135833.33        | Corporate Debt Securities                 |
| ORGANON & CO                   SR GLBL 144A 31     | 2031-04-30      | 5.1250%  | 0.0000% | $5827000.00        | $5784113.28        | Corporate Debt Securities                 |
| SERVICE PPTYS TR               1LIEN 144A NT 31    | 2031-11-15      | 8.6250%  | 0.0000% | $3301000.00        | $3605026.23        | Corporate Debt Securities                 |
| PATRICK INDS INC               SR GLBL 144A 32     | 2032-11-01      | 6.3750%  | 0.0000% | $24000.00          | $24900.43          | Corporate Debt Securities                 |
| LCM INVESTMENTS HOLDINGS II LL SR 144A NT 31       | 2031-08-01      | 8.2500%  | 0.0000% | $39000.00          | $41558.24          | Corporate Debt Securities                 |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $7915000.00        | $7295737.00        | Corporate Debt Securities                 |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 31     | 2031-04-01      | 8.0000%  | 0.0000% | $5383000.00        | $5451872.49        | Corporate Debt Securities                 |
| MPT OPER PTSHP LP/MPT FIN CORP SR SEC GLBL 32      | 2032-02-15      | 8.5000%  | 0.0000% | $99000.00          | $104299.30         | Corporate Debt Securities                 |
| LEVEL 3 FING INC               SR GLBL 144A 29     | 2029-07-15      | 3.7500%  | 0.0000% | $2708000.00        | $2576817.71        | Corporate Debt Securities                 |
| GRAY MEDIA INC                 1LIEN GLBL 29       | 2029-07-15      | 10.5000% | 0.0000% | $380000.00         | $415140.50         | Corporate Debt Securities                 |
| KB HOME                        SR GLBL NT 4%31     | 2031-06-15      | 4.0000%  | 0.0000% | $167000.00         | $157734.84         | Corporate Debt Securities                 |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 30     | 2030-02-01      | 3.7500%  | 0.0000% | $99000.00          | $93184.82          | Corporate Debt Securities                 |
| HERTZ CORP                     SR GLBL 144A 29     | 2029-12-01      | 5.0000%  | 0.0000% | $8400000.00        | $3958285.33        | Corporate Debt Securities                 |
| VIASAT INC                     SR GLBL 144A 28     | 2028-07-15      | 6.5000%  | 0.0000% | $2025000.00        | $2048911.87        | Corporate Debt Securities                 |
| SONIC AUTOMOTIVE INC           SR GLBL 144A 31     | 2031-11-15      | 4.8750%  | 0.0000% | $20000.00          | $19621.47          | Corporate Debt Securities                 |
| VIATRIS INC                    SR GLBL NT2.7%30    | 2030-06-22      | 2.7000%  | 0.0000% | $38000.00          | $34922.38          | Corporate Debt Securities                 |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 3.2%30      | 2030-04-15      | 3.2000%  | 0.0000% | $1967000.00        | $1586057.67        | Corporate Debt Securities                 |
| MAXIM CRANE WKS HLDGS CAP LLC  SR SEC 144A NT28    | 2028-09-01      | 11.5000% | 0.0000% | $3988000.00        | $4236760.36        | Corporate Debt Securities                 |
| URSA RE II LIMITED             -E-20252 144A 29    | 2029-12-07      | 8.5100%  | 0.0000% | $1250000.00        | $1239625.00        | Corporate Debt Securities                 |
| SA RE II LTD SEGR ACCT 25-1    CL B-2 144A 30      | 2030-04-08      | 8.2646%  | 0.0000% | $10600000.00       | $11184875.79       | Corporate Debt Securities                 |
| SA RE II LTD SEGR ACCT 25-1    CL A-2 144A 30      | 2030-04-08      | 7.7646%  | 0.0000% | $6505000.00        | $6854406.55        | Corporate Debt Securities                 |
| BATH & BODY WORKS INC          SR GLBL NT 36       | 2036-07-01      | 6.7500%  | 0.0000% | $497000.00         | $493472.54         | Corporate Debt Securities                 |
| W & T OFFSHORE INC             SR SEC GLBL 29      | 2029-02-01      | 10.7500% | 0.0000% | $535000.00         | $569280.87         | Corporate Debt Securities                 |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-01-31      | 4.2500%  | 0.0000% | $9739000.00        | $8536290.31        | Corporate Debt Securities                 |
| AAG FH UK LTD & GLOBAL         SR 144A NT 29       | 2029-01-15      | 8.3750%  | 0.0000% | $4614000.00        | $4498451.98        | Corporate Debt Securities                 |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 35     | 2035-12-15      | 6.5000%  | 0.0000% | $4230000.00        | $4282625.90        | Corporate Debt Securities                 |
| WOLVERINE WORLD WIDE INC       SR GLBL 144A 29     | 2029-08-15      | 4.0000%  | 0.0000% | $2850000.00        | $2682828.50        | Corporate Debt Securities                 |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 28     | 2028-01-15      | 5.5000%  | 0.0000% | $75000.00          | $75974.38          | Corporate Debt Securities                 |
| VERMILION ENERGY INC           SR 144A NT 33       | 2033-02-15      | 7.2500%  | 0.0000% | $6207000.00        | $6370952.73        | Corporate Debt Securities                 |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 34      | 2034-12-30      | 5.7000%  | 0.0000% | $13000.00          | $13361.27          | Corporate Debt Securities                 |
| BAUSCH HEALTH COS INC          SR GLBL 144A 30     | 2030-01-30      | 5.2500%  | 0.0000% | $3482000.00        | $2291591.25        | Corporate Debt Securities                 |
| BEAZER HOMES USA INC           SR GLBL NT 27       | 2027-10-15      | 5.8750%  | 0.0000% | $3291000.00        | $3294679.06        | Corporate Debt Securities                 |
| CNX RES CORP                   SR 144A NT 31       | 2031-01-15      | 7.3750%  | 0.0000% | $224000.00         | $235518.17         | Corporate Debt Securities                 |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28       | 2028-06-01      | 4.8750%  | 0.0000% | $4362000.00        | $4177387.44        | Corporate Debt Securities                 |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 28     | 2028-01-15      | 5.7500%  | 0.0000% | $84000.00          | $85335.67          | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-12-01      | 4.6250%  | 0.0000% | $1805000.00        | $680092.16         | Corporate Debt Securities                 |
| BROOKFIELD RESIDENTIAL         SR GLBL 144A 29     | 2029-06-15      | 5.0000%  | 0.0000% | $7500000.00        | $7376025.00        | Corporate Debt Securities                 |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 30       | 2030-04-15      | 6.7500%  | 0.0000% | $4075000.00        | $4073950.69        | Corporate Debt Securities                 |
| CITRUS RE LTD                  EXTND-B 144A 31     | 2031-06-07      | 13.9900% | 0.0000% | $3000000.00        | $3134149.47        | Corporate Debt Securities                 |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL NT4.5%32    | 2032-05-01      | 4.5000%  | 0.0000% | $1572000.00        | $1426362.06        | Corporate Debt Securities                 |
| COMMUNITY HEALTH SYS INC NEW   2LIEN GLBL 29       | 2029-04-15      | 6.8750%  | 0.0000% | $42679000.00       | $42161499.34       | Corporate Debt Securities                 |
| CLYDESDALE ACQUISITION HLDGS   SR 144A NT 30       | 2030-04-15      | 8.7500%  | 0.0000% | $7770000.00        | $7099261.22        | Corporate Debt Securities                 |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 34     | 2034-01-15      | 4.2500%  | 0.0000% | $121000.00         | $104220.43         | Corporate Debt Securities                 |
| BLUEBONNET RE LTD              -B-20251 144A 28    | 2028-06-07      | 12.0200% | 0.0000% | $4500000.00        | $4700413.00        | Corporate Debt Securities                 |
| BAUSCH PLUS LOMB CORP          1LIEN GLBL 28       | 2028-10-01      | 8.3750%  | 0.0000% | $234000.00         | $242891.19         | Corporate Debt Securities                 |
| CD&R SMOKEY BUYER INC / RADIO  SR SEC 144A NT29    | 2029-10-15      | 9.5000%  | 0.0000% | $1385000.00        | $1149713.89        | Corporate Debt Securities                 |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-05-30      | 7.2500%  | 0.0000% | $2558000.00        | $1944612.92        | Corporate Debt Securities                 |
| ARCHROCK SERVICES LP           SR GLBL 144A 34     | 2034-02-01      | 6.0000%  | 0.0000% | $11827000.00       | $12069216.96       | Corporate Debt Securities                 |
| COMMUNITY HEALTH SYS INC NEW   1LIEN GLBL 29       | 2029-01-15      | 6.0000%  | 0.0000% | $3231000.00        | $3262308.39        | Corporate Debt Securities                 |
| ASCENT RES UTICA HLDGS LLC / A 144A NT 9%27        | 2027-11-01      | 9.0000%  | 0.0000% | $24266000.00       | $28931138.50       | Corporate Debt Securities                 |
| BAYTEX ENERGY CORP             SR GLBL 144A 32     | 2032-03-15      | 7.3750%  | 0.0000% | $121000.00         | $126228.26         | Corporate Debt Securities                 |
| BLUE RIDGE RE LTD              -A-20231 144A 27    | 2027-01-08      | 8.7700%  | 0.0000% | $4000000.00        | $4067528.49        | Corporate Debt Securities                 |
| BONANZA RE LTD                 -B-20241 144A 27    | 2027-12-19      | 7.2600%  | 0.0000% | $2905000.00        | $2967270.29        | Corporate Debt Securities                 |
| BROOKFIELD RESIDENTIAL         SR GLBL 144A 30     | 2030-02-15      | 4.8750%  | 0.0000% | $91000.00          | $86264.93          | Corporate Debt Securities                 |
| COLUMBUS MCKINNON CORP N Y     SR SEC 144A NT33    | 2033-02-01      | 7.1250%  | 0.0000% | $506000.00         | $515428.04         | Corporate Debt Securities                 |
| ECOPETROL S A                  SR NT 5.875%45      | 2045-05-28      | 5.8750%  | 0.0000% | $469000.00         | $372215.08         | Corporate Debt Securities                 |
| CALUMET SPECIALTY PRODUCTS PAR SR GLBL 144A 31     | 2031-02-15      | 9.7500%  | 0.0000% | $4380000.00        | $4750591.80        | Corporate Debt Securities                 |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT27    | 2027-08-15      | 5.8750%  | 0.0000% | $3489000.00        | $3534390.44        | Corporate Debt Securities                 |
| CONSOLIDATED ENERGY FIN S A    SR 144A NT 12%31    | 2031-02-15      | 12.0000% | 0.0000% | $3349000.00        | $3491332.50        | Corporate Debt Securities                 |
| DISH DBS CORPORATION           1LIEN GLBL 26       | 2026-12-01      | 5.2500%  | 0.0000% | $28200000.00       | $28540632.50       | Corporate Debt Securities                 |
| ALTICE FRANCE LUX 3            SR 144A NT 10%33    | 2033-01-15      | 10.0000% | 0.0000% | $615749.00         | $626682.65         | Corporate Debt Securities                 |
| ALTERYX INC                    SR GLBL 144A 28     | 2028-03-15      | 8.7500%  | 0.0000% | $637000.00         | $674224.69         | Corporate Debt Securities                 |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT31    | 2031-01-15      | 7.0000%  | 0.0000% | $275000.00         | $285721.33         | Corporate Debt Securities                 |
| ALAMO RE LTD                   EXT GLBL 144A 31    | 2031-06-07      | 10.0600% | 0.0000% | $14830000.00       | $14892572.14       | Corporate Debt Securities                 |
| ALTICE FINANCING S.A.          SR SEC GLBL 28      | 2028-01-15      | 5.0000%  | 0.0000% | $41158000.00       | $31265400.31       | Corporate Debt Securities                 |
| APH SOM/ APH2/APH3             SR 144A NT 29       | 2029-11-01      | 7.8750%  | 0.0000% | $1981000.00        | $1991353.20        | Corporate Debt Securities                 |
| AMC GLOBAL MEDIA INC           1LIEN GLBL 32       | 2032-07-15      | 10.5000% | 0.0000% | $42604000.00       | $45121683.38       | Corporate Debt Securities                 |
| ADVANCE AUTO PARTS INC         GLBL NT 3.9%30      | 2030-04-15      | 3.9000%  | 0.0000% | $10000.00          | $9351.95           | Corporate Debt Securities                 |
| AMC GLOBAL MEDIA INC           SR GLBL NT 29       | 2029-02-15      | 4.2500%  | 0.0000% | $4290000.00        | $3790661.88        | Corporate Debt Securities                 |
| FNRM RC021MA R26F021                               | 2049-11-25      | 1.5000%  | 0.0000% | $83674110.00       | $70609111.45       | Agency Collateralized Mortgage Obligation |
| LIFEPOINT HEALTH INC           SR SEC 144A NT34    | 2034-05-01      | 7.0000%  | 0.0000% | $15000000.00       | $14612650.00       | Corporate Debt Securities                 |
| GREAT CDN GA CORP/RA CO-IS LLC SR SEC 144A NT29    | 2029-11-15      | 8.7500%  | 0.0000% | $2929000.00        | $2972127.08        | Corporate Debt Securities                 |
| GRAY MEDIA INC                 SR GLBL 144A 31     | 2031-11-15      | 5.3750%  | 0.0000% | $801000.00         | $644512.97         | Corporate Debt Securities                 |
| GRAN TIERRA ENERGY INC         SR SEC GLBL 31      | 2031-04-15      | 9.7500%  | 0.0000% | $300000.00         | $278847.00         | Corporate Debt Securities                 |
| MARATHON OIL CORP              GLBL NT 5.3%29      | 2029-04-01      | 5.3000%  | 0.0000% | $20000.00          | $20319.19          | Corporate Debt Securities                 |
| DISCOVERY GLOBAL HOLDINGS INC  SR GLBL 144A 29     | 2029-03-15      | 4.0540%  | 0.0000% | $1000000.00        | $976797.50         | Corporate Debt Securities                 |
| KENNEDY WILSON INC             SR GLBL NT 30       | 2030-02-01      | 4.7500%  | 0.0000% | $499000.00         | $494187.01         | Corporate Debt Securities                 |
| SANDERS RE III LTD ACTING IN R EXTND-A 144A 30     | 2030-04-08      | 9.5400%  | 0.0000% | $4535000.00        | $4685701.34        | Corporate Debt Securities                 |
| LCPR SR SECD FING DESIGNATED A SR SEC 144A NT29    | 2029-07-15      | 5.1250%  | 0.0000% | $37529000.00       | $24861007.86       | Corporate Debt Securities                 |
| TENET HEALTHCARE CORP          SR 144A NT 6%33     | 2033-11-15      | 6.0000%  | 0.0000% | $25000.00          | $25972.75          | Corporate Debt Securities                 |
| USI INC                        SR 144A NT7.5%32    | 2032-01-15      | 7.5000%  | 0.0000% | $53000.00          | $55545.32          | Corporate Debt Securities                 |
| TEAM SERVICES HLDG INC         1LIEN GLBL 33       | 2033-02-15      | 9.0000%  | 0.0000% | $3000000.00        | $3061320.00        | Corporate Debt Securities                 |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL33    | 2033-04-15      | 6.4000%  | 0.0000% | $99000.00          | $105388.14         | Corporate Debt Securities                 |
| RIVERFRONT RE LTD              -B VR 144A NT 29    | 2029-01-08      | 11.2645% | 0.0000% | $3000000.00        | $3145610.20        | Corporate Debt Securities                 |
| SELECT MEDICAL CORP            SR GLBL 144A 32     | 2032-12-01      | 6.2500%  | 0.0000% | $1989000.00        | $1980881.01        | Corporate Debt Securities                 |
| SIX FLAGS ENTMT CORP/CANADAS W SR GLBL 144A 32     | 2032-01-15      | 8.6250%  | 0.0000% | $3121000.00        | $3240334.04        | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2024 LTD     EXTND-13 144A 31    | 2031-06-06      | 13.1645% | 0.0000% | $1500000.00        | $1352456.70        | Corporate Debt Securities                 |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30    | 2030-03-09      | 9.2500%  | 0.0000% | $47994.00          | $48363.95          | Corporate Debt Securities                 |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-07-15      | 4.7500%  | 0.0000% | $2213000.00        | $1955902.88        | Corporate Debt Securities                 |
| WINNEBAGO INDS INC             1LIEN GLBL 28       | 2028-07-15      | 6.2500%  | 0.0000% | $54000.00          | $54833.18          | Corporate Debt Securities                 |
| INTEGRITY RE III LTD           -A VR 144A NT 29    | 2029-06-07      | 6.0200%  | 0.0000% | $9000000.00        | $9008877.75        | Corporate Debt Securities                 |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 32       | 2032-07-15      | 7.3750%  | 0.0000% | $59000.00          | $62799.62          | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 31      | 2031-01-15      | 7.0000%  | 0.0000% | $316969.00         | $296903.81         | Corporate Debt Securities                 |
| INNOPHOS HOLDINGS INC          JR 144A NT 29       | 2029-06-15      | 11.5000% | 0.0000% | $10550.00          | $10187.34          | Corporate Debt Securities                 |
| INFINITY NAT RES LLC           SR GLBL 144A 31     | 2031-04-01      | 7.6250%  | 0.0000% | $9107000.00        | $9337791.62        | Corporate Debt Securities                 |
| PEDERNALES ELEC COOP INC       1M GLBL 144A 32     | 2032-11-15      | 6.2020%  | 0.0000% | $990000.00         | $1050791.77        | Corporate Debt Securities                 |
| TELESAT CDA / TELESAT LLC      GLBL 144A NT 27     | 2027-10-15      | 6.5000%  | 0.0000% | $15000000.00       | $9040625.00        | Corporate Debt Securities                 |
| PRA GROUP INC                  SR GLBL 144A 28     | 2028-02-01      | 8.3750%  | 0.0000% | $65000.00          | $67276.62          | Corporate Debt Securities                 |
| SUTTER RE LIMITED              EXTND-E 144A 30     | 2030-06-07      | 13.2700% | 0.0000% | $2000000.00        | $2049828.21        | Corporate Debt Securities                 |
| GRIFFON CORP                   SR GLBL NT 28       | 2028-03-01      | 5.7500%  | 0.0000% | $11111000.00       | $11180261.65       | Corporate Debt Securities                 |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT33    | 2033-08-01      | 7.0000%  | 0.0000% | $1087000.00        | $1103516.36        | Corporate Debt Securities                 |
| MEADOWS LTD                    -C-20251 144A 29    | 2029-12-07      | 11.0145% | 0.0000% | $1500000.00        | $1489200.00        | Corporate Debt Securities                 |
| MERLIN ENT GRO U S HLDGS INC   SR SEC 144A NT31    | 2031-02-15      | 7.3750%  | 0.0000% | $200000.00         | $168102.92         | Corporate Debt Securities                 |
| MONA LISA RE LTD               -A-20251 144A 29    | 2029-01-08      | 11.5500% | 0.0000% | $8000000.00        | $8166065.12        | Corporate Debt Securities                 |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 26      | 2026-12-06      | 5.6250%  | 0.0000% | $10874000.00       | $9496060.31        | Corporate Debt Securities                 |
| TORREY PINES RE LTD            EXTND-A 144A 32     | 2032-06-07      | 9.5760%  | 0.0000% | $9000000.00        | $9378376.51        | Corporate Debt Securities                 |
| MICHAELS COS INC               1LIEN 144A NT 33    | 2033-03-15      | 8.5000%  | 0.0000% | $7406000.00        | $7407822.70        | Corporate Debt Securities                 |
| TENET HEALTHCARE CORP          SR NT   6.875%31    | 2031-11-15      | 6.8750%  | 0.0000% | $8000.00           | $8790.00           | Corporate Debt Securities                 |
| WATCO COS LLC / WATCO FIN CORP SR 144A NT 32       | 2032-08-01      | 7.1250%  | 0.0000% | $2000000.00        | $2110949.17        | Corporate Debt Securities                 |
| OHI GROUP SA                   SR SEC REGS 29      | 2029-07-22      | 13.0000% | 0.0000% | $320000.00         | $320458.22         | Corporate Debt Securities                 |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT29    | 2029-02-01      | 9.5000%  | 0.0000% | $272000.00         | $303278.94         | Corporate Debt Securities                 |
| AMERICAN AIRLINES PASS 2016-3A 1LIEN GLBL 28       | 2028-02-15      | 7.2500%  | 0.0000% | $11000.00          | $11302.66          | Corporate Debt Securities                 |
| YUM BRANDS INC                 SR GLBL NT 32       | 2032-01-31      | 4.6250%  | 0.0000% | $770000.00         | $743162.18         | Corporate Debt Securities                 |
| UNITI SERVICES LLC             1LIEN GLBL 33       | 2033-10-15      | 7.5000%  | 0.0000% | $23820000.00       | $25320779.10       | Corporate Debt Securities                 |
| FIRST QUANTUM MINERALS LTD     REGS NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $200000.00         | $215287.58         | Corporate Debt Securities                 |
| XPO INC                        SR GLBL 144A 31     | 2031-06-01      | 7.1250%  | 0.0000% | $16000.00          | $17054.23          | Corporate Debt Securities                 |
| MGM RESORTS INTERNATIONAL      5.5%27              | 2027-04-15      | 5.5000%  | 0.0000% | $1135000.00        | $1137442.14        | Corporate Debt Securities                 |
| LAMAR MEDIA CORP               SR GLBL 144A 33     | 2033-11-01      | 5.3750%  | 0.0000% | $565000.00         | $576927.54         | Corporate Debt Securities                 |
| LOCKE TAVERN RE LTD            -B-20261 144A 29    | 2029-04-09      | 7.7900%  | 0.0000% | $3250000.00        | $3240575.00        | Corporate Debt Securities                 |
| GOEASY LTD                     SR 144A NT 29       | 2029-07-01      | 7.6250%  | 0.0000% | $1986000.00        | $1826315.39        | Corporate Debt Securities                 |
| FREEDOM MTG HLDGS LLC          SR 144A NT 29       | 2029-02-01      | 9.2500%  | 0.0000% | $10215000.00       | $10776294.39       | Corporate Debt Securities                 |
| FHLMC REMIC SERIES K-I07       A      20260925 FLT | 2026-09-25      | 3.8222%  | 0.0000% | $6050000.00        | $1184594.00        | Agency Collateralized Mortgage Obligation |
| PARAMOUNT GLOBAL               SR GLBL NT2.9%27    | 2027-01-15      | 2.9000%  | 0.0000% | $1802000.00        | $1787761.20        | Corporate Debt Securities                 |
| BROOKFIELD PPTY REIT INC / BPR 1LIEN GLBL 26       | 2026-05-15      | 5.7500%  | 0.0000% | $96000.00          | $98441.68          | Corporate Debt Securities                 |
| COMMUNITY HEALTH SYS INC NEW   2LIEN GLBL 30       | 2030-04-01      | 6.1250%  | 0.0000% | $14650000.00       | $13051011.51       | Corporate Debt Securities                 |
| BRASKEM NETH FIN B V           SR GLBL 144A 50     | 2050-01-31      | 5.8750%  | 0.0000% | $1387000.00        | $705466.34         | Corporate Debt Securities                 |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31     | 2031-03-01      | 7.3750%  | 0.0000% | $202000.00         | $206871.59         | Corporate Debt Securities                 |
| AMERICAN AXLE & MFG INC        SR GLBL NT 5%29     | 2029-10-01      | 5.0000%  | 0.0000% | $802000.00         | $780272.04         | Corporate Debt Securities                 |
| DIRECTV FING LLC / DIRECTV     1LIEN 144A NT 30    | 2030-02-01      | 8.8750%  | 0.0000% | $12341000.00       | $12770602.21       | Corporate Debt Securities                 |
| DREAM FINDERS HOMES INC        SR GLBL 144A 30     | 2030-09-15      | 6.8750%  | 0.0000% | $73000.00          | $72291.44          | Corporate Debt Securities                 |
| NAKAMA RE PTE LIMITED          -2-20211 144A 26    | 2026-10-13      | 6.2700%  | 0.0000% | $14410000.00       | $14512238.36       | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            GLBL NT 5.95%31     | 2031-01-28      | 5.9500%  | 0.0000% | $485000.00         | $479929.59         | Corporate Debt Securities                 |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32     | 2032-04-15      | 7.8750%  | 0.0000% | $8187000.00        | $8512116.00        | Corporate Debt Securities                 |
| M & T BK CORP                  PERP JR SB GLBL     | 2079-12-31      | 3.5000%  | 0.0000% | $58000.00          | $57531.13          | Corporate Debt Securities                 |
| MOTION BONDCO DESIGNATED ACTIV SR GLBL 144A 27     | 2027-11-15      | 6.6250%  | 0.0000% | $25444000.00       | $25196546.50       | Corporate Debt Securities                 |
| HERBIE RE LTD                  -A VR 144A BD 27    | 2027-06-07      | 34.5400% | 0.0000% | $3500000.00        | $4064898.44        | Corporate Debt Securities                 |
| TWITTER INC                    SR GLBL 144A 30     | 2030-03-01      | 5.0000%  | 0.0000% | $189000.00         | $119951.20         | Corporate Debt Securities                 |
| TUTOR PERINI CORP              SR GLBL 144A 29     | 2029-04-30      | 11.8750% | 0.0000% | $89000.00          | $97050.94          | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            SR GLBL -C NT 28    | 2028-02-12      | 5.3500%  | 0.0000% | $100000.00         | $100853.17         | Corporate Debt Securities                 |
| SMYRNA READY MIX LLC           SR SEC GLBL 28      | 2028-11-01      | 6.0000%  | 0.0000% | $7961000.00        | $8198742.00        | Corporate Debt Securities                 |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-30      | 9.5000%  | 0.0000% | $300000.00         | $292316.00         | Corporate Debt Securities                 |
| INTERPUBLIC GROUP COS INC      SR GLBL NT 28       | 2028-10-01      | 4.6500%  | 0.0000% | $8000.00           | $7749.65           | Corporate Debt Securities                 |
| MATADOR RES CO                 SR GLBL 144A 32     | 2032-04-15      | 6.5000%  | 0.0000% | $8093000.00        | $8274917.15        | Corporate Debt Securities                 |
| MONA LISA RE LTD               EXT GLBL 144A 34    | 2034-01-08      | 15.5500% | 0.0000% | $6300000.00        | $6382848.23        | Corporate Debt Securities                 |
| TURNING PT BRANDS INC          SR SEC 144A NT32    | 2032-03-15      | 7.6250%  | 0.0000% | $1026000.00        | $1063429.76        | Corporate Debt Securities                 |
| NATURE COAST RE LTD            -A-20251 144A 29    | 2029-01-15      | 15.0645% | 0.0000% | $1500000.00        | $1575844.43        | Corporate Debt Securities                 |
| XEROX CORP                     SR NT 6.75%39       | 2039-12-15      | 6.7500%  | 0.0000% | $24000.00          | $7087.50           | Corporate Debt Securities                 |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29     | 2029-10-01      | 5.1250%  | 0.0000% | $67000.00          | $66663.56          | Corporate Debt Securities                 |
| CLUE OPCO LLC                  1LIEN 144A NT 31    | 2031-10-15      | 9.5000%  | 0.0000% | $302000.00         | $310434.36         | Corporate Debt Securities                 |
| SUTTER RE LIMITED              EXTND-B 144A 30     | 2030-06-07      | 10.2700% | 0.0000% | $13450000.00       | $13721542.92       | Corporate Debt Securities                 |
| EVERGLADES RE II LTD           -A-20251 144A 28    | 2028-05-19      | 12.2700% | 0.0000% | $900000.00         | $940545.13         | Corporate Debt Securities                 |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $2908703.00        | $3284977.67        | Corporate Debt Securities                 |
| DISH NETWORK CORPORATION       1LIEN GLBL 27       | 2027-11-15      | 11.7500% | 0.0000% | $1876000.00        | $2035730.46        | Corporate Debt Securities                 |
| ENERGIZER HLDGS INC            SR GLBL 144A 33     | 2033-09-15      | 6.0000%  | 0.0000% | $4455000.00        | $4299164.10        | Corporate Debt Securities                 |
| DOMTAR CORP                    SR NT 6.25%42       | 2042-09-01      | 6.2500%  | 0.0000% | $799000.00         | $357379.16         | Corporate Debt Securities                 |
| NAKAMA RE LTD                  -2-20231 144A 28    | 2028-05-09      | 7.5018%  | 0.0000% | $3675000.00        | $3794200.64        | Corporate Debt Securities                 |
| NEW HOME CO INC                SR 144A NT8.5%30    | 2030-11-01      | 8.5000%  | 0.0000% | $260000.00         | $275523.01         | Corporate Debt Securities                 |
| BRASKEM NETH FIN B V           SR GLBL REGS 30     | 2030-01-31      | 4.5000%  | 0.0000% | $670000.00         | $386482.80         | Corporate Debt Securities                 |
| CARNIVAL CORP                  SR GLBL REGS 31     | 2031-06-15      | 5.8750%  | 0.0000% | $30000.00          | $30991.84          | Corporate Debt Securities                 |
| PETROLEOS DEL PERU - PETROPERU SR GLBL REGS 32     | 2032-06-19      | 4.7500%  | 0.0000% | $382000.00         | $315067.76         | Corporate Debt Securities                 |
| OAK-EAGLE ACQUIRECO INC        SR REGS NT 34       | 2034-07-01      | 8.7500%  | 0.0000% | $142000.00         | $147394.19         | Corporate Debt Securities                 |
| BANCO DO BRASIL S A GRAND CAYM FR 4.875%011129     | 2029-01-11      | 4.8750%  | 0.0000% | $1000000.00        | $1007360.42        | Corporate Debt Securities                 |
| VENTURE GLOBAL LNG INC         PERP A REGS NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $35000.00          | $34820.10          | Corporate Debt Securities                 |
| AZORRA FIN LTD                 SR 144A NT 34       | 2034-02-15      | 6.2500%  | 0.0000% | $7465000.00        | $7240241.29        | Corporate Debt Securities                 |
| ALAMO RE LTD                   EXTND-A 144A 30     | 2030-06-07      | 12.6000% | 0.0000% | $686000.00         | $693050.45         | Corporate Debt Securities                 |
| AMERIGAS PARTNERS L P          SR GLBL NT 27       | 2027-05-20      | 5.7500%  | 0.0000% | $109000.00         | $112133.27         | Corporate Debt Securities                 |
| ALTICE FINANCING S.A.          SR SEC 144A NT27    | 2027-07-15      | 9.6250%  | 0.0000% | $378000.00         | $303497.30         | Corporate Debt Securities                 |
| AMENTUM ESCROW CORP            SR GLBL 144A 32     | 2032-08-01      | 7.2500%  | 0.0000% | $367000.00         | $386712.90         | Corporate Debt Securities                 |
| BRIDGE STR RE LTD              -20252 VR 144A29    | 2029-01-08      | 11.2900% | 0.0000% | $7750000.00        | $7839291.73        | Corporate Debt Securities                 |
| CQP HOLDCO LP & BIP-V CHINOOK  SR SEC 144A NT31    | 2031-06-15      | 5.5000%  | 0.0000% | $1318000.00        | $1329367.75        | Corporate Debt Securities                 |
| CVR ENERGY INC                 SR 144A NT 34       | 2034-02-15      | 7.8750%  | 0.0000% | $1943000.00        | $1983477.55        | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-02-01      | 5.3750%  | 0.0000% | $7029000.00        | $5358264.30        | Corporate Debt Securities                 |
| CQP HOLDCO LP & BIP-V CHINOOK  SR SEC 144A NT33    | 2033-12-15      | 7.5000%  | 0.0000% | $6456000.00        | $7039848.36        | Corporate Debt Securities                 |
| COMMUNITY HEALTH SYS INC NEW   SR SEC GLBL 32      | 2032-01-15      | 10.8750% | 0.0000% | $1330000.00        | $1457980.91        | Corporate Debt Securities                 |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $621000.00         | $668467.95         | Corporate Debt Securities                 |
| MONEYGRAM INTL INC             SR SEC 144A NT30    | 2030-06-01      | 9.0000%  | 0.0000% | $1644000.00        | $1181756.52        | Corporate Debt Securities                 |
| STANLEY BLACK & DECKER INC     JR SB GLBL DB 60    | 2060-03-15      | 6.7070%  | 0.0000% | $3632000.00        | $3598499.34        | Corporate Debt Securities                 |
| MAYFLOWER RE LTD               EXTND-A 144A 32     | 2032-07-07      | 7.0200%  | 0.0000% | $8810000.00        | $8998545.08        | Corporate Debt Securities                 |
| SS&C TECHNOLOGIES INC          SR GLBL 144A 32     | 2032-06-01      | 6.5000%  | 0.0000% | $8802000.00        | $9130163.01        | Corporate Debt Securities                 |
| SABRE FINL BORROWER LLC        1LIEN GLBL 29       | 2029-06-15      | 11.1250% | 0.0000% | $4234000.00        | $4525422.10        | Corporate Debt Securities                 |
| AMER STATES WTR CO             7.23%31             | 2031-12-15      | 7.2300%  | 0.0000% | $5000000.00        | $5657812.50        | Corporate Debt Securities                 |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.5%51    | 2051-06-10      | 5.5000%  | 0.0000% | $306000.00         | $257388.50         | Corporate Debt Securities                 |
| TIBCO SOFTWARE INC             SR SEC GLBL 29      | 2029-03-31      | 6.5000%  | 0.0000% | $500000.00         | $489588.33         | Corporate Debt Securities                 |
| IAMGOLD CORP                   SR GLBL REGS 28     | 2028-10-15      | 5.7500%  | 0.0000% | $77000.00          | $76707.08          | Corporate Debt Securities                 |
| BANCO GNB SUDAMERIS S A        LW TIER II 27       | 2027-04-03      | 7.0510%  | 0.0000% | $10000.00          | $10181.36          | Corporate Debt Securities                 |
| GATEWAY RE LTD                 -C2-20251 144A27    | 2027-07-07      | 13.0500% | 0.0000% | $10975000.00       | $11263290.55       | Corporate Debt Securities                 |
| INTEGRITY RE III LTD           CL B-2 144A 28      | 2028-06-06      | 13.2700% | 0.0000% | $1000000.00        | $1032756.80        | Corporate Debt Securities                 |
| OCELOT RE LTD                  EXTND-A 144A 31     | 2031-01-07      | 11.3000% | 0.0000% | $4000000.00        | $4055827.74        | Corporate Debt Securities                 |
| FISH POND RE LTD               SR CL A 144A 27     | 2027-01-08      | 7.5700%  | 0.0000% | $500000.00         | $508079.12         | Corporate Debt Securities                 |
| PROG HOLDINGS INC              SR GLBL 144A 29     | 2029-11-15      | 6.0000%  | 0.0000% | $3811000.00        | $3826739.43        | Corporate Debt Securities                 |
| PRG WONDER PLAZA PPTYS INC     ZERO NT 27          | 2027-01-22      | 0.0000%  | 0.0000% | $14260000.00       | $13940433.40       | Corporate Debt Securities                 |
| PERRIGO FINANCE UNLIMITED COMP CR SEN SR GLBL30    | 2030-06-15      | 5.1500%  | 0.0000% | $369000.00         | $357772.25         | Corporate Debt Securities                 |
| MATCH GROUP HOLDINGS II LLC    SR 144A NT 31       | 2031-10-01      | 3.6250%  | 0.0000% | $2000000.00        | $1803300.28        | Corporate Debt Securities                 |
| PENN ENTERTAINMENT INC         SR GLBL 144A 31     | 2031-04-01      | 6.7500%  | 0.0000% | $14347000.00       | $14305537.17       | Corporate Debt Securities                 |
| PHINIA INC                     SR SEC GLBL 29      | 2029-04-15      | 6.7500%  | 0.0000% | $85000.00          | $87171.11          | Corporate Debt Securities                 |
| NATURE COAST RE LTD            -A VR 144A BD 29    | 2029-04-10      | 13.2645% | 0.0000% | $4500000.00        | $4760307.03        | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       8.375%27            | 2027-05-01      | 8.3750%  | 0.0000% | $1715918.00        | $1705866.77        | Corporate Debt Securities                 |
| KENDALL RE LTD                 EXTND SR 144A 31    | 2031-04-30      | 9.7646%  | 0.0000% | $7750000.00        | $8038846.01        | Corporate Debt Securities                 |
| SERVICE PPTYS TR               SR NT 4.375%30      | 2030-02-15      | 4.3750%  | 0.0000% | $25000.00          | $22715.86          | Corporate Debt Securities                 |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 28      | 2028-12-15      | 9.8750%  | 0.0000% | $461000.00         | $97746.41          | Corporate Debt Securities                 |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $3936716.00        | $4402194.94        | Corporate Debt Securities                 |
| HERBIE RE LTD                  -B-20242 144A 29    | 2029-01-08      | 14.2900% | 0.0000% | $7100000.00        | $7333556.91        | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL 28       | 2028-01-15      | 4.7500%  | 0.0000% | $11749000.00       | $11325967.46       | Corporate Debt Securities                 |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33     | 2033-01-15      | 7.3750%  | 0.0000% | $15407000.00       | $16051943.44       | Corporate Debt Securities                 |
| CSN ISLANDS XI CORP.           SR GLBL REGS 28     | 2028-01-28      | 6.7500%  | 0.0000% | $9040000.00        | $7758851.20        | Corporate Debt Securities                 |
| PETROLEOS DEL PERU - PETROPERU SR GLBL REGS 47     | 2047-06-19      | 5.6250%  | 0.0000% | $470000.00         | $337407.71         | Corporate Debt Securities                 |
| 3264 RE LTD                    EXTND-B 144A 32     | 2032-02-07      | 6.5200%  | 0.0000% | $9000000.00        | $9127813.44        | Corporate Debt Securities                 |
| NEUQUEN PROV ARGENTINA         SR GLBL STEP 30     | 2030-04-27      | 6.8750%  | 0.0000% | $249999.00         | $157142.47         | Corporate Debt Securities                 |
| OXFORD FINANCE LLC / OXFORD FI SR 144A NT 27       | 2027-02-01      | 6.3750%  | 0.0000% | $616000.00         | $625763.86         | Corporate Debt Securities                 |
| RITHM CAPITAL CORP             SR GLBL 144A 29     | 2029-04-01      | 8.0000%  | 0.0000% | $427000.00         | $430353.85         | Corporate Debt Securities                 |
| CALDERYS FING II               SR GLBL PIK 28      | 2028-06-01      | 11.7500% | 0.0000% | $462000.00         | $491647.44         | Corporate Debt Securities                 |
| CABLE ONE INC                  SR GLBL 144A 30     | 2030-11-15      | 4.0000%  | 0.0000% | $1211000.00        | $871839.27         | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 31     | 2031-11-15      | 5.0000%  | 0.0000% | $5061000.00        | $1925643.02        | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $18800000.00       | $16164083.33       | Corporate Debt Securities                 |
| ASURION LLC / ASURION CO       2LIEN 144A NT 34    | 2034-02-01      | 8.3750%  | 0.0000% | $2888000.00        | $2912916.22        | Corporate Debt Securities                 |
| ARTERA SVCS LLC                1LIEN 144A NT 31    | 2031-02-15      | 8.5000%  | 0.0000% | $443000.00         | $389431.70         | Corporate Debt Securities                 |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 29     | 2029-06-15      | 5.3750%  | 0.0000% | $2433000.00        | $2477247.15        | Corporate Debt Securities                 |
| ATLAS CAP DAC                  -A-20241 144A 27    | 2027-06-08      | 15.8814% | 0.0000% | $3750000.00        | $4141226.83        | Corporate Debt Securities                 |
| ARCOR S A I C                  SR GLBL 144A 33     | 2033-07-31      | 7.6000%  | 0.0000% | $300000.00         | $311100.00         | Corporate Debt Securities                 |
| ARDAGH METAL PACKAGING FIN PLC SR SEC GLBL 31      | 2031-01-30      | 6.2500%  | 0.0000% | $369000.00         | $381379.23         | Corporate Debt Securities                 |
| ALAMO RE LTD                   EXT GLBL 144A 30    | 2030-06-07      | 15.4000% | 0.0000% | $5600000.00        | $5664088.05        | Corporate Debt Securities                 |
| CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 31       | 2031-02-15      | 7.1250%  | 0.0000% | $363000.00         | $382599.73         | Corporate Debt Securities                 |
| COREWEAVE INC                  SR 144A NT 31       | 2031-10-01      | 9.7500%  | 0.0000% | $3680000.00        | $3672394.67        | Corporate Debt Securities                 |
| GEO GROUP INC                  SR GLBL NT 31       | 2031-04-15      | 10.2500% | 0.0000% | $25000.00          | $26856.27          | Corporate Debt Securities                 |
| GARRETT MOTION HLDGS INC /GARR SR GLBL 144A 32     | 2032-05-31      | 7.7500%  | 0.0000% | $309000.00         | $331662.58         | Corporate Debt Securities                 |
| SWORD PURCHASER LLC            SR GLBL 144A 34     | 2034-04-15      | 10.5000% | 0.0000% | $3529000.00        | $3621759.77        | Corporate Debt Securities                 |
| SAKURA RE LTD                  -A-20251 144A 29    | 2029-04-05      | 6.3000%  | 0.0000% | $500000.00         | $502300.52         | Corporate Debt Securities                 |
| ACCENDRA HEALTH INC            SR GLBL 144A 30     | 2030-04-01      | 6.6250%  | 0.0000% | $329000.00         | $180580.47         | Corporate Debt Securities                 |
| SANDERS RE III LTD ACTING      EXTND-A 144A 30     | 2030-04-08      | 9.0200%  | 0.0000% | $3895000.00        | $3995291.43        | Corporate Debt Securities                 |
| SANDERS RE III LTD ACTING      EXTND-B 144A 30     | 2030-04-08      | 19.3900% | 0.0000% | $11168000.00       | $11272534.88       | Corporate Debt Securities                 |
| POST HLDGS INC                 SR 144A NT 33       | 2033-03-01      | 6.3750%  | 0.0000% | $5000000.00        | $5032639.58        | Corporate Debt Securities                 |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 4.6250%  | 0.0000% | $2810000.00        | $2671991.53        | Corporate Debt Securities                 |
| MONA LISA RE LTD               EXT GLBL 144A 35    | 2035-01-08      | 9.0500%  | 0.0000% | $6300000.00        | $6380602.40        | Corporate Debt Securities                 |
| HILLENBRAND INC                SR GLBL NT 29       | 2029-02-15      | 6.2500%  | 0.0000% | $2334000.00        | $2239404.92        | Corporate Debt Securities                 |
| INTEGRITY RE III LTD           -A1-20251 144A27    | 2027-06-06      | 11.5200% | 0.0000% | $500000.00         | $508863.81         | Corporate Debt Securities                 |
| MASCHPARK RE LTD               EXTND AUTOCLL 28    | 2028-07-10      | 7.0200%  | 0.0000% | $4050000.00        | $4142343.89        | Corporate Debt Securities                 |
| LCPR SR SECD FING DESIGNATED A 1LIEN GLBL 27       | 2027-10-15      | 6.7500%  | 0.0000% | $53163000.00       | $36031356.16       | Corporate Debt Securities                 |
| 3264 RE LTD                    SR VR 144A BD 29    | 2029-01-08      | 10.0145% | 0.0000% | $5750000.00        | $5771500.85        | Corporate Debt Securities                 |
| GETTY IMAGES INC               SR SEC GLBL 30      | 2030-02-21      | 11.2500% | 0.0000% | $2684740.00        | $2535542.29        | Corporate Debt Securities                 |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 54     | 2054-03-05      | 6.9500%  | 0.0000% | $334000.00         | $181401.43         | Corporate Debt Securities                 |
| ADIENT GLOBAL HLDGS LTD        SR GLBL REGS 33     | 2033-02-15      | 7.5000%  | 0.0000% | $11000.00          | $11378.12          | Corporate Debt Securities                 |
| AMERIGAS PARTNERS L P          SR REGS NT9.5%30    | 2030-06-01      | 9.5000%  | 0.0000% | $100000.00         | $110659.94         | Corporate Debt Securities                 |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 27     | 2027-01-20      | 5.3000%  | 0.0000% | $1375000.00        | $755868.06         | Corporate Debt Securities                 |
| CONNECT FINCO SARL / CONNECT U SR SEC GLBL 29      | 2029-09-15      | 9.0000%  | 0.0000% | $200000.00         | $212778.00         | Corporate Debt Securities                 |
| OCELOT RE LTD                  -A-20251 144A 29    | 2029-02-26      | 8.0500%  | 0.0000% | $9750000.00        | $9996953.88        | Corporate Debt Securities                 |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 14.0740% | 0.0000% | $714000.00         | $725460.04         | Corporate Debt Securities                 |
| LATAM AIRLINES GROUP SA        SR SEC REGS NT31    | 2031-01-07      | 7.6250%  | 0.0000% | $2808000.00        | $2896266.75        | Corporate Debt Securities                 |
| BRASKEM NETH FIN B V           SR GLBL REGS 50     | 2050-01-31      | 5.8750%  | 0.0000% | $3968000.00        | $2018233.92        | Corporate Debt Securities                 |
| GARDA WORLD SECURITY CORP      SR 144A NT 6%29     | 2029-06-01      | 6.0000%  | 0.0000% | $4000000.00        | $4013933.33        | Corporate Debt Securities                 |
| GATEWAY RE LTD                 EXT-AAA 144A 32     | 2032-07-07      | 7.8000%  | 0.0000% | $5355000.00        | $5377921.71        | Corporate Debt Securities                 |
| GATEWAY RE LTD                 VAR 144A NT 29      | 2029-07-06      | 5.5500%  | 0.0000% | $750000.00         | $750514.42         | Corporate Debt Securities                 |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 30     | 2030-08-15      | 4.5000%  | 0.0000% | $205000.00         | $194502.15         | Corporate Debt Securities                 |
| 3264 RE LTD                    -A-20251 144A 28    | 2028-02-07      | 24.7700% | 0.0000% | $5250000.00        | $5543327.29        | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30      | 2030-05-01      | 10.8750% | 0.0000% | $530000.00         | $517689.65         | Corporate Debt Securities                 |
| TRINET GROUP INC               SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $9000.00           | $8400.65           | Corporate Debt Securities                 |
| EMPRESA ELECTRICA ANGAMO SA    SR SEC GLBL 29      | 2029-05-25      | 4.8750%  | 0.0000% | $200000.00         | $56711.78          | Corporate Debt Securities                 |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27     | 2027-07-15      | 5.7500%  | 0.0000% | $7912000.00        | $8026809.71        | Corporate Debt Securities                 |
| CARVANA CO                     SR GLBL 144A 28     | 2028-10-01      | 5.8750%  | 0.0000% | $1899000.00        | $1865259.78        | Corporate Debt Securities                 |
| CHURCHILL DOWNS INC            SR GLBL 144A 28     | 2028-01-15      | 4.7500%  | 0.0000% | $4600000.00        | $4613175.17        | Corporate Debt Securities                 |
| CAESARS ENTERTAINMENT INC NEW  1LIEN 144A NT 32    | 2032-02-15      | 6.5000%  | 0.0000% | $2816000.00        | $2766640.21        | Corporate Debt Securities                 |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 5.0000%  | 0.0000% | $2152000.00        | $1551434.19        | Corporate Debt Securities                 |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL NT4.5%28    | 2028-03-01      | 4.5000%  | 0.0000% | $69000.00          | $68754.01          | Corporate Debt Securities                 |
| ATLAS CAP DAC                  -20251 VR 144A28    | 2028-06-07      | 10.9129% | 0.0000% | $2350000.00        | $2445664.32        | Corporate Debt Securities                 |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL 144A 32     | 2032-02-15      | 5.0000%  | 0.0000% | $1947000.00        | $1907936.69        | Corporate Debt Securities                 |
| ARMOR RE LTD                   -A-20242 144A 28    | 2028-01-07      | 12.0500% | 0.0000% | $6935000.00        | $7370807.90        | Corporate Debt Securities                 |
| B & G FOODS INC                SR GLBL NT 27       | 2027-09-15      | 5.2500%  | 0.0000% | $33000.00          | $31994.24          | Corporate Debt Securities                 |
| AMERIGAS PARTNERS L P          SR GLBL 144A 28     | 2028-06-01      | 9.3750%  | 0.0000% | $67000.00          | $71296.18          | Corporate Debt Securities                 |
| PRA GROUP INC                  SR GLBL 144A 29     | 2029-10-01      | 5.0000%  | 0.0000% | $1719000.00        | $1641159.86        | Corporate Debt Securities                 |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-03-15      | 9.8750%  | 0.0000% | $8292000.00        | $9017415.26        | Corporate Debt Securities                 |
| PERRIGO FINANCE UNLIMITED COMP SR NT 4.9%44        | 2044-12-15      | 4.9000%  | 0.0000% | $400000.00         | $298006.00         | Corporate Debt Securities                 |
| OT MERGER CORPORATION          144A NT 7.875%29    | 2029-10-15      | 7.8750%  | 0.0000% | $1053000.00        | $277235.16         | Corporate Debt Securities                 |
| PITNEY BOWES INC               SR GLBL 144A 29     | 2029-03-15      | 7.2500%  | 0.0000% | $43677000.00       | $44333574.50       | Corporate Debt Securities                 |
| POLESTAR RE LTD                -C-20261 144A 29    | 2029-01-08      | 14.0500% | 0.0000% | $3000000.00        | $3048210.15        | Corporate Debt Securities                 |
| PARK OHIO INDS INC-OHIO        SR SEC GLBL 30      | 2030-08-01      | 8.5000%  | 0.0000% | $500000.00         | $529746.94         | Corporate Debt Securities                 |
| GOEASY LTD                     SR 144A NT 28       | 2028-12-01      | 9.2500%  | 0.0000% | $1110000.00        | $1096607.54        | Corporate Debt Securities                 |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28     | 2028-02-15      | 6.0000%  | 0.0000% | $243000.00         | $245386.26         | Corporate Debt Securities                 |
| FLOODSMART RE LTD              EXTND-B 144A 31     | 2031-03-11      | 21.1500% | 0.0000% | $343000.00         | $346866.56         | Corporate Debt Securities                 |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29    | 2029-02-01      | 4.3750%  | 0.0000% | $9087000.00        | $8036324.46        | Corporate Debt Securities                 |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34     | 2034-01-15      | 8.3750%  | 0.0000% | $500000.00         | $539403.54         | Corporate Debt Securities                 |
| MERNA RE ENTERPRISE LTD        -A-20254 144A 28    | 2028-07-07      | 11.2900% | 0.0000% | $8600000.00        | $8889418.72        | Corporate Debt Securities                 |
| GATEWAY RE LTD                 -A-20252 144A 28    | 2028-07-07      | 10.5500% | 0.0000% | $4750000.00        | $4930149.76        | Corporate Debt Securities                 |
| MPH ACQUISITION HLDGS LLC      SR GLBL 144A 28     | 2028-11-01      | 5.7500%  | 0.0000% | $1054000.00        | $678344.15         | Corporate Debt Securities                 |
| LOGISTICS RE LIMITED           EXTND-A 144A 32     | 2032-12-21      | 9.5200%  | 0.0000% | $5250000.00        | $5365362.84        | Corporate Debt Securities                 |
| GARDA WORLD SECURITY CORP      SR GLBL 144A 32     | 2032-08-01      | 8.2500%  | 0.0000% | $3765000.00        | $3920177.61        | Corporate Debt Securities                 |
| GOLDMAN SACHS GROUP INC        PERP GLBL NT        | 2500-12-31      | 4.1250%  | 0.0000% | $100000.00         | $101462.92         | Corporate Debt Securities                 |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 32       | 2032-05-15      | 7.8750%  | 0.0000% | $1408000.00        | $1525221.28        | Corporate Debt Securities                 |
| GATEWAY RE LTD                 -A-20251 144A 28    | 2028-07-07      | 14.0500% | 0.0000% | $5500000.00        | $5871165.29        | Corporate Debt Securities                 |
| CROSSCOUNTRY INTER HOLDCO LLC  SR 144A NT6.5%30    | 2030-10-01      | 6.5000%  | 0.0000% | $307000.00         | $302464.42         | Corporate Debt Securities                 |
| EAST LANE RE VII LTD           EXT GLBL 144A 32    | 2032-03-31      | 12.0500% | 0.0000% | $1000000.00        | $1009997.51        | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 31    | 2031-04-01      | 2.8000%  | 0.0000% | $842000.00         | $753948.32         | Corporate Debt Securities                 |
| CARVANA CO                     SR GLBL 144A 30     | 2030-05-01      | 10.2500% | 0.0000% | $1390000.00        | $1558141.74        | Corporate Debt Securities                 |
| AVIENT CORPORATION             SR GLBL 144A 31     | 2031-11-01      | 6.2500%  | 0.0000% | $13000.00          | $13579.10          | Corporate Debt Securities                 |
| CASTLE UNITED STATES  HLDG COR SR 144A NT9.5%28    | 2028-02-15      | 9.5000%  | 0.0000% | $350000.00         | $159177.08         | Corporate Debt Securities                 |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 7%29     | 2029-07-15      | 7.0000%  | 0.0000% | $561000.00         | $591668.00         | Corporate Debt Securities                 |
| CHEMOURS CO                    SR GLBL 144A 33     | 2033-01-15      | 8.0000%  | 0.0000% | $355000.00         | $373940.43         | Corporate Debt Securities                 |
| CENTURY ALUM CO                2LIEN GLBL 32       | 2032-08-01      | 6.8750%  | 0.0000% | $7383000.00        | $7776340.60        | Corporate Debt Securities                 |
| LUMEN TECHNOLOGIES INC         SR GLBL -G DB 28    | 2028-01-15      | 6.8750%  | 0.0000% | $7000.00           | $7243.26           | Corporate Debt Securities                 |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 28     | 2028-04-15      | 7.7500%  | 0.0000% | $10499000.00       | $10563770.08       | Corporate Debt Securities                 |
| CASTLE UNITED STATES  HLDG COR SR 144A NT 10%31    | 2031-06-30      | 10.0000% | 0.0000% | $859000.00         | $189695.83         | Corporate Debt Securities                 |
| COGENT COMMUNICATIONS GROUP LL SR GLBL 144A 27     | 2027-06-15      | 7.0000%  | 0.0000% | $1798000.00        | $1835704.06        | Corporate Debt Securities                 |
| ARBOR REALTY TRUST INC         SR GLBL 144A 27     | 2027-03-15      | 4.5000%  | 0.0000% | $24750000.00       | $23854916.25       | Corporate Debt Securities                 |
| ENDO FIN HLDGS INC             SR SEC GLBL 31      | 2031-04-15      | 8.5000%  | 0.0000% | $76000.00          | $80232.57          | Corporate Debt Securities                 |
| EMPIRE COMMUNITIES CORPORATION SR 144A NT 29       | 2029-05-01      | 9.7500%  | 0.0000% | $86000.00          | $91440.29          | Corporate Debt Securities                 |
| UNIVISION COMMUNICATIONS INC   1LIEN GLBL 30       | 2030-06-30      | 7.3750%  | 0.0000% | $1700000.00        | $1739156.67        | Corporate Debt Securities                 |
| UNITI SVC LLC / UNITI FIBER    SR 144A NT 32       | 2032-06-15      | 8.6250%  | 0.0000% | $11808000.00       | $12761186.04       | Corporate Debt Securities                 |
| BOROO INVTS PTE LTD            SR GLBL REGS 32     | 2032-08-07      | 9.5000%  | 0.0000% | $900000.00         | $897212.50         | Corporate Debt Securities                 |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 29     | 2029-06-01      | 5.3750%  | 0.0000% | $20000.00          | $20119.33          | Corporate Debt Securities                 |
| UNISYS CORP                    SR SEC GLBL 31      | 2031-01-15      | 10.6250% | 0.0000% | $23161000.00       | $20590814.18       | Corporate Debt Securities                 |
| PETROLEOS DEL PERU - PETROPERU SR GLBL 144A 47     | 2047-06-19      | 5.6250%  | 0.0000% | $577000.00         | $414221.81         | Corporate Debt Securities                 |
| TRANSDIGM INC                  SR SEC GLBL 28      | 2028-08-15      | 6.7500%  | 0.0000% | $2300000.00        | $2364497.75        | Corporate Debt Securities                 |
| MYSTIC RE IV LIMITED           EXTND-A 144A 32     | 2032-01-12      | 8.4146%  | 0.0000% | $2470000.00        | $2502916.56        | Corporate Debt Securities                 |
| CONSTELLATION OIL SVCS HLDG SA SR SEC 144A 29      | 2029-11-07      | 9.3750%  | 0.0000% | $350000.00         | $368112.50         | Corporate Debt Securities                 |
| NAKAMA RE PTE LIMITED          EXTND-1 144A 33     | 2033-04-25      | 5.7654%  | 0.0000% | $2825000.00        | $2834562.92        | Corporate Debt Securities                 |
| UNITED NAT FOODS INC           SR GLBL 144A 28     | 2028-10-15      | 6.7500%  | 0.0000% | $569000.00         | $571311.56         | Corporate Debt Securities                 |
| U S ACUTE CARE SOLUTIONS LLC   SR SEC 144A NT29    | 2029-05-15      | 9.7500%  | 0.0000% | $7261000.00        | $7166516.24        | Corporate Debt Securities                 |
| ASP UNIFRAX HOLDINGS INC       144A NT 5.25%28     | 2028-09-30      | 5.2500%  | 0.0000% | $21883000.00       | $1189888.12        | Corporate Debt Securities                 |
| GENESEE STR RE LTD             -A VR 144A BD 28    | 2028-04-07      | 6.8000%  | 0.0000% | $8635000.00        | $8712165.95        | Corporate Debt Securities                 |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL REGS 30     | 2030-09-15      | 7.8750%  | 0.0000% | $50000.00          | $51717.19          | Corporate Debt Securities                 |
| BANCO DAVIVIENDA SA            ALT TIER I PERP     | 2500-12-31      | 6.6500%  | 0.0000% | $1000000.00        | $933687.78         | Corporate Debt Securities                 |
| POLESTAR RE LTD                -A-20261 144A 29    | 2029-01-08      | 10.5500% | 0.0000% | $24415000.00       | $24717286.07       | Corporate Debt Securities                 |
| VISTRA OPERATIONS CO LLC       SR SEC REGS NT35    | 2035-10-15      | 5.2500%  | 0.0000% | $100000.00         | $97102.75          | Corporate Debt Securities                 |
| XEROX CORP                     2LIEN GLBL 31       | 2031-04-15      | 13.5000% | 0.0000% | $1046000.00        | $539343.75         | Corporate Debt Securities                 |
| YPF SOCIEDAD ANONIMA           SR GLBL REGS 29     | 2029-06-27      | 8.5000%  | 0.0000% | $1941000.00        | $2055269.91        | Corporate Debt Securities                 |
| CRC INS GROUP LLC & CRC        SR SEC 144A NT31    | 2031-06-01      | 7.1250%  | 0.0000% | $3314000.00        | $3411460.60        | Corporate Debt Securities                 |
| INTEGRITY RE III LTD           -A2-20251 144A28    | 2028-06-06      | 11.5200% | 0.0000% | $1000000.00        | $1021727.63        | Corporate Debt Securities                 |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL 144A 27     | 2027-08-15      | 5.0000%  | 0.0000% | $3007000.00        | $3034564.17        | Corporate Debt Securities                 |
| COLOMBIA TELECOMUNICACIONES    SR REGS NT 30       | 2030-07-17      | 4.9500%  | 0.0000% | $279000.00         | $265792.84         | Corporate Debt Securities                 |
| TELECOM ARGENTINA SA           SR AMZ REGS NT31    | 2031-07-18      | 9.5000%  | 0.0000% | $501000.00         | $544860.88         | Corporate Debt Securities                 |
| ORGANON & CO / ORGANON FGN DEB SR GLBL 144A 34     | 2034-05-15      | 7.8750%  | 0.0000% | $800000.00         | $885971.00         | Corporate Debt Securities                 |
| INRETAIL CONSUMER              SR SEC GLBL 28      | 2028-03-22      | 3.2500%  | 0.0000% | $300000.00         | $290610.17         | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            GLBL NT 10%33       | 2033-02-07      | 10.0000% | 0.0000% | $1317000.00        | $1576192.92        | Corporate Debt Securities                 |
| VERAISON RE LTD                -B VR 144A NT 29    | 2029-03-08      | 7.6646%  | 0.0000% | $2000000.00        | $2006974.77        | Corporate Debt Securities                 |
| VENTURE GLOBAL PLAQUEMINES LNG SR 144A NT 35       | 2035-05-01      | 7.7500%  | 0.0000% | $99000.00          | $115022.63         | Corporate Debt Securities                 |
| VERAISON RE LTD                EXTND-B 144A 33     | 2033-03-08      | 8.5146%  | 0.0000% | $12750000.00       | $12939173.75       | Corporate Debt Securities                 |
| VERDE PURCHASER LLC            SR SEC 144A NT30    | 2030-11-30      | 10.5000% | 0.0000% | $4228000.00        | $4639849.48        | Corporate Debt Securities                 |
| POST HLDGS INC                 SR GLBL 144A 36     | 2036-03-15      | 6.5000%  | 0.0000% | $3095000.00        | $3086101.88        | Corporate Debt Securities                 |
| STL HLDG CO LLC                SR GLBL 144A 29     | 2029-02-15      | 8.7500%  | 0.0000% | $96000.00          | $101080.24         | Corporate Debt Securities                 |
| PURPLE RE LTD                  -A-20261 144A 29    | 2029-06-07      | 6.0400%  | 0.0000% | $7000000.00        | $7020605.87        | Corporate Debt Securities                 |
| NEW ENTERPRISE STONE & LIME CO SR SEC GLBL 28      | 2028-07-15      | 5.2500%  | 0.0000% | $569000.00         | $572187.82         | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2024 LTD     -2-2024II 144A28    | 2028-12-06      | 16.9345% | 0.0000% | $950000.00         | $1002630.00        | Corporate Debt Securities                 |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31     | 2031-09-15      | 5.7500%  | 0.0000% | $264000.00         | $252723.90         | Corporate Debt Securities                 |
| FXI HOLDINGS INC               SR SEC 144A NT30    | 2030-11-15      | 11.0000% | 0.0000% | $98941.00          | $88412.03          | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            FR 6.75%092147      | 2047-09-21      | 6.7500%  | 0.0000% | $30000.00          | $25227.08          | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-12-06      | 13.7645% | 0.0000% | $9000000.00        | $8896500.00        | Corporate Debt Securities                 |
| PHH ESCROW ISSUER LLC/PHH CORP SR GLBL 144A 29     | 2029-11-01      | 9.8750%  | 0.0000% | $5234000.00        | $5501775.07        | Corporate Debt Securities                 |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 29     | 2029-01-15      | 5.7500%  | 0.0000% | $10133000.00       | $10096529.64       | Corporate Debt Securities                 |
| PERFORMANCE FOOD GROUP INC     SR GLBL 144A 34     | 2034-03-01      | 5.6250%  | 0.0000% | $5580000.00        | $5527345.72        | Corporate Debt Securities                 |

### Security 609: 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):** $500002600.00
- **C.18.a - Value (excl. sponsor support):** $500002600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| VANECK ETF TRUST               LOW CARBN ENERGY | 2500-12-31      | N/A      | 0.0000% | $1519.00           | $230154.47         | Equities   |
| SSGA ACTIVE ETF TR             STATE STREET BLA | 2500-12-31      | N/A      | 0.0000% | $50914.00          | $2066090.12        | Equities   |
| NOMURA ETF TR                  FOCUSED INTERNAT | 2500-12-31      | N/A      | 0.0000% | $8192.00           | $213770.24         | Equities   |
| TIDAL TRUST II                 DEFIANCE LARGE   | 2500-12-31      | N/A      | 0.0000% | $8595.00           | $202513.67         | Equities   |
| SPROTT ETF TRUST               GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $34958.00          | $2458945.72        | Equities   |
| PGIM ETF TR                    PGIM ULTRA SH BD | 2500-12-31      | N/A      | 0.0000% | $139278.00         | $6920723.82        | Equities   |
| RBB FD INC                     FM OPPORTUNISTIC | 2500-12-31      | N/A      | 0.0000% | $744.00            | $38249.04          | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $28648.00          | $1256962.51        | Equities   |
| VANGUARD ADMIRAL FDS INC       500 GRTH IDX F   | 2500-12-31      | N/A      | 0.0000% | $124132.00         | $9611540.76        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3650.00           | $1124163.50        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL ENR   | 2500-12-31      | N/A      | 0.0000% | $8952.00           | $966816.00         | Equities   |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $508000.00         | $14025880.00       | Equities   |
| WEN ACQUISITION CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $116420.00         | $1190976.60        | Equities   |
| CORPORACION AMER ARPTS S A     COM              | 2500-12-31      | N/A      | 0.0000% | $257414.00         | $6286049.88        | Equities   |
| ISHARES TR                     MRGSTR MD CP GRW | 2500-12-31      | N/A      | 0.0000% | $1898.00           | $163246.98         | Equities   |
| ISHARES S&P GSCI COMMODITY- IN UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $730212.00         | $25236126.72       | Equities   |
| GLOBAL X FDS                   GLOBAL X SILVER  | 2500-12-31      | N/A      | 0.0000% | $3726.00           | $322075.44         | Equities   |
| RBB FD INC                     US TREAS 20YR BD | 2500-12-31      | N/A      | 0.0000% | $1457.00           | $61840.47          | Equities   |
| ISHARES INC                    MSCI TAIWAN ETF  | 2500-12-31      | N/A      | 0.0000% | $12633.00          | $1101471.27        | Equities   |
| RYANAIR HOLDINGS PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $381679.00         | $20576314.89       | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $35464.00          | $25235473.12       | Equities   |
| TIDAL TRUST I                  ATAC CREDIT ROT  | 2500-12-31      | N/A      | 0.0000% | $1303.00           | $20373.45          | Equities   |
| VANECK ETF TRUST               JUNIOR GOLD MINE | 2500-12-31      | N/A      | 0.0000% | $77246.00          | $8768965.92        | Equities   |
| CATERPILLAR INC                COM              | 2500-12-31      | N/A      | 0.0000% | $180.00            | $145809.00         | Equities   |
| UBS AG                         ETRACS CRUDE OIL | 2500-12-31      | N/A      | 0.0000% | $4763.00           | $276587.41         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE GLOBAL COA | 2500-12-31      | N/A      | 0.0000% | $195.00            | $5001.75           | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $839.00            | $19498.36          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FIRST TR ENH NEW | 2500-12-31      | N/A      | 0.0000% | $38828.00          | $2327932.74        | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $163913.00         | $25236045.48       | Equities   |
| ISHARES TR                     CORE MSCI PAC    | 2500-12-31      | N/A      | 0.0000% | $22935.00          | $1801314.90        | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE MEDIC | 2500-12-31      | N/A      | 0.0000% | $6435.00           | $156048.75         | Equities   |
| PGIM ETF TR                    ACTIVE AGGREGATE | 2500-12-31      | N/A      | 0.0000% | $12426.00          | $525562.64         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    WTR ETF          | 2500-12-31      | N/A      | 0.0000% | $5710.00           | $603204.40         | Equities   |
| ISHARES TR                     DEVSMCP EXNA ETF | 2500-12-31      | N/A      | 0.0000% | $20745.00          | $1455838.46        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $5550.00           | $152888.07         | Equities   |
| ALLSPRING EXCHANGE TRADED FUND INCOME PLUS ETF  | 2500-12-31      | N/A      | 0.0000% | $4554.00           | $113371.83         | Equities   |
| GLOBAL X FDS                   RARE EARTH       | 2500-12-31      | N/A      | 0.0000% | $2927.00           | $92318.46          | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $635.00            | $19686.52          | Equities   |
| GLOBAL X FDS                   GLOBAL X COPPER  | 2500-12-31      | N/A      | 0.0000% | $324664.00         | $25236132.72       | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $900968.00         | $25236113.68       | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $417568.00         | $2062785.92        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  SOLAR ETF        | 2500-12-31      | N/A      | 0.0000% | $16601.00          | $931648.12         | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $6404.00           | $234177.63         | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $97387.00          | $117838.27         | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS KNOWLEDGE LE | 2500-12-31      | N/A      | 0.0000% | $824.00            | $45380.73          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP MOMNTUM | 2500-12-31      | N/A      | 0.0000% | $6172.00           | $955117.00         | Equities   |
| ISHARES INC                    MSCI CDA ETF     | 2500-12-31      | N/A      | 0.0000% | $374187.00         | $21321175.26       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $12639.00          | $312815.25         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $27666.00          | $706036.32         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT FINL | 2500-12-31      | N/A      | 0.0000% | $6585.00           | $377254.65         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI INDXX INOVTV ETF | 2500-12-31      | N/A      | 0.0000% | $7576.00           | $469078.65         | Equities   |
| BITWISE FUNDS TRUST            WEB3 ETF         | 2500-12-31      | N/A      | 0.0000% | $341.00            | $24253.45          | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $48288.00          | $2053205.76        | Equities   |
| BARCLAYS BANK PLC              DJUBS CMDT ETN36 | 2500-12-31      | N/A      | 0.0000% | $13819.00          | $694266.56         | Equities   |
| BANCO SANTANDER BRASIL S A     ADS REP 1 UNIT   | 2500-12-31      | N/A      | 0.0000% | $143879.00         | $827304.25         | Equities   |
| ISHARES TR                     CORE DIV GRWTH   | 2500-12-31      | N/A      | 0.0000% | $386.00            | $28066.06          | Equities   |
| NUSHARES ETF TR                NUVEN AA-BBB CLO | 2500-12-31      | N/A      | 0.0000% | $8315.00           | $208168.52         | Equities   |
| WISDOMTREE TR                  GLOBAL DEFENSE   | 2500-12-31      | N/A      | 0.0000% | $7003.00           | $223717.14         | Equities   |
| HARBOR ETF TRUST               SMID CAP CORE    | 2500-12-31      | N/A      | 0.0000% | $282.00            | $7393.48           | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $16725.00          | $42648.75          | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3757.00           | $557219.83         | Equities   |
| MAN ETF SER TR                 ACTIVE EMERGING  | 2500-12-31      | N/A      | 0.0000% | $2918.00           | $87396.73          | Equities   |
| PROSHARES TR                   BITCOIN ETF      | 2500-12-31      | N/A      | 0.0000% | $46275.00          | $478020.75         | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $29360.00          | $712740.42         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    FT VEST BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $10330.00          | $149419.32         | Equities   |
| THE ALGER ETF TRUST            RUSSELL INNOVATI | 2500-12-31      | N/A      | 0.0000% | $3020.00           | $59108.65          | Equities   |
| WISDOMTREE TR                  EMERG CUR STR FD | 2500-12-31      | N/A      | 0.0000% | $9422.00           | $181260.44         | Equities   |
| UNIFIED SER TR                 ONEASCENT EMGRG  | 2500-12-31      | N/A      | 0.0000% | $1359.00           | $60790.79          | Equities   |
| NOVO-NORDISK A S               ADR              | 2500-12-31      | N/A      | 0.0000% | $626360.00         | $25236044.40       | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $1539320.00        | $3463470.00        | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $2406.00           | $65826.72          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $16896.00          | $1232901.12        | Equities   |
| HARTFORD FDS EXCHANGE TRADED T SCHRDRS TAX BD   | 2500-12-31      | N/A      | 0.0000% | $13358.00          | $254870.64         | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1019.30           | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $192730.00         | $221639.50         | Equities   |
| ISHARES TR                     TRUST ISHARE 0-1 | 2500-12-31      | N/A      | 0.0000% | $169669.00         | $18726367.53       | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $92752.00          | $25235964.16       | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $852.00            | $16038.90          | Equities   |
| UNITED STS NAT GAS FD LP       UNIT PAR         | 2500-12-31      | N/A      | 0.0000% | $62379.00          | $633146.85         | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $3051.00           | $2018450.07        | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1586.00           | $79950.26          | Equities   |
| ABRDN FDS                      INTL SMALL CAP A | 2500-12-31      | N/A      | 0.0000% | $7328.00           | $263764.76         | Equities   |
| EA SERIES TRUST                ROCKCREEK GLOBAL | 2500-12-31      | N/A      | 0.0000% | $2261.00           | $64669.80          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS ALL INT  | 2500-12-31      | N/A      | 0.0000% | $14665.00          | $1194561.04        | Equities   |
| AMERICAN CENTY ETF TR          SELECT HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $4325.00           | $200203.39         | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $208.00            | $4041.44           | Equities   |
| ATOUR LIFESTYLE HLDGS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $278561.00         | $10546319.46       | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 10  YE | 2500-12-31      | N/A      | 0.0000% | $457.00            | $21699.50          | Equities   |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $23882.00          | $1292493.84        | Equities   |
| FIRST TR EXCHANGE-TRADED FD    BLOOMBERG INFLAT | 2500-12-31      | N/A      | 0.0000% | $1371.00           | $38709.09          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $846.00            | $73366.90          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $2421.00           | $74272.89          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI CBRE REAL A | 2500-12-31      | N/A      | 0.0000% | $29.00             | $873.85            | Equities   |
| GABELLI ETFS TRUST             KEELEY DIVIDEND  | 2500-12-31      | N/A      | 0.0000% | $941.00            | $25516.06          | Equities   |
| 2023 ETF SERIES TRUST          PICTET CLEANER P | 2500-12-31      | N/A      | 0.0000% | $81.00             | $2335.89           | Equities   |
| WISDOMTREE TR                  JAPAN OPPORTUNIT | 2500-12-31      | N/A      | 0.0000% | $14922.00          | $817979.27         | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $781.00            | $19817.88          | Equities   |
| MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $479280.00         | $8358643.20        | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $217.00            | $5513.97           | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000IDX   | 2500-12-31      | N/A      | 0.0000% | $3056.00           | $982534.56         | Equities   |
| MCDONALDS CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $2541.00           | $737093.28         | Equities   |
| LATTICE STRATEGIES TR          HARTFORD MLT ETF | 2500-12-31      | N/A      | 0.0000% | $81600.00          | $3285216.00        | Equities   |
| GRANITESHARES GOLD TR          SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $49026.00          | $2195384.28        | Equities   |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $64076.00          | $25235051.08       | Equities   |
| TEMA ETF TRUST                 ELECTRIFICATION  | 2500-12-31      | N/A      | 0.0000% | $6583.00           | $256012.87         | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $30254.00          | $961169.58         | Equities   |
| WISDOMTREE TR                  INTK MLTIFACTR   | 2500-12-31      | N/A      | 0.0000% | $3473.00           | $115946.10         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY INTERST | 2500-12-31      | N/A      | 0.0000% | $177000.00         | $8301300.00        | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2459.37           | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $267.00            | $8678.27           | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $133.00            | $3517.46           | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $70.00             | $1742.84           | Equities   |
| ISHARES TR                     0-3 MTH TREASURY | 2500-12-31      | N/A      | 0.0000% | $208242.00         | $20963722.14       | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE MEXICO      | 2500-12-31      | N/A      | 0.0000% | $24774.00          | $912693.98         | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $375.00            | $15506.25          | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $55.00             | $9173.46           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $6420.00           | $190546.24         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II SWITZLND ALPHA   | 2500-12-31      | N/A      | 0.0000% | $1935.00           | $152871.97         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II NASDAQ CYB ETF   | 2500-12-31      | N/A      | 0.0000% | $81583.00          | $5537038.21        | Equities   |
| COHEN & STEERS ETF TRUST       REAL ESTATE ACTI | 2500-12-31      | N/A      | 0.0000% | $53740.00          | $1516542.80        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $268657.00         | $13952701.29       | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $4896.00           | $166992.28         | Equities   |
| CANTOR EQUITY PARTNERS V INC   SHS CL A S       | 2500-12-31      | N/A      | 0.0000% | $61716.00          | $630120.36         | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE INTERM | 2500-12-31      | N/A      | 0.0000% | $98135.00          | $2498517.10        | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $264.00            | $9311.28           | Equities   |
| AB ACTIVE ETFS INC             NEW YORK INTERME | 2500-12-31      | N/A      | 0.0000% | $92071.00          | $2307299.26        | Equities   |
| AB ACTIVE ETFS INC             INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $127.00            | $3473.34           | Equities   |
| VANGUARD CHARLOTTE FDS         TOTAL INT BD ETF | 2500-12-31      | N/A      | 0.0000% | $114526.00         | $5481214.36        | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $328182.00         | $2333374.02        | Equities   |
| LATTICE STRATEGIES TR          HARTFORD MLT SML | 2500-12-31      | N/A      | 0.0000% | $4464.00           | $230198.66         | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSPORTA | 2500-12-31      | N/A      | 0.0000% | $327.00            | $20618.79          | Equities   |
| RBB FD INC                     F/M US TREASURY  | 2500-12-31      | N/A      | 0.0000% | $208139.00         | $10375729.15       | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3265.00           | $121042.04         | Equities   |
| ISHARES TR                     NEW ZEALAND ETF  | 2500-12-31      | N/A      | 0.0000% | $9453.00           | $407804.31         | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $3445.00           | $82748.90          | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $819486.00         | $19856145.78       | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1419680.00        | $4046088.00        | Equities   |
| JANUS DETROIT STR TR           HENDERSON ASSET  | 2500-12-31      | N/A      | 0.0000% | $5370.00           | $268822.20         | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $31771.00          | $6648081.75        | Equities   |
| TEUCRIUM COMMODITY TR          CORN FD SHS      | 2500-12-31      | N/A      | 0.0000% | $36746.00          | $692294.64         | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2200184.00        | $25236110.48       | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $35564.00          | $2781104.80        | Equities   |
| WISDOMTREE TR                  INTRST RATE HDGE | 2500-12-31      | N/A      | 0.0000% | $20306.00          | $457595.71         | Equities   |
| COLUMBIA ETF TR I              RESH ENHNC COR   | 2500-12-31      | N/A      | 0.0000% | $5480.00           | $229666.80         | Equities   |
| ISHARES TR                     RUS TP200 VL ETF | 2500-12-31      | N/A      | 0.0000% | $1678.00           | $165501.14         | Equities   |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $306300.00         | $25236057.00       | Equities   |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $58322.00          | $3877246.56        | Equities   |

### Security 610: 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):** $304818305.40
- **C.18.a - Value (excl. sponsor support):** $304818305.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| COREVEST AMER FIN TR 2019-2    D      20520617 4.2 | 2052-06-17      | 4.2190%  | 0.0000% | $2600000.00        | $2469341.26        | Asset-Backed Securities                   |
| CENTRAL PARENT INC / CENT MERG 1LIEN GLBL 29       | 2029-06-15      | 7.2500%  | 0.0000% | $1600000.00        | $835500.00         | Corporate Debt Securities                 |
| BALBOA BAY LN FDG 2025-1       E      20380720 FLT | 2038-07-20      | 9.4252%  | 0.0000% | $450000.00         | $444437.15         | Asset-Backed Securities                   |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 4.1%50      | 2050-04-15      | 4.1000%  | 0.0000% | $843000.00         | $254340.12         | Corporate Debt Securities                 |
| TELECOM ARGENTINA SA           SR GLBL 144A 36     | 2036-01-20      | 8.5000%  | 0.0000% | $4550000.00        | $4776822.56        | Corporate Debt Securities                 |
| FIELDSTONE MTG INV 2006-2      M1     20360725 FLT | 2036-07-25      | 4.2338%  | 0.0000% | $19996657.00       | $7259.23           | Asset-Backed Securities                   |
| NOVELIS CORP                   SR GLBL 144A 33     | 2033-08-15      | 6.3750%  | 0.0000% | $23000.00          | $23367.34          | Corporate Debt Securities                 |
| OCTAGON INV PTNS 29 2016-29    SUB NT 20280124 FLT | 2028-01-24      | 0.0000%  | 0.0000% | $400000.00         | $68000.00          | Asset-Backed Securities                   |
| PURPLE RE LTD                  EXTND-A 144A 30     | 2030-06-05      | 14.1200% | 0.0000% | $500000.00         | $509298.39         | Corporate Debt Securities                 |
| VITALITY RE XVI 2025           EXTND-C 144A 30     | 2030-01-08      | 7.2600%  | 0.0000% | $3550000.00        | $3549126.87        | Corporate Debt Securities                 |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $528869.00         | $550211.07         | Corporate Debt Securities                 |
| PRPM 2024-RCF3 LLC             M-2    20540525 FLT | 2054-05-25      | 4.0000%  | 0.0000% | $734750.00         | $695207.63         | Asset-Backed Securities                   |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 31      | 2031-03-31      | 6.7500%  | 0.0000% | $105983.00         | $73326.99          | Corporate Debt Securities                 |
| SHUTTERFLY FIN LLC             2LIEN GLBL PIK27    | 2027-10-01      | 8.5000%  | 0.0000% | $29203104.00       | $29646423.34       | Corporate Debt Securities                 |
| SLC STUDENT LN TR 2004-1       A-7    20271115 FLT | 2027-11-15      | 4.2762%  | 0.0000% | $203480000.00      | $63201689.70       | Asset-Backed Securities                   |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 11.5000% | 0.0000% | $10556.00          | $10143.47          | Corporate Debt Securities                 |
| ACRISURE LLC / ACRISURE FIN    SR SEC 144A NT32    | 2032-07-01      | 6.7500%  | 0.0000% | $99000.00          | $99915.01          | Corporate Debt Securities                 |
| ASP UNIFRAX HOLDINGS INC       SR SEC GLBL 29      | 2029-09-30      | 7.1000%  | 0.0000% | $2728310.00        | $97991.80          | Corporate Debt Securities                 |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30    | 2030-09-09      | 13.7500% | 0.0000% | $90909.00          | $90132.49          | Corporate Debt Securities                 |
| CPS AUTO RECV TR 2023-B        E      20301115 10. | 2030-11-15      | 10.7200% | 0.0000% | $4500000.00        | $4930329.00        | Asset-Backed Securities                   |
| COLLEGIATE FDG LN TR 2005-A    A-4    20350328 FLT | 2035-03-28      | 4.1470%  | 0.0000% | $4613000.00        | $1825018.35        | Asset-Backed Securities                   |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-04-15      | 6.5000%  | 0.0000% | $854448.00         | $843654.90         | Corporate Debt Securities                 |
| ALTICE FRANCE S A              SR SEC GLBL 31      | 2031-10-15      | 6.5000%  | 0.0000% | $7992232.00        | $7869298.15        | Corporate Debt Securities                 |
| ASP UNIFRAX HOLDINGS INC       2LIEN GLBL PIK29    | 2029-09-30      | 7.1000%  | 0.0000% | $1646290.00        | $1555128.34        | Corporate Debt Securities                 |
| Freddie Mac                                        | 2047-02-15      | 3.0000%  | 0.0000% | $65240000.00       | $16817171.77       | Agency Collateralized Mortgage Obligation |
| CMG MEDIA CORP                 SR SEC GLBL 29      | 2029-06-18      | 8.8750%  | 0.0000% | $7942250.00        | $7343255.43        | Corporate Debt Securities                 |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $5977104.00        | $6296978.68        | Corporate Debt Securities                 |
| FXI HOLDINGS INC               JR GLBL PIK 29      | 2029-11-15      | 14.0000% | 0.0000% | $698595.00         | $363735.13         | Corporate Debt Securities                 |
| GNRM 2026-063 AN                                   | 2054-07-20      | 3.0000%  | 0.0000% | $14196864.00       | $13107718.45       | Agency Collateralized Mortgage Obligation |
| LONDON BRDG 2 PCC LTD          -A-20251 144A 29    | 2029-01-09      | 11.1654% | 0.0000% | $3000000.00        | $3051663.24        | Corporate Debt Securities                 |
| TERWIN MTG TR 2006-4SL         A-1    20370525 FLT | 2037-05-25      | 0.0098%  | 0.0000% | $155086847.00      | $2071279.72        | Asset-Backed Securities                   |
| TRONOX INC                     SR GLBL 144A 29     | 2029-03-15      | 4.6250%  | 0.0000% | $180000.00         | $151121.02         | Corporate Debt Securities                 |
| WHITE CAP SUPPLY HLDGS LLC     SR GLBL 144A 30     | 2030-11-15      | 7.3750%  | 0.0000% | $1500000.00        | $1565363.75        | Corporate Debt Securities                 |
| NCR ATLEOS CORPORATION         1LIEN REGS NT 29    | 2029-04-01      | 9.5000%  | 0.0000% | $315000.00         | $337507.63         | Corporate Debt Securities                 |
| DEXKO GLOBAL INC               SR GLBL 144A 32     | 2032-04-15      | 7.5000%  | 0.0000% | $417150.00         | $375174.28         | Corporate Debt Securities                 |
| CORNERSTONE BLDG BRANDS INC    SR 144A NT 29       | 2029-01-15      | 6.1250%  | 0.0000% | $114000.00         | $22556.56          | Corporate Debt Securities                 |
| ASP UNIFRAX HOLDINGS INC       SR PIK 144A NT29    | 2029-09-30      | 11.1750% | 0.0000% | $1182124.00        | $542964.33         | Corporate Debt Securities                 |
| ALTICE FRANCE S A              SR SEC GLBL 30      | 2030-10-15      | 6.8750%  | 0.0000% | $3747768.00        | $3696853.01        | Corporate Debt Securities                 |
| Freddie Mac                                        | 2036-09-15      | 5.5000%  | 0.0000% | $3902000.00        | $673655.33         | Agency Collateralized Mortgage Obligation |
| MGM RESORTS INTERNATIONAL      SR NT 4.625%26      | 2026-09-01      | 4.6250%  | 0.0000% | $712000.00         | $716015.58         | Corporate Debt Securities                 |
| ZAYO ISSUER LLC 2026-1         C      20560420 7.7 | 2056-04-20      | 7.7840%  | 0.0000% | $2800000.00        | $2854900.53        | Asset-Backed Securities                   |
| GSAMP TRUST 2006-S2            A-3    20360125 FLT | 2036-01-25      | 6.1280%  | 0.0000% | $3280096.00        | $93647.91          | Asset-Backed Securities                   |
| MORGAN STANLEY CAP 2005-HE5    M-3    20350925 FLT | 2035-09-25      | 4.4438%  | 0.0000% | $1900000.00        | $1123933.84        | Asset-Backed Securities                   |
| HERTZ CORP                     SR GLBL 144A 26     | 2026-12-01      | 4.6250%  | 0.0000% | $6782000.00        | $6528301.39        | Corporate Debt Securities                 |
| YPF SOCIEDAD ANONIMA           GLBL AMZ REGS 31    | 2031-09-11      | 8.7500%  | 0.0000% | $369539.00         | $394874.49         | Corporate Debt Securities                 |
| BRASKEM NETH FIN B V           SUB GLBL REGS 81    | 2081-01-23      | 12.0040% | 0.0000% | $401000.00         | $123820.00         | Corporate Debt Securities                 |
| BRASKEM NETH FIN B V           SR GLBL REGS 28     | 2028-01-10      | 4.5000%  | 0.0000% | $526000.00         | $317572.50         | Corporate Debt Securities                 |
| SM ENERGY COMPANY              SR GLBL 144A 26     | 2026-10-15      | 5.0000%  | 0.0000% | $172000.00         | $172200.09         | Corporate Debt Securities                 |
| AMBAC ASSURANCE CORP           PERP SUB 144A NT    | 2500-12-31      | 5.1000%  | 0.0000% | $16557856.00       | $16124850.48       | Corporate Debt Securities                 |
| MIWD HOLDCO II LLC / MIWD FI   SR 144A NT5.5%30    | 2030-02-01      | 5.5000%  | 0.0000% | $1438000.00        | $1356619.59        | Corporate Debt Securities                 |
| NEW MNT CLO LTD 2021-2R        E-R    20380115 FLT | 2038-01-15      | 9.3731%  | 0.0000% | $1500000.00        | $1462238.19        | Asset-Backed Securities                   |
| HYPATIA LIMITED                -A VR 144A NT 28    | 2028-07-05      | 12.0200% | 0.0000% | $3300000.00        | $3367863.86        | Corporate Debt Securities                 |
| NATURE COAST RE LTD            EXTND-A 144A 30     | 2030-12-07      | 13.5145% | 0.0000% | $5370000.00        | $5555844.52        | Corporate Debt Securities                 |
| OBX TR 2026-HE1                A-1A   20560225 FLT | 2056-02-25      | 4.9952%  | 0.0000% | $8639000.00        | $8326733.54        | Asset-Backed Securities                   |
| J P MORGAN MTG TR 2025-HE2     B-2    20551122 FLT | 2055-11-22      | 7.8649%  | 0.0000% | $174352.00         | $170205.16         | Asset-Backed Securities                   |
| NELNET ST LN TR 2007-1         A-4    20360827 FLT | 2036-08-27      | 4.1228%  | 0.0000% | $115000000.00      | $46955620.10       | Asset-Backed Securities                   |
| ATHILON CAP CORP               FLT 144A NT 45      | 2045-02-03      | 0.0000%  | 0.0000% | $2500000.00        | $993785.66         | Corporate Debt Securities                 |
| CRESTLINE DENALI XIV 2016-14   SUB NT 20281023 FLT | 2028-10-23      | 0.0000%  | 0.0000% | $250000.00         | $7067.50           | Asset-Backed Securities                   |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 34       | 2034-01-15      | 7.6250%  | 0.0000% | $7000000.00        | $7229177.08        | Corporate Debt Securities                 |
| LEVEL 3 FING INC               2LIEN GLBL 30       | 2030-04-01      | 4.5000%  | 0.0000% | $1468300.00        | $1367170.84        | Corporate Debt Securities                 |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $21636160.00       | $16638507.54       | Corporate Debt Securities                 |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 30       | 2030-07-15      | 6.6250%  | 0.0000% | $234000.00         | $235825.88         | Corporate Debt Securities                 |
| TRANSOCEAN INC                 SR GLBL NT6.8%38    | 2038-03-15      | 6.8000%  | 0.0000% | $179000.00         | $175273.22         | Corporate Debt Securities                 |
| ALTICE FRANCE LUX 3            SR REGS NT 10%33    | 2033-01-15      | 10.0000% | 0.0000% | $1162290.00        | $1182928.40        | Corporate Debt Securities                 |
| CITIGROUP MTG LN TR 2004-OPT1  M-3    20341025 FLT | 2034-10-25      | 4.7138%  | 0.0000% | $250000.00         | $41892.46          | Asset-Backed Securities                   |
| CARVANA CO                     1LIEN GLBL PIK31    | 2031-06-01      | 9.0000%  | 0.0000% | $16496119.00       | $18667118.23       | Corporate Debt Securities                 |
| PG&E CORP                      JR SB GLBL NT 56    | 2056-09-15      | 6.8500%  | 0.0000% | $6750000.00        | $6825125.62        | Corporate Debt Securities                 |
| CSFB HEQ MTG TR 2005-5         A-2A   20360425 FLT | 2036-04-25      | 4.4688%  | 0.0000% | $586553.00         | $18419.26          | Asset-Backed Securities                   |
| PRIME HEALTHCARE SVCS INC      SR SEC 144A NT29    | 2029-09-01      | 9.3750%  | 0.0000% | $50000.00          | $52474.23          | Corporate Debt Securities                 |
| YPF SOCIEDAD ANONIMA           FR 7%121547         | 2047-12-15      | 7.0000%  | 0.0000% | $28000.00          | $26084.80          | Corporate Debt Securities                 |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 29      | 2029-02-15      | 8.1250%  | 0.0000% | $752000.00         | $792748.69         | Corporate Debt Securities                 |
| TRANSDIGM INC                  SR SEC REGS NT28    | 2028-08-15      | 6.7500%  | 0.0000% | $20000.00          | $20568.03          | Corporate Debt Securities                 |
| INTEGRITY RE III LTD           -C-20251 144A 28    | 2028-06-06      | 15.7700% | 0.0000% | $13050000.00       | $13629399.93       | Corporate Debt Securities                 |
| GLS AUTO RECV ISSUER TR 2025-2 E      20320615 7.7 | 2032-06-15      | 7.7300%  | 0.0000% | $4000000.00        | $4137199.33        | Asset-Backed Securities                   |
| RADIATE HOLDCO LLC/RADIATE FI  PIK 144A NT 30      | 2030-03-25      | 9.2500%  | 0.0000% | $98386.00          | $80852.88          | Corporate Debt Securities                 |
| RADIOLOGY PARTNERS INC         2LIEN GLBL PIK30    | 2030-02-15      | 9.7810%  | 0.0000% | $10996.00          | $10244.76          | Corporate Debt Securities                 |
| RADIATE HOLDCO LLC/RADIATE FI  PIK 144A NT 29      | 2029-09-25      | 6.2500%  | 0.0000% | $307034.00         | $257407.02         | Corporate Debt Securities                 |
| OWENS BROCKWAY                 SR GLBL REGS 31     | 2031-05-15      | 7.2500%  | 0.0000% | $47000.00          | $46435.96          | Corporate Debt Securities                 |
| NOMURA ASSET ALT LN 2006-S2    A-3    20360425 FLT | 2036-04-25      | 4.2688%  | 0.0000% | $170995.00         | $7074.57           | Asset-Backed Securities                   |
| NAVIENT REF LOAN TR 2025-B     C      20550915 5.7 | 2055-09-15      | 5.7900%  | 0.0000% | $1137500.00        | $1122891.66        | Asset-Backed Securities                   |
| TRUCK HERO INC                 SR 144A NT 31       | 2031-07-31      | 6.2500%  | 0.0000% | $260000.00         | $264026.88         | Corporate Debt Securities                 |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 5.7500%  | 0.0000% | $232266.00         | $195548.23         | Corporate Debt Securities                 |
| VELOCITY COML CAP LLC          SR GLBL 144A 31     | 2031-02-15      | 9.3750%  | 0.0000% | $25000.00          | $26300.44          | Corporate Debt Securities                 |

### Security 611: 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):** $499851400.00
- **C.18.a - Value (excl. sponsor support):** $499851400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| RESEARCH-DRVN MTR AT TR 2026-2 D      20350226 0.0 | 2035-02-26      | 6.8640%  | 0.0000% | $413805.00         | $403616.43         | Asset-Backed Securities                           |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-07-15      | 11.1250% | 0.0000% | $1020000.00        | $909664.48         | Corporate Debt Securities                         |
| ORGANON & CO                   SR SEC GLBL 28      | 2028-04-30      | 4.1250%  | 0.0000% | $400000.00         | $395056.00         | Corporate Debt Securities                         |
| RADIATE HOLDCO LLC/RADIATE FI  PIK 144A NT 30      | 2030-03-25      | 9.2500%  | 0.0000% | $1.00              | $0.82              | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP -W NT 7.5%     | 2500-12-31      | 7.5000%  | 0.0000% | $3126000.00        | $3335712.92        | Corporate Debt Securities                         |
| UNITI SVC LLC / UNITI FIBER    SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $1000000.00        | $984160.00         | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   1LIEN GLBL 30       | 2030-06-30      | 7.3750%  | 0.0000% | $2422000.00        | $2477786.73        | Corporate Debt Securities                         |
| NEPTUNE BIDCO US INC           SR SEC 144A NT31    | 2031-05-15      | 10.3750% | 0.0000% | $100000.00         | $108296.76         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 47       | 2047-01-21      | 5.5410%  | 0.0000% | $66000.00          | $64116.87          | Corporate Debt Securities                         |
| NEXSTAR BROADCASTING INC       1LIEN GLBL 33       | 2033-09-15      | 6.5000%  | 0.0000% | $762000.00         | $772637.10         | Corporate Debt Securities                         |
| RAILWORKS HLDGS LP / RAILWORKS SR SEC 144A NT28    | 2028-11-15      | 8.2500%  | 0.0000% | $254000.00         | $263817.73         | Corporate Debt Securities                         |
| SWORD PURCHASER LLC            SR SEC 144A NT33    | 2033-04-15      | 8.2500%  | 0.0000% | $2514000.00        | $2574367.42        | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               B-1    20631225 FLT | 2063-12-25      | 7.6973%  | 0.0000% | $11822170.00       | $11807403.08       | Private Label Collateralized Mortgage Obligations |
| CLEARWATER PAPER CORP          SR GLBL 144A 28     | 2028-08-15      | 4.7500%  | 0.0000% | $4046000.00        | $3609096.06        | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 29     | 2029-06-01      | 7.5000%  | 0.0000% | $1648000.00        | $1702452.67        | Corporate Debt Securities                         |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $933000.00         | $987505.86         | Corporate Debt Securities                         |
| CATURUS ENERGY LLC             SR GLBL 144A 31     | 2031-05-15      | 7.1250%  | 0.0000% | $1000000.00        | $1002553.75        | Corporate Debt Securities                         |
| CLEARWATER PAPER CORP          SR GLBL 144A 28     | 2028-08-15      | 4.7500%  | 0.0000% | $17000.00          | $15164.27          | Corporate Debt Securities                         |
| CLEARWATER PAPER CORP          SR GLBL 144A 28     | 2028-08-15      | 4.7500%  | 0.0000% | $36000.00          | $32112.57          | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $396000.00         | $384246.50         | Corporate Debt Securities                         |
| AZUL SECD FIN LLP              1LIEN GLBL 31       | 2031-02-15      | 9.8750%  | 0.0000% | $3159000.00        | $2857320.77        | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $4532480.00        | $4713529.91        | Corporate Debt Securities                         |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $1.00              | $0.77              | Corporate Debt Securities                         |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $1861.00           | $1431.13           | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT31    | 2031-07-31      | 8.5000%  | 0.0000% | $53000.00          | $54919.13          | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT31    | 2031-07-31      | 8.5000%  | 0.0000% | $128000.00         | $132634.88         | Corporate Debt Securities                         |
| UNITI SVC LLC / UNITI FIBER    SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $100000.00         | $98416.00          | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT31    | 2031-07-31      | 8.5000%  | 0.0000% | $351000.00         | $363709.71         | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT31    | 2031-07-31      | 8.5000%  | 0.0000% | $2550000.00        | $2642335.50        | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 32    | 2032-08-01      | 9.3750%  | 0.0000% | $1674000.00        | $1771639.54        | Corporate Debt Securities                         |
| SIERRACOL ENERGY ANDINA LLC    SR GLBL REGS 30     | 2030-11-14      | 9.0000%  | 0.0000% | $200000.00         | $210540.00         | Corporate Debt Securities                         |
| PETSMART INC / PETSMART FINAN  SR GLBL 144A 33     | 2033-09-15      | 10.0000% | 0.0000% | $1485000.00        | $1519051.05        | Corporate Debt Securities                         |
| RRD PARENT INC                 PERP JR SB GLBL     | 2500-12-31      | 12.0000% | 0.0000% | $3000.00           | $3655.47           | Corporate Debt Securities                         |
| LONG RIDGE ENERGY LLC          SR SEC GLBL 32      | 2032-02-15      | 8.7500%  | 0.0000% | $2217000.00        | $2382253.33        | Corporate Debt Securities                         |
| GOEASY LTD                     SR 144A NT 28       | 2028-12-01      | 9.2500%  | 0.0000% | $5000.00           | $4939.67           | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC 144A NT32    | 2032-02-15      | 8.3750%  | 0.0000% | $17500000.00       | $18628888.54       | Corporate Debt Securities                         |
| CLARITEV CORPORATION           SR SEC GLBL 31      | 2031-03-31      | 6.7500%  | 0.0000% | $1368.00           | $932.80            | Corporate Debt Securities                         |
| ENOVA INTL INC                 SR GLBL 144A 29     | 2029-08-01      | 9.1250%  | 0.0000% | $1244000.00        | $1330344.83        | Corporate Debt Securities                         |
| CORECIVIC INC                  SR GLBL NT 29       | 2029-04-15      | 8.2500%  | 0.0000% | $74000.00          | $77354.24          | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $861055.00         | $895449.84         | Corporate Debt Securities                         |
| ENBRIDGE INC                   LW TIER II GLBL     | 2084-01-15      | 8.5000%  | 0.0000% | $3000.00           | $3490.24           | Corporate Debt Securities                         |
| CROSSCOUNTRY INTER HOLDCO LLC  SR 144A NT6.5%30    | 2030-10-01      | 6.5000%  | 0.0000% | $687000.00         | $676850.34         | Corporate Debt Securities                         |
| ASURION LLC / ASURION CO       2LIEN 144A NT 34    | 2034-02-01      | 8.3750%  | 0.0000% | $200000.00         | $201725.50         | Corporate Debt Securities                         |
| ARC FALCON I INC / ARCLIN      1LIEN 144A NT 33    | 2033-03-01      | 9.7500%  | 0.0000% | $8483000.00        | $8490422.62        | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 29     | 2029-06-15      | 5.3750%  | 0.0000% | $63000.00          | $64145.73          | Corporate Debt Securities                         |
| ARETEC ESCROW ISSUER 2 INC     SR SEC 144A NT30    | 2030-08-15      | 10.0000% | 0.0000% | $712000.00         | $767573.97         | Corporate Debt Securities                         |
| NATIONAL MENTOR HOLDINGS INC   SR SEC 144A NT30    | 2030-12-15      | 10.5000% | 0.0000% | $31474000.00       | $34147716.30       | Corporate Debt Securities                         |
| PAGAYA U S HLDG CO LLC         SR GLBL 144A 30     | 2030-08-01      | 8.8750%  | 0.0000% | $400000.00         | $317200.39         | Corporate Debt Securities                         |
| WORLDWIDE MEDIA SVCS GROUP INC SR ZRO 144A NT26    | 2026-10-31      | 0.0000%  | 0.0000% | $10000.00          | $9950.00           | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28    | 2028-02-15      | 7.7500%  | 0.0000% | $100000.00         | $103268.58         | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SEC 144A NT33    | 2033-01-15      | 6.0000%  | 0.0000% | $2030000.00        | $2068712.10        | Corporate Debt Securities                         |
| TREEHOUSE FOODS INC            SR SEC GLBL 33      | 2033-02-11      | 7.7500%  | 0.0000% | $5000.00           | $5124.03           | Corporate Debt Securities                         |
| CSN ISLANDS XI CORP.           SR GLBL REGS 28     | 2028-01-28      | 6.7500%  | 0.0000% | $636000.00         | $545866.08         | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   1LIEN GLBL 30       | 2030-06-30      | 7.3750%  | 0.0000% | $120000.00         | $122764.00         | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   1LIEN GLBL 30       | 2030-06-30      | 7.3750%  | 0.0000% | $630000.00         | $644511.00         | Corporate Debt Securities                         |
| LONG RIDGE ENERGY LLC          SR SEC GLBL 32      | 2032-02-15      | 8.7500%  | 0.0000% | $210000.00         | $225653.23         | Corporate Debt Securities                         |
| MARRIOTT OWNERSHIP RESORTS INC SR GLBL 144A 33     | 2033-10-01      | 6.5000%  | 0.0000% | $100000.00         | $96369.61          | Corporate Debt Securities                         |
| PG&E CORP                      JR SB GLBL NT 55    | 2055-03-15      | 7.3750%  | 0.0000% | $571000.00         | $590556.04         | Corporate Debt Securities                         |
| PG&E CORP                      JR SB GLBL NT 55    | 2055-03-15      | 7.3750%  | 0.0000% | $7421000.00        | $7675159.97        | Corporate Debt Securities                         |
| SWORD PURCHASER LLC            SR GLBL 144A 34     | 2034-04-15      | 10.5000% | 0.0000% | $5194000.00        | $5330524.29        | Corporate Debt Securities                         |
| SWORD PURCHASER LLC            SR GLBL 144A 34     | 2034-04-15      | 10.5000% | 0.0000% | $7367000.00        | $7560641.59        | Corporate Debt Securities                         |
| SABRE FINL BORROWER LLC        1LIEN GLBL 29       | 2029-06-15      | 11.1250% | 0.0000% | $31679000.00       | $33859434.77       | Corporate Debt Securities                         |
| COREWEAVE INC                  SR 144A NT 31       | 2031-10-01      | 9.7500%  | 0.0000% | $5387000.00        | $5375866.87        | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 34       | 2034-01-15      | 7.6250%  | 0.0000% | $2885000.00        | $2979453.70        | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40       | 2040-10-01      | 6.2500%  | 0.0000% | $600000.00         | $489386.83         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40       | 2040-10-01      | 6.2500%  | 0.0000% | $3981000.00        | $3247081.64        | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 30     | 2030-04-15      | 6.8750%  | 0.0000% | $250000.00         | $232591.15         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB AA NT    | 2500-12-31      | 7.6250%  | 0.0000% | $1833000.00        | $1936354.47        | Corporate Debt Securities                         |
| AMERICAN NEWS HOLDINGS LLC     SR SEC GLBL 27      | 2027-09-01      | 8.5000%  | 0.0000% | $128366.00         | $147483.62         | Corporate Debt Securities                         |
| ALGOMA STL INC                 SR SEC GLBL 29      | 2029-04-15      | 9.1250%  | 0.0000% | $135000.00         | $125647.48         | Corporate Debt Securities                         |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $5587.00           | $6247.61           | Corporate Debt Securities                         |
| OAK-EAGLE ACQUIRECO INC        SR 144A NT 34       | 2034-07-01      | 8.7500%  | 0.0000% | $7434000.00        | $7716397.01        | Corporate Debt Securities                         |
| OAK-EAGLE ACQUIRECO INC        SR 144A NT 34       | 2034-07-01      | 8.7500%  | 0.0000% | $3473000.00        | $3604929.62        | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      1LIEN GLBL 31       | 2031-01-15      | 6.5000%  | 0.0000% | $27000000.00       | $28358925.00       | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $875000.00         | $959050.80         | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $712000.00         | $780393.34         | Corporate Debt Securities                         |
| MERIDIAN ARC HOLDCO LLC        SR SEC 144A 31      | 2031-04-30      | 6.2500%  | 0.0000% | $16990000.00       | $16929374.02       | Corporate Debt Securities                         |
| SYNERGY INFRASTRUCTURE         2LIEN 144A NT 30    | 2030-12-01      | 7.8750%  | 0.0000% | $124000.00         | $133956.89         | Corporate Debt Securities                         |
| SABRE FINL BORROWER LLC        1LIEN GLBL 29       | 2029-06-15      | 11.1250% | 0.0000% | $33000.00          | $35271.36          | Corporate Debt Securities                         |
| MCGRAW-HILL ED INC             SR 144A NT 8%29     | 2029-08-01      | 8.0000%  | 0.0000% | $356000.00         | $362595.89         | Corporate Debt Securities                         |
| LFS TOPCO LLC                  SR 144A NT 30       | 2030-07-15      | 8.7500%  | 0.0000% | $127000.00         | $125667.88         | Corporate Debt Securities                         |
| INGEVITY CORP                  SR GLBL 144A 28     | 2028-11-01      | 3.8750%  | 0.0000% | $1132000.00        | $1110907.85        | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 33       | 2033-04-01      | 7.8750%  | 0.0000% | $678000.00         | $663500.12         | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $42000.00          | $46034.44          | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $14096399.00       | $15919932.67       | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $26920681.00       | $30403185.16       | Corporate Debt Securities                         |
| DISH NETWORK CORPORATION       1LIEN GLBL 27       | 2027-11-15      | 11.7500% | 0.0000% | $5085000.00        | $5517958.09        | Corporate Debt Securities                         |
| DISH NETWORK CORPORATION       1LIEN GLBL 27       | 2027-11-15      | 11.7500% | 0.0000% | $12354000.00       | $13405871.04       | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 34     | 2034-03-15      | 7.8750%  | 0.0000% | $731000.00         | $754253.11         | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 34     | 2034-03-15      | 7.8750%  | 0.0000% | $9479000.00        | $9780526.99        | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 32       | 2032-03-15      | 5.2500%  | 0.0000% | $3000.00           | $2974.54           | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 31     | 2031-03-01      | 4.8750%  | 0.0000% | $823000.00         | $762533.85         | Corporate Debt Securities                         |
| NRG ENERGY INC                 PERP 144A NT        | 2500-12-31      | 10.2500% | 0.0000% | $4028000.00        | $4403137.71        | Corporate Debt Securities                         |
| NRG ENERGY INC                 PERP 144A NT        | 2500-12-31      | 10.2500% | 0.0000% | $15416000.00       | $16851730.62       | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL REGS 32     | 2032-06-15      | 8.3750%  | 0.0000% | $100000.00         | $103291.62         | Corporate Debt Securities                         |
| PERU LNG S.R.L.                SR GLBL REGS 30     | 2030-03-22      | 5.3750%  | 0.0000% | $10592000.00       | $6892982.70        | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-04-15      | 6.5000%  | 0.0000% | $79.00             | $78.00             | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL REGS 32     | 2032-06-15      | 8.3750%  | 0.0000% | $300000.00         | $309874.88         | Corporate Debt Securities                         |
| TRONOX INC                     SR SEC GLBL 30      | 2030-09-30      | 9.1250%  | 0.0000% | $5827000.00        | $5956908.11        | Corporate Debt Securities                         |
| WULF COMPUTE LLC               1LIEN AMZ 144A30    | 2030-10-15      | 7.7500%  | 0.0000% | $77000.00          | $81042.44          | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY LLC        SR 144A NT 33       | 2033-05-01      | 6.3750%  | 0.0000% | $1000.00           | $1000.34           | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR BD 6.375%45      | 2045-01-23      | 6.3750%  | 0.0000% | $15000.00          | $12652.61          | Corporate Debt Securities                         |
| TRANSOCEAN INC                 SR GLBL NT7.5%31    | 2031-04-15      | 7.5000%  | 0.0000% | $223000.00         | $229869.52         | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC 144A NT34    | 2034-05-01      | 7.0000%  | 0.0000% | $1767000.00        | $1721370.17        | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR SEC 144A NT32    | 2032-07-01      | 6.7500%  | 0.0000% | $567000.00         | $572240.50         | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT28    | 2028-04-15      | 6.7500%  | 0.0000% | $1037000.00        | $1050089.53        | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-05-15      | 11.2500% | 0.0000% | $207000.00         | $182127.40         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 26       | 2026-07-01      | 7.7500%  | 0.0000% | $99000.00          | $101288.69         | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31     | 2031-02-15      | 8.0000%  | 0.0000% | $200000.00         | $208379.33         | Corporate Debt Securities                         |
| CSN ISLANDS XI CORP.           SR GLBL 144A 28     | 2028-01-28      | 6.7500%  | 0.0000% | $200000.00         | $171656.00         | Corporate Debt Securities                         |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $5400000.00        | $5445144.00        | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR STP 144A NT29    | 2029-06-30      | 9.0000%  | 0.0000% | $99983.00          | $105978.98         | Corporate Debt Securities                         |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $119.00            | $119.99            | Corporate Debt Securities                         |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $548.00            | $552.58            | Corporate Debt Securities                         |
| TRONOX INC                     SR SEC GLBL 30      | 2030-09-30      | 9.1250%  | 0.0000% | $175000.00         | $178901.48         | Corporate Debt Securities                         |
| TRONOX INC                     SR SEC GLBL 30      | 2030-09-30      | 9.1250%  | 0.0000% | $2690000.00        | $2749971.31        | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 29    | 2029-05-01      | 4.5000%  | 0.0000% | $2851000.00        | $2789147.56        | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR NT 4.3%43        | 2043-02-15      | 4.3000%  | 0.0000% | $23000.00          | $15691.94          | Corporate Debt Securities                         |
| LUNA 1 5 S A R L               SR GLBL PIK 32      | 2032-07-01      | 12.0000% | 0.0000% | $200000.00         | $220255.33         | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   1LIEN GLBL 32       | 2032-05-01      | 6.6250%  | 0.0000% | $5000000.00        | $5239904.86        | Corporate Debt Securities                         |
| ITT HOLDINGS LLC               SR 144A NT6.5%29    | 2029-08-01      | 6.5000%  | 0.0000% | $290000.00         | $290298.54         | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 29    | 2029-05-01      | 4.5000%  | 0.0000% | $292000.00         | $285665.06         | Corporate Debt Securities                         |
| BANC OF CALIF LOS ANGE         LW TIER II NT 31    | 2031-05-01      | 3.2500%  | 0.0000% | $5466000.00        | $5541757.24        | Corporate Debt Securities                         |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $2042000.00        | $2088652.89        | Corporate Debt Securities                         |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $2961000.00        | $3028648.98        | Corporate Debt Securities                         |
| PAN AMERN ENERGY S L ARGENTINE SR GLBL 144A 37     | 2037-01-15      | 7.7500%  | 0.0000% | $100000.00         | $105260.42         | Corporate Debt Securities                         |
| RESEARCH-DRVN MTR AT TR 2026-2 C      20350226 0.0 | 2035-02-26      | 6.0410%  | 0.0000% | $6036677.00        | $5927446.01        | Asset-Backed Securities                           |
| GLOBAL MEDICAL RESPONSE INC    1LIEN GLBL 32       | 2032-10-01      | 7.3750%  | 0.0000% | $379000.00         | $395638.47         | Corporate Debt Securities                         |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $60000.00          | $61175.20          | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31     | 2031-02-15      | 8.0000%  | 0.0000% | $14000.00          | $14586.55          | Corporate Debt Securities                         |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 9.5000%  | 0.0000% | $3087000.00        | $3256526.03        | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR NT 4.875%43      | 2043-04-01      | 4.8750%  | 0.0000% | $326000.00         | $204091.35         | Corporate Debt Securities                         |
| COULMBIA CENT CLO 2018-27R     E-R    20350125 FLT | 2035-01-25      | 11.1982% | 0.0000% | $2210512.00        | $2279725.75        | Asset-Backed Securities                           |
| CP ATLAS BUYER INC.            1LIEN 144A NT 30    | 2030-07-15      | 9.7500%  | 0.0000% | $74000.00          | $70937.70          | Corporate Debt Securities                         |
| BEAZER HOMES USA INC           SR GLBL 144A 31     | 2031-03-15      | 7.5000%  | 0.0000% | $200000.00         | $201225.00         | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 28      | 2028-08-01      | 8.7500%  | 0.0000% | $91000.00          | $60562.40          | Corporate Debt Securities                         |
| ADAMS HOMES INC                SR 144A NT 28       | 2028-10-15      | 9.2500%  | 0.0000% | $100000.00         | $103727.42         | Corporate Debt Securities                         |
| ADAMS HOMES INC                SR 144A NT 28       | 2028-10-15      | 9.2500%  | 0.0000% | $721000.00         | $747874.67         | Corporate Debt Securities                         |
| ACCO BRANDS CORP               SR GLBL 144A 29     | 2029-03-15      | 4.2500%  | 0.0000% | $10000.00          | $8987.52           | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR SEC 144A NT30    | 2030-11-06      | 7.5000%  | 0.0000% | $770000.00         | $806309.35         | Corporate Debt Securities                         |
| APLD COMPUTECO LLC             1LIEN GLBL 30       | 2030-12-15      | 9.2500%  | 0.0000% | $6032000.00        | $6702161.90        | Corporate Debt Securities                         |
| APLD COMPUTECO LLC             1LIEN GLBL 30       | 2030-12-15      | 9.2500%  | 0.0000% | $9539000.00        | $10598793.50       | Corporate Debt Securities                         |
| WOLFSPEED INC                  2LIEN GLBL PIK31    | 2031-06-15      | 7.0000%  | 0.0000% | $421.00            | $354.17            | Corporate Debt Securities                         |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27     | 2027-10-31      | 13.0000% | 0.0000% | $258.00            | $334.02            | Corporate Debt Securities                         |
| VIRGIN MEDIA O2 VENDOR FING    SR SEC GLBL 33      | 2033-03-15      | 8.5000%  | 0.0000% | $1000000.00        | $934245.00         | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 33      | 2033-04-15      | 8.8750%  | 0.0000% | $6923000.00        | $6967223.55        | Corporate Debt Securities                         |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $24940874.00       | $25149379.71       | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR GLBL 144A 33     | 2033-08-01      | 7.3750%  | 0.0000% | $202000.00         | $213704.41         | Corporate Debt Securities                         |
| SOTHEBYS                       SR SEC GLBL 31      | 2031-04-15      | 8.2500%  | 0.0000% | $4413000.00        | $4325997.71        | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL 34       | 2034-07-31      | 6.1250%  | 0.0000% | $425000.00         | $430572.05         | Corporate Debt Securities                         |
| STAPLES INC                    SR SEC 144A NT29    | 2029-09-01      | 10.7500% | 0.0000% | $7724000.00        | $7449705.74        | Corporate Debt Securities                         |
| GRIFOLS S A                    SR 144A NT 28       | 2028-10-15      | 4.7500%  | 0.0000% | $250000.00         | $247017.29         | Corporate Debt Securities                         |
| LGI HOMES INC                  SR GLBL 144A 29     | 2029-07-15      | 4.0000%  | 0.0000% | $1247000.00        | $1147634.88        | Corporate Debt Securities                         |
| UPBOUND GROUP INC              SR GLBL 144A 29     | 2029-02-15      | 6.3750%  | 0.0000% | $19000.00          | $18819.90          | Corporate Debt Securities                         |
| POINT SECURITIZATION TR 2026-1 A-2    20560225 FLT | 2056-02-25      | 6.5000%  | 0.0000% | $100392.00         | $97104.44          | Asset-Backed Securities                           |
| LGI HOMES INC                  SR GLBL 144A 29     | 2029-07-15      | 4.0000%  | 0.0000% | $400000.00         | $368126.67         | Corporate Debt Securities                         |
| DISCOVERY GLOBAL HOLDINGS INC  SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $1100000.00        | $997951.62         | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR NT 5.125%42      | 2042-01-15      | 5.1250%  | 0.0000% | $13000.00          | $10048.45          | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC GLBL 30      | 2030-08-15      | 9.8750%  | 0.0000% | $689000.00         | $743495.02         | Corporate Debt Securities                         |
| OXFORD FINANCE LLC / OXFORD FI SR 144A NT 27       | 2027-02-01      | 6.3750%  | 0.0000% | $279000.00         | $283422.27         | Corporate Debt Securities                         |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL 144A 29     | 2029-01-15      | 4.2500%  | 0.0000% | $2566000.00        | $2532143.77        | Corporate Debt Securities                         |
| PERU LNG S.R.L.                SR GLBL 144A 30     | 2030-03-22      | 5.3750%  | 0.0000% | $84391000.00       | $54919345.08       | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P          SR GLBL NT 27       | 2027-05-20      | 5.7500%  | 0.0000% | $80000.00          | $82299.64          | Corporate Debt Securities                         |
| OLIN CORP                      SR GLBL NT 5%30     | 2030-02-01      | 5.0000%  | 0.0000% | $242000.00         | $236468.15         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 30       | 2030-03-15      | 7.8750%  | 0.0000% | $290000.00         | $304808.49         | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 33      | 2033-04-15      | 8.8750%  | 0.0000% | $47343000.00       | $47645423.14       | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33    | 2033-05-15      | 5.5000%  | 0.0000% | $2000.00           | $1859.76           | Corporate Debt Securities                         |
| VERICAST CORPORATION           2M GLBL PIK 30      | 2030-12-15      | 13.0000% | 0.0000% | $57893.00          | $71967.43          | Corporate Debt Securities                         |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $1.00              | $1.01              | Corporate Debt Securities                         |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $3500470.00        | $3529733.93        | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 34       | 2034-02-15      | 7.2500%  | 0.0000% | $4142000.00        | $4327578.86        | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 8%33     | 2033-03-01      | 8.0000%  | 0.0000% | $393000.00         | $416399.66         | Corporate Debt Securities                         |

### Security 612: 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):** $599963796.00
- **C.18.a - Value (excl. sponsor support):** $599963796.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| JW ALUM CONTINUOUS CAST COMPAN SR SEC 144A NT30    | 2030-04-01      | 10.2500% | 0.0000% | $84000.00          | $87843.58          | Corporate Debt Securities                         |
| JW ALUM CONTINUOUS CAST COMPAN SR SEC 144A NT30    | 2030-04-01      | 10.2500% | 0.0000% | $116000.00         | $121307.81         | Corporate Debt Securities                         |
| ASTON MARTIN CAP HLDGS LTD     SR SEC GLBL 29      | 2029-03-31      | 10.0000% | 0.0000% | $25731000.00       | $22089348.75       | Corporate Debt Securities                         |
| BW REAL ESTATE  INC            PERP JR -B 144A     | 2500-12-31      | 9.5000%  | 0.0000% | $1040000.00        | $1067514.93        | Corporate Debt Securities                         |
| DELUXE CORP MEDIUM TERM NTS    SR GLBL 144A 29     | 2029-06-01      | 8.0000%  | 0.0000% | $134000.00         | $139755.45         | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT31    | 2031-02-15      | 10.0000% | 0.0000% | $154000.00         | $163197.39         | Corporate Debt Securities                         |
| CENTRAL PARENT INC / CENT MERG 1LIEN GLBL 29       | 2029-06-15      | 7.2500%  | 0.0000% | $3335000.00        | $1741495.31        | Corporate Debt Securities                         |
| CHOBANI LLC / CHOBANI FIN CORP SR 144A NT 34       | 2034-04-15      | 6.3750%  | 0.0000% | $24000.00          | $24459.14          | Corporate Debt Securities                         |
| COMSTOCK RES INC               SR GLBL 144A 29     | 2029-03-01      | 6.7500%  | 0.0000% | $65000.00          | $65454.51          | Corporate Debt Securities                         |
| RRD PARENT INC                 SR GLBL PIK 31      | 2031-10-15      | 10.0000% | 0.0000% | $2192.00           | $3836.12           | Corporate Debt Securities                         |
| SCIH SALT HOLDINGS INC         SR SEC GLBL 28      | 2028-05-01      | 4.8750%  | 0.0000% | $335000.00         | $339753.51         | Corporate Debt Securities                         |
| KRAKEN OIL & GAS PARTNERS LLC  SR 144A NT 29       | 2029-08-15      | 7.6250%  | 0.0000% | $466000.00         | $482624.74         | Corporate Debt Securities                         |
| VERICAST CORPORATION           2M GLBL PIK 30      | 2030-12-15      | 13.0000% | 0.0000% | $7587118.00        | $9431630.69        | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P L C / X   SR 144A NT 27       | 2027-05-01      | 7.8750%  | 0.0000% | $86000.00          | $89328.74          | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P L C / X   SR 144A NT 27       | 2027-05-01      | 7.8750%  | 0.0000% | $298000.00         | $309534.46         | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P L C / X   SR 144A NT 27       | 2027-05-01      | 7.8750%  | 0.0000% | $301000.00         | $312650.58         | Corporate Debt Securities                         |
| TKC HOLDINGS INCORPORATED      1LIEN GLBL 30       | 2030-08-15      | 8.5000%  | 0.0000% | $609000.00         | $633692.58         | Corporate Debt Securities                         |
| TRANSDIGM INC                  2LIEN GLBL 32       | 2032-03-01      | 6.6250%  | 0.0000% | $1936000.00        | $2006969.19        | Corporate Debt Securities                         |
| ROCKET SOFTWARE INC            SR SEC 144A NT28    | 2028-11-28      | 9.0000%  | 0.0000% | $949000.00         | $983192.47         | Corporate Debt Securities                         |
| RRD INTER HLDGS INC            SR PIK 144A NT30    | 2030-12-01      | 11.0000% | 0.0000% | $101000.00         | $108844.45         | Corporate Debt Securities                         |
| KEHE DISTRS LLC/ KEHE FIN CORP SR SEC 144A NT29    | 2029-02-15      | 9.0000%  | 0.0000% | $711000.00         | $756518.22         | Corporate Debt Securities                         |
| KEHE DISTRS LLC/ KEHE FIN CORP SR SEC 144A NT29    | 2029-02-15      | 9.0000%  | 0.0000% | $767000.00         | $816103.34         | Corporate Debt Securities                         |
| SOTHEBYS / BIDFAIR HLDGS INC   SR 144A NT 29       | 2029-06-01      | 5.8750%  | 0.0000% | $453000.00         | $441057.10         | Corporate Debt Securities                         |
| STAPLES INC                    SR SEC 144A NT29    | 2029-09-01      | 10.7500% | 0.0000% | $370000.00         | $356860.58         | Corporate Debt Securities                         |
| NEW ENTERPRISE STONE & LIME CO SR SEC GLBL 28      | 2028-07-15      | 5.2500%  | 0.0000% | $1000000.00        | $1005602.50        | Corporate Debt Securities                         |
| HEARTLAND DENTAL LLC / HEAR    SR SEC 144A NT28    | 2028-04-30      | 10.5000% | 0.0000% | $544000.00         | $584574.24         | Corporate Debt Securities                         |
| JONES DESLAURIERS INS MGMT INC SR SEC GLBL 30      | 2030-03-15      | 8.5000%  | 0.0000% | $88000.00          | $91418.36          | Corporate Debt Securities                         |
| KEHE DISTRS LLC/ KEHE FIN CORP SR SEC 144A NT29    | 2029-02-15      | 9.0000%  | 0.0000% | $380000.00         | $404327.60         | Corporate Debt Securities                         |
| PROVIDENT FDG ASSOCIATES LP    SR 144A NT 29       | 2029-09-15      | 9.7500%  | 0.0000% | $2090000.00        | $2194390.27        | Corporate Debt Securities                         |
| LCM 33 LTD                     E      20340720 FLT | 2034-07-20      | 10.2868% | 0.0000% | $5350534.00        | $3538669.05        | Asset-Backed Securities                           |
| CATURUS ENERGY LLC             SR 144A NT8.5%30    | 2030-02-15      | 8.5000%  | 0.0000% | $309000.00         | $327737.24         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               SR GLBL 144A 29     | 2029-07-15      | 3.7500%  | 0.0000% | $105000.00         | $99913.54          | Corporate Debt Securities                         |
| GRIFFON CORP                   SR GLBL NT 28       | 2028-03-01      | 5.7500%  | 0.0000% | $3000.00           | $3018.70           | Corporate Debt Securities                         |
| ENVIRI CORP                    SR GLBL 144A 27     | 2027-07-31      | 5.7500%  | 0.0000% | $14000.00          | $14167.51          | Corporate Debt Securities                         |
| ENVIRI CORP                    SR GLBL 144A 27     | 2027-07-31      | 5.7500%  | 0.0000% | $404000.00         | $408833.86         | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT31    | 2031-03-01      | 7.3750%  | 0.0000% | $100000.00         | $102196.68         | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT31    | 2031-03-01      | 7.3750%  | 0.0000% | $235000.00         | $240162.20         | Corporate Debt Securities                         |
| ROCKET SOFTWARE INC            SR SEC 144A NT28    | 2028-11-28      | 9.0000%  | 0.0000% | $2740000.00        | $2838722.20        | Corporate Debt Securities                         |
| SIMMONS FOODS INC / SIMMONS P  2LIEN GLBL 29       | 2029-03-01      | 4.6250%  | 0.0000% | $100000.00         | $97296.99          | Corporate Debt Securities                         |
| KOHLS CORP                     SR GLBL NT 45       | 2045-07-17      | 5.5500%  | 0.0000% | $2338000.00        | $1455730.37        | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT 32       | 2032-02-01      | 4.3750%  | 0.0000% | $250000.00         | $236531.49         | Corporate Debt Securities                         |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27     | 2027-10-31      | 13.0000% | 0.0000% | $423.00            | $547.63            | Corporate Debt Securities                         |
| WOLFSPEED INC                  2LIEN GLBL PIK31    | 2031-06-15      | 7.0000%  | 0.0000% | $236.00            | $198.53            | Corporate Debt Securities                         |
| VIRGIN MEDIA FINANCE PLC       SR GLBL 144A 30     | 2030-07-15      | 5.0000%  | 0.0000% | $1807000.00        | $1552761.12        | Corporate Debt Securities                         |
| VIRGIN MEDIA O2 VENDOR FING    SR SEC GLBL 33      | 2033-03-15      | 8.5000%  | 0.0000% | $884000.00         | $825872.58         | Corporate Debt Securities                         |
| UBS-BARCLY COML MTG TR 2013-C5 F      20460312 FLT | 2046-03-12      | 3.8440%  | 0.0000% | $1155000.00        | $146218.99         | Private Label Collateralized Mortgage Obligations |
| VIRGIN MEDIA FINANCE PLC       SR GLBL 144A 30     | 2030-07-15      | 5.0000%  | 0.0000% | $238000.00         | $204514.19         | Corporate Debt Securities                         |
| SPIRIT AIRLINES 2017-1         AA     20310815 3.3 | 2031-08-15      | 3.3750%  | 0.0000% | $1000.00           | $541.33            | Asset-Backed Securities                           |
| ABRA GLOBAL FIN                SR SEC GLBL 29      | 2029-10-22      | 14.0000% | 0.0000% | $726.00            | $727.03            | Corporate Debt Securities                         |
| AAG FH UK PLC/GL AU HL PLC     SR 144A NT 29       | 2029-08-15      | 11.5000% | 0.0000% | $463000.00         | $480519.15         | Corporate Debt Securities                         |
| AMC ENTMT HLDGS INC            1LIEN GLBL 29       | 2029-02-15      | 7.5000%  | 0.0000% | $100000.00         | $85638.50          | Corporate Debt Securities                         |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 29       | 2029-04-20      | 5.7500%  | 0.0000% | $212535.00         | $212838.33         | Corporate Debt Securities                         |
| AMC GLOBAL MEDIA INC           1LIEN GLBL 32       | 2032-07-15      | 10.5000% | 0.0000% | $2000.00           | $2118.19           | Corporate Debt Securities                         |
| AMC GLOBAL MEDIA INC           1LIEN GLBL 32       | 2032-07-15      | 10.5000% | 0.0000% | $212000.00         | $224528.14         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28       | 2028-09-30      | 11.0000% | 0.0000% | $1000.00           | $1046.67           | Corporate Debt Securities                         |
| ARCHROCK SERVICES LP           SR GLBL 144A 34     | 2034-02-01      | 6.0000%  | 0.0000% | $200000.00         | $204096.00         | Corporate Debt Securities                         |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29      | 2029-06-15      | 4.6250%  | 0.0000% | $1429000.00        | $1453512.71        | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 34     | 2034-07-01      | 5.7500%  | 0.0000% | $1470000.00        | $1496231.74        | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28       | 2028-06-01      | 4.8750%  | 0.0000% | $17738000.00       | $16987276.10       | Corporate Debt Securities                         |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $3000.00           | $3058.76           | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR 144A NT4.5%31    | 2031-11-15      | 4.5000%  | 0.0000% | $40564000.00       | $24889056.30       | Corporate Debt Securities                         |
| TRUMP MEDIA & TECHNOLOGY GROUP SR SEC GLBL         | 2028-05-29      | 0.0000%  | 0.0000% | $34409000.00       | $31938777.89       | Corporate Debt Securities                         |
| EQUIPMENTSHARE COM INC         2LIEN 144A NT 28    | 2028-05-15      | 9.0000%  | 0.0000% | $154000.00         | $165995.06         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30     | 2030-03-01      | 4.7500%  | 0.0000% | $4332000.00        | $4151722.62        | Corporate Debt Securities                         |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $2728000.00        | $2781432.43        | Corporate Debt Securities                         |
| COMSTOCK RES INC               SR GLBL 144A 29     | 2029-03-01      | 6.7500%  | 0.0000% | $347000.00         | $350349.42         | Corporate Debt Securities                         |
| COMSTOCK RES INC               SR GLBL 144A 29     | 2029-03-01      | 6.7500%  | 0.0000% | $357000.00         | $360445.94         | Corporate Debt Securities                         |
| COMSTOCK RES INC               SR GLBL 144A 29     | 2029-03-01      | 6.7500%  | 0.0000% | $1264000.00        | $1276200.76        | Corporate Debt Securities                         |
| DYE & DURHAM CORP              SR SEC 144A NT29    | 2029-04-15      | 8.6250%  | 0.0000% | $1843000.00        | $1618271.49        | Corporate Debt Securities                         |
| AMC GLOBAL MEDIA INC           1LIEN GLBL 32       | 2032-07-15      | 10.5000% | 0.0000% | $259000.00         | $274305.60         | Corporate Debt Securities                         |
| AMC GLOBAL MEDIA INC           SR GLBL NT 29       | 2029-02-15      | 4.2500%  | 0.0000% | $3320000.00        | $2933565.83        | Corporate Debt Securities                         |
| EMPIRE RESORTS INC             SR SEC GLBL 26      | 2026-11-01      | 7.7500%  | 0.0000% | $487000.00         | $492481.05         | Corporate Debt Securities                         |
| EMPIRE RESORTS INC             SR SEC GLBL 26      | 2026-11-01      | 7.7500%  | 0.0000% | $883000.00         | $892937.92         | Corporate Debt Securities                         |
| GLOBAL MEDICAL RESPONSE INC    1LIEN GLBL 32       | 2032-10-01      | 7.3750%  | 0.0000% | $2270000.00        | $2369655.21        | Corporate Debt Securities                         |
| KOHLS CORP                     CR SEN SR GLBL31    | 2031-05-01      | 5.1250%  | 0.0000% | $564000.00         | $477647.45         | Corporate Debt Securities                         |
| SIX FLAGS ENTMT CORP/CANADAS W SR GLBL 144A 32     | 2032-01-15      | 8.6250%  | 0.0000% | $82000.00          | $85135.34          | Corporate Debt Securities                         |
| RESEARCH-DRVN MTR AT TR 2026-2 C      20350226 0.0 | 2035-02-26      | 6.0410%  | 0.0000% | $1047.00           | $1028.06           | Asset-Backed Securities                           |
| TRANSOCEAN INC                 SR GLBL 144A 32     | 2032-10-15      | 7.8750%  | 0.0000% | $443000.00         | $476004.05         | Corporate Debt Securities                         |
| TRINET GROUP INC               SR GLBL 144A 31     | 2031-08-15      | 7.1250%  | 0.0000% | $879000.00         | $880541.55         | Corporate Debt Securities                         |
| MCAFEE CORP                    SR 144A NT 30       | 2030-02-15      | 7.3750%  | 0.0000% | $2000000.00        | $1655109.17        | Corporate Debt Securities                         |
| MITER BRANDS ACQUISITION HOLDC 1LIEN 144A NT 32    | 2032-04-01      | 6.7500%  | 0.0000% | $5000000.00        | $4989387.50        | Corporate Debt Securities                         |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $128000.00         | $130924.37         | Corporate Debt Securities                         |
| BANC OF CALIF LOS ANGE         LW TIER II NT 31    | 2031-05-01      | 3.2500%  | 0.0000% | $2703000.00        | $2740462.83        | Corporate Debt Securities                         |
| ENVIRI CORP                    SR GLBL 144A 27     | 2027-07-31      | 5.7500%  | 0.0000% | $2086000.00        | $2110958.99        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         PERP A 144A NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $355000.00         | $353175.30         | Corporate Debt Securities                         |
| MERLIN ENT GRO U S HLDGS INC   SR SEC 144A NT31    | 2031-02-15      | 7.3750%  | 0.0000% | $1313000.00        | $1103595.65        | Corporate Debt Securities                         |
| LUNA 1 5 S A R L               SR GLBL PIK 32      | 2032-07-01      | 12.0000% | 0.0000% | $1963000.00        | $2161806.10        | Corporate Debt Securities                         |
| MICHAELS COS INC               1LIEN 144A NT 33    | 2033-03-15      | 8.5000%  | 0.0000% | $4000.00           | $4000.98           | Corporate Debt Securities                         |
| UNITI SERVICES LLC             1LIEN GLBL 33       | 2033-10-15      | 7.5000%  | 0.0000% | $1000000.00        | $1063005.00        | Corporate Debt Securities                         |
| AZUL SECD FIN LLP              1LIEN GLBL 31       | 2031-02-15      | 9.8750%  | 0.0000% | $250000.00         | $226125.42         | Corporate Debt Securities                         |
| WYNDHAM HOTELS & RESORTS INC   SR GLBL 144A 28     | 2028-08-15      | 4.3750%  | 0.0000% | $576000.00         | $570530.64         | Corporate Debt Securities                         |
| TOTAL PLAY TELECOMUNICACIONES  SR SEC GLBL 32      | 2032-12-31      | 11.1250% | 0.0000% | $200000.00         | $188408.17         | Corporate Debt Securities                         |
| MCCLATCHY MEDIA CO LLC         SR SEC GLBL 31      | 2031-12-01      | 11.0000% | 0.0000% | $912.00            | $1048.14           | Corporate Debt Securities                         |
| ALLIED UNVL HOLDCO LLC /       SR SEC GLBL 30      | 2030-06-15      | 6.8750%  | 0.0000% | $214000.00         | $225498.49         | Corporate Debt Securities                         |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GLBL 30      | 2030-11-15      | 9.0000%  | 0.0000% | $59643.00          | $48047.80          | Corporate Debt Securities                         |
| ALLIED UNVL HOLDCO LLC /       SR SEC GLBL 31      | 2031-02-15      | 7.8750%  | 0.0000% | $423000.00         | $450087.33         | Corporate Debt Securities                         |
| AEROPUERTOS ARGENTINA 2000 S A SR SEC GLBL 31      | 2031-08-01      | 8.5000%  | 0.0000% | $479910.00         | $493838.43         | Corporate Debt Securities                         |
| AEROPUERTOS ARGENTINA 2000 S A SR SEC GLBL 31      | 2031-08-01      | 8.5000%  | 0.0000% | $1007061.00        | $1036288.93        | Corporate Debt Securities                         |
| CHS / CMNTY HEALTH SYS INC     1LIEN GLBL 34       | 2034-01-15      | 9.7500%  | 0.0000% | $2141000.00        | $2227919.25        | Corporate Debt Securities                         |
| CVR ENERGY INC                 SR GLBL 144A 31     | 2031-02-15      | 7.5000%  | 0.0000% | $100000.00         | $102646.00         | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR 144A NT 31       | 2031-02-15      | 3.3750%  | 0.0000% | $47815000.00       | $28607774.27       | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT4.6%45    | 2045-01-15      | 4.6000%  | 0.0000% | $19765000.00       | $12576008.32       | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 29     | 2029-01-31      | 11.7500% | 0.0000% | $73345000.00       | $56005141.83       | Corporate Debt Securities                         |
| CWABS INC 2005-AB4             1-A    20360325 FLT | 2036-03-25      | 4.2488%  | 0.0000% | $20000.00          | $545.31            | Asset-Backed Securities                           |
| ENCORE CAP GROUP INC           SR SEC GLBL 31      | 2031-04-15      | 6.6250%  | 0.0000% | $2532000.00        | $2570639.38        | Corporate Debt Securities                         |
| DISH DBS CORPORATION           1LIEN GLBL 28       | 2028-12-01      | 5.7500%  | 0.0000% | $50000000.00       | $50232430.56       | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC 144A NT34    | 2034-05-01      | 7.0000%  | 0.0000% | $1648000.00        | $1605443.15        | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 29     | 2029-07-31      | 7.7500%  | 0.0000% | $1034000.00        | $1060496.25        | Corporate Debt Securities                         |
| HILTON GRAND VACATIONS BORROWE SR GLBL 144A 31     | 2031-07-01      | 4.8750%  | 0.0000% | $100000.00         | $93930.46          | Corporate Debt Securities                         |
| HILTON GRAND VACATIONS BORROWE SR GLBL 144A 31     | 2031-07-01      | 4.8750%  | 0.0000% | $426000.00         | $400143.75         | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 29       | 2029-02-01      | 9.2500%  | 0.0000% | $196000.00         | $206769.82         | Corporate Debt Securities                         |
| TRANSOCEAN INC                 SR GLBL NT7.5%31    | 2031-04-15      | 7.5000%  | 0.0000% | $10000.00          | $10308.05          | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 30       | 2030-01-15      | 5.2500%  | 0.0000% | $66000.00          | $67089.82          | Corporate Debt Securities                         |
| HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29      | 2029-06-01      | 5.0000%  | 0.0000% | $426000.00         | $419488.35         | Corporate Debt Securities                         |
| NEPTUNE BIDCO US INC           SR SEC GLBL 29      | 2029-04-15      | 9.2900%  | 0.0000% | $2376000.00        | $2408149.26        | Corporate Debt Securities                         |
| MITER BRANDS ACQUISITION HOLDC 1LIEN 144A NT 32    | 2032-04-01      | 6.7500%  | 0.0000% | $15290000.00       | $15257546.97       | Corporate Debt Securities                         |
| HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29      | 2029-06-01      | 5.0000%  | 0.0000% | $242000.00         | $238300.90         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-30      | 9.5000%  | 0.0000% | $3000.00           | $2923.16           | Corporate Debt Securities                         |
| HUGHES SATELLITE S             SR GLBL NT 26       | 2026-08-01      | 6.6250%  | 0.0000% | $27126000.00       | $19839372.44       | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 29       | 2029-08-01      | 4.6250%  | 0.0000% | $265000.00         | $221991.57         | Corporate Debt Securities                         |
| MATADOR RES CO                 SR GLBL 144A 32     | 2032-04-15      | 6.5000%  | 0.0000% | $539000.00         | $551115.82         | Corporate Debt Securities                         |
| AMWINS GROUP INC               SR 144A NT 29       | 2029-06-30      | 4.8750%  | 0.0000% | $193000.00         | $189417.92         | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P          SR GLBL NT 27       | 2027-05-20      | 5.7500%  | 0.0000% | $2000.00           | $2057.49           | Corporate Debt Securities                         |
| NCL CORP LTD                   SR GLBL 144A 31     | 2031-01-15      | 5.8750%  | 0.0000% | $68000.00          | $67008.25          | Corporate Debt Securities                         |
| GARDEN SPINCO CORP             SR 144A NT 30       | 2030-07-20      | 8.6250%  | 0.0000% | $137000.00         | $147598.09         | Corporate Debt Securities                         |
| GARDEN SPINCO CORP             SR 144A NT 30       | 2030-07-20      | 8.6250%  | 0.0000% | $150000.00         | $161603.75         | Corporate Debt Securities                         |
| HINNT LLC 2024-A               E      20430316 8.0 | 2043-03-16      | 8.0000%  | 0.0000% | $1310000.00        | $522018.14         | Asset-Backed Securities                           |
| GUITAR CTR MGMT INC            1LIEN PIK 144A29    | 2029-01-15      | 8.5000%  | 0.0000% | $1187.00           | $1014.39           | Corporate Debt Securities                         |
| LEVEL 3 FING INC               SR GLBL 144A 36     | 2036-01-15      | 8.5000%  | 0.0000% | $20000.00          | $21951.32          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               SR GLBL 144A 36     | 2036-01-15      | 8.5000%  | 0.0000% | $71544.00          | $78524.27          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               SR GLBL 144A 36     | 2036-01-15      | 8.5000%  | 0.0000% | $174218.00         | $191215.77         | Corporate Debt Securities                         |
| MERIDIAN ARC HOLDCO LLC        SR SEC 144A 31      | 2031-04-30      | 6.2500%  | 0.0000% | $15219000.00       | $15164693.54       | Corporate Debt Securities                         |
| MONEYGRAM INTL INC             SR SEC 144A NT30    | 2030-06-01      | 9.0000%  | 0.0000% | $200000.00         | $143766.00         | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR GLBL 144A 30     | 2030-07-15      | 8.0000%  | 0.0000% | $2783000.00        | $2837361.27        | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $2460000.00        | $2648037.28        | Corporate Debt Securities                         |
| MONEYGRAM INTL INC             SR SEC 144A NT30    | 2030-06-01      | 9.0000%  | 0.0000% | $493000.00         | $354383.19         | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-03-15      | 10.7500% | 0.0000% | $101000.00         | $87789.96          | Corporate Debt Securities                         |
| SMYRNA READY MIX LLC           SR SEC 144A NT31    | 2031-11-15      | 8.8750%  | 0.0000% | $679000.00         | $737908.06         | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 27      | 2027-06-01      | 4.8750%  | 0.0000% | $939000.00         | $793621.28         | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2024-NQM3    B-2    20641125 FLT | 2064-11-25      | 7.1505%  | 0.0000% | $1649965.00        | $1623786.83        | Private Label Collateralized Mortgage Obligations |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28    | 2028-02-15      | 7.7500%  | 0.0000% | $250000.00         | $258171.46         | Corporate Debt Securities                         |
| AEGEA FIN S A R L S A          SR GLBL REGS 36     | 2036-01-20      | 7.6250%  | 0.0000% | $400000.00         | $309283.33         | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL NT 28       | 2028-01-15      | 5.7500%  | 0.0000% | $98000.00          | $99676.86          | Corporate Debt Securities                         |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $19000.00          | $20412.74          | Corporate Debt Securities                         |
| AMS OSRAM AG                   SR GLBL 144A 29     | 2029-03-30      | 12.2500% | 0.0000% | $159000.00         | $171296.79         | Corporate Debt Securities                         |
| AMS OSRAM AG                   SR GLBL 144A 29     | 2029-03-30      | 12.2500% | 0.0000% | $1000000.00        | $1077338.33        | Corporate Debt Securities                         |
| ARDAGH GROUP S A               1LIEN 144A NT 30    | 2030-12-01      | 9.5000%  | 0.0000% | $102518.00         | $108960.06         | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P          SR 144A NT9.5%30    | 2030-06-01      | 9.5000%  | 0.0000% | $112000.00         | $123939.14         | Corporate Debt Securities                         |
| AMS OSRAM AG                   SR GLBL 144A 29     | 2029-03-30      | 12.2500% | 0.0000% | $2641000.00        | $2845250.54        | Corporate Debt Securities                         |
| ASURION LLC / ASURION CO       2LIEN 144A NT 34    | 2034-02-01      | 8.3750%  | 0.0000% | $1180000.00        | $1190180.45        | Corporate Debt Securities                         |
| AKUMIN INC                     CR SEN SR SEC 31    | 2031-08-31      | 9.7500%  | 0.0000% | $584.00            | $568.45            | Corporate Debt Securities                         |
| AMERICAN NEWS HOLDINGS LLC     SR SEC GLBL 27      | 2027-09-01      | 8.5000%  | 0.0000% | $522.00            | $599.74            | Corporate Debt Securities                         |
| APLD COMPUTECO 2 LLC           SR SEC GLBL 31      | 2031-03-15      | 6.7500%  | 0.0000% | $7863000.00        | $7909902.79        | Corporate Debt Securities                         |
| ARDONAGH FINCO LTD             SR SEC 144A NT31    | 2031-02-15      | 7.7500%  | 0.0000% | $442000.00         | $461962.56         | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 29     | 2029-02-01      | 6.5000%  | 0.0000% | $115058000.00      | $75229458.80       | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   SR SEC GLBL 32      | 2032-01-15      | 10.8750% | 0.0000% | $1180000.00        | $1293546.98        | Corporate Debt Securities                         |
| CABLE ONE INC                  SR GLBL 144A 30     | 2030-11-15      | 4.0000%  | 0.0000% | $516000.00         | $371485.60         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB AA NT    | 2500-12-31      | 7.6250%  | 0.0000% | $10463000.00       | $11052960.61       | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $55090000.00       | $47365922.92       | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 32     | 2032-10-15      | 6.0000%  | 0.0000% | $2552000.00        | $2288914.32        | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 34     | 2034-03-15      | 7.8750%  | 0.0000% | $614000.00         | $633531.34         | Corporate Debt Securities                         |
| COMSTOCK RES INC               SR GLBL 144A 30     | 2030-01-15      | 5.8750%  | 0.0000% | $269000.00         | $265001.43         | Corporate Debt Securities                         |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.2361%  | 0.0000% | $4994000.00        | $3018553.51        | Private Label Collateralized Mortgage Obligations |
| CALIFORNIA RES CORP            SR GLBL 144A 34     | 2034-01-15      | 7.0000%  | 0.0000% | $340000.00         | $359192.24         | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-03-15      | 10.7500% | 0.0000% | $570000.00         | $495448.28         | Corporate Debt Securities                         |
| SWORD PURCHASER LLC            SR GLBL 144A 34     | 2034-04-15      | 10.5000% | 0.0000% | $14000.00          | $14367.99          | Corporate Debt Securities                         |
| FORTREA HLDGS INC              1LIEN 144A NT 30    | 2030-07-01      | 7.5000%  | 0.0000% | $57000.00          | $56529.28          | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29       | 2029-04-06      | 4.9700%  | 0.0000% | $2180000.00        | $2165924.47        | Corporate Debt Securities                         |
| INVERSION ESCROW ISSUER LLC    SR SEC GLBL 32      | 2032-08-01      | 6.7500%  | 0.0000% | $1329000.00        | $1294549.00        | Corporate Debt Securities                         |
| INVERSION ESCROW ISSUER LLC    SR SEC GLBL 32      | 2032-08-01      | 6.7500%  | 0.0000% | $1391000.00        | $1354941.80        | Corporate Debt Securities                         |
| INVERSION ESCROW ISSUER LLC    SR SEC GLBL 32      | 2032-08-01      | 6.7500%  | 0.0000% | $1774000.00        | $1728013.49        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      GLBL NT 5.125%26    | 2026-11-05      | 5.1250%  | 0.0000% | $3425000.00        | $3517931.19        | Corporate Debt Securities                         |
| HILLENBRAND INC                SR GLBL NT 29       | 2029-02-15      | 6.2500%  | 0.0000% | $1598000.00        | $1533234.39        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-15      | 5.7500%  | 0.0000% | $1867000.00        | $1803217.06        | Corporate Debt Securities                         |
| UNITI SVC LLC/ UNITI GROUP     SR GLBL 144A 29     | 2029-02-15      | 6.5000%  | 0.0000% | $2498000.00        | $2488261.96        | Corporate Debt Securities                         |
| COMPANIA GEN DE COMBUSTIBLES   SR REGS NT 30       | 2030-11-28      | 11.8750% | 0.0000% | $300000.00         | $326186.67         | Corporate Debt Securities                         |
| MAGNERA CORP                   SR GLBL 144A 29     | 2029-11-15      | 4.7500%  | 0.0000% | $443000.00         | $414794.56         | Corporate Debt Securities                         |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $786.00            | $878.94            | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33     | 2033-01-15      | 7.3750%  | 0.0000% | $2893000.00        | $3014102.19        | Corporate Debt Securities                         |
| PAGAYA U S HLDG CO LLC         SR GLBL 144A 30     | 2030-08-01      | 8.8750%  | 0.0000% | $1753000.00        | $1390130.70        | Corporate Debt Securities                         |
| OAK-EAGLE ACQUIRECO INC        SR 144A NT 34       | 2034-07-01      | 8.7500%  | 0.0000% | $982000.00         | $1019303.45        | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 32     | 2032-07-08      | 6.2500%  | 0.0000% | $1288000.00        | $733225.48         | Corporate Debt Securities                         |
| UNIGEL NETH HLDG CORP B V      REGS NT 15%44       | 2044-12-31      | 15.0000% | 0.0000% | $14.00             | $0.84              | Corporate Debt Securities                         |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31    | 2031-09-20      | 9.8750%  | 0.0000% | $600000.00         | $559573.33         | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL 144A 29     | 2029-03-15      | 7.2500%  | 0.0000% | $8136000.00        | $8258304.42        | Corporate Debt Securities                         |
| NEW FORTRESS ENERGY INC        1LIEN GLBL 26       | 2026-09-30      | 6.5000%  | 0.0000% | $6537000.00        | $1244753.75        | Corporate Debt Securities                         |
| PRIMO WTR HLDGS INC / TRIT     SR GLBL 144A 29     | 2029-04-01      | 6.2500%  | 0.0000% | $414000.00         | $416262.39         | Corporate Debt Securities                         |
| PLANET FINANCIAL GROUP         SR 144A NT 29       | 2029-12-15      | 10.5000% | 0.0000% | $1849000.00        | $1878057.03        | Corporate Debt Securities                         |
| NATIONAL MENTOR HOLDINGS INC   SR SEC 144A NT30    | 2030-12-15      | 10.5000% | 0.0000% | $2030000.00        | $2202448.50        | Corporate Debt Securities                         |
| COMSTOCK RES INC               SR GLBL 144A 30     | 2030-01-15      | 5.8750%  | 0.0000% | $1572000.00        | $1548632.88        | Corporate Debt Securities                         |
| ENBRIDGE INC                   LW TIER II GLBL     | 2084-01-15      | 8.5000%  | 0.0000% | $3000.00           | $3490.24           | Corporate Debt Securities                         |
| ENOVA INTL INC                 SR GLBL 144A 29     | 2029-08-01      | 9.1250%  | 0.0000% | $2000.00           | $2138.82           | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $20505560.00       | $21324654.59       | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2018-BOP  E      20330815 FLT | 2033-08-15      | 5.6520%  | 0.0000% | $2600000.00        | $217952.80         | Private Label Collateralized Mortgage Obligations |
| CLARITEV CORPORATION           SR SEC GLBL 31      | 2031-03-31      | 6.7500%  | 0.0000% | $32.00             | $21.82             | Corporate Debt Securities                         |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $16751658.00       | $10430855.92       | Private Label Collateralized Mortgage Obligations |
| NEPTUNE BIDCO US INC           SR SEC 144A NT31    | 2031-05-15      | 10.3750% | 0.0000% | $2000.00           | $2165.94           | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR GLBL NT6.5%32    | 2032-04-15      | 6.5000%  | 0.0000% | $49000.00          | $49782.94          | Corporate Debt Securities                         |
| WRANGLER HOLDCO CORP           SR GLBL 144A 32     | 2032-04-01      | 6.6250%  | 0.0000% | $2000.00           | $2069.41           | Corporate Debt Securities                         |
| GOLAR LNG LTD                  SR GLBL 144A 30     | 2030-10-02      | 7.5000%  | 0.0000% | $300000.00         | $309262.00         | Corporate Debt Securities                         |
| GARDEN SPINCO CORP             SR 144A NT 30       | 2030-07-20      | 8.6250%  | 0.0000% | $1460000.00        | $1572943.17        | Corporate Debt Securities                         |
| FORTREA HLDGS INC              1LIEN 144A NT 30    | 2030-07-01      | 7.5000%  | 0.0000% | $255000.00         | $252894.13         | Corporate Debt Securities                         |
| RAVEN ACQUISITION HLDGS LLC    SR SEC 144A NT31    | 2031-11-15      | 6.8750%  | 0.0000% | $380000.00         | $387258.16         | Corporate Debt Securities                         |
| UNITI SVC LLC/ UNITI GROUP     1LIEN GLBL 28       | 2028-04-15      | 4.7500%  | 0.0000% | $8505000.00        | $8487642.71        | Corporate Debt Securities                         |
| UNITI SVC LLC / UNITI FIBER    SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $2200000.00        | $2165152.00        | Corporate Debt Securities                         |
| JP MORGAN MRTG TR 2021-INV4    B-5    20520125 FLT | 2052-01-25      | 3.2039%  | 0.0000% | $2331670.00        | $1615848.93        | Private Label Collateralized Mortgage Obligations |
| KINGPIN INTER HLDGS LLC        SR SEC GLBL 32      | 2032-10-15      | 7.2500%  | 0.0000% | $1494000.00        | $1261176.28        | Corporate Debt Securities                         |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $1.00              | $0.77              | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SEC 144A NT33    | 2033-01-15      | 6.0000%  | 0.0000% | $227000.00         | $231328.89         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP -W NT 7.5%     | 2500-12-31      | 7.5000%  | 0.0000% | $11742000.00       | $12529731.64       | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 54       | 2054-03-15      | 5.7500%  | 0.0000% | $936000.00         | $924044.94         | Corporate Debt Securities                         |
| CENTRAL PARENT INC / CENT MERG 1LIEN GLBL 29       | 2029-06-15      | 7.2500%  | 0.0000% | $116000.00         | $60573.75          | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 28       | 2028-02-15      | 4.7500%  | 0.0000% | $25349000.00       | $24930382.39       | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26       | 2026-10-01      | 3.1500%  | 0.0000% | $1000000.00        | $995397.50         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL 144A NT 27     | 2027-01-20      | 5.3000%  | 0.0000% | $4000000.00        | $2198888.89        | Corporate Debt Securities                         |
| ROCKET SOFTWARE INC            SR SEC 144A NT28    | 2028-11-28      | 9.0000%  | 0.0000% | $536000.00         | $555312.08         | Corporate Debt Securities                         |
| NEPTUNE BIDCO US INC           SR SEC 144A NT31    | 2031-05-15      | 10.3750% | 0.0000% | $29000.00          | $31406.06          | Corporate Debt Securities                         |
| NEPTUNE BIDCO US INC           SR SEC 144A NT31    | 2031-05-15      | 10.3750% | 0.0000% | $55000.00          | $59563.22          | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31    | 2031-03-15      | 3.5000%  | 0.0000% | $5641000.00        | $4044625.21        | Corporate Debt Securities                         |
| RAVEN ACQUISITION HLDGS LLC    SR SEC 144A NT31    | 2031-11-15      | 6.8750%  | 0.0000% | $549000.00         | $559486.13         | Corporate Debt Securities                         |
| PARK RIVER HOLDINGS INC        1LIEN 144A NT 31    | 2031-03-15      | 8.0000%  | 0.0000% | $247000.00         | $252574.79         | Corporate Debt Securities                         |
| ROCKET SOFTWARE INC            SR SEC 144A NT28    | 2028-11-28      | 9.0000%  | 0.0000% | $2809000.00        | $2910208.27        | Corporate Debt Securities                         |
| U S ACUTE CARE SOLUTIONS LLC   SR SEC 144A NT29    | 2029-05-15      | 9.7500%  | 0.0000% | $403000.00         | $397755.96         | Corporate Debt Securities                         |
| RALI TRUST 2005-QO5            A-1    20460125 FLT | 2046-01-25      | 4.5092%  | 0.0000% | $885532.00         | $41174.10          | Private Label Collateralized Mortgage Obligations |
| RADIOLOGY PARTNERS INC         1LIEN 144A NT 32    | 2032-07-15      | 8.5000%  | 0.0000% | $183000.00         | $186398.62         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR GLBL REGS 29     | 2029-06-27      | 8.5000%  | 0.0000% | $2300000.00        | $2435404.83        | Corporate Debt Securities                         |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $361000.00         | $358297.01         | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-07-15      | 11.1250% | 0.0000% | $6007000.00        | $5357210.30        | Corporate Debt Securities                         |
| PRIMO WTR HLDGS INC / TRIT     SR GLBL 144A 29     | 2029-04-01      | 6.2500%  | 0.0000% | $1086000.00        | $1091934.69        | Corporate Debt Securities                         |
| DOMTAR CORP                    SR SEC 144A NT28    | 2028-10-01      | 6.7500%  | 0.0000% | $300000.00         | $240131.25         | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR GLBL 144A 29     | 2029-04-01      | 8.0000%  | 0.0000% | $546000.00         | $550288.53         | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-07-15      | 11.1250% | 0.0000% | $378000.00         | $337110.95         | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-07-15      | 11.1250% | 0.0000% | $1978000.00        | $1764035.62        | Corporate Debt Securities                         |

### Security 613: 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):** $399977044.00
- **C.18.a - Value (excl. sponsor support):** $399977044.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-07-15      | 11.1250% | 0.0000% | $1416000.00        | $1262828.33        | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 29     | 2029-01-15      | 5.7500%  | 0.0000% | $2403000.00        | $2394351.20        | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29       | 2029-05-15      | 4.8750%  | 0.0000% | $1274000.00        | $1264895.68        | Corporate Debt Securities                         |
| VFH PARENT LLC & VALOR CO-ISSU 1LIEN 144A NT 31    | 2031-06-15      | 7.5000%  | 0.0000% | $76000.00          | $81895.70          | Corporate Debt Securities                         |
| RADIATE HOLDCO LLC/RADIATE FI  PIK 144A NT 30      | 2030-03-25      | 9.2500%  | 0.0000% | $1234.00           | $1014.09           | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS INC         2LIEN GLBL PIK30    | 2030-02-15      | 9.7810%  | 0.0000% | $167.00            | $155.59            | Corporate Debt Securities                         |
| W & T OFFSHORE INC             SR SEC GLBL 29      | 2029-02-01      | 10.7500% | 0.0000% | $200000.00         | $212815.28         | Corporate Debt Securities                         |
| W & T OFFSHORE INC             SR SEC GLBL 29      | 2029-02-01      | 10.7500% | 0.0000% | $300000.00         | $319222.92         | Corporate Debt Securities                         |
| POST HLDGS INC                 SR GLBL 144A 34     | 2034-10-15      | 6.2500%  | 0.0000% | $765000.00         | $755914.99         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP -W NT 7.5%     | 2500-12-31      | 7.5000%  | 0.0000% | $8471000.00        | $9039291.15        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT28    | 2028-06-01      | 8.1250%  | 0.0000% | $2000.00           | $2112.56           | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 33     | 2033-02-15      | 6.8750%  | 0.0000% | $983000.00         | $977281.81         | Corporate Debt Securities                         |
| GEN DIGITAL INC                SR GLBL 144A 30     | 2030-09-30      | 7.1250%  | 0.0000% | $416000.00         | $422958.64         | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 30     | 2030-04-15      | 5.2500%  | 0.0000% | $922000.00         | $882554.54         | Corporate Debt Securities                         |
| CLARITEV CORPORATION           SR SEC GLBL 31      | 2031-03-31      | 6.7500%  | 0.0000% | $416.00            | $283.66            | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR GLBL NT6.5%32    | 2032-04-15      | 6.5000%  | 0.0000% | $3000.00           | $3047.93           | Corporate Debt Securities                         |
| NABORS INDS INC                SR 144A NT 30       | 2030-01-31      | 9.1250%  | 0.0000% | $3000.00           | $3214.99           | Corporate Debt Securities                         |
| TIDEWATER INC NEW              SR GLBL 144A 30     | 2030-07-15      | 9.1250%  | 0.0000% | $1050000.00        | $1155319.81        | Corporate Debt Securities                         |
| SPLITERO TR 2025-1             A-2    20551225 7.0 | 2055-12-25      | 7.0000%  | 0.0000% | $3000000.00        | $2959319.67        | Asset-Backed Securities                           |
| SWORD PURCHASER LLC            SR SEC 144A NT33    | 2033-04-15      | 8.2500%  | 0.0000% | $1282000.00        | $1312784.02        | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               B-1    20631225 FLT | 2063-12-25      | 7.6973%  | 0.0000% | $2667183.00        | $2663851.46        | Private Label Collateralized Mortgage Obligations |
| TRANSDIGM INC                  SR SEC GLBL 28      | 2028-08-15      | 6.7500%  | 0.0000% | $1836000.00        | $1887486.03        | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29    | 2029-02-01      | 4.3750%  | 0.0000% | $813000.00         | $718997.67         | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 5%29     | 2029-07-15      | 5.0000%  | 0.0000% | $407000.00         | $395149.52         | Corporate Debt Securities                         |
| GEO GROUP INC                  SR SEC GLBL NT29    | 2029-04-15      | 8.6250%  | 0.0000% | $67000.00          | $69944.23          | Corporate Debt Securities                         |
| BLUELINX HLDGS INC             SR SEC GLBL 29      | 2029-11-15      | 6.0000%  | 0.0000% | $1712000.00        | $1708884.16        | Corporate Debt Securities                         |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 29     | 2029-03-15      | 3.7500%  | 0.0000% | $482000.00         | $462882.67         | Corporate Debt Securities                         |
| CERDIA FINANZ GMBH             SR SEC 144A NT31    | 2031-10-03      | 9.3750%  | 0.0000% | $779000.00         | $750882.97         | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 28     | 2028-11-15      | 5.7500%  | 0.0000% | $1191000.00        | $1220565.58        | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 28     | 2028-11-15      | 5.7500%  | 0.0000% | $2127000.00        | $2179801.00        | Corporate Debt Securities                         |
| CONSENSUS CLOUD SOLUTIONS INC  SR GLBL 144A 28     | 2028-10-15      | 6.5000%  | 0.0000% | $285000.00         | $284007.72         | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $49449000.00       | $47981326.21       | Corporate Debt Securities                         |
| FMC CORP                       GLBL NT 5.65%33     | 2033-05-18      | 5.6500%  | 0.0000% | $1662000.00        | $1499963.31        | Corporate Debt Securities                         |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31    | 2031-09-20      | 9.8750%  | 0.0000% | $4000000.00        | $3730488.89        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-01      | 8.7500%  | 0.0000% | $1518000.00        | $1462724.56        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-01      | 8.7500%  | 0.0000% | $4348000.00        | $4189674.83        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32       | 2032-05-15      | 6.8750%  | 0.0000% | $692000.00         | $704338.65         | Corporate Debt Securities                         |
| POST HLDGS INC                 SR GLBL 144A 34     | 2034-10-15      | 6.2500%  | 0.0000% | $611000.00         | $603743.87         | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29       | 2029-02-15      | 3.5000%  | 0.0000% | $2989000.00        | $2896226.42        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-01      | 8.7500%  | 0.0000% | $222000.00         | $213916.24         | Corporate Debt Securities                         |
| UNITI SVC LLC/ UNITI GROUP     SR GLBL 144A 29     | 2029-02-15      | 6.5000%  | 0.0000% | $13000.00          | $12949.32          | Corporate Debt Securities                         |
| UPST SECURITIZATION TR 2025-1  C      20350420 9.2 | 2035-04-20      | 9.2700%  | 0.0000% | $1491000.00        | $1586923.49        | Asset-Backed Securities                           |
| UNIGEL NETH HLDG CORP B V      REGS NT 15%44       | 2044-12-31      | 15.0000% | 0.0000% | $2573.00           | $154.38            | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34    | 2034-01-15      | 6.5000%  | 0.0000% | $250000.00         | $266147.08         | Corporate Debt Securities                         |
| SATURN OIL & GAS INC           2LIEN SNK 144A29    | 2029-06-15      | 9.6250%  | 0.0000% | $128000.00         | $138952.16         | Corporate Debt Securities                         |
| LIGHT & WONDER INTL INC        SR GLBL 144A 29     | 2029-11-15      | 7.2500%  | 0.0000% | $2699000.00        | $2848441.38        | Corporate Debt Securities                         |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 32      | 2032-02-15      | 8.3750%  | 0.0000% | $1729000.00        | $1847778.70        | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 32       | 2032-05-15      | 7.8750%  | 0.0000% | $171000.00         | $185236.39         | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29    | 2029-02-01      | 4.3750%  | 0.0000% | $575000.00         | $508516.18         | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34     | 2034-01-15      | 8.3750%  | 0.0000% | $29000.00          | $31285.41          | Corporate Debt Securities                         |
| IRIS HLDG INC                  SR GLBL 144A 28     | 2028-12-15      | 10.0000% | 0.0000% | $95000.00          | $84075.00          | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 30     | 2030-04-15      | 5.2500%  | 0.0000% | $105000.00         | $100507.84         | Corporate Debt Securities                         |
| PLS GROUP LTD                  SR 144A NT 31       | 2031-05-01      | 6.8750%  | 0.0000% | $97000.00          | $98958.21          | Corporate Debt Securities                         |
| PG&E CORP                      JR SB GLBL NT 55    | 2055-03-15      | 7.3750%  | 0.0000% | $3000.00           | $3102.75           | Corporate Debt Securities                         |
| RRD PARENT INC                 PERP JR SB GLBL     | 2500-12-31      | 12.0000% | 0.0000% | $2000.00           | $2436.98           | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR 144A NT 34       | 2034-03-15      | 5.7500%  | 0.0000% | $49000.00          | $49002.27          | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34     | 2034-01-15      | 8.3750%  | 0.0000% | $2443000.00        | $2635525.70        | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 30       | 2030-01-15      | 3.2500%  | 0.0000% | $471000.00         | $408366.03         | Corporate Debt Securities                         |
| ENBRIDGE INC                   LW TIER II GLBL     | 2084-01-15      | 8.5000%  | 0.0000% | $2834000.00        | $3297108.66        | Corporate Debt Securities                         |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT30    | 2030-12-15      | 6.6250%  | 0.0000% | $58000.00          | $60754.06          | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 34       | 2034-01-15      | 7.6250%  | 0.0000% | $495000.00         | $511206.09         | Corporate Debt Securities                         |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29     | 2029-02-01      | 3.8750%  | 0.0000% | $3713000.00        | $3028099.50        | Corporate Debt Securities                         |
| ORGANON & CO / ORGANON FGN DEB SR GLBL 144A 34     | 2034-05-15      | 7.8750%  | 0.0000% | $200000.00         | $221492.75         | Corporate Debt Securities                         |
| ORGANON & CO / ORGANON FGN DEB SR GLBL 144A 34     | 2034-05-15      | 7.8750%  | 0.0000% | $250000.00         | $276865.94         | Corporate Debt Securities                         |
| PEBBLEBROOK HOTEL L P / PEB FI SR GLBL 144A 29     | 2029-10-15      | 6.3750%  | 0.0000% | $900000.00         | $917141.62         | Corporate Debt Securities                         |
| AMWINS GROUP INC               SR SEC 144A NT29    | 2029-02-15      | 6.3750%  | 0.0000% | $700000.00         | $716744.88         | Corporate Debt Securities                         |
| CAPSTONE COPPER CORP           SR 144A NT 33       | 2033-03-31      | 6.7500%  | 0.0000% | $425000.00         | $433502.12         | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 33     | 2033-01-15      | 8.0000%  | 0.0000% | $978000.00         | $1030179.56        | Corporate Debt Securities                         |
| THE REALREAL INC               SR SEC PIK 29       | 2029-03-01      | 13.0000% | 0.0000% | $1882.00           | $1985.61           | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 33     | 2033-06-01      | 4.5000%  | 0.0000% | $8000.00           | $7060.68           | Corporate Debt Securities                         |
| OAK-EAGLE ACQUIRECO INC        SR 144A NT 34       | 2034-07-01      | 8.7500%  | 0.0000% | $500000.00         | $518993.61         | Corporate Debt Securities                         |
| TREEHOUSE FOODS INC            SR SEC GLBL 33      | 2033-02-11      | 7.7500%  | 0.0000% | $2000000.00        | $2049613.89        | Corporate Debt Securities                         |
| XHR LP                         SR SEC GLBL 29      | 2029-06-01      | 4.8750%  | 0.0000% | $3393000.00        | $3388952.43        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-15      | 5.7500%  | 0.0000% | $1703000.00        | $1644819.84        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-15      | 5.7500%  | 0.0000% | $3411000.00        | $3294468.87        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT32    | 2032-09-30      | 7.8750%  | 0.0000% | $783000.00         | $623614.48         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 30       | 2030-01-15      | 3.2500%  | 0.0000% | $220000.00         | $190744.22         | Corporate Debt Securities                         |
| MINERAL RES LTD                SR 144A NT 28       | 2028-10-01      | 9.2500%  | 0.0000% | $2000.00           | $2089.20           | Corporate Debt Securities                         |
| MCGRAW-HILL ED INC             SR SEC 144A NT28    | 2028-08-01      | 5.7500%  | 0.0000% | $380000.00         | $382339.01         | Corporate Debt Securities                         |
| MENS WEARHOUSE LLC             1LIEN 144A NT 31    | 2031-02-01      | 9.0000%  | 0.0000% | $143000.00         | $154286.99         | Corporate Debt Securities                         |
| MINERAL RES LTD                SR 144A NT 34       | 2034-05-01      | 6.2500%  | 0.0000% | $8134000.00        | $8025115.11        | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC          SR GLBL 144A 31     | 2031-02-15      | 6.5000%  | 0.0000% | $43000.00          | $44903.13          | Corporate Debt Securities                         |
| LIONS GATE CAP HLDGS 1 INC     EXTND SR GLBL 30    | 2029-04-15      | 6.0000%  | 0.0000% | $9577000.00        | $9057272.17        | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $349.00            | $363.42            | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29     | 2029-02-15      | 4.2500%  | 0.0000% | $2340000.00        | $2257618.35        | Corporate Debt Securities                         |
| FLAGSHIP CR AUTO TR 2022-4     D      20281016 8.8 | 2028-10-16      | 8.8600%  | 0.0000% | $118000.00         | $119565.47         | Asset-Backed Securities                           |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 30     | 2030-12-31      | 6.0000%  | 0.0000% | $224000.00         | $229597.76         | Corporate Debt Securities                         |
| TALOS PRODTN INC               2LIEN GLBL 29       | 2029-02-01      | 9.0000%  | 0.0000% | $100000.00         | $106667.00         | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 30     | 2030-12-31      | 6.0000%  | 0.0000% | $3795000.00        | $3889837.05        | Corporate Debt Securities                         |
| SYNERGY INFRASTRUCTURE         2LIEN 144A NT 30    | 2030-12-01      | 7.8750%  | 0.0000% | $3427000.00        | $3702179.53        | Corporate Debt Securities                         |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 31     | 2031-06-01      | 5.0000%  | 0.0000% | $195000.00         | $190178.52         | Corporate Debt Securities                         |
| GUITAR CTR MGMT INC            1LIEN PIK 144A29    | 2029-01-15      | 8.5000%  | 0.0000% | $677.00            | $578.55            | Corporate Debt Securities                         |
| GETTY IMAGES INC               1LIEN 144A NT 30    | 2030-11-15      | 10.5000% | 0.0000% | $330000.00         | $311029.95         | Corporate Debt Securities                         |
| GETTY IMAGES INC               1LIEN 144A NT 30    | 2030-11-15      | 10.5000% | 0.0000% | $2949000.00        | $2779476.73        | Corporate Debt Securities                         |
| EMBECTA CORP                   SR SEC GLBL 30      | 2030-02-15      | 6.7500%  | 0.0000% | $100000.00         | $95499.25          | Corporate Debt Securities                         |
| COREWEAVE INC                  SR 144A NT 31       | 2031-10-01      | 9.7500%  | 0.0000% | $8538000.00        | $8520354.80        | Corporate Debt Securities                         |
| CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29      | 2029-11-01      | 6.0000%  | 0.0000% | $500000.00         | $372901.67         | Corporate Debt Securities                         |
| COMPOSECURE HOLDINGS LLC       2LIEN GLBL 33       | 2033-02-01      | 5.6250%  | 0.0000% | $140000.00         | $139297.55         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            PERP SUB GLBL -G    | 2079-12-31      | 7.1250%  | 0.0000% | $7000.00           | $7400.86           | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $1194000.00        | $1026591.25        | Corporate Debt Securities                         |
| CHART INDS INC                 SR SEC 144A NT31    | 2031-01-01      | 9.5000%  | 0.0000% | $1103000.00        | $1193636.57        | Corporate Debt Securities                         |
| AZORRA FIN LTD                 SR 144A NT 34       | 2034-02-15      | 6.2500%  | 0.0000% | $184000.00         | $178460.07         | Corporate Debt Securities                         |
| CALIFORNIA RES CORP            SR GLBL 144A 34     | 2034-01-15      | 7.0000%  | 0.0000% | $2800000.00        | $2958053.78        | Corporate Debt Securities                         |
| CALIFORNIA RES CORP            SR GLBL 144A 34     | 2034-01-15      | 7.0000%  | 0.0000% | $3455000.00        | $3650027.07        | Corporate Debt Securities                         |
| CALIFORNIA RES CORP            SR GLBL 144A 34     | 2034-01-15      | 7.0000%  | 0.0000% | $639000.00         | $675070.13         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 27       | 2027-11-01      | 3.9500%  | 0.0000% | $1448000.00        | $1423804.32        | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 27       | 2027-11-01      | 3.9500%  | 0.0000% | $150000.00         | $147493.54         | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC GLBL 29      | 2029-08-15      | 5.7500%  | 0.0000% | $3386000.00        | $2532488.16        | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 27       | 2027-11-01      | 3.9500%  | 0.0000% | $1767000.00        | $1737473.92        | Corporate Debt Securities                         |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 29      | 2029-02-15      | 8.1250%  | 0.0000% | $1320000.00        | $1391526.95        | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 28       | 2028-07-15      | 2.4500%  | 0.0000% | $200000.00         | $189823.17         | Corporate Debt Securities                         |
| NEWELL BRANDS INC              CR SEN SR GLBL46    | 2046-04-01      | 7.5000%  | 0.0000% | $2250000.00        | $1955163.75        | Corporate Debt Securities                         |
| NCL CORP LTD                   SR GLBL 144A 29     | 2029-02-15      | 7.7500%  | 0.0000% | $1247000.00        | $1318335.67        | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 27       | 2027-09-15      | 6.3750%  | 0.0000% | $1421000.00        | $1438362.84        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31     | 2031-09-15      | 5.7500%  | 0.0000% | $1803000.00        | $1725989.36        | Corporate Debt Securities                         |
| AKUMIN INC                     CR SEN SR SEC 31    | 2031-08-31      | 9.7500%  | 0.0000% | $136033.00         | $132409.87         | Corporate Debt Securities                         |
| B & G FOODS INC                SR SEC GLBL 28      | 2028-09-15      | 8.0000%  | 0.0000% | $1600000.00        | $1596256.00        | Corporate Debt Securities                         |
| ALLIANCE RES OP PART LP/ALLIAN SR GLBL 144A 29     | 2029-06-15      | 8.6250%  | 0.0000% | $100000.00         | $107594.38         | Corporate Debt Securities                         |
| WORLDWIDE MEDIA SVCS GROUP INC SR ZRO 144A NT26    | 2026-10-31      | 0.0000%  | 0.0000% | $31000.00          | $30845.00          | Corporate Debt Securities                         |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $504.00            | $563.59            | Corporate Debt Securities                         |
| NABORS INDS INC                SR 144A NT 32       | 2032-11-15      | 7.6250%  | 0.0000% | $19000.00          | $20437.29          | Corporate Debt Securities                         |
| MOSS CREEK RES HLDGS INC       SR 144A NT 31       | 2031-09-01      | 8.2500%  | 0.0000% | $1702000.00        | $1743649.36        | Corporate Debt Securities                         |
| NABORS INDS INC                SR 144A NT 32       | 2032-11-15      | 7.6250%  | 0.0000% | $2015000.00        | $2167428.59        | Corporate Debt Securities                         |
| JB POINDEXTER & CO INC         SR 144A NT 31       | 2031-12-15      | 8.7500%  | 0.0000% | $89000.00          | $95043.32          | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-30      | 9.5000%  | 0.0000% | $1783000.00        | $1737331.43        | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $56000.00          | $61379.25          | Corporate Debt Securities                         |
| FORESEA HLDG S A               1LIEN GLBL 30       | 2030-06-15      | 7.5000%  | 0.0000% | $682262.00         | $683002.25         | Corporate Debt Securities                         |
| GOL FIN                        SR SEC GLBL 30      | 2030-06-06      | 14.3750% | 0.0000% | $50000.00          | $48658.44          | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY LLC        SR 144A NT 33       | 2033-05-01      | 6.3750%  | 0.0000% | $1000.00           | $1000.34           | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             SR GLBL NT 38       | 2038-06-04      | 7.7210%  | 0.0000% | $71000.00          | $82664.09          | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR DEB 6.95%33      | 2033-03-01      | 6.9500%  | 0.0000% | $1537000.00        | $1512516.02        | Corporate Debt Securities                         |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29      | 2029-10-31      | 8.6250%  | 0.0000% | $54000.00          | $57427.31          | Corporate Debt Securities                         |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29      | 2029-10-31      | 8.6250%  | 0.0000% | $114000.00         | $121235.44         | Corporate Debt Securities                         |
| MERIDIAN ARC HOLDCO LLC        SR SEC 144A 31      | 2031-04-30      | 6.2500%  | 0.0000% | $23727000.00       | $23642334.16       | Corporate Debt Securities                         |
| LFS TOPCO LLC                  SR 144A NT 30       | 2030-07-15      | 8.7500%  | 0.0000% | $674000.00         | $666930.30         | Corporate Debt Securities                         |
| MAGNERA CORP                   SR SEC GLBL 31      | 2031-11-15      | 7.2500%  | 0.0000% | $860000.00         | $807669.72         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 4.6250%  | 0.0000% | $1889000.00        | $1796224.91        | Corporate Debt Securities                         |
| LINDBLAD EXPEDITIONS LLC       1LIEN GLBL 30       | 2030-09-15      | 7.0000%  | 0.0000% | $762000.00         | $787481.28         | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL 29      | 2029-11-15      | 10.0000% | 0.0000% | $2308000.00        | $2422507.57        | Corporate Debt Securities                         |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29     | 2029-09-01      | 6.7500%  | 0.0000% | $1347000.00        | $1395832.12        | Corporate Debt Securities                         |
| FERTITTA ENTMT LLC / FERTITTA  SR SEC 144A NT29    | 2029-01-15      | 4.6250%  | 0.0000% | $1094000.00        | $1076276.74        | Corporate Debt Securities                         |
| NCL CORP LTD                   SR GLBL 144A 31     | 2031-01-15      | 5.8750%  | 0.0000% | $905000.00         | $891800.95         | Corporate Debt Securities                         |
| NEW HOME CO INC                SR 144A NT8.5%30    | 2030-11-01      | 8.5000%  | 0.0000% | $238000.00         | $252209.53         | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL REGS 28     | 2028-11-15      | 5.7500%  | 0.0000% | $23000.00          | $23570.96          | Corporate Debt Securities                         |
| AMERICAN NEWS HOLDINGS LLC     SR SEC GLBL 27      | 2027-09-01      | 8.5000%  | 0.0000% | $72693.00          | $83519.21          | Corporate Debt Securities                         |
| CHURCHILL DOWNS INC            SR GLBL 144A 28     | 2028-01-15      | 4.7500%  | 0.0000% | $805000.00         | $807305.65         | Corporate Debt Securities                         |
| CVR ENERGY INC                 SR 144A NT 34       | 2034-02-15      | 7.8750%  | 0.0000% | $2791000.00        | $2849143.51        | Corporate Debt Securities                         |
| CHART INDS INC                 SR SEC 144A NT31    | 2031-01-01      | 9.5000%  | 0.0000% | $400000.00         | $432869.11         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP SR GLBL -CC    | 2500-12-31      | 7.1250%  | 0.0000% | $19061000.00       | $19652153.09       | Corporate Debt Securities                         |
| BANIJAY ENTMT S A S            SR SEC GLBL 29      | 2029-05-01      | 8.1250%  | 0.0000% | $400000.00         | $428959.72         | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 31       | 2031-03-01      | 4.3750%  | 0.0000% | $532000.00         | $480385.43         | Corporate Debt Securities                         |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28     | 2028-08-15      | 8.2500%  | 0.0000% | $472000.00         | $490656.98         | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $1120.00           | $1264.89           | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 31       | 2031-03-01      | 4.3750%  | 0.0000% | $478000.00         | $431624.51         | Corporate Debt Securities                         |
| TRANSDIGM INC                  1LIEN GLBL 29       | 2029-03-01      | 6.3750%  | 0.0000% | $1260000.00        | $1296272.78        | Corporate Debt Securities                         |
| TURNING PT BRANDS INC          SR SEC 144A NT32    | 2032-03-15      | 7.6250%  | 0.0000% | $312000.00         | $323382.15         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR 144A NT 28       | 2028-03-01      | 5.8750%  | 0.0000% | $3000.00           | $3056.85           | Corporate Debt Securities                         |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $379000.00         | $407180.54         | Corporate Debt Securities                         |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $2379000.00        | $2555890.54        | Corporate Debt Securities                         |
| VIASAT INC                     1LIEN GLBL 27       | 2027-04-15      | 5.6250%  | 0.0000% | $2000000.00        | $1999287.50        | Corporate Debt Securities                         |
| MUVICO LLC                     1LIEN GLBL PIK29    | 2029-02-19      | 15.0000% | 0.0000% | $10.00             | $10.84             | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY LLC        SR 144A NT 33       | 2033-05-01      | 6.3750%  | 0.0000% | $19111000.00       | $19117442.00       | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 30     | 2030-05-01      | 4.6250%  | 0.0000% | $118000.00         | $117121.67         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-30      | 9.5000%  | 0.0000% | $800000.00         | $779509.33         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 28       | 2028-02-15      | 5.9500%  | 0.0000% | $1020000.00        | $1000748.35        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-08-01      | 9.0000%  | 0.0000% | $3898000.00        | $3719120.78        | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29     | 2029-10-01      | 5.1250%  | 0.0000% | $292000.00         | $290533.71         | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR NT 5.35%43       | 2043-11-01      | 5.3500%  | 0.0000% | $100000.00         | $97200.14          | Corporate Debt Securities                         |
| OWENS BROCKWAY                 SR GLBL 144A 27     | 2027-05-13      | 6.6250%  | 0.0000% | $3785000.00        | $3891867.90        | Corporate Debt Securities                         |
| INEOS FINANCE PLC              SR SEC GLBL 28      | 2028-05-15      | 6.7500%  | 0.0000% | $2478000.00        | $2563881.29        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 34     | 2034-02-15      | 6.7500%  | 0.0000% | $10510000.00       | $10287634.68       | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 34     | 2034-02-15      | 6.7500%  | 0.0000% | $151000.00         | $147805.22         | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 34     | 2034-02-15      | 6.7500%  | 0.0000% | $540000.00         | $528574.95         | Corporate Debt Securities                         |
| TUTOR PERINI CORP              SR GLBL 144A 29     | 2029-04-30      | 11.8750% | 0.0000% | $400000.00         | $436184.00         | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29     | 2029-12-15      | 7.8750%  | 0.0000% | $197000.00         | $210443.53         | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29     | 2029-12-15      | 7.8750%  | 0.0000% | $1769000.00        | $1889718.77        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29     | 2029-12-15      | 7.8750%  | 0.0000% | $4360000.00        | $4657531.85        | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR 26 144A NT 37    | 2037-11-14      | 7.7500%  | 0.0000% | $10000.00          | $10636.36          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR BD 6.375%45      | 2045-01-23      | 6.3750%  | 0.0000% | $1997000.00        | $1684483.65        | Corporate Debt Securities                         |
| SMYRNA READY MIX LLC           SR SEC GLBL 28      | 2028-11-01      | 6.0000%  | 0.0000% | $1168000.00        | $1202880.37        | Corporate Debt Securities                         |
| SMYRNA READY MIX LLC           SR SEC GLBL 28      | 2028-11-01      | 6.0000%  | 0.0000% | $2846000.00        | $2930991.05        | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 7%28     | 2028-03-15      | 7.0000%  | 0.0000% | $100000.00         | $101997.00         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 29       | 2029-04-01      | 4.6500%  | 0.0000% | $1927000.00        | $1729590.09        | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC          SR SEC 144A NT27    | 2027-11-01      | 8.7500%  | 0.0000% | $137000.00         | $134095.18         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $2816958.00        | $2967712.20        | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT27    | 2027-08-15      | 5.8750%  | 0.0000% | $662000.00         | $670612.34         | Corporate Debt Securities                         |
| DYCOM INDS INC                 SR GLBL 144A 29     | 2029-04-15      | 4.5000%  | 0.0000% | $74000.00          | $72203.65          | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 34     | 2034-03-15      | 7.8750%  | 0.0000% | $3000.00           | $3095.43           | Corporate Debt Securities                         |
| FMC CORP                       SR GLBL NT4.5%49    | 2049-10-01      | 4.5000%  | 0.0000% | $4000.00           | $2460.78           | Corporate Debt Securities                         |
| ALUMINA PTY LTD                SR GLBL 144A 32     | 2032-09-15      | 6.3750%  | 0.0000% | $2582000.00        | $2673347.93        | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-04-15      | 6.5000%  | 0.0000% | $944.00            | $932.08            | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 29      | 2029-11-01      | 9.5000%  | 0.0000% | $1.00              | $1.06              | Corporate Debt Securities                         |
| ALLY FINL INC                  PERP JR SB GLBL     | 2500-12-31      | 4.7000%  | 0.0000% | $100000.00         | $100778.17         | Corporate Debt Securities                         |
| AMERICAN AXLE & MFG INC        SR GLBL NT 28       | 2028-07-01      | 6.8750%  | 0.0000% | $2000.00           | $2044.31           | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30     | 2030-03-01      | 4.7500%  | 0.0000% | $1578000.00        | $1512331.09        | Corporate Debt Securities                         |
| CARS COM INC                   SR GLBL 144A 28     | 2028-11-01      | 6.3750%  | 0.0000% | $972000.00         | $985800.38         | Corporate Debt Securities                         |
| CVR ENERGY INC                 SR GLBL 144A 31     | 2031-02-15      | 7.5000%  | 0.0000% | $1527000.00        | $1567404.42        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 27     | 2027-05-01      | 5.1250%  | 0.0000% | $123000.00         | $125946.17         | Corporate Debt Securities                         |
| ZIGGO B V                      1LIEN GLBL 30       | 2030-01-15      | 4.8750%  | 0.0000% | $2794000.00        | $2639607.05        | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-01-31      | 4.2500%  | 0.0000% | $1538000.00        | $1348065.97        | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-01-31      | 4.2500%  | 0.0000% | $1870000.00        | $1639065.91        | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-01-31      | 4.2500%  | 0.0000% | $3000000.00        | $2629517.50        | Corporate Debt Securities                         |
| WYNN MACAU LTD                 SR GLBL 144A 28     | 2028-08-26      | 5.6250%  | 0.0000% | $558000.00         | $560098.08         | Corporate Debt Securities                         |
| WYNN MACAU LTD                 SR GLBL 144A 27     | 2027-10-01      | 5.5000%  | 0.0000% | $500000.00         | $500640.28         | Corporate Debt Securities                         |
| W & T OFFSHORE INC             SR SEC GLBL 29      | 2029-02-01      | 10.7500% | 0.0000% | $1500000.00        | $1596114.58        | Corporate Debt Securities                         |
| WYNN MACAU LTD                 SR GLBL 144A 28     | 2028-08-26      | 5.6250%  | 0.0000% | $442000.00         | $443661.92         | Corporate Debt Securities                         |
| TRONOX INC                     SR SEC GLBL 30      | 2030-09-30      | 9.1250%  | 0.0000% | $153000.00         | $156411.01         | Corporate Debt Securities                         |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 35     | 2035-12-15      | 6.5000%  | 0.0000% | $1132000.00        | $1146083.34        | Corporate Debt Securities                         |
| DISCOVERY GLOBAL HOLDINGS INC  SR GLBL NT 42       | 2042-03-15      | 5.0500%  | 0.0000% | $297000.00         | $214321.88         | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 31     | 2031-10-15      | 3.8750%  | 0.0000% | $378000.00         | $349557.23         | Corporate Debt Securities                         |
| MATADOR RES CO                 SR GLBL 144A 32     | 2032-04-15      | 6.5000%  | 0.0000% | $312000.00         | $319013.24         | Corporate Debt Securities                         |
| MICHAELS COS INC               1LIEN 144A NT 33    | 2033-03-15      | 8.5000%  | 0.0000% | $600000.00         | $600147.67         | Corporate Debt Securities                         |
| MICHAELS COS INC               1LIEN 144A NT 33    | 2033-03-15      | 8.5000%  | 0.0000% | $3000000.00        | $3000738.33        | Corporate Debt Securities                         |
| ITT HOLDINGS LLC               SR 144A NT6.5%29    | 2029-08-01      | 6.5000%  | 0.0000% | $2397000.00        | $2399467.58        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-30      | 9.5000%  | 0.0000% | $78000.00          | $76002.16          | Corporate Debt Securities                         |
| GEOPARK LTD                    SR REGS NT 30       | 2030-01-31      | 8.7500%  | 0.0000% | $400000.00         | $413250.00         | Corporate Debt Securities                         |
| LIBERTY COSTA RICA SR SECD FIN SR SEC REGS NT31    | 2031-01-15      | 10.8750% | 0.0000% | $565000.00         | $608255.69         | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT5.5%33    | 2033-03-01      | 5.5000%  | 0.0000% | $254000.00         | $230709.19         | Corporate Debt Securities                         |
| BANC OF CALIF LOS ANGE         LW TIER II NT 31    | 2031-05-01      | 3.2500%  | 0.0000% | $1778000.00        | $1802642.59        | Corporate Debt Securities                         |
| MATADOR RES CO                 SR GLBL 144A 34     | 2034-04-15      | 6.0000%  | 0.0000% | $348000.00         | $352039.12         | Corporate Debt Securities                         |
| MIDCONTINENT COMM/FINANCE CORP SR 144A NT 8%32     | 2032-08-15      | 8.0000%  | 0.0000% | $1067000.00        | $1024721.90        | Corporate Debt Securities                         |
| SWORD PURCHASER LLC            SR SEC 144A NT33    | 2033-04-15      | 8.2500%  | 0.0000% | $2890000.00        | $2959396.12        | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR DEB 6.95%33      | 2033-03-01      | 6.9500%  | 0.0000% | $9000.00           | $8856.63           | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR DEB 6.95%33      | 2033-03-01      | 6.9500%  | 0.0000% | $371000.00         | $365090.07         | Corporate Debt Securities                         |
| SNAP INC                       SR GLBL 144A 33     | 2033-03-01      | 6.8750%  | 0.0000% | $433000.00         | $425165.89         | Corporate Debt Securities                         |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $1.00              | $1.04              | Corporate Debt Securities                         |
| LAND O LAKES INC               PERP SUB -A 144A    | 2079-12-31      | 8.0000%  | 0.0000% | $1145000.00        | $1147278.55        | Corporate Debt Securities                         |
| OWENS BROCKWAY                 SR GLBL 144A 27     | 2027-05-13      | 6.6250%  | 0.0000% | $1244000.00        | $1279123.82        | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $640.00            | $674.25            | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $322341.00         | $339591.62         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $895684.00         | $943618.02         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 29       | 2029-04-01      | 4.6500%  | 0.0000% | $344000.00         | $308759.21         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 29       | 2029-04-01      | 4.6500%  | 0.0000% | $842000.00         | $755742.01         | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32     | 2032-04-15      | 7.8750%  | 0.0000% | $1510000.00        | $1569963.99        | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 30       | 2030-04-15      | 8.8750%  | 0.0000% | $183000.00         | $192336.28         | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $5000.00           | $4996.02           | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $295000.00         | $294765.11         | Corporate Debt Securities                         |
| GRAY MEDIA INC                 SR GLBL 144A 31     | 2031-11-15      | 5.3750%  | 0.0000% | $1900000.00        | $1528807.29        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            PERP SUB GLBL -G    | 2079-12-31      | 7.1250%  | 0.0000% | $3000.00           | $3171.80           | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      SR SEC GLBL 30      | 2030-10-15      | 7.2500%  | 0.0000% | $2596000.00        | $2651971.92        | Corporate Debt Securities                         |
| ALBION FING 1 S A R L & AGGRE  SR SEC GLBL 30      | 2030-05-21      | 7.0000%  | 0.0000% | $1614000.00        | $1680722.76        | Corporate Debt Securities                         |
| APLD COMPUTECO LLC             1LIEN GLBL 30       | 2030-12-15      | 9.2500%  | 0.0000% | $4032000.00        | $4479959.68        | Corporate Debt Securities                         |
| AEGEA FIN S A R L S A          SR GLBL 144A 36     | 2036-01-20      | 7.6250%  | 0.0000% | $499000.00         | $385830.96         | Corporate Debt Securities                         |
| AEGEA FIN S A R L S A          SR GLBL 144A 36     | 2036-01-20      | 7.6250%  | 0.0000% | $701000.00         | $542019.04         | Corporate Debt Securities                         |
| MCCLATCHY MEDIA CO LLC         SR SEC GLBL 31      | 2031-12-01      | 11.0000% | 0.0000% | $947594.00         | $1089048.73        | Corporate Debt Securities                         |
| AMC GLOBAL MEDIA INC           1LIEN GLBL 32       | 2032-07-15      | 10.5000% | 0.0000% | $1222000.00        | $1294214.09        | Corporate Debt Securities                         |
| AMC GLOBAL MEDIA INC           1LIEN GLBL 32       | 2032-07-15      | 10.5000% | 0.0000% | $2955000.00        | $3129625.73        | Corporate Debt Securities                         |
| ADECOAGRO S A                  SR GLBL 144A 32     | 2032-07-29      | 7.5000%  | 0.0000% | $600000.00         | $604775.00         | Corporate Debt Securities                         |
| AMC GLOBAL MEDIA INC           1LIEN GLBL 32       | 2032-07-15      | 10.5000% | 0.0000% | $737000.00         | $780553.02         | Corporate Debt Securities                         |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 28     | 2028-06-01      | 7.1250%  | 0.0000% | $3666000.00        | $3772752.39        | Corporate Debt Securities                         |
| BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 27      | 2027-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2945.99           | Corporate Debt Securities                         |
| BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 27      | 2027-04-01      | 4.5000%  | 0.0000% | $99000.00          | $97217.51          | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT31    | 2031-02-15      | 10.0000% | 0.0000% | $31000.00          | $32851.42          | Corporate Debt Securities                         |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 28     | 2028-06-01      | 7.1250%  | 0.0000% | $455000.00         | $468249.41         | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GLBL 30      | 2030-01-15      | 6.8750%  | 0.0000% | $297000.00         | $295539.38         | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GLBL 30      | 2030-01-15      | 6.8750%  | 0.0000% | $403000.00         | $401018.08         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29     | 2029-09-01      | 6.3750%  | 0.0000% | $862000.00         | $872980.08         | Corporate Debt Securities                         |
| XPO INC                        SR DEB 6.7%34       | 2034-05-01      | 6.7000%  | 0.0000% | $540000.00         | $587090.10         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28       | 2028-09-30      | 11.0000% | 0.0000% | $22000.00          | $23026.67          | Corporate Debt Securities                         |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 32       | 2032-07-15      | 7.2500%  | 0.0000% | $3342000.00        | $3562390.97        | Corporate Debt Securities                         |
| ARCOSA INC                     SR GLBL 144A 32     | 2032-08-15      | 6.8750%  | 0.0000% | $3000.00           | $3157.15           | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 32       | 2032-10-15      | 6.6250%  | 0.0000% | $510000.00         | $524122.11         | Corporate Debt Securities                         |
| CVR ENERGY INC                 SR GLBL 144A 28     | 2028-02-15      | 5.7500%  | 0.0000% | $1143000.00        | $1151594.41        | Corporate Debt Securities                         |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $2000.00           | $2039.17           | Corporate Debt Securities                         |
| CNX MIDSTREAM PARTNERS LP      SR GLBL 144A 30     | 2030-04-15      | 4.7500%  | 0.0000% | $121000.00         | $117244.06         | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 32       | 2032-10-15      | 6.6250%  | 0.0000% | $1765000.00        | $1813873.59        | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A 144A NT 9%27        | 2027-11-01      | 9.0000%  | 0.0000% | $28000.00          | $33383.00          | Corporate Debt Securities                         |
| AAG FH UK LTD & GLOBAL         SR 144A NT 32       | 2032-01-15      | 8.7500%  | 0.0000% | $2316000.00        | $2177922.01        | Corporate Debt Securities                         |
| AAG FH UK LTD & GLOBAL         SR 144A NT 32       | 2032-01-15      | 8.7500%  | 0.0000% | $1409000.00        | $1324996.59        | Corporate Debt Securities                         |
| UNIGEL LUXEMBOURG SA           SR SEC GLBL 28      | 2028-12-31      | 11.0000% | 0.0000% | $60.00             | $1.15              | Corporate Debt Securities                         |
| UNIGEL LUXEMBOURG SA           GLBL PIK REGS 27    | 2027-12-31      | 13.5000% | 0.0000% | $19.00             | $0.59              | Corporate Debt Securities                         |
| AUNA SA & ONCOSALUD S A C      SR SEC REGS NT32    | 2032-11-06      | 8.7500%  | 0.0000% | $2100000.00        | $2099265.00        | Corporate Debt Securities                         |
| AMC GLOBAL MEDIA INC           1LIEN GLBL 32       | 2032-07-15      | 10.5000% | 0.0000% | $631000.00         | $668288.94         | Corporate Debt Securities                         |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27     | 2027-10-31      | 13.0000% | 0.0000% | $517.00            | $669.33            | Corporate Debt Securities                         |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30      | 2030-08-15      | 4.5000%  | 0.0000% | $887000.00         | $797257.78         | Corporate Debt Securities                         |
| VERMILION ENERGY INC           SR 144A NT 33       | 2033-02-15      | 7.2500%  | 0.0000% | $1027000.00        | $1054127.35        | Corporate Debt Securities                         |
| STAR HLDG LLC                  SR SEC 144A NT31    | 2031-08-01      | 8.7500%  | 0.0000% | $1000.00           | $1041.74           | Corporate Debt Securities                         |
| GRIFFON CORP                   SR GLBL NT 28       | 2028-03-01      | 5.7500%  | 0.0000% | $1365000.00        | $1373508.88        | Corporate Debt Securities                         |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 33      | 2033-05-01      | 7.7500%  | 0.0000% | $709000.00         | $722148.60         | Corporate Debt Securities                         |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 35     | 2035-12-15      | 6.5000%  | 0.0000% | $68000.00          | $68846.00          | Corporate Debt Securities                         |
| SOTHEBYS                       SR SEC GLBL 31      | 2031-04-15      | 8.2500%  | 0.0000% | $400000.00         | $392114.00         | Corporate Debt Securities                         |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 33     | 2033-10-01      | 8.3750%  | 0.0000% | $900000.00         | $908366.88         | Corporate Debt Securities                         |
| MGM CHINA HOLDINGS LIMITED     SR GLBL 144A 27     | 2027-02-01      | 4.7500%  | 0.0000% | $2000000.00        | $2008646.11        | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC          SR SEC 144A NT32    | 2032-04-15      | 7.7500%  | 0.0000% | $4640000.00        | $4535920.93        | Corporate Debt Securities                         |
| V F CORP                       SR GLBL NT 37       | 2037-11-01      | 6.4500%  | 0.0000% | $2000.00           | $1971.24           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33    | 2033-05-15      | 5.5000%  | 0.0000% | $701000.00         | $651844.71         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT 50       | 2050-05-19      | 4.9500%  | 0.0000% | $101000.00         | $65582.08          | Corporate Debt Securities                         |
| SMYRNA READY MIX LLC           SR SEC 144A NT31    | 2031-11-15      | 8.8750%  | 0.0000% | $304000.00         | $330374.15         | Corporate Debt Securities                         |
| SMYRNA READY MIX LLC           SR SEC 144A NT31    | 2031-11-15      | 8.8750%  | 0.0000% | $3184000.00        | $3460234.55        | Corporate Debt Securities                         |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 32       | 2032-07-15      | 7.3750%  | 0.0000% | $1197000.00        | $1274087.30        | Corporate Debt Securities                         |
| GRIFFON CORP                   SR GLBL NT 28       | 2028-03-01      | 5.7500%  | 0.0000% | $45000.00          | $45280.51          | Corporate Debt Securities                         |
| KODIAK GAS SVCS LLC            SR 144A NT 31       | 2031-04-01      | 5.8750%  | 0.0000% | $1706000.00        | $1728225.39        | Corporate Debt Securities                         |
| GRIFFON CORP                   SR GLBL NT 28       | 2028-03-01      | 5.7500%  | 0.0000% | $90000.00          | $90561.02          | Corporate Debt Securities                         |
| CATURUS ENERGY LLC             SR 144A NT8.5%30    | 2030-02-15      | 8.5000%  | 0.0000% | $2051000.00        | $2175369.22        | Corporate Debt Securities                         |
| LCM INVESTMENTS HOLDINGS II LL SR 144A NT 29       | 2029-05-01      | 4.8750%  | 0.0000% | $589000.00         | $591073.03         | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL 144A 27     | 2027-03-15      | 6.8750%  | 0.0000% | $1286000.00        | $1295508.36        | Corporate Debt Securities                         |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 31     | 2031-04-01      | 8.0000%  | 0.0000% | $1079000.00        | $1092805.21        | Corporate Debt Securities                         |
| OI EUROPEAN GROUP BV           SR GLBL 144A 30     | 2030-02-15      | 4.7500%  | 0.0000% | $1109000.00        | $1036355.88        | Corporate Debt Securities                         |
| OI EUROPEAN GROUP BV           SR GLBL 144A 30     | 2030-02-15      | 4.7500%  | 0.0000% | $94000.00          | $87842.61          | Corporate Debt Securities                         |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29     | 2029-03-01      | 9.7500%  | 0.0000% | $100000.00         | $106471.92         | Corporate Debt Securities                         |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29     | 2029-03-01      | 9.7500%  | 0.0000% | $1281000.00        | $1363905.25        | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 36       | 2036-02-15      | 6.3750%  | 0.0000% | $250000.00         | $248165.83         | Corporate Debt Securities                         |
| KOHLS CORP                     CR SEN SR GLBL31    | 2031-05-01      | 5.1250%  | 0.0000% | $2116000.00        | $1792024.82        | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC 144A NT34    | 2034-05-01      | 7.0000%  | 0.0000% | $3640000.00        | $3546003.07        | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC 144A NT34    | 2034-05-01      | 7.0000%  | 0.0000% | $9180000.00        | $8942941.80        | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 28     | 2028-01-15      | 5.5000%  | 0.0000% | $338000.00         | $342391.18         | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 28     | 2028-01-15      | 5.5000%  | 0.0000% | $3637000.00        | $3684250.69        | Corporate Debt Securities                         |
| VZ SECD FING BV                SR SEC GLBL 33      | 2033-01-15      | 7.5000%  | 0.0000% | $441000.00         | $430202.11         | Corporate Debt Securities                         |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 30      | 2030-04-15      | 6.6250%  | 0.0000% | $332000.00         | $342478.06         | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC GLBL 30      | 2030-07-15      | 3.8750%  | 0.0000% | $37000.00          | $35283.28          | Corporate Debt Securities                         |
| WOLFSPEED INC                  2LIEN GLBL PIK31    | 2031-06-15      | 7.0000%  | 0.0000% | $1241.00           | $1043.99           | Corporate Debt Securities                         |
| FRONTERA ENERGY CORP           SR REGS NT 28       | 2028-06-21      | 7.8750%  | 0.0000% | $200000.00         | $204143.75         | Corporate Debt Securities                         |
| ZIGGO B V                      1LIEN GLBL 30       | 2030-01-15      | 4.8750%  | 0.0000% | $1479000.00        | $1397272.31        | Corporate Debt Securities                         |
| POST HLDGS INC                 SR GLBL 144A 31     | 2031-09-15      | 4.5000%  | 0.0000% | $594000.00         | $560418.21         | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL 144A 27     | 2027-03-15      | 6.8750%  | 0.0000% | $565000.00         | $569177.47         | Corporate Debt Securities                         |
| FIVE POINT OPERATING COMPANY   SR GLBL 144A 30     | 2030-10-01      | 8.0000%  | 0.0000% | $243000.00         | $250772.22         | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 9.7500%  | 0.0000% | $2000.00           | $2154.20           | Corporate Debt Securities                         |
| CHOBANI LLC / CHOBANI FIN CORP SR 144A NT 34       | 2034-04-15      | 6.3750%  | 0.0000% | $3476000.00        | $3542498.78        | Corporate Debt Securities                         |
| BROOKFIELD RESIDENTIAL         SR GLBL 144A 27     | 2027-09-15      | 6.2500%  | 0.0000% | $200000.00         | $201604.50         | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 29     | 2029-11-15      | 4.6250%  | 0.0000% | $2172000.00        | $2127860.44        | Corporate Debt Securities                         |
| FORVIA SE                      SR GLBL 144A 33     | 2033-09-15      | 6.7500%  | 0.0000% | $240000.00         | $243534.60         | Corporate Debt Securities                         |
| DELEK LOGISTICS PARTNERS LP /  SR 144A NT 33       | 2033-06-30      | 7.3750%  | 0.0000% | $292000.00         | $307182.05         | Corporate Debt Securities                         |
| CPI CG INCORPORATED            SR SEC GLBL 29      | 2029-07-15      | 10.0000% | 0.0000% | $100000.00         | $107792.67         | Corporate Debt Securities                         |

### Security 614: 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):** $609829535.50
- **C.18.a - Value (excl. sponsor support):** $609829535.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BAIN CAPITAL CREDIT 2020-1     E-RR   20330418 FLT | 2033-04-18      | 9.9252%  | 0.0000% | $4000000.00        | $3820748.03        | Asset-Backed Securities   |
| BAIN CAPITAL CR LTD 2019-2R3   E-R-3  20321018 FLT | 2032-10-18      | 9.5804%  | 0.0000% | $1200000.00        | $1128299.50        | Asset-Backed Securities   |
| BALL CORP                      SR GLBL NT5.5%33    | 2033-09-15      | 5.5000%  | 0.0000% | $328000.00         | $334773.38         | Corporate Debt Securities |
| ANCHORAGE CAP CLO LTD 2015-7R3 E-R3   20370428 FLT | 2037-04-28      | 10.6701% | 0.0000% | $700000.00         | $697033.95         | Asset-Backed Securities   |
| RRD INTER HLDGS INC            SR PIK 144A NT30    | 2030-12-01      | 11.0000% | 0.0000% | $149000.00         | $160572.50         | Corporate Debt Securities |
| MADISON PARK FUNDING 2024-67   E      20370427 FLT | 2037-04-27      | 10.4666% | 0.0000% | $714640.00         | $710040.02         | Asset-Backed Securities   |
| SCULPTOR CLO XXVII LTD         E-RR   20370420 FLT | 2037-04-20      | 11.1052% | 0.0000% | $3750000.00        | $3754480.45        | Asset-Backed Securities   |
| VERUS SECURITIZATION TR 2024-6 B-2    20690725 FLT | 2069-07-25      | 7.8933%  | 0.0000% | $174796.00         | $177608.55         | Asset-Backed Securities   |
| SIXTH STREET CLO LTD 2025-23R  E-R    20381018 FLT | 2038-10-18      | 8.5304%  | 0.0000% | $1000000.00        | $973000.42         | Asset-Backed Securities   |
| VISTRA CORP                    PERP JR SB GLBL     | 2500-12-31      | 8.8750%  | 0.0000% | $23036000.00       | $25301485.02       | Corporate Debt Securities |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3395%  | 0.0000% | $4500000.00        | $4522182.21        | Asset-Backed Securities   |
| LABRADOR AVIA FIN LTD 2016-1   A-1    20420115 FLT | 2042-01-15      | 4.3000%  | 0.0000% | $23388000.00       | $5341899.77        | Asset-Backed Securities   |
| REPUBLIC FINANCE ISS TR 2025-A E      20341120 7.7 | 2034-11-20      | 7.7000%  | 0.0000% | $2811000.00        | $2815680.00        | Asset-Backed Securities   |
| KKR CLO 22                     E      20310721 FLT | 2031-07-21      | 9.9368%  | 0.0000% | $1000000.00        | $979800.23         | Asset-Backed Securities   |
| KKR CLO LTD 2019-24            E      20320420 FLT | 2032-04-20      | 10.3168% | 0.0000% | $3000000.00        | $2850017.37        | Asset-Backed Securities   |
| JCP LENDING CLO LTD 2024-2     E      20370121 FLT | 2037-01-21      | 11.5852% | 0.0000% | $4000000.00        | $3807912.48        | Asset-Backed Securities   |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL28    | 2028-04-15      | 6.0500%  | 0.0000% | $58000.00          | $59548.07          | Corporate Debt Securities |
| WOLFSPEED INC                  2LIEN GLBL PIK31    | 2031-06-15      | 7.0000%  | 0.0000% | $4850708.00        | $4080658.10        | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27     | 2027-10-31      | 13.0000% | 0.0000% | $5826.00           | $7542.57           | Corporate Debt Securities |
| SOUND POINT CLO LTD 2021-30    E      20340725 FLT | 2034-07-25      | 10.2882% | 0.0000% | $4500000.00        | $3703218.08        | Asset-Backed Securities   |
| OCTAGON INVT PART LTD 2019-40R E-R    20350122 FLT | 2035-01-22      | 10.9368% | 0.0000% | $7250000.00        | $6181118.08        | Asset-Backed Securities   |
| FIGRE TRUST 2026-HE2           E      20560125 FLT | 2056-01-25      | 7.0600%  | 0.0000% | $9000000.00        | $8863400.00        | Asset-Backed Securities   |
| HPS CORPORATE LENDING FUND     SR GLBL NT5.3%27    | 2027-06-05      | 5.3000%  | 0.0000% | $500000.00         | $508163.61         | Corporate Debt Securities |
| FORTRESS CR BSL 2024-21        E      20370424 FLT | 2037-04-24      | 11.4971% | 0.0000% | $875000.00         | $873395.41         | Asset-Backed Securities   |
| JEFFERSON MILL CLO LTD 2015-R  E-R    20311020 FLT | 2031-10-20      | 10.3868% | 0.0000% | $1500000.00        | $1307572.85        | Asset-Backed Securities   |
| LCM LTD 2013-13R               E-R    20340720 FLT | 2034-07-20      | 10.9252% | 0.0000% | $3000000.00        | $2528864.36        | Asset-Backed Securities   |
| LAKE SHORE MM CLO LLC 2022-5R  C-R    20370115 FLT | 2037-01-15      | 11.9831% | 0.0000% | $4000000.00        | $3904591.84        | Asset-Backed Securities   |
| HERC HLDGS INC                 SR 144A NT 7%30     | 2030-06-15      | 7.0000%  | 0.0000% | $1521000.00        | $1622085.66        | Corporate Debt Securities |
| SPIRIT AIRLINES 2017-1         AA     20310815 3.3 | 2031-08-15      | 3.3750%  | 0.0000% | $68000.00          | $36810.45          | Asset-Backed Securities   |
| LIVEPERSON INC                 2LIEN GLBL PIK29    | 2029-12-15      | 10.0000% | 0.0000% | $18529024.00       | $15520355.20       | Corporate Debt Securities |
| SOUTHWICK PRK CLO LTD 2019-1RR E-RR   20320720 FLT | 2032-07-20      | 9.9252%  | 0.0000% | $1340000.00        | $1244641.59        | Asset-Backed Securities   |
| SYMPHONY CLO LTD 2020-23R2     E-R2   20340117 FLT | 2034-01-17      | 9.1731%  | 0.0000% | $4755000.00        | $4419592.40        | Asset-Backed Securities   |
| UNIGEL LUXEMBOURG SA           SR SEC GLBL 28      | 2028-12-31      | 11.0000% | 0.0000% | $17.00             | $0.33              | Corporate Debt Securities |
| VOYA CLO LTD 2024-5            E-2    20371015 FLT | 2037-10-15      | 10.6031% | 0.0000% | $2202400.00        | $2182366.88        | Asset-Backed Securities   |
| WELLFLEET CLO 2019-1           D      20320720 FLT | 2032-07-20      | 10.8368% | 0.0000% | $3250000.00        | $2914795.76        | Asset-Backed Securities   |
| AIM AVIATION FIN LTD 2015      A-1    20400215 FLT | 2040-02-15      | 6.2130%  | 0.0000% | $133605000.00      | $19311372.37       | Asset-Backed Securities   |
| APIDOS CLO 2018-30R            D-R    20311020 FLT | 2031-10-20      | 9.4252%  | 0.0000% | $5329430.00        | $5360170.79        | Asset-Backed Securities   |
| RRD PARENT INC                 SR GLBL PIK 31      | 2031-10-15      | 10.0000% | 0.0000% | $2068.00           | $3619.12           | Corporate Debt Securities |
| COLUMBIA CENT CLO 30 LTD 2020  E      20340120 FLT | 2034-01-20      | 10.8768% | 0.0000% | $1889200.00        | $1356240.33        | Asset-Backed Securities   |
| TRUMP MEDIA & TECHNOLOGY GROUP SR SEC GLBL         | 2028-05-29      | 0.0000%  | 0.0000% | $6266000.00        | $5816163.86        | Corporate Debt Securities |
| ARBOR REALTY SENIOR INC        SR GLBL 144A 30     | 2030-07-15      | 7.8750%  | 0.0000% | $1689000.00        | $1629409.97        | Corporate Debt Securities |
| CFG INVESTMENTS LTD 2025-1     B      20360325 9.1 | 2036-03-25      | 9.1600%  | 0.0000% | $3027000.00        | $3070347.31        | Asset-Backed Securities   |
| BLUEMOUNTAIN CLO 2018-3        E      20301025 FLT | 2030-10-25      | 9.8782%  | 0.0000% | $10500000.00       | $7878918.42        | Asset-Backed Securities   |
| BARINGS CLO LTD  2021-III      E      20350118 FLT | 2035-01-18      | 10.5868% | 0.0000% | $1000000.00        | $920610.79         | Asset-Backed Securities   |
| BAIN CAPITAL CREDIT 2019-3RR   E-RR   20341023 FLT | 2034-10-23      | 10.5221% | 0.0000% | $6500000.00        | $5925533.48        | Asset-Backed Securities   |
| ASSURANT CLO 2018-3            E      20311020 FLT | 2031-10-20      | 10.0868% | 0.0000% | $2454135.00        | $2394283.31        | Asset-Backed Securities   |
| BLUEMOUNTAIN CLO 2013-2R       E-R    20301022 FLT | 2030-10-22      | 10.2253% | 0.0000% | $4100000.00        | $4066963.34        | Asset-Backed Securities   |
| BRC GROUP HOLDINGS INC         2LIEN GLBL 28       | 2028-01-01      | 8.0000%  | 0.0000% | $10067000.00       | $9717544.23        | Corporate Debt Securities |
| DRYDEN 2019-68R CLO LTD        E-R    20350716 FLT | 2035-07-16      | 10.6847% | 0.0000% | $5000000.00        | $4561859.81        | Asset-Backed Securities   |
| EATON VANCE CLO LTD 2014-1R    E      20300715 FLT | 2030-07-15      | 9.6347%  | 0.0000% | $500000.00         | $461457.23         | Asset-Backed Securities   |
| AGL CLO LTD 2021-14R           E-R    20341204 FLT | 2034-12-04      | 9.9221%  | 0.0000% | $1540000.00        | $1338091.42        | Asset-Backed Securities   |
| MCCLATCHY MEDIA CO LLC         SR SEC GLBL 31      | 2031-12-01      | 11.0000% | 0.0000% | $9275399.00        | $10660009.95       | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 34     | 2034-03-31      | 5.7500%  | 0.0000% | $90000.00          | $90182.95          | Corporate Debt Securities |
| ALLY BK AUTO CR LKD NT 2025-B  E      20330915 6.1 | 2033-09-15      | 6.1640%  | 0.0000% | $2073253.00        | $1652145.65        | Asset-Backed Securities   |
| ASP UNIFRAX HOLDINGS INC       SR PIK 144A NT29    | 2029-09-30      | 11.1750% | 0.0000% | $1.00              | $0.46              | Corporate Debt Securities |
| HALCYON LN ADV FDG LTD 2018-2  D      20310122 FLT | 2031-01-22      | 10.8253% | 0.0000% | $3900000.00        | $3739341.88        | Asset-Backed Securities   |
| FREEDOM FDG CTR LLC            SR PIK 144A NT32    | 2032-10-01      | 12.0000% | 0.0000% | $24891000.00       | $25567205.50       | Corporate Debt Securities |
| LIFEPOINT HEALTH INC           SR SEC 144A NT34    | 2034-05-01      | 7.0000%  | 0.0000% | $3174000.00        | $3092036.74        | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $37.00             | $38.98             | Corporate Debt Securities |
| LIONS GATE CAPITAL HOLDINGS    SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $3350000.00        | $2922177.08        | Corporate Debt Securities |
| LCM LTD 2022-37                E      20340417 FLT | 2034-04-17      | 11.3031% | 0.0000% | $8000000.00        | $5480637.00        | Asset-Backed Securities   |
| STRUCTURED ASSET SECS 2005-NC2 M7     20350525 FLT | 2035-05-25      | 4.8188%  | 0.0000% | $2998371.00        | $2459344.68        | Asset-Backed Securities   |
| RESEARCH-DRVN MTR AT TR 2026-2 C      20350226 0.0 | 2035-02-26      | 6.0410%  | 0.0000% | $3062151.00        | $3006742.74        | Asset-Backed Securities   |
| PROSPECT CAP CORP              SR GLBL NT 28       | 2028-10-15      | 3.4370%  | 0.0000% | $1000.00           | $884.41            | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR GLBL DB7.3%38    | 2038-07-01      | 7.3000%  | 0.0000% | $747000.00         | $796153.02         | Corporate Debt Securities |
| SIGNATURE BK NEW YORK N Y      LW TIER II 30       | 2030-10-15      | 9.3323%  | 0.0000% | $22000000.00       | $14605545.90       | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 34       | 2034-05-15      | 6.8750%  | 0.0000% | $187000.00         | $193866.72         | Corporate Debt Securities |
| MCF CLO LLC 2017-5RR           E-R2   20371020 FLT | 2037-10-20      | 11.1752% | 0.0000% | $4261600.00        | $4049202.84        | Asset-Backed Securities   |
| 2017 HI IV T 4.68375 15JUN50 144A F                | 2050-06-15      | 4.8376%  | 0.0000% | $18545600.00       | $16394383.44       | Asset-Backed Securities   |
| UTD AUTO CR SEC TR 2023-1      E      20290910 10. | 2029-09-10      | 10.9800% | 0.0000% | $6121000.00        | $6405204.15        | Asset-Backed Securities   |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $12569068.00       | $13325648.38       | Asset-Backed Securities   |
| UNIGEL LUXEMBOURG SA           GLBL PIK REGS 27    | 2027-12-31      | 13.5000% | 0.0000% | $91.00             | $2.84              | Corporate Debt Securities |
| Z CAP CR PART BSL CLO 2024-1   E      20360416 FLT | 2036-04-16      | 11.0295% | 0.0000% | $4900000.00        | $4919527.76        | Asset-Backed Securities   |
| YUM BRANDS INC                 SR GLBL NT 32       | 2032-04-01      | 5.3750%  | 0.0000% | $100000.00         | $100405.99         | Corporate Debt Securities |
| CARMAX SELECT REC TR 2025-B    E      20320915 6.8 | 2032-09-15      | 6.8900%  | 0.0000% | $1413000.00        | $1416734.32        | Asset-Backed Securities   |
| CIFC FUNDING 2015-IIV R3       E-R3   20390118 FLT | 2039-01-18      | 8.4304%  | 0.0000% | $1000000.00        | $967274.30         | Asset-Backed Securities   |
| MCF CLO LTD 2023-10R           E-R    20370415 FLT | 2037-04-15      | 10.1231% | 0.0000% | $5488000.00        | $4964219.57        | Asset-Backed Securities   |
| SOUND POINT CLO  LTD 2020-27R  E-R    20341025 FLT | 2034-10-25      | 10.4882% | 0.0000% | $5300000.00        | $5197524.58        | Asset-Backed Securities   |
| MARINER FIN ISSUANCE TR 2025-A E      20380520 8.6 | 2038-05-20      | 8.6400%  | 0.0000% | $1280000.00        | $1312791.04        | Asset-Backed Securities   |
| SOUND POINT CLO LTD 2020-28    E      20320126 FLT | 2032-01-26      | 10.8282% | 0.0000% | $6500000.00        | $5349385.28        | Asset-Backed Securities   |
| MERIDIAN ARC HOLDCO LLC        SR SEC 144A 31      | 2031-04-30      | 6.2500%  | 0.0000% | $3545000.00        | $3532350.26        | Corporate Debt Securities |
| MYLAN INC                      5.2%48              | 2048-04-15      | 5.2000%  | 0.0000% | $444000.00         | $354687.92         | Corporate Debt Securities |
| LD HOLDINGS GROUP LLC          SR SEC 144A NT27    | 2027-11-01      | 8.7500%  | 0.0000% | $2364000.00        | $2313875.98        | Corporate Debt Securities |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $600000.00         | $657873.20         | Corporate Debt Securities |
| VOYA CLO LTD 2015-2            INC NT 20270723 FLT | 2027-07-23      | 0.0000%  | 0.0000% | $44117451.00       | $8.82              | Asset-Backed Securities   |
| TALEN ENERGY SUPPLY LLC        SR 144A NT 33       | 2033-05-01      | 6.3750%  | 0.0000% | $1000.00           | $1000.34           | Corporate Debt Securities |
| STEM INC                       1LIEN GLBL PIK30    | 2030-12-30      | 11.0000% | 0.0000% | $18063595.00       | $16010868.13       | Corporate Debt Securities |
| HILTON GRAND VAC TRUST 2024-1B D      20390915 8.8 | 2039-09-15      | 8.8500%  | 0.0000% | $2840000.00        | $877912.71         | Asset-Backed Securities   |
| DRYDEN 55 CLO LTD 2018-55      E      20310415 FLT | 2031-04-15      | 9.3347%  | 0.0000% | $1000000.00        | $958889.46         | Asset-Backed Securities   |
| EXETER AUTOMBL REC TR 2025-1   E      20320915 7.4 | 2032-09-15      | 7.4800%  | 0.0000% | $7780000.00        | $7996499.24        | Asset-Backed Securities   |
| EXETER AUTO RECV TR 2023-2     E      20301115 9.7 | 2030-11-15      | 9.7500%  | 0.0000% | $3663000.00        | $3938071.15        | Asset-Backed Securities   |
| ELARA HGV TIMESHARE 2023-A     D      20380225 10. | 2038-02-25      | 10.1000% | 0.0000% | $1089000.00        | $499708.45         | Asset-Backed Securities   |
| ALLO ISSUER LLC 2023-1         C      20530620 12. | 2053-06-20      | 12.1800% | 0.0000% | $5000000.00        | $5193501.67        | Asset-Backed Securities   |
| AMERICAN NEWS HOLDINGS LLC     SR SEC GLBL 27      | 2027-09-01      | 8.5000%  | 0.0000% | $100015.00         | $114910.29         | Corporate Debt Securities |
| AKUMIN INC                     CR SEN SR SEC 31    | 2031-08-31      | 9.7500%  | 0.0000% | $136596.00         | $132957.88         | Corporate Debt Securities |
| MONROE CAPMML CLO LTD 2024-16  E      20360723 FLT | 2036-07-23      | 11.4561% | 0.0000% | $2000000.00        | $1933635.13        | Asset-Backed Securities   |
| FLUTTER TREAS DAC              SR SEC GLBL 31      | 2031-06-04      | 5.8750%  | 0.0000% | $400000.00         | $399811.17         | Corporate Debt Securities |
| NOKIA CORP                     SR NT 6.625%39      | 2039-05-15      | 6.6250%  | 0.0000% | $6000.00           | $6513.21           | Corporate Debt Securities |
| HUT 8 DC LLC                   1LIEN AMZ 144A42    | 2042-11-15      | 6.1920%  | 0.0000% | $3300000.00        | $3319998.00        | Corporate Debt Securities |
| POST CLO 202 10.01476 15OCT34 144A                 | 2034-10-15      | 9.3731%  | 0.0000% | $1500000.00        | $1432308.69        | Asset-Backed Securities   |
| GLS AUTO RECEIVABLES 2023-4    E      20300815 9.7 | 2030-08-15      | 9.7200%  | 0.0000% | $3010000.00        | $3245734.17        | Asset-Backed Securities   |
| HINNT LLC 2024-A               D      20430316 7.0 | 2043-03-16      | 7.0000%  | 0.0000% | $4534000.00        | $1836799.75        | Asset-Backed Securities   |
| OPORTUN ISSUANCE TRUST 2025-B  E      20330509 9.4 | 2033-05-09      | 9.4000%  | 0.0000% | $2250000.00        | $2276758.00        | Asset-Backed Securities   |
| 2019 C52 III 4.36776 15AUG52 144A F                | 2052-08-15      | 4.5106%  | 0.0000% | $13400000.00       | $10284359.75       | Asset-Backed Securities   |
| PETSMART INC / PETSMART FINAN  SR GLBL 144A 33     | 2033-09-15      | 10.0000% | 0.0000% | $8926000.00        | $9130673.18        | Corporate Debt Securities |
| ZAYO ISSUER LLC 2025-3         C      20551020 8.4 | 2055-10-20      | 8.4350%  | 0.0000% | $3000000.00        | $3118740.17        | Asset-Backed Securities   |
| FREEDOM MTG HLDGS LLC          SR 144A NT 33       | 2033-04-01      | 7.8750%  | 0.0000% | $1517000.00        | $1484557.06        | Corporate Debt Securities |
| FIGRE TRUST 2026-HE2           F      20560125 FLT | 2056-01-25      | 8.1700%  | 0.0000% | $7500000.00        | $7448380.42        | Asset-Backed Securities   |
| NASSAU LTD 2020-1R             E-R    20350116 FLT | 2035-01-16      | 12.1447% | 0.0000% | $8550000.00        | $7581629.53        | Asset-Backed Securities   |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $1099694.00        | $1229722.28        | Corporate Debt Securities |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 11.7431% | 0.0000% | $3500000.00        | $3271215.35        | Asset-Backed Securities   |
| WORLDWIDE MEDIA SVCS GROUP INC SR ZRO 144A NT26    | 2026-10-31      | 0.0000%  | 0.0000% | $11558000.00       | $11500210.00       | Corporate Debt Securities |
| NORTHWOOD CAPITAL 2019-18      E      20320520 FLT | 2032-05-20      | 10.4972% | 0.0000% | $7480000.00        | $6864392.97        | Asset-Backed Securities   |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $18563935.00       | $20758942.41       | Corporate Debt Securities |
| AMUR EQPMNT FIN REC LLC 2025-1 E      20340120 8.3 | 2034-01-20      | 8.3500%  | 0.0000% | $854000.00         | $870521.86         | Asset-Backed Securities   |
| ARES CLO LTD 2016-41R2         E-R    20340417 FLT | 2034-04-17      | 10.6847% | 0.0000% | $5000000.00        | $4741059.81        | Asset-Backed Securities   |
| DRYDEN CLO LTD 2020-86R        E-R    20340717 FLT | 2034-07-17      | 10.4420% | 0.0000% | $6000000.00        | $5593084.31        | Asset-Backed Securities   |
| EXETER AUTOMOBILE TR 2022-6    E      20300617 11. | 2030-06-17      | 11.6100% | 0.0000% | $45812000.00       | $48124475.23       | Asset-Backed Securities   |
| GARDEN SPINCO CORP             SR 144A NT 30       | 2030-07-20      | 8.6250%  | 0.0000% | $2000.00           | $2154.72           | Corporate Debt Securities |
| FLAGSHIP CR AUTO TR 2022-4     D      20281016 8.8 | 2028-10-16      | 8.8600%  | 0.0000% | $14049000.00       | $14235383.39       | Asset-Backed Securities   |
| LIONS GATE CAP HLDGS 1 INC     EXTND SR GLBL 30    | 2029-04-15      | 6.0000%  | 0.0000% | $89000.00          | $84170.12          | Corporate Debt Securities |
| OZLM XXII 2018-22              D      20310117 FLT | 2031-01-17      | 9.2420%  | 0.0000% | $5816836.00        | $5275273.36        | Asset-Backed Securities   |
| LCM LTD 2019-30R               E-R    20310421 FLT | 2031-04-21      | 10.4368% | 0.0000% | $3600000.00        | $2718824.84        | Asset-Backed Securities   |
| MARBLE POINT CLO 2021-20 LTD   E      20340424 FLT | 2034-04-24      | 11.0377% | 0.0000% | $700000.00         | $642205.35         | Asset-Backed Securities   |
| OCTAGON LTD 2022-59            E      20350515 FLT | 2035-05-15      | 11.2525% | 0.0000% | $5000000.00        | $4322625.30        | Asset-Backed Securities   |
| NISSAN MTR ACCEP CO LLC        FR 2.75%030928      | 2028-03-09      | 2.7500%  | 0.0000% | $105000.00         | $99865.06          | Corporate Debt Securities |
| UNIGEL NETH HLDG CORP B V      REGS NT 15%44       | 2044-12-31      | 15.0000% | 0.0000% | $23.00             | $1.38              | Corporate Debt Securities |
| TIKEHAU US CLO LTD 2023-R      ER     20360122 FLT | 2036-01-22      | 12.2552% | 0.0000% | $4000000.00        | $3701936.92        | Asset-Backed Securities   |
| THE REALREAL INC               SR SEC PIK 29       | 2029-03-01      | 13.0000% | 0.0000% | $214422.00         | $226227.12         | Corporate Debt Securities |
| CARLYLE US CLO 2024-4 LTD      E      20370720 FLT | 2037-07-20      | 9.6252%  | 0.0000% | $8779900.00        | $8285290.26        | Asset-Backed Securities   |
| CARVAL CLO LTD 2018-1          E      20310716 FLT | 2031-07-16      | 9.7111%  | 0.0000% | $2500000.00        | $2357266.38        | Asset-Backed Securities   |
| CARLYLE GLBL MRKT STGS 2015-5R D-R    20320120 FLT | 2032-01-20      | 10.6368% | 0.0000% | $3470000.00        | $3296967.33        | Asset-Backed Securities   |
| PAGAYA U S HLDG CO LLC         SR GLBL 144A 30     | 2030-08-01      | 8.8750%  | 0.0000% | $300000.00         | $237900.29         | Corporate Debt Securities |
| OPORTUN ISSUANCE TRUST 2025-C  E      20330708 9.2 | 2033-07-08      | 9.2000%  | 0.0000% | $1240000.00        | $1243267.68        | Asset-Backed Securities   |
| EXETER AUTOMOBILE REC 2022-2   E      20291015 6.3 | 2029-10-15      | 6.3400%  | 0.0000% | $3730000.00        | $3616811.91        | Asset-Backed Securities   |
| GALLATIN CLO VIII LTD 2017-1R  D-2-R  20310715 6.0 | 2031-07-15      | 6.0000%  | 0.0000% | $2927732.00        | $2492934.52        | Asset-Backed Securities   |
| CLARITEV CORPORATION           SR SEC GLBL 31      | 2031-03-31      | 6.7500%  | 0.0000% | $224984.00         | $153410.96         | Corporate Debt Securities |
| MCF CLO IX LTD 2019-1RR        E-R    20360417 FLT | 2036-04-17      | 11.7404% | 0.0000% | $2719200.00        | $2710334.27        | Asset-Backed Securities   |
| RRD PARENT INC                 PERP JR SB GLBL     | 2500-12-31      | 12.0000% | 0.0000% | $8828000.00        | $10756829.72       | Corporate Debt Securities |
| PPM CLO 2019-3R LTD            E-R    20340717 FLT | 2034-07-17      | 10.5520% | 0.0000% | $2000001.00        | $1567281.66        | Asset-Backed Securities   |
| NMEF FUNDING LLC 2025-B        E      20330118 7.6 | 2033-01-18      | 7.6600%  | 0.0000% | $2272000.00        | $2289375.50        | Asset-Backed Securities   |
| GLS AUTO RECV ISSUER TR 2025-2 E      20320615 7.7 | 2032-06-15      | 7.7300%  | 0.0000% | $1590000.00        | $1644536.73        | Asset-Backed Securities   |
| RAD CLO 3 LTD                  E-1-R2 20370715 FLT | 2037-07-15      | 9.5531%  | 0.0000% | $2500000.00        | $2292381.15        | Asset-Backed Securities   |
| NISSAN MTR ACCEP CO LLC        FR 6.125%093030     | 2030-09-30      | 6.1250%  | 0.0000% | $2000.00           | $1979.31           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP -W NT 7.5%     | 2500-12-31      | 7.5000%  | 0.0000% | $2000.00           | $2134.17           | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29       | 2029-02-15      | 3.5000%  | 0.0000% | $610000.00         | $591066.62         | Corporate Debt Securities |
| JP MORGAN MTG ACQ 2006-NC1     M-2    20360425 FLT | 2036-04-25      | 4.2788%  | 0.0000% | $2208574.00        | $1999949.37        | Asset-Backed Securities   |
| 2018 H4 III 5.04754 15DEC51 144A FR                | 2051-12-15      | 5.2152%  | 0.0000% | $6423027.00        | $5542173.69        | Asset-Backed Securities   |
| AMUR EQUIP FIN RECEV 2024-2    E      20321020 8.8 | 2032-10-20      | 8.8800%  | 0.0000% | $1085000.00        | $1112067.13        | Asset-Backed Securities   |
| ATLAS SR LN FD LTD 2022-1      E      20300715 FLT | 2030-07-15      | 12.1831% | 0.0000% | $4400000.00        | $4425591.68        | Asset-Backed Securities   |
| BATT CLO VIII 2020-8R2 LTD     D-1-R2 20300718 FLT | 2030-07-18      | 10.6868% | 0.0000% | $2242567.00        | $2177237.81        | Asset-Backed Securities   |
| CARRINGTON MTG LN 2007-FRE1    A-4    20361225 FLT | 2036-12-25      | 4.1888%  | 0.0000% | $13201000.00       | $11372506.68       | Asset-Backed Securities   |
| BLACK PEARL COMPUTE LLC        SR SEC GLBL 31      | 2031-02-15      | 6.1250%  | 0.0000% | $1183000.00        | $1213995.75        | Corporate Debt Securities |
| CATAMARAN CLO 2014-1R LTD      D-R    20300422 FLT | 2030-04-22      | 10.7052% | 0.0000% | $6200000.00        | $5706721.45        | Asset-Backed Securities   |
| COULMBIA CENT CLO 2018-27R     E-R    20350125 FLT | 2035-01-25      | 11.1982% | 0.0000% | $2039455.00        | $2103312.75        | Asset-Backed Securities   |
| GPD COS INCORPORATED           SR SEC PIK 29       | 2029-12-31      | 12.5000% | 0.0000% | $21481000.00       | $14320666.67       | Corporate Debt Securities |
| JP MORGAN MTG ACQ 2007-CH2     MV-5   20370125 FLT | 2037-01-25      | 4.6688%  | 0.0000% | $7552900.00        | $6456152.99        | Asset-Backed Securities   |
| IVY HILL MID MKT CR FD 2024-22 E      20360421 FLT | 2036-04-20      | 11.5252% | 0.0000% | $5587800.00        | $5378656.77        | Asset-Backed Securities   |
| MP CLO VIII LTD 2015-8RR       E-RR   20340428 FLT | 2034-04-28      | 11.1517% | 0.0000% | $1500000.00        | $1381409.31        | Asset-Backed Securities   |
| TRANSDIGM INC                  2LIEN GLBL 32       | 2032-03-01      | 6.6250%  | 0.0000% | $681000.00         | $705963.85         | Corporate Debt Securities |
| TOUCAN FINCO UK LTD / TOUCAN F SR SEC GLBL 30      | 2030-05-15      | 9.5000%  | 0.0000% | $239000.00         | $220599.79         | Corporate Debt Securities |
| OCTAGON INV PTNS 2018-36       E      20310415 FLT | 2031-04-15      | 9.3647%  | 0.0000% | $7250000.00        | $6977921.73        | Asset-Backed Securities   |
| MADISON PK FDG LTD 2021-48R    E-R    20390119 FLT | 2039-01-19      | 9.6752%  | 0.0000% | $2000000.00        | $1928115.13        | Asset-Backed Securities   |
| RIVIAN HOLDINGS LLC / RIVIAN   SR SEC GLBL 31      | 2031-01-15      | 10.0000% | 0.0000% | $19794000.00       | $20306994.50       | Corporate Debt Securities |
| VERUS SECURITIZAT TR 2024-8    B-2    20691025 FLT | 2069-10-25      | 7.6126%  | 0.0000% | $1280952.00        | $1293226.53        | Asset-Backed Securities   |
| SHACKLETON CLO 2014-V-R LTD    E      20310507 FLT | 2031-05-07      | 10.0715% | 0.0000% | $9900000.00        | $8455304.00        | Asset-Backed Securities   |
| VERUS SECURITIZATION TR 2025-3 B-2    20700525 FLT | 2070-05-25      | 7.4906%  | 0.0000% | $7125000.00        | $7153714.21        | Asset-Backed Securities   |
| POST HLDGS INC                 SR GLBL 144A 36     | 2036-03-15      | 6.5000%  | 0.0000% | $12000.00          | $11965.50          | Corporate Debt Securities |
| RAMP SERIES TRUST 2006-RS4     M-1    20360725 FLT | 2036-07-25      | 4.2938%  | 0.0000% | $190627.00         | $128944.85         | Asset-Backed Securities   |
| RR LTD 2025-36R                D-R    20400117 FLT | 2040-01-17      | 8.9231%  | 0.0000% | $1500000.00        | $1499846.94        | Asset-Backed Securities   |

### Security 615: 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):** $799911448.00
- **C.18.a - Value (excl. sponsor support):** $799911448.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| VANECK ETF TRUST               LOW CARBN ENERGY | 2500-12-31      | N/A      | 0.0000% | $761.00            | $115304.51         | Equities   |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $41605.00          | $3379574.15        | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $404320.00         | $19310323.20       | Equities   |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $425.00            | $34226.53          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET HEA | 2500-12-31      | N/A      | 0.0000% | $281992.00         | $40279737.28       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3230.00           | $304947.53         | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $46834.00          | $726395.34         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $23351.00          | $3009943.90        | Equities   |
| NORTHERN LTS FD TR II          BEACON TACTICAL  | 2500-12-31      | N/A      | 0.0000% | $910.00            | $24544.16          | Equities   |
| NOMURA ETF TR                  FOCUSED INTERNAT | 2500-12-31      | N/A      | 0.0000% | $8192.00           | $213770.24         | Equities   |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $508000.00         | $14025880.00       | Equities   |
| ISHARES TR                     ESG MSCI KLD 400 | 2500-12-31      | N/A      | 0.0000% | $1908.00           | $256702.32         | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $839.00            | $19498.36          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3448.00           | $611738.30         | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $56606.00          | $40279697.48       | Equities   |
| ISHARES INC                    MSCI JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $463998.00         | $40279666.38       | Equities   |
| ISHARES TR                     A RATE CP BD ETF | 2500-12-31      | N/A      | 0.0000% | $94990.00          | $4511075.10        | Equities   |
| ISHARES TR                     MSCI KOKUSAI ETF | 2500-12-31      | N/A      | 0.0000% | $1611.00           | $231499.73         | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $1108414.00        | $40279764.76       | Equities   |
| INVESTMENT MANAGERS SER TR II  ALTERNATIVE ACCE | 2500-12-31      | N/A      | 0.0000% | $704.00            | $17568.32          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $5550.00           | $152888.07         | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $144795.00         | $10917543.00       | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY MUNI | 2500-12-31      | N/A      | 0.0000% | $6010.00           | $152623.95         | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS KNOWLEDGE LE | 2500-12-31      | N/A      | 0.0000% | $824.00            | $45380.73          | Equities   |
| GLOBAL X FDS                   DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $2062.00           | $55431.10          | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  CORE PLUS INCM   | 2500-12-31      | N/A      | 0.0000% | $100788.00         | $2258659.08        | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $50781.00          | $189413.13         | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $417568.00         | $2062785.92        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P 500A EQL     | 2500-12-31      | N/A      | 0.0000% | $895.00            | $33740.78          | Equities   |
| WISDOMTREE TR                  GLOBAL DEFENSE   | 2500-12-31      | N/A      | 0.0000% | $7003.00           | $223717.14         | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $6404.00           | $234177.63         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $218689.00         | $6737808.09        | Equities   |
| FLEXSHARES TR                  EMRG MKT QT LW   | 2049-12-31      | N/A      | 0.0000% | $564.00            | $18005.31          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV HIGH INCM STRGC  | 2500-12-31      | N/A      | 0.0000% | $12531.00          | $556499.20         | Equities   |
| PROSHARES TR II                ULTRA BLOOMBERG  | 2500-12-31      | N/A      | 0.0000% | $25659.00          | $311500.26         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $942208.00         | $40279392.00       | Equities   |
| EMBRAER S.A.                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $488092.00         | $29671112.68       | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $48288.00          | $2053205.76        | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $208.00            | $4041.44           | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $5246.00           | $89601.68          | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $1248858.00        | $2809930.50        | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $56344.00          | $40279762.16       | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $27778.00          | $674335.95         | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2407.00           | $77415.14          | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $16725.00          | $42648.75          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE BRAZIL      | 2500-12-31      | N/A      | 0.0000% | $22955.00          | $554592.80         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1021024.00        | $40279396.80       | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1019.30           | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $470833.00         | $40279763.15       | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT | 2500-12-31      | N/A      | 0.0000% | $415.00            | $26264.19          | Equities   |
| MAN ETF SER TR                 ACTIVE EMERGING  | 2500-12-31      | N/A      | 0.0000% | $2156.00           | $64574.14          | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $29995.00          | $19843792.15       | Equities   |
| GABELLI ETFS TRUST             KEELEY DIVIDEND  | 2500-12-31      | N/A      | 0.0000% | $941.00            | $25516.06          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI CBRE REAL A | 2500-12-31      | N/A      | 0.0000% | $29.00             | $873.85            | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $2522.00           | $123883.41         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $846.00            | $73366.90          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II SWITZLND ALPHA   | 2500-12-31      | N/A      | 0.0000% | $1935.00           | $152871.97         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $2421.00           | $74272.89          | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $4896.00           | $166992.28         | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $701126.00         | $40279688.70       | Equities   |
| AMERICAN CENTY ETF TR          SELECT HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $4325.00           | $200203.39         | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $379138.00         | $40279621.12       | Equities   |
| ABRDN FDS                      INTL SMALL CAP A | 2500-12-31      | N/A      | 0.0000% | $7328.00           | $263764.76         | Equities   |
| EA SERIES TRUST                STRIVE EMERGING  | 2500-12-31      | N/A      | 0.0000% | $2562.00           | $114365.89         | Equities   |
| ADVISOR MANAGED PORTFOLIOS     OPTIMIZE STRATEG | 2500-12-31      | N/A      | 0.0000% | $6154.00           | $251419.82         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $175948.00         | $10219059.84       | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $781.00            | $19817.88          | Equities   |
| 2023 ETF SERIES TRUST          PICTET CLEANER P | 2500-12-31      | N/A      | 0.0000% | $81.00             | $2335.89           | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $1987112.00        | $10929116.00       | Equities   |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $102276.00         | $40279357.08       | Equities   |
| HARBOR ETF TRUST               SMID CAP CORE    | 2500-12-31      | N/A      | 0.0000% | $282.00            | $7393.48           | Equities   |
| MATTHEWS ASIA FDS              EMERGING MKT DIS | 2500-12-31      | N/A      | 0.0000% | $1122.00           | $33693.66          | Equities   |
| GUINNESS ATKINSON FDS          DIVIDEND BUILDER | 2500-12-31      | N/A      | 0.0000% | $3491.00           | $112358.88         | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $217.00            | $5513.97           | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES     | 2500-12-31      | N/A      | 0.0000% | $4541.00           | $114274.26         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $24739.00          | $260254.28         | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $29410.00          | $314098.80         | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $30254.00          | $961169.58         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY INTERST | 2500-12-31      | N/A      | 0.0000% | $177000.00         | $8301300.00        | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2459.37           | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $267.00            | $8678.27           | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $2545.00           | $1080250.70        | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $375.00            | $15506.25          | Equities   |
| FULL TRUCK ALLIANCE CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $4103632.00        | $34142218.24       | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $70.00             | $1742.84           | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3265.00           | $121042.04         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NASDAQ-100 SEL   | 2500-12-31      | N/A      | 0.0000% | $1508.00           | $206098.36         | Equities   |
| COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1784856.00        | $2266767.12        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES EMERGING | 2500-12-31      | N/A      | 0.0000% | $1989.00           | $101548.40         | Equities   |
| ADLAI NORTYE LTD               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $193586.00         | $2727626.74        | Equities   |
| EA SERIES TRUST                ROCKCREEK GLOBAL | 2500-12-31      | N/A      | 0.0000% | $2261.00           | $64669.80          | Equities   |
| ADVISORSHARES TR               DORSEY WRIGT ADR | 2500-12-31      | N/A      | 0.0000% | $1070.00           | $88403.40          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST BLUEMONTE DIVERS | 2500-12-31      | N/A      | 0.0000% | $3375.00           | $86684.51          | Equities   |
| DIREXION SHARES ETF TRUST      DAILY S&P 500 BU | 2500-12-31      | N/A      | 0.0000% | $5835.00           | $1398066.00        | Equities   |
| DIREXION SHARES ETF TRUST      DAILY JUNIOR GOL | 2500-12-31      | N/A      | 0.0000% | $1751.00           | $306162.35         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  US MULTI-SECTOR  | 2500-12-31      | N/A      | 0.0000% | $60809.00          | $1675287.95        | Equities   |
| COTWO ADVISORS PHYSICAL EUROPE COMMON UNITS     | 2500-12-31      | N/A      | 0.0000% | $2005.00           | $34034.88          | Equities   |
| ABRDN PLATINUM ETF TRUST       PHYSCL PLATM SHS | 2500-12-31      | N/A      | 0.0000% | $44883.00          | $7657039.80        | Equities   |
| ALPS ETF TR                    ALERIAN MLP      | 2500-12-31      | N/A      | 0.0000% | $581513.00         | $30895785.69       | Equities   |
| AB ACTIVE ETFS INC             NEW YORK INTERME | 2500-12-31      | N/A      | 0.0000% | $59595.00          | $1493450.70        | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $264.00            | $9311.28           | Equities   |
| AB ACTIVE ETFS INC             INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $127.00            | $3473.34           | Equities   |
| VICTORY PORTFOLIOS II          VCSHS US 500 ENH | 2500-12-31      | N/A      | 0.0000% | $6943.00           | $531513.03         | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $96770.00          | $93866.90          | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $328182.00         | $2333374.02        | Equities   |
| GRUPO SUPERVIELLE S.A.         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $950360.00         | $8106570.80        | Equities   |
| HALEON PLC                     SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $2341896.00        | $21779632.80       | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSPORTA | 2500-12-31      | N/A      | 0.0000% | $43.00             | $2711.34           | Equities   |
| ULTRAPAR PARTICIPACOES SA      SP ADR REP COM   | 2500-12-31      | N/A      | 0.0000% | $1563538.00        | $9037249.64        | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $60981.00          | $9341679.39        | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $5216.00           | $310366.08         | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $28648.00          | $1256962.51        | Equities   |
| VISA INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $7894.00           | $2643384.84        | Equities   |
| WALMART INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $9304.00           | $1191005.04        | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1419680.00        | $4046088.00        | Equities   |
| PIMCO ETF TR                   MULTISECTOR BD   | 2500-12-31      | N/A      | 0.0000% | $90834.00          | $2399834.28        | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $11184.00          | $542200.32         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  KBW BK ETF       | 2500-12-31      | N/A      | 0.0000% | $3667.00           | $315472.01         | Equities   |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $198512.00         | $16355403.68       | Equities   |
| BLACKROCK ETF TRUST            ISHARES HEALTH I | 2500-12-31      | N/A      | 0.0000% | $4604.00           | $127119.20         | Equities   |
| BITWISE DOGECOIN ETF           COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $1451.00           | $24151.90          | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $4032.00           | $843696.00         | Equities   |
| PROSHARES TR                   ULTRA HIGH YLD   | 2500-12-31      | N/A      | 0.0000% | $7200.00           | $562105.44         | Equities   |
| BOEING CO                      COM              | 2500-12-31      | N/A      | 0.0000% | $73227.00          | $16410902.97       | Equities   |
| TENCENT MUSIC ENTMT GROUP      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $4465600.00        | $40279712.00       | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $257074.00         | $524430.96         | Equities   |
| ISHARES TR                     CHINA SM-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $23373.00          | $778795.37         | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $425744.00         | $40279639.84       | Equities   |
| PROCURE ETF TRUST II           SPACE ETF        | 2500-12-31      | N/A      | 0.0000% | $58248.00          | $2889683.28        | Equities   |
| CALAMOS ETF TR                 ANTETOKOUNMPO GL | 2500-12-31      | N/A      | 0.0000% | $688.00            | $24239.82          | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $314.00            | $28981.70          | Equities   |
| TRILLER GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $312377.00         | $74814.29          | Equities   |
| RBB FD INC                     US TREAS 20YR BD | 2500-12-31      | N/A      | 0.0000% | $1457.00           | $61840.47          | Equities   |

### Security 616: 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):** $875208381.25
- **C.18.a - Value (excl. sponsor support):** $875208381.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| APA CORPORATION                GLBL NT 6.75%55     | 2055-02-15      | 6.7500%  | 0.0000% | $8000.00           | $8256.10           | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.75%55     | 2055-02-15      | 6.7500%  | 0.0000% | $467000.00         | $481949.84         | Corporate Debt Securities                         |
| BX TRUST 2024-VLT4             B      20410617 FLT | 2041-06-17      | 5.5955%  | 0.0000% | $1150000.00        | $1101170.09        | Private Label Collateralized Mortgage Obligations |
| BUNGE LTD FIN CORP             SR GLBL NT 36       | 2036-03-19      | 5.1500%  | 0.0000% | $200000.00         | $199385.06         | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR GLBL NT 30       | 2030-08-06      | 1.3750%  | 0.0000% | $7000.00           | $6210.95           | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 30     | 2030-11-06      | 4.5510%  | 0.0000% | $5200000.00        | $5236589.80        | Corporate Debt Securities                         |
| CSAIL COML MTG TR 2018-CX12    A-S    20510817 FLT | 2051-08-17      | 4.4634%  | 0.0000% | $480000.00         | $474051.13         | Private Label Collateralized Mortgage Obligations |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 35       | 2035-01-15      | 5.7500%  | 0.0000% | $6000.00           | $6112.92           | Corporate Debt Securities                         |
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 5.4695%  | 0.0000% | $1505000.00        | $146390.10         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDING TR 2023-NQM5  A-3    20630625 FLT | 2063-06-25      | 7.0120%  | 0.0000% | $2390000.00        | $1267119.42        | Private Label Collateralized Mortgage Obligations |
| BANK OF AMER CORP              FR 3.248%102127     | 2027-10-21      | 3.2480%  | 0.0000% | $15000.00          | $14809.53          | Corporate Debt Securities                         |
| COLT MORTGAGE LOAN TR 2022-2   M-1    20670225 FLT | 2067-02-25      | 3.9443%  | 0.0000% | $1500000.00        | $1322285.00        | Private Label Collateralized Mortgage Obligations |
| CUBESMART L P                  SR GLBL NT 3%30     | 2030-02-15      | 3.0000%  | 0.0000% | $1599000.00        | $1513517.46        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT4.8%28    | 2028-09-01      | 4.8000%  | 0.0000% | $3000.00           | $3033.98           | Corporate Debt Securities                         |
| BROWN FORMAN CORP              SR GLBL NT 33       | 2033-04-15      | 4.7500%  | 0.0000% | $797000.00         | $784884.94         | Corporate Debt Securities                         |
| CHASE HOME LENDING 2024-RPL3   A-1-A  20640925 FLT | 2064-09-25      | 3.2500%  | 0.0000% | $1800000.00        | $1387179.25        | Private Label Collateralized Mortgage Obligations |
| CREDIT AGRICOLE SA LONDON BRH  VR 070523-070526    | 2026-07-05      | 4.9471%  | 0.0000% | $2650000.00        | $2664333.41        | Corporate Debt Securities                         |
| `CITIGROUP MTG LN TR 2021-INV2 B-3W   20510525 FLT | 2051-05-25      | 2.9849%  | 0.0000% | $2071000.00        | $1509979.21        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-1511      A-3    20340325 3.5 | 2034-03-25      | 3.5420%  | 0.0000% | $10400000.00       | $9707300.49        | Agency Collateralized Mortgage Obligation         |
| JPMORGAN CHASE & CO            SR NT 4.255%31      | 2031-10-22      | 4.2550%  | 0.0000% | $2653000.00        | $2607807.62        | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              A-2    20641025 FLT | 2064-10-25      | 5.5700%  | 0.0000% | $2178000.00        | $1359647.67        | Private Label Collateralized Mortgage Obligations |
| HPS PRIVATE CR CLO LLC 2025-3  A-1    20370720 FLT | 2037-07-20      | 5.3252%  | 0.0000% | $2960000.00        | $2960412.12        | Asset-Backed Securities                           |
| OBX TRUST 2024-NQM1            A-2    20640625 FLT | 2064-06-25      | 6.1280%  | 0.0000% | $1250000.00        | $710876.93         | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2025-NQM5    A-1A   20660525 FLT | 2066-05-25      | 4.8790%  | 0.0000% | $1048656.00        | $976031.23         | Private Label Collateralized Mortgage Obligations |
| SARANAC CLO III LTD 2014-3R    C-R    20300624 FLT | 2030-06-24      | 6.3062%  | 0.0000% | $282568.00         | $173555.43         | Asset-Backed Securities                           |
| WILLIAMS COS INC               SR GLBL NT4.9%29    | 2029-03-15      | 4.9000%  | 0.0000% | $100000.00         | $101584.50         | Corporate Debt Securities                         |
| OAKTREE STRATEGIC CREDIT FUND  SR GLBL NT 30       | 2030-07-15      | 6.1900%  | 0.0000% | $501000.00         | $505606.28         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 41       | 2041-03-03      | 5.3340%  | 0.0000% | $14979000.00       | $14700922.35       | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL NT 49    | 2049-09-15      | 3.1000%  | 0.0000% | $17000.00          | $11109.75          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.964%102336     | 2036-10-23      | 4.9640%  | 0.0000% | $217000.00         | $209612.28         | Corporate Debt Securities                         |
| REPSOL E&P CAPITAL MARKETS US  SR 144A NT 35       | 2035-09-16      | 5.9760%  | 0.0000% | $24000.00          | $24597.70          | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2024-1 A-3    20690125 6.1 | 2069-01-25      | 6.1180%  | 0.0000% | $2650000.00        | $1163728.72        | Private Label Collateralized Mortgage Obligations |
| SOCIETE GENERALE               SUB REGS NT 55      | 2055-01-19      | 7.1320%  | 0.0000% | $340000.00         | $358220.34         | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TR 2026-MED1  A-1A   20560425 5.1 | 2056-04-25      | 5.1246%  | 0.0000% | $5383623.00        | $4838120.14        | Private Label Collateralized Mortgage Obligations |
| SOUTHWEST AIRLS CO             SR GLBL NT 35       | 2035-11-15      | 5.2500%  | 0.0000% | $698000.00         | $679400.05         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 42       | 2042-03-15      | 4.7500%  | 0.0000% | $525000.00         | $476593.69         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR REGS NT 34       | 2034-01-28      | 6.0450%  | 0.0000% | $637000.00         | $638400.34         | Corporate Debt Securities                         |
| KKR GROUP FIN CO X LLC         SR GLBL 144A 51     | 2051-12-15      | 3.2500%  | 0.0000% | $100000.00         | $63630.75          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.24%080327      | 2027-08-03      | 4.2400%  | 0.0000% | $130000.00         | $131321.67         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $48000.00          | $50632.67          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $120000.00         | $126581.68         | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT 35       | 2035-03-15      | 5.6500%  | 0.0000% | $512000.00         | $514494.72         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $12014000.00       | $12672936.20       | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 41       | 2041-03-01      | 6.3750%  | 0.0000% | $2022000.00        | $2150615.21        | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    GLBL 144A 27        | 2027-09-02      | 4.5116%  | 0.0000% | $205000.00         | $206541.28         | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 52    | 2052-04-01      | 4.1250%  | 0.0000% | $43000.00          | $42469.51          | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP GLBL -L NT     | 2500-12-31      | 6.1000%  | 0.0000% | $1754000.00        | $1758745.54        | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 2.85%030127      | 2027-03-01      | 2.8500%  | 0.0000% | $700000.00         | $694673.58         | Corporate Debt Securities                         |
| STATE STR CORP                 SR SB GLBL NT 31    | 2031-03-03      | 2.2000%  | 0.0000% | $63000.00          | $56608.86          | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL 144A 35     | 2035-03-18      | 6.4500%  | 0.0000% | $271000.00         | $272752.02         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.2%32    | 2032-05-15      | 4.2000%  | 0.0000% | $20000.00          | $19865.20          | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 30     | 2030-08-15      | 4.1250%  | 0.0000% | $20000.00          | $19352.08          | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM4            A-2    20550225 FLT | 2055-02-25      | 5.6030%  | 0.0000% | $2097000.00        | $1406530.27        | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR GLBL NT5.5%33    | 2033-06-01      | 5.5000%  | 0.0000% | $473000.00         | $493837.49         | Corporate Debt Securities                         |
| MASTEC INC                     CR SEN SR GLBL29    | 2029-06-15      | 5.9000%  | 0.0000% | $985000.00         | $1036146.12        | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 28       | 2028-03-15      | 4.5500%  | 0.0000% | $225000.00         | $228005.44         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.875%120945     | 2045-12-09      | 4.8750%  | 0.0000% | $1000.00           | $910.53            | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.875%120945     | 2045-12-09      | 4.8750%  | 0.0000% | $105000.00         | $95606.04          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 33       | 2033-03-09      | 4.8500%  | 0.0000% | $300000.00         | $305481.25         | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT4.95%52    | 2052-09-15      | 4.9500%  | 0.0000% | $2000.00           | $1766.86           | Corporate Debt Securities                         |
| MAGNITITE LTD 2024-38          A-1    20370415 FLT | 2037-04-15      | 5.1531%  | 0.0000% | $15244573.00       | $15284317.51       | Asset-Backed Securities                           |
| SAN DIEGO GAS & ELEC CO        1M GLBL TTT BD49    | 2049-06-15      | 4.1000%  | 0.0000% | $390000.00         | $305820.45         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 5.3%34      | 2034-03-15      | 5.3000%  | 0.0000% | $2107000.00        | $2110339.60        | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1ST MTG BD FR 47    | 2047-06-01      | 3.7500%  | 0.0000% | $363000.00         | $274127.01         | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT2.5%32    | 2032-11-15      | 2.5000%  | 0.0000% | $86000.00          | $71685.16          | Corporate Debt Securities                         |
| PHILLIPS EDISON GROCERY CTR OP GLBL NT 5.75%34     | 2034-07-15      | 5.7500%  | 0.0000% | $1780000.00        | $1860404.08        | Corporate Debt Securities                         |
| KENTUCKY UTILS CO              1M GLBL BD 55       | 2055-08-15      | 5.8500%  | 0.0000% | $12000.00          | $12077.61          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.125%031553     | 2053-03-15      | 5.1250%  | 0.0000% | $100000.00         | $91989.62          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 4%47     | 2047-04-15      | 4.0000%  | 0.0000% | $606000.00         | $476907.86         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT4.4%31    | 2031-07-25      | 4.4000%  | 0.0000% | $400000.00         | $394156.44         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $173000.00         | $177344.46         | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL NT 49    | 2049-09-15      | 3.1000%  | 0.0000% | $84000.00          | $54895.26          | Corporate Debt Securities                         |
| ORANGE S A                     SR GLBL 144A 36     | 2036-01-13      | 5.0000%  | 0.0000% | $3058000.00        | $3030267.34        | Corporate Debt Securities                         |
| PRKCM TR 2025-HOME1            A-3    20600225 FLT | 2060-02-25      | 6.0020%  | 0.0000% | $846293.00         | $681083.15         | Private Label Collateralized Mortgage Obligations |
| PACCAR FINANCIAL CORP          FR 4.6%011028       | 2028-01-10      | 4.6000%  | 0.0000% | $377000.00         | $384934.17         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $9782000.00        | $9929414.74        | Corporate Debt Securities                         |
| SA GLOBAL SUKUK LTD            SR GLBL 144A 35     | 2035-09-17      | 4.6250%  | 0.0000% | $249000.00         | $239783.09         | Corporate Debt Securities                         |
| VICI PROPERTIES LP             SR GLBL NT 35       | 2035-04-01      | 5.6250%  | 0.0000% | $321000.00         | $322499.47         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.526%032428     | 2028-03-24      | 3.5260%  | 0.0000% | $117000.00         | $116440.27         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.526%032428     | 2028-03-24      | 3.5260%  | 0.0000% | $128000.00         | $127387.65         | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.75%34     | 2034-04-01      | 5.7500%  | 0.0000% | $437000.00         | $444617.76         | Corporate Debt Securities                         |
| WELLFLEET CLO LTD 2021-2R      A-1-R  20340717 FLT | 2034-07-17      | 4.8231%  | 0.0000% | $500000.00         | $500779.81         | Asset-Backed Securities                           |
| HALLIBURTON CO                 SR GLBL NT 35       | 2035-11-15      | 4.8500%  | 0.0000% | $60000.00          | $59859.55          | Corporate Debt Securities                         |
| HARBOUR ENERGY PLC             SR GLBL 144A 35     | 2035-04-01      | 6.3270%  | 0.0000% | $321000.00         | $330872.92         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT4.8%47    | 2047-03-15      | 4.8000%  | 0.0000% | $489000.00         | $396530.10         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4%28        | 2028-10-15      | 4.0000%  | 0.0000% | $41000.00          | $40947.38          | Corporate Debt Securities                         |
| LAM RESEARCH CORP              SR GLBL NT 50       | 2050-06-15      | 2.8750%  | 0.0000% | $100000.00         | $64631.12          | Corporate Debt Securities                         |
| LEGGETT & PLATT INC            SR GLBL NT3.5%51    | 2051-11-15      | 3.5000%  | 0.0000% | $806000.00         | $510860.26         | Corporate Debt Securities                         |
| LYB INTL FIN II BV             SR GLBL NT3.5%27    | 2027-03-02      | 3.5000%  | 0.0000% | $150000.00         | $149621.83         | Corporate Debt Securities                         |
| LAD AUTO RECEIVABLES TR 2026-1 A-3    20310415 3.9 | 2031-04-15      | 3.9200%  | 0.0000% | $9810000.00        | $9722566.74        | Asset-Backed Securities                           |
| ELI LILLY & CO                 GLBL NT 4.15%27     | 2027-08-14      | 4.1500%  | 0.0000% | $4652000.00        | $4698339.09        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.3%36    | 2036-04-01      | 5.3000%  | 0.0000% | $993000.00         | $986687.83         | Corporate Debt Securities                         |
| LIBERTY UTILITIES CO DE        SR 144A NT 34       | 2034-01-31      | 5.8690%  | 0.0000% | $343000.00         | $358617.65         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR NT 3.6%42        | 2042-09-15      | 3.6000%  | 0.0000% | $116000.00         | $92272.20          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2016-3          B2     20560425 FLT | 2056-04-25      | 4.0668%  | 0.0000% | $1100000.00        | $1072182.10        | Private Label Collateralized Mortgage Obligations |
| SPGN TRUST 2026-TFLM           A      20410215 FLT | 2041-02-15      | 4.9547%  | 0.0000% | $490986.00         | $490772.22         | Private Label Collateralized Mortgage Obligations |
| 3M CO                          SR GLBL NT 29       | 2029-08-26      | 2.3750%  | 0.0000% | $49000.00          | $46121.85          | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.3750%  | 0.0000% | $1230000.00        | $1138810.53        | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT 49       | 2049-08-26      | 3.2500%  | 0.0000% | $49000.00          | $33212.09          | Corporate Debt Securities                         |
| UBS AG STAMFORD BRH            SR NT 4.864%28      | 2028-01-10      | 4.8640%  | 0.0000% | $250000.00         | $254560.56         | Corporate Debt Securities                         |
| VERUS SECTR 2022-2             A-1    20670225 FLT | 2067-02-25      | 4.2600%  | 0.0000% | $1200000.00        | $833539.65         | Private Label Collateralized Mortgage Obligations |
| UNITED PARCEL SVCS INC         SR GLBL NT3.4%46    | 2046-11-15      | 3.4000%  | 0.0000% | $82000.00          | $59749.57          | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 33       | 2033-03-15      | 5.6500%  | 0.0000% | $400000.00         | $416257.00         | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 4%30     | 2030-04-15      | 4.0000%  | 0.0000% | $70000.00          | $69763.87          | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 33       | 2033-03-15      | 5.6500%  | 0.0000% | $1765000.00        | $1836734.01        | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.625%52    | 2052-05-15      | 5.6250%  | 0.0000% | $50000.00          | $46721.06          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $1430000.00        | $1438427.47        | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -J NT 51    | 2051-05-15      | 3.4500%  | 0.0000% | $24000.00          | $16279.50          | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -J NT 51    | 2051-05-15      | 3.4500%  | 0.0000% | $78000.00          | $52908.38          | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             FR 4.197%070728     | 2028-07-07      | 4.1970%  | 0.0000% | $230000.00         | $231955.90         | Corporate Debt Securities                         |
| ABPCID LDG FDG CLO LP 2024-18  B      20360730 FLT | 2036-07-30      | 5.6134%  | 0.0000% | $3335248.00        | $3301762.11        | Asset-Backed Securities                           |
| AEP TRANSMISSION CO LLC        SR GLBL -I NT 47    | 2047-12-01      | 3.7500%  | 0.0000% | $100000.00         | $75731.08          | Corporate Debt Securities                         |
| ABPCI DI ECT LENDING 2019-5RR  A-1-RR 20360122 FLT | 2036-01-20      | 5.8752%  | 0.0000% | $4351023.00        | $4356992.64        | Asset-Backed Securities                           |
| ABBOTT LABORATORIES            SR NT 4%31          | 2031-03-15      | 4.0000%  | 0.0000% | $75000.00          | $73913.75          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 4.75%33     | 2033-04-30      | 4.7500%  | 0.0000% | $1725000.00        | $1718350.60        | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34      | 2034-08-20      | 5.5000%  | 0.0000% | $10000.00          | $10071.84          | Corporate Debt Securities                         |
| ACCENTURE CAPITAL INC          GLBL NT 4.25%31     | 2031-10-04      | 4.2500%  | 0.0000% | $3000.00           | $2961.45           | Corporate Debt Securities                         |
| AES CORP                       GLBL NT 2.45%31     | 2031-01-15      | 2.4500%  | 0.0000% | $3711000.00        | $3325411.64        | Corporate Debt Securities                         |
| A&D MTG TR 2023-NQM3           A-3    20680725 FLT | 2068-07-25      | 7.3410%  | 0.0000% | $3361853.00        | $1722677.57        | Private Label Collateralized Mortgage Obligations |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34      | 2034-08-20      | 5.5000%  | 0.0000% | $25000.00          | $25179.61          | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 2.482%092136     | 2036-09-21      | 2.4820%  | 0.0000% | $50000.00          | $43444.44          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 6.474%102534     | 2034-10-25      | 6.4740%  | 0.0000% | $450000.00         | $491188.13         | Corporate Debt Securities                         |
| BANK 2019-BNK20                A-3    20620915 3.0 | 2062-09-15      | 3.0110%  | 0.0000% | $550000.00         | $520992.19         | Private Label Collateralized Mortgage Obligations |
| BAXTER INTL INC                SR GLBL NT 31       | 2031-04-01      | 1.7300%  | 0.0000% | $46000.00          | $38739.53          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2023-V4       A-3    20561117 FLT | 2056-11-17      | 6.8409%  | 0.0000% | $4289914.00        | $4498488.58        | Private Label Collateralized Mortgage Obligations |
| BANCO BILBAO VIZCAYA ARGENTARI SNR NPF GLBL 36     | 2036-03-03      | 5.1270%  | 0.0000% | $1000000.00        | $978127.75         | Corporate Debt Securities                         |
| ARIS WTR HLDGS LLC             SR GLBL 144A 30     | 2030-04-01      | 7.2500%  | 0.0000% | $448000.00         | $473733.49         | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT5.1%29    | 2029-04-20      | 5.1000%  | 0.0000% | $260000.00         | $263438.93         | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        4.5%48              | 2048-04-04      | 4.5000%  | 0.0000% | $451000.00         | $375903.99         | Corporate Debt Securities                         |
| CVS HEALTH CORP                4.3%28              | 2028-03-25      | 4.3000%  | 0.0000% | $100000.00         | $99940.06          | Corporate Debt Securities                         |
| CVS HEALTH CORP                4.3%28              | 2028-03-25      | 4.3000%  | 0.0000% | $328000.00         | $327803.38         | Corporate Debt Securities                         |
| BINOM SEC TR 2022-INV1         M-1    20570825 FLT | 2057-08-25      | 4.5233%  | 0.0000% | $3897075.00        | $3530760.74        | Private Label Collateralized Mortgage Obligations |
| AUDAX SENIOR DEBT CLO 2023-8R  A-1-R  20380120 FLT | 2038-01-20      | 5.1252%  | 0.0000% | $6261000.00        | $6246998.37        | Asset-Backed Securities                           |
| BX TRUST 2025-VLT7             C      20440715 FLT | 2044-07-15      | 6.0047%  | 0.0000% | $50000.00          | $49922.00          | Private Label Collateralized Mortgage Obligations |
| COX COMMUNICATIONS INC NEW     SR 144A NT4.7%42    | 2042-12-15      | 4.7000%  | 0.0000% | $450000.00         | $356690.25         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.134%031127     | 2027-03-11      | 5.1340%  | 0.0000% | $400000.00         | $406287.18         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 2.951%031127     | 2027-03-11      | 2.9510%  | 0.0000% | $2247000.00        | $2233690.21        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D32    | 2032-04-14      | 5.0600%  | 0.0000% | $1717000.00        | $1714027.68        | Corporate Debt Securities                         |
| CI FINL CORP                   SR GLBL NT4.1%51    | 2051-06-15      | 4.1000%  | 0.0000% | $20000.00          | $13599.30          | Corporate Debt Securities                         |
| OVINTIV INC                    SR GLBL NT6.5%38    | 2038-02-01      | 6.5000%  | 0.0000% | $410000.00         | $435891.27         | Corporate Debt Securities                         |
| F&G ANNUITIES & LIFE INC       CR SEN SR GLBL34    | 2034-10-04      | 6.2500%  | 0.0000% | $500000.00         | $489971.94         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-065       A-2    20270425 3.2 | 2027-04-25      | 3.2430%  | 0.0000% | $100000.00         | $99442.44          | Agency Collateralized Mortgage Obligation         |
| ABBOTT LABORATORIES            SR NT 4.65%36       | 2036-03-15      | 4.6500%  | 0.0000% | $2598000.00        | $2540317.90        | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 37       | 2037-02-01      | 5.9500%  | 0.0000% | $126000.00         | $135365.54         | Corporate Debt Securities                         |
| ALCON FIN CORP                 SR GLBL 144A 30     | 2030-05-27      | 2.6000%  | 0.0000% | $7869000.00        | $7353344.43        | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -L NT 49    | 2049-09-15      | 3.1500%  | 0.0000% | $283000.00         | $186380.26         | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2023-NQM5   A-3    20681125 FLT | 2068-11-25      | 7.7560%  | 0.0000% | $1997000.00        | $1264669.70        | Private Label Collateralized Mortgage Obligations |
| ALABAMA PWR CO                 SR GLBL 2025C 31    | 2031-03-15      | 4.3000%  | 0.0000% | $86000.00          | $85437.99          | Corporate Debt Securities                         |
| SUMISHO AIR LEASE CORP         FR 3.25%100129      | 2029-10-01      | 3.2500%  | 0.0000% | $200000.00         | $190061.61         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.9%050145       | 2045-05-01      | 3.9000%  | 0.0000% | $189000.00         | $151771.10         | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT 27       | 2027-04-04      | 4.8500%  | 0.0000% | $2000.00           | $2021.19           | Corporate Debt Securities                         |
| ANZ NATIONAL INTL LTD          VR 012226-012229    | 2029-01-22      | 4.2856%  | 0.0000% | $830000.00         | $831673.82         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 31       | 2031-03-13      | 4.2500%  | 0.0000% | $3590000.00        | $3567844.71        | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     GLBL 144A NT 33     | 2033-04-22      | 6.2000%  | 0.0000% | $163000.00         | $172582.41         | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT 54       | 2054-12-01      | 5.9500%  | 0.0000% | $1400000.00        | $1321090.94        | Corporate Debt Securities                         |
| BOFA FIN LLC                   FR 0.6%052527       | 2027-05-25      | 0.6000%  | 0.0000% | $1000.00           | $1133.58           | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B24      A-5    20540317 2.5 | 2054-03-17      | 2.5843%  | 0.0000% | $1533007.00        | $1377705.41        | Private Label Collateralized Mortgage Obligations |
| BOFA FIN LLC                   FR 0.6%052527       | 2027-05-25      | 0.6000%  | 0.0000% | $6603000.00        | $7485050.75        | Corporate Debt Securities                         |
| BIMBO BAKERIES USA INC         SR 144A NT 36       | 2036-01-09      | 5.3750%  | 0.0000% | $1895000.00        | $1928850.23        | Corporate Debt Securities                         |
| BOEING CO                      3.625%48            | 2048-03-01      | 3.6250%  | 0.0000% | $11000.00          | $7767.88           | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 31       | 2031-03-21      | 4.5500%  | 0.0000% | $220000.00         | $214084.02         | Corporate Debt Securities                         |
| BGC GROUP INC                  CR SEN SR GLBL29    | 2029-06-10      | 6.6000%  | 0.0000% | $1482000.00        | $1563312.40        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30       | 2030-09-10      | 5.0500%  | 0.0000% | $130000.00         | $125304.91         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 49       | 2049-01-15      | 4.2500%  | 0.0000% | $300000.00         | $249061.75         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT4.9%33    | 2033-02-28      | 4.9000%  | 0.0000% | $17000.00          | $17224.72          | Corporate Debt Securities                         |
| BRAVO RESID FDG TR 2024-NQM2   A-2    20640225 FLT | 2064-02-25      | 6.5380%  | 0.0000% | $2224824.00        | $1046830.58        | Private Label Collateralized Mortgage Obligations |
| BPCE                           FR 5.203%011827     | 2027-01-18      | 5.2030%  | 0.0000% | $600000.00         | $613357.10         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30       | 2030-09-10      | 5.0500%  | 0.0000% | $260000.00         | $250609.81         | Corporate Debt Securities                         |
| CARMAX AUTO OWNER TRUST 2025-3 A-4    20310115 4.4 | 2031-01-15      | 4.4700%  | 0.0000% | $1005000.00        | $1010668.70        | Asset-Backed Securities                           |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 27       | 2027-09-26      | 4.9500%  | 0.0000% | $353000.00         | $352020.42         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.989%34    | 2034-04-10      | 4.9890%  | 0.0000% | $61000.00          | $61505.18          | Corporate Debt Securities                         |
| BCRED PC STATIC LLC 2026-1     A      20360422 FLT | 2036-04-22      | 4.9108%  | 0.0000% | $14334314.00       | $14349384.18       | Asset-Backed Securities                           |
| UNITEDHEALTH GROUP INC         SR GLBL NT 59       | 2059-08-15      | 3.8750%  | 0.0000% | $9000.00           | $6386.61           | Corporate Debt Securities                         |
| COMMONWEALTH BK AUSTRALIA N Y  FR 4.423%031428     | 2028-03-14      | 4.4230%  | 0.0000% | $687000.00         | $693823.02         | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          GLBL NT 5.25%27     | 2027-10-15      | 5.2500%  | 0.0000% | $300000.00         | $300710.25         | Corporate Debt Securities                         |
| CONNECTICUT AVE SE TR 2026-R02 1M-2   20460226 FLT | 2046-02-26      | 5.1452%  | 0.0000% | $1000000.00        | $1002472.76        | Private Label Collateralized Mortgage Obligations |
| CSMC 2020-NQM1                 A-3    20650525 FLT | 2065-05-25      | 2.7220%  | 0.0000% | $2750000.00        | $222083.87         | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2020-R02         2B-1   20400125 FLT | 2040-01-25      | 6.7596%  | 0.0000% | $61195.00          | $61985.29          | Private Label Collateralized Mortgage Obligations |
| DH EUROPE FIN II S A R L       SR GLBL NT3.4%49    | 2049-11-15      | 3.4000%  | 0.0000% | $100000.00         | $71796.33          | Corporate Debt Securities                         |
| CONNECTCUT AVE SEC TR 2025-R03 2M-1   20450327 FLT | 2045-03-27      | 5.2452%  | 0.0000% | $50000.00          | $21048.95          | Private Label Collateralized Mortgage Obligations |
| CONCENTRIX CORP                GLBL NT 6.85%33     | 2033-08-02      | 6.8500%  | 0.0000% | $1071000.00        | $1000104.56        | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            GLBL 2025A BD 35    | 2035-09-01      | 4.8250%  | 0.0000% | $15000.00          | $14676.41          | Corporate Debt Securities                         |
| CONTINENTAL RES INC            SR GLBL NT4.9%44    | 2044-06-01      | 4.9000%  | 0.0000% | $8000.00           | $6558.96           | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD3.2%49    | 2049-08-15      | 3.2000%  | 0.0000% | $100000.00         | $67464.67          | Corporate Debt Securities                         |
| COLT MORTGAGE LN TR 2024-3     A-2    20690625 FLT | 2069-06-25      | 6.6460%  | 0.0000% | $170000.00         | $103869.32         | Private Label Collateralized Mortgage Obligations |
| CONCENTRIX CORP                GLBL NT 6.6%28      | 2028-08-02      | 6.6000%  | 0.0000% | $1480000.00        | $1490039.33        | Corporate Debt Securities                         |
| DANONE SA                      SR 144A NT 26       | 2026-11-02      | 2.9470%  | 0.0000% | $813000.00         | $820196.09         | Corporate Debt Securities                         |
| CROSS 2023-H1 MTG TR           M-1    20680325 FLT | 2068-03-25      | 7.4890%  | 0.0000% | $1893000.00        | $1905296.56        | Private Label Collateralized Mortgage Obligations |
| CREDIT AGRICOLE S A            FR 6.7%             | 2099-12-31      | 6.7000%  | 0.0000% | $2065000.00        | $2099849.17        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 28     | 2028-01-09      | 4.2820%  | 0.0000% | $250000.00         | $252470.71         | Corporate Debt Securities                         |
| CARVAL CLO LTD 2022-8CR        A-1R   20371022 FLT | 2037-10-22      | 5.0836%  | 0.0000% | $1700000.00        | $1704878.49        | Asset-Backed Securities                           |
| DELL EQUIP FINANCE TR 2025-1   D      20310822 5.6 | 2031-08-22      | 5.6400%  | 0.0000% | $426000.00         | $432225.28         | Asset-Backed Securities                           |
| T MOBILE USA INC               SR GLBL NT4.7%35    | 2035-01-15      | 4.7000%  | 0.0000% | $359000.00         | $350731.63         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR NT 4.5%48        | 2048-11-15      | 4.5000%  | 0.0000% | $1218000.00        | $1026901.89        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 33       | 2033-02-01      | 5.7500%  | 0.0000% | $47000.00          | $49599.35          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 45       | 2045-09-26      | 5.8750%  | 0.0000% | $935000.00         | $810877.45         | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR NT 7.2%32        | 2032-01-15      | 7.2000%  | 0.0000% | $979000.00         | $1109167.84        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                CR SEN SR GLBL39    | 2039-05-15      | 9.4000%  | 0.0000% | $198000.00         | $262366.50         | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR NT 5.5%36        | 2036-04-15      | 5.5000%  | 0.0000% | $9038000.00        | $8892267.27        | Corporate Debt Securities                         |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 31     | 2031-07-15      | 9.8750%  | 0.0000% | $1714000.00        | $1863035.87        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                CR SEN SR GLBL39    | 2039-05-15      | 9.4000%  | 0.0000% | $1553000.00        | $2057854.42        | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT 29       | 2029-04-01      | 6.3750%  | 0.0000% | $30000.00          | $30800.26          | Corporate Debt Securities                         |
| ENBRIDGE INC                   FR 4.85%032731      | 2031-03-27      | 4.8500%  | 0.0000% | $1585000.00        | $1595153.25        | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M BD 5.65%56       | 2056-04-15      | 5.6500%  | 0.0000% | $270000.00         | $262252.20         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-064       A-2    20270325 3.2 | 2027-03-25      | 3.2240%  | 0.0000% | $575000.00         | $572229.71         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-149       A-2    20320825 FLT | 2032-08-25      | 3.5300%  | 0.0000% | $12286557.00       | $11688405.77       | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-087       A-2    20281225 3.7 | 2028-12-25      | 3.7710%  | 0.0000% | $425000.00         | $407194.28         | Agency Collateralized Mortgage Obligation         |
| FIRST CTZNS BANCSHARES INC DEL SR GLBL NT 32       | 2032-03-03      | 4.8690%  | 0.0000% | $1800000.00        | $1754908.65        | Corporate Debt Securities                         |
| FORD CR AUTO OWNER TR 2024-B   A-3    20290415 5.1 | 2029-04-15      | 5.1000%  | 0.0000% | $1780000.00        | $1617778.93        | Asset-Backed Securities                           |
| GALTON FDG MTG TR 2019-H1      A3     20591025 FLT | 2059-10-25      | 2.9640%  | 0.0000% | $4921000.00        | $94902.88          | Private Label Collateralized Mortgage Obligations |
| POTOMAC ELEC PWR CO            1M BD 4.15%43       | 2043-03-15      | 4.1500%  | 0.0000% | $164000.00         | $136214.71         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 2.95%26       | 2026-10-01      | 2.9500%  | 0.0000% | $150000.00         | $149766.96         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 31       | 2031-03-25      | 2.8750%  | 0.0000% | $992000.00         | $883271.98         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 33       | 2033-01-25      | 2.9630%  | 0.0000% | $4755000.00        | $4340882.43        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB NT 3.625%27     | 2027-12-01      | 3.6250%  | 0.0000% | $1081000.00        | $1085370.99        | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 3.8750%  | 0.0000% | $10276000.00       | $10438572.03       | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 29       | 2029-12-05      | 4.4520%  | 0.0000% | $4668000.00        | $4739941.66        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 32       | 2032-01-22      | 4.3470%  | 0.0000% | $6462000.00        | $6427967.88        | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR 144A NT 31       | 2031-09-15      | 2.6910%  | 0.0000% | $200000.00         | $171478.75         | Corporate Debt Securities                         |
| RADIAN GROUP INC               SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $307000.00         | $308858.50         | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR FLT NT 26        | 2026-10-30      | 4.8214%  | 0.0000% | $2564000.00        | $2573409.88        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 49       | 2049-12-15      | 3.1250%  | 0.0000% | $5000.00           | $3375.84           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.5%070127       | 2027-07-01      | 3.5000%  | 0.0000% | $341000.00         | $341930.74         | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR 2018-H4   D      20511215 3.0 | 2051-12-15      | 3.0000%  | 0.0000% | $300000.00         | $245929.10         | Private Label Collateralized Mortgage Obligations |
| LYB INTERNATIONAL FINANCE B.V. SR GLBL NT 43       | 2043-07-15      | 5.2500%  | 0.0000% | $768000.00         | $680150.40         | Corporate Debt Securities                         |
| SODEXO INC                     SR 144A NT5.8%35    | 2035-08-15      | 5.8000%  | 0.0000% | $636000.00         | $654484.28         | Corporate Debt Securities                         |
| LCM LTD 2021-36R               A-1-R  20340117 FLT | 2034-01-17      | 4.7431%  | 0.0000% | $5000000.00        | $5003331.46        | Asset-Backed Securities                           |
| LV TR 2024-SHOW                B      20411010 FLT | 2041-10-10      | 5.8259%  | 0.0000% | $939761.00         | $958855.16         | Private Label Collateralized Mortgage Obligations |
| REGIONS FINANCIAL CORP NEW     SR GLBL NT 35       | 2035-09-06      | 5.5020%  | 0.0000% | $2654000.00        | $2683440.82        | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR NT 5%44          | 2044-03-15      | 5.0000%  | 0.0000% | $170000.00         | $151022.90         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            ALT TIER I PERP     | 2079-12-31      | 3.6500%  | 0.0000% | $20000.00          | $20004.04          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 4%27     | 2027-07-13      | 4.0000%  | 0.0000% | $100000.00         | $100541.89         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 34       | 2034-03-15      | 5.1500%  | 0.0000% | $671000.00         | $674997.48         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2017A 47    | 2047-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1479.62           | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $5421000.00        | $5557134.86        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 36       | 2036-01-15      | 5.8500%  | 0.0000% | $846000.00         | $887515.33         | Corporate Debt Securities                         |
| WPP FIN 2010                   CR SEN SR NT 43     | 2043-11-15      | 5.6250%  | 0.0000% | $2444000.00        | $2127138.46        | Corporate Debt Securities                         |
| WESTPAC BKG CORP               VR 030625-030628    | 2028-03-06      | 4.1666%  | 0.0000% | $5075000.00        | $5110904.15        | Corporate Debt Securities                         |
| WOODMONT LP 2023-12R           A-2R   20321025 FLT | 2032-10-25      | 5.4166%  | 0.0000% | $3500000.00        | $3518876.84        | Asset-Backed Securities                           |
| INTEL CORP                     SR GLBL NT4.9%45    | 2045-07-29      | 4.9000%  | 0.0000% | $57000.00          | $49849.70          | Corporate Debt Securities                         |
| HERSHEY CO                     GLBL NT 3.125%49    | 2049-11-15      | 3.1250%  | 0.0000% | $475000.00         | $324412.14         | Corporate Debt Securities                         |
| J.P. MRG COMM TR 2022-OPO      B      20390107 FLT | 2039-01-07      | 3.3765%  | 0.0000% | $1354000.00        | $1127502.82        | Private Label Collateralized Mortgage Obligations |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.5%44    | 2044-07-15      | 5.5000%  | 0.0000% | $12000.00          | $11844.14          | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 32     | 2032-07-16      | 1.6250%  | 0.0000% | $100000.00         | $84053.44          | Corporate Debt Securities                         |
| HF SINCLAIR CORP               SR GLBL NT 31       | 2031-01-15      | 5.7500%  | 0.0000% | $8000.00           | $8309.85           | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             SR GLBL NT 36       | 2036-03-02      | 5.0500%  | 0.0000% | $7992000.00        | $7775305.80        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 32       | 2032-03-15      | 2.3550%  | 0.0000% | $1800000.00        | $1575798.75        | Corporate Debt Securities                         |
| MIZUHO BANK LTD.               SR GLBL 144A 36     | 2036-04-16      | 5.1850%  | 0.0000% | $10257000.00       | $10187010.22       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.656%041830     | 2030-04-18      | 5.6560%  | 0.0000% | $1000.00           | $1028.07           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.656%041830     | 2030-04-18      | 5.6560%  | 0.0000% | $13000.00          | $13364.85          | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 27       | 2027-03-15      | 3.1250%  | 0.0000% | $80000.00          | $79537.30          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-03-20      | 3.9800%  | 0.0000% | $1000.00           | $986.01            | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%050143     | 2043-05-01      | 3.6250%  | 0.0000% | $200000.00         | $157934.86         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-04-25      | 5.7270%  | 0.0000% | $439000.00         | $452075.80         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.656%041830     | 2030-04-18      | 5.6560%  | 0.0000% | $2481000.00        | $2550630.09        | Corporate Debt Securities                         |
| WESTERN ALLIANCE BK PHOENIX    LW TIER II 35       | 2035-11-15      | 6.5370%  | 0.0000% | $1170000.00        | $1183053.69        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.042%071930     | 2030-07-19      | 5.0420%  | 0.0000% | $84000.00          | $86034.11          | Corporate Debt Securities                         |
| WELLS FARGO MBS 2019-2         A-1    20490425 FLT | 2049-04-25      | 4.0000%  | 0.0000% | $14625142.00       | $167280.44         | Private Label Collateralized Mortgage Obligations |
| BAXTER INTL INC                SR GLBL NT 31       | 2031-04-01      | 1.7300%  | 0.0000% | $10000.00          | $8421.64           | Corporate Debt Securities                         |
| MERCK & CO INC                 CR SEN SR NT 33     | 2033-12-01      | 6.5000%  | 0.0000% | $70000.00          | $79375.29          | Corporate Debt Securities                         |
| TAKEOFF MERGER SUB INC         SR 144A NT5.5%36    | 2036-03-24      | 5.5000%  | 0.0000% | $1123000.00        | $1115936.33        | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1ST MTG BD4.4%44    | 2044-10-15      | 4.4000%  | 0.0000% | $15000.00          | $12682.40          | Corporate Debt Securities                         |
| TAMPA ELEC CO                  SR GLBL NT 44       | 2044-05-15      | 4.3500%  | 0.0000% | $1000.00           | $852.96            | Corporate Debt Securities                         |
| TJX COS INC NEW                SR GLBL NT 26       | 2026-09-15      | 2.2500%  | 0.0000% | $40000.00          | $39869.70          | Corporate Debt Securities                         |
| TELUS CORPORATION              GLBL NT 3.4%32      | 2032-05-13      | 3.4000%  | 0.0000% | $2000.00           | $1847.06           | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1ST MTG BD4.4%44    | 2044-10-15      | 4.4000%  | 0.0000% | $100000.00         | $84549.33          | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 6%34     | 2034-01-17      | 6.0000%  | 0.0000% | $4000.00           | $4273.63           | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 31       | 2031-02-12      | 4.2150%  | 0.0000% | $328000.00         | $326347.70         | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLOBAL FDG I GLBL 144A NT 28     | 2028-04-13      | 4.2500%  | 0.0000% | $150000.00         | $149960.83         | Corporate Debt Securities                         |
| MERCK & CO INC                 CR SEN SR NT 33     | 2033-12-01      | 6.5000%  | 0.0000% | $260000.00         | $294822.52         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 2.8%031027       | 2027-03-10      | 2.8000%  | 0.0000% | $212000.00         | $210433.08         | Corporate Debt Securities                         |
| TAKEOFF MERGER SUB INC         SR 144A NT4.5%29    | 2029-03-24      | 4.5000%  | 0.0000% | $29000.00          | $28910.68          | Corporate Debt Securities                         |
| MIDOCEAN CREDIT CLO XXI        A-1    20390120 FLT | 2039-01-20      | 4.9052%  | 0.0000% | $3467535.00        | $3473126.62        | Asset-Backed Securities                           |
| USB REALTY CORP                -A 6.091%           | 2500-12-31      | 5.0817%  | 0.0000% | $700000.00         | $634359.17         | Corporate Debt Securities                         |
| USB REALTY CORP                -A 6.091%           | 2500-12-31      | 5.0817%  | 0.0000% | $4400000.00        | $3987400.47        | Corporate Debt Securities                         |
| US BANCORP                     FR 5.85%102133      | 2033-10-21      | 5.8500%  | 0.0000% | $58000.00          | $60763.85          | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT4.1%52    | 2052-08-16      | 4.1000%  | 0.0000% | $294000.00         | $234823.03         | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          GLBL NT 4.5%30      | 2030-01-15      | 4.5000%  | 0.0000% | $7000.00           | $7060.16           | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT4.2%50    | 2050-03-25      | 4.2000%  | 0.0000% | $232000.00         | $190444.93         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.574%072529     | 2029-07-25      | 5.5740%  | 0.0000% | $734000.00         | $760144.47         | Corporate Debt Securities                         |
| CONNECTICUT AV SEC TR 2022-R09 2M-1   20420925 FLT | 2042-09-25      | 6.1452%  | 0.0000% | $35000.00          | $9848.18           | Private Label Collateralized Mortgage Obligations |
| BAYER US FIN II LLC            SR GLBL REGS 34     | 2034-07-15      | 4.2000%  | 0.0000% | $52000.00          | $48409.40          | Corporate Debt Securities                         |
| TRITON CONTAINER INTERNATIONAL SR REGS NT 31       | 2031-06-15      | 3.1500%  | 0.0000% | $303000.00         | $277033.66         | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 36       | 2036-06-15      | 6.6250%  | 0.0000% | $1049000.00        | $1159683.92        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 33       | 2033-03-13      | 4.5500%  | 0.0000% | $1874000.00        | $1858483.80        | Corporate Debt Securities                         |
| AMERICAN EX CR AC MT TR 2025-5 A      20320715 4.5 | 2032-07-15      | 4.5100%  | 0.0000% | $4029000.00        | $4064379.32        | Asset-Backed Securities                           |
| AMAZON COM INC                 SR GLBL NT3.3%27    | 2027-04-13      | 3.3000%  | 0.0000% | $393000.00         | $390924.30         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT1.9%40    | 2040-08-15      | 1.9000%  | 0.0000% | $1255000.00        | $834397.21         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT2.1%31    | 2031-04-01      | 2.1000%  | 0.0000% | $140000.00         | $122608.03         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 35       | 2035-11-20      | 4.6500%  | 0.0000% | $3000.00           | $2979.05           | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        GTD SR 6.125%40     | 2040-03-30      | 6.1250%  | 0.0000% | $2113000.00        | $2226138.82        | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT L P      GLBL NT 5.5%34      | 2034-07-15      | 5.5000%  | 0.0000% | $684000.00         | $696976.62         | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT5.5%34    | 2034-02-15      | 5.5000%  | 0.0000% | $99000.00          | $101736.19         | Corporate Debt Securities                         |
| CARNIVAL CORP                  1LIEN 144A NT 29    | 2029-08-15      | 7.0000%  | 0.0000% | $2056000.00        | $2163268.37        | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 30       | 2030-08-04      | 4.5500%  | 0.0000% | $93000.00          | $93600.73          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  GLBL DEB 3.3%51     | 2051-09-15      | 3.3000%  | 0.0000% | $200000.00         | $136039.00         | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT6.6%29    | 2029-09-15      | 6.6000%  | 0.0000% | $484000.00         | $488762.56         | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 59       | 2059-08-01      | 3.9500%  | 0.0000% | $1409000.00        | $993507.43         | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR NT 4.5%49        | 2049-03-15      | 4.5000%  | 0.0000% | $433000.00         | $368073.82         | Corporate Debt Securities                         |
| BPCE                           FR 4.625%091228     | 2028-09-12      | 4.6250%  | 0.0000% | $510000.00         | $512196.40         | Corporate Debt Securities                         |
| BOEING CO                      3.6%34              | 2034-05-01      | 3.6000%  | 0.0000% | $12000.00          | $10978.80          | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             LW TIER II GLBL     | 2055-01-15      | 6.3000%  | 0.0000% | $446000.00         | $440891.07         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR NT 5.399%37      | 2037-01-30      | 5.3990%  | 0.0000% | $716000.00         | $710850.21         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.001%52    | 2052-03-17      | 3.0010%  | 0.0000% | $200000.00         | $126842.91         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020-B-16     A-5    20530218 2.7 | 2053-02-18      | 2.7320%  | 0.0000% | $2045210.00        | $1905419.44        | Private Label Collateralized Mortgage Obligations |
| BROADCOM INC                   GLBL NT 4.8%34      | 2034-10-15      | 4.8000%  | 0.0000% | $253000.00         | $249665.46         | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGMT LTD   SR GLBL NT 35       | 2035-04-24      | 5.7950%  | 0.0000% | $720000.00         | $734087.40         | Corporate Debt Securities                         |
| CIM TR 2025-I1                 A-3    20691025 FLT | 2069-10-25      | 6.0600%  | 0.0000% | $2200000.00        | $1484326.88        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2023-R4              A1     20620525 FLT | 2062-05-25      | 5.0000%  | 0.0000% | $1000000.00        | $661936.36         | Private Label Collateralized Mortgage Obligations |
| EMERA US FIN LLC               SR GLBL NT5.2%33    | 2033-04-01      | 5.2000%  | 0.0000% | $799000.00         | $794874.50         | Corporate Debt Securities                         |
| EFMT TRUST 2025-NQM1           A-3    20700125 FLT | 2070-01-25      | 6.0230%  | 0.0000% | $2250000.00        | $1605718.99        | Private Label Collateralized Mortgage Obligations |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-10-01      | 4.2500%  | 0.0000% | $250000.00         | $229713.40         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.3%32    | 2032-04-01      | 5.3000%  | 0.0000% | $1337000.00        | $1365624.43        | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI LLC        1M GLBL BD 36       | 2036-04-15      | 5.0500%  | 0.0000% | $2000.00           | $1977.31           | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD 27       | 2027-09-01      | 3.1200%  | 0.0000% | $1163000.00        | $1152862.52        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR NT FXD/FLT 28    | 2028-07-24      | 3.6680%  | 0.0000% | $1002000.00        | $1001770.88        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 56    | 2056-02-15      | 6.2000%  | 0.0000% | $3422000.00        | $3472771.07        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR -C NT 4.05%42    | 2042-09-15      | 4.0500%  | 0.0000% | $1000.00           | $798.71            | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD3.2%27    | 2027-01-15      | 3.2000%  | 0.0000% | $15000.00          | $15047.75          | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M GLBL ZZZ BD50    | 2050-04-01      | 2.7500%  | 0.0000% | $98000.00          | $59551.20          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 45       | 2045-06-01      | 3.7500%  | 0.0000% | $2000.00           | $1558.32           | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 46       | 2046-05-15      | 4.7500%  | 0.0000% | $206000.00         | $177786.41         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 65       | 2065-11-15      | 5.7500%  | 0.0000% | $30000.00          | $28406.12          | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-154       A-2    20330125 FLT | 2033-01-25      | 4.3500%  | 0.0000% | $2754614.00        | $2736993.19        | Agency Collateralized Mortgage Obligation         |
| FISERV INC                     SR GLBL NT3.5%29    | 2029-07-01      | 3.5000%  | 0.0000% | $81000.00          | $78688.21          | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA3 M-1A   20420425 FLT | 2042-04-25      | 5.6452%  | 0.0000% | $40000.00          | $9129.88           | Private Label Collateralized Mortgage Obligations |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL 29       | 2029-05-01      | 6.7500%  | 0.0000% | $2620000.00        | $2704658.75        | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT 34       | 2034-05-14      | 6.0500%  | 0.0000% | $17000.00          | $18226.50          | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT 34       | 2034-05-14      | 6.0500%  | 0.0000% | $79000.00          | $84699.63          | Corporate Debt Securities                         |
| HYUNDAI AUTO LEASE TR  2025-A  A-3    20280118 4.8 | 2028-01-18      | 4.8300%  | 0.0000% | $4920000.00        | $4954467.06        | Asset-Backed Securities                           |
| JPMORGAN CHASE & CO            SR GLBL NT 32       | 2032-04-23      | 4.6220%  | 0.0000% | $6000.00           | $5962.55           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-01-23      | 5.3360%  | 0.0000% | $444000.00         | $456426.47         | Corporate Debt Securities                         |
| LOUISVILLE GAS & ELEC CO       1M GLBL BD 49       | 2049-04-01      | 4.2500%  | 0.0000% | $455000.00         | $363077.99         | Corporate Debt Securities                         |
| GS MORTGAGE SECS TR 2019-GC40  A-4    20520712 FLT | 2052-07-12      | 3.1600%  | 0.0000% | $10150.00          | $9684.56           | Private Label Collateralized Mortgage Obligations |
| KELLANOVA                      GLBL NT 5.75%54     | 2054-05-16      | 5.7500%  | 0.0000% | $100000.00         | $100188.44         | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL NT 29    | 2029-11-01      | 5.8750%  | 0.0000% | $94.00             | $97.26             | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL NT 29    | 2029-11-01      | 5.8750%  | 0.0000% | $116.00            | $120.02            | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL NT 29    | 2029-11-01      | 5.8750%  | 0.0000% | $51278.00          | $53055.39          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 31       | 2031-03-15      | 4.2500%  | 0.0000% | $1525000.00        | $1506414.06        | Corporate Debt Securities                         |
| GS MORTGAGE SECS TR 2019-GC42  A-4    20520912 3.0 | 2052-09-12      | 3.0005%  | 0.0000% | $1200000.00        | $1136386.88        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC40  A-4    20520712 FLT | 2052-07-12      | 3.1600%  | 0.0000% | $4131000.00        | $3941567.03        | Private Label Collateralized Mortgage Obligations |
| MACQUARIE BK LTD               FR 3.915%020328     | 2028-02-03      | 3.9150%  | 0.0000% | $185000.00         | $185529.33         | Corporate Debt Securities                         |
| MACQUARIE BK LTD               FR 3.915%020328     | 2028-02-03      | 3.9150%  | 0.0000% | $650000.00         | $651859.81         | Corporate Debt Securities                         |
| KEYCORP                        FR 6.401%030635     | 2035-03-06      | 6.4010%  | 0.0000% | $105000.00         | $112528.66         | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $3945000.00        | $3852424.00        | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 33       | 2033-11-15      | 2.6500%  | 0.0000% | $418000.00         | $339665.06         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.7%65    | 2065-12-04      | 5.7000%  | 0.0000% | $1000000.00        | $992706.67         | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD 33       | 2033-05-15      | 4.6250%  | 0.0000% | $9000.00           | $9085.66           | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.734%31      | 2031-07-18      | 4.7340%  | 0.0000% | $4600000.00        | $4649923.80        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.484%091636     | 2036-09-16      | 2.4840%  | 0.0000% | $278000.00         | $241308.45         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 28       | 2028-12-01      | 5.7500%  | 0.0000% | $200000.00         | $209369.72         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55       | 2055-03-01      | 6.1500%  | 0.0000% | $1382000.00        | $1356127.81        | Corporate Debt Securities                         |
| HONEYWELL AEROSPACE INC        SR 144A NT 66       | 2066-03-16      | 5.8520%  | 0.0000% | $3640000.00        | $3612672.50        | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK LTD144A  VR 061325-061328    | 2028-06-13      | 4.3172%  | 0.0000% | $860000.00         | $867579.67         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.05%061234      | 2034-06-12      | 5.0500%  | 0.0000% | $250000.00         | $257924.58         | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 2.95%061527      | 2027-06-15      | 2.9500%  | 0.0000% | $60000.00          | $59906.55          | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 4.3%43        | 2043-06-15      | 4.3000%  | 0.0000% | $30000.00          | $26112.75          | Corporate Debt Securities                         |
| HILT COML MTG TR 2024-ORL      D      20370515 FLT | 2037-05-15      | 6.8436%  | 0.0000% | $2000000.00        | $2005700.98        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.204%28      | 2028-11-17      | 4.2040%  | 0.0000% | $8678000.00        | $8805837.55        | Corporate Debt Securities                         |
| STELLANTIS FINL SVC US CORP    SR GLBL 144A 30     | 2030-09-15      | 5.4000%  | 0.0000% | $251000.00         | $249436.27         | Corporate Debt Securities                         |
| STELLANTIS FINL SVC US CORP    SR GLBL 144A 30     | 2030-09-15      | 5.4000%  | 0.0000% | $500000.00         | $496885.00         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 27     | 2027-03-01      | 4.4500%  | 0.0000% | $1640000.00        | $1657011.81        | Corporate Debt Securities                         |
| LENNAR CORP                    SR GLBL NT 27       | 2027-11-29      | 4.7500%  | 0.0000% | $10000.00          | $10228.54          | Corporate Debt Securities                         |
| STELLANTIS FINL SVC US CORP    SR GLBL 144A 30     | 2030-09-15      | 5.4000%  | 0.0000% | $2207000.00        | $2193250.39        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2018C 48    | 2048-03-01      | 4.1250%  | 0.0000% | $190000.00         | $143111.88         | Corporate Debt Securities                         |
| STARBUCKS CORP                 4.45%49             | 2049-08-15      | 4.4500%  | 0.0000% | $392000.00         | $322945.61         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.8%081428       | 2028-08-14      | 4.8000%  | 0.0000% | $11000.00          | $11206.62          | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR NT 4.952%28      | 2028-01-14      | 4.9520%  | 0.0000% | $325000.00         | $330921.79         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.8%040128       | 2028-04-01      | 3.8000%  | 0.0000% | $476000.00         | $473387.29         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT4.2%52    | 2052-07-18      | 4.2000%  | 0.0000% | $169000.00         | $137821.19         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR REGS NT 27       | 2027-08-05      | 4.7030%  | 0.0000% | $200000.00         | $202236.86         | Corporate Debt Securities                         |
| SUTTER HEALTH                  SR GLBL 2018A 48    | 2048-08-15      | 4.0910%  | 0.0000% | $68000.00          | $53997.64          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 49       | 2049-11-15      | 3.2500%  | 0.0000% | $3596000.00        | $2369245.58        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 34       | 2034-11-13      | 7.3990%  | 0.0000% | $360000.00         | $411700.73         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.809%041632     | 2032-04-16      | 4.8090%  | 0.0000% | $6872000.00        | $6851360.52        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 34       | 2034-11-13      | 7.3990%  | 0.0000% | $390000.00         | $446009.12         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.794%021332     | 2032-02-13      | 1.7940%  | 0.0000% | $898000.00         | $782739.16         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 35       | 2035-09-15      | 4.9500%  | 0.0000% | $135000.00         | $135372.26         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.433%012347     | 2047-01-23      | 5.4330%  | 0.0000% | $1000.00           | $963.40            | Corporate Debt Securities                         |
| NGPL PIPECO LLC                SR GLBL 3 144A37    | 2037-12-15      | 7.7680%  | 0.0000% | $625000.00         | $740118.75         | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT 34       | 2034-02-20      | 6.3500%  | 0.0000% | $367000.00         | $356866.11         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA4 M-1A   20420527 FLT | 2042-05-27      | 5.8452%  | 0.0000% | $75000.00          | $18918.34          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 5.25%042134      | 2034-04-21      | 5.2500%  | 0.0000% | $118000.00         | $118969.07         | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-3     B1     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $113000.00         | $97491.60          | Private Label Collateralized Mortgage Obligations |
| NEXT PROPERTIES TR 2401        SR 144A NT 30       | 2030-01-15      | 4.8690%  | 0.0000% | $2135000.00        | $2111944.67        | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 30       | 2030-04-17      | 5.2580%  | 0.0000% | $300000.00         | $305507.62         | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               A-2    20631225 FLT | 2063-12-25      | 6.3320%  | 0.0000% | $1320000.00        | $687487.38         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 5.297%042037     | 2037-04-20      | 5.2970%  | 0.0000% | $261000.00         | $261018.63         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 32       | 2032-01-14      | 4.5050%  | 0.0000% | $2493000.00        | $2484585.43        | Corporate Debt Securities                         |
| WSP GLOBAL INC                 SR GLBL 144A 36     | 2036-09-18      | 5.7140%  | 0.0000% | $413000.00         | $412581.36         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR 85 REGS NT 27    | 2027-12-22      | 6.3270%  | 0.0000% | $294000.00         | $304041.86         | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 4.9%29      | 2029-04-02      | 4.9000%  | 0.0000% | $283000.00         | $286687.80         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 7.0000%  | 0.0000% | $1728000.00        | $1790597.76        | Corporate Debt Securities                         |
| LG ENERGY SOLUTION LTD         GLBL REGS NT 35     | 2035-04-02      | 5.8750%  | 0.0000% | $204000.00         | $206927.29         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID REGS NT 5.75%42     | 2042-02-14      | 5.7500%  | 0.0000% | $500000.00         | $458409.44         | Corporate Debt Securities                         |
| INTERNATIONAL FLAVORS&FRAGRANC SR GLBL REGS 27     | 2027-10-15      | 1.8320%  | 0.0000% | $386000.00         | $370221.61         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40    | 2040-07-01      | 4.5000%  | 0.0000% | $99999.00          | $87128.63          | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $3491000.00        | $3925942.72        | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.1%35      | 2035-02-15      | 6.1000%  | 0.0000% | $50000.00          | $52330.42          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT1.2%27    | 2027-06-03      | 1.2000%  | 0.0000% | $298000.00         | $290192.40         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 27       | 2027-03-15      | 3.6500%  | 0.0000% | $18000.00          | $17984.74          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 27       | 2027-03-15      | 3.6500%  | 0.0000% | $20000.00          | $19983.05          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 27       | 2027-03-15      | 3.6500%  | 0.0000% | $58000.00          | $57950.85          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 27       | 2027-03-15      | 3.6500%  | 0.0000% | $463000.00         | $462607.61         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 27       | 2027-01-15      | 3.1250%  | 0.0000% | $106000.00         | $106083.17         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT4.6%32    | 2032-09-15      | 4.6000%  | 0.0000% | $1000.00           | $988.54            | Corporate Debt Securities                         |
| MEDTRONIC INC                  SR GLBL NT 35       | 2035-03-15      | 4.3750%  | 0.0000% | $32000.00          | $31006.04          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.15%070932      | 2032-07-09      | 5.1500%  | 0.0000% | $521000.00         | $530174.38         | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT4.7%47    | 2047-06-22      | 4.7000%  | 0.0000% | $225000.00         | $159163.00         | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT4.7%47    | 2047-06-22      | 4.7000%  | 0.0000% | $731000.00         | $517102.90         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT4.9%35    | 2035-08-15      | 4.9000%  | 0.0000% | $14000.00          | $13897.64          | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 3.4%27      | 2027-03-01      | 3.4000%  | 0.0000% | $1883000.00        | $1880443.30        | Corporate Debt Securities                         |
| CIFC FDG LTD 2020-4R           A-1-R  20400117 FLT | 2040-01-17      | 4.9731%  | 0.0000% | $9190193.00        | $9218334.52        | Asset-Backed Securities                           |
| CVS HEALTH CORP                SR GLBL NT 31       | 2031-06-01      | 5.5500%  | 0.0000% | $313000.00         | $329833.40         | Corporate Debt Securities                         |
| CIM TR 2023-I2                 A-1    20671225 FLT | 2067-12-25      | 6.6390%  | 0.0000% | $1000000.00        | $567451.38         | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                SR GLBL NT 50       | 2050-04-01      | 4.2500%  | 0.0000% | $800000.00         | $612778.89         | Corporate Debt Securities                         |
| CSMC TRUST 2021-NQM7           A-1    20661025 FLT | 2066-10-25      | 1.7560%  | 0.0000% | $3200000.00        | $1280985.81        | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                SR GLBL NT 31       | 2031-06-01      | 5.5500%  | 0.0000% | $420000.00         | $442587.95         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 6.65%34       | 2034-10-15      | 6.6500%  | 0.0000% | $306000.00         | $339862.21         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 45       | 2045-12-15      | 6.1250%  | 0.0000% | $939000.00         | $941327.55         | Corporate Debt Securities                         |
| F&G ANNUITIES & LIFE INC       CR SEN SR GLBL28    | 2028-01-13      | 7.4000%  | 0.0000% | $280000.00         | $291276.84         | Corporate Debt Securities                         |
| F&G ANNUITIES & LIFE INC       CR SEN SR GLBL28    | 2028-01-13      | 7.4000%  | 0.0000% | $300000.00         | $312082.33         | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT4.9%33    | 2033-03-15      | 4.9000%  | 0.0000% | $2000.00           | $1987.55           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 3%50     | 2050-10-15      | 3.0000%  | 0.0000% | $2597000.00        | $1610659.40        | Corporate Debt Securities                         |
| SNAP ON INC                    SR GLBL NT4.1%48    | 2048-03-01      | 4.1000%  | 0.0000% | $149000.00         | $119886.81         | Corporate Debt Securities                         |
| INTEL CORP                     SR NT 5.3%36        | 2036-05-15      | 5.3000%  | 0.0000% | $15062000.00       | $14985786.28       | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 29       | 2029-09-30      | 6.2500%  | 0.0000% | $218000.00         | $220654.88         | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR GLBL NT 51       | 2051-11-02      | 2.7500%  | 0.0000% | $100000.00         | $62163.72          | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1MTG BD-KK 35       | 2035-11-15      | 5.7500%  | 0.0000% | $725000.00         | $768771.27         | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            GLBL NT 3.362%50    | 2050-02-15      | 3.3620%  | 0.0000% | $75000.00          | $51987.31          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.25%010829      | 2029-01-08      | 4.2500%  | 0.0000% | $1698000.00        | $1700313.05        | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 2.05%080150      | 2050-08-01      | 2.0500%  | 0.0000% | $100000.00         | $53181.81          | Corporate Debt Securities                         |
| NORTHWEST NAT HLDG CO          JR SB GLBL DB 55    | 2055-09-15      | 7.0000%  | 0.0000% | $231000.00         | $241110.87         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 33       | 2033-06-15      | 4.7500%  | 0.0000% | $205000.00         | $206726.61         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.3%012745       | 2045-01-27      | 4.3000%  | 0.0000% | $8759000.00        | $7409836.63        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 44       | 2044-07-09      | 5.8360%  | 0.0000% | $80000.00          | $80837.95          | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.5%28    | 2028-05-15      | 4.5000%  | 0.0000% | $6000000.00        | $6134310.00        | Corporate Debt Securities                         |
| SUZANO NETH BV                 SR GLBL NT5.5%36    | 2036-01-15      | 5.5000%  | 0.0000% | $302000.00         | $300131.12         | Corporate Debt Securities                         |
| SUZANO NETH BV                 SR GLBL NT5.5%36    | 2036-01-15      | 5.5000%  | 0.0000% | $665000.00         | $660884.76         | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 30       | 2030-02-15      | 2.3500%  | 0.0000% | $4976000.00        | $4652987.11        | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 3.75%28     | 2028-04-12      | 3.7500%  | 0.0000% | $232000.00         | $229634.76         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL REGS NT 30     | 2030-03-10      | 2.6250%  | 0.0000% | $330000.00         | $307895.22         | Corporate Debt Securities                         |
| NEWCASTLE COAL INFRASTRUCTURE  SR SEC REGS NT31    | 2031-05-12      | 4.7000%  | 0.0000% | $500000.00         | $479297.31         | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL REGS 31     | 2031-02-15      | 3.8750%  | 0.0000% | $40000.00          | $38623.13          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-10-22      | 4.9460%  | 0.0000% | $400000.00         | $394651.64         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 37       | 2037-04-23      | 5.1480%  | 0.0000% | $43723000.00       | $43403865.82       | Corporate Debt Securities                         |
| IVY HL MMT CR FD LTD 2023-20R  A-1-R  20370720 FLT | 2037-07-20      | 5.3252%  | 0.0000% | $1650000.00        | $1652226.23        | Asset-Backed Securities                           |
| GALTON FD MTG TR 2019-2        A22    20590625 FLT | 2059-06-25      | 3.5000%  | 0.0000% | $8600000.00        | $278039.39         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 5.9%031347       | 2047-03-13      | 5.9000%  | 0.0000% | $9000.00           | $9063.30           | Corporate Debt Securities                         |
| HIGHWOODS RLTY LTD PARTNERSHIP SR GLBL NT 28       | 2028-03-15      | 4.1250%  | 0.0000% | $1546000.00        | $1530735.18        | Corporate Debt Securities                         |
| NATL BANK OF CANADA            VR 012026-012029    | 2029-01-20      | 4.4279%  | 0.0000% | $40093000.00       | $40183550.93       | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT4.9%29    | 2029-04-15      | 4.9000%  | 0.0000% | $283000.00         | $288394.45         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.356%102231     | 2031-10-22      | 4.3560%  | 0.0000% | $2502000.00        | $2455632.94        | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 51       | 2051-11-30      | 3.2500%  | 0.0000% | $100000.00         | $66118.17          | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 31       | 2031-04-15      | 5.3750%  | 0.0000% | $748000.00         | $758561.45         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD28    | 2028-02-07      | 3.4000%  | 0.0000% | $13000.00          | $12910.94          | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         GLBL NT 5%29        | 2029-04-15      | 5.0000%  | 0.0000% | $654000.00         | $662589.20         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.809%041632     | 2032-04-16      | 4.8090%  | 0.0000% | $3000.00           | $2990.99           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR NT 4.2%43        | 2043-04-01      | 4.2000%  | 0.0000% | $15000.00          | $12716.60          | Corporate Debt Securities                         |
| NEW YORK PRESBYTERIAN HOSP     SR -2019 BD 19      | 2119-08-01      | 3.9540%  | 0.0000% | $1000.00           | $680.79            | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.809%041632     | 2032-04-16      | 4.8090%  | 0.0000% | $5645000.00        | $5628045.71        | Corporate Debt Securities                         |
| OBX TR 2025-NQM2               A-3    20641125 FLT | 2064-11-25      | 5.9520%  | 0.0000% | $1300000.00        | $890480.79         | Private Label Collateralized Mortgage Obligations |
| TORONTO DOMINION BK ONT        ALT TIER I GLBL     | 2084-07-31      | 7.2500%  | 0.0000% | $1499000.00        | $1556546.61        | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT26    | 2026-06-15      | 5.2500%  | 0.0000% | $60000.00          | $61227.45          | Corporate Debt Securities                         |
| MATTEL INC                     SR GLBL 144A 27     | 2027-12-15      | 5.8750%  | 0.0000% | $100000.00         | $102076.12         | Corporate Debt Securities                         |
| MATTEL INC                     SR GLBL 144A 27     | 2027-12-15      | 5.8750%  | 0.0000% | $400000.00         | $408304.50         | Corporate Debt Securities                         |
| STARWOOD MTG RES TRUST 2021-6  B-2    20661125 FLT | 2066-11-25      | 3.9350%  | 0.0000% | $1722000.00        | $1272859.11        | Private Label Collateralized Mortgage Obligations |
| MEXICO CITY ARPT TR            SR SEC GLBL 46      | 2046-10-31      | 5.5000%  | 0.0000% | $400000.00         | $348820.00         | Corporate Debt Securities                         |
| ADVOCATE HEALTH & HOSPS CORP   SR -2020A BD 50     | 2050-06-15      | 3.0080%  | 0.0000% | $1000.00           | $653.18            | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3%50        | 2050-02-24      | 3.0000%  | 0.0000% | $166000.00         | $107934.86         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 44       | 2044-05-15      | 4.6250%  | 0.0000% | $100000.00         | $89961.79          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 46    | 2046-07-15      | 8.3500%  | 0.0000% | $102000.00         | $129096.73         | Corporate Debt Securities                         |
| MASSMUTUAL GLBL FDG II MTN     FR 4.35%091731      | 2031-09-17      | 4.3500%  | 0.0000% | $290000.00         | $285254.39         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 31       | 2031-06-01      | 3.2500%  | 0.0000% | $219000.00         | $205181.40         | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134     | 2034-07-01      | 5.8750%  | 0.0000% | $2126000.00        | $2233065.66        | Corporate Debt Securities                         |
| NEVADA POWER CO                1MTG 6.65% 36       | 2036-04-01      | 6.6500%  | 0.0000% | $550000.00         | $609519.32         | Corporate Debt Securities                         |
| METLIFE CAPITAL TRUST IV       7.875%67            | 2067-12-15      | 7.8750%  | 0.0000% | $9188000.00        | $10304353.48       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.296%101828     | 2028-10-18      | 6.2960%  | 0.0000% | $15000.00          | $15399.88          | Corporate Debt Securities                         |
| UNILEVER CAP CORP              SR GLBL NT 2%26     | 2026-07-28      | 2.0000%  | 0.0000% | $299000.00         | $299140.86         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID GLBL REGS NT 33     | 2033-07-26      | 3.8750%  | 0.0000% | $200000.00         | $176319.61         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 51       | 2051-01-15      | 2.9500%  | 0.0000% | $874000.00         | $549487.44         | Corporate Debt Securities                         |
| GS MTG SECS TR 2016-GS4        D      20491115 FLT | 2049-11-15      | 3.2330%  | 0.0000% | $999943.00         | $885326.89         | Private Label Collateralized Mortgage Obligations |
| INDIANA MICH PWR CO            SR GLBL -O NT 51    | 2051-05-01      | 3.2500%  | 0.0000% | $300000.00         | $201734.92         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 31       | 2031-03-01      | 4.2500%  | 0.0000% | $250000.00         | $246601.32         | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-1     M3     20581125 FLT | 2058-11-25      | 3.2500%  | 0.0000% | $120000.00         | $116645.17         | Private Label Collateralized Mortgage Obligations |
| MCDONALDS CORP                 FR 3.5%030127       | 2027-03-01      | 3.5000%  | 0.0000% | $2156000.00        | $2157155.86        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-2          B1     20580325 FLT | 2058-03-25      | 3.6493%  | 0.0000% | $1000000.00        | $869383.73         | Private Label Collateralized Mortgage Obligations |
| UNION PAC CORP                 SR GLBL NT 46       | 2046-08-15      | 3.3500%  | 0.0000% | $3000.00           | $2156.91           | Corporate Debt Securities                         |
| NORINCHUKIN BANK LTD           SR 144A NT 35       | 2035-09-09      | 5.3590%  | 0.0000% | $200000.00         | $200342.38         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 53       | 2053-09-01      | 6.6250%  | 0.0000% | $15075000.00       | $15693190.16       | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM4            M-1    20550225 FLT | 2055-02-25      | 6.1680%  | 0.0000% | $1268000.00        | $1275801.58        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE 2023- A-2    20631025 7.3 | 2063-10-25      | 7.3190%  | 0.0000% | $1095650.00        | $570611.36         | Private Label Collateralized Mortgage Obligations |
| NRG ENERGY INC                 1LIEN GLBL 33       | 2033-03-15      | 7.0000%  | 0.0000% | $112000.00         | $122627.68         | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM4            A-3    20550225 FLT | 2055-02-25      | 5.7550%  | 0.0000% | $2598000.00        | $1743042.02        | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM2 TRUST            A-2    20631225 FLT | 2063-12-25      | 6.0300%  | 0.0000% | $2000000.00        | $1020819.88        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               M-1    20631225 FLT | 2063-12-25      | 6.8450%  | 0.0000% | $1023000.00        | $1033467.36        | Private Label Collateralized Mortgage Obligations |
| TENCENT HLDGS LTD              FR 3.24%060350      | 2050-06-03      | 3.2400%  | 0.0000% | $400000.00         | $282636.00         | Corporate Debt Securities                         |
| OCP CLO LTD 2017-14R           B-1R   20370720 FLT | 2037-07-20      | 5.3752%  | 0.0000% | $741302.00         | $742023.38         | Asset-Backed Securities                           |
| MORGAN STANLEY                 FR 5.073%013037     | 2037-01-30      | 5.0730%  | 0.0000% | $800000.00         | $790328.53         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%35    | 2035-08-03      | 5.5000%  | 0.0000% | $1011000.00        | $977578.03         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 27       | 2027-09-01      | 2.9500%  | 0.0000% | $58000.00          | $57259.03          | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 33     | 2033-05-02      | 5.5000%  | 0.0000% | $761000.00         | $797112.83         | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 33     | 2033-05-02      | 5.5000%  | 0.0000% | $1642000.00        | $1719920.20        | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT2.2%31    | 2031-09-15      | 2.2000%  | 0.0000% | $100000.00         | $88675.00          | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 28       | 2028-11-01      | 6.2500%  | 0.0000% | $103000.00         | $110517.60         | Corporate Debt Securities                         |
| AON CORP                       SR GLBL NT2.8%30    | 2030-05-15      | 2.8000%  | 0.0000% | $3389000.00        | $3198549.50        | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 35       | 2035-06-01      | 5.4500%  | 0.0000% | $5000.00           | $5222.33           | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 29       | 2029-03-01      | 5.7500%  | 0.0000% | $3593000.00        | $3703892.95        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.65%52     | 2052-03-16      | 5.6500%  | 0.0000% | $180000.00         | $168612.40         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 49       | 2049-01-23      | 5.5500%  | 0.0000% | $70000.00          | $69207.89          | Corporate Debt Securities                         |
| ALLEGION US HLDG CO INC        SR GLBL NT5.6%34    | 2034-05-29      | 5.6000%  | 0.0000% | $8000.00           | $8365.99           | Corporate Debt Securities                         |
| BACARDI LTD / BACARDI MARTINI  144A NT 5.9%43      | 2043-06-15      | 5.9000%  | 0.0000% | $322000.00         | $311745.91         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR NT 4.456%32      | 2032-02-10      | 4.4560%  | 0.0000% | $96000.00          | $95747.73          | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR 144A NT 26       | 2026-08-13      | 4.6500%  | 0.0000% | $321000.00         | $324719.05         | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 2.551%020428     | 2028-02-04      | 2.5510%  | 0.0000% | $197000.00         | $195353.88         | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          4.15%28             | 2028-03-15      | 4.1500%  | 0.0000% | $651000.00         | $647059.82         | Corporate Debt Securities                         |
| CARGILL INC                    SR GLBL 144A 55     | 2055-10-23      | 5.3750%  | 0.0000% | $200000.00         | $187845.03         | Corporate Debt Securities                         |
| BAXTER INTL INC                CR SEN SR GLBL35    | 2035-12-15      | 5.6500%  | 0.0000% | $67000.00          | $67074.63          | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR GLBL 144A 44     | 2044-07-15      | 4.4000%  | 0.0000% | $205000.00         | $164734.58         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 1.8%072831       | 2031-07-28      | 1.8000%  | 0.0000% | $300000.00         | $262290.00         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 40       | 2040-04-01      | 4.1250%  | 0.0000% | $300000.00         | $252819.88         | Corporate Debt Securities                         |
| CITADEL SECURITIES GLOBAL      SR SEC 144A NT32    | 2032-01-27      | 5.1250%  | 0.0000% | $477000.00         | $472300.56         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1LIEN GLBL AR 36    | 2036-04-01      | 4.8500%  | 0.0000% | $2000.00           | $1973.54           | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1LIEN GLBL AR 36    | 2036-04-01      | 4.8500%  | 0.0000% | $1186000.00        | $1170306.25        | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           SR GLBL NT4.2%30    | 2030-05-01      | 4.2000%  | 0.0000% | $2000.00           | $2042.29           | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT2.6%31    | 2031-05-10      | 2.6000%  | 0.0000% | $15000.00          | $13756.92          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 36       | 2036-03-15      | 5.6500%  | 0.0000% | $2670000.00        | $2674225.27        | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT3.9%32    | 2032-04-15      | 3.9000%  | 0.0000% | $589000.00         | $558810.81         | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M GLBL -CCCC 55    | 2055-05-15      | 5.9000%  | 0.0000% | $232000.00         | $237633.35         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%31    | 2031-01-15      | 4.8000%  | 0.0000% | $539000.00         | $540099.56         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M BD-103 36        | 2036-03-15      | 5.9000%  | 0.0000% | $1635000.00        | $1739533.73        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT5.1%44    | 2044-01-15      | 5.1000%  | 0.0000% | $1007000.00        | $931188.01         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $33000.00          | $30851.12          | Corporate Debt Securities                         |
| GS MTG SECS TR 2017-GS6        A-3    20500512 3.4 | 2050-05-12      | 3.4330%  | 0.0000% | $500000.00         | $495682.74         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GS6        A-3    20500512 3.4 | 2050-05-12      | 3.4330%  | 0.0000% | $555000.00         | $550207.84         | Private Label Collateralized Mortgage Obligations |
| GEORGIA PWR CO                 GLBL 2021A NT 51    | 2051-03-15      | 3.2500%  | 0.0000% | $100000.00         | $67573.25          | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL 144A NT 35     | 2035-04-01      | 5.6730%  | 0.0000% | $2051000.00        | $2111012.09        | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 27       | 2027-11-15      | 2.6250%  | 0.0000% | $22000.00          | $21769.69          | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR -2013A NT 43     | 2043-03-15      | 4.3000%  | 0.0000% | $12000.00          | $10211.10          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT5.3%54    | 2054-06-25      | 5.3000%  | 0.0000% | $3706000.00        | $3528307.59        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 4%29     | 2029-08-05      | 4.0000%  | 0.0000% | $2600000.00        | $2580069.56        | Corporate Debt Securities                         |
| GE VERNOVA INC                 SR NT 5.5%56        | 2056-02-04      | 5.5000%  | 0.0000% | $2535000.00        | $2467363.38        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $421000.00         | $351061.49         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.708%031232     | 2032-03-12      | 4.7080%  | 0.0000% | $1247000.00        | $1243242.23        | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 5.033%011530     | 2030-01-15      | 5.0330%  | 0.0000% | $183000.00         | $187188.79         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.55%28     | 2028-02-12      | 4.5500%  | 0.0000% | $310000.00         | $314937.78         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.35%090826      | 2026-09-08      | 4.3500%  | 0.0000% | $20000.00          | $20119.47          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.555%041030     | 2030-04-10      | 4.5550%  | 0.0000% | $4000.00           | $3988.98           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.555%041030     | 2030-04-10      | 4.5550%  | 0.0000% | $77000.00          | $76787.85          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.35%090826      | 2026-09-08      | 4.3500%  | 0.0000% | $75000.00          | $75448.00          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 4.8%070844       | 2044-07-08      | 4.8000%  | 0.0000% | $200000.00         | $180762.67         | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          FR 4.198%060132     | 2032-06-01      | 4.1980%  | 0.0000% | $541000.00         | $518865.02         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1ST MTG BD3.8%42    | 2042-12-15      | 3.8000%  | 0.0000% | $1000.00           | $817.16            | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD5.3%34    | 2034-06-15      | 5.3000%  | 0.0000% | $287000.00         | $300209.17         | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT 32       | 2032-05-20      | 4.7500%  | 0.0000% | $297000.00         | $305144.07         | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT5.4%33    | 2033-05-20      | 5.4000%  | 0.0000% | $228000.00         | $242806.32         | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR 144A NT 33       | 2033-03-15      | 4.9500%  | 0.0000% | $2000.00           | $1982.26           | Corporate Debt Securities                         |
| OVINTIV INC                    GLBL NT 6.25%33     | 2033-07-15      | 6.2500%  | 0.0000% | $60000.00          | $64562.35          | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD3.6%47    | 2047-09-15      | 3.6000%  | 0.0000% | $205000.00         | $152284.25         | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 27       | 2027-03-17      | 2.6250%  | 0.0000% | $90000.00          | $89070.79          | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 30       | 2030-08-15      | 3.1500%  | 0.0000% | $40000.00          | $36491.30          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.4%27    | 2027-05-08      | 5.4000%  | 0.0000% | $325000.00         | $336628.50         | Corporate Debt Securities                         |
| SVENSKA HANDELSBANKEN AB NY BR FR 1.418%061127     | 2027-06-11      | 1.4180%  | 0.0000% | $351000.00         | $351661.65         | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT4.6%28    | 2028-02-15      | 4.6000%  | 0.0000% | $3000.00           | $3047.98           | Corporate Debt Securities                         |
| TRUST 1401                     SR GLBL REGS 50     | 2050-01-15      | 6.3900%  | 0.0000% | $200000.00         | $189561.50         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR REGS NT 26       | 2026-07-12      | 1.6250%  | 0.0000% | $640000.00         | $639721.60         | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2020-2       M2     20600425 FLT | 2060-04-25      | 3.7500%  | 0.0000% | $2235957.00        | $1826143.72        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-02-24      | 2.9470%  | 0.0000% | $11000.00          | $10925.89          | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.414%27      | 2027-05-21      | 5.4140%  | 0.0000% | $1000.00           | $1024.23           | Corporate Debt Securities                         |
| OAKTREE SPECIALTY LENDING      SR GLBL NT2.7%27    | 2027-01-15      | 2.7000%  | 0.0000% | $182000.00         | $179463.83         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR REGS NT 34       | 2034-01-28      | 6.0450%  | 0.0000% | $200000.00         | $200439.67         | Corporate Debt Securities                         |
| PMT LN TR 2025-J4              B-1    20561225 FLT | 2056-12-25      | 6.3384%  | 0.0000% | $11498336.00       | $12099132.65       | Private Label Collateralized Mortgage Obligations |
| NORDEA BK ABP MED TERM NTS     FR 6.75%            | 2500-12-31      | 6.7500%  | 0.0000% | $430000.00         | $451949.35         | Corporate Debt Securities                         |
| IPALCO ENTERPRISES INC         SR SEC GLBL NT34    | 2034-04-01      | 5.7500%  | 0.0000% | $381000.00         | $379244.33         | Corporate Debt Securities                         |
| PECO ENERGY CO                 1M GLBL BD3.9%48    | 2048-03-01      | 3.9000%  | 0.0000% | $106000.00         | $81941.36          | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              M-1    20641025 FLT | 2064-10-25      | 5.9680%  | 0.0000% | $1638000.00        | $1643630.72        | Private Label Collateralized Mortgage Obligations |
| PFIZER INC                     SR GLBL NT3.6%28    | 2028-09-15      | 3.6000%  | 0.0000% | $5000.00           | $4963.55           | Corporate Debt Securities                         |
| PECO ENERGY CO                 1M GLBL BD 51       | 2051-09-15      | 2.8500%  | 0.0000% | $100000.00         | $61740.25          | Corporate Debt Securities                         |
| BSREP COMM MTG TR 2021-DC      A      20380816 FLT | 2038-08-16      | 4.7195%  | 0.0000% | $1453176.00        | $1193285.97        | Private Label Collateralized Mortgage Obligations |
| APOLLO GLOBAL MGMT INC         SR GLBL NT5.7%36    | 2036-03-30      | 5.7000%  | 0.0000% | $1525000.00        | $1533235.00        | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 5.05%28     | 2028-08-11      | 5.0500%  | 0.0000% | $124000.00         | $126795.20         | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR 144A NT4.6%27    | 2027-08-13      | 4.6000%  | 0.0000% | $291000.00         | $294610.99         | Corporate Debt Securities                         |
| BANK OF AMERICA NA             SR GLBL NT 26       | 2026-08-18      | 5.5260%  | 0.0000% | $4645000.00        | $4711943.74        | Corporate Debt Securities                         |
| COCA COLA CONS INC             SR GLBL NT 34       | 2034-06-01      | 5.4500%  | 0.0000% | $2716000.00        | $2845083.18        | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 5.402%042237     | 2037-04-22      | 5.4020%  | 0.0000% | $1305000.00        | $1287435.28        | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 30       | 2030-04-24      | 2.3750%  | 0.0000% | $34000.00          | $30578.10          | Corporate Debt Securities                         |
| CARVANA AUTO RECE TR 2025-P4   A-3    20301210 4.1 | 2030-12-10      | 4.1400%  | 0.0000% | $139000.00         | $138909.09         | Asset-Backed Securities                           |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 50       | 2050-10-15      | 2.8500%  | 0.0000% | $144000.00         | $90886.68          | Corporate Debt Securities                         |
| BAXTER INTL INC                CR SEN SR GLBL35    | 2035-12-15      | 5.6500%  | 0.0000% | $3373000.00        | $3376757.15        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-09-11      | 4.5030%  | 0.0000% | $93000.00          | $92419.59          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 4%29     | 2029-01-15      | 4.0000%  | 0.0000% | $305000.00         | $293549.28         | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           FR 3.7%080147       | 2047-08-01      | 3.7000%  | 0.0000% | $2000.00           | $1553.61           | Corporate Debt Securities                         |
| CHASE HOME LENDING MTG TR 2023 A-1    20620625 FLT | 2062-06-25      | 3.5000%  | 0.0000% | $2000000.00        | $1413898.83        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  JR SB GLBL -D 26    | 2026-11-20      | 4.3000%  | 0.0000% | $2000.00           | $2039.62           | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR GLBL 144A 35     | 2035-07-30      | 5.5000%  | 0.0000% | $295000.00         | $295893.85         | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 2.722%30    | 2030-02-15      | 2.7220%  | 0.0000% | $70000.00          | $65821.76          | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 33       | 2033-10-01      | 2.4500%  | 0.0000% | $167000.00         | $136295.98         | Corporate Debt Securities                         |
| BELROSE FDG TR II              SR 144A NT 55       | 2055-05-15      | 6.7920%  | 0.0000% | $929000.00         | $966763.85         | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 3.75%022329      | 2029-02-23      | 3.7500%  | 0.0000% | $390000.00         | $387330.45         | Corporate Debt Securities                         |
| CLEVELAND ELEC ILLUM CO        SR GLBL 144A 30     | 2030-11-15      | 4.5500%  | 0.0000% | $693000.00         | $695303.65         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR 144A NT 34       | 2034-01-28      | 6.0450%  | 0.0000% | $800000.00         | $801758.67         | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT3.9%32    | 2032-04-15      | 3.9000%  | 0.0000% | $1202000.00        | $1140391.49        | Corporate Debt Securities                         |
| CONNECTICUT AVE TRUST 2024-R04 1M-1   20440525 FLT | 2044-05-25      | 4.7452%  | 0.0000% | $745974.00         | $69860.34          | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG TR 2021-INV3     B-5    20510525 FLT | 2051-05-25      | 3.1687%  | 0.0000% | $1349000.00        | $976150.17         | Private Label Collateralized Mortgage Obligations |
| EVERGY INC                     JR SB GLBL NT 55    | 2055-06-01      | 6.6500%  | 0.0000% | $488000.00         | $508849.12         | Corporate Debt Securities                         |
| CROSS  MTG TR 2025-H7          A-1    20700925 FLT | 2070-09-25      | 4.9340%  | 0.0000% | $105368.00         | $94723.32          | Private Label Collateralized Mortgage Obligations |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54       | 2054-09-01      | 5.9500%  | 0.0000% | $19000.00          | $16694.76          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54       | 2054-09-01      | 5.9500%  | 0.0000% | $450000.00         | $395402.13         | Corporate Debt Securities                         |
| COLT MTG LN TR 2025-8          A-2    20700825 FLT | 2070-08-25      | 5.7340%  | 0.0000% | $2465000.00        | $2199488.32        | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 4%42     | 2042-09-30      | 4.0000%  | 0.0000% | $58000.00          | $47797.99          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 5.15%43       | 2043-02-01      | 5.1500%  | 0.0000% | $288000.00         | $259462.64         | Corporate Debt Securities                         |
| CONNECTCUT AVE SEC TR 2025-R02 1M-2   20450227 FLT | 2045-02-27      | 5.2452%  | 0.0000% | $65000.00          | $65192.28          | Private Label Collateralized Mortgage Obligations |
| ENTERGY ARKANSAS LLC           1M -89 BD2.65%51    | 2051-06-15      | 2.6500%  | 0.0000% | $1000.00           | $589.47            | Corporate Debt Securities                         |
| ERAC USA FINANCE COMPANY       SR 144A NT4.5%29    | 2029-10-30      | 4.5000%  | 0.0000% | $308000.00         | $307701.24         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-081       A-2    20280825 FLT | 2028-08-25      | 3.9000%  | 0.0000% | $300000.00         | $298505.60         | Agency Collateralized Mortgage Obligation         |
| FLAGSTAR MTG TR 2018-4         B-2    20480725 FLT | 2048-07-25      | 4.1231%  | 0.0000% | $1500000.00        | $1074744.05        | Private Label Collateralized Mortgage Obligations |
| FLOWSERVE CORP                 SR GLBL NT2.8%32    | 2032-01-15      | 2.8000%  | 0.0000% | $18000.00          | $16038.66          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.375%040830     | 2030-04-08      | 6.3750%  | 0.0000% | $200000.00         | $210563.17         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.375%040830     | 2030-04-08      | 6.3750%  | 0.0000% | $299000.00         | $314791.93         | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2016-C30      B      20490917 FLT | 2049-09-17      | 3.3070%  | 0.0000% | $2000000.00        | $1893089.94        | Private Label Collateralized Mortgage Obligations |
| GENERAL DYNAMICS CORP          SR GLBL NT 30       | 2030-04-01      | 3.6250%  | 0.0000% | $300000.00         | $292320.04         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.625%012027     | 2027-01-20      | 3.6250%  | 0.0000% | $2000.00           | $2011.26           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.449%072029     | 2029-07-20      | 5.4490%  | 0.0000% | $718000.00         | $741231.69         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.708%031232     | 2032-03-12      | 4.7080%  | 0.0000% | $12085000.00       | $12048582.52       | Corporate Debt Securities                         |
| GOLUB  CAP PARTNERS 2025-77B   A-1    20380125 FLT | 2038-01-25      | 4.9166%  | 0.0000% | $579045.00         | $578865.33         | Asset-Backed Securities                           |
| ELI LILLY & CO                 GLBL FLT NT 28      | 2028-10-15      | 4.1889%  | 0.0000% | $1781000.00        | $1788773.40        | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 31       | 2031-06-01      | 2.2500%  | 0.0000% | $6000.00           | $5446.64           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-02-24      | 2.6400%  | 0.0000% | $2000.00           | $1979.32           | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT4.8%48    | 2048-10-15      | 4.8000%  | 0.0000% | $1869000.00        | $1607564.28        | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK LTD144A  FR 1.887%011227     | 2027-01-12      | 1.8870%  | 0.0000% | $3748000.00        | $3710748.63        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.5%34    | 2034-06-01      | 5.5000%  | 0.0000% | $1762000.00        | $1822690.13        | Corporate Debt Securities                         |
| FHLMC STACR 2021-DNA7          M-2    20411125 FLT | 2041-11-25      | 5.4452%  | 0.0000% | $2309794.00        | $2321871.37        | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST 2024-HOME1         A-1    20590525 FLT | 2059-05-25      | 6.4310%  | 0.0000% | $810000.00         | $477856.92         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAG TR 2025-NQM2 A-1    20650925 FLT | 2065-09-25      | 5.5670%  | 0.0000% | $1557597.00        | $1243303.12        | Private Label Collateralized Mortgage Obligations |
| FREEPORT MCMORAN INC           SR GLBL NT 43       | 2043-03-15      | 5.4500%  | 0.0000% | $50000.00          | $48162.12          | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP            1M GLBL BD 47       | 2047-06-01      | 3.9500%  | 0.0000% | $344000.00         | $273892.32         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.296%041037     | 2037-04-10      | 5.2960%  | 0.0000% | $4238000.00        | $4215930.38        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 5.25%021927      | 2027-02-19      | 5.2500%  | 0.0000% | $900000.00         | $915600.75         | Corporate Debt Securities                         |
| NATIONAL FUEL GAS CO           CR SEN SR GLBL31    | 2031-03-01      | 2.9500%  | 0.0000% | $39000.00          | $35689.08          | Corporate Debt Securities                         |
| TELEFONICA EMISONES SA         SR GLBL NT 27       | 2027-03-08      | 4.1030%  | 0.0000% | $1500000.00        | $1503834.83        | Corporate Debt Securities                         |
| TELEFONICA EMISONES SA         SR GLBL NT 27       | 2027-03-08      | 4.1030%  | 0.0000% | $440000.00         | $441124.88         | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT1.7%26    | 2026-06-15      | 1.7000%  | 0.0000% | $9252000.00        | $9281560.14        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 60       | 2060-05-15      | 3.1250%  | 0.0000% | $7069000.00        | $4350778.05        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 41       | 2041-11-15      | 4.6250%  | 0.0000% | $109000.00         | $99620.32          | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR NT 5.25%38       | 2038-02-27      | 5.2500%  | 0.0000% | $6167000.00        | $5917467.76        | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR NT 4.75%42       | 2042-03-22      | 4.7500%  | 0.0000% | $123000.00         | $112957.53         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.2%27    | 2027-03-15      | 3.2000%  | 0.0000% | $437000.00         | $434168.24         | Corporate Debt Securities                         |
| TOTALENERGIES CAP SA           GLBL NT 5.488%54    | 2054-04-05      | 5.4880%  | 0.0000% | $56000.00          | $54056.86          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36       | 2036-10-21      | 4.9390%  | 0.0000% | $3000.00           | $2905.78           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 5.95%011527      | 2027-01-15      | 5.9500%  | 0.0000% | $10000.00          | $10286.94          | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT5.2%32    | 2032-11-15      | 5.2000%  | 0.0000% | $812000.00         | $809253.64         | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR REGS NT 31       | 2031-08-13      | 4.8500%  | 0.0000% | $107000.00         | $107774.00         | Corporate Debt Securities                         |
| TWIN BROOK CLO LLC 2024-1      A      20360721 FLT | 2036-07-21      | 5.5752%  | 0.0000% | $2000000.00        | $2004937.35        | Asset-Backed Securities                           |
| GM FINANCIAL CONSUMER 2023-4   A-4    20290216 5.7 | 2029-02-16      | 5.7100%  | 0.0000% | $545000.00         | $555822.37         | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29       | 2029-10-21      | 4.1530%  | 0.0000% | $2143000.00        | $2119873.28        | Corporate Debt Securities                         |
| DNB BANK ASA                   FR 4.853%110530     | 2030-11-05      | 4.8530%  | 0.0000% | $470000.00         | $484824.26         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.8%30    | 2030-03-15      | 3.8000%  | 0.0000% | $13000.00          | $12682.80          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 5.532%071726     | 2026-07-17      | 5.5320%  | 0.0000% | $339000.00         | $345413.09         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45       | 2045-10-21      | 4.7500%  | 0.0000% | $59000.00          | $51398.29          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 5.95%011527      | 2027-01-15      | 5.9500%  | 0.0000% | $9690000.00        | $9968046.48        | Corporate Debt Securities                         |
| KKR CLO 2019-25R2 LTD          A-R2   20340715 FLT | 2034-07-15      | 4.6231%  | 0.0000% | $2000000.00        | $1998472.58        | Asset-Backed Securities                           |
| KEURIG DR PEPPER INC           GLBL NT 5.2%31      | 2031-03-15      | 5.2000%  | 0.0000% | $9000.00           | $9150.48           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT3.9%47    | 2047-06-15      | 3.9000%  | 0.0000% | $430000.00         | $339495.75         | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL REGS 49     | 2049-11-07      | 3.1250%  | 0.0000% | $35000.00          | $23699.11          | Corporate Debt Securities                         |
| E ON INTL FIN                  GLBL REGS NT 38     | 2038-04-30      | 6.6500%  | 0.0000% | $88000.00          | $95857.52          | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT 52       | 2052-05-15      | 5.0500%  | 0.0000% | $1498000.00        | $1354590.22        | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT5.6%36    | 2036-01-15      | 5.6000%  | 0.0000% | $214000.00         | $217341.25         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 3%27     | 2027-10-15      | 3.0000%  | 0.0000% | $2000.00           | $1973.64           | Corporate Debt Securities                         |
| ONEOK PARTNERS LP              GTD SR NT6.85%37    | 2037-10-15      | 6.8500%  | 0.0000% | $804000.00         | $877014.59         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL NT7.5%27    | 2027-10-15      | 7.5000%  | 0.0000% | $578000.00         | $602851.11         | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT4.5%31    | 2031-01-15      | 4.5000%  | 0.0000% | $148000.00         | $148561.66         | Corporate Debt Securities                         |
| RENTOKIL TERMINIX FUNDING LLC  SR 144A NT 35       | 2035-04-28      | 5.6250%  | 0.0000% | $1208000.00        | $1227101.50        | Corporate Debt Securities                         |
| ROCKFORD TOWER CLO 2025-1      C      20380331 FLT | 2038-03-31      | 5.5731%  | 0.0000% | $1450000.00        | $1435256.58        | Asset-Backed Securities                           |
| BANK NOVA SCOTIA B C           FR 5.65%020134      | 2034-02-01      | 5.6500%  | 0.0000% | $140000.00         | $147738.93         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT3.2%31    | 2031-11-15      | 3.2000%  | 0.0000% | $80000.00          | $71209.33          | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT3.2%31    | 2031-11-15      | 3.2000%  | 0.0000% | $186000.00         | $165561.70         | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 4.083%032051     | 2051-03-20      | 4.0830%  | 0.0000% | $469000.00         | $367877.35         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 47       | 2047-01-10      | 4.9500%  | 0.0000% | $930000.00         | $837730.05         | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 32       | 2032-02-01      | 2.5390%  | 0.0000% | $430000.00         | $366332.90         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT 29       | 2029-03-01      | 5.8750%  | 0.0000% | $216000.00         | $219842.31         | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.875%28    | 2028-03-03      | 4.8750%  | 0.0000% | $4000.00           | $4084.47           | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT 27       | 2027-06-15      | 2.8750%  | 0.0000% | $220000.00         | $216937.88         | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 5.15%33     | 2033-08-11      | 5.1500%  | 0.0000% | $216000.00         | $219374.22         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B26      A-5    20540617 FLT | 2054-06-17      | 2.6130%  | 0.0000% | $60000.00          | $53857.32          | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2023-3          A-3    20680925 FLT | 2068-09-25      | 7.5840%  | 0.0000% | $2288000.00        | $1144249.61        | Private Label Collateralized Mortgage Obligations |
| CARVANA AUTO RECEIV TR 2025-P1 A-3    20300510 4.5 | 2030-05-10      | 4.5500%  | 0.0000% | $5907000.00        | $5939605.33        | Asset-Backed Securities                           |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-09-11      | 5.1740%  | 0.0000% | $172000.00         | $171269.41         | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2023-NQM1     A-1    20630125 FLT | 2063-01-25      | 5.7570%  | 0.0000% | $100000.00         | $58608.10          | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT LT & PWR CO        1ST MTG BD4.3%44    | 2044-04-15      | 4.3000%  | 0.0000% | $100000.00         | $83875.17          | Corporate Debt Securities                         |
| BRAVO RES FUNDING TR 2025-NQM6 A-1    20650625 FLT | 2065-06-25      | 5.3330%  | 0.0000% | $875000.00         | $672188.12         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SUB GLBL NT 39      | 2039-09-19      | 5.4110%  | 0.0000% | $1293000.00        | $1277086.44        | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2023-NQM6     A-1    20630925 FLT | 2063-09-25      | 6.6020%  | 0.0000% | $665345.00         | $388855.66         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 2025-NQM8    A-2    20650625 FLT | 2065-06-25      | 5.2850%  | 0.0000% | $8499636.00        | $7033583.93        | Private Label Collateralized Mortgage Obligations |
| EXELON CORP                    GLBL NT 5.875%55    | 2055-03-15      | 5.8750%  | 0.0000% | $749000.00         | $736524.47         | Corporate Debt Securities                         |
| EFMT 2023-1 2023-1             A-3    20680225 FLT | 2068-02-25      | 6.5440%  | 0.0000% | $700000.00         | $392932.95         | Private Label Collateralized Mortgage Obligations |
| META PLATFORMS INC             SR GLBL NT 32       | 2032-08-15      | 3.8500%  | 0.0000% | $1480000.00        | $1423776.03        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1MTG BD 5.625%34    | 2034-04-01      | 5.6250%  | 0.0000% | $1000.00           | $1051.03           | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 31       | 2031-04-27      | 2.8500%  | 0.0000% | $2746000.00        | $2497480.13        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 34       | 2034-04-20      | 5.0940%  | 0.0000% | $1000.00           | $998.20            | Corporate Debt Securities                         |
| GS MTG SECS TR 2021-GSA3       A-5    20541217 2.6 | 2054-12-17      | 2.6183%  | 0.0000% | $280000.00         | $248836.33         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2018-GS10       B      20510712 FLT | 2051-07-12      | 4.5387%  | 0.0000% | $401000.00         | $385509.84         | Private Label Collateralized Mortgage Obligations |
| GM FINL CON AUTO REC TR 2024-2 A-3    20290316 5.1 | 2029-03-16      | 5.1000%  | 0.0000% | $3470000.00        | $2379135.62        | Asset-Backed Securities                           |
| JP MORGAN CH COM TR 2019-BROOK A      20290917 FLT | 2029-09-17      | 5.2695%  | 0.0000% | $2300000.00        | $877128.38         | Private Label Collateralized Mortgage Obligations |
| FEDEX FGHT HLDG CO INC         SR 144A NT 36       | 2036-03-15      | 5.2500%  | 0.0000% | $585000.00         | $576596.96         | Corporate Debt Securities                         |
| IVY HIL MID MKT CR FD 2021-18R A-2R   20370122 FLT | 2037-01-22      | 5.4136%  | 0.0000% | $822182.00         | $817868.04         | Asset-Backed Securities                           |
| JPMORGAN CHASE & CO            SUB GLBL NT 26      | 2026-12-15      | 4.1250%  | 0.0000% | $73000.00          | $74155.50          | Corporate Debt Securities                         |
| INTUIT                         SR GLBL NT5.2%33    | 2033-09-15      | 5.2000%  | 0.0000% | $65000.00          | $66149.85          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-04-26      | 4.3230%  | 0.0000% | $30000.00          | $29984.41          | Corporate Debt Securities                         |
| JACKSON FINANCIAL INC          SR GLBL NT 4%51     | 2051-11-23      | 4.0000%  | 0.0000% | $130000.00         | $88863.38          | Corporate Debt Securities                         |
| MORGAN STNLY RES MTG 2025-NQM1 A-2    20691125 FLT | 2069-11-25      | 5.9410%  | 0.0000% | $124000.00         | $95241.32          | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 47       | 2047-01-21      | 5.5410%  | 0.0000% | $369000.00         | $358471.60         | Corporate Debt Securities                         |
| MADISON PK FDG LTD  2021-49R   A-R    20341019 FLT | 2034-10-19      | 4.7252%  | 0.0000% | $1900000.00        | $1900536.87        | Asset-Backed Securities                           |
| NOVARTIS CAPITAL CORP          SR GLBL NT 2%27     | 2027-02-14      | 2.0000%  | 0.0000% | $4000.00           | $3956.37           | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM4            A-1    20550225 FLT | 2055-02-25      | 5.4000%  | 0.0000% | $17556870.00       | $11797278.38       | Private Label Collateralized Mortgage Obligations |
| MOTOROLA SOLUTIONS INC         GLBL NT 5.4%34      | 2034-04-15      | 5.4000%  | 0.0000% | $1221000.00        | $1237739.91        | Corporate Debt Securities                         |
| PRKCM TRUST 2023-AFC3          A-3    20580925 FLT | 2058-09-25      | 7.0880%  | 0.0000% | $1000000.00        | $473080.49         | Private Label Collateralized Mortgage Obligations |
| PACCAR FINANCIAL CORP          FR 4.95%081028      | 2028-08-10      | 4.9500%  | 0.0000% | $316000.00         | $324592.04         | Corporate Debt Securities                         |
| ROYAL BANK OF CANADA QUEEN VI  FR 4.612%050332     | 2032-05-03      | 4.6120%  | 0.0000% | $6647000.00        | $6600972.48        | Corporate Debt Securities                         |
| JP MORGAN MORTGAG TR 2025-NQM2 A-1    20650925 FLT | 2065-09-25      | 5.5670%  | 0.0000% | $10867223.00       | $8674421.09        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28    | 2028-02-24      | 4.8429%  | 0.0000% | $53000.00          | $53734.60          | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             REGS NT 4.35%28     | 2028-08-25      | 4.3500%  | 0.0000% | $59000.00          | $59088.75          | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT5.4%34    | 2034-09-02      | 5.4000%  | 0.0000% | $15000.00          | $15289.95          | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT5.4%34    | 2034-09-02      | 5.4000%  | 0.0000% | $50000.00          | $50966.50          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-04-22      | 5.5710%  | 0.0000% | $2031000.00        | $2055083.60        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-04-22      | 5.5810%  | 0.0000% | $658000.00         | $676818.95         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-04-22      | 5.5810%  | 0.0000% | $970000.00         | $997742.22         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-04-22      | 5.5810%  | 0.0000% | $1031000.00        | $1060486.83        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2019-2          M2     20581225 FLT | 2058-12-25      | 3.7500%  | 0.0000% | $1999992.00        | $1680526.94        | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023B 53    | 2053-03-01      | 5.7000%  | 0.0000% | $84000.00          | $77709.38          | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL EEE BD55    | 2055-06-15      | 6.0000%  | 0.0000% | $304000.00         | $311904.00         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2017A 47    | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $739.81            | Corporate Debt Securities                         |
| RATE MTG TR 2024-J2            A-19   20540825 FLT | 2054-08-25      | 6.0000%  | 0.0000% | $3750000.00        | $1296632.89        | Private Label Collateralized Mortgage Obligations |
| QUALCOMM INC                   FR 4.3%052047       | 2047-05-20      | 4.3000%  | 0.0000% | $334000.00         | $278606.47         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR NT 5.25%38       | 2038-02-27      | 5.2500%  | 0.0000% | $217000.00         | $208219.64         | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              GLBL NT 6.125%33    | 2033-06-12      | 6.1250%  | 0.0000% | $1409000.00        | $1518703.57        | Corporate Debt Securities                         |
| VERUS SEC TRUST 2024-2         A-3    20690225 FLT | 2069-02-25      | 6.5010%  | 0.0000% | $1400000.00        | $598901.44         | Private Label Collateralized Mortgage Obligations |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 41       | 2041-09-03      | 2.8500%  | 0.0000% | $646000.00         | $456271.41         | Corporate Debt Securities                         |
| SALESFORCE INC                 SR GLBL NT 56       | 2056-03-15      | 6.5500%  | 0.0000% | $4101000.00        | $4106870.13        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT4.4%34    | 2034-11-01      | 4.4000%  | 0.0000% | $388000.00         | $376871.30         | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 36       | 2036-01-06      | 4.7500%  | 0.0000% | $4000.00           | $3982.13           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35       | 2035-04-25      | 5.8510%  | 0.0000% | $3311000.00        | $3434310.38        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35       | 2035-07-23      | 5.3300%  | 0.0000% | $1000.00           | $1017.02           | Corporate Debt Securities                         |
| PROLOGIS L P                   GLBL NT 3.05%50     | 2050-03-01      | 3.0500%  | 0.0000% | $2614000.00        | $1715642.99        | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 50       | 2050-10-15      | 2.1250%  | 0.0000% | $304000.00         | $160775.09         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 31      | 2031-05-13      | 2.9560%  | 0.0000% | $342000.00         | $323413.17         | Corporate Debt Securities                         |
| ITC HLDGS CORP                 SR GLBL 144A 31     | 2031-04-15      | 4.8750%  | 0.0000% | $448000.00         | $448339.17         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 4.81%36       | 2036-10-22      | 4.8100%  | 0.0000% | $104000.00         | $100897.56         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-04-23      | 4.4080%  | 0.0000% | $2000.00           | $1990.83           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-04-23      | 4.4080%  | 0.0000% | $3974000.00        | $3955787.60        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-04-23      | 4.4080%  | 0.0000% | $6358000.00        | $6328861.99        | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -B 56    | 2056-03-15      | 6.2000%  | 0.0000% | $140000.00         | $141591.80         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            ALT TIER I PERP     | 2079-12-31      | 3.6500%  | 0.0000% | $13000.00          | $13002.63          | Corporate Debt Securities                         |
| KKR GROUP FIN CO VIII LLC      SR GLBL 144A 50     | 2050-08-25      | 3.5000%  | 0.0000% | $60000.00          | $40261.17          | Corporate Debt Securities                         |
| REGIONS BK BIRMINGHAM ALA      NT 6.45%37          | 2037-06-26      | 6.4500%  | 0.0000% | $1042000.00        | $1114676.03        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 4.418%032748     | 2048-03-27      | 4.4180%  | 0.0000% | $208000.00         | $169954.69         | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               A-1    20631225 FLT | 2063-12-25      | 6.1290%  | 0.0000% | $2992762.00        | $1561008.32        | Private Label Collateralized Mortgage Obligations |
| PUBLIC SVC ELEC & GAS CO       FR 5.375%110139     | 2039-11-01      | 5.3750%  | 0.0000% | $465000.00         | $475516.30         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     GLBL NT 3.25%50     | 2050-04-06      | 3.2500%  | 0.0000% | $247000.00         | $168156.78         | Corporate Debt Securities                         |
| TRITON CONTAINER INTL LTD / TA SR GLBL NT 32       | 2032-03-15      | 3.2500%  | 0.0000% | $3281000.00        | $2940210.73        | Corporate Debt Securities                         |
| UNIVERSAL HLTH SVCS INC        SR SEC GLBL NT30    | 2030-10-15      | 2.6500%  | 0.0000% | $75000.00          | $67884.31          | Corporate Debt Securities                         |

### Security 617: 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):** $300205587.00
- **C.18.a - Value (excl. sponsor support):** $300205587.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| INVESCO EXCHANGE TRADED FD TR  S&P500 PUR VAL   | 2500-12-31      | N/A      | 0.0000% | $33.00             | $3638.91           | Equities   |
| ISHARES TR                     U.S. MED DVC ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5033.00           | Equities   |
| ISHARES TR                     CORE S&P TTL STK | 2500-12-31      | N/A      | 0.0000% | $74986.00          | $11669321.32       | Equities   |
| ISHARES INC                    MSCI HONG KG ETF | 2500-12-31      | N/A      | 0.0000% | $9433.00           | $220071.89         | Equities   |
| ISHARES U S ETF TR             BLOOMBERG ROLL   | 2500-12-31      | N/A      | 0.0000% | $8882.00           | $551838.66         | Equities   |
| ISHARES TR                     MSCI UAE ETF     | 2500-12-31      | N/A      | 0.0000% | $19300.00          | $377315.00         | Equities   |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $425.00            | $34226.53          | Equities   |
| ISHARES S&P GSCI COMMODITY- IN UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $97011.00          | $3352700.16        | Equities   |
| ISHARES TR                     3 7 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $34348.00          | $4054437.92        | Equities   |
| GOLDMAN SACHS ETF TR           CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $34539.00          | $1737940.31        | Equities   |
| VANGUARD INTL EQUITY INDEX FDS GLB EX US ETF    | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1526.25           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $338.00            | $50574.94          | Equities   |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $7455.50           | Equities   |
| VANGUARD SCOTTSDALE FDS        SHRT TRM CORP BD | 2500-12-31      | N/A      | 0.0000% | $64400.00          | $5098548.00        | Equities   |
| VANGUARD INDEX FDS             REAL ESTATE ETF  | 2500-12-31      | N/A      | 0.0000% | $45.00             | $4270.50           | Equities   |
| VANECK ETF TRUST               JP MRGAN EM LOC  | 2500-12-31      | N/A      | 0.0000% | $92.00             | $2337.72           | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $224334.00         | $572051.70         | Equities   |
| ISHARES TR                     INTL EQTY FACTOR | 2500-12-31      | N/A      | 0.0000% | $31.00             | $1243.41           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  INTL BD OPP ETF  | 2500-12-31      | N/A      | 0.0000% | $300.00            | $14400.00          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE VALUE ETF | 2500-12-31      | N/A      | 0.0000% | $6900.00           | $519087.00         | Equities   |
| TOWNSQUARE MEDIA INC           CL A             | 2500-12-31      | N/A      | 0.0000% | $3700.00           | $23125.00          | Equities   |
| SPERO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $83939.00          | $212365.67         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP UTIL   | 2500-12-31      | N/A      | 0.0000% | $239.00            | $15564.71          | Equities   |
| INVESCO DB COMMDY INDX TRCK FD UNIT             | 2500-12-31      | N/A      | 0.0000% | $96800.00          | $3008544.00        | Equities   |
| ISHARES TR                     LATN AMER 40 ETF | 2500-12-31      | N/A      | 0.0000% | $91.00             | $3245.06           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  INTRNL RES EQT   | 2500-12-31      | N/A      | 0.0000% | $73.00             | $5686.70           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  INTRNL RES EQT   | 2500-12-31      | N/A      | 0.0000% | $946.00            | $73693.40          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ  | 2500-12-31      | N/A      | 0.0000% | $3833.00           | $151811.71         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL ENR   | 2500-12-31      | N/A      | 0.0000% | $47.00             | $5076.00           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  VAR RATE PFD     | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2428.00           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 MOMNTM   | 2500-12-31      | N/A      | 0.0000% | $23900.00          | $3125403.00        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  DORSEY WRGT SMLC | 2500-12-31      | N/A      | 0.0000% | $191.00            | $20770.07          | Equities   |
| ISHARES TR                     IBONDS 27 ETF    | 2500-12-31      | N/A      | 0.0000% | $1576.00           | $38186.48          | Equities   |
| ISHARES INC                    MSCI SINGPOR ETF | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1748.40           | Equities   |
| ISHARES TR                     ISHARES SEMICDTR | 2500-12-31      | N/A      | 0.0000% | $73.00             | $32849.27          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $30000.00          | $2748900.00        | Equities   |
| SSGA ACTIVE ETF TR             STATE STREET BLA | 2500-12-31      | N/A      | 0.0000% | $250000.00         | $10145000.00       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $90.00             | $5648.40           | Equities   |
| SPDR SERIES TRUST              STATE STRET SPDR | 2500-12-31      | N/A      | 0.0000% | $31024.00          | $599073.44         | Equities   |
| SCHWAB STRATEGIC TR            US REIT ETF      | 2500-12-31      | N/A      | 0.0000% | $87.00             | $2006.22           | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $56204.00          | $2729266.24        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $73.00             | $7445.27           | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $28648.00          | $1256962.51        | Equities   |
| VALKYRIE ETF TRUST II          COINSHARES ALTCN | 2500-12-31      | N/A      | 0.0000% | $200.00            | $1640.00           | Equities   |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $60.00             | $4873.80           | Equities   |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $800.00            | $18112.00          | Equities   |
| BANK MONTREAL MEDIUM           CAL LKD 41       | 2500-12-31      | N/A      | 0.0000% | $700.00            | $34860.00          | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $63.00             | $2325.96           | Equities   |
| BNY MELLON ETF TRUST           INTERNATIONL EQT | 2500-12-31      | N/A      | 0.0000% | $800.00            | $76496.00          | Equities   |
| PROSHARES TR II                ULSHT BLOOMB GAS | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $106932.00         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $63.00             | $6573.42           | Equities   |
| VANGUARD INDEX FDS             SMALL CP ETF     | 2500-12-31      | N/A      | 0.0000% | $19.00             | $5305.37           | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $69.00             | $3482.43           | Equities   |
| VANECK ETF TRUST               PHARMACEUTCL ETF | 2500-12-31      | N/A      | 0.0000% | $28.00             | $2768.36           | Equities   |
| SPDR SERIES TRUST              FTSE INT GVT ETF | 2500-12-31      | N/A      | 0.0000% | $105672.00         | $4250127.84        | Equities   |
| VANGUARD BD INDEX FDS          LONG TERM BOND   | 2500-12-31      | N/A      | 0.0000% | $226.00            | $15444.84          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $162.00            | $21000.06          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $12500.00          | $2221500.00        | Equities   |
| NEUBERGER BERMAN ETF TRUST     TOTAL RETURN BD  | 2500-12-31      | N/A      | 0.0000% | $98.00             | $4892.16           | Equities   |
| SCHWAB STRATEGIC TR            INTL EQTY ETF    | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2305.99           | Equities   |
| SURF AIR MOBILITY INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3462.00           | $3565.86           | Equities   |
| RBB FD INC                     MOTLEY FOOL VALU | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $105229.28         | Equities   |
| PROSHARES TR                   ULTRPRO S&P500   | 2500-12-31      | N/A      | 0.0000% | $78.00             | $9798.36           | Equities   |
| PROSHARES TR                   ULTRAPRO SRT DOW | 2500-12-31      | N/A      | 0.0000% | $49.00             | $1468.53           | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  PRIN U S SMALL   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6205.12           | Equities   |
| ISHARES INC                    MSCI GERMANY ETF | 2500-12-31      | N/A      | 0.0000% | $13659.00          | $564663.06         | Equities   |
| GLOBAL X FDS                   GLB X MLP ENRG I | 2500-12-31      | N/A      | 0.0000% | $18179.00          | $1338701.56        | Equities   |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $102600.00         | $5426514.00        | Equities   |
| PGIM ETF TR                    ACTIVE AGGREGATE | 2500-12-31      | N/A      | 0.0000% | $9800.00           | $414494.92         | Equities   |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $42.00             | $9278.22           | Equities   |
| ISHARES TR                     RUS 1000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $42300.00          | $5025240.00        | Equities   |
| ISHARES TR                     INDIA 50 ETF     | 2500-12-31      | N/A      | 0.0000% | $60.00             | $2604.00           | Equities   |
| ISHARES SILVER TR              ISHARES          | 2500-12-31      | N/A      | 0.0000% | $8000.00           | $518720.00         | Equities   |
| FRANCO NEV CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $56.00             | $12796.56          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ENERGY ALPHADX   | 2500-12-31      | N/A      | 0.0000% | $2247.00           | $49973.28          | Equities   |
| ISHARES TR                     RUS 2000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $49.00             | $10002.86          | Equities   |
| ISHARES TR                     IBONDS DEC 2030  | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $59022.00          | Equities   |
| GOLDMAN SACHS ETF TR           MSCI WORLD PRIV  | 2500-12-31      | N/A      | 0.0000% | $3965.00           | $219917.14         | Equities   |
| FLEXSHARES TR                  ESG & CLM US LRG | 2500-12-31      | N/A      | 0.0000% | $2133.00           | $164283.66         | Equities   |
| ELEVATION SERIES TRUST         POLEN DIVIDEND I | 2500-12-31      | N/A      | 0.0000% | $5751.00           | $213613.42         | Equities   |
| EXAGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $11600.00          | $32016.00          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P500 LOW VOL   | 2500-12-31      | N/A      | 0.0000% | $102.00            | $7534.74           | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1.5X SHORT | 2500-12-31      | N/A      | 0.0000% | $80.00             | $1785.60           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P 500 GARP ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $11575.00          | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $330216.00         | $12000049.44       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR RAFI STRATGIC US | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $124320.80         | Equities   |
| ONCONETIX INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $27717.00          | $20177.98          | Equities   |
| PROSHARES TR                   ULTRAPRO QQQ     | 2500-12-31      | N/A      | 0.0000% | $242483.00         | $14999998.38       | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $3074.00           | $90713.74          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS US SMALL | 2500-12-31      | N/A      | 0.0000% | $20.00             | $1340.20           | Equities   |
| AUTONOMIX MED INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $15554.00          | $5428.35           | Equities   |
| BBH TR                         SELECT LARGE CAP | 2500-12-31      | N/A      | 0.0000% | $113.00            | $1838.51           | Equities   |
| CHINA YUCHAI INTL LTD          COM              | 2500-12-31      | N/A      | 0.0000% | $17300.00          | $693384.00         | Equities   |
| THE ONE GROUP HOSPITALITY INC  COM              | 2500-12-31      | N/A      | 0.0000% | $6600.00           | $11022.00          | Equities   |
| GLOBAL X FDS                   GB MSCI AR ETF   | 2500-12-31      | N/A      | 0.0000% | $41.00             | $3709.27           | Equities   |
| GLOBAL X FDS                   GLOBX SUPDV US   | 2500-12-31      | N/A      | 0.0000% | $486.00            | $9321.48           | Equities   |
| JANUS DETROIT STR TR           HENDRSON AAA CL  | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $96330.00          | Equities   |
| GLOBAL X FDS                   PURECAP MSCI ENE | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3462.88           | Equities   |
| KRANESHARES TRUST              ARTIFICIAL INTEL | 2500-12-31      | N/A      | 0.0000% | $131248.00         | $5085860.00        | Equities   |
| XBP GLOBAL HOLDINGS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17516.00          | $51146.72          | Equities   |
| INNOVATOR ETFS TRUST           BUFFER STEP UP S | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1028.09           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MIDCAP 400   | 2500-12-31      | N/A      | 0.0000% | $600.00            | $74669.58          | Equities   |
| NORTHERN FDS                   2055 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $297.00            | $30583.58          | Equities   |
| CI&T INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $41600.00          | $168480.00         | Equities   |
| INVEST GREEN ACQUISITION CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $20622.00          | $204982.68         | Equities   |
| PACER FDS TR                   NASDAQ INTL PATE | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $142028.10         | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $89.00             | $3234.26           | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $14100.00          | $526353.00         | Equities   |
| INSIGHT MOLECULAR DIA INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $29318.00          | $112287.94         | Equities   |
| QUEST RESOURCE HLDG CORP       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $26160.00          | $29299.20          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $14215.00          | $443223.70         | Equities   |
| ISHARES TR                     0-5YR HI YL CP   | 2500-12-31      | N/A      | 0.0000% | $900.00            | $38295.00          | Equities   |
| ISHARES GOLD TR                SHARES REPRESENT | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1223.37           | Equities   |
| ISHARES TR                     US CONSUM DISCRE | 2500-12-31      | N/A      | 0.0000% | $480.00            | $48729.60          | Equities   |
| NORTHERN LIGHTS FD TR          OCEAN PARK DIVER | 2500-12-31      | N/A      | 0.0000% | $79.00             | $1994.89           | Equities   |
| ISHARES TR                     US BR DEL SE ETF | 2500-12-31      | N/A      | 0.0000% | $52.00             | $9080.76           | Equities   |
| ISHARES TR                     RUS 2000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $9.00              | $3161.97           | Equities   |
| ISHARES TR                     US BR DEL SE ETF | 2500-12-31      | N/A      | 0.0000% | $12154.00          | $2122453.02        | Equities   |
| SCHWAB STRATEGIC TR            CRYPTO THEMATIC  | 2500-12-31      | N/A      | 0.0000% | $24.00             | $1484.88           | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US S | 2500-12-31      | N/A      | 0.0000% | $65.00             | $2278.25           | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2471.77           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $12639.00          | $312815.25         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $99.00             | $9120.83           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $5968.00           | $228125.61         | Equities   |
| ISHARES TR                     RUS MID CAP ETF  | 2500-12-31      | N/A      | 0.0000% | $36.00             | $3688.92           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMALLCAP ENE | 2500-12-31      | N/A      | 0.0000% | $95.00             | $6021.10           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP MOMNTUM | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $603525.00         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2031 CP | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $21365.50          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI INFO TECH I | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $393936.00         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ ARTFCIAL   | 2500-12-31      | N/A      | 0.0000% | $58.00             | $2923.52           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II NASDQ CLN EDGE   | 2500-12-31      | N/A      | 0.0000% | $17800.00          | $3280362.00        | Equities   |
| ETF SER SOLUTIONS              BAHL GAYNOR SML  | 2500-12-31      | N/A      | 0.0000% | $18000.00          | $557460.00         | Equities   |
| CAPITAL GROUP GLOBAL EQUITY ET SHS              | 2500-12-31      | N/A      | 0.0000% | $900.00            | $29250.00          | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  MUNICIPAL HIGH I | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2561.00           | Equities   |
| VANGUARD BD INDEX FDS          INTERMED TERM    | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $115305.00         | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $411860.00         | $687806.20         | Equities   |
| NORTHERN LIGHTS FD TR          TOEWS AGILTY SHS | 2500-12-31      | N/A      | 0.0000% | $49.00             | $1811.04           | Equities   |
| ISHARES TR                     PFD AND INCM SEC | 2500-12-31      | N/A      | 0.0000% | $400.00            | $12468.00          | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $53.00             | $5296.29           | Equities   |
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $51.00             | $11580.57          | Equities   |
| KENON HLDGS LTD                SHS              | 2500-12-31      | N/A      | 0.0000% | $69.00             | $6052.68           | Equities   |
| ICL GROUP LTD                  SHS              | 2500-12-31      | N/A      | 0.0000% | $83885.00          | $447107.05         | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $33.00             | $2395.80           | Equities   |
| ISHARES TR                     MSCI UK ETF NEW  | 2500-12-31      | N/A      | 0.0000% | $201.00            | $9243.99           | Equities   |
| ISHARES TR                     MSCI PHILIPS ETF | 2500-12-31      | N/A      | 0.0000% | $8909.00           | $214706.90         | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $264700.00         | $595575.00         | Equities   |
| NEW ERA ENERGY & DIGITAL INC   COM              | 2500-12-31      | N/A      | 0.0000% | $147206.00         | $543190.14         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE TAIWAN      | 2500-12-31      | N/A      | 0.0000% | $96.00             | $8064.96           | Equities   |
| UBS GROUP AG                   SHS              | 2500-12-31      | N/A      | 0.0000% | $43.00             | $1836.96           | Equities   |
| ACCELERANT HOLDINGS            CL A             | 2500-12-31      | N/A      | 0.0000% | $25400.00          | $334264.00         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $36.00             | $3962.87           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5104.00           | Equities   |
| PROSHARES TR                   ULTR MSCI ETF    | 2500-12-31      | N/A      | 0.0000% | $10223.00          | $682234.97         | Equities   |
| INFLEQTION INC                 COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1149444.00        | $13862294.64       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP QUALITY | 2500-12-31      | N/A      | 0.0000% | $158.00            | $16659.52          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  CEF INM COMPSI   | 2500-12-31      | N/A      | 0.0000% | $431.00            | $8503.63           | Equities   |
| STUBHUB HLDGS INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $5485.00           | $40095.35          | Equities   |
| PROSHARES TR                   ULTRA FNCLS NEW  | 2500-12-31      | N/A      | 0.0000% | $90.00             | $7251.93           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP QUALITY | 2500-12-31      | N/A      | 0.0000% | $46.00             | $4850.24           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $45.00             | $3106.35           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $32656.00          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $14400.00          | $1467720.00        | Equities   |
| GRANITESHARES ETF TR           GRANITE 2X LONG  | 2500-12-31      | N/A      | 0.0000% | $50.00             | $1605.50           | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $35505.00          | $1291671.90        | Equities   |
| GLOBAL X FDS                   PURECAP MSCI INF | 2500-12-31      | N/A      | 0.0000% | $90.00             | $2643.30           | Equities   |
| TIDAL TRUST III                NESTYIELD TOTAL  | 2500-12-31      | N/A      | 0.0000% | $47.00             | $1751.23           | Equities   |
| MESABI TR                      CTF BEN INT      | 2500-12-31      | N/A      | 0.0000% | $8600.00           | $229448.00         | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $22673.00          | $14999776.61       | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RBA INDL ETF     | 2500-12-31      | N/A      | 0.0000% | $56.00             | $6808.48           | Equities   |
| FIRST TR EXCHNG TRADED FD VIII FT ENERGY INCOME | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $36016.00          | Equities   |
| WISDOMTREE TR                  CYBERSECURITY FD | 2500-12-31      | N/A      | 0.0000% | $47.00             | $1247.38           | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $120465.00         | $185516.10         | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE INTE | 2500-12-31      | N/A      | 0.0000% | $300.00            | $15891.87          | Equities   |
| EA SERIES TRUST                JLENS 500 JEWISH | 2500-12-31      | N/A      | 0.0000% | $108.00            | $3232.39           | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYNAMIC US | 2500-12-31      | N/A      | 0.0000% | $35.00             | $1041.60           | Equities   |
| EA SERIES TRUST                EUCLIDEAN FUNDAM | 2500-12-31      | N/A      | 0.0000% | $800.00            | $30160.56          | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $107045.00         | $2601193.50        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMGMKT   | 2500-12-31      | N/A      | 0.0000% | $26.00             | $2302.82           | Equities   |
| AMERICAN CENTY ETF TR          INTL EQT ETF     | 2500-12-31      | N/A      | 0.0000% | $45.00             | $3938.40           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $44280.00          | Equities   |
| DIREXION SHARES ETF TRUST      DAILY S&P 500 BE | 2500-12-31      | N/A      | 0.0000% | $5311.00           | $164322.34         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY S&P 500 BE | 2500-12-31      | N/A      | 0.0000% | $6100.00           | $188734.00         | Equities   |
| DIGI PWR X INC                 COM SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $5598.00           | Equities   |
| CENOVUS ENERGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $82171.00          | $2362416.25        | Equities   |
| CAPITAL GROUP DIVIDEND VALUE E SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $400.00            | $18380.00          | Equities   |
| ETF SER SOLUTIONS              HOYA CAPT HI DIV | 2500-12-31      | N/A      | 0.0000% | $400.00            | $3778.80           | Equities   |
| CELLECTAR BIOSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1504.00           | $3805.12           | Equities   |
| ETF SER SOLUTIONS              DEFIANCE DRONE A | 2500-12-31      | N/A      | 0.0000% | $99.00             | $2646.27           | Equities   |
| CITIUS ONCOLOGY INC            COM              | 2500-12-31      | N/A      | 0.0000% | $299516.00         | $257583.76         | Equities   |
| WISDOMTREE TR                  EMG MKTS SMCAP   | 2500-12-31      | N/A      | 0.0000% | $41.00             | $2575.21           | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $17033.00          | $22483.56          | Equities   |
| 2023 ETF SERIES TRUST          PICTET AI ENHANC | 2500-12-31      | N/A      | 0.0000% | $4632.00           | $100292.53         | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $35142.00          | $714436.86         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $68629.44          | Equities   |
| MEDICUS PHARMA LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $5705.00           | $1674.99           | Equities   |
| WISDOMTREE TR                  US SMALLCAP DIVD | 2500-12-31      | N/A      | 0.0000% | $69.00             | $2637.87           | Equities   |
| BITCOIN INFRASTRUCTURE ACQUIS  USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $24799.00          | $246750.05         | Equities   |
| BASEL MED GROUP LTD            ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2229.00           | $1248.24           | Equities   |
| TOTALENERGIES SE               ACT              | 2500-12-31      | N/A      | 0.0000% | $4833.00           | $445795.92         | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $2417.00           | $24822.59          | Equities   |
| ISHARES TR                     JPX NIKKEI 400   | 2500-12-31      | N/A      | 0.0000% | $12.00             | $1124.30           | Equities   |
| KRANESHARES TRUST              CHINA ALPHA INDE | 2500-12-31      | N/A      | 0.0000% | $2138.00           | $69613.28          | Equities   |
| OSR HLDGS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $55822.00          | $25678.12          | Equities   |
| SPHERE 3D CORP NEW             COM SHS          | 2500-12-31      | N/A      | 0.0000% | $3815.00           | $5379.15           | Equities   |
| SPROTT ETF TRUST               JR GOLD MINERS E | 2500-12-31      | N/A      | 0.0000% | $331.00            | $28793.69          | Equities   |
| GMO ETF TRUST                  GMO US QUALITY E | 2500-12-31      | N/A      | 0.0000% | $9000.00           | $356040.00         | Equities   |
| MANULIFE FINL CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $64501.00          | $2462003.17        | Equities   |
| DAWSON GEOPHYSICAL CO NEW      COM              | 2500-12-31      | N/A      | 0.0000% | $927.00            | $3114.72           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY AEROSPACE  | 2500-12-31      | N/A      | 0.0000% | $52.00             | $2957.76           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY ENERGY TOP | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $209628.00         | Equities   |
| DIREXION SHARES ETF TRUST      DLY NFLX BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $500.00            | $8466.95           | Equities   |
| DESTINATION XL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $94100.00          | $58906.60          | Equities   |
| DIREXION SHARES ETF TRUST      DAILY JUNIOR GOL | 2500-12-31      | N/A      | 0.0000% | $51.00             | $1893.12           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY S&P OIL &  | 2500-12-31      | N/A      | 0.0000% | $1263.00           | $52427.13          | Equities   |
| DIREXION SHARES ETF TRUST      DAILY DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $69.00             | $1415.19           | Equities   |
| ETF SER SOLUTIONS              AAM CRESCENT CLO | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2507.50           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $94920.00          | Equities   |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $67.00             | $3626.04           | Equities   |
| FIDELITY COVINGTON TRUST       MSCI INDL INDX   | 2500-12-31      | N/A      | 0.0000% | $2722.00           | $249525.74         | Equities   |
| HIVE DIGITAL TECHNOLOGIES LTD  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2521220.00        | $5597108.40        | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   GLOBAL SENIOR LO | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $73950.00          | Equities   |
| DATAVAULT AI INC               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $99757.00          | $70218.95          | Equities   |
| WISDOMTREE TR                  EUROPE HEDGED EQ | 2500-12-31      | N/A      | 0.0000% | $65.00             | $3472.95           | Equities   |
| VANGUARD BD INDEX FDS          TOTAL BND MRKT   | 2500-12-31      | N/A      | 0.0000% | $1537.00           | $112800.43         | Equities   |
| ALCON AG                       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $149322.00         | $10872134.82       | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHARES FR | 2500-12-31      | N/A      | 0.0000% | $53600.00          | $1556276.00        | Equities   |
| FERRARI N V                    COM              | 2500-12-31      | N/A      | 0.0000% | $2181.00           | $736174.74         | Equities   |
| WEDBUSH SER TR                 DAN IVES WEDBUSH | 2500-12-31      | N/A      | 0.0000% | $8430.00           | $276419.70         | Equities   |
| WHEATON PRECIOUS METALS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $4966.00           | $620203.74         | Equities   |
| WORKHORSE GROUP INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2849.00           | $6666.66           | Equities   |
| ALGONQUIN POWER & UTILITIES CO COM              | 2500-12-31      | N/A      | 0.0000% | $241763.00         | $1489260.08        | Equities   |
| AGNICO EAGLE MINES LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $13.00             | $2386.28           | Equities   |
| TIDAL TRUST I                  SP DWJNS SUKUK   | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $108000.00         | Equities   |
| THRIVENT ETF TRUST             SMALL MID CAP EQ | 2500-12-31      | N/A      | 0.0000% | $29.00             | $1329.36           | Equities   |
| TIDAL TRUST II                 HILTON BDC CORP  | 2500-12-31      | N/A      | 0.0000% | $74.00             | $1826.69           | Equities   |
| VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF   | 2500-12-31      | N/A      | 0.0000% | $22.00             | $3276.68           | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE EUROPE ETF  | 2500-12-31      | N/A      | 0.0000% | $13200.00          | $1123848.00        | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $35500.00          | $1785295.00        | Equities   |
| VANGUARD ADMIRAL FDS INC       MIDCP 400 VAL    | 2500-12-31      | N/A      | 0.0000% | $250.00            | $26999.32          | Equities   |
| VANGUARD INDEX FDS             MCAP GR IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $15900.00          | $4414158.00        | Equities   |
| LISTED FDS TR                  WAHED DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $67.00             | $2243.98           | Equities   |
| HORIZON FDS                    SMALL/MID CAP CO | 2500-12-31      | N/A      | 0.0000% | $43.00             | $1223.37           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  INVESCO PHLX SM  | 2500-12-31      | N/A      | 0.0000% | $26.00             | $2101.58           | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 2X SHORT   | 2500-12-31      | N/A      | 0.0000% | $78100.00          | $1833788.00        | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT | 2500-12-31      | N/A      | 0.0000% | $415.00            | $26264.19          | Equities   |
| VANECK ETF TRUST               SEMICONDUCTR ETF | 2500-12-31      | N/A      | 0.0000% | $17900.00          | $8942482.00        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  KBW HIG DV YLD   | 2500-12-31      | N/A      | 0.0000% | $3879.00           | $50620.95          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  RAFI US 1500     | 2500-12-31      | N/A      | 0.0000% | $32.00             | $1587.69           | Equities   |
| 2023 ETF SERIES TRUST          PICTET AI & AUTO | 2500-12-31      | N/A      | 0.0000% | $3233.00           | $87123.21          | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $61.00             | $2358.26           | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $6384624.00        | $1764710.07        | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TR | 2500-12-31      | N/A      | 0.0000% | $14100.00          | $354967.50         | Equities   |
| ISHARES TR                     MSCI PERU AND GL | 2500-12-31      | N/A      | 0.0000% | $100.00            | $7756.00           | Equities   |
| ISHARES TR                     MSCI SAUDI ARBIA | 2500-12-31      | N/A      | 0.0000% | $228041.00         | $8936926.79        | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $83.00             | $3080.13           | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $3097.00           | $275880.76         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE MEXICO      | 2500-12-31      | N/A      | 0.0000% | $56.00             | $2063.08           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $115.00            | $8531.85           | Equities   |
| GLOBAL X FDS                   MSCI GREECE ETF  | 2500-12-31      | N/A      | 0.0000% | $93.00             | $6426.30           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II NASDAQ CYB ETF   | 2500-12-31      | N/A      | 0.0000% | $6700.00           | $454729.00         | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $124.00            | $3121.15           | Equities   |
| FLEXSHARES TR                  CRE SLCT BD FD   | 2500-12-31      | N/A      | 0.0000% | $94.00             | $2079.32           | Equities   |
| FIDELITY MERRIMACK STR TR      INVESTMENT GR BD | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4289.00           | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $94.00             | $12256.67          | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET T | 2500-12-31      | N/A      | 0.0000% | $5567.00           | $191616.14         | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS GBL PO | 2500-12-31      | N/A      | 0.0000% | $3128.00           | $107438.04         | Equities   |
| ATS CORPORATION                COM              | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1662.61           | Equities   |
| ABRDN ETFS                     BBRG ALL COMD K1 | 2500-12-31      | N/A      | 0.0000% | $10327.00          | $261273.10         | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $87.00             | $6610.26           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY MID CAP BU | 2500-12-31      | N/A      | 0.0000% | $34.00             | $2082.84           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY TECHNOLOGY | 2500-12-31      | N/A      | 0.0000% | $3057.00           | $75446.76          | Equities   |
| DIREXION SHARES ETF TRUST      NASDAQ 100 EQ WT | 2500-12-31      | N/A      | 0.0000% | $500.00            | $53995.00          | Equities   |
| BAYTEX ENERGY CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $604563.00         | $3107453.82        | Equities   |
| BLACK DIAMOND THERAPEUTICS INC COM              | 2500-12-31      | N/A      | 0.0000% | $1061.00           | $2726.77           | Equities   |
| CAPITAL-FORCE ETF TR           IBD 50 ETF       | 2500-12-31      | N/A      | 0.0000% | $92.00             | $3351.56           | Equities   |
| BLACKROCK ETF TRUST            ISHARES INTL CTR | 2500-12-31      | N/A      | 0.0000% | $602.00            | $20468.00          | Equities   |
| DBX ETF TR                     XTRACKERS LOW    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4682.47           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $87.00             | $1252.80           | Equities   |
| CAPITAL GROUP CORE EQUITY ETF  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $400.00            | $16896.00          | Equities   |
| DIREXION SHARES ETF TRUST      DAILY ENERGY BUL | 2500-12-31      | N/A      | 0.0000% | $13.00             | $1231.62           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY ENERGY BUL | 2500-12-31      | N/A      | 0.0000% | $223.00            | $21127.02          | Equities   |
| DIMENSIONAL ETF TRUST          US LARGE CAP VAL | 2500-12-31      | N/A      | 0.0000% | $96.00             | $3600.96           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY S&P 500 BU | 2500-12-31      | N/A      | 0.0000% | $30400.00          | $7283840.00        | Equities   |
| DIREXION SHARES ETF TRUST      DLY LLY BULL 2X  | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $49140.00          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $779.00            | $96922.32          | Equities   |
| COLUMBIA ETF TR II             EM CORE EX ETF   | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $55584.00          | Equities   |
| DIREXION SHARES ETF TRUST      DAILY BIOTECH TO | 2500-12-31      | N/A      | 0.0000% | $1020.00           | $29099.07          | Equities   |
| DOUYU INTL HLDGS LTD           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3757.00           | $18484.44          | Equities   |
| VANECK ETF TRUST               GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $54.00             | $4655.88           | Equities   |
| VANGUARD INDEX FDS             SM CP VAL ETF    | 2500-12-31      | N/A      | 0.0000% | $46.00             | $10533.08          | Equities   |
| VANECK ETF TRUST               AGRIBUSINESS ETF | 2500-12-31      | N/A      | 0.0000% | $43.00             | $3521.27           | Equities   |
| VANGUARD ADMIRAL FDS INC       500 VAL IDX FD   | 2500-12-31      | N/A      | 0.0000% | $312.00            | $66534.00          | Equities   |
| VANGUARD WORLD FD              INDUSTRIAL ETF   | 2500-12-31      | N/A      | 0.0000% | $41.00             | $13563.62          | Equities   |
| NEWCELX LTD                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1006.00           | $3440.52           | Equities   |
| ALPS ETF TR                    ALERIAN ENERGY   | 2500-12-31      | N/A      | 0.0000% | $76.00             | $2898.64           | Equities   |
| ADVISORS INNER CIRCLE FD II    CULLEN ENHANCED  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2611.80           | Equities   |
| ABRDN PRECIOUS METALS BASKET E PHYSCL PRECS MET | 2500-12-31      | N/A      | 0.0000% | $46.00             | $9700.02           | Equities   |
| ADVISOR MANAGED PORTFOLIOS     RECKONER BBB-B   | 2500-12-31      | N/A      | 0.0000% | $3174.00           | $79413.48          | Equities   |
| AB ACTIVE ETFS INC             US LARGE CAP STR | 2500-12-31      | N/A      | 0.0000% | $1538.00           | $124162.74         | Equities   |
| AGF INVTS TR                   US MARKET NETRL  | 2500-12-31      | N/A      | 0.0000% | $374.00            | $4757.28           | Equities   |
| SKEENA RES LTD NEW             COM              | 2500-12-31      | N/A      | 0.0000% | $15400.00          | $446908.00         | Equities   |
| SERIES PORTFOLIOS TR           ELDRIDGE BBB B   | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $26450.00          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $4524.00           | $136172.40         | Equities   |
| MAN ETF SER TR                 ACTIVE TREND     | 2500-12-31      | N/A      | 0.0000% | $7908.00           | $226744.50         | Equities   |
| KRANESHARES TRUST              MOUNT LUCAS ETF  | 2500-12-31      | N/A      | 0.0000% | $196724.00         | $5889916.56        | Equities   |
| SPROTT FDS TR                  NICKEL MINERS ET | 2500-12-31      | N/A      | 0.0000% | $82.00             | $1409.58           | Equities   |
| TIDAL TRUST I                  SOFI SELECT 500  | 2500-12-31      | N/A      | 0.0000% | $600.00            | $83652.00          | Equities   |
| TORONTO DOMINION BK ONT        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $72400.00          | $7552044.00        | Equities   |
| TIDAL TRUST II                 YIELDMAX TARGET  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $16127.56          | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $1426.28           | Equities   |
| GROWGENERATION CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $28000.00          | $35840.00          | Equities   |
| GRANITESHARES ETF TR           2X LONG CRWD DAI | 2500-12-31      | N/A      | 0.0000% | $74.00             | $1808.56           | Equities   |
| ELME COMMUNITIES               SH BEN INT       | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $8170.00           | Equities   |
| TIDAL TRUST II                 YIELDMAX AMZN OP | 2500-12-31      | N/A      | 0.0000% | $400.00            | $5048.00           | Equities   |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $100.00            | $16375.00          | Equities   |
| SPROTT FDS TR                  SPROTT CRITICAL  | 2500-12-31      | N/A      | 0.0000% | $680.00            | $24133.20          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $54311.00          | $1586967.42        | Equities   |
| EMPERY DIGITAL INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $43200.00          | $198288.00         | Equities   |
| KRANESHARES TRUST              BOSERA MSCI CHIN | 2500-12-31      | N/A      | 0.0000% | $85.00             | $2792.80           | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET IND | 2500-12-31      | N/A      | 0.0000% | $34.00             | $5777.62           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $461112.00         | $14999973.36       | Equities   |
| KINROSS GOLD CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $101400.00         | $3027804.00        | Equities   |
| ROYAL BK CDA                   COM              | 2500-12-31      | N/A      | 0.0000% | $67047.00          | $11747975.34       | Equities   |
| UNITED STS OIL FD LP           UNITS            | 2500-12-31      | N/A      | 0.0000% | $65300.00          | $9836139.00        | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $102560.00         | Equities   |
| PGIM ETF TR                    JENNISON FOC VAL | 2500-12-31      | N/A      | 0.0000% | $93.00             | $8408.89           | Equities   |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $1925.00           | $115874.22         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II GBL WND ENRG ETF | 2500-12-31      | N/A      | 0.0000% | $71.00             | $1848.70           | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $9600.00           | $181920.00         | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $53.00             | $4721.24           | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $17.00             | $1190.34           | Equities   |
| ISHARES TR                     EMGR MKT INF ETF | 2500-12-31      | N/A      | 0.0000% | $6110.00           | $173766.57         | Equities   |
| ISHARES TR                     CORE MSCI TOTAL  | 2500-12-31      | N/A      | 0.0000% | $90.00             | $8208.90           | Equities   |
| GALECTIN THERAPEUTICS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $375000.00         | $843750.00         | Equities   |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $299.00            | $12531.09          | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET CON | 2500-12-31      | N/A      | 0.0000% | $13900.00          | $1624076.00        | Equities   |
| VANGUARD INDEX FDS             MCAP VL IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $47.00             | $9015.07           | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1262216.00        | $3597315.60        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $96500.00          | Equities   |
| ROGERS COMMUNICATIONS INC      CL B             | 2500-12-31      | N/A      | 0.0000% | $40300.00          | $1461278.00        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $68.00             | $7793.48           | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $59.00             | $3128.77           | Equities   |
| PROSHARES TR                   PSHS ULTRA QQQ   | 2500-12-31      | N/A      | 0.0000% | $37428.00          | $2980765.92        | Equities   |
| J P MORGAN EXCHANGE TRADED FD  U S TECH LEADERS | 2500-12-31      | N/A      | 0.0000% | $300.00            | $27947.37          | Equities   |
| NORTHERN LTS FD TR IV          INSPIRE 500 ETF  | 2500-12-31      | N/A      | 0.0000% | $92.00             | $25079.20          | Equities   |
| GRAFTECH INTL LTD SR NT        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $43400.00          | Equities   |
| NORTHERN LTS FD TR III         COUNTERPOINT QUA | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $133139.00         | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $157068.00         | $14999994.00       | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1939.20           | Equities   |
| SCHWAB STRATEGIC TR            1000 INDEX ETF   | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $95816.00          | Equities   |
| PROSHARES TR                   EQTS FOR RISIN   | 2500-12-31      | N/A      | 0.0000% | $78.00             | $5792.01           | Equities   |
| SKILLZ INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $30636.00          | $177076.08         | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $6700.00           | $86497.00          | Equities   |
| T ROWE PRICE ETF INC           HEALTHCARE ETF   | 2500-12-31      | N/A      | 0.0000% | $46.00             | $1342.57           | Equities   |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $20100.00          | $17286.00          | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $86.00             | $6725.20           | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $95.00             | $9203.60           | Equities   |
| VANECK ETF TRUST               AFRICA INDEX ETF | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2342.48           | Equities   |
| VANGUARD ADMIRAL FDS INC       SMLLCP 600 IDX   | 2500-12-31      | N/A      | 0.0000% | $103.00            | $12820.41          | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $102200.00         | $129794.00         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $163335.00         | $4147075.65        | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $95800.00          | $128372.00         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET ENE | 2500-12-31      | N/A      | 0.0000% | $34249.00          | $2021718.47        | Equities   |
| SCHWAB STRATEGIC TR            MORTGAGE BACKED  | 2500-12-31      | N/A      | 0.0000% | $257.00            | $6549.54           | Equities   |
| SCHWAB STRATEGIC TR            US LCAP GR ETF   | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $124260.00         | Equities   |
| SEABRIDGE GOLD INC             COM              | 2500-12-31      | N/A      | 0.0000% | $76917.00          | $2063683.11        | Equities   |
| FEDERATED HERMES ETF TRUST     MDT LARGE CAP    | 2500-12-31      | N/A      | 0.0000% | $59.00             | $1991.25           | Equities   |
| BANK MONTREAL MEDIUM           COM              | 2500-12-31      | N/A      | 0.0000% | $31548.00          | $4675098.12        | Equities   |
| BANK MONTREAL MEDIUM           NT LKD 41        | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $162150.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II MATERIALS ALPH   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $15670.00          | Equities   |
| FIRST TR EXCH TRADED FD III    RIVR FRNT DYN    | 2500-12-31      | N/A      | 0.0000% | $566.00            | $51139.35          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $711.00            | $29671.10          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  500 QVM MULTI    | 2500-12-31      | N/A      | 0.0000% | $3819.00           | $160381.20         | Equities   |
| ISHARES TR                     AGENCY BOND ETF  | 2500-12-31      | N/A      | 0.0000% | $34.00             | $3725.09           | Equities   |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $2992.00           | $199087.68         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II TECH ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $89.00             | $16256.96          | Equities   |
| ISHARES INC                    MSCI SWITZERLAND | 2500-12-31      | N/A      | 0.0000% | $41.00             | $2452.21           | Equities   |
| ISHARES TR                     CORE S&P SCP ETF | 2500-12-31      | N/A      | 0.0000% | $44.00             | $5928.12           | Equities   |
| ISHARES TR                     ISHS 1-5YR INVS  | 2500-12-31      | N/A      | 0.0000% | $894.00            | $46926.06          | Equities   |
| JANUS DETROIT STR TR           HENDERSON MTG    | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $154020.00         | Equities   |
| ISHARES TR                     US CONSM STAPLES | 2500-12-31      | N/A      | 0.0000% | $35.00             | $2483.60           | Equities   |
| ISHARES TR                     U.S. REAL ES ETF | 2500-12-31      | N/A      | 0.0000% | $33.00             | $3329.70           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  PHARMACEUTICALS  | 2500-12-31      | N/A      | 0.0000% | $6400.00           | $660672.00         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  HEDGED EQUITY LA | 2500-12-31      | N/A      | 0.0000% | $700.00            | $47096.00          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  ESG NASDAQ 100   | 2500-12-31      | N/A      | 0.0000% | $36.00             | $1638.14           | Equities   |
| FIDELITY COVINGTON TRUST       LOW VOLITY ETF   | 2500-12-31      | N/A      | 0.0000% | $92.00             | $6275.32           | Equities   |

### 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: ARP1FVH33, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FVH33
- **C.18 - Value (incl. sponsor support):** $526881994.16
- **C.18.a - Value (excl. sponsor support):** $526881994.16
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| ISHARES INC                    MSCI SWITZERLAND | 2500-12-31      | N/A      | 0.0000% | $101377.00         | $6063358.37        | Equities   |
| JD.COM INC                     SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $3185.00           | $94594.50          | Equities   |
| GLOBAL X FDS                   GENOMICS AND BIO | 2500-12-31      | N/A      | 0.0000% | $8471.00           | $372261.48         | Equities   |
| JANUS DETROIT STR TR           HENDERSON SECURI | 2500-12-31      | N/A      | 0.0000% | $23226.00          | $1201945.50        | Equities   |
| TRUST FOR PROFESSIONAL MANAGER JENSEN QUALITY   | 2500-12-31      | N/A      | 0.0000% | $8215.00           | $216920.36         | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1419680.00        | $4046088.00        | Equities   |
| WALMART INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $6566.00           | $840513.66         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $5216.00           | $310366.08         | Equities   |
| VANECK ETF TRUST               INTERNATIONAL HI | 2500-12-31      | N/A      | 0.0000% | $19815.00          | $432363.30         | Equities   |
| KRANESHARES TRUST              DRAGON CAPITAL V | 2500-12-31      | N/A      | 0.0000% | $233.00            | $5598.03           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN FTSE    | 2500-12-31      | N/A      | 0.0000% | $12697.00          | $427890.17         | Equities   |
| ISHARES TR                     0-5 YR TIPS ETF  | 2500-12-31      | N/A      | 0.0000% | $29263.00          | $3043644.63        | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3265.00           | $121042.04         | Equities   |
| TIM S A                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $77716.00          | $1930465.44        | Equities   |
| TERNIUM SA                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $213440.00         | $9126694.40        | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSPORTA | 2500-12-31      | N/A      | 0.0000% | $327.00            | $20618.79          | Equities   |
| GOLDMAN SACHS ETF TR           INNOVAT EQ ETF   | 2500-12-31      | N/A      | 0.0000% | $5501.00           | $405380.79         | Equities   |
| WISDOMTREE TR                  1 3 YR LADDERED  | 2500-12-31      | N/A      | 0.0000% | $1969.00           | $99276.98          | Equities   |
| SCHWAB STRATEGIC TR            US AGGREGATE B   | 2500-12-31      | N/A      | 0.0000% | $313707.00         | $7262317.05        | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $328182.00         | $2333374.02        | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $307219.00         | $298002.43         | Equities   |
| CANTOR EQUITY PARTNERS V INC   SHS CL A S       | 2500-12-31      | N/A      | 0.0000% | $61716.00          | $630120.36         | Equities   |
| VIPSHOP HLDGS LTD              SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $1873836.00        | $26496041.04       | Equities   |
| WHITEHAWK THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $167333.00         | $676025.32         | Equities   |
| ADVISORS INNER CIRCLE FD III   RAYLIANT NXTGEN  | 2500-12-31      | N/A      | 0.0000% | $11841.00          | $408277.68         | Equities   |
| ALPS ETF TR                    DYNAMIC CORE INC | 2500-12-31      | N/A      | 0.0000% | $2371.00           | $52920.72          | Equities   |
| AB ACTIVE ETFS INC             INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $127.00            | $3473.34           | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $264.00            | $9311.28           | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $147.00            | $20026.30          | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $4896.00           | $166992.28         | Equities   |
| ALPS ETF TR                    O SHARES INTL D  | 2500-12-31      | N/A      | 0.0000% | $4144.00           | $134075.39         | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE BTC    | 2500-12-31      | N/A      | 0.0000% | $3282.00           | $95816.68          | Equities   |
| COLUMBIA ETF TR I              CORE PLUS BOND E | 2500-12-31      | N/A      | 0.0000% | $2890.00           | $57612.15          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II SWITZLND ALPHA   | 2500-12-31      | N/A      | 0.0000% | $1935.00           | $152871.97         | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $70.00             | $1742.84           | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $375.00            | $15506.25          | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $267.00            | $8678.27           | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2459.37           | Equities   |
| TOYOTA MOTOR CORP              ADS              | 2500-12-31      | N/A      | 0.0000% | $2362.00           | $451756.12         | Equities   |
| WISDOMTREE TR                  INTK MLTIFACTR   | 2500-12-31      | N/A      | 0.0000% | $3473.00           | $115946.10         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $24739.00          | $260254.28         | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $30254.00          | $961169.58         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  GLOBAL EX US HGH | 2500-12-31      | N/A      | 0.0000% | $28315.00          | $559504.40         | Equities   |
| LEGEND BIOTECH CORP            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $56442.00          | $1285184.34        | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $217.00            | $5513.97           | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT | 2500-12-31      | N/A      | 0.0000% | $415.00            | $26264.19          | Equities   |
| VANGUARD SCOTTSDALE FDS        SHORT TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $46442.00          | $2713141.64        | Equities   |
| 2023 ETF SERIES TRUST          PICTET CLEANER P | 2500-12-31      | N/A      | 0.0000% | $81.00             | $2335.89           | Equities   |
| WISDOMTREE TR                  WSDM EMKTBD FD   | 2500-12-31      | N/A      | 0.0000% | $5865.00           | $389348.02         | Equities   |
| AMAZON COM INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $2584.00           | $679695.36         | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1586.00           | $79950.26          | Equities   |
| ABRDN FDS                      INTL SMALL CAP A | 2500-12-31      | N/A      | 0.0000% | $7328.00           | $263764.76         | Equities   |
| ABRDN SILVER ETF TRUST         PHYSCL SILVR SHS | 2500-12-31      | N/A      | 0.0000% | $19240.00          | $1311013.60        | Equities   |
| FIDELITY COVINGTON TRUST       MSCI UTILS INDEX | 2500-12-31      | N/A      | 0.0000% | $10333.00          | $609647.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $846.00            | $73366.90          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $21214.00          | $1386799.49        | Equities   |
| GABELLI ETFS TRUST             KEELEY DIVIDEND  | 2500-12-31      | N/A      | 0.0000% | $941.00            | $25516.06          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI CBRE REAL A | 2500-12-31      | N/A      | 0.0000% | $29.00             | $873.85            | Equities   |
| GLOBAL X FDS                   EMERGING MKT GRT | 2500-12-31      | N/A      | 0.0000% | $3688.00           | $126424.64         | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $2564.00           | $1088315.44        | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $8170.00           | $5405026.90        | Equities   |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $5101.00           | $843603.38         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $37063.00          | $26495968.07       | Equities   |
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $116686.00         | $26495890.02       | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $2260.00           | $614900.80         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II UNIT KING ALPH   | 2500-12-31      | N/A      | 0.0000% | $4261.00           | $220602.20         | Equities   |
| WISDOMTREE TR                  INTERNTNL AI ENH | 2500-12-31      | N/A      | 0.0000% | $1894.00           | $104525.50         | Equities   |
| TIDAL TRUST I                  SOUND ENHANCED   | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1090.27           | Equities   |
| WORLD GOLD TR                  SPDR GLD MINIS   | 2500-12-31      | N/A      | 0.0000% | $68243.00          | $6139822.71        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $12741.00          | $434022.16         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $671632.00         | $26495882.40       | Equities   |
| TRAVELERS COMPANIES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1143.00           | $345471.75         | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $519043.00         | $22978033.61       | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $2406.00           | $65826.72          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWRK E-COM   | 2500-12-31      | N/A      | 0.0000% | $307.00            | $10690.45          | Equities   |
| STRATEGIC TRUST                RUNNING GWTH ETF | 2500-12-31      | N/A      | 0.0000% | $390.00            | $12809.90          | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2407.00           | $77415.14          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $132209.00         | $26496005.69       | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY SECU | 2500-12-31      | N/A      | 0.0000% | $9276.00           | $237441.48         | Equities   |
| T ROWE PRICE ETF INC           SHORT MUN INCOME | 2500-12-31      | N/A      | 0.0000% | $398.00            | $19907.16          | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $41181.00          | $2989740.60        | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $3106208.00        | $26495954.24       | Equities   |
| ISHARES INC                    EM MKT SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $23178.00          | $1742985.60        | Equities   |
| WISDOMTREE TR                  GLOBAL DEFENSE   | 2500-12-31      | N/A      | 0.0000% | $7003.00           | $223717.14         | Equities   |
| BP PLC                         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $566154.00         | $26496007.20       | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $50781.00          | $189413.13         | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $48288.00          | $2053205.76        | Equities   |
| TCW ETF TRUST                  TRANSFORM SUPPLY | 2500-12-31      | N/A      | 0.0000% | $143.00            | $11281.74          | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $619776.00         | $26495424.00       | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $280054.00         | $26495908.94       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $2409.00           | $47963.67          | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS KNOWLEDGE LE | 2500-12-31      | N/A      | 0.0000% | $824.00            | $45380.73          | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $6404.00           | $234177.63         | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $635.00            | $19686.52          | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $945948.00         | $26496003.48       | Equities   |
| ISHARES TR                     IBONDS DEC 2045  | 2500-12-31      | N/A      | 0.0000% | $2173.00           | $52633.75          | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $417568.00         | $2062785.92        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $5550.00           | $152888.07         | Equities   |
| INNOVATOR ETFS TRUST           BUFFER STEP UP S | 2500-12-31      | N/A      | 0.0000% | $4450.00           | $169444.88         | Equities   |
| PETROLEO BRASILEIRO S A        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1212632.00        | $26496009.20       | Equities   |
| RLX TECHNOLOGY INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1695420.00        | $3628198.80        | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $7918.00           | $449210.31         | Equities   |
| CAPITAL GROUP EQUITY ETF TR I  US LARGE GROWT   | 2500-12-31      | N/A      | 0.0000% | $5154.00           | $146447.82         | Equities   |
| BINGEX LTD                     SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $41819.00          | $116256.82         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P GBL WATER    | 2500-12-31      | N/A      | 0.0000% | $31055.00          | $1994873.82        | Equities   |
| ISHARES INC                    MSCI SINGPOR ETF | 2500-12-31      | N/A      | 0.0000% | $186619.00         | $5262655.80        | Equities   |
| ISHARES TR                     U.S. ENERGY ETF  | 2500-12-31      | N/A      | 0.0000% | $10589.00          | $662659.62         | Equities   |
| ISHARES TR                     CORE 80/20 AGGRE | 2500-12-31      | N/A      | 0.0000% | $4153.00           | $388305.50         | Equities   |
| ISHARES TR                     DEVSMCP EXNA ETF | 2500-12-31      | N/A      | 0.0000% | $20745.00          | $1455838.46        | Equities   |
| FLEXSHARES TR                  MSTAR EMKT FAC   | 2500-12-31      | N/A      | 0.0000% | $6512.00           | $477539.94         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI INDXX INOVTV ETF | 2500-12-31      | N/A      | 0.0000% | $7576.00           | $469078.65         | Equities   |
| T ROWE PRICE ETF INC           FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $1387.00           | $36750.65          | Equities   |
| VANECK ETF TRUST               BRAZIL SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $8350.00           | $154433.25         | Equities   |
| GLOBAL X FDS                   INTER-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $495.00            | $24200.55          | Equities   |
| ISHARES TR                     RUS MD CP GR ETF | 2500-12-31      | N/A      | 0.0000% | $4330.00           | $577708.60         | Equities   |
| ISHARES TR                     GL TIMB FORE ETF | 2500-12-31      | N/A      | 0.0000% | $31327.00          | $2141604.57        | Equities   |
| CORPORACION AMER ARPTS S A     COM              | 2500-12-31      | N/A      | 0.0000% | $8265.00           | $201831.30         | Equities   |
| RBB FD INC                     US TREAS 3 YR NT | 2500-12-31      | N/A      | 0.0000% | $2235.00           | $110151.97         | Equities   |
| ISHARES INC                    MSCI JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $305218.00         | $26495974.58       | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $37235.00          | $26495681.30       | Equities   |
| RENAISSANCE CAP GREENWICH FDS  INTNTL IPO ETF   | 2500-12-31      | N/A      | 0.0000% | $1029.00           | $21279.10          | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $554772.00         | $26495910.72       | Equities   |
| BITWISE DOGECOIN ETF           COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $1451.00           | $24151.90          | Equities   |
| ISHARES TR                     MSCI ACWI ETF    | 2500-12-31      | N/A      | 0.0000% | $177658.00         | $26495914.12       | Equities   |
| NOMURA ETF TR                  FOCUSED INTERNAT | 2500-12-31      | N/A      | 0.0000% | $8192.00           | $213770.24         | Equities   |
| NORTHERN FDS                   2045 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $194.00            | $19891.79          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $205555.00         | $26496039.50       | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $1799.00           | $376440.75         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $40.00             | $12404.01          | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $6424.00           | $159480.94         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET HEA | 2500-12-31      | N/A      | 0.0000% | $185494.00         | $26495962.96       | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1862.00           | $58315.42          | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $28648.00          | $1256962.51        | Equities   |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $425.00            | $34226.53          | Equities   |
| SSGA ACTIVE TR                 STATE STREET IG  | 2500-12-31      | N/A      | 0.0000% | $3946.00           | $99728.05          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $5220.00           | $298688.40         | Equities   |

### Security 619: 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):** $864971212.80
- **C.18.a - Value (excl. sponsor support):** $864971212.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $10132.00          | $2120121.00        | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2407.00           | $77415.14          | Equities   |
| NOMURA ETF TR                  ENERGY TRANSITIO | 2500-12-31      | N/A      | 0.0000% | $667.00            | $28131.39          | Equities   |
| NOMURA ETF TR                  FOCUSED INTERNAT | 2500-12-31      | N/A      | 0.0000% | $1946.00           | $50780.87          | Equities   |
| ISHARES SILVER TR              ISHARES          | 2500-12-31      | N/A      | 0.0000% | $200647.00         | $13009951.48       | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY MUNI | 2500-12-31      | N/A      | 0.0000% | $6010.00           | $152623.95         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET HEA | 2500-12-31      | N/A      | 0.0000% | $303997.00         | $43422931.48       | Equities   |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $101327.00         | $7554434.49        | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $1037.00           | $62053.77          | Equities   |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $425.00            | $34226.53          | Equities   |
| ISHARES TR                     U.S. FINLS ETF   | 2500-12-31      | N/A      | 0.0000% | $274.00            | $33748.58          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II CHINA ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $8707.00           | $286246.98         | Equities   |
| BNY MELLON ETF TRUST           INTERNATIONL EQT | 2500-12-31      | N/A      | 0.0000% | $5107.00           | $488331.34         | Equities   |
| BITWISE DOGECOIN ETF           COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $1451.00           | $24151.90          | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $61023.00          | $43422746.34       | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $909192.00         | $43423009.92       | Equities   |
| PROFESIONALLY MANAGED PORTFOLI CONGRESS INTERME | 2500-12-31      | N/A      | 0.0000% | $4465.00           | $110419.45         | Equities   |
| HIGH TEMPLAR TECHNOLOGY LTD    SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $119060.00         | $282172.20         | Equities   |
| PROSHARES TR                   ON-DEMAND ETF    | 2500-12-31      | N/A      | 0.0000% | $1427.00           | $49595.81          | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $317100.00         | $11523414.00       | Equities   |
| ISHARES TR                     GLOBAL MATER ETF | 2500-12-31      | N/A      | 0.0000% | $36290.00          | $3907707.20        | Equities   |
| ISHARES TR                     GL TIMB FORE ETF | 2500-12-31      | N/A      | 0.0000% | $392.00            | $26798.26          | Equities   |
| ISHARES TR                     GLB CNS DISC ETF | 2500-12-31      | N/A      | 0.0000% | $6531.00           | $1274341.78        | Equities   |
| ISHARES TR                     3 7 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $5333.00           | $629507.32         | Equities   |
| ISHARES S&P GSCI COMMODITY- IN UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $71975.00          | $2487456.00        | Equities   |
| MORGAN STANLEY ETF TRUST       CALVERT INTERNAT | 2500-12-31      | N/A      | 0.0000% | $8852.00           | $684615.45         | Equities   |
| T ROWE PRICE ETF INC           FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $260.00            | $6889.09           | Equities   |
| ISHARES TR                     TRS FLT RT BD    | 2500-12-31      | N/A      | 0.0000% | $328787.00         | $16646485.81       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2493.00           | $235366.62         | Equities   |
| GLOBAL X FDS                   INTER-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $495.00            | $24200.55          | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $7463.00           | $450907.74         | Equities   |
| VANECK ETF TRUST               JUNIOR GOLD MINE | 2500-12-31      | N/A      | 0.0000% | $161536.00         | $18337566.72       | Equities   |
| PROSHARES TR                   ULTRPRO S&P500   | 2500-12-31      | N/A      | 0.0000% | $59.00             | $7411.58           | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $586097.00         | $9875734.45        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $26681.00          | $1244535.25        | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $3931.00           | $259700.73         | Equities   |
| INVESCO DB COMMDY INDX TRCK FD UNIT             | 2500-12-31      | N/A      | 0.0000% | $145856.00         | $4533204.48        | Equities   |
| ISHARES TR                     LATN AMER 40 ETF | 2500-12-31      | N/A      | 0.0000% | $185039.00         | $6598490.74        | Equities   |
| ISHARES TR                     U.S. REAL ES ETF | 2500-12-31      | N/A      | 0.0000% | $339241.00         | $34229416.90       | Equities   |
| NOVABRIDGE BIOSCIENCES         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $453998.00         | $1066895.30        | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE MEDIC | 2500-12-31      | N/A      | 0.0000% | $211.00            | $5116.75           | Equities   |
| ISHARES INC                    MSCI SPAIN ETF   | 2500-12-31      | N/A      | 0.0000% | $31950.00          | $1773544.50        | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $282040.00         | $43422878.40       | Equities   |
| FLEXSHARES TR                  DEV MRK EX LOW   | 2049-12-31      | N/A      | 0.0000% | $3103.00           | $101351.43         | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $839.00            | $19498.36          | Equities   |
| ECOPETROL S A                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $68889.00          | $949290.42         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $5550.00           | $152888.07         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $29428.00          | $1331408.06        | Equities   |
| XBP GLOBAL HOLDINGS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17516.00          | $51146.72          | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $417568.00         | $2062785.92        | Equities   |
| RLX TECHNOLOGY INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2250064.00        | $4815136.96        | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $3869274.00        | $9286257.60        | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $1612.00           | $44103.35          | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $7918.00           | $449210.31         | Equities   |
| BP PLC                         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $281358.00         | $13167554.40       | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1586.00           | $79950.26          | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $635.00            | $19686.52          | Equities   |
| GOLDMAN SACHS ETF TR           INNOVAT EQ ETF   | 2500-12-31      | N/A      | 0.0000% | $4760.00           | $350774.87         | Equities   |
| GLOBAL X FDS                   ARTIFICIAL ETF   | 2500-12-31      | N/A      | 0.0000% | $4740.00           | $260889.60         | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $960924.00         | $26915481.24       | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS KNOWLEDGE LE | 2500-12-31      | N/A      | 0.0000% | $824.00            | $45380.73          | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $1015712.00        | $43421688.00       | Equities   |
| ISHARES INC                    MSCI BIC ETF     | 2500-12-31      | N/A      | 0.0000% | $10868.00          | $455205.09         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $2409.00           | $47963.67          | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $458968.00         | $43422962.48       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2268.00           | $249660.53         | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $415959.00         | $503310.39         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI INDXX INOVTV ETF | 2500-12-31      | N/A      | 0.0000% | $5834.00           | $361220.28         | Equities   |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $643324.00         | $34025406.36       | Equities   |
| ETFIS SER TR I                 VIRTUS PVT CR    | 2500-12-31      | N/A      | 0.0000% | $21459.00          | $340766.77         | Equities   |
| ANHEUSER BUSCH INBEV SA NV     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $275995.00         | $20095195.95       | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI WINSLOW LAR | 2500-12-31      | N/A      | 0.0000% | $628.00            | $33510.08          | Equities   |
| NORTHERN FDS                   TAX-EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $8917.00           | $459270.09         | Equities   |
| ISHARES TR                     IBONDS DEC 2045  | 2500-12-31      | N/A      | 0.0000% | $35.00             | $847.76            | Equities   |
| ISHARES TR                     PFD AND INCM SEC | 2500-12-31      | N/A      | 0.0000% | $28085.00          | $875409.45         | Equities   |
| WISDOMTREE TR                  GLOBAL DEFENSE   | 2500-12-31      | N/A      | 0.0000% | $7003.00           | $223717.14         | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $29360.00          | $712740.42         | Equities   |
| STRUCTURE THERAPEUTICS INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1029316.00        | $42577656.34       | Equities   |
| T ROWE PRICE ETF INC           SHORT MUN INCOME | 2500-12-31      | N/A      | 0.0000% | $82.00             | $4101.48           | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $16725.00          | $42648.75          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP400 VL   | 2500-12-31      | N/A      | 0.0000% | $642.00            | $88986.72          | Equities   |
| GDS HLDGS LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $95852.00          | $3981692.08        | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE FIN E | 2500-12-31      | N/A      | 0.0000% | $3616.00           | $120506.45         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1100704.00        | $43422772.80       | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $208.00            | $4041.44           | Equities   |
| AMERICAN CENTY ETF TR          LARGE CAP EQUITY | 2500-12-31      | N/A      | 0.0000% | $4470.00           | $361354.80         | Equities   |
| ASML HLDG NV                   N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $31148.00          | $43422803.84       | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1019.30           | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $1272512.00        | $2863152.00        | Equities   |
| WISDOMTREE TR                  TRUE DEVELOPED I | 2500-12-31      | N/A      | 0.0000% | $24886.00          | $1757200.46        | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $9819.00           | $19343.43          | Equities   |
| HARBOR ETF TRUST               SMID CAP CORE    | 2500-12-31      | N/A      | 0.0000% | $282.00            | $7393.48           | Equities   |
| ISHARES INC                    MSCI JAPN SMCETF | 2500-12-31      | N/A      | 0.0000% | $6802.00           | $673057.90         | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $159596.00         | $43422879.68       | Equities   |
| ISHARES INC                    EM MKT SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $10527.00          | $791630.40         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $44462.00          | $31785439.18       | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $434534.00         | $43422982.62       | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $10255.00          | $6784400.35        | Equities   |
| INNOVATOR ETFS TRUST           EMRGNG MKT JULY  | 2500-12-31      | N/A      | 0.0000% | $1435.00           | $44163.42          | Equities   |
| PIMCO ETF TR                   ENHAN SHRT MA AC | 2500-12-31      | N/A      | 0.0000% | $141405.00         | $14240897.55       | Equities   |
| AMAZON COM INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $6881.00           | $1809978.24        | Equities   |
| ABRDN FDS                      INTL SMALL CAP A | 2500-12-31      | N/A      | 0.0000% | $7328.00           | $263764.76         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS ALL INT  | 2500-12-31      | N/A      | 0.0000% | $6240.00           | $508289.18         | Equities   |
| AMERICAN CENTY ETF TR          SELECT HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $4325.00           | $200203.38         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPON U | 2500-12-31      | N/A      | 0.0000% | $323.00            | $26305.12          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $731.00            | $24901.52          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS CO | 2500-12-31      | N/A      | 0.0000% | $86861.00          | $3309404.10        | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $56224.00          | $186101.44         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI CBRE REAL A | 2500-12-31      | N/A      | 0.0000% | $29.00             | $873.85            | Equities   |
| GOLDMAN SACHS ETF TR           ACCES TREASURY   | 2500-12-31      | N/A      | 0.0000% | $51642.00          | $5172979.14        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RBA INDL ETF     | 2500-12-31      | N/A      | 0.0000% | $8093.00           | $983946.94         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    FT VEST BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $10330.00          | $149419.32         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $4238.00           | $277046.11         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $2349.00           | $72064.03          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $846.00            | $73366.90          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SMITH OPPORT FXD | 2500-12-31      | N/A      | 0.0000% | $6080.00           | $264480.00         | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $781.00            | $19817.88          | Equities   |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $110256.00         | $43422120.48       | Equities   |
| 2023 ETF SERIES TRUST          PICTET CLEANER P | 2500-12-31      | N/A      | 0.0000% | $81.00             | $2335.89           | Equities   |
| GUINNESS ATKINSON FDS          DIVIDEND BUILDER | 2500-12-31      | N/A      | 0.0000% | $3491.00           | $112358.88         | Equities   |
| MATTHEWS ASIA FDS              EMERGING MKT DIS | 2500-12-31      | N/A      | 0.0000% | $1122.00           | $33693.66          | Equities   |
| SEI EXCHANGE TRADED FUNDS      SELECT INTL EQUI | 2500-12-31      | N/A      | 0.0000% | $19391.00          | $653484.46         | Equities   |
| WISDOMTREE TR                  US SMALLCAP FUND | 2500-12-31      | N/A      | 0.0000% | $1023.00           | $64096.99          | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $24739.00          | $260254.28         | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1878.00           | $74600.55          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $217.00            | $5513.97           | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT | 2500-12-31      | N/A      | 0.0000% | $415.00            | $26264.19          | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $16647.00          | $528875.19         | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $267.00            | $8678.27           | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2459.37           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY INTERST | 2500-12-31      | N/A      | 0.0000% | $177000.00         | $8301300.00        | Equities   |
| GOLDMAN SACHS GROUP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1274.00           | $1153734.40        | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $70.00             | $1742.84           | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $375.00            | $15506.25          | Equities   |
| NORTHERN FDS                   2045 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $164.00            | $16815.74          | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $133.00            | $3517.46           | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $140749.00         | $534846.20         | Equities   |
| GABELLI ETFS TRUST             KEELEY DIVIDEND  | 2500-12-31      | N/A      | 0.0000% | $941.00            | $25516.06          | Equities   |
| LITMAN GREGORY FDS TR          IMGP DBI MANAGED | 2500-12-31      | N/A      | 0.0000% | $13858.00          | $431260.96         | Equities   |
| LUXEXPERIENCE BV               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $23600.00          | $208388.00         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II SWITZLND ALPHA   | 2500-12-31      | N/A      | 0.0000% | $1935.00           | $152871.97         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    BLOOMBERG INFLAT | 2500-12-31      | N/A      | 0.0000% | $3170.00           | $89502.41          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II S NETWRK FUT VEH | 2500-12-31      | N/A      | 0.0000% | $2439.00           | $244347.31         | Equities   |
| BOEING CO                      COM              | 2500-12-31      | N/A      | 0.0000% | $48652.00          | $10903399.72       | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $1107.00           | $42684.59          | Equities   |
| DBX ETF TR                     XTRACK MSCI JAPN | 2500-12-31      | N/A      | 0.0000% | $37675.00          | $3965293.75        | Equities   |
| DIREXION SHARES ETF TRUST      DAILY MSCI BRAZI | 2500-12-31      | N/A      | 0.0000% | $1334.00           | $149941.60         | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $300.00            | $10232.37          | Equities   |
| CANTOR EQUITY PARTNERS V INC   SHS CL A S       | 2500-12-31      | N/A      | 0.0000% | $40126.00          | $409686.46         | Equities   |
| WISDOMTREE TR                  WSDM EMKTBD FD   | 2500-12-31      | N/A      | 0.0000% | $4445.00           | $295081.32         | Equities   |
| ADVISORS INNER CIRCLE FD III   RAYLIANT NXTGEN  | 2500-12-31      | N/A      | 0.0000% | $2827.00           | $97474.96          | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $264.00            | $9311.28           | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $33.00             | $4495.70           | Equities   |
| LATTICE STRATEGIES TR          HARTFORD MLT SML | 2500-12-31      | N/A      | 0.0000% | $4464.00           | $230198.66         | Equities   |
| WISDOMTREE TR                  1 3 YR LADDERED  | 2500-12-31      | N/A      | 0.0000% | $1969.00           | $99276.98          | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSPORTA | 2500-12-31      | N/A      | 0.0000% | $327.00            | $20618.79          | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3265.00           | $121042.04         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $1665.00           | $92916.66          | Equities   |
| ISHARES TR                     FUTURE EXPONENTI | 2500-12-31      | N/A      | 0.0000% | $52689.00          | $3949520.02        | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN ASIA    | 2500-12-31      | N/A      | 0.0000% | $8763.00           | $298066.43         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $41445.00          | $1538023.95        | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN FTSE    | 2500-12-31      | N/A      | 0.0000% | $12697.00          | $427890.17         | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $4934.00           | $122490.50         | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1419680.00        | $4046088.00        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $4580.00           | $395620.40         | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $94676.00          | $39518709.16       | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAPITAL GL | 2500-12-31      | N/A      | 0.0000% | $15645.00          | $169975.10         | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST COIN  | 2500-12-31      | N/A      | 0.0000% | $62532.00          | $241373.52         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $1622.00           | $96513.38          | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $320609.00         | $884880.84         | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $3474.00           | $125990.17         | Equities   |
| BLACKROCK ETF TRUST            ISHARES HEALTH I | 2500-12-31      | N/A      | 0.0000% | $2587.00           | $71428.62          | Equities   |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $17676.00          | $488034.36         | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $14571.00          | $336960.20         | Equities   |

### Security 620: 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):** $249925132.50
- **C.18.a - Value (excl. sponsor support):** $249925132.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BROOKLYN UNION GAS CO          SR GLBL 144A 48  | 2048-03-15      | 4.2730%  | 0.0000% | $151000.00         | $118320.77         | Corporate Debt Securities |
| COREBRIDGE FINL INC            SR GLBL NT 42    | 2042-04-05      | 4.3500%  | 0.0000% | $300000.00         | $251013.25         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 45    | 2045-07-30      | 4.6500%  | 0.0000% | $259000.00         | $229493.42         | Corporate Debt Securities |
| BURLINGTON RES FIN CO          SR NT 7.2%31     | 2031-08-15      | 7.2000%  | 0.0000% | $1000.00           | $1131.01           | Corporate Debt Securities |
| BANCO SANTANDER SA             SNR NPF GLBL 30  | 2030-11-06      | 4.5510%  | 0.0000% | $1000000.00        | $1007036.50        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 48    | 2048-04-24      | 4.2810%  | 0.0000% | $6744000.00        | $5487009.44        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F | 2099-12-31      | 4.6250%  | 0.0000% | $300000.00         | $300155.67         | Corporate Debt Securities |
| BANQUE FED DU CRED MUTUEL      SNR PREF REGS 28 | 2028-07-13      | 5.7900%  | 0.0000% | $200000.00         | $208287.83         | Corporate Debt Securities |
| BANCO SANTANDER SA             SNR NPF GLBL 30  | 2030-03-14      | 5.5380%  | 0.0000% | $20400000.00       | $20990913.20       | Corporate Debt Securities |
| SUMITOMO MITSUI TRUST GROUP IN LW TIER II 36    | 2036-09-11      | 5.4160%  | 0.0000% | $200000.00         | $197862.36         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       LW TIER II 36    | 2036-06-13      | 6.0680%  | 0.0000% | $833000.00         | $871303.10         | Corporate Debt Securities |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT 54    | 2054-04-03      | 5.7770%  | 0.0000% | $6695000.00        | $6496645.56        | Corporate Debt Securities |
| SOCIETE GENERALE               SUB REGS NT 55   | 2055-01-19      | 7.1320%  | 0.0000% | $8992000.00        | $9473874.29        | Corporate Debt Securities |
| SOCIETE GENERALE               FR 6.221%061533  | 2033-06-15      | 6.2210%  | 0.0000% | $5003000.00        | $5280410.10        | Corporate Debt Securities |
| SOCIETE GENERALE               FR 1.792%060927  | 2027-06-09      | 1.7920%  | 0.0000% | $2251000.00        | $2259888.45        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 32    | 2032-05-15      | 5.1250%  | 0.0000% | $50000.00          | $51703.48          | Corporate Debt Securities |
| STARBUCKS CORP                 SR GLBL NT5.4%35 | 2035-05-15      | 5.4000%  | 0.0000% | $407000.00         | $426605.19         | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -J NT 48 | 2048-09-15      | 4.2500%  | 0.0000% | $8845000.00        | $7140059.91        | Corporate Debt Securities |
| WPD HLDGS UK                   SR GLBL 144A 28  | 2028-12-15      | 7.3750%  | 0.0000% | $500000.00         | $543008.12         | Corporate Debt Securities |
| ABN AMRO BANK N.V.             VR 120324-120328 | 2028-12-03      | 4.6615%  | 0.0000% | $7300000.00        | $7371716.08        | Corporate Debt Securities |
| SOUTHERN CO GAS CAP            SR NT 5.875%41   | 2041-03-15      | 5.8750%  | 0.0000% | $1500000.00        | $1537280.62        | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICID SR GLBL REGS 51  | 2051-02-09      | 4.6770%  | 0.0000% | $1000000.00        | $740923.25         | Corporate Debt Securities |
| DANSKE BK AS                   FR 4.662%032729  | 2029-03-27      | 4.6620%  | 0.0000% | $206000.00         | $206931.84         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT3.8%48 | 2048-07-15      | 3.8000%  | 0.0000% | $1725000.00        | $1290650.75        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT5.2%34 | 2034-02-22      | 5.2000%  | 0.0000% | $10000.00          | $10326.22          | Corporate Debt Securities |
| BANCO SANTANDER SA             SNR NPF GLBL 27  | 2027-09-14      | 1.7220%  | 0.0000% | $4000000.00        | $3965241.33        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL64 | 2064-05-01      | 7.0080%  | 0.0000% | $293000.00         | $338568.92         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE SR 144A NT 37    | 2037-01-30      | 5.5290%  | 0.0000% | $230000.00         | $231456.48         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 4.942%021131  | 2031-02-11      | 4.9420%  | 0.0000% | $6160000.00        | $6301032.86        | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL 144A 29  | 2029-01-12      | 3.8690%  | 0.0000% | $420000.00         | $419839.14         | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL 144A NT 33  | 2033-10-06      | 6.5000%  | 0.0000% | $87000.00          | $94644.98          | Corporate Debt Securities |
| METLIFE INC                    SR GLBL NT5.3%34 | 2034-12-15      | 5.3000%  | 0.0000% | $40000.00          | $41569.00          | Corporate Debt Securities |
| NATIONWIDE BLDG SOC GLOBAL COV FR 4%091426      | 2026-09-14      | 4.0000%  | 0.0000% | $11998000.00       | $12039046.49       | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 6%56  | 2056-05-01      | 6.0000%  | 0.0000% | $16626000.00       | $16033061.42       | Corporate Debt Securities |
| XL GROUP LTD                   SR GLBL NT 43    | 2043-12-15      | 5.2500%  | 0.0000% | $114000.00         | $107306.77         | Corporate Debt Securities |
| MIZUHO BANK LTD.               SR GLBL 144A 31  | 2031-04-16      | 4.6950%  | 0.0000% | $5100000.00        | $5143175.75        | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 4.8%051530    | 2030-05-15      | 4.8000%  | 0.0000% | $70000.00          | $72317.70          | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -R NT 35 | 2035-06-15      | 5.3750%  | 0.0000% | $30000.00          | $31054.39          | Corporate Debt Securities |
| ALLY FINL INC                  SR GLBL NT 29    | 2029-06-13      | 6.9920%  | 0.0000% | $2288000.00        | $2438226.52        | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 5%35  | 2035-11-15      | 5.0000%  | 0.0000% | $9180000.00        | $9133896.00        | Corporate Debt Securities |
| BMW US CAP LLC                 REGS NT 5.05%28  | 2028-08-11      | 5.0500%  | 0.0000% | $15000.00          | $15338.13          | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE SR GLBL REGS 36  | 2036-10-24      | 6.1500%  | 0.0000% | $200000.00         | $208705.00         | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICID SR AMZ REGS NT51 | 2051-01-28      | 6.5000%  | 0.0000% | $1000000.00        | $998561.11         | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL NT 29 | 2029-11-01      | 5.8750%  | 0.0000% | $84441.00          | $87367.88          | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 4.95%071428   | 2028-07-14      | 4.9500%  | 0.0000% | $772000.00         | $795758.30         | Corporate Debt Securities |
| DISNEY WALT CO                 SR GLBL NT 49    | 2049-09-01      | 2.7500%  | 0.0000% | $300000.00         | $187046.08         | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D27 | 2027-11-16      | 2.3110%  | 0.0000% | $8210000.00        | $8194876.27        | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT4.6%26 | 2026-12-23      | 4.6000%  | 0.0000% | $269000.00         | $273870.99         | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 35    | 2035-06-23      | 5.5500%  | 0.0000% | $224000.00         | $227550.21         | Corporate Debt Securities |
| BNP PARIBAS                    SNR NPF 144A 28  | 2028-09-30      | 1.9040%  | 0.0000% | $698000.00         | $673637.47         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 6%35  | 2035-08-15      | 6.0000%  | 0.0000% | $50000.00          | $52275.00          | Corporate Debt Securities |
| HUNTINGTON INGALLS INDS INC    SR GLBL NT 30    | 2030-01-15      | 5.3530%  | 0.0000% | $12000.00          | $12415.48          | Corporate Debt Securities |
| EMPRESA NACIONAL DEL PETROLEO  GLBL REGS NT 47  | 2047-09-14      | 4.5000%  | 0.0000% | $237000.00         | $197169.78         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 46    | 2046-07-08      | 5.7960%  | 0.0000% | $130000.00         | $129233.26         | Corporate Debt Securities |
| MANUFACTURERS & TRADERS TR CO  SR NT 4.762%28   | 2028-07-06      | 4.7620%  | 0.0000% | $250000.00         | $254272.42         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.433%012347  | 2047-01-23      | 5.4330%  | 0.0000% | $10000000.00       | $9633989.17        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 1.593%050427  | 2027-05-04      | 1.5930%  | 0.0000% | $463000.00         | $466453.05         | Corporate Debt Securities |
| MOTIVA ENTERPRISES LLC         SR GLBL 144A 40  | 2040-01-15      | 6.8500%  | 0.0000% | $11000.00          | $12114.29          | Corporate Debt Securities |
| NBCUNIVERSAL MEDIA LLC         GLBL NT 6.4%40   | 2040-04-30      | 6.4000%  | 0.0000% | $43000.00          | $45299.21          | Corporate Debt Securities |
| NGPL PIPECO LLC                SR GLBL 3 144A37 | 2037-12-15      | 7.7680%  | 0.0000% | $53000.00          | $62762.07          | Corporate Debt Securities |
| DIAGEO CAP PLC                 SR GLBL NT 2%30  | 2030-04-29      | 2.0000%  | 0.0000% | $215000.00         | $194730.99         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.2%52 | 2052-02-15      | 3.2000%  | 0.0000% | $150000.00         | $99268.00          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 4.89%072128   | 2028-07-21      | 4.8900%  | 0.0000% | $2869000.00        | $2926946.63        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 1.8%072831    | 2031-07-28      | 1.8000%  | 0.0000% | $810000.00         | $708183.00         | Corporate Debt Securities |
| BANCO DE CREDITO E INVERSIONES FR 2.875%101431  | 2031-10-14      | 2.8750%  | 0.0000% | $290000.00         | $264853.46         | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2500-12-31      | 6.4500%  | 0.0000% | $682000.00         | $721188.29         | Corporate Debt Securities |
| NORTHWESTERN UNIV              SR GLBL SINK 50  | 2050-12-01      | 2.6400%  | 0.0000% | $167000.00         | $103876.78         | Corporate Debt Securities |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3.375%27 | 2027-03-24      | 3.3750%  | 0.0000% | $260000.00         | $258745.50         | Corporate Debt Securities |
| GRAND RIV FDG TR II            SR GLBL 144A 56  | 2056-02-15      | 7.2800%  | 0.0000% | $1167000.00        | $1233123.52        | Corporate Debt Securities |
| SUMITOMO MITSUI TR BK LTD      FR 5.2%030727    | 2027-03-07      | 5.2000%  | 0.0000% | $400000.00         | $406326.22         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           ALT TIER I GLBL  | 2085-11-26      | 6.8750%  | 0.0000% | $16308000.00       | $16891536.48       | Corporate Debt Securities |
| CAIXABANK S A                  FR 6.684%091327  | 2027-09-13      | 6.6840%  | 0.0000% | $387000.00         | $393488.57         | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 27    | 2027-09-01      | 2.9500%  | 0.0000% | $57000.00          | $56271.81          | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT5.5%52 | 2052-06-15      | 5.5000%  | 0.0000% | $1105000.00        | $1022462.03        | Corporate Debt Securities |
| COBANK ACB                     PERP -M NT7.125% | 2500-12-31      | 7.1250%  | 0.0000% | $500000.00         | $514339.79         | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR NT 5.6%39     | 2039-11-30      | 5.6000%  | 0.0000% | $1000.00           | $1029.97           | Corporate Debt Securities |
| METLIFE INC                    SUB GLBL DEB 56  | 2056-03-15      | 5.8500%  | 0.0000% | $3167000.00        | $3152495.14        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 29    | 2029-07-15      | 5.5500%  | 0.0000% | $440000.00         | $457158.90         | Corporate Debt Securities |
| TRUST 1401                     SR GLBL REGS 50  | 2050-01-15      | 6.3900%  | 0.0000% | $1347000.00        | $1276696.70        | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT 51    | 2051-02-08      | 2.6500%  | 0.0000% | $1856000.00        | $1141451.34        | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT2.4%50 | 2050-08-20      | 2.4000%  | 0.0000% | $500000.00         | $291848.33         | Corporate Debt Securities |
| ASSURED GTY US HLDGS INC       SR GLBL NT 28    | 2028-09-15      | 6.1250%  | 0.0000% | $234000.00         | $243639.92         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP GLBL -L NT  | 2500-12-31      | 5.9500%  | 0.0000% | $11957000.00       | $12383698.83       | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       GLBL P NT5.95%32 | 2032-11-01      | 5.9500%  | 0.0000% | $52000.00          | $56224.21          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT   | 2079-12-31      | 3.7500%  | 0.0000% | $5000000.00        | $4948833.33        | Corporate Debt Securities |
| CAIXABANK S A                  FR 5.402%042237  | 2037-04-22      | 5.4020%  | 0.0000% | $1516000.00        | $1495595.31        | Corporate Debt Securities |
| NEXT PROPERTIES TR 2401        SR REGS NT 44    | 2044-01-30      | 6.9500%  | 0.0000% | $220000.00         | $224372.50         | Corporate Debt Securities |
| BNP PARIBAS                    SNR NPF 144A 30  | 2030-05-20      | 5.4970%  | 0.0000% | $4887000.00        | $5116401.21        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 52    | 2052-03-15      | 3.8500%  | 0.0000% | $16829000.00       | $12800179.47       | Corporate Debt Securities |
| EVERGY MO WEST INC             1M 144A BD 34    | 2034-06-01      | 5.6500%  | 0.0000% | $375000.00         | $390613.02         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28    | 2028-02-24      | 2.6400%  | 0.0000% | $252000.00         | $249394.32         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 33    | 2033-10-28      | 6.0370%  | 0.0000% | $361000.00         | $380712.55         | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 2.7%050150    | 2050-05-01      | 2.7000%  | 0.0000% | $100000.00         | $63002.50          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 54    | 2054-01-15      | 5.7500%  | 0.0000% | $4313000.00        | $4176195.23        | Corporate Debt Securities |
| SOCIETE GENERALE               FR 1.792%060927  | 2027-06-09      | 1.7920%  | 0.0000% | $300000.00         | $301184.60         | Corporate Debt Securities |
| ROYAL BK CDA                   ALT TIER I GLBL  | 2085-11-24      | 6.5000%  | 0.0000% | $5078000.00        | $5062596.73        | Corporate Debt Securities |
| BNP PARIBAS                    FR 5.906%111935  | 2035-11-19      | 5.9060%  | 0.0000% | $632000.00         | $656118.98         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 53    | 2053-08-02      | 7.0810%  | 0.0000% | $99000.00          | $111572.91         | Corporate Debt Securities |
| BPCE                           FR 5.936%053035  | 2035-05-30      | 5.9360%  | 0.0000% | $487000.00         | $509525.37         | Corporate Debt Securities |
| ENBRIDGE ENERGY PARTNERS L P   SR NT 7.5%38     | 2038-04-15      | 7.5000%  | 0.0000% | $227000.00         | $262946.59         | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL ZZ BD 33 | 2033-06-01      | 5.2000%  | 0.0000% | $509000.00         | $528999.74         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 34    | 2034-04-20      | 5.0940%  | 0.0000% | $28372000.00       | $28320788.54       | Corporate Debt Securities |
| NORTHERN TR CORP               SR GLBL NT 30    | 2030-11-19      | 4.1500%  | 0.0000% | $3000.00           | $3024.27           | Corporate Debt Securities |
| M & T BK CORP                  FR 4.833%011629  | 2029-01-16      | 4.8330%  | 0.0000% | $440000.00         | $447516.08         | Corporate Debt Securities |
| MSCI INC                       SR GLBL NT 35    | 2035-09-01      | 5.2500%  | 0.0000% | $242000.00         | $239159.93         | Corporate Debt Securities |

### Security 621: 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):** $749271202.50
- **C.18.a - Value (excl. sponsor support):** $749271202.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| PUBLIC SERVICE CO COLO         1M GLBL 42 BD 42    | 2042-09-15      | 3.6000%  | 0.0000% | $6000.00           | $4638.60           | Corporate Debt Securities                         |
| REPUBLIC FINANCE ISS TR 2026-A C      20390621 5.4 | 2039-06-21      | 5.4600%  | 0.0000% | $1000000.00        | $993996.00         | Asset-Backed Securities                           |
| J P MORGAN MTG TR 2025-HE2     B-3    20551122 FLT | 2055-11-22      | 7.8649%  | 0.0000% | $209000.00         | $180350.22         | Asset-Backed Securities                           |
| PUBLIC SVC ELEC & GAS CO       FR 4.9%121532       | 2032-12-15      | 4.9000%  | 0.0000% | $2000.00           | $2054.09           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2020-LTV1     A-15   20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $370000.00         | $626.53            | Private Label Collateralized Mortgage Obligations |
| REDE D OR FIN S A R L          SR GLBL REGS 36     | 2036-04-28      | 6.5500%  | 0.0000% | $1244000.00        | $1230022.28        | Corporate Debt Securities                         |
| LGI HOMES INC                  SR GLBL REGS 29     | 2029-07-15      | 4.0000%  | 0.0000% | $218000.00         | $200629.03         | Corporate Debt Securities                         |
| PALMER SQUARE CLO TD 2021-3R   E-R    20381015 FLT | 2038-10-15      | 9.1231%  | 0.0000% | $3475000.00        | $3370858.74        | Asset-Backed Securities                           |
| WAYFAIR LLC                    SR SEC GLBL 29      | 2029-10-31      | 7.2500%  | 0.0000% | $10000.00          | $10282.01          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2020-LTV1     A-11   20500625 FLT | 2050-06-25      | 4.7930%  | 0.0000% | $619000.00         | $1049.69           | Private Label Collateralized Mortgage Obligations |
| VISTRA OPERATIONS CO LLC       1LIEN GLBL 29       | 2029-07-15      | 4.3000%  | 0.0000% | $1275000.00        | $1265847.63        | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER CO         SR GLBL NT 28       | 2028-05-01      | 1.8500%  | 0.0000% | $4000.00           | $3852.59           | Corporate Debt Securities                         |
| VENTURE 33 CLO 2018            SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $4250000.00        | $425.00            | Asset-Backed Securities                           |
| SS&C TECHNOLOGIES INC          SR GLBL REGS 27     | 2027-09-30      | 5.5000%  | 0.0000% | $3000.00           | $3010.51           | Corporate Debt Securities                         |
| TITANIA RE LIMITED             -B-20241 144A 27    | 2027-11-26      | 13.0145% | 0.0000% | $11500000.00       | $11412542.35       | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 31       | 2031-07-15      | 5.2500%  | 0.0000% | $1866000.00        | $1715175.89        | Corporate Debt Securities                         |
| FORT WASHINGTON CLO 2021-2 LTD E      20341020 FLT | 2034-10-20      | 10.5468% | 0.0000% | $2500000.00        | $2393524.19        | Asset-Backed Securities                           |
| P & L DEVELOPMENT LLC/  PLD FI SR SEC PIK 29       | 2029-05-15      | 12.0000% | 0.0000% | $1343.00           | $1406.79           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6       1-A-2  20371225 FLT | 2037-12-25      | 0.0000%  | 0.0000% | $699000.00         | $3869.60           | Private Label Collateralized Mortgage Obligations |
| SLM CORP                       SR GLBL NT6.5%30    | 2030-01-31      | 6.5000%  | 0.0000% | $2000.00           | $2046.90           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-10-21      | 1.9480%  | 0.0000% | $1000.00           | $988.68            | Corporate Debt Securities                         |
| NAVIENT REFINANCE LN TR 2026-A B      20560118 5.1 | 2056-01-18      | 5.1800%  | 0.0000% | $580000.00         | $566331.33         | Asset-Backed Securities                           |
| SOUTHERN CALIF EDISON CO       SR GLBL NT 29       | 2029-04-01      | 6.6500%  | 0.0000% | $1000.00           | $1047.80           | Corporate Debt Securities                         |
| SWORD PURCHASER LLC            SR SEC 144A NT33    | 2033-04-15      | 8.2500%  | 0.0000% | $86000.00          | $88065.07          | Corporate Debt Securities                         |
| NCL CORP LTD                   SR GLBL 144A 29     | 2029-02-15      | 7.7500%  | 0.0000% | $3330000.00        | $3520495.42        | Corporate Debt Securities                         |
| SPIRIT AIRLINES INC 2015-1     A      20291001 4.1 | 2029-10-01      | 4.1000%  | 0.0000% | $40000.00          | $17152.14          | Asset-Backed Securities                           |
| TAPESTRY INC                   SR GLBL NT5.1%30    | 2030-03-11      | 5.1000%  | 0.0000% | $2000.00           | $2034.74           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M4     20360725 FLT | 2036-07-25      | 4.3838%  | 0.0000% | $5000000.00        | $1877.61           | Asset-Backed Securities                           |
| GOEASY LTD                     SR GLBL 144A 31     | 2031-02-15      | 6.8750%  | 0.0000% | $400000.00         | $337145.17         | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 34       | 2034-04-15      | 5.3750%  | 0.0000% | $1000.00           | $1039.25           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27    | 2027-10-21      | 4.5775%  | 0.0000% | $4000.00           | $4011.49           | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 29     | 2029-08-15      | 4.3750%  | 0.0000% | $83000.00          | $81845.02          | Corporate Debt Securities                         |
| FHLMCT SLSTT SERIES 2020-3     M-1    20600426 4.7 | 2060-04-26      | 4.7500%  | 0.0000% | $340000.00         | $52620.17          | Agency Collateralized Mortgage Obligation         |
| SLM PRIVATE ST LN TR 2003-C    A-5    20320915 FLT | 2032-09-15      | 0.0100%  | 0.0000% | $7150000.00        | $7030215.46        | Asset-Backed Securities                           |
| SALUDA GRADE MTG TR 2021-FIG2  A-1    20511025 FLT | 2051-10-25      | 2.6320%  | 0.0000% | $24000000.00       | $4424562.63        | Asset-Backed Securities                           |
| CONOCOPHILLIPS CDA FDG CO II   SR NT 5.95%36       | 2036-10-15      | 5.9500%  | 0.0000% | $2000.00           | $2128.50           | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 5%45     | 2045-08-15      | 5.0000%  | 0.0000% | $5000.00           | $4628.98           | Corporate Debt Securities                         |
| CUBESMART L P                  SR GLBL NT 3%30     | 2030-02-15      | 3.0000%  | 0.0000% | $3000.00           | $2839.62           | Corporate Debt Securities                         |
| COMMERCIAL METALS CO           SR GLBL 144A 33     | 2033-11-15      | 5.7500%  | 0.0000% | $658000.00         | $675277.25         | Corporate Debt Securities                         |
| HOME EQUITY MTG TR 2006-2      2A-1   20360725 FLT | 2036-07-25      | 3.9288%  | 0.0000% | $129760000.00      | $5854819.77        | Asset-Backed Securities                           |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 4.6%041548       | 2048-04-15      | 4.6000%  | 0.0000% | $2000.00           | $1725.87           | Corporate Debt Securities                         |
| BARINGS MIDDLE MKT CLO 2021-1  D      20330720 FLT | 2033-07-20      | 12.5868% | 0.0000% | $1000000.00        | $993356.34         | Asset-Backed Securities                           |
| BANK MONTREAL MEDIUM           FR 4.35%092231      | 2031-09-22      | 4.3500%  | 0.0000% | $5000.00           | $4954.21           | Corporate Debt Securities                         |
| BNSF RAILWAY CO 2015-1         CTF    20280616 3.4 | 2028-06-16      | 3.4420%  | 0.0000% | $8000.00           | $4797.33           | Asset-Backed Securities                           |
| BHG SECU TR 2026-1CON          D      20370617 6.3 | 2037-06-17      | 6.3700%  | 0.0000% | $8000000.00        | $7969015.56        | Asset-Backed Securities                           |
| BAUSCH HEALTH COS INC          SR GLBL 144A 28     | 2028-01-30      | 5.0000%  | 0.0000% | $75000.00          | $64500.00          | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT 29       | 2029-03-01      | 5.8750%  | 0.0000% | $2000.00           | $2035.58           | Corporate Debt Securities                         |
| AVANTOR FDG INC                SR GLBL 144A 29     | 2029-11-01      | 3.8750%  | 0.0000% | $5000.00           | $4825.74           | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL 144A 27     | 2027-09-15      | 4.5000%  | 0.0000% | $48000.00          | $47890.80          | Corporate Debt Securities                         |
| CORNING INC                    SR NT 4.7%37        | 2037-03-15      | 4.7000%  | 0.0000% | $5000.00           | $4797.12           | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL -17TH 35    | 2035-04-15      | 5.2500%  | 0.0000% | $3000.00           | $3031.79           | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT 3%29     | 2029-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1934.07           | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR NT 6%32          | 2032-08-15      | 6.0000%  | 0.0000% | $1000.00           | $1085.45           | Corporate Debt Securities                         |
| FNRM RC018KY R11F018                               | 2041-03-25      | 4.0000%  | 0.0000% | $971411.00         | $195211.74         | Agency Collateralized Mortgage Obligation         |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $6163.00           | $1596.30           | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 31       | 2031-06-01      | 5.2500%  | 0.0000% | $4000.00           | $4178.40           | Corporate Debt Securities                         |
| PPM CLO 2 LT 13.3359 16APR37 144A F                | 2037-04-16      | 11.6895% | 0.0000% | $3000000.00        | $2963102.77        | Asset-Backed Securities                           |
| PROGRESS ENERGY INC            SR GLBL NT 7%31     | 2031-10-30      | 7.0000%  | 0.0000% | $4000.00           | $4391.48           | Corporate Debt Securities                         |
| RACKSPACE FIN LLC              SR SEC GLBL 28      | 2028-05-15      | 3.5000%  | 0.0000% | $928.00            | $463.81            | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29       | 2029-05-15      | 4.8750%  | 0.0000% | $7637000.00        | $7582424.09        | Corporate Debt Securities                         |
| RTX CORPORATION                NT 7%28             | 2028-11-01      | 7.0000%  | 0.0000% | $3000.00           | $3265.64           | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 1.25%26     | 2026-08-12      | 1.2500%  | 0.0000% | $4000.00           | $3977.91           | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          SR REGS NT 28       | 2028-11-15      | 4.7250%  | 0.0000% | $4000.00           | $4097.51           | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC REGS NT31    | 2031-08-15      | 4.1250%  | 0.0000% | $40000.00          | $37775.75          | Corporate Debt Securities                         |
| PROVINCIA DE RIO NEGRO         GLBL AMZ REGS 28    | 2028-03-10      | 6.8750%  | 0.0000% | $1097.00           | $486.01            | Corporate Debt Securities                         |
| VMC FIN LL 2021-FL4            D      20360618 FLT | 2036-06-18      | 7.2755%  | 0.0000% | $5000000.00        | $4875704.84        | Asset-Backed Securities                           |
| VT TOPCO INC                   SR SEC 144A NT30    | 2030-08-15      | 8.5000%  | 0.0000% | $3000.00           | $3120.92           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.5%33    | 2033-04-15      | 4.5000%  | 0.0000% | $3000.00           | $2942.30           | Corporate Debt Securities                         |
| RR 14 LTD                      D      20360415 FLT | 2036-04-15      | 10.0847% | 0.0000% | $500000.00         | $468445.98         | Asset-Backed Securities                           |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT3.2%26    | 2026-06-15      | 3.2000%  | 0.0000% | $2000.00           | $2021.34           | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL FDG II   SR SEC GLBL 29      | 2029-09-16      | 2.5000%  | 0.0000% | $5000.00           | $4681.13           | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT1.9%27    | 2027-02-01      | 1.9000%  | 0.0000% | $2000.00           | $1980.13           | Corporate Debt Securities                         |
| NATIONAL COLL ST LN TR 2006-2  C      20310925 FLT | 2031-09-25      | 4.2688%  | 0.0000% | $7000000.00        | $2497.13           | Asset-Backed Securities                           |
| NATURE COAST RE LTD            -A VR 144A NT 30    | 2030-02-26      | 11.6654% | 0.0000% | $9500000.00        | $9521677.10        | Corporate Debt Securities                         |
| NIKE INC                       SR NT 3.625%43      | 2043-05-01      | 3.6250%  | 0.0000% | $3000.00           | $2391.58           | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      6.35%28             | 2028-02-01      | 6.3500%  | 0.0000% | $1000.00           | $1041.12           | Corporate Debt Securities                         |
| HOME LOAN TRUST 2006-HI3       A-4    20360225 FLT | 2036-02-25      | 6.3100%  | 0.0000% | $7000000.00        | $226568.52         | Asset-Backed Securities                           |
| HOST HOTELS & RESORTS LP       SR -H NT3.375%29    | 2029-12-15      | 3.3750%  | 0.0000% | $5000.00           | $4819.58           | Corporate Debt Securities                         |
| IRWIN HOME EQUITY TR 2006-2    IIA3 1 20360225 FLT | 2036-02-25      | 6.9000%  | 0.0000% | $12000000.00       | $2506861.72        | Asset-Backed Securities                           |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34      | 2034-05-15      | 6.7500%  | 0.0000% | $9624000.00        | $10435086.66       | Corporate Debt Securities                         |
| FIGRE TRUST 2025-PF2           B      20551025 FLT | 2055-10-25      | 5.1170%  | 0.0000% | $2250000.00        | $1937113.01        | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-3      M4     20361125 FLT | 2036-11-25      | 4.3480%  | 0.0000% | $7200000.00        | $2667.76           | Asset-Backed Securities                           |
| ONCOR ELEC DELIVERY CO LLC     1LIEN NT 4.6%52     | 2052-06-01      | 4.6000%  | 0.0000% | $5000.00           | $4186.74           | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1MTG 5.4%35         | 2035-09-01      | 5.4000%  | 0.0000% | $2000.00           | $2043.60           | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 5%34     | 2034-12-15      | 5.0000%  | 0.0000% | $4000.00           | $4050.40           | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              EXT SR-A 144A 33    | 2033-01-10      | 6.8000%  | 0.0000% | $3050000.00        | $3065651.79        | Corporate Debt Securities                         |
| RACKSPACE TECHNOLOGY GLOBAL    SR GLBL 144A 28     | 2028-12-01      | 5.3750%  | 0.0000% | $325000.00         | $127480.12         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 29     | 2029-02-15      | 7.0000%  | 0.0000% | $3024000.00        | $3130757.28        | Corporate Debt Securities                         |
| PAGAYA AI DEBT TR 2025-8       E1     20330715 9.5 | 2033-07-15      | 9.5650%  | 0.0000% | $15000000.00       | $15049335.58       | Asset-Backed Securities                           |
| ELI LILLY & CO                 SR GLBL NT 37       | 2037-03-15      | 5.5500%  | 0.0000% | $3000.00           | $3163.64           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.5%26    | 2026-11-16      | 3.5000%  | 0.0000% | $2000.00           | $2024.81           | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 31       | 2031-04-30      | 5.2500%  | 0.0000% | $59000.00          | $53679.97          | Corporate Debt Securities                         |
| MORGAN STANLEY ABS 2007-NC4    A-2C   20370525 FLT | 2037-05-25      | 3.9388%  | 0.0000% | $68999936.00       | $20849423.82       | Asset-Backed Securities                           |
| HERBIE RE LTD                  EXTND-A 144A 31     | 2031-01-08      | 17.0500% | 0.0000% | $500000.00         | $529416.22         | Corporate Debt Securities                         |
| INTERNATIONAL FLAVORS&FRAGRANC SR GLBL NT 47       | 2047-06-01      | 4.3750%  | 0.0000% | $5000.00           | $4040.54           | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 4%30     | 2030-11-13      | 4.0000%  | 0.0000% | $365000.00         | $348668.28         | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -B-20251 144A 28    | 2028-05-19      | 13.2700% | 0.0000% | $4750000.00        | $4977842.35        | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $103.00            | $107.11            | Corporate Debt Securities                         |
| EASTMAN CHEM CO                SR GLBL BD 44       | 2044-10-15      | 4.6500%  | 0.0000% | $3000.00           | $2517.11           | Corporate Debt Securities                         |
| F N B CORP                     SR GLBL NT 30       | 2030-12-11      | 5.7220%  | 0.0000% | $1000.00           | $1031.89           | Corporate Debt Securities                         |
| CONTIMTG HOME EQ LN TR 1996-1  A-7    20270315 FLT | 2027-03-15      | 7.0000%  | 0.0000% | $5500000.00        | $139741.89         | Asset-Backed Securities                           |
| CONSTELLIUM SE                 SR GLBL 144A 28     | 2028-06-15      | 5.6250%  | 0.0000% | $833000.00         | $850179.58         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 1%28     | 2028-03-15      | 1.0000%  | 0.0000% | $4000.00           | $3788.28           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 27       | 2027-06-09      | 1.4620%  | 0.0000% | $1000.00           | $1002.42           | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL 144A 33     | 2033-02-15      | 6.1250%  | 0.0000% | $155000.00         | $158605.36         | Corporate Debt Securities                         |
| CERDIA FINANZ GMBH             SR SEC 144A NT31    | 2031-10-03      | 9.3750%  | 0.0000% | $3325000.00        | $3204988.28        | Corporate Debt Securities                         |
| BLACK PEARL COMPUTE LLC        SR SEC GLBL 31      | 2031-02-15      | 6.1250%  | 0.0000% | $21000.00          | $21550.22          | Corporate Debt Securities                         |
| COMCAST CABLE COMMUNICATIONS   SR NT 8.5%27        | 2027-05-01      | 8.5000%  | 0.0000% | $3000.00           | $3238.27           | Corporate Debt Securities                         |
| Freddie Mac                                        | 2034-10-15      | 4.5000%  | 0.0000% | $4790.00           | $354.72            | Agency Collateralized Mortgage Obligation         |
| Fannie Mae                                         | 2027-08-25      | 1.9124%  | 0.0000% | $191233319.00      | $6126.52           | Agency Collateralized Mortgage Obligation         |
| NUSTAR LOGISTICS L P           SR NT 5.625%27      | 2027-04-28      | 5.6250%  | 0.0000% | $2000.00           | $2008.72           | Corporate Debt Securities                         |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.55%29       | 2029-02-16      | 4.5500%  | 0.0000% | $3000.00           | $3051.97           | Corporate Debt Securities                         |
| NEW HOME CO INC                SR 144A NT 29       | 2029-10-01      | 9.2500%  | 0.0000% | $872000.00         | $908817.05         | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS LP        SR NT 3.75%28       | 2028-03-01      | 3.7500%  | 0.0000% | $5000.00           | $4878.78           | Corporate Debt Securities                         |
| NEW FORTRESS ENERGY INC        1LIEN GLBL 26       | 2026-09-30      | 6.5000%  | 0.0000% | $299000.00         | $56934.58          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT4.5%44    | 2044-07-15      | 4.5000%  | 0.0000% | $17000.00          | $13400.00          | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR NT 6.125%34      | 2034-03-15      | 6.1250%  | 0.0000% | $1000.00           | $1056.80           | Corporate Debt Securities                         |
| CARLYLE US CLO LTD 2022-4R     E-R    20360725 FLT | 2036-07-25      | 10.4166% | 0.0000% | $4250000.00        | $4124404.21        | Asset-Backed Securities                           |
| CWHEQ HEQ LN TR 2006-S5        A-6    20350625 FLT | 2035-06-25      | 5.7500%  | 0.0000% | $8000000.00        | $0.49              | Asset-Backed Securities                           |
| AUTOMATIC DATA PROCESSING INC  SR GLBL NT 34       | 2034-09-09      | 4.4500%  | 0.0000% | $4000.00           | $3938.50           | Corporate Debt Securities                         |
| ALTLAS SENIOR LOAN FND 2016-7R F-R    20311128 FLT | 2031-11-28      | 11.9843% | 0.0000% | $3500000.00        | $441644.35         | Asset-Backed Securities                           |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 29     | 2029-03-01      | 5.3750%  | 0.0000% | $2723000.00        | $2659006.85        | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.1250%  | 0.0000% | $1000.00           | $1042.93           | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE GLBL -AI BD 32      | 2032-10-01      | 4.4500%  | 0.0000% | $3000.00           | $2960.26           | Corporate Debt Securities                         |
| BEAR STEARNS ARM TR 2003-9     II-A-1 20340225 FLT | 2034-02-25      | 5.5580%  | 0.0000% | $100000.00         | $464.78            | Private Label Collateralized Mortgage Obligations |
| BAUSCH HEALTH COS INC          SR GLBL 144A 31     | 2031-02-15      | 5.2500%  | 0.0000% | $140000.00         | $84635.25          | Corporate Debt Securities                         |
| CARVANA AUTO RECEIVABLES 2023- E      20300910 9.4 | 2030-09-10      | 9.4900%  | 0.0000% | $9225000.00        | $9751666.52        | Asset-Backed Securities                           |
| CWHEQ REVOLVING HEQ 2006-D     2-A    20360515 FLT | 2036-05-15      | 3.9692%  | 0.0000% | $600000.00         | $4138.06           | Asset-Backed Securities                           |
| ANDREW W MELLON FNDTN          SR -2020 BD 27      | 2027-08-01      | 0.9470%  | 0.0000% | $5000.00           | $4817.41           | Corporate Debt Securities                         |
| AXON ENTERPRISE INC            SR GLBL 144A 30     | 2030-03-15      | 6.1250%  | 0.0000% | $4405000.00        | $4527001.98        | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    CR SEN SR GLBL41    | 2041-03-01      | 6.7500%  | 0.0000% | $4000.00           | $4346.17           | Corporate Debt Securities                         |
| BANCO DE CREDITO E INVERSIONES FR 8.75%            | 2500-12-31      | 8.7500%  | 0.0000% | $331000.00         | $363127.04         | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC        SR GLBL REGS 28     | 2028-09-01      | 3.8750%  | 0.0000% | $3000.00           | $2951.13           | Corporate Debt Securities                         |
| TOWD POINT ASSET TR 2021-SL1   B      20611121 FLT | 2061-11-21      | 4.8255%  | 0.0000% | $2736000.00        | $2721097.07        | Asset-Backed Securities                           |
| TRANSDIGM INC                  SR SB GLBL 33       | 2033-05-31      | 6.3750%  | 0.0000% | $5501000.00        | $5685682.32        | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2025-HE2     B-2    20551122 FLT | 2055-11-22      | 7.8649%  | 0.0000% | $197647.00         | $192946.10         | Asset-Backed Securities                           |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 8%33     | 2033-05-15      | 8.0000%  | 0.0000% | $99000.00          | $107760.18         | Corporate Debt Securities                         |
| JP MORGAN ACCEPT 2005-A5       T-A-1  20350825 FLT | 2035-08-25      | 5.7650%  | 0.0000% | $260000.00         | $880.75            | Private Label Collateralized Mortgage Obligations |
| GOEASY LTD                     SR GLBL 144A 30     | 2030-05-15      | 6.8750%  | 0.0000% | $50000.00          | $43781.02          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT2.7%27    | 2027-08-20      | 2.7000%  | 0.0000% | $5000.00           | $4910.45           | Corporate Debt Securities                         |
| OPTION CARE HEALTH INC         SR GLBL 144A 29     | 2029-10-31      | 4.3750%  | 0.0000% | $37000.00          | $35879.64          | Corporate Debt Securities                         |
| OPORTUN FUNDING TR 2024-3      D      20290815 9.6 | 2029-08-15      | 9.6000%  | 0.0000% | $10300000.00       | $10429337.10       | Asset-Backed Securities                           |
| INEOS FINANCE PLC              SR SEC REGS NT29    | 2029-04-15      | 7.5000%  | 0.0000% | $284000.00         | $281081.90         | Corporate Debt Securities                         |
| PPM CLO 6-R 13.28549 20JAN37 144A F                | 2037-01-20      | 12.6352% | 0.0000% | $2000000.00        | $1914079.57        | Asset-Backed Securities                           |
| PROVINCIA DE CORDOBA           SR AMZ REGS NT35    | 2035-02-03      | 8.6000%  | 0.0000% | $10000.00          | $9832.83           | Corporate Debt Securities                         |
| INDYMAC INDX 2007-AR17         A-2    20370825 FLT | 2037-08-25      | 3.4767%  | 0.0000% | $35433000.00       | $96.75             | Private Label Collateralized Mortgage Obligations |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35    | 2035-03-15      | 5.8000%  | 0.0000% | $2000.00           | $2083.36           | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR FLT NT 27        | 2027-05-21      | 4.4131%  | 0.0000% | $3000.00           | $3025.62           | Corporate Debt Securities                         |
| HERBIE RE LTD                  -A-20242 144A 29    | 2029-01-08      | 10.7900% | 0.0000% | $8750000.00        | $8883688.39        | Corporate Debt Securities                         |
| HERC HLDGS INC                 SR 144A NT 33       | 2033-06-15      | 7.2500%  | 0.0000% | $334000.00         | $358534.80         | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -B1-20251 144A27    | 2027-06-06      | 13.2700% | 0.0000% | $500000.00         | $512428.40         | Corporate Debt Securities                         |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 34       | 2034-01-15      | 6.6250%  | 0.0000% | $767000.00         | $793371.70         | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 7%31     | 2031-12-01      | 7.0000%  | 0.0000% | $15834000.00       | $17185150.41       | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M5     20370125 FLT | 2037-01-25      | 4.9688%  | 0.0000% | $3981000.00        | $1689.03           | Asset-Backed Securities                           |
| MOLSON COORS BEVERAGE CO       SR GLBL NT 3%26     | 2026-07-15      | 3.0000%  | 0.0000% | $4000.00           | $4024.28           | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL SSS BD48    | 2048-05-15      | 4.1500%  | 0.0000% | $5000.00           | $3988.65           | Corporate Debt Securities                         |
| SASCO ARC 2004-1               A      20340627 5.2 | 2034-06-27      | 5.2500%  | 0.0000% | $5919999.00        | $194.50            | Asset-Backed Securities                           |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT 26       | 2026-12-15      | 5.2500%  | 0.0000% | $55000.00          | $56044.86          | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT2.5%26    | 2026-09-12      | 2.5000%  | 0.0000% | $5000.00           | $4987.77           | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 26       | 2026-10-05      | 3.2440%  | 0.0000% | $3000.00           | $2992.45           | Corporate Debt Securities                         |
| GMACM HEQ LN TR 2005-HE2       A-5    20351125 FLT | 2035-11-25      | 6.1560%  | 0.0000% | $5784000.00        | $123223.56         | Asset-Backed Securities                           |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL NT 26    | 2026-05-01      | 6.3750%  | 0.0000% | $1362.00           | $1369.85           | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 33       | 2033-11-01      | 8.3750%  | 0.0000% | $806000.00         | $896394.80         | Corporate Debt Securities                         |
| GATEWAY RE LTD                 VAR 144A NT 29      | 2029-07-06      | 5.5500%  | 0.0000% | $12625000.00       | $12633659.37       | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 3%073046         | 2046-07-30      | 3.0000%  | 0.0000% | $5000.00           | $3452.10           | Corporate Debt Securities                         |
| EMBARQ CORP                    SR GLBL NT 36       | 2036-06-01      | 7.9950%  | 0.0000% | $52552000.00       | $16979047.58       | Corporate Debt Securities                         |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $802000.00         | $757234.36         | Corporate Debt Securities                         |
| CITRUS RE LTD                  -A VR 144A NT 29    | 2029-06-07      | 8.9154%  | 0.0000% | $2750000.00        | $2738450.00        | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 27       | 2027-01-15      | 2.6250%  | 0.0000% | $3236000.00        | $3183499.94        | Corporate Debt Securities                         |
| CARVANA AUTO RCV TR 2021-N4    A-2    20280910 1.8 | 2028-09-10      | 1.8000%  | 0.0000% | $2000.00           | $618.27            | Asset-Backed Securities                           |
| CNTYW DEL TR 2010-1 126685DT0  CTF    20360516 FLT | 2036-05-16      | 17.0025% | 0.0000% | $351852000.00      | $2418989.55        | Asset-Backed Securities                           |
| CWHEQ HEQ LN TR 2006-S5        A-5    20350625 FLT | 2035-06-25      | 6.1550%  | 0.0000% | $21431680.00       | $1110785.26        | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2004-OPT1  M-6    20341025 FLT | 2034-10-25      | 5.3888%  | 0.0000% | $3747884.00        | $575424.40         | Asset-Backed Securities                           |
| CLEAN HARBORS INC              SR GLBL 144A 29     | 2029-07-15      | 5.1250%  | 0.0000% | $100000.00         | $101223.79         | Corporate Debt Securities                         |
| BALL CORP                      SR GLBL NT 6%29     | 2029-06-15      | 6.0000%  | 0.0000% | $86000.00          | $89336.23          | Corporate Debt Securities                         |
| ASSURANT INC                   SR GLBL NT 36       | 2036-02-15      | 5.5500%  | 0.0000% | $2000.00           | $2015.29           | Corporate Debt Securities                         |
| ARES CLO LTD 2019-51R2         E-R2   20371015 FLT | 2037-10-15      | 9.9231%  | 0.0000% | $3000000.00        | $2976769.88        | Asset-Backed Securities                           |
| ARCHER DANIELS MIDLAND CO      SR DEB 5.375%35     | 2035-09-15      | 5.3750%  | 0.0000% | $1000.00           | $1035.34           | Corporate Debt Securities                         |
| AMERICAN HOME MTG 2007-SD1     IV-A   20460725 FLT | 2046-07-25      | 4.6688%  | 0.0000% | $10267264.00       | $424516.51         | Asset-Backed Securities                           |
| HOWARD UNIV                    GLBL 2020B BD 30    | 2030-10-01      | 2.8010%  | 0.0000% | $1000.00           | $921.16            | Corporate Debt Securities                         |
| HOME PART AMERICA TR 2021-2    E-1    20381217 2.8 | 2038-12-17      | 2.8520%  | 0.0000% | $16350000.00       | $15467852.01       | Asset-Backed Securities                           |
| IHS MARKIT LTD                 SR GLBL NT 28       | 2028-08-01      | 4.7500%  | 0.0000% | $3000.00           | $2982.01           | Corporate Debt Securities                         |
| NEW RESTL MORTG LLC 2024-FNT1  A      20311125 7.3 | 2031-11-25      | 7.3980%  | 0.0000% | $322000.00         | $228906.19         | Asset-Backed Securities                           |
| CLUE OPCO LLC                  1LIEN REGS NT 31    | 2031-10-15      | 9.5000%  | 0.0000% | $2000.00           | $2055.86           | Corporate Debt Securities                         |
| TRANSPORTADORA DE GAS DEL SUR  REGS NT 8.5%31      | 2031-07-24      | 8.5000%  | 0.0000% | $50000.00          | $54240.83          | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL HOLDINGS US  SR GLBL 144A 34     | 2034-02-01      | 5.5000%  | 0.0000% | $7620000.00        | $7632107.33        | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1ST MTG BDS 6.2%    | 2037-07-01      | 6.2000%  | 0.0000% | $1000.00           | $1106.53           | Corporate Debt Securities                         |
| NUCOR CORP                     SR NT 5.2%43        | 2043-08-01      | 5.2000%  | 0.0000% | $2000.00           | $1927.41           | Corporate Debt Securities                         |
| NOMURA ASSET ALT LN 2006-S3    A-1    20360825 FLT | 2036-08-25      | 4.0888%  | 0.0000% | $338000.00         | $1628.68           | Asset-Backed Securities                           |
| OBX TR 2026-CES1               B-3    20660225 FLT | 2066-02-25      | 8.2687%  | 0.0000% | $1898776.00        | $1600367.99        | Asset-Backed Securities                           |
| TRUENOORD CAPITAL DAC          SR GLBL 144A 30     | 2030-03-01      | 8.7500%  | 0.0000% | $838000.00         | $868645.89         | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M6     20360525 FLT | 2036-05-25      | 4.6388%  | 0.0000% | $9500000.00        | $3769.33           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-3      M7     20361125 FLT | 2036-11-25      | 4.9930%  | 0.0000% | $3015000.00        | $1279.18           | Asset-Backed Securities                           |
| FIGRE TR 2025-PF1              E      20550625 FLT | 2055-06-25      | 8.7970%  | 0.0000% | $5811250.00        | $6168615.57        | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M7     20360525 FLT | 2036-05-25      | 5.4188%  | 0.0000% | $5000000.00        | $2308.86           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M5     20360525 FLT | 2036-05-25      | 4.5638%  | 0.0000% | $4000000.00        | $1562.09           | Asset-Backed Securities                           |
| GS MTG BACKED SECU TR 2025-HE2 A-1    20651228 FLT | 2065-12-28      | 5.1952%  | 0.0000% | $7000000.00        | $6167256.69        | Asset-Backed Securities                           |
| TALEN ENERGY SUPPLY LLC        SR GLBL 144A 34     | 2034-02-01      | 6.2500%  | 0.0000% | $3136000.00        | $3212646.45        | Corporate Debt Securities                         |
| MERCURY FINL CR CARD 2024-2    C      20290720 10. | 2029-07-20      | 10.4200% | 0.0000% | $18000000.00       | $18147104.01       | Asset-Backed Securities                           |
| MONTOYA RE LTD                 GLBL-A 144A 30      | 2030-04-09      | 8.7900%  | 0.0000% | $3500000.00        | $3509456.56        | Corporate Debt Securities                         |
| TICP CLO XI LTD 2018-11R       E-R    20370427 FLT | 2037-04-27      | 10.3666% | 0.0000% | $500000.00         | $497201.94         | Asset-Backed Securities                           |
| PINNACLE FINL PARTNERS INC     SB GLBL NT5.9%29    | 2029-02-07      | 7.5380%  | 0.0000% | $3000.00           | $3154.17           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M3     20360525 FLT | 2036-05-25      | 4.3538%  | 0.0000% | $7527000.00        | $2807.74           | Asset-Backed Securities                           |
| FIDELITY FED BANCORP           LW TIER II 28       | 2028-10-15      | 7.7247%  | 0.0000% | $2500000.00        | $2360346.57        | Corporate Debt Securities                         |
| STATE STR CORP                 4.141%29            | 2029-12-03      | 4.1410%  | 0.0000% | $4000.00           | $4045.92           | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 28       | 2028-03-07      | 3.6500%  | 0.0000% | $3000.00           | $2978.05           | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 29       | 2029-04-01      | 4.6500%  | 0.0000% | $86000.00          | $77189.80          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 1.5%061526       | 2026-06-15      | 1.5000%  | 0.0000% | $2000.00           | $2004.09           | Corporate Debt Securities                         |
| JP  MORGAN MORTGAGE TR 2019-7  A-11   20500225 FLT | 2050-02-25      | 4.6688%  | 0.0000% | $44354.00          | $3611.10           | Private Label Collateralized Mortgage Obligations |
| MACQUARIE GROUP LIMITED        FR 1.935%041428     | 2028-04-14      | 1.9350%  | 0.0000% | $4000.00           | $3903.24           | Corporate Debt Securities                         |
| MADISON PARK 2017-42R2         E-R-2  20301125 FLT | 2030-11-25      | 9.6161%  | 0.0000% | $5621664.00        | $5621387.36        | Asset-Backed Securities                           |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29    | 2029-01-15      | 9.7500%  | 0.0000% | $399000.00         | $411124.61         | Corporate Debt Securities                         |
| LCM LTD 2022-38R2              E-R2   20381104 FLT | 2038-11-04      | 11.0831% | 0.0000% | $6000000.00        | $5789687.75        | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M4     20360525 FLT | 2036-05-25      | 4.5188%  | 0.0000% | $8861000.00        | $3427.19           | Asset-Backed Securities                           |
| FIGRE TR 2025-PF1              F      20550625 FLT | 2055-06-25      | 9.6625%  | 0.0000% | $9084999.00        | $9676887.42        | Asset-Backed Securities                           |
| LENDBUZZ SEC TR 2026-1         B      20301215 5.1 | 2030-12-15      | 5.1600%  | 0.0000% | $1750000.00        | $1579582.08        | Asset-Backed Securities                           |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $3000.00           | $2501.63           | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 33       | 2033-11-15      | 2.6500%  | 0.0000% | $5000.00           | $4062.98           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M3     20360725 FLT | 2036-07-25      | 4.2788%  | 0.0000% | $7600000.00        | $2787.47           | Asset-Backed Securities                           |
| FREEDOM MTG HLDGS LLC          SR 144A NT 33       | 2033-04-01      | 7.8750%  | 0.0000% | $476000.00         | $465820.15         | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2005-1      M8     20350325 FLT | 2035-03-25      | 5.7938%  | 0.0000% | $3000000.00        | $1479.07           | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 2006-FFA    A2     20260925 FLT | 2026-09-25      | 4.0688%  | 0.0000% | $22283040.00       | $194654.42         | Asset-Backed Securities                           |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT 28       | 2028-03-01      | 1.6500%  | 0.0000% | $3000.00           | $2852.53           | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD 35       | 2035-07-15      | 5.2500%  | 0.0000% | $4000.00           | $4077.17           | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT5.2%32    | 2032-08-15      | 5.2000%  | 0.0000% | $2000.00           | $2043.01           | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 38       | 2038-09-10      | 4.3750%  | 0.0000% | $4000.00           | $3846.03           | Corporate Debt Securities                         |
| MURPHY OIL USA INC             SR GLBL NT 29       | 2029-09-15      | 4.7500%  | 0.0000% | $107000.00         | $106246.45         | Corporate Debt Securities                         |
| MURPHY OIL CORP                SR GLBL NT 6%32     | 2032-10-01      | 6.0000%  | 0.0000% | $27000.00          | $27294.66          | Corporate Debt Securities                         |
| NATIONAL COLL ST LN TR 2006-4  D      20320525 FLT | 2032-05-25      | 4.8688%  | 0.0000% | $15000000.00       | $6236.00           | Asset-Backed Securities                           |
| MORGAN STANLEY EAT CLO 2025-21 E      20380415 FLT | 2038-04-15      | 8.3731%  | 0.0000% | $1530000.00        | $1487724.25        | Asset-Backed Securities                           |
| PLUSPETROL S A                 SR GLBL REGS 31     | 2031-05-18      | 8.1250%  | 0.0000% | $971000.00         | $1041458.19        | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 7.0000%  | 0.0000% | $2000.00           | $2015.73           | Corporate Debt Securities                         |
| XPO INC                        SR GLBL 144A 32     | 2032-02-01      | 7.1250%  | 0.0000% | $199000.00         | $211070.26         | Corporate Debt Securities                         |
| ZIGGO BD CO BV                 SR GLBL 144A 30     | 2030-02-28      | 5.1250%  | 0.0000% | $15678000.00       | $14009357.80       | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC GLBL 31      | 2031-02-15      | 3.0000%  | 0.0000% | $22000.00          | $20503.34          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 33     | 2033-02-01      | 7.0000%  | 0.0000% | $17000.00          | $17161.76          | Corporate Debt Securities                         |
| AKUMIN INC                     CR SEN SR SEC 31    | 2031-08-31      | 9.7500%  | 0.0000% | $1000.00           | $973.37            | Corporate Debt Securities                         |
| CWABS INC 2005-AB1             M-2    20350525 FLT | 2035-05-25      | 4.4288%  | 0.0000% | $154000.00         | $27831.03          | Asset-Backed Securities                           |
| BALDWIN RE LIMITED             -A VR 144A BD 29    | 2029-07-09      | 7.3000%  | 0.0000% | $4500000.00        | $4605621.15        | Corporate Debt Securities                         |
| CINEMARK USA INC               SR GLBL 144A 32     | 2032-08-01      | 7.0000%  | 0.0000% | $12000.00          | $12581.59          | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT5.1%52    | 2052-04-01      | 5.1000%  | 0.0000% | $2000.00           | $1510.80           | Corporate Debt Securities                         |
| BAKER HUGHES HLDGS LLC         SR GLBL NT 27       | 2027-12-15      | 3.3370%  | 0.0000% | $4000.00           | $3988.41           | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR GLBL 2025A 35    | 2035-04-02      | 5.1000%  | 0.0000% | $2000.00           | $2022.93           | Corporate Debt Securities                         |
| AMERICAN AIRLN PSTHRU 2019-1   B      20290815 3.8 | 2029-08-15      | 3.8500%  | 0.0000% | $18000.00          | $7571.52           | Asset-Backed Securities                           |
| APIDOS CLO 2019-11R3           F-R3   20340417 FLT | 2034-04-17      | 12.1420% | 0.0000% | $5950000.00        | $5837233.27        | Asset-Backed Securities                           |
| AMGEN INC                      SR GLBL NT2.6%26    | 2026-08-19      | 2.6000%  | 0.0000% | $2000.00           | $2000.90           | Corporate Debt Securities                         |
| AMERIQUEST MTG SECS 2005-R10   M-4    20351125 FLT | 2035-11-25      | 4.6388%  | 0.0000% | $1700000.00        | $1658037.64        | Asset-Backed Securities                           |
| AMSTED INDS INC                SR 144A NT 33       | 2033-03-15      | 6.3750%  | 0.0000% | $1300000.00        | $1330028.38        | Corporate Debt Securities                         |
| APIDOS CLO LTD 2022-41R        E-R    20371020 FLT | 2037-10-20      | 9.3252%  | 0.0000% | $2000000.00        | $1974600.68        | Asset-Backed Securities                           |
| AMER AIRLINES PT TR 2017-1     A      20300815 4.0 | 2030-08-15      | 4.0000%  | 0.0000% | $5000.00           | $2788.61           | Asset-Backed Securities                           |
| ALTICE FRANCE S A              SR SEC GLBL 29      | 2029-11-01      | 9.5000%  | 0.0000% | $364.00            | $387.26            | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 34     | 2034-03-31      | 5.7500%  | 0.0000% | $6192000.00        | $6204586.96        | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT2.9%30    | 2030-01-15      | 2.9000%  | 0.0000% | $3000.00           | $2844.62           | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 33       | 2033-03-13      | 4.5500%  | 0.0000% | $5000.00           | $4958.60           | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 30     | 2030-01-25      | 2.9500%  | 0.0000% | $5000.00           | $4748.92           | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR GLBL REGS 31     | 2031-09-10      | 7.9500%  | 0.0000% | $238000.00         | $253801.22         | Corporate Debt Securities                         |
| MERIDIAN ARC HOLDCO LLC        SR SEC REGS 31      | 2031-04-30      | 6.2500%  | 0.0000% | $10000.00          | $9964.32           | Corporate Debt Securities                         |
| QTS FAYETTEVILLE I DC1-2       SR SEC REGS NT36    | 2036-04-15      | 5.7000%  | 0.0000% | $2990000.00        | $2911826.45        | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC REGS NT27    | 2027-08-15      | 5.8750%  | 0.0000% | $4000.00           | $4052.04           | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           FR 6.95%072127      | 2027-07-21      | 6.9500%  | 0.0000% | $32000.00          | $32821.20          | Corporate Debt Securities                         |
| TALOS PRODTN INC               2LIEN GLBL 31       | 2031-02-01      | 9.3750%  | 0.0000% | $2000.00           | $2171.57           | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 30     | 2030-08-15      | 4.5000%  | 0.0000% | $20000.00          | $18932.10          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 41    | 2041-06-01      | 3.5000%  | 0.0000% | $6997000.00        | $4956367.71        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -C NT 30    | 2030-04-01      | 3.3750%  | 0.0000% | $5000.00           | $4782.44           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR NT FXD/FLT 28    | 2028-07-24      | 3.6680%  | 0.0000% | $3000.00           | $2999.31           | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI LLC        1M GLBL BD 49       | 2049-06-01      | 3.8500%  | 0.0000% | $3000.00           | $2276.05           | Corporate Debt Securities                         |
| DRYDEN 40 SR LN FD 2015-40R    E-R    20310815 FLT | 2031-08-15      | 9.6641%  | 0.0000% | $2000000.00        | $1685136.56        | Asset-Backed Securities                           |
| ENDURANCE SPECIALTY HLDGS LTD  SR NT 7%34          | 2034-07-15      | 7.0000%  | 0.0000% | $1000.00           | $1125.01           | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 40       | 2040-03-23      | 4.6250%  | 0.0000% | $5000.00           | $4700.82           | Corporate Debt Securities                         |
| ELLINGTON CLO LTD 2019-4R      E-2-R  20290415 11. | 2029-04-15      | 11.0000% | 0.0000% | $960000.00         | $834729.74         | Asset-Backed Securities                           |
| WALGREENS BOOTS ALLIANCE INC   SR GLBL NT 46       | 2046-06-01      | 4.6500%  | 0.0000% | $145000.00         | $53540.65          | Corporate Debt Securities                         |
| MORGAN STANLEY ABS 2007-NC4    A-2D   20370525 FLT | 2037-05-25      | 4.0188%  | 0.0000% | $46366000.00       | $14022381.12       | Asset-Backed Securities                           |
| MILL CTY SOLAR LN 2019-1       B      20430320 4.9 | 2043-03-20      | 4.9400%  | 0.0000% | $426608.00         | $120850.49         | Asset-Backed Securities                           |
| NAVIENT REF LOAN TR 2025-B     B      20550915 5.4 | 2055-09-15      | 5.4400%  | 0.0000% | $664000.00         | $652675.26         | Asset-Backed Securities                           |
| NRG ENERGY INC                 SR GLBL 144A 31     | 2031-02-15      | 3.6250%  | 0.0000% | $54000.00          | $50645.09          | Corporate Debt Securities                         |
| INNOPHOS HOLDINGS INC          SR GLBL 144A 28     | 2028-02-15      | 9.3750%  | 0.0000% | $76000.00          | $77294.38          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT 26       | 2026-09-17      | 1.6500%  | 0.0000% | $4000.00           | $3965.80           | Corporate Debt Securities                         |
| XEROX CORP                     SR GLBL NT4.8%35    | 2035-03-01      | 4.8000%  | 0.0000% | $1128000.00        | $290873.60         | Corporate Debt Securities                         |
| SYMPHONY CLO LTD 2019-20       E      20320116 FLT | 2032-01-16      | 10.2311% | 0.0000% | $1250000.00        | $1177885.97        | Asset-Backed Securities                           |
| BMW US CAP LLC                 SR GLBL REGS 29     | 2029-04-18      | 3.6250%  | 0.0000% | $2000.00           | $1951.36           | Corporate Debt Securities                         |
| GSAMP TRUST 2006-S1            A-2A   20351125 FLT | 2035-11-25      | 3.9488%  | 0.0000% | $300000.00         | $839.99            | Asset-Backed Securities                           |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 31     | 2031-02-01      | 4.2500%  | 0.0000% | $320000.00         | $301843.82         | Corporate Debt Securities                         |
| HUNTINGTON INGALLS INDS INC    SR GLBL NT 30       | 2030-01-15      | 5.3530%  | 0.0000% | $4000.00           | $4138.49           | Corporate Debt Securities                         |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 16.8420% | 0.0000% | $1750000.00        | $1786119.15        | Corporate Debt Securities                         |
| IMPAC CMB TR 2004-8            1-A    20341025 FLT | 2034-10-25      | 4.4888%  | 0.0000% | $2300000.00        | $2403.54           | Private Label Collateralized Mortgage Obligations |
| NEPTUNE BIDCO US INC           SR SEC GLBL 33      | 2033-02-15      | 9.5000%  | 0.0000% | $221000.00         | $226904.63         | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS INC      SR GLBL NT 34       | 2034-12-01      | 5.1500%  | 0.0000% | $3000.00           | $3078.44           | Corporate Debt Securities                         |
| LODI PARK CLO LTD 2024-1       E      20370721 FLT | 2037-07-21      | 9.3221%  | 0.0000% | $2000000.00        | $1813981.07        | Asset-Backed Securities                           |
| MPLX LP                        GLBL NT 2.65%30     | 2030-08-15      | 2.6500%  | 0.0000% | $5000.00           | $4635.30           | Corporate Debt Securities                         |
| MARATHON PETE CORP             SR GLBL NT 26       | 2026-12-15      | 5.1250%  | 0.0000% | $4000.00           | $4091.28           | Corporate Debt Securities                         |
| MARATHON OIL CORP              SR GLBL NT6.8%32    | 2032-03-15      | 6.8000%  | 0.0000% | $4000.00           | $4315.52           | Corporate Debt Securities                         |
| ROCKFORD TOWER CLO 2017-3      E      20301021 FLT | 2030-10-21      | 9.6868%  | 0.0000% | $2820000.00        | $2538932.82        | Asset-Backed Securities                           |
| SOUTHERN CALIF EDISON CO       1M GLBL 2004G 35    | 2035-04-01      | 5.7500%  | 0.0000% | $4000.00           | $4063.93           | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT3.7%28    | 2028-04-01      | 3.7000%  | 0.0000% | $3000.00           | $2962.80           | Corporate Debt Securities                         |
| SOUTH JERSEY INDS INC          JR SB A NT3.7%31    | 2031-04-15      | 5.0200%  | 0.0000% | $13000.00          | $11402.76          | Corporate Debt Securities                         |
| UNITED AIRLINES PT TR 2020-1   A      20290415 5.8 | 2029-04-15      | 5.8750%  | 0.0000% | $1000.00           | $317.32            | Asset-Backed Securities                           |
| PETSMART INC / PETSMART FINAN  SR GLBL 144A 33     | 2033-09-15      | 10.0000% | 0.0000% | $1188000.00        | $1215240.84        | Corporate Debt Securities                         |
| LONDON BRDG 2 PCC LTD          EXT GLBL 144A 33    | 2033-04-06      | 8.6600%  | 0.0000% | $10000000.00       | $10294950.62       | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6                           | 2037-12-25      | 5.5073%  | 0.0000% | $9705000.00        | $4134.64           | Private Label Collateralized Mortgage Obligations |
| LAMAR MEDIA CORP               SR GLBL NT 29       | 2029-01-15      | 4.8750%  | 0.0000% | $67000.00          | $66891.04          | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 55       | 2055-10-15      | 5.5500%  | 0.0000% | $4000.00           | $3934.45           | Corporate Debt Securities                         |
| HYATT HOTELS CORP              SR GLBL NT 28       | 2028-03-30      | 5.0500%  | 0.0000% | $3000.00           | $3040.22           | Corporate Debt Securities                         |
| GENWORTH HLDGS INC             EXT JR SB GLBL66    | 2066-11-15      | 5.9166%  | 0.0000% | $1351000.00        | $1110767.86        | Corporate Debt Securities                         |
| HESTIA RE LTD                  -A-20251 144A 28    | 2028-03-13      | 10.2700% | 0.0000% | $23000000.00       | $23232300.00       | Corporate Debt Securities                         |
| GTE SOUTHWEST INC              1M GLBL BD8.5%31    | 2031-11-15      | 8.5000%  | 0.0000% | $423000.00         | $490063.13         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29       | 2029-05-03      | 5.1130%  | 0.0000% | $425000.00         | $432522.04         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL FL NT 26    | 2026-10-02      | 4.8779%  | 0.0000% | $2000.00           | $2015.39           | Corporate Debt Securities                         |
| BEAR STEARNS ASSET BK 1999-2   AF-1   20291025 FLT | 2029-10-25      | 8.1800%  | 0.0000% | $80584000.00       | $27514.26          | Asset-Backed Securities                           |
| BOEING CO                      CR SEN SR GLBL28    | 2028-02-01      | 3.2500%  | 0.0000% | $2000.00           | $1975.21           | Corporate Debt Securities                         |
| BRITISH AIRWAYS PLC 2021-1     A      20360915 2.9 | 2036-09-15      | 2.9000%  | 0.0000% | $2000.00           | $1445.21           | Asset-Backed Securities                           |
| ATLAS SR LN FUND LTD 2024-23   E      20370720 FLT | 2037-07-20      | 10.8052% | 0.0000% | $2000000.00        | $2001562.91        | Asset-Backed Securities                           |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT2.9%30    | 2030-03-15      | 2.9000%  | 0.0000% | $3000.00           | $2802.52           | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.75%45     | 2045-03-15      | 4.7500%  | 0.0000% | $5000.00           | $4472.79           | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC         SR GLBL 144A 33     | 2033-08-01      | 7.3750%  | 0.0000% | $682000.00         | $713339.70         | Corporate Debt Securities                         |
| CROWN POINT CLO 2019-8R        E-R    20341020 FLT | 2034-10-20      | 11.0668% | 0.0000% | $3000000.00        | $2883486.37        | Asset-Backed Securities                           |
| CHEVRON USA INC                GLBL NT 4.95%47     | 2047-08-15      | 4.9500%  | 0.0000% | $3000.00           | $2817.52           | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR 144A NT 30       | 2030-02-01      | 6.7500%  | 0.0000% | $92000.00          | $96528.93          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 33     | 2033-02-01      | 7.0000%  | 0.0000% | $8449000.00        | $8529396.93        | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL29    | 2029-07-15      | 7.3300%  | 0.0000% | $798000.00         | $853165.08         | Corporate Debt Securities                         |
| BROWN FORMAN CORP              4%38                | 2038-04-15      | 4.0000%  | 0.0000% | $5000.00           | $4364.03           | Corporate Debt Securities                         |
| EXETER AUTO REC TR 2024-2      E      20311015 7.9 | 2031-10-15      | 7.9800%  | 0.0000% | $2026000.00        | $2102633.45        | Asset-Backed Securities                           |
| FAIRFAX FINL HLDGS LTD         NT       7.75%37    | 2037-07-15      | 7.7500%  | 0.0000% | $1000.00           | $1145.77           | Corporate Debt Securities                         |
| FORESEA HLDG S A               1LIEN GLBL 30       | 2030-06-15      | 7.5000%  | 0.0000% | $27.00             | $27.03             | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL BD1.5%26    | 2026-09-01      | 1.5000%  | 0.0000% | $3000.00           | $2976.23           | Corporate Debt Securities                         |
| FHLMC REMIC SERIES T-060       1A1    20440325 6.5 | 2044-03-25      | 6.5000%  | 0.0000% | $14249888.00       | $676135.95         | Agency Collateralized Mortgage Obligation         |
| TRUIST FINL CORP               FR 4.916%072833     | 2033-07-28      | 4.9160%  | 0.0000% | $3000.00           | $2975.44           | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL ZZ BD 33    | 2033-06-01      | 5.2000%  | 0.0000% | $2000.00           | $2078.58           | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         CR SEN SR SEC 27    | 2027-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2012.63           | Corporate Debt Securities                         |
| BOSTON GAS CO                  SR GLBL REGS 53     | 2053-07-20      | 6.1190%  | 0.0000% | $3000.00           | $3007.16           | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 37     | 2037-02-25      | 6.7000%  | 0.0000% | $2375000.00        | $1323105.90        | Corporate Debt Securities                         |
| NEUQUEN PROV ARGENTINA         SR GLBL STEP 30     | 2030-04-27      | 6.8750%  | 0.0000% | $509.00            | $319.94            | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL NT 31       | 2031-03-15      | 3.6250%  | 0.0000% | $4535000.00        | $4238416.67        | Corporate Debt Securities                         |
| VALVOLINE INC                  SR GLBL REGS 31     | 2031-06-15      | 3.6250%  | 0.0000% | $8000.00           | $7362.50           | Corporate Debt Securities                         |
| BANCO INTERNATIONAL DEL PERU   SUB REGS NT 34      | 2034-01-16      | 7.6250%  | 0.0000% | $2972000.00        | $3182648.76        | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL REGS 30     | 2030-03-15      | 9.8750%  | 0.0000% | $2000.00           | $2174.97           | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXT GLBL 144A 31    | 2031-06-07      | 11.9540% | 0.0000% | $1600000.00        | $1608013.54        | Corporate Debt Securities                         |
| LCM XVI LTD 2014-16R           E-R2   20311015 FLT | 2031-10-15      | 10.3147% | 0.0000% | $4000000.00        | $2680871.18        | Asset-Backed Securities                           |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022D 27    | 2027-06-01      | 4.7000%  | 0.0000% | $4000.00           | $4086.29           | Corporate Debt Securities                         |
| TCI-SYMPHONY CLO 2017-1        E      20300715 FLT | 2030-07-15      | 10.3847% | 0.0000% | $1250000.00        | $1127271.20        | Asset-Backed Securities                           |
| MASTR 2ND LIEN TRUST 2006-1    A      20360325 FLT | 2036-03-25      | 4.0888%  | 0.0000% | $59559104.00       | $397159.94         | Asset-Backed Securities                           |
| MILL CTY SOLAR LN 2019-1       C      20430320 5.9 | 2043-03-20      | 5.9200%  | 0.0000% | $3822728.00        | $1006963.89        | Asset-Backed Securities                           |
| ENERGY TRANSFER L P            SR GLBL NT3.9%26    | 2026-07-15      | 3.9000%  | 0.0000% | $2000.00           | $2020.83           | Corporate Debt Securities                         |
| TIKEHAU US CLO LTD 2023-3      SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $1000000.00        | $461857.00         | Asset-Backed Securities                           |
| TRANSCANADA TRUST              LW TIER II          | 2077-03-15      | 5.3000%  | 0.0000% | $200000.00         | $200421.00         | Corporate Debt Securities                         |
| 3264 RE LTD                    -B-20253 144A 29    | 2029-01-08      | 9.5146%  | 0.0000% | $3000000.00        | $2994719.58        | Corporate Debt Securities                         |
| MADISON PARK FDG XIV 2014-14RR E-R    20301022 FLT | 2030-10-22      | 9.7253%  | 0.0000% | $4875000.00        | $4421484.43        | Asset-Backed Securities                           |
| URBAN ONE INC                  2LIEN GLBL 31       | 2031-04-01      | 7.6250%  | 0.0000% | $1530000.00        | $613747.81         | Corporate Debt Securities                         |
| GNRA 2025-028 DF                                   | 2055-02-20      | 5.3901%  | 0.0000% | $7951100.00        | $4571604.15        | Agency Collateralized Mortgage Obligation         |
| DTE GAS CO DISC COML PAPER     SR SEC NT 5.7%33    | 2033-03-15      | 5.7000%  | 0.0000% | $1000.00           | $1037.18           | Corporate Debt Securities                         |
| LXP INDUSTRIAL TRUST           SR GLBL NT 31       | 2031-10-01      | 2.3750%  | 0.0000% | $3000.00           | $2609.83           | Corporate Debt Securities                         |
| HEALTHCARE RLTY TR             SR GLBL NT 28       | 2028-01-15      | 3.6250%  | 0.0000% | $5000.00           | $4898.51           | Corporate Debt Securities                         |
| INDYMAC HEQ MTG LN TR 2006-H1  A      20360425 FLT | 2036-04-25      | 3.9388%  | 0.0000% | $255350000.00      | $4819993.98        | Asset-Backed Securities                           |
| IHS MARKIT LTD                 SR GLBL NT 29       | 2029-05-01      | 4.2500%  | 0.0000% | $3000.00           | $2944.00           | Corporate Debt Securities                         |
| WEST TECHNOLOGY GROUP LLC      SR 144A NT8.5%27    | 2027-04-10      | 8.5000%  | 0.0000% | $25000.00          | $368.06            | Corporate Debt Securities                         |
| STATE STR CORP                 SR SB GLBL NT 34    | 2034-11-21      | 6.1230%  | 0.0000% | $4000.00           | $4328.21           | Corporate Debt Securities                         |
| WISCONSIN PUB SVC CORP         GLBL NT 4.55%29     | 2029-12-01      | 4.5500%  | 0.0000% | $4000.00           | $4087.41           | Corporate Debt Securities                         |
| VIAVI SOLUTIONS INC            SR GLBL 144A 29     | 2029-10-01      | 3.7500%  | 0.0000% | $61000.00          | $57997.63          | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2500-12-31      | 7.6250%  | 0.0000% | $601000.00         | $634560.59         | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 144A 34     | 2034-03-15      | 5.8750%  | 0.0000% | $5673000.00        | $5564042.94        | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 144A 28     | 2028-01-15      | 4.7500%  | 0.0000% | $99000.00          | $99679.55          | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29       | 2029-06-15      | 6.1250%  | 0.0000% | $11000.00          | $11452.09          | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           SR NT 6.2%33        | 2033-04-01      | 6.2000%  | 0.0000% | $2000.00           | $2135.81           | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 27       | 2027-10-18      | 3.3520%  | 0.0000% | $5000.00           | $4937.84           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        VR 013125-013128    | 2028-01-31      | 4.4766%  | 0.0000% | $3000.00           | $3012.27           | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR BD 6.375%45      | 2045-01-23      | 6.3750%  | 0.0000% | $350000.00         | $295227.48         | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29     | 2029-12-15      | 7.8750%  | 0.0000% | $3623000.00        | $3870238.05        | Corporate Debt Securities                         |
| PAGAYA AI DEBT GRT TRST 2026-2 B      20331115 6.0 | 2033-11-15      | 6.0290%  | 0.0000% | $15000000.00       | $15038613.33       | Asset-Backed Securities                           |
| MATIV HOLDINGS INC             SR GLBL 144A 29     | 2029-10-01      | 8.0000%  | 0.0000% | $3102000.00        | $3028062.11        | Corporate Debt Securities                         |
| PURPLE RE LTD                  VAR 144A NT 27      | 2027-06-07      | 12.6660% | 0.0000% | $8055000.00        | $8360693.73        | Corporate Debt Securities                         |
| RAIN CARBON INC                SR SEC 144A NT29    | 2029-09-01      | 12.2500% | 0.0000% | $2865000.00        | $3054136.95        | Corporate Debt Securities                         |
| PROTECTIVE LIFE CORP           SR NT 8.45%39       | 2039-10-15      | 8.4500%  | 0.0000% | $2000.00           | $2398.28           | Corporate Debt Securities                         |
| LEXINGTON CAP FDG II 2006-2    D      20461005 FLT | 2046-10-05      | 3.1243%  | 0.0000% | $5000000.00        | $39194.21          | Asset-Backed Securities                           |
| PALMER SQUAE LN FD LTD 2022-4R D-R    20310724 FLT | 2031-07-24      | 8.4171%  | 0.0000% | $13750000.00       | $13596699.17       | Asset-Backed Securities                           |
| HORMEL FOODS CORP              SR GLBL NT1.8%30    | 2030-06-11      | 1.8000%  | 0.0000% | $2000.00           | $1811.22           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 31       | 2031-06-01      | 3.2500%  | 0.0000% | $2000.00           | $1873.80           | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 28       | 2028-01-15      | 3.2500%  | 0.0000% | $4000.00           | $3966.32           | Corporate Debt Securities                         |
| MORGAN STANLEY ABS 2007-NC4    A-2B   20370525 FLT | 2037-05-25      | 3.8888%  | 0.0000% | $34124992.00       | $10305844.64       | Asset-Backed Securities                           |
| NOMURA ASSET ACCEPT 2005-S4    A-3    20351025 FLT | 2035-10-25      | 4.3688%  | 0.0000% | $942000.00         | $4123.76           | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2007-4  A3-AR4 20380325 FLT | 2038-03-25      | 0.0100%  | 0.0000% | $2000000.00        | $1880350.08        | Asset-Backed Securities                           |
| MERCK & CO INC                 SR GLBL NT5.7%65    | 2065-12-04      | 5.7000%  | 0.0000% | $5000.00           | $4963.53           | Corporate Debt Securities                         |
| KIRBY CORP                     SR GLBL NT4.2%28    | 2028-03-01      | 4.2000%  | 0.0000% | $5000.00           | $4998.27           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A5       1-A-2  20371025 FLT | 2037-10-25      | 0.0000%  | 0.0000% | $1194000.00        | $0.00              | Private Label Collateralized Mortgage Obligations |
| LPL HLDGS INC                  SR GLBL 144A 31     | 2031-05-15      | 4.3750%  | 0.0000% | $2000.00           | $1957.70           | Corporate Debt Securities                         |
| LOUISVILLE GAS & ELEC CO       1M GLBL BD 40       | 2040-11-15      | 5.1250%  | 0.0000% | $5000.00           | $4946.10           | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 28     | 2028-08-01      | 4.0000%  | 0.0000% | $45000.00          | $44373.10          | Corporate Debt Securities                         |
| HERCULES INC                   JR SB GLBL DB 29    | 2029-06-30      | 6.5000%  | 0.0000% | $3020000.00        | $3089208.33        | Corporate Debt Securities                         |
| FIGRE TRUST 2024-HE6           G      20541225 0.0 | 2054-12-25      | 0.0000%  | 0.0000% | $1581878.00        | $165529.30         | Asset-Backed Securities                           |
| FIGRE TRUST 2024-HE6           F      20541225 FLT | 2054-12-25      | 8.7040%  | 0.0000% | $3979000.00        | $4170451.80        | Asset-Backed Securities                           |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GLBL 30      | 2030-11-15      | 9.0000%  | 0.0000% | $1999878.00        | $1611081.72        | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -N NT 29    | 2029-05-15      | 5.4500%  | 0.0000% | $3000.00           | $3146.07           | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL40    | 2040-05-01      | 5.7050%  | 0.0000% | $4000.00           | $4145.99           | Corporate Debt Securities                         |
| BENEFIT STREET PARTNERS 2020-1 E-R2   20380119 FLT | 2038-01-19      | 8.5804%  | 0.0000% | $1500000.00        | $1422143.21        | Asset-Backed Securities                           |
| SOUTHERN CO GAS CAP            SR GLBL NT 26       | 2026-06-15      | 3.2500%  | 0.0000% | $4000.00           | $4043.71           | Corporate Debt Securities                         |
| OSAIC HLDGS INC                SR 144A NT 8%33     | 2033-08-01      | 8.0000%  | 0.0000% | $25000.00          | $25905.19          | Corporate Debt Securities                         |
| CWHEQ HEQ LN TR 2006-S2        A-4    20270725 FLT | 2027-07-25      | 5.2435%  | 0.0000% | $365000.00         | $34112.37          | Asset-Backed Securities                           |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 4.508%27    | 2027-09-11      | 4.5080%  | 0.0000% | $3000.00           | $3018.05           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION VR 060525-010527    | 2027-01-05      | 4.0573%  | 0.0000% | $1000.00           | $1003.82           | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM GLBL FLT NT 27      | 2027-09-11      | 4.5876%  | 0.0000% | $2000.00           | $2015.86           | Corporate Debt Securities                         |
| CARVAL CLO LTD 2019-2R2        E-R2   20320420 FLT | 2032-04-20      | 10.1752% | 0.0000% | $7314900.00        | $6927038.06        | Asset-Backed Securities                           |
| BIRCH GROVE CLO LTD 2019-RR    E-RR   20370717 FLT | 2037-07-17      | 10.6204% | 0.0000% | $2000000.00        | $1982770.27        | Asset-Backed Securities                           |
| BANK NOVA SCOTIA B C           FR 1.95%020227      | 2027-02-02      | 1.9500%  | 0.0000% | $3000.00           | $2967.80           | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT31    | 2031-01-28      | 9.5000%  | 0.0000% | $290000.00         | $276160.56         | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 29     | 2029-10-15      | 4.6250%  | 0.0000% | $761000.00         | $736242.45         | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -C-20251 144A 28    | 2028-06-07      | 15.2700% | 0.0000% | $2750000.00        | $2892698.57        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 28     | 2028-02-01      | 5.0000%  | 0.0000% | $36000.00          | $36099.76          | Corporate Debt Securities                         |
| AVID BUGET RENT CAR FDG 2024-1 D      20300620 0.0 | 2030-06-20      | 7.2000%  | 0.0000% | $5900000.00        | $5924319.80        | Asset-Backed Securities                           |
| EDISON INTL                    SR GLBL NT 28       | 2028-03-15      | 4.1250%  | 0.0000% | $30000.00          | $29619.79          | Corporate Debt Securities                         |
| ENTERGY CORP NEW               SR GLBL NT1.9%28    | 2028-06-15      | 1.9000%  | 0.0000% | $4000.00           | $3822.78           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            PERP SUB GLBL -G    | 2079-12-31      | 7.1250%  | 0.0000% | $57000.00          | $60264.18          | Corporate Debt Securities                         |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $1750000.00        | $1795428.54        | Asset-Backed Securities                           |
| CP ATLAS BUYER INC.            1LIEN 144A NT 30    | 2030-07-15      | 9.7500%  | 0.0000% | $2910000.00        | $2789576.92        | Corporate Debt Securities                         |
| CONOCOPHILLIPS                 SR NT 6.95%29       | 2029-04-15      | 6.9500%  | 0.0000% | $1000.00           | $1075.73           | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      SR SEC GLBL 30      | 2030-10-15      | 7.2500%  | 0.0000% | $133000.00         | $135867.59         | Corporate Debt Securities                         |
| ENTERPRISE FLEET FING 2022-4   A-2    20291022 5.7 | 2029-10-22      | 5.7600%  | 0.0000% | $2663000.00        | $2629.69           | Asset-Backed Securities                           |
| COCA COLA CO                   SR GLBL NT 34       | 2034-08-14      | 4.6500%  | 0.0000% | $3000.00           | $3038.18           | Corporate Debt Securities                         |
| COMPASS GROUP DIVERSIFIED HLDG SR GLBL PIK 32      | 2032-01-15      | 5.0000%  | 0.0000% | $724.00            | $649.42            | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS GROUP LL SR SEC GLBL 32      | 2032-07-01      | 6.5000%  | 0.0000% | $48000.00          | $45713.57          | Corporate Debt Securities                         |
| CWABS INC 2006-14              2-A-3  20341025 FLT | 2034-10-25      | 4.2488%  | 0.0000% | $1000000.00        | $143687.53         | Asset-Backed Securities                           |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 32     | 2032-02-01      | 4.7500%  | 0.0000% | $10563000.00       | $9659790.15        | Corporate Debt Securities                         |
| COUSINS PPTYS LP               SR GLBL NT 30       | 2030-07-15      | 5.2500%  | 0.0000% | $4000.00           | $4117.05           | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR GLBL 144A 34     | 2034-07-15      | 4.2000%  | 0.0000% | $2000.00           | $1861.90           | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 45      | 2045-04-01      | 4.1500%  | 0.0000% | $4000.00           | $3304.49           | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR GLBL NT5.6%44    | 2044-10-15      | 5.6000%  | 0.0000% | $15000.00          | $13276.40          | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 6%56     | 2056-01-15      | 6.0000%  | 0.0000% | $2000.00           | $2034.20           | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR GLBL 144A 32     | 2032-04-08      | 5.8750%  | 0.0000% | $800000.00         | $546112.22         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 28     | 2028-01-15      | 7.0000%  | 0.0000% | $5000.00           | $4523.53           | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 35       | 2035-02-15      | 5.1500%  | 0.0000% | $2000.00           | $1999.04           | Corporate Debt Securities                         |
| BARINGS CLO LTD 2024-5         E      20380715 FLT | 2038-07-15      | 9.3231%  | 0.0000% | $4000000.00        | $3988578.50        | Asset-Backed Securities                           |
| ENTERGY ARKANSAS LLC           1M -91 BD5.15%33    | 2033-01-15      | 5.1500%  | 0.0000% | $3000.00           | $3100.26           | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 30       | 2030-04-15      | 5.8750%  | 0.0000% | $14000.00          | $14294.81          | Corporate Debt Securities                         |
| EUSHI FINANCE INC.             JR SB GLBL NT 56    | 2056-04-01      | 6.2500%  | 0.0000% | $5000.00           | $4976.17           | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 29       | 2029-07-31      | 3.1250%  | 0.0000% | $5000.00           | $4854.81           | Corporate Debt Securities                         |
| AHP HEALTH PARTNERS INC        SR 144A NT 29       | 2029-07-15      | 5.7500%  | 0.0000% | $6490000.00        | $6541795.61        | Corporate Debt Securities                         |
| ACE SECS HEQ 2006-SL4          A-2    20360925 FLT | 2036-09-25      | 4.1688%  | 0.0000% | $1814600.00        | $31675.40          | Asset-Backed Securities                           |
| VERIZON COMMUNICATIONS INC     SR NT 4.75%41       | 2041-11-01      | 4.7500%  | 0.0000% | $3000.00           | $2756.12           | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           SR GLBL NT1.8%30    | 2030-10-15      | 1.8000%  | 0.0000% | $3000.00           | $2651.13           | Corporate Debt Securities                         |
| UPSTART SECURITIZATI TR 2025-2 D      20350620 8.0 | 2035-06-20      | 8.0000%  | 0.0000% | $6000000.00        | $6163837.33        | Asset-Backed Securities                           |
| WELLS FARGO & CO               PERP GG NT6.125%    | 2500-12-31      | 6.1250%  | 0.0000% | $4000.00           | $4049.02           | Corporate Debt Securities                         |
| UNITI SVC LLC / UNITI FIBER    SR GLBL 144A 32     | 2032-06-15      | 8.6250%  | 0.0000% | $2302000.00        | $2487826.07        | Corporate Debt Securities                         |
| WYNN MACAU LTD                 SR GLBL REGS 29     | 2029-12-15      | 5.1250%  | 0.0000% | $200000.00         | $199485.75         | Corporate Debt Securities                         |
| WYNDHAM HOTELS & RESORTS INC   SR GLBL 144A 33     | 2033-03-01      | 5.6250%  | 0.0000% | $4487000.00        | $4472837.91        | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL 144A 29     | 2029-11-30      | 8.8750%  | 0.0000% | $24186000.00       | $8875758.13        | Corporate Debt Securities                         |
| WESTPAC BKG CORP               GLBL NT 5.457%27    | 2027-11-18      | 5.4570%  | 0.0000% | $3000.00           | $3130.55           | Corporate Debt Securities                         |
| WABASH NATL CORP               SR GLBL 144A 28     | 2028-10-15      | 4.5000%  | 0.0000% | $580000.00         | $516713.30         | Corporate Debt Securities                         |
| KRONOS ACQUISITION HLDGS INC   SR 144A NT 32       | 2032-06-30      | 10.7500% | 0.0000% | $157000.00         | $54295.83          | Corporate Debt Securities                         |
| SOUND POINT CLO LTD 2021-32    E      20341025 FLT | 2034-10-25      | 10.6282% | 0.0000% | $500000.00         | $339252.84         | Asset-Backed Securities                           |
| SAN DIEGO GAS & ELEC CO        1M GLBL LLL BD41    | 2041-11-15      | 3.9500%  | 0.0000% | $3000.00           | $2473.66           | Corporate Debt Securities                         |
| LONG BEACH MTG LN TR 2005-WL1  I/IIM4 20350625 FLT | 2035-06-25      | 4.8188%  | 0.0000% | $640000.00         | $290109.34         | Asset-Backed Securities                           |
| SOUND POINT CLO 2025-R1        E      20380222 FLT | 2038-02-22      | 11.2356% | 0.0000% | $2100000.00        | $1880581.17        | Asset-Backed Securities                           |
| STAPLES INC                    SR 144A NT 27       | 2027-04-15      | 10.7500% | 0.0000% | $20000.00          | $19389.58          | Corporate Debt Securities                         |
| HUNTINGTON CR LKD NT 2025-1    E      20330321 FLT | 2033-03-21      | 10.7901% | 0.0000% | $7000000.00        | $4780227.39        | Asset-Backed Securities                           |
| RTX CORPORATION                SR GLBL NT 38       | 2038-07-15      | 6.1250%  | 0.0000% | $4000.00           | $4356.86           | Corporate Debt Securities                         |
| GREENGROVE RE LTD              -A VR 144A BD 28    | 2028-04-07      | 11.2700% | 0.0000% | $7835000.00        | $8156854.93        | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-01-15      | 3.6250%  | 0.0000% | $2853000.00        | $2752699.22        | Corporate Debt Securities                         |
| LEAR CORP                      SR GLBL NT 49       | 2049-05-15      | 5.2500%  | 0.0000% | $2000.00           | $1831.59           | Corporate Debt Securities                         |
| GREENACRE PK CLO LLC 2025-1R   E-R    20380720 FLT | 2038-07-20      | 9.6752%  | 0.0000% | $1750000.00        | $1735071.74        | Asset-Backed Securities                           |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.5%26    | 2026-08-01      | 3.5000%  | 0.0000% | $4000.00           | $4025.13           | Corporate Debt Securities                         |
| VIKING CRUISES LTD             SR GLBL 144A 29     | 2029-02-15      | 7.0000%  | 0.0000% | $1000000.00        | $1015963.33        | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           GLBL NT 5.15%27     | 2027-10-01      | 5.1500%  | 0.0000% | $1000.00           | $1013.49           | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       1LIEN GLBL 36       | 2036-01-31      | 5.3500%  | 0.0000% | $79000.00          | $78118.67          | Corporate Debt Securities                         |
| VIBRANT CLO 2017-7 LTD         SUB    20300916 FLT | 2030-09-16      | 0.0000%  | 0.0000% | $9400000.00        | $578269.20         | Asset-Backed Securities                           |
| WAYFAIR LLC                    SR SEC GLBL 29      | 2029-10-31      | 7.2500%  | 0.0000% | $157000.00         | $161427.53         | Corporate Debt Securities                         |
| THL CR WIND RIVER CLO 2014-1RR F      20310718 FLT | 2031-07-18      | 12.4668% | 0.0000% | $1999999.00        | $4937.77           | Asset-Backed Securities                           |
| TRANSDIGM INC                  SR SEC GLBL 30      | 2030-12-15      | 6.8750%  | 0.0000% | $132000.00         | $139546.61         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 50       | 2050-06-03      | 6.7500%  | 0.0000% | $48000.00          | $48015.96          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL DDD BD26    | 2026-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2052.37           | Corporate Debt Securities                         |
| PURPLE RE LTD                  -B-20251 144A 28    | 2028-06-07      | 11.2900% | 0.0000% | $11200000.00       | $11625611.17       | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.05%030135      | 2035-03-01      | 5.0500%  | 0.0000% | $3000.00           | $3039.59           | Corporate Debt Securities                         |
| PRESTIGE AUTO REC TR 2025-1    E      20320816 8.4 | 2032-08-16      | 8.4500%  | 0.0000% | $6589000.00        | $6650105.29        | Asset-Backed Securities                           |
| M D C HLDGS INC                SR NT 6%43          | 2043-01-15      | 6.0000%  | 0.0000% | $97000.00          | $91268.27          | Corporate Debt Securities                         |
| PUGET ENERGY INC               JR SB 144A NT 56    | 2056-09-15      | 7.2500%  | 0.0000% | $62000.00          | $62547.82          | Corporate Debt Securities                         |
| LGI HOMES INC                  SR GLBL 144A 29     | 2029-07-15      | 4.0000%  | 0.0000% | $92000.00          | $84669.13          | Corporate Debt Securities                         |
| REGATTA FUNDING LTD 2021-20R   E-R    20380115 FLT | 2038-01-15      | 8.5731%  | 0.0000% | $1255000.00        | $1167064.82        | Asset-Backed Securities                           |
| OCCIDENTAL PETE CORP           SR GLBL NT 31       | 2031-09-15      | 7.8750%  | 0.0000% | $3000.00           | $3437.08           | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 26       | 2026-06-15      | 2.4500%  | 0.0000% | $4000.00           | $4028.75           | Corporate Debt Securities                         |
| SYMPHONY CLO LTD 2019-21R      E-R    20320715 FLT | 2032-07-15      | 10.5347% | 0.0000% | $1500000.00        | $1392449.19        | Asset-Backed Securities                           |
| TALLMAN PARK CLO LTD 2021      SUB    20340420 FLT | 2034-04-20      | 0.0000%  | 0.0000% | $4000000.00        | $1320000.00        | Asset-Backed Securities                           |
| TERWIN MTG TR 2006-6           I-A-2  20370725 FLT | 2037-07-25      | 0.0460%  | 0.0000% | $307173.00         | $138515.79         | Asset-Backed Securities                           |
| ORACLE CORP                    SR GLBL NT 45       | 2045-09-26      | 5.8750%  | 0.0000% | $3000.00           | $2601.75           | Corporate Debt Securities                         |
| JEFFERSON CAPITAL HOLDINGS LLC SR GLBL 144A 26     | 2026-08-15      | 6.0000%  | 0.0000% | $48000.00          | $48360.00          | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL FLT NT 27      | 2027-03-15      | 4.5373%  | 0.0000% | $2000.00           | $2013.84           | Corporate Debt Securities                         |
| NEW FLYER HLDGS INC            2LIEN GLBL 30       | 2030-07-01      | 9.2500%  | 0.0000% | $780000.00         | $862365.18         | Corporate Debt Securities                         |
| MARTIN MIDSTREAM PARTNERS LP   SR SEC GLBL 28      | 2028-02-15      | 11.5000% | 0.0000% | $99000.00          | $103708.27         | Corporate Debt Securities                         |
| HARRIMAN PK 20-1RR CLO LTD     E-RR   20380720 FLT | 2038-07-20      | 9.6752%  | 0.0000% | $500000.00         | $428883.78         | Asset-Backed Securities                           |
| OPTION ONE MTG LN TR 2005-4    M-2    20351125 FLT | 2035-11-25      | 4.4588%  | 0.0000% | $123000.00         | $39936.06          | Asset-Backed Securities                           |
| ONEMAIN FIN CORP               SR GLBL NT 29       | 2029-05-15      | 6.6250%  | 0.0000% | $729000.00         | $763514.20         | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M5     20360725 FLT | 2036-07-25      | 4.4288%  | 0.0000% | $4000000.00        | $1517.09           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-S1     M4     20370125 FLT | 2037-01-25      | 4.8188%  | 0.0000% | $4078000.00        | $1679.21           | Asset-Backed Securities                           |
| FIGRE TR 2026-HF3              A1B    20560327 FLT | 2056-03-27      | 5.2952%  | 0.0000% | $5000000.00        | $4881547.75        | Asset-Backed Securities                           |
| GENERAL MTRS CO                SR GLBL NT5.4%29    | 2029-10-15      | 5.4000%  | 0.0000% | $2000.00           | $2044.38           | Corporate Debt Securities                         |
| SANOFI SA                      GLBL NT 4.2%32      | 2032-11-03      | 4.2000%  | 0.0000% | $3000.00           | $2999.70           | Corporate Debt Securities                         |
| SLC STUDENT LN TR 2007-2       A-3    20400515 FLT | 2040-05-15      | 4.5462%  | 0.0000% | $5303000.00        | $2240201.06        | Asset-Backed Securities                           |
| KENNEDY WILSON INC             SR GLBL NT 5%31     | 2031-03-01      | 5.0000%  | 0.0000% | $1350000.00        | $1347522.00        | Corporate Debt Securities                         |
| LENDMARK FDG TR 2024-2         E      20340221 8.4 | 2034-02-21      | 8.4700%  | 0.0000% | $5000000.00        | $5079785.28        | Asset-Backed Securities                           |
| SAXON ASSET SEC CO 2004-3      M-3    20341225 FLT | 2034-12-25      | 4.8938%  | 0.0000% | $1000000.00        | $111676.55         | Asset-Backed Securities                           |
| SKYBOX CDO LTD 2005-1          A      20401211 FLT | 2040-12-11      | 2.6884%  | 0.0000% | $1889000.00        | $46142.40          | Asset-Backed Securities                           |
| STAPLES INC                    2LIEN GLBL 30       | 2030-01-15      | 12.7500% | 0.0000% | $19194944.00       | $14892349.32       | Corporate Debt Securities                         |
| UNUM GROUP                     SR GLBL NT 4%29     | 2029-06-15      | 4.0000%  | 0.0000% | $5000.00           | $4976.70           | Corporate Debt Securities                         |
| VALLEY NATL BANCORP            LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $2000.00           | $1955.72           | Corporate Debt Securities                         |
| UNITED AIR PASS THRU TR 2019-2 B      20291101 3.5 | 2029-11-01      | 3.5000%  | 0.0000% | $10000.00          | $3525.54           | Asset-Backed Securities                           |
| TUCSON ELEC PWR CO             4.85%48             | 2048-12-01      | 4.8500%  | 0.0000% | $5000.00           | $4436.47           | Corporate Debt Securities                         |
| VENTURE 32 CLO 2018-32         F      20310718 FLT | 2031-07-18      | 11.7868% | 0.0000% | $750000.00         | $174274.38         | Asset-Backed Securities                           |
| UNITED UTILITIES GROUP PLC     SR GLBL NT 28       | 2028-08-15      | 6.8750%  | 0.0000% | $1000.00           | $1062.36           | Corporate Debt Securities                         |
| VENTURE 33 CLO 2018            F      20310715 FLT | 2031-07-15      | 11.9347% | 0.0000% | $5000000.00        | $107193.23         | Asset-Backed Securities                           |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 33      | 2033-04-15      | 8.8750%  | 0.0000% | $39556000.00       | $39808680.43       | Corporate Debt Securities                         |
| SLM STUDENT LOAN TR 2003-1     A-5B   20321215 FLT | 2032-12-15      | 4.4026%  | 0.0000% | $59500000.00       | $7684773.05        | Asset-Backed Securities                           |
| SAN DIEGO GAS & ELEC CO        1M GLBL XXX BD32    | 2032-03-15      | 3.0000%  | 0.0000% | $2000.00           | $1828.66           | Corporate Debt Securities                         |
| VZ SECD FING BV                SR SEC 144A NT32    | 2032-01-15      | 5.0000%  | 0.0000% | $1105000.00        | $988426.18         | Corporate Debt Securities                         |
| SCULPTOR ALT SOLUTION LLC 2022 B      20370515 6.0 | 2037-05-15      | 6.0000%  | 0.0000% | $11440000.00       | $11378197.31       | Asset-Backed Securities                           |
| PETROLEOS MEXICANOS            SR GLBL -C BD 48    | 2048-02-12      | 6.3500%  | 0.0000% | $543000.00         | $442918.76         | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 4.3%061527       | 2027-06-15      | 4.3000%  | 0.0000% | $4000.00           | $4062.50           | Corporate Debt Securities                         |
| JETBLUE AIRWAYS CORP 2020-1    1B     20300515 7.7 | 2030-05-15      | 7.7500%  | 0.0000% | $9000.00           | $4481.97           | Asset-Backed Securities                           |
| POST HLDGS INC                 SR GLBL 144A 31     | 2031-09-15      | 4.5000%  | 0.0000% | $1522000.00        | $1435953.73        | Corporate Debt Securities                         |
| NEUBERGER BERMAN LN AD 2025-60 E      20390422 FLT | 2039-04-22      | 10.1436% | 0.0000% | $2800000.00        | $2810175.60        | Asset-Backed Securities                           |
| NORTHERN NAT GAS CO DEL        SR GLBL 144A 54     | 2054-02-01      | 5.6250%  | 0.0000% | $2000.00           | $1932.07           | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 27       | 2027-09-15      | 6.3750%  | 0.0000% | $62000.00          | $62757.56          | Corporate Debt Securities                         |
| GNRM 2026-063 NL                                   | 2056-04-20      | 4.5000%  | 0.0000% | $3432100.00        | $3148934.59        | Agency Collateralized Mortgage Obligation         |
| PROGRESS RES 2021-SFR3 TR      G      20380519 4.2 | 2038-05-19      | 4.2540%  | 0.0000% | $4130000.00        | $4133646.10        | Asset-Backed Securities                           |
| RCKT MORTGAGE TR 2025-CES11    B-1    20551125 FLT | 2055-11-25      | 6.6710%  | 0.0000% | $7928700.00        | $7751516.24        | Asset-Backed Securities                           |
| TOWD POINT ASSET TR 2021-SL1   C      20611121 FLT | 2061-11-21      | 5.1755%  | 0.0000% | $1261000.00        | $1248791.31        | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2014-15       SUB    20261019 FLT | 2026-10-19      | 0.0000%  | 0.0000% | $317555.00         | $0.32              | Asset-Backed Securities                           |
| PUGET ENERGY INC               MTN AMBAC  12/27    | 2027-12-01      | 7.0200%  | 0.0000% | $4000.00           | $4182.78           | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARVARD COLL  GLBL 2022A BD 52    | 2052-11-15      | 3.7450%  | 0.0000% | $2000.00           | $1537.23           | Corporate Debt Securities                         |
| DANA INC                       SR GLBL NT 30       | 2030-09-01      | 4.2500%  | 0.0000% | $3000.00           | $2888.75           | Corporate Debt Securities                         |
| BAIN CAP CR CLO 2020-2R LTD    E-R    20340719 FLT | 2034-07-19      | 10.5468% | 0.0000% | $4050000.00        | $3697486.70        | Asset-Backed Securities                           |
| BANK MONTREAL MEDIUM           VR 092225-092228    | 2028-09-22      | 4.4061%  | 0.0000% | $2000.00           | $2012.27           | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29     | 2029-09-01      | 6.3750%  | 0.0000% | $74000.00          | $74942.61          | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR 144A NT 31       | 2031-07-01      | 8.7500%  | 0.0000% | $4841000.00        | $5218905.94        | Corporate Debt Securities                         |
| CLERMONT PK CLO LTD 2025-1     E      20380426 FLT | 2038-04-26      | 9.1671%  | 0.0000% | $4000000.00        | $3943343.40        | Asset-Backed Securities                           |
| BANCO BRADESCO SA GRAND CAYMAN FR 6.5%012230       | 2030-01-22      | 6.5000%  | 0.0000% | $1370000.00        | $1452711.62        | Corporate Debt Securities                         |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29      | 2029-06-15      | 4.6250%  | 0.0000% | $3444000.00        | $3503077.52        | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP SR GLBL -DD    | 2500-12-31      | 7.0000%  | 0.0000% | $820000.00         | $863479.13         | Corporate Debt Securities                         |
| CIFC FUNDING 2015 -IV LTD      SUB NT 20271020 FLT | 2027-10-20      | 0.0000%  | 0.0000% | $18509000.00       | $3701800.00        | Asset-Backed Securities                           |
| BUCKEYE PARTNERS L P           SR NT 3.95%26       | 2026-12-01      | 3.9500%  | 0.0000% | $1434000.00        | $1446645.89        | Corporate Debt Securities                         |
| CHILDRENS HOSP CORP            SR GLBL 2020A 50    | 2050-02-01      | 2.5850%  | 0.0000% | $5000.00           | $3043.95           | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       1LIEN 144A NT 33    | 2033-08-15      | 6.6250%  | 0.0000% | $801000.00         | $724978.76         | Corporate Debt Securities                         |
| C-BASS ABS LLC 2005-CB7        M-3    20351125 FLT | 2035-11-25      | 3.0051%  | 0.0000% | $297994.00         | $184357.83         | Asset-Backed Securities                           |
| CHURCHILL DOWNS INC            SR GLBL 144A 27     | 2027-04-01      | 5.5000%  | 0.0000% | $94000.00          | $94305.55          | Corporate Debt Securities                         |
| DH EUROPE FIN II S A R L       SR GLBL NT2.6%29    | 2029-11-15      | 2.6000%  | 0.0000% | $2000.00           | $1903.27           | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30     | 2030-08-15      | 4.5000%  | 0.0000% | $5000000.00        | $4733025.00        | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 28     | 2028-11-15      | 5.7500%  | 0.0000% | $636000.00         | $651788.17         | Corporate Debt Securities                         |
| RRD PARENT INC                 SR GLBL PIK 31      | 2031-10-15      | 10.0000% | 0.0000% | $816.00            | $1428.05           | Corporate Debt Securities                         |
| FINANCE OF AMERICA FUNDING LLC EXT SR SEC STP27    | 2027-11-30      | 8.8750%  | 0.0000% | $2000.00           | $2033.96           | Corporate Debt Securities                         |
| FIGRE TRUST 2025-PF2           A      20551025 FLT | 2055-10-25      | 5.0170%  | 0.0000% | $3750000.00        | $3239904.35        | Asset-Backed Securities                           |
| GNRA 2019-12 FH                                    | 2049-09-20      | 4.1755%  | 0.0000% | $38911680.00       | $9814748.26        | Agency Collateralized Mortgage Obligation         |
| GETTY IMAGES INC               1LIEN 144A NT 30    | 2030-11-15      | 10.5000% | 0.0000% | $3749000.00        | $3533488.73        | Corporate Debt Securities                         |

### Security 622: 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: ARP1GIVS0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1GIVS0
- **C.18 - Value (incl. sponsor support):** $1490000000.00
- **C.18.a - Value (excl. sponsor support):** $1490000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $832700.00         | $635847.68         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $153.33            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $2185000.00        | $2183684.88        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $200.00            | $197.80            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $200.00            | $199.91            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $8266500.00        | $8314410.53        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $925600.00         | $920727.85         | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLTA0839   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $962.46            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $13600.00          | $13561.31          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $200.00            | $196.79            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $300.00            | $307.97            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $200.00            | $197.39            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $20000.00          | $19163.02          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $57600.00          | $53669.48          | U.S. Treasuries (including strips)        |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $2304.00           | $235.09            | Agency Mortgage-Backed Securities         |
| GNRA 2025-100 FJ       | 2055-06-20      | 4.8401%  | 0.0000% | $229639.00         | $211313.04         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 FE       | 2055-11-20      | 5.0901%  | 0.0000% | $53114212.00       | $45719315.05       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 FC       | 2055-10-20      | 4.6401%  | 0.0000% | $2500.00           | $2348.88           | Agency Collateralized Mortgage Obligation |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $1024.00           | $498.29            | Agency Mortgage-Backed Securities         |
| GNII SF MA7195 M       | 2051-02-20      | 3.5000%  | 0.0000% | $1000.00           | $364.21            | Agency Mortgage-Backed Securities         |
| GNII SF MA6818 M       | 2050-08-20      | 2.0000%  | 0.0000% | $2537916.00        | $1049082.45        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $26084762.00       | $16264255.96       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0289   | 2055-04-01      | 6.5000%  | 0.0000% | $14362800.00       | $11060691.18       | Agency Mortgage-Backed Securities         |
| GNII SF MA8647 M       | 2053-02-20      | 5.0000%  | 0.0000% | $46900992.00       | $33754736.61       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $41523584.00       | $19352360.11       | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $1024.00           | $148.28            | Agency Mortgage-Backed Securities         |
| GNII SF DB6851 C       | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $785.42            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3127   | 2047-10-01      | 3.0000%  | 0.0000% | $76810175.00       | $18576996.95       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0496   | 2051-05-01      | 2.0000%  | 0.0000% | $119138474.00      | $68629151.91       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0415   | 2043-01-01      | 3.5000%  | 0.0000% | $1008.00           | $364.89            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8010   | 2049-09-01      | 3.0000%  | 0.0000% | $499852095.00      | $63792721.21       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6905   | 2054-11-01      | 6.0000%  | 0.0000% | $15351854.00       | $13094166.94       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2056-03-25      | 4.6452%  | 0.0000% | $93373139.00       | $84865704.18       | Agency Collateralized Mortgage Obligation |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $7066896.00        | $1436741.43        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2056-03-25      | 4.6452%  | 0.0000% | $100000000.00      | $96461939.32       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2056-03-25      | 4.5452%  | 0.0000% | $1847.00           | $1716.37           | Agency Collateralized Mortgage Obligation |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $601.83            | Agency Mortgage-Backed Securities         |
| GNII AP 787887 M       | 2055-01-20      | 4.0000%  | 0.0000% | $2000.00           | $1479.43           | Agency Mortgage-Backed Securities         |
| GNII SF MA9727 M       | 2054-06-20      | 6.5000%  | 0.0000% | $217200.00         | $91225.81          | Agency Mortgage-Backed Securities         |
| GNII SF MB0260 M       | 2055-02-20      | 6.0000%  | 0.0000% | $112207216.00      | $65900817.06       | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $1024.00           | $826.93            | Agency Mortgage-Backed Securities         |
| GNII SF MB0092 M       | 2054-12-20      | 5.5000%  | 0.0000% | $393876.00         | $308394.71         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2046-02-15      | 4.6250%  | 0.0000% | $900.00            | $867.59            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $300300.00         | $285826.25         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $21200.00          | $20881.71          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $199000.00         | $188842.41         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $152000.00         | $146946.03         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $62.08             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $99.47             | U.S. Treasuries (including strips)        |
| GNRA 2025-062 FE       | 2055-04-20      | 4.6901%  | 0.0000% | $46528192.00       | $28793640.03       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 FG       | 2055-05-20      | 5.0401%  | 0.0000% | $36894400.00       | $24897879.55       | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD0145   | 2047-08-01      | 3.0000%  | 0.0000% | $95213.00          | $22961.17          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $2230700.00        | $2227577.02        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.44             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $5428500.00        | $5617712.32        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $321400.00         | $320728.27         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-16      | 0.0000%  | 0.0000% | $5978600.00        | $5932504.99        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $500.00            | $444.39            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $2900.00           | $2025.08           | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $375134041.00      | $64309685.49       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $4000000.00        | $3928434.25        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $1500.00           | $999.09            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $200.00            | $196.57            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $7800.00           | $7673.72           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $53300.00          | $52602.83          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $3000.00           | $3011.02           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $600.00            | $609.85            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $2800.00           | $2921.99           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $300.00            | $317.88            | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSL4306   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $977.35            | Agency Mortgage-Backed Securities         |
| GNRA 2025-061 FE       | 2055-04-20      | 4.6901%  | 0.0000% | $14085131.00       | $11474964.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK       | 2055-03-20      | 4.6901%  | 0.0000% | $49851819.00       | $39550073.72       | Agency Collateralized Mortgage Obligation |
| GNII SF MA8567 M       | 2053-01-20      | 4.0000%  | 0.0000% | $45415936.00       | $33438761.72       | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $1047.00           | $495.70            | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $2890008.00        | $2068685.86        | Agency Mortgage-Backed Securities         |
| GNII SF MA9017 M       | 2053-07-20      | 5.5000%  | 0.0000% | $8192.00           | $5713.74           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6265   | 2050-07-01      | 2.5000%  | 0.0000% | $1541131.00        | $701563.77         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFA4422   | 2054-12-01      | 7.0000%  | 0.0000% | $17891989.00       | $16390924.90       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0435   | 2051-05-01      | 2.0000%  | 0.0000% | $85504085.00       | $47555317.13       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2002   | 2056-02-01      | 5.0000%  | 0.0000% | $6596809.00        | $6413161.58        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9668   | 2051-11-01      | 2.0000%  | 0.0000% | $10143000.00       | $6289720.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2384   | 2056-04-01      | 5.5000%  | 0.0000% | $2224.00           | $2267.09           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $1000.00           | $939.14            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $46800.00          | $41513.14          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $1000.00           | $1069.61           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $65900.00          | $65490.47          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-23      | 0.0000%  | 0.0000% | $573900.00         | $569073.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $120000.00         | $119413.20         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $763700.00         | $749777.75         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $3000.00           | $2972.32           | U.S. Treasuries (including strips)        |
| GNRA 2025-069 FN       | 2055-04-20      | 4.9401%  | 0.0000% | $33714725.00       | $28984123.98       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $82000.00          | $81426.41          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-02      | 0.0000%  | 0.0000% | $4661000.00        | $4631635.70        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $80300.00          | $56140.18          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.09            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $64.99             | U.S. Treasuries (including strips)        |
| GNRA 2025-080 FD       | 2055-05-20      | 5.0401%  | 0.0000% | $49991900.00       | $31236424.07       | Agency Collateralized Mortgage Obligation |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $10314970.00       | $6806340.84        | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-07-20      | 4.5000%  | 0.0000% | $5580096.00        | $4527500.82        | Agency Mortgage-Backed Securities         |
| GNII SF MA9782 M       | 2054-05-20      | 7.0000%  | 0.0000% | $1000.00           | $365.14            | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $827.70            | Agency Mortgage-Backed Securities         |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $26625025.00       | $26153061.73       | Agency Mortgage-Backed Securities         |
| GNRA 2024-026 FB       | 2054-02-20      | 4.7001%  | 0.0000% | $34085054.00       | $12731923.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-223 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $3432.00           | $1970.91           | Agency Collateralized Mortgage Obligation |
| GNII SF MA7938 M       | 2052-03-20      | 3.5000%  | 0.0000% | $1008.00           | $659.76            | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $150114.00         | $95888.14          | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $13715.00          | $9622.46           | Agency Mortgage-Backed Securities         |
| GNII SF MA7880 M       | 2052-02-20      | 2.0000%  | 0.0000% | $9013600.00        | $5379702.86        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-02-25      | 4.6452%  | 0.0000% | $139991791.00      | $139734368.64      | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD3600   | 2053-08-01      | 5.5000%  | 0.0000% | $4240.00           | $3409.59           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $80800.00          | $70852.39          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $4000.00           | $3895.80           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $5942900.00        | $5975708.89        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $200.00            | $205.46            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $102.57            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $4401300.00        | $4388616.82        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $100.51            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-30      | 0.0000%  | 0.0000% | $2220000.00        | $2199798.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $497200.00         | $492337.38         | U.S. Treasuries (including strips)        |
| GNRA 2025-135 FN       | 2055-08-20      | 4.7201%  | 0.0000% | $16064100.00       | $15226435.73       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-10-15      | 0.0000%  | 0.0000% | $5981100.00        | $5880378.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $235000.00         | $234835.50         | U.S. Treasuries (including strips)        |
| GNRA 2023-154 FA       | 2053-10-20      | 4.8201%  | 0.0000% | $5357987.00        | $2042920.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $8067832.00        | $4578357.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 TF       | 2055-06-20      | 4.8401%  | 0.0000% | $6425080.00        | $5311684.33        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $1059700.00        | $503221.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $300.00            | $249.86            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $8782600.00        | $6105235.55        | U.S. Treasuries (including strips)        |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $5023.00           | $462.77            | Agency Mortgage-Backed Securities         |
| GNII SF MA5875 M       | 2049-04-20      | 3.5000%  | 0.0000% | $1732120.00        | $151994.70         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $300.00            | $297.75            | U.S. Treasuries (including strips)        |
| GNII SF MB0308 M       | 2055-04-20      | 5.5000%  | 0.0000% | $1033.00           | $810.01            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $39000.00          | $39011.75          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.77             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $93.93             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $90000.00          | $78076.37          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $133000.00         | $129308.89         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $95900.00          | $96635.12          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $6899500.00        | $6736454.90        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $11000.00          | $10960.40          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $699100.00         | $699183.89         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.68            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $973500.00         | $1001258.79        | U.S. Treasuries (including strips)        |
| GNII SF MA8269 M       | 2052-09-20      | 5.0000%  | 0.0000% | $14027.00          | $9912.08           | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M       | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $702.77            | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $1008828.00        | $659166.84         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $445500.00         | $518919.46         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $3758400.00        | $3703761.59        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $400000.00         | $398323.60         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $900.00            | $904.71            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $2066900.00        | $2096770.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $14500.00          | $14844.78          | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLZM2161   | 2046-12-01      | 3.0000%  | 0.0000% | $48768679.00       | $10288053.86       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF7429   | 2055-12-01      | 6.0000%  | 0.0000% | $387213.00         | $396918.48         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V81932 G   | 2045-10-01      | 3.5000%  | 0.0000% | $1069.00           | $142.69            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA3956   | 2053-03-01      | 3.0000%  | 0.0000% | $5361176.00        | $4601274.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA3311 M       | 2045-12-20      | 4.0000%  | 0.0000% | $1000.00           | $83.68             | Agency Mortgage-Backed Securities         |
| GNII SF MB0998 M       | 2056-03-20      | 6.0000%  | 0.0000% | $37125410.00       | $38095941.91       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $100.05            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $300.00            | $261.13            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $10755600.00       | $10153326.21       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $1000.00           | $523.27            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $10492400.00       | $9517680.39        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $3257500.00        | $3367563.05        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $2440400.00        | $2457251.70        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $200.00            | $147.12            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $13793100.00       | $8842078.95        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $6100.00           | $6083.40           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $100.22            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2036-01-15      | 1.8750%  | 0.0000% | $549800.00         | $552259.63         | U.S. Treasuries (including strips)        |
| GNRA 2025-117 FA       | 2055-07-20      | 4.7901%  | 0.0000% | $2494550.00        | $2186561.78        | Agency Collateralized Mortgage Obligation |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $3038144.00        | $2031422.90        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $3700.00           | $1719.76           | Agency Mortgage-Backed Securities         |
| GNII SF MA3522 M       | 2046-03-20      | 4.0000%  | 0.0000% | $1000.00           | $81.17             | Agency Mortgage-Backed Securities         |
| GNII SF MA9726 M       | 2054-06-20      | 6.0000%  | 0.0000% | $192852366.00      | $111061494.72      | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $21100.00          | $20329.40          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $95.63             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $87.53             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $75725000.00       | $72060397.64       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $1300100.00        | $1288650.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $727100.00         | $709825.03         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-20      | 0.0000%  | 0.0000% | $39400.00          | $38958.33          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $200.00            | $165.12            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-25      | 0.0000%  | 0.0000% | $151200.00         | $150351.77         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $900.00            | $946.14            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $18414000.00       | $13410595.74       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $200.00            | $204.45            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $230000.00         | $201463.84         | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLFA4584   | 2056-02-01      | 5.0000%  | 0.0000% | $64645346.00       | $63142078.77       | Agency Mortgage-Backed Securities         |

### Security 623: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.110000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GJ2W1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GJ2W1
- **C.18 - Value (incl. sponsor support):** $200147388.00
- **C.18.a - Value (excl. sponsor support):** $200147388.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 59   | 2059-09-30      | 3.6250%  | 0.0000% | $3472000.00        | $2328742.73        | Corporate Debt Securities |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 5.5%29   | 2029-04-19      | 5.5000%  | 0.0000% | $878000.00         | $906228.19         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 51 | 2051-11-15      | 2.9500%  | 0.0000% | $25000.00          | $15778.77          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 52    | 2052-03-01      | 3.8750%  | 0.0000% | $5000.00           | $3684.20           | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 54    | 2054-01-15      | 6.6500%  | 0.0000% | $1569000.00        | $1766640.39        | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 46    | 2046-08-11      | 5.8600%  | 0.0000% | $206000.00         | $206364.51         | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR GLBL NT4.1%48 | 2048-02-15      | 4.1000%  | 0.0000% | $550000.00         | $426481.92         | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.4%50 | 2050-03-15      | 3.4000%  | 0.0000% | $4169000.00        | $2854055.71        | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD2.7%52 | 2052-08-01      | 2.7000%  | 0.0000% | $141000.00         | $86158.76          | Corporate Debt Securities |
| CHINA STHRN PWR GRID INTL FIN  GLBL REGS NT 27  | 2027-05-08      | 3.5000%  | 0.0000% | $300000.00         | $302955.67         | Corporate Debt Securities |
| DOMINION ENERGY INC            JR SB GLBL -B 54 | 2054-06-01      | 7.0000%  | 0.0000% | $570000.00         | $624293.77         | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.5%50 | 2050-05-01      | 3.5000%  | 0.0000% | $12000.00          | $8711.31           | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 32  | 2032-03-15      | 6.2500%  | 0.0000% | $100000.00         | $102782.25         | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT 50    | 2050-08-01      | 3.2500%  | 0.0000% | $234000.00         | $154668.08         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 64  | 2064-04-22      | 6.0000%  | 0.0000% | $262000.00         | $246629.33         | Corporate Debt Securities |
| ALIBABA GROUP HLDG LTD         SR GLBL NT 61    | 2061-02-09      | 3.2500%  | 0.0000% | $486000.00         | $311274.49         | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 27    | 2027-04-15      | 6.4500%  | 0.0000% | $29451000.00       | $30067041.29       | Corporate Debt Securities |
| ALABAMA PWR CO                 SR -2017B NT 47  | 2047-12-01      | 3.7000%  | 0.0000% | $11000.00          | $8291.95           | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -B BD 56 | 2056-03-01      | 5.5500%  | 0.0000% | $715000.00         | $694202.44         | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 51    | 2051-03-15      | 2.3750%  | 0.0000% | $78000.00          | $43835.90          | Corporate Debt Securities |
| NEW YORK LIFE INS              SUB GLBL 144A 50 | 2050-05-15      | 3.7500%  | 0.0000% | $70000.00          | $52232.43          | Corporate Debt Securities |
| CPPIB CAPITAL INC              REGS NT 3.875%31 | 2031-02-15      | 3.8750%  | 0.0000% | $57000000.00       | $56819001.25       | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT3.5%53 | 2053-02-14      | 3.5000%  | 0.0000% | $50000.00          | $35230.44          | Corporate Debt Securities |
| NEVADA POWER CO                JR SB GLBL NT 55 | 2055-05-15      | 6.2500%  | 0.0000% | $9000.00           | $9270.95           | Corporate Debt Securities |
| CNOOC FIN 2013 LTD             SR GLBL NT 29    | 2029-09-30      | 2.8750%  | 0.0000% | $10600000.00       | $10147123.83       | Corporate Debt Securities |
| CHENIERE ENERGY INC            SR GLBL 144A 56  | 2056-07-30      | 6.0000%  | 0.0000% | $9646000.00        | $9586130.49        | Corporate Debt Securities |
| COTERRA ENERGY INC             SR GLBL NT5.9%55 | 2055-02-15      | 5.9000%  | 0.0000% | $97000.00          | $94525.69          | Corporate Debt Securities |
| AIRCASTLE LTD / AIRCASTLE IREL SR 144A NT 31    | 2031-10-01      | 5.7500%  | 0.0000% | $165000.00         | $169663.22         | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR NT 4.8%48     | 2048-03-15      | 4.8000%  | 0.0000% | $36000.00          | $28721.88          | Corporate Debt Securities |
| CARRIER GLOBAL CORPORATION     GLBL NT 6.2%54   | 2054-03-15      | 6.2000%  | 0.0000% | $6770000.00        | $7153249.70        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT6.2%55 | 2055-04-01      | 6.2000%  | 0.0000% | $123000.00         | $120218.29         | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SUB GLBL 144A 50 | 2050-04-15      | 3.3750%  | 0.0000% | $4042000.00        | $2730234.58        | Corporate Debt Securities |
| FLEXTRONICS INTL LTD           SR GLBL NT 6%28  | 2028-01-15      | 6.0000%  | 0.0000% | $378000.00         | $392500.08         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 6%54  | 2054-04-01      | 6.0000%  | 0.0000% | $5500000.00        | $5335623.33        | Corporate Debt Securities |
| WESTLAKE CORPORATION           SR GLBL NT 55    | 2055-11-15      | 6.3750%  | 0.0000% | $120000.00         | $122225.10         | Corporate Debt Securities |
| SUMITOMO LIFE INS CO           PERP SUB 144A NT | 2500-12-31      | 5.8750%  | 0.0000% | $600000.00         | $611967.50         | Corporate Debt Securities |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 53    | 2053-04-15      | 5.1500%  | 0.0000% | $90000.00          | $77945.92          | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT47 | 2047-06-15      | 5.5000%  | 0.0000% | $100000.00         | $93688.50          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 65    | 2065-08-03      | 6.1250%  | 0.0000% | $11000.00          | $9336.27           | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 28  | 2028-04-01      | 5.5000%  | 0.0000% | $189000.00         | $191814.32         | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL NT 32   | 2032-05-17      | 7.6250%  | 0.0000% | $2409000.00        | $2735020.34        | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 50    | 2050-04-15      | 3.3500%  | 0.0000% | $55000.00          | $38027.32          | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT6.2%55 | 2055-09-15      | 6.2000%  | 0.0000% | $695000.00         | $691101.05         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SUB GLBL NT 41   | 2041-01-25      | 5.4230%  | 0.0000% | $19447000.00       | $19311261.02       | Corporate Debt Securities |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 31  | 2031-02-02      | 3.1000%  | 0.0000% | $4600000.00        | $4201491.78        | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 56  | 2056-04-22      | 6.1250%  | 0.0000% | $20000000.00       | $19438022.22       | Corporate Debt Securities |
| CORNING INC                    SR GLBL NT3.9%49 | 2049-11-15      | 3.9000%  | 0.0000% | $76000.00          | $58224.74          | Corporate Debt Securities |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 32  | 2032-02-02      | 3.8280%  | 0.0000% | $1300000.00        | $1203809.53        | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM SUB GLBL 144A 47 | 2047-05-15      | 4.2700%  | 0.0000% | $15866000.00       | $13016003.64       | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 32   | 2032-06-15      | 6.6250%  | 0.0000% | $1280000.00        | $1420625.60        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 56   | 2056-03-01      | 5.8500%  | 0.0000% | $325000.00         | $320512.56         | Corporate Debt Securities |
| CHAPMAN UNIV                   -2021B SNK BD 51 | 2051-04-01      | 2.9960%  | 0.0000% | $300000.00         | $184651.03         | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD         SR GLBL REGS 30  | 2030-04-02      | 5.3704%  | 0.0000% | $1000000.00        | $1018167.35        | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.8%62   | 2062-09-15      | 5.8000%  | 0.0000% | $55000.00          | $52680.65          | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL NT5.2%64 | 2064-02-15      | 5.2000%  | 0.0000% | $25000.00          | $22890.08          | Corporate Debt Securities |
| INGREDION INC                  SR GLBL NT3.9%50 | 2050-06-01      | 3.9000%  | 0.0000% | $20000.00          | $15052.23          | Corporate Debt Securities |
| GE VERNOVA INC                 SR NT 5.5%56     | 2056-02-04      | 5.5000%  | 0.0000% | $6329000.00        | $6160135.25        | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    BD20B BAM-TCRS50 | 2050-09-01      | 4.2870%  | 0.0000% | $5000000.00        | $3900229.58        | Corporate Debt Securities |
| XCEL ENERGY INC                JR SB GLBL NT 56 | 2056-12-03      | 5.7500%  | 0.0000% | $488000.00         | $486103.71         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SUB GLBL NT 26   | 2026-07-28      | 3.7500%  | 0.0000% | $20000.00          | $20161.27          | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 6%63  | 2063-06-01      | 6.0000%  | 0.0000% | $642000.00         | $626131.90         | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT 60    | 2060-08-20      | 2.5500%  | 0.0000% | $199000.00         | $107821.85         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 33   | 2033-05-26      | 4.9890%  | 0.0000% | $26000.00          | $26375.23          | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32   | 2032-09-30      | 2.6380%  | 0.0000% | $7000.00           | $6002.14           | Corporate Debt Securities |

### Security 624: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.210000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GJ2X9, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GJ2X9
- **C.18 - Value (incl. sponsor support):** $499884420.00
- **C.18.a - Value (excl. sponsor support):** $499884420.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SCULPTOR CLO LTD 2021-29R      E-R    20380722 FLT | 2038-07-22      | 10.6936% | 0.0000% | $1250000.00        | $1174720.46        | Asset-Backed Securities                           |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33       | 2033-12-01      | 6.7500%  | 0.0000% | $30000.00          | $32636.03          | Corporate Debt Securities                         |
| REDWOOD FDG TR 2 5.934 27SEP56 144A                | 2056-09-27      | 5.9340%  | 0.0000% | $19392702.00       | $19011788.11       | Asset-Backed Securities                           |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 33     | 2033-02-15      | 6.8750%  | 0.0000% | $126000.00         | $125267.05         | Corporate Debt Securities                         |
| RIVERS ENTERPRISE LENDER LLC / 1LIEN GLBL 30       | 2030-10-15      | 6.2500%  | 0.0000% | $307000.00         | $313049.18         | Corporate Debt Securities                         |
| SLM CORP                       SR GLBL NT6.5%30    | 2030-01-31      | 6.5000%  | 0.0000% | $2000.00           | $2046.90           | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2022-INV3   B-5    20520925 FLT | 2052-09-25      | 3.3621%  | 0.0000% | $2111942.00        | $1141917.28        | Private Label Collateralized Mortgage Obligations |
| RAD CLO LTD 2022-16R           E-R    20370715 FLT | 2037-07-15      | 10.1731% | 0.0000% | $3000000.00        | $2743946.37        | Asset-Backed Securities                           |
| MGM RESORTS INTERNATIONAL      SR GLBL NT6.5%32    | 2032-04-15      | 6.5000%  | 0.0000% | $85000.00          | $86358.16          | Corporate Debt Securities                         |
| MADISON PARK FDG LTD 2024-60R  E-R    20371026 FLT | 2037-10-26      | 10.1666% | 0.0000% | $1500000.00        | $1380520.82        | Asset-Backed Securities                           |
| NRG ENERGY INC                 SR GLBL 144A 34     | 2034-01-15      | 5.7500%  | 0.0000% | $730000.00         | $748201.74         | Corporate Debt Securities                         |
| MSWF COML MTG TR 2023-2        F      20561215 4.0 | 2056-12-15      | 4.0000%  | 0.0000% | $5000000.00        | $3307221.11        | Private Label Collateralized Mortgage Obligations |
| INSULET CORP                   SR GLBL 144A 33     | 2033-04-01      | 6.5000%  | 0.0000% | $200000.00         | $206685.22         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SUB GLBL 144A 82    | 2082-03-15      | 5.2500%  | 0.0000% | $85000.00          | $85108.16          | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 34     | 2034-11-01      | 6.2500%  | 0.0000% | $208000.00         | $216824.69         | Corporate Debt Securities                         |
| NORDSTROM INC                  SR GLBL NT 4%27     | 2027-03-15      | 4.0000%  | 0.0000% | $40000.00          | $39380.40          | Corporate Debt Securities                         |
| J.P.MORGAN MORTG TR 2022-5     B-5    20520925 FLT | 2052-09-25      | 2.9523%  | 0.0000% | $1865000.00        | $944565.44         | Private Label Collateralized Mortgage Obligations |
| KODIAK GAS SVCS LLC            SR GLBL 144A 33     | 2033-10-01      | 6.5000%  | 0.0000% | $197000.00         | $202389.15         | Corporate Debt Securities                         |
| TOLL RD INVS PARTNERSHIP II LP SR ZERO 144A 34     | 2034-02-15      | 0.0000%  | 0.0000% | $875000.00         | $496361.25         | Corporate Debt Securities                         |
| GOLU  CAPITAL PARTNER 2024-76B E      20371026 FLT | 2037-10-26      | 9.4166%  | 0.0000% | $3950000.00        | $3791979.13        | Asset-Backed Securities                           |
| SEQUOIA MORTGAGE TR 2026-MED1  B-1    20560425 6.8 | 2056-04-25      | 6.8746%  | 0.0000% | $9163000.00        | $7857262.27        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-INV10      B-4    20561025 FLT | 2056-10-25      | 6.7741%  | 0.0000% | $1743000.00        | $1385093.38        | Private Label Collateralized Mortgage Obligations |
| HAWAIIAN ELEC CO INC           SR GLBL REGS 33     | 2033-10-01      | 6.0000%  | 0.0000% | $100000.00         | $100884.33         | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 28       | 2028-01-15      | 4.8750%  | 0.0000% | $349000.00         | $352876.95         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP JR SB -Y NT    | 2500-12-31      | 6.1250%  | 0.0000% | $203000.00         | $210063.10         | Corporate Debt Securities                         |
| ISLAND FINANCE TR 2025-1       C      20350319 10. | 2035-03-19      | 10.0000% | 0.0000% | $1140000.00        | $1155187.21        | Asset-Backed Securities                           |
| SLG OFFICE TRUST 2026-OMA      E      20410417 FLT | 2041-04-17      | 6.9563%  | 0.0000% | $34000000.00       | $34375961.63       | Private Label Collateralized Mortgage Obligations |
| PERFORMANCE FOOD GROUP INC     SR GLBL 144A 34     | 2034-03-01      | 5.6250%  | 0.0000% | $795000.00         | $787498.18         | Corporate Debt Securities                         |
| PALMER SQUARE LN FDG LT 2025-1 D      20330215 FLT | 2033-02-15      | 7.7525%  | 0.0000% | $250000.00         | $238801.27         | Asset-Backed Securities                           |
| NEUBERGER BERMAN CLO 2025-32R  E      20390720 FLT | 2039-07-20      | 8.8252%  | 0.0000% | $1000000.00        | $992471.45         | Asset-Backed Securities                           |
| TRANSCANADA TRUST              JR SB GLBL 82       | 2082-03-07      | 5.6000%  | 0.0000% | $10000.00          | $9948.94           | Corporate Debt Securities                         |
| QNITY ELECTRONICS INC          SR 144A NT 33       | 2033-08-15      | 6.2500%  | 0.0000% | $56000.00          | $57974.05          | Corporate Debt Securities                         |
| QNITY ELECTRONICS INC          1LIEN 144A NT 32    | 2032-08-15      | 5.7500%  | 0.0000% | $46000.00          | $47011.50          | Corporate Debt Securities                         |
| EXCELERATE ENERGY LTD PARTNERS SR GLBL REGS 30     | 2030-05-15      | 8.0000%  | 0.0000% | $15000.00          | $16447.00          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP -W NT 7.5%     | 2500-12-31      | 7.5000%  | 0.0000% | $1276000.00        | $1361602.59        | Corporate Debt Securities                         |
| VAIL RESORTS INC               SR GLBL 144A 30     | 2030-07-15      | 5.6250%  | 0.0000% | $810000.00         | $823596.86         | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL 144A 27     | 2027-09-15      | 4.5000%  | 0.0000% | $737000.00         | $735323.32         | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 30       | 2030-01-15      | 6.1250%  | 0.0000% | $200000.00         | $197782.92         | Corporate Debt Securities                         |
| ENERSYS                        GLBL 144A NT 27     | 2027-12-15      | 4.3750%  | 0.0000% | $504000.00         | $507475.71         | Corporate Debt Securities                         |
| FAIR ISAAC CORP                SR GLBL 144A 33     | 2033-05-15      | 6.0000%  | 0.0000% | $35000.00          | $35382.90          | Corporate Debt Securities                         |
| EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30     | 2030-05-15      | 8.0000%  | 0.0000% | $115000.00         | $126093.67         | Corporate Debt Securities                         |
| EXETER AUTOMOBLE REC TR 2025-2 E      20321015 7.8 | 2032-10-15      | 7.8100%  | 0.0000% | $6097000.00        | $6302195.55        | Asset-Backed Securities                           |
| BELL CDA                       JR SB GLBL -B 55    | 2055-09-15      | 7.0000%  | 0.0000% | $268000.00         | $280759.48         | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TALL         E      20370316 FLT | 2037-03-16      | 6.2890%  | 0.0000% | $5000000.00        | $4068832.10        | Private Label Collateralized Mortgage Obligations |
| ATLAS SENIOR LN FD LTD 2018-10 E      20310115 FLT | 2031-01-15      | 9.6347%  | 0.0000% | $3910000.00        | $3455440.85        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-NQM1     B-2    20641225 FLT | 2064-12-25      | 7.2340%  | 0.0000% | $5096000.00        | $5103146.39        | Private Label Collateralized Mortgage Obligations |
| BLUEMTAIN CLO LTD 2022-34      E      20351231 FLT | 2035-12-31      | 11.2252% | 0.0000% | $1500000.00        | $1512243.18        | Asset-Backed Securities                           |
| CENTERPOINT ENERGY INC         JR SB GLBL -A 55    | 2055-02-15      | 7.0000%  | 0.0000% | $231000.00         | $241386.53         | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2015-GC35   A-S    20481113 FLT | 2048-11-13      | 4.0720%  | 0.0000% | $2550000.00        | $2424275.37        | Private Label Collateralized Mortgage Obligations |
| EVERSOURCE ENERGY              JR SB -B NT 56      | 2056-08-15      | 6.3500%  | 0.0000% | $9000.00           | $9100.25           | Corporate Debt Securities                         |
| CARMAX SELECT RECEIV TR 2026-A E      20330215 6.5 | 2033-02-15      | 6.5600%  | 0.0000% | $2000000.00        | $1977758.67        | Asset-Backed Securities                           |
| CENTRAL GARDEN & PET CO        SR GLBL NT 28       | 2028-02-01      | 5.1250%  | 0.0000% | $82000.00          | $82628.13          | Corporate Debt Securities                         |
| EMERA US FIN LLC               JR SB GLBL -A 56    | 2056-10-01      | 6.6500%  | 0.0000% | $4000.00           | $4036.62           | Corporate Debt Securities                         |
| GS MTG-BACKED SECS 2025-NQM2   B-2    20650625 FLT | 2065-06-25      | 7.2817%  | 0.0000% | $3010000.00        | $3012104.02        | Private Label Collateralized Mortgage Obligations |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34     | 2034-01-15      | 8.3750%  | 0.0000% | $223000.00         | $240573.98         | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          PERP SUB GLBL -C    | 2500-12-31      | 9.2500%  | 0.0000% | $97000.00          | $103971.36         | Corporate Debt Securities                         |
| MCR TR 2024-HF1                E      20411216 FLT | 2041-12-16      | 7.8447%  | 0.0000% | $13400000.00       | $12161960.11       | Private Label Collateralized Mortgage Obligations |
| NAVIENT CORPORATION            SR GLBL NT 5%27     | 2027-03-15      | 5.0000%  | 0.0000% | $3000.00           | $2991.72           | Corporate Debt Securities                         |
| IMPERIAL FUND MTG TR 2020-NQM1 B-2    20551025 FLT | 2055-10-25      | 5.9129%  | 0.0000% | $742000.00         | $738972.77         | Private Label Collateralized Mortgage Obligations |
| FIDIUM LLC                     C      20551220 8.0 | 2055-12-20      | 8.0980%  | 0.0000% | $10600000.00       | $10880289.92       | Asset-Backed Securities                           |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 33     | 2033-06-15      | 6.5000%  | 0.0000% | $1222000.00        | $1286124.45        | Corporate Debt Securities                         |
| PRKCM TR 2023-AFC1             B-2    20580225 FLT | 2058-02-25      | 7.3482%  | 0.0000% | $7900000.00        | $7906520.69        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  B      20490617 3.9 | 2049-06-17      | 3.9901%  | 0.0000% | $4000000.00        | $3601444.99        | Private Label Collateralized Mortgage Obligations |
| REGATTA FDG LTD 2020-17R       E-1R   20371015 FLT | 2037-10-15      | 10.1731% | 0.0000% | $3750000.00        | $3721367.97        | Asset-Backed Securities                           |
| RHP HOTEL PPTY/ RHP FINANCE    SR 144A NT 34       | 2034-03-15      | 5.7500%  | 0.0000% | $100000.00         | $100004.64         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29       | 2029-11-07      | 5.8750%  | 0.0000% | $1107000.00        | $1153629.76        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 29     | 2029-02-15      | 7.0000%  | 0.0000% | $1150000.00        | $1190598.83        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT6.8%28    | 2028-05-12      | 6.8000%  | 0.0000% | $261000.00         | $276861.84         | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT 31       | 2031-07-16      | 7.4500%  | 0.0000% | $45000.00          | $49805.65          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 36       | 2036-09-15      | 6.4500%  | 0.0000% | $10000.00          | $10779.12          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT7.5%31    | 2031-05-01      | 7.5000%  | 0.0000% | $132000.00         | $151472.86         | Corporate Debt Securities                         |
| OCTAGON LTD 2022-66R2          E-R2   20370217 FLT | 2037-02-17      | 11.2523% | 0.0000% | $2500000.00        | $2529661.23        | Asset-Backed Securities                           |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29       | 2029-05-15      | 4.8750%  | 0.0000% | $271000.00         | $269063.37         | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28       | 2028-10-01      | 5.8750%  | 0.0000% | $1275000.00        | $1275908.61        | Corporate Debt Securities                         |
| OPEN TEXT CORP                 SR GLBL 144A 28     | 2028-02-15      | 3.8750%  | 0.0000% | $424000.00         | $412091.08         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 31       | 2031-11-15      | 7.1250%  | 0.0000% | $210000.00         | $219512.21         | Corporate Debt Securities                         |
| PG&E CORP                      JR SB GLBL NT 56    | 2056-09-15      | 6.8500%  | 0.0000% | $208000.00         | $210314.98         | Corporate Debt Securities                         |
| BXP TRUST 2017-CC              D      20370813 FLT | 2037-08-13      | 3.6699%  | 0.0000% | $2000000.00        | $1687178.59        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      D      20380816 FLT | 2038-08-16      | 5.6695%  | 0.0000% | $11350000.00       | $8388751.61        | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK9                 C      20541117 FLT | 2054-11-17      | 4.3826%  | 0.0000% | $1500000.00        | $1318130.17        | Private Label Collateralized Mortgage Obligations |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 31       | 2031-01-15      | 6.1250%  | 0.0000% | $1183000.00        | $1120188.12        | Corporate Debt Securities                         |
| BLACKROCK MT HOOD CLO X 2023-1 E-R    20371020 FLT | 2037-10-20      | 11.1752% | 0.0000% | $2050000.00        | $1998617.22        | Asset-Backed Securities                           |
| CONNECT AVE SEC TRUST 2024-R02 1B-2   20440225 FLT | 2044-02-25      | 7.3452%  | 0.0000% | $686000.00         | $719386.31         | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C15         D      20550416 FLT | 2055-04-16      | 2.5000%  | 0.0000% | $1182000.00        | $780960.27         | Private Label Collateralized Mortgage Obligations |
| ASURION LLC / ASURION CO       SR SEC 144A NT32    | 2032-12-31      | 8.0000%  | 0.0000% | $104000.00         | $111867.72         | Corporate Debt Securities                         |
| TRINET GROUP INC               SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $1096000.00        | $1023013.10        | Corporate Debt Securities                         |
| NIAGARA PK CLO LTD 2019-1RR    E-RR   20380119 FLT | 2038-01-19      | 9.7804%  | 0.0000% | $600000.00         | $519199.08         | Asset-Backed Securities                           |
| PACIFICORP                     JR SB GLBL NT 55    | 2055-09-15      | 7.3750%  | 0.0000% | $1029000.00        | $1052645.13        | Corporate Debt Securities                         |
| PMT LOAN TRUST 2026-INV4       B-4    20570325 FLT | 2057-03-25      | 6.2108%  | 0.0000% | $2680000.00        | $2732662.34        | Private Label Collateralized Mortgage Obligations |
| OCTAGON LTD 2022-59            E      20350515 FLT | 2035-05-15      | 11.2525% | 0.0000% | $5000000.00        | $4322625.30        | Asset-Backed Securities                           |
| GOLUB CAP PA 10.41763 20APR37 144A                 | 2037-04-20      | 10.4252% | 0.0000% | $2000000.00        | $1856831.79        | Asset-Backed Securities                           |
| GAP INC                        SR GLBL 144A 31     | 2031-10-01      | 3.8750%  | 0.0000% | $275000.00         | $251751.92         | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN LLC    SR NT 6.15%36       | 2036-02-01      | 6.1500%  | 0.0000% | $23000.00          | $24458.76          | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%31     | 2031-01-15      | 4.0000%  | 0.0000% | $7000.00           | $6701.64           | Corporate Debt Securities                         |
| LITHIA MTRS INC                SR GLBL 144A 30     | 2030-10-01      | 5.5000%  | 0.0000% | $5000.00           | $4990.60           | Corporate Debt Securities                         |
| FORTRESS CREDIT BSL VIII LTD   E      20321020 FLT | 2032-10-20      | 10.9468% | 0.0000% | $1890000.00        | $1765733.99        | Asset-Backed Securities                           |
| FORD MTR CO                    SR GLBL NT6.1%32    | 2032-08-19      | 6.1000%  | 0.0000% | $14000.00          | $14398.17          | Corporate Debt Securities                         |
| OCTAGON LTD 2021-52R           E-R    20370723 FLT | 2037-07-23      | 10.9961% | 0.0000% | $3750000.00        | $3497392.96        | Asset-Backed Securities                           |
| ROGERS COMMUNICATIONS INC      JR SB GLBL NT 56    | 2056-07-31      | 6.8750%  | 0.0000% | $645000.00         | $659113.94         | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 33     | 2033-09-15      | 5.7500%  | 0.0000% | $80000.00          | $82170.60          | Corporate Debt Securities                         |
| CONSOLIDATED COMM LLC 2025-1   C      20550520 9.4 | 2055-05-20      | 9.4080%  | 0.0000% | $3854157.00        | $4035573.45        | Asset-Backed Securities                           |
| BARINGS CLO LTD 2025-7         E      20380115 FLT | 2038-01-15      | 8.6231%  | 0.0000% | $3350000.00        | $3285053.41        | Asset-Backed Securities                           |
| CALIFORNIA RES CORP            SR GLBL 144A 34     | 2034-01-15      | 7.0000%  | 0.0000% | $25000.00          | $26411.19          | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  1LIEN GLBL 30       | 2030-02-15      | 7.0000%  | 0.0000% | $5000.00           | $5133.52           | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC         JR SB GLBL -C 55    | 2055-05-15      | 6.7000%  | 0.0000% | $305000.00         | $320042.09         | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR 144A NT 29       | 2029-05-01      | 5.1250%  | 0.0000% | $46000.00          | $47038.70          | Corporate Debt Securities                         |
| ENBRIDGE INC                   LW TIER II GLBL     | 2083-01-15      | 7.3750%  | 0.0000% | $113000.00         | $118137.03         | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 29       | 2029-08-15      | 6.8750%  | 0.0000% | $30000.00          | $30288.99          | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 31       | 2031-04-01      | 4.3750%  | 0.0000% | $331000.00         | $317725.02         | Corporate Debt Securities                         |
| AXON ENTERPRISE INC            SR GLBL 144A 30     | 2030-03-15      | 6.1250%  | 0.0000% | $2000.00           | $2055.39           | Corporate Debt Securities                         |
| ARES TR 2025-IND3              E      20420415 FLT | 2042-04-15      | 7.2047%  | 0.0000% | $11730000.00       | $11779875.51       | Private Label Collateralized Mortgage Obligations |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 33     | 2033-10-15      | 5.7500%  | 0.0000% | $121000.00         | $120947.47         | Corporate Debt Securities                         |
| ARES LOAN FDG LTD 2024-7       E      20371022 FLT | 2037-10-22      | 9.9136%  | 0.0000% | $3409000.00        | $3223117.57        | Asset-Backed Securities                           |
| ARES 2019-53R2 CLO LTD         E-R2   20361024 FLT | 2036-10-24      | 9.1671%  | 0.0000% | $1120000.00        | $1056269.59        | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT LTD 2021-4 D      20341020 FLT | 2034-10-20      | 7.0368%  | 0.0000% | $4000000.00        | $3835578.71        | Asset-Backed Securities                           |
| BARINGS CLO LTD 2018-2R        E-R    20360715 FLT | 2036-07-15      | 10.5731% | 0.0000% | $2500000.00        | $2397888.65        | Asset-Backed Securities                           |
| CITIGROUP INC                  PERP SR GLBL -CC    | 2500-12-31      | 7.1250%  | 0.0000% | $71000.00          | $73201.98          | Corporate Debt Securities                         |
| HERTZ VEHICLE FINANCING 2025-6 D      20300525 8.3 | 2030-05-25      | 8.3000%  | 0.0000% | $1010000.00        | $990692.62         | Asset-Backed Securities                           |
| NISOURCE INC                   JR SB GLBL NT 54    | 2054-11-30      | 6.9500%  | 0.0000% | $502000.00         | $533499.66         | Corporate Debt Securities                         |
| MATADOR RES CO                 SR GLBL 144A 33     | 2033-04-15      | 6.2500%  | 0.0000% | $36000.00          | $36756.15          | Corporate Debt Securities                         |
| KKR CLO LTD 2022-49R           E-R    20371015 FLT | 2037-10-15      | 10.4952% | 0.0000% | $2175000.00        | $1993921.12        | Asset-Backed Securities                           |
| MAGNERA CORP                   SR SEC GLBL 31      | 2031-11-15      | 7.2500%  | 0.0000% | $65000.00          | $61044.80          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 30       | 2030-09-01      | 6.6250%  | 0.0000% | $889000.00         | $958090.98         | Corporate Debt Securities                         |
| PERRIGO FINANCE UNLIMITED COMP SR GLBL NT 32       | 2032-09-30      | 6.1250%  | 0.0000% | $2000.00           | $1899.23           | Corporate Debt Securities                         |
| MINERAL RES LTD                SR 144A NT 28       | 2028-10-01      | 9.2500%  | 0.0000% | $1199000.00        | $1252477.07        | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY LLC        SR 144A NT 33       | 2033-05-01      | 6.3750%  | 0.0000% | $1280000.00        | $1280431.47        | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR GLBL REGS 34     | 2034-04-15      | 7.7500%  | 0.0000% | $100000.00         | $105188.92         | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 30       | 2030-01-15      | 5.2500%  | 0.0000% | $562000.00         | $571280.03         | Corporate Debt Securities                         |
| RB GLOBAL HOLDINGS INC         SR SEC GLBL 28      | 2028-03-15      | 6.7500%  | 0.0000% | $952000.00         | $972656.02         | Corporate Debt Securities                         |
| MAD COML MTG TR 2025-11MD      E      20421017 FLT | 2042-10-17      | 7.5718%  | 0.0000% | $1109000.00        | $1117453.38        | Private Label Collateralized Mortgage Obligations |
| MARINER FIN ISSUANCE TR 2025-A E      20380520 8.6 | 2038-05-20      | 8.6400%  | 0.0000% | $539000.00         | $552808.10         | Asset-Backed Securities                           |
| GFL ENVIRONMENTAL INC          SR SEC GLBL 31      | 2031-01-15      | 6.7500%  | 0.0000% | $14000.00          | $14760.31          | Corporate Debt Securities                         |
| BLUEMOUNTAIN CLO LTD 2020-29R  E-R    20340725 FLT | 2034-07-25      | 10.7882% | 0.0000% | $1000000.00        | $945649.02         | Asset-Backed Securities                           |
| BRINKS CO                      SR GLBL 144A 32     | 2032-06-15      | 6.7500%  | 0.0000% | $1185000.00        | $1244703.26        | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SUB REGS DEB 56     | 2056-03-01      | 7.2500%  | 0.0000% | $50000.00          | $49796.10          | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL REGS 32     | 2032-08-15      | 6.6250%  | 0.0000% | $200000.00         | $206974.42         | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -D 56    | 2056-03-15      | 6.0500%  | 0.0000% | $264000.00         | $264898.26         | Corporate Debt Securities                         |
| AMERICAN CR ACCE REC TR 2024-4 E      20320412 7.1 | 2032-04-12      | 7.1900%  | 0.0000% | $1430000.00        | $1464863.40        | Asset-Backed Securities                           |
| AMERICAN ELEC PWR CO INC       JR SB GLBL DB 62    | 2062-02-15      | 3.8750%  | 0.0000% | $318000.00         | $315158.01         | Corporate Debt Securities                         |
| AMERICAN CR ACCEPT REC 2024-3  E      20320312 7.9 | 2032-03-12      | 7.9200%  | 0.0000% | $1700000.00        | $1775029.50        | Asset-Backed Securities                           |
| MORGAN STANLEY CAP TR 2020-L4  F      20530218 FLT | 2053-02-18      | 2.2500%  | 0.0000% | $2500000.00        | $1285031.25        | Private Label Collateralized Mortgage Obligations |
| NEBRGR BRMN LN ADV CL 2021-45R E-R    20361014 FLT | 2036-10-14      | 8.5190%  | 0.0000% | $1240000.00        | $1149810.09        | Asset-Backed Securities                           |
| MUELLER WTR PRODS INC          SR GLBL 144A 29     | 2029-06-15      | 4.0000%  | 0.0000% | $1000000.00        | $980740.00         | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 33      | 2033-09-01      | 6.1250%  | 0.0000% | $300000.00         | $299636.46         | Corporate Debt Securities                         |
| XPO INC                        SR GLBL 144A 32     | 2032-02-01      | 7.1250%  | 0.0000% | $589000.00         | $624725.55         | Corporate Debt Securities                         |
| ZAYO ISSUER LLC 2025-1         C      20550320 8.6 | 2055-03-20      | 8.6590%  | 0.0000% | $5000000.00        | $5184266.38        | Asset-Backed Securities                           |
| ENERGY TRANSFER L P            JR SB GLBL NT 54    | 2054-10-01      | 7.1250%  | 0.0000% | $4000.00           | $4127.20           | Corporate Debt Securities                         |
| EXETER AUTO REC TR 2024-4      E      20320217 7.6 | 2032-02-17      | 7.6500%  | 0.0000% | $9848000.00        | $10243845.28       | Asset-Backed Securities                           |
| ENERGY TRANSFER L P            JR SB GLBL NT 54    | 2054-05-15      | 8.0000%  | 0.0000% | $1066000.00        | $1170208.61        | Corporate Debt Securities                         |
| EXETER AUTO REC TR 2026-1      E      20330815 6.6 | 2033-08-15      | 6.6900%  | 0.0000% | $6117000.00        | $6023400.72        | Asset-Backed Securities                           |
| EDGED COMPUTE LLC              SR SEC 144A 31      | 2031-04-30      | 7.5000%  | 0.0000% | $1020000.00        | $993060.10         | Corporate Debt Securities                         |
| EXETER AUTOMBL REC TR 2025-1   E      20320915 7.4 | 2032-09-15      | 7.4800%  | 0.0000% | $13830000.00       | $14214856.62       | Asset-Backed Securities                           |
| WINNEBAGO INDS INC             1LIEN GLBL 28       | 2028-07-15      | 6.2500%  | 0.0000% | $4000.00           | $4061.72           | Corporate Debt Securities                         |
| TCW CLO LTD 2021-1R            E-R    20380120 FLT | 2038-01-20      | 10.1752% | 0.0000% | $2750000.00        | $2559607.75        | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2019-20       E      20320116 FLT | 2032-01-16      | 10.2311% | 0.0000% | $1745000.00        | $1644328.81        | Asset-Backed Securities                           |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 31       | 2031-09-15      | 8.1250%  | 0.0000% | $567000.00         | $644971.71         | Corporate Debt Securities                         |
| THAYER PK CLO 2017-R LTD       D-R    20340420 FLT | 2034-04-20      | 10.1868% | 0.0000% | $2000000.00        | $1771279.36        | Asset-Backed Securities                           |
| TRANSDIGM INC                  1LIEN GLBL 29       | 2029-03-01      | 6.3750%  | 0.0000% | $952000.00         | $979406.10         | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL 144A 29     | 2029-02-15      | 4.7500%  | 0.0000% | $1075000.00        | $1071555.52        | Corporate Debt Securities                         |
| MILLROSE PPTYS INC             SR GLBL 144A 30     | 2030-08-01      | 6.3750%  | 0.0000% | $112000.00         | $115268.30         | Corporate Debt Securities                         |
| MOOG INC                       SR 144A NT5.5%34    | 2034-10-15      | 5.5000%  | 0.0000% | $417000.00         | $419151.72         | Corporate Debt Securities                         |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 11.7431% | 0.0000% | $3500000.00        | $3271215.35        | Asset-Backed Securities                           |
| WELLS FARGO COML MTG 2025-5C3  F      20580117 FLT | 2058-01-17      | 4.2500%  | 0.0000% | $2000000.00        | $1521467.22        | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY BAML TR 2025-5C1  F      20580315 FLT | 2058-03-15      | 4.0000%  | 0.0000% | $6000000.00        | $4442353.33        | Private Label Collateralized Mortgage Obligations |
| HERC HLDGS INC                 SR GLBL 144A 34     | 2034-03-15      | 6.0000%  | 0.0000% | $726000.00         | $726791.34         | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC          SR GLBL 144A 33     | 2033-01-15      | 6.2500%  | 0.0000% | $1102000.00        | $1120182.08        | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29     | 2029-05-01      | 3.7500%  | 0.0000% | $1003000.00        | $987820.43         | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 30     | 2030-02-01      | 3.7500%  | 0.0000% | $730000.00         | $687120.41         | Corporate Debt Securities                         |
| HERTZ VEHICLE FING LLC 2025-1  D      20290925 7.9 | 2029-09-25      | 7.9800%  | 0.0000% | $2000000.00        | $1976986.67        | Asset-Backed Securities                           |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 34     | 2034-02-15      | 6.7500%  | 0.0000% | $155000.00         | $151720.59         | Corporate Debt Securities                         |
| NISOURCE INC                   JR SB GLBL NT 55    | 2055-03-31      | 6.3750%  | 0.0000% | $215000.00         | $222140.69         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC         JR SB GLBL -B 55    | 2055-02-15      | 6.8500%  | 0.0000% | $240000.00         | $256567.40         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            JR SB GLBL 56       | 2056-02-15      | 6.5000%  | 0.0000% | $192000.00         | $194692.16         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            JR SB GLBL 56       | 2056-02-15      | 6.7500%  | 0.0000% | $953000.00         | $974444.88         | Corporate Debt Securities                         |
| ENBRIDGE INC                   LW TIER II GLBL     | 2078-03-01      | 6.2500%  | 0.0000% | $2000.00           | $2031.23           | Corporate Debt Securities                         |
| ENERFLEX INC                   SR GLBL 144A 31     | 2031-01-15      | 6.8750%  | 0.0000% | $300000.00         | $317161.54         | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 32       | 2032-04-15      | 6.1250%  | 0.0000% | $130000.00         | $134547.67         | Corporate Debt Securities                         |
| FMC CORP                       SR GLBL NT4.5%49    | 2049-10-01      | 4.5000%  | 0.0000% | $159000.00         | $97816.01          | Corporate Debt Securities                         |
| ALLY FINL INC                  ALT TIER I PERP     | 2500-12-31      | 4.7000%  | 0.0000% | $10000.00          | $9675.92           | Corporate Debt Securities                         |
| ALCOA NEDERLAND HLDG B V       SR GLBL 144A 29     | 2029-03-31      | 4.1250%  | 0.0000% | $900000.00         | $878469.75         | Corporate Debt Securities                         |
| ALLWYN ENTMT FING UK PLC       SR SEC 144A NT29    | 2029-04-30      | 7.8750%  | 0.0000% | $539000.00         | $564898.28         | Corporate Debt Securities                         |
| AECOM                          SR GLBL 144A 33     | 2033-08-01      | 6.0000%  | 0.0000% | $155000.00         | $158342.32         | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC       SR GLBL 144A 33     | 2033-12-01      | 5.8750%  | 0.0000% | $5000.00           | $5176.84           | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 33     | 2033-03-15      | 6.2500%  | 0.0000% | $33000.00          | $33528.08          | Corporate Debt Securities                         |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 32     | 2032-09-01      | 6.6250%  | 0.0000% | $100000.00         | $103798.76         | Corporate Debt Securities                         |
| AMERICAN CR ACCEP RECV TR 24-1 E      20311112 7.9 | 2031-11-12      | 7.9800%  | 0.0000% | $6400000.00        | $6601600.00        | Asset-Backed Securities                           |
| BRINKS CO                      SR GLBL 144A 27     | 2027-10-15      | 4.6250%  | 0.0000% | $25000.00          | $24914.68          | Corporate Debt Securities                         |
| BX COML  MTG TR 2020-VIVA      E      20440311 3.6 | 2044-03-11      | 3.6670%  | 0.0000% | $635000.00         | $570416.69         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                F      20630615 FLT | 2063-06-15      | 2.2500%  | 0.0000% | $7000000.00        | $3416535.50        | Private Label Collateralized Mortgage Obligations |
| ATLANTIC AVE 2025-4 LTD 2025-4 E      20381015 FLT | 2038-10-15      | 9.8231%  | 0.0000% | $2000000.00        | $1950479.92        | Asset-Backed Securities                           |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 32     | 2032-02-01      | 4.2500%  | 0.0000% | $9000.00           | $8460.96           | Corporate Debt Securities                         |
| CFK TR 2020-MF2                E      20390317 FLT | 2039-03-17      | 3.5728%  | 0.0000% | $7500000.00        | $5834482.87        | Private Label Collateralized Mortgage Obligations |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 27     | 2027-05-01      | 5.1250%  | 0.0000% | $932000.00         | $954323.86         | Corporate Debt Securities                         |
| COMM MTG TR 2025-180W          E      20420812 FLT | 2042-08-12      | 7.6090%  | 0.0000% | $1786000.00        | $1811845.99        | Private Label Collateralized Mortgage Obligations |
| CIFC FUNDING LTD 2021-5R       E-R    20380115 FLT | 2038-01-15      | 8.7731%  | 0.0000% | $1000000.00        | $990945.46         | Asset-Backed Securities                           |
| CIP COMMERCIAL MORTGAGE 2025-S E      20371015 FLT | 2037-10-15      | 7.4047%  | 0.0000% | $8500000.00        | $8555592.52        | Private Label Collateralized Mortgage Obligations |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $1106000.00        | $1095256.59        | Corporate Debt Securities                         |
| DBR LD HOLDINGS LLC            SR GLBL 144A 30     | 2030-12-01      | 6.2500%  | 0.0000% | $2000.00           | $2100.86           | Corporate Debt Securities                         |
| DARLING INGREDIENTS INC        SR GLBL 144A 30     | 2030-06-15      | 6.0000%  | 0.0000% | $130000.00         | $133915.60         | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT 32       | 2032-02-12      | 3.2500%  | 0.0000% | $16000.00          | $14101.15          | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT6.5%35    | 2035-02-07      | 6.5000%  | 0.0000% | $400000.00         | $412974.44         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 34       | 2034-03-08      | 6.1250%  | 0.0000% | $536000.00         | $541926.67         | Corporate Debt Securities                         |
| MRCD 2019-PARK MORTGAGE TRUST  D      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $1059000.00        | $774064.52         | Private Label Collateralized Mortgage Obligations |
| TRAVEL PLUS LEISURE CO         CR SEN SR SEC 27    | 2027-04-01      | 6.0000%  | 0.0000% | $339000.00         | $341140.22         | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28     | 2028-02-15      | 6.5000%  | 0.0000% | $927000.00         | $948461.60         | Corporate Debt Securities                         |
| ALEN MORTGAGE TR 2021-ACEN     B      20340417 FLT | 2034-04-17      | 5.4195%  | 0.0000% | $5375000.00        | $4903388.54        | Private Label Collateralized Mortgage Obligations |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT29    | 2029-02-01      | 9.5000%  | 0.0000% | $42000.00          | $46829.84          | Corporate Debt Securities                         |
| TOLL RD INVS PARTNERSHIP II LP SR SEC GLBL 53      | 2053-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $233040.00         | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 34       | 2034-03-15      | 6.7500%  | 0.0000% | $160000.00         | $164796.40         | Corporate Debt Securities                         |
| MADISON PARK FDG XIV 2014-14RR E-R    20301022 FLT | 2030-10-22      | 9.7253%  | 0.0000% | $2711250.00        | $2459025.57        | Asset-Backed Securities                           |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 27     | 2027-12-15      | 5.0000%  | 0.0000% | $30000.00          | $30480.30          | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR GLBL 144A 34     | 2034-03-15      | 6.1250%  | 0.0000% | $986000.00         | $1019954.14        | Corporate Debt Securities                         |
| UNDER ARMOUR INC               SR GLBL NT 26       | 2026-06-15      | 3.2500%  | 0.0000% | $24000.00          | $24241.14          | Corporate Debt Securities                         |
| TOLL RD INVS PARTNERSHIP II LP SR ZERO 144A 43     | 2043-02-15      | 0.0000%  | 0.0000% | $1000000.00        | $111614.61         | Corporate Debt Securities                         |
| TELUS CORPORATION              JR SB GLBL -A 55    | 2055-10-15      | 6.6250%  | 0.0000% | $286000.00         | $289972.66         | Corporate Debt Securities                         |
| TIME WARNER CABLE ENTERPRISES  SRSUBDB 8.375%33    | 2033-07-15      | 8.3750%  | 0.0000% | $2000.00           | $2308.97           | Corporate Debt Securities                         |
| THOR INDS INC                  SR GLBL 144A 29     | 2029-10-15      | 4.0000%  | 0.0000% | $1211000.00        | $1148605.24        | Corporate Debt Securities                         |
| TRINITAS CLO LTD 2021-18       E      20350122 FLT | 2035-01-22      | 10.9868% | 0.0000% | $1000000.00        | $878871.90         | Asset-Backed Securities                           |
| PARK BLUE CLO 2022-II LTD 2022 E-R    20370720 FLT | 2037-07-20      | 10.4252% | 0.0000% | $4000000.00        | $3730143.59        | Asset-Backed Securities                           |
| RESIDEO FDG INC                SR GLBL 144A 32     | 2032-07-15      | 6.5000%  | 0.0000% | $153000.00         | $157462.75         | Corporate Debt Securities                         |
| HERTZ VEH FING III LLC 2023-4  D      20300325 9.4 | 2030-03-25      | 9.4400%  | 0.0000% | $7280000.00        | $7545844.57        | Asset-Backed Securities                           |
| WELLS FARGO COML MTG 2025-5C5  E      20580717 4.2 | 2058-07-17      | 4.2500%  | 0.0000% | $5033000.00        | $3777994.33        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2017-C42     D      20501216 2.8 | 2050-12-16      | 2.8000%  | 0.0000% | $2500000.00        | $1630471.39        | Private Label Collateralized Mortgage Obligations |
| SCIENCE APPLICATIONS INTL CORP SR GLBL 144A 33     | 2033-11-01      | 5.8750%  | 0.0000% | $41000.00          | $41791.99          | Corporate Debt Securities                         |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $6494000.00        | $6843632.04        | Private Label Collateralized Mortgage Obligations |
| SENSATA TECH BV                SR GLBL 144A 30     | 2030-09-01      | 5.8750%  | 0.0000% | $410000.00         | $416210.87         | Corporate Debt Securities                         |
| MILFORD PK CLO,LTD 2022-R      E-R    20380120 FLT | 2038-01-20      | 8.5252%  | 0.0000% | $4000000.00        | $3440352.48        | Asset-Backed Securities                           |
| HILTON GRAND VACATION BORROW/  SR SEC GLBL 32      | 2032-01-15      | 6.6250%  | 0.0000% | $518000.00         | $532407.09         | Corporate Debt Securities                         |
| HILTON GRAND VACATIONS 2026-1  D      20430225 7.2 | 2043-02-25      | 7.2100%  | 0.0000% | $3680000.00        | $3685773.51        | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 2021-230P   A      20381215 FLT | 2038-12-15      | 4.9384%  | 0.0000% | $500000.00         | $485404.00         | Private Label Collateralized Mortgage Obligations |
| HERTZ VEHICLE FIN 2024-2       D      20310127 9.4 | 2031-01-27      | 9.4100%  | 0.0000% | $2000000.00        | $2083063.89        | Asset-Backed Securities                           |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 32     | 2032-02-15      | 3.6250%  | 0.0000% | $1426000.00        | $1311880.19        | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT 26       | 2026-12-08      | 4.3460%  | 0.0000% | $55000.00          | $55806.44          | Corporate Debt Securities                         |
| FIRST CASH INC                 SR GLBL 144A 32     | 2032-03-01      | 6.8750%  | 0.0000% | $986000.00         | $1019669.30        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 33       | 2033-04-06      | 5.7530%  | 0.0000% | $330000.00         | $327384.86         | Corporate Debt Securities                         |
| MADISON PARK FUNDING 2025-69   E      20370727 FLT | 2037-07-27      | 9.9166%  | 0.0000% | $2500000.00        | $2312915.96        | Asset-Backed Securities                           |
| FIGRE TRUST 2026-HE2           E      20560125 FLT | 2056-01-25      | 7.0600%  | 0.0000% | $2000000.00        | $1969644.44        | Asset-Backed Securities                           |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 31     | 2031-05-01      | 7.0000%  | 0.0000% | $26000.00          | $27736.16          | Corporate Debt Securities                         |
| GALLATIN CLO VIII LTD 2017-1R  E-R    20310715 FLT | 2031-07-15      | 10.8547% | 0.0000% | $1600000.00        | $1431076.47        | Asset-Backed Securities                           |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 27     | 2027-07-15      | 4.7500%  | 0.0000% | $803000.00         | $807813.32         | Corporate Debt Securities                         |
| AAR CORP                       SR GLBL 144A 29     | 2029-03-15      | 6.7500%  | 0.0000% | $110000.00         | $113823.32         | Corporate Debt Securities                         |
| BENCHMARK MTG TR  2022-B32     E      20550115 FLT | 2055-01-15      | 2.0000%  | 0.0000% | $2750000.00        | $1648680.31        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                D      20610517 3.0 | 2061-05-17      | 3.0000%  | 0.0000% | $3000000.00        | $2412680.00        | Private Label Collateralized Mortgage Obligations |
| BLUEMNT CLO LTD 2020-30R       E-R    20350416 FLT | 2035-04-16      | 10.3731% | 0.0000% | $1400000.00        | $1284586.98        | Asset-Backed Securities                           |
| EDGEWELL PERSONAL CARE CO      SR GLBL 144A 28     | 2028-06-01      | 5.5000%  | 0.0000% | $1176000.00        | $1199101.21        | Corporate Debt Securities                         |
| EXETER AUTOMOBLE REC TR 2025-5 E      20330615 7.1 | 2033-06-15      | 7.1500%  | 0.0000% | $2000000.00        | $2015858.33        | Asset-Backed Securities                           |
| CROWN AMERS LLC                SR GLBL NT 30       | 2030-04-01      | 5.2500%  | 0.0000% | $6000.00           | $6055.74           | Corporate Debt Securities                         |
| ASSURANT CLO 2018-3            E      20311020 FLT | 2031-10-20      | 10.0868% | 0.0000% | $4140000.00        | $4039033.27        | Asset-Backed Securities                           |
| BRIDGECRE LDG AT SEC TR 2026-2 E      20330515 7.1 | 2033-05-15      | 7.1700%  | 0.0000% | $1700000.00        | $1697142.87        | Asset-Backed Securities                           |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $6282000.00        | $6445075.48        | Asset-Backed Securities                           |
| EMERA US FIN LLC               JR SB GLBL -B 56    | 2056-10-01      | 6.8500%  | 0.0000% | $19000.00          | $19211.29          | Corporate Debt Securities                         |
| ELEVATION CLO 2021-12R LTD     E-R    20370420 FLT | 2037-04-20      | 11.1552% | 0.0000% | $4031000.00        | $3768092.84        | Asset-Backed Securities                           |
| DAVITA INC                     SR GLBL 144A 30     | 2030-06-01      | 4.6250%  | 0.0000% | $1342000.00        | $1324865.83        | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2014-GC21   C      20470510 FLT | 2047-05-10      | 4.7800%  | 0.0000% | $11659000.00       | $1988298.86        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             B      20341115 FLT | 2034-11-15      | 4.8020%  | 0.0000% | $3000000.00        | $2808134.50        | Private Label Collateralized Mortgage Obligations |
| COEUR MNG INC                  SR GLBL 144A 32     | 2032-04-01      | 6.8750%  | 0.0000% | $307000.00         | $318677.73         | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 32       | 2032-10-15      | 6.6250%  | 0.0000% | $9000.00           | $9249.21           | Corporate Debt Securities                         |
| BWAY MTG TR 2013-1515          B      20330310 3.4 | 2033-03-10      | 3.4729%  | 0.0000% | $7860000.00        | $7333573.47        | Private Label Collateralized Mortgage Obligations |
| BUCKEYE PARTNERS L P           SR GLBL NT5.6%44    | 2044-10-15      | 5.6000%  | 0.0000% | $1400000.00        | $1239130.67        | Corporate Debt Securities                         |
| BARINGS CLO LTD 2020-4R        E-R    20371020 FLT | 2037-10-20      | 10.7752% | 0.0000% | $3500000.00        | $3365750.92        | Asset-Backed Securities                           |
| BLUE STREAM ISSUER LLC 2024-1  C      20541120 8.7 | 2054-11-20      | 8.7100%  | 0.0000% | $1250000.00        | $1296658.05        | Asset-Backed Securities                           |
| ARCHROCK SERVICES LP           SR GLBL 144A 34     | 2034-02-01      | 6.0000%  | 0.0000% | $76000.00          | $77556.48          | Corporate Debt Securities                         |
| FAIR ISAAC CORP                SR GLBL 144A 34     | 2034-09-15      | 6.2500%  | 0.0000% | $729000.00         | $721931.94         | Corporate Debt Securities                         |
| ENCOMPASS HEALTH CORP          SR GLBL NT 31       | 2031-04-01      | 4.6250%  | 0.0000% | $536000.00         | $522876.41         | Corporate Debt Securities                         |
| DAVIS PK CLO LTD 2022-1R       E-R    20380720 FLT | 2038-07-20      | 9.6752%  | 0.0000% | $1500000.00        | $1454078.35        | Asset-Backed Securities                           |
| WYNN LAS VEGAS LLC / WYNN      SR GLBL 144A 27     | 2027-05-15      | 5.2500%  | 0.0000% | $6000.00           | $6143.48           | Corporate Debt Securities                         |
| WELLS FARG COM MTG TR 2025-C65 E      20581018 4.0 | 2058-10-18      | 4.0000%  | 0.0000% | $7036000.00        | $3516010.37        | Private Label Collateralized Mortgage Obligations |
| VERMILION ENERGY INC           SR 144A NT 33       | 2033-02-15      | 7.2500%  | 0.0000% | $120000.00         | $123169.70         | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR 144A NT 31       | 2031-02-15      | 7.1250%  | 0.0000% | $160000.00         | $171576.60         | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL NT 32       | 2032-04-01      | 5.3750%  | 0.0000% | $5000.00           | $5020.30           | Corporate Debt Securities                         |
| AGL CLO 24 LTD 2023-24R        E-R    20380331 FLT | 2038-03-31      | 10.5061% | 0.0000% | $3350000.00        | $3132360.03        | Asset-Backed Securities                           |
| ADT SECURITY CORPORATION       1LIEN GLBL 33       | 2033-10-15      | 5.8750%  | 0.0000% | $929000.00         | $928103.90         | Corporate Debt Securities                         |
| AGL CLO LTD 2022-22R           E-R    20370121 FLT | 2037-01-21      | 8.9252%  | 0.0000% | $1000000.00        | $901159.23         | Asset-Backed Securities                           |
| STARWOOD PPTY TR INC           SR GLBL 144A 30     | 2030-07-01      | 6.5000%  | 0.0000% | $246000.00         | $258134.22         | Corporate Debt Securities                         |
| MADISON PARK FUND LTD 2018-31R E-R    20370723 FLT | 2037-07-23      | 10.0661% | 0.0000% | $1775000.00        | $1622930.94        | Asset-Backed Securities                           |
| TCI-SYMPHONY CLO 2017-1        E      20300715 FLT | 2030-07-15      | 10.3847% | 0.0000% | $3250000.00        | $2930905.13        | Asset-Backed Securities                           |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 33     | 2033-09-15      | 6.1250%  | 0.0000% | $631000.00         | $628120.27         | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          1LIEN GLBL NT 31    | 2031-05-15      | 6.7500%  | 0.0000% | $1045000.00        | $1106380.69        | Corporate Debt Securities                         |
| TELUS CORPORATION              JR SB GLBL -D 56    | 2056-06-09      | 6.6250%  | 0.0000% | $1238000.00        | $1262336.50        | Corporate Debt Securities                         |
| KKR CLO LTD 2020-30R2          E-R2   20370417 FLT | 2037-04-17      | 10.5404% | 0.0000% | $3175000.00        | $3044527.34        | Asset-Backed Securities                           |
| JANE STR GROUP LLC / JSG FIN   SR SEC 144A NT31    | 2031-04-30      | 7.1250%  | 0.0000% | $24000.00          | $24930.24          | Corporate Debt Securities                         |
| KB HOME                        SR GLBL NT4.8%29    | 2029-11-15      | 4.8000%  | 0.0000% | $10000.00          | $10015.10          | Corporate Debt Securities                         |
| WELLS FARGO CO MTG TR 2017-C40 D      20501017 2.7 | 2050-10-17      | 2.7000%  | 0.0000% | $3550000.00        | $3120638.15        | Private Label Collateralized Mortgage Obligations |
| WELLFLEET CLO 2022-1 LTD       E-R    20370715 FLT | 2037-07-15      | 11.4231% | 0.0000% | $3200000.00        | $2891102.80        | Asset-Backed Securities                           |
| VERSANT MEDIA GROUP INC        SR SEC 144A NT31    | 2031-01-30      | 7.2500%  | 0.0000% | $938000.00         | $1004017.74        | Corporate Debt Securities                         |
| TEREX CORP NEW                 SR SEC GLBL 32      | 2032-10-15      | 6.2500%  | 0.0000% | $39000.00          | $39627.28          | Corporate Debt Securities                         |
| TEGNA INC                      SR GLBL NT 5%29     | 2029-09-15      | 5.0000%  | 0.0000% | $105000.00         | $101816.40         | Corporate Debt Securities                         |
| LAKE SHORE MM CLO LLC 2022-5R  C-R    20370115 FLT | 2037-01-15      | 11.9831% | 0.0000% | $1200000.00        | $1171377.55        | Asset-Backed Securities                           |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 32       | 2032-07-15      | 7.3750%  | 0.0000% | $180000.00         | $191592.08         | Corporate Debt Securities                         |
| HAYFIN KINGSLAND LTD 2019-11R  E-R    20341020 FLT | 2034-10-20      | 11.6568% | 0.0000% | $2250000.00        | $2273269.52        | Asset-Backed Securities                           |
| ONEMAIN FIN CORP               SR GLBL NT 29       | 2029-05-15      | 6.6250%  | 0.0000% | $951000.00         | $996024.70         | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR GLBL 144A 29     | 2029-01-15      | 7.2500%  | 0.0000% | $983000.00         | $1042477.23        | Corporate Debt Securities                         |
| CHORD ENERGY CORPORATION       SR GLBL 144A 30     | 2030-10-01      | 6.0000%  | 0.0000% | $218000.00         | $223263.25         | Corporate Debt Securities                         |
| TRINET GROUP INC               SR GLBL 144A 31     | 2031-08-15      | 7.1250%  | 0.0000% | $38000.00          | $38066.64          | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 29      | 2029-12-01      | 4.5000%  | 0.0000% | $52000.00          | $51287.86          | Corporate Debt Securities                         |
| FORD MTR CO                    SR NT 4.75%43       | 2043-01-15      | 4.7500%  | 0.0000% | $20000.00          | $15662.68          | Corporate Debt Securities                         |
| JAZZ SECURITIES DESIGNATED ACT SR SEC GLBL 29      | 2029-01-15      | 4.3750%  | 0.0000% | $611000.00         | $604395.34         | Corporate Debt Securities                         |
| JP MORGAN MTG TRUST 2026-ACES1 B-1    20651025 FLT | 2065-10-25      | 6.5030%  | 0.0000% | $250000.00         | $248586.88         | Asset-Backed Securities                           |
| LCCM MORTGAGE TR 2017-LC26     D      20500712 3.3 | 2050-07-12      | 3.3270%  | 0.0000% | $8234000.00        | $6632323.00        | Private Label Collateralized Mortgage Obligations |
| RFR TRUST 2025-SGRM            E      20410313 7.5 | 2041-03-13      | 7.5128%  | 0.0000% | $4087000.00        | $4143359.53        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.3604%  | 0.0000% | $10207000.00       | $3476371.42        | Private Label Collateralized Mortgage Obligations |
| VIKING CRUISES LTD             SR GLBL 144A 33     | 2033-10-15      | 5.8750%  | 0.0000% | $49000.00          | $49059.19          | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 32     | 2032-04-15      | 6.8750%  | 0.0000% | $189000.00         | $197813.94         | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT 30       | 2030-08-15      | 3.3750%  | 0.0000% | $886000.00         | $829235.09         | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR SEC 144A NT30    | 2030-10-15      | 4.6000%  | 0.0000% | $170000.00         | $167010.83         | Corporate Debt Securities                         |
| VORNADO RLTY L P               GLBL NT 2.15%26     | 2026-06-01      | 2.1500%  | 0.0000% | $501000.00         | $504195.68         | Corporate Debt Securities                         |
| VEROS AUTO RECEIVABLES 2026-1  E      20290901 7.7 | 2029-09-01      | 7.7400%  | 0.0000% | $1000000.00        | $1010672.00        | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2022-3R     E-R    20370720 FLT | 2037-07-20      | 11.0952% | 0.0000% | $8675000.00        | $8001490.42        | Asset-Backed Securities                           |
| RYAN SPECIALTY LLC             SR SEC GLBL 32      | 2032-08-01      | 5.8750%  | 0.0000% | $336000.00         | $341911.69         | Corporate Debt Securities                         |
| RR LTD 2019-7R                 D-1-B  20370115 FLT | 2037-01-15      | 10.1731% | 0.0000% | $4000000.00        | $3839875.16        | Asset-Backed Securities                           |
| ROCKET COS INC                 SR GLBL 144A 30     | 2030-08-01      | 6.1250%  | 0.0000% | $99000.00          | $101963.30         | Corporate Debt Securities                         |
| ROCKFORD TOWER CLO 2022-2R     E-R2   20380322 FLT | 2038-03-22      | 10.5152% | 0.0000% | $3500000.00        | $3229698.14        | Asset-Backed Securities                           |
| TRINITAS CLO 2020-12 LTD       E      20330425 FLT | 2033-04-25      | 11.3282% | 0.0000% | $3000000.00        | $2686512.05        | Asset-Backed Securities                           |
| PARK INTER HLDGS LLC / PK DOME SR GLBL 144A 30     | 2030-02-01      | 7.0000%  | 0.0000% | $765000.00         | $793118.00         | Corporate Debt Securities                         |
| NOVELIS CORP                   SR 144A NT 26       | 2026-11-15      | 3.2500%  | 0.0000% | $1000000.00        | $1016145.83        | Corporate Debt Securities                         |
| JEFFERSON CAPITAL HOLDINGS LLC SR 144A NT 30       | 2030-05-15      | 8.2500%  | 0.0000% | $44000.00          | $47674.99          | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55      | 2055-04-15      | 7.1250%  | 0.0000% | $220000.00         | $227943.92         | Corporate Debt Securities                         |
| NEUBERGER BR LN A CL 2020-24R2 E-R2   20381019 FLT | 2038-10-19      | 10.6752% | 0.0000% | $660000.00         | $659435.93         | Asset-Backed Securities                           |
| SIERRA TIMSHR REC FDG 2022-2   D      20400620 9.2 | 2040-06-20      | 9.2200%  | 0.0000% | $1000000.00        | $148535.31         | Asset-Backed Securities                           |
| JUNIPER VALLEY PK CLO 2023-1RR E-RR   20360721 FLT | 2036-07-21      | 8.4252%  | 0.0000% | $5020000.00        | $4681252.12        | Asset-Backed Securities                           |
| ROCKFORD TOWER LTD 2019-2      E      20320820 FLT | 2032-08-20      | 9.9672%  | 0.0000% | $3000000.00        | $2844191.29        | Asset-Backed Securities                           |
| VISTRA OPERATIONS CO LLC       1LIEN GLBL 33       | 2033-10-15      | 6.9500%  | 0.0000% | $1104000.00        | $1204073.00        | Corporate Debt Securities                         |
| VIRGIN MEDIA SECD FIN PLC      1LIEN GLBL 29       | 2029-05-15      | 5.5000%  | 0.0000% | $1300000.00        | $1289961.83        | Corporate Debt Securities                         |
| VOYA CLO LTD 2015-3R           D-R    20311020 FLT | 2031-10-20      | 10.1368% | 0.0000% | $1000000.00        | $903275.79         | Asset-Backed Securities                           |
| WFRBS COML MTG TR 2014-C22     B      20570917 FLT | 2057-09-17      | 4.3710%  | 0.0000% | $47000.00          | $43919.56          | Private Label Collateralized Mortgage Obligations |
| VIPER ENERGY PARTNERS LLC      SR GLBL NT4.9%30    | 2030-08-01      | 4.9000%  | 0.0000% | $88000.00          | $88871.54          | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-AURA E      20421015 FLT | 2042-10-15      | 8.5930%  | 0.0000% | $5746000.00        | $5788775.62        | Private Label Collateralized Mortgage Obligations |
| VIKING CRUISES LTD             SR 144A NT 31       | 2031-07-15      | 9.1250%  | 0.0000% | $1233000.00        | $1330215.37        | Corporate Debt Securities                         |
| GS MTG BACKED 2026-PJ1         B-4    20560625 FLT | 2056-06-25      | 5.8881%  | 0.0000% | $630000.00         | $478888.33         | Private Label Collateralized Mortgage Obligations |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33       | 2033-02-15      | 5.2500%  | 0.0000% | $5000.00           | $4964.19           | Corporate Debt Securities                         |
| AVIS BUGT RENT CAR FDG 2024-2  D      20281020 7.4 | 2028-10-20      | 7.4300%  | 0.0000% | $160000.00         | $162195.18         | Asset-Backed Securities                           |
| BX TRUST 2017-CQHP             A      20341115 FLT | 2034-11-15      | 4.5520%  | 0.0000% | $11250000.00       | $7516302.09        | Private Label Collateralized Mortgage Obligations |
| SM ENERGY COMPANY              SR GLBL 144A 33     | 2033-06-15      | 9.6250%  | 0.0000% | $16000.00          | $18401.02          | Corporate Debt Securities                         |
| CSWF 2021-SOP2                 D      20340615 FLT | 2034-06-15      | 6.1861%  | 0.0000% | $16880000.00       | $11614892.13       | Private Label Collateralized Mortgage Obligations |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 34     | 2034-07-01      | 5.7500%  | 0.0000% | $33000.00          | $33588.88          | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 34     | 2034-03-01      | 6.3750%  | 0.0000% | $1324000.00        | $1342228.72        | Corporate Debt Securities                         |
| CFCRE COML MTG TR 2016-C3      D      20480110 3.0 | 2048-01-10      | 3.0520%  | 0.0000% | $13964000.00       | $2554610.21        | Private Label Collateralized Mortgage Obligations |
| KSL COML MTG TR 2025-MH        E      20421215 FLT | 2042-12-15      | 7.5950%  | 0.0000% | $3100000.00        | $3088516.27        | 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        | $2601708.82        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC40  C      20520712 FLT | 2052-07-12      | 3.9460%  | 0.0000% | $3205000.00        | $2639556.98        | Private Label Collateralized Mortgage Obligations |

### Security 625: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.110000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GK1B5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GK1B5
- **C.18 - Value (incl. sponsor support):** $399796672.00
- **C.18.a - Value (excl. sponsor support):** $399796672.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SEQUOIA MORTGAGE TR 2026-MED1  A-1A   20560425 5.1 | 2056-04-25      | 5.1246%  | 0.0000% | $30720000.00       | $27607254.55       | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   A      20360616 FLT | 2036-06-16      | 5.0700%  | 0.0000% | $25295000.00       | $24185561.30       | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2025-EWEST          A      20420616 FLT | 2042-06-16      | 5.2047%  | 0.0000% | $35000000.00       | $35032257.02       | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-JDI        A      20421117 FLT | 2042-11-17      | 5.0547%  | 0.0000% | $26000000.00       | $23211312.20       | Private Label Collateralized Mortgage Obligations |
| MSDBTRUST 2017-712F            A      20390713 FLT | 2039-07-13      | 3.4265%  | 0.0000% | $21937000.00       | $21303639.81       | Private Label Collateralized Mortgage Obligations |
| NYC COMMERCIAL MTG TR 2025-11X A      20401015 FLT | 2040-10-15      | 5.3977%  | 0.0000% | $20000000.00       | $20094820.92       | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  A      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $24988000.00       | $22294021.56       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C4  A-3    20580517 FLT | 2058-05-17      | 5.6730%  | 0.0000% | $20300000.00       | $21051544.92       | Private Label Collateralized Mortgage Obligations |
| STWD LLC 2025-FL4              A      20421219 FLT | 2042-12-19      | 5.1110%  | 0.0000% | $991754.00         | $993292.78         | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2021-4     A-1    20560825 FLT | 2056-08-25      | 1.1620%  | 0.0000% | $82580000.00       | $27686895.76       | Private Label Collateralized Mortgage Obligations |
| ARES TR 2025-IND3              A      20420415 FLT | 2042-04-15      | 5.1547%  | 0.0000% | $28000000.00       | $28095138.29       | Private Label Collateralized Mortgage Obligations |
| BMP COMMER MTG TR 2024-MF23    A      20410617 FLT | 2041-06-17      | 5.0267%  | 0.0000% | $27000000.00       | $27056549.83       | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2022-4     A-3    20670525 FLT | 2067-05-25      | 5.1920%  | 0.0000% | $17869000.00       | $17883553.30       | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2022-4     A-2    20670525 FLT | 2067-05-25      | 5.1920%  | 0.0000% | $25194000.00       | $25218650.92       | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2013-1515          A-2    20330310 3.4 | 2033-03-10      | 3.4543%  | 0.0000% | $51233560.00       | $39371583.39       | Private Label Collateralized Mortgage Obligations |
| ARDN MORTGAGE TR 2025-ARCP     A      20350615 FLT | 2035-06-15      | 5.4047%  | 0.0000% | $4010586.00        | $4027121.98        | Private Label Collateralized Mortgage Obligations |
| SCG TRUST 2025-SNIP            A      20420915 FLT | 2042-09-15      | 5.1547%  | 0.0000% | $30000000.00       | $30120683.88       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2014-150E A      20320913 3.9 | 2032-09-13      | 3.9120%  | 0.0000% | $46812000.00       | $44138629.13       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           A-1    20650525 FLT | 2065-05-25      | 5.4180%  | 0.0000% | $25743000.00       | $20627488.58       | Private Label Collateralized Mortgage Obligations |

### Security 626: 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: ARP1GNU27, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GNU27
- **C.18 - Value (incl. sponsor support):** $2247697417.50
- **C.18.a - Value (excl. sponsor support):** $2247697417.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GLS AUTO RECV ISSUER TR 2024-4 E      20310815 7.5 | 2031-08-15      | 7.5100%  | 0.0000% | $7347000.00        | $7604109.48        | Asset-Backed Securities                   |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 36       | 2036-02-15      | 6.3750%  | 0.0000% | $6541000.00        | $6493010.86        | Corporate Debt Securities                 |
| FIELDSTONE MTG INV 2005-3      M7     20360225 FLT | 2036-02-25      | 5.5688%  | 0.0000% | $11640825.00       | $5520.92           | Asset-Backed Securities                   |
| FIGRE TRUST 2024-HE6           E      20541225 FLT | 2054-12-25      | 7.1360%  | 0.0000% | $4695000.00        | $4775389.88        | Asset-Backed Securities                   |
| FIRST FRANKLIN MTG 2005-FFH1   M-3    20360625 FLT | 2036-06-25      | 4.6388%  | 0.0000% | $246994.00         | $191045.39         | Asset-Backed Securities                   |
| Freddie Mac                                        | 2037-06-15      | 4.0943%  | 0.0000% | $25000000.00       | $189291.31         | Agency Collateralized Mortgage Obligation |
| COREWEAVE INC                  SR GLBL 144A 30     | 2030-06-01      | 9.2500%  | 0.0000% | $4085000.00        | $4251074.54        | Corporate Debt Securities                 |
| CIENA CORP                     SR GLBL 144A 30     | 2030-01-31      | 4.0000%  | 0.0000% | $925000.00         | $894105.00         | Corporate Debt Securities                 |
| CENTRAL GARDEN & PET CO        SR GLBL NT 28       | 2028-02-01      | 5.1250%  | 0.0000% | $141000.00         | $142080.08         | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 29    | 2029-01-15      | 2.2500%  | 0.0000% | $228000.00         | $214284.09         | Corporate Debt Securities                 |
| COSTAR GROUP INC               SR GLBL 144A 30     | 2030-07-15      | 2.8000%  | 0.0000% | $759000.00         | $693594.44         | Corporate Debt Securities                 |
| CENTRAL GARDEN & PET CO        SR GLBL 144A 31     | 2031-04-30      | 4.1250%  | 0.0000% | $60000.00          | $56378.40          | Corporate Debt Securities                 |
| CLEARWATER PAPER CORP          SR GLBL 144A 28     | 2028-08-15      | 4.7500%  | 0.0000% | $247000.00         | $220327.91         | Corporate Debt Securities                 |
| CITRUS RE LTD                  EXT GLBL 144A 32    | 2028-06-07      | 11.3000% | 0.0000% | $4500000.00        | $4580448.66        | Corporate Debt Securities                 |
| CHC GROUP LLC / CHC FIN LTD    SR SEC GLBL 30      | 2030-09-01      | 11.7500% | 0.0000% | $1000000.00        | $940656.94         | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 47    | 2047-05-01      | 5.3750%  | 0.0000% | $41000.00          | $33963.40          | Corporate Debt Securities                 |
| CWABS INC 2006-18              1-A    20350225 FLT | 2035-02-25      | 4.0488%  | 0.0000% | $4400000.00        | $119263.49         | Asset-Backed Securities                   |
| DELUXE CORP MEDIUM TERM NTS    SR GLBL 144A 29     | 2029-06-01      | 8.0000%  | 0.0000% | $1296000.00        | $1351664.64        | Corporate Debt Securities                 |
| GNRA 2025-100 FD                                   | 2055-05-20      | 4.9901%  | 0.0000% | $6176312.00        | $3708623.60        | Agency Collateralized Mortgage Obligation |
| VIRGIN MEDIA O2 VENDOR FING    SR SEC GLBL 33      | 2033-03-15      | 8.5000%  | 0.0000% | $3094000.00        | $2890554.03        | Corporate Debt Securities                 |
| VERUS SECURITIZAT TR 2024-8    B-1    20691025 FLT | 2069-10-25      | 7.0320%  | 0.0000% | $1750000.00        | $1773967.42        | Asset-Backed Securities                   |
| QWEST CAP  FDG INC             GLBL DEB6.875%28    | 2028-07-15      | 6.8750%  | 0.0000% | $6869000.00        | $6860771.51        | Corporate Debt Securities                 |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 30      | 2030-04-15      | 6.6250%  | 0.0000% | $2059000.00        | $2123982.90        | Corporate Debt Securities                 |
| SIMMONS FOODS INC / SIMMONS P  2LIEN GLBL 29       | 2029-03-01      | 4.6250%  | 0.0000% | $215000.00         | $209188.52         | Corporate Debt Securities                 |
| SOUNDVIEW HM LN 2007-1         M-2    20370325 FLT | 2037-03-25      | 4.2938%  | 0.0000% | $363780.00         | $87555.23          | Asset-Backed Securities                   |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 9.2646%  | 0.0000% | $14715000.00       | $15309985.36       | Corporate Debt Securities                 |
| SNAP INC                       SR GLBL 144A 34     | 2034-03-15      | 6.8750%  | 0.0000% | $43000.00          | $41816.80          | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2024 LTD     EXTND-14 144A 31    | 2031-06-06      | 9.5200%  | 0.0000% | $12010000.00       | $12151819.30       | Corporate Debt Securities                 |
| SOVEREIGN BK HEQ LN TR 2000-1  A-5    20301225 7.7 | 2030-12-25      | 7.7100%  | 0.0000% | $16000000.00       | $1379002.82        | Asset-Backed Securities                   |
| MACYS RETAIL HLDGS LLC         SR NT 5.125%42      | 2042-01-15      | 5.1250%  | 0.0000% | $335000.00         | $258940.90         | Corporate Debt Securities                 |
| GROUP 1 AUTOMOTIVE INC         SR GLBL 144A 28     | 2028-08-15      | 4.0000%  | 0.0000% | $99000.00          | $97034.19          | Corporate Debt Securities                 |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $6867000.00        | $6329731.64        | Corporate Debt Securities                 |
| SABINE RE LTD                  -A-20261 144A 30    | 2030-04-08      | 9.1654%  | 0.0000% | $2200000.00        | $2197800.00        | Corporate Debt Securities                 |
| SMB PRIVATE ED LN TR 2026-B    R      20560315 0.0 | 2056-03-15      | 0.0000%  | 0.0000% | $95000.00          | $51481.93          | Asset-Backed Securities                   |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $88000.00          | $87341.10          | Corporate Debt Securities                 |
| PROGRESS RESIDENTIAL 2025-SFR1 E2     20420220 3.7 | 2042-02-20      | 3.7500%  | 0.0000% | $3991000.00        | $400815.46         | Asset-Backed Securities                   |
| PIKES PEAK CLO 2025-19         E      20380720 FLT | 2038-07-20      | 8.9252%  | 0.0000% | $2000000.00        | $1991218.46        | Asset-Backed Securities                   |
| STRUCTURED ASSET SEC 2006-ARS1 A1 144 20360225 FLT | 2036-02-25      | 3.9888%  | 0.0000% | $18091300.00       | $136566.18         | Asset-Backed Securities                   |
| U S RENAL CARE INC             SR SEC GLBL 28      | 2028-06-28      | 10.6250% | 0.0000% | $6000.00           | $5165.94           | Corporate Debt Securities                 |
| OCTANE REC TRUST 2023-3        E      20310520 10. | 2031-05-20      | 10.9200% | 0.0000% | $558000.00         | $598079.09         | Asset-Backed Securities                   |
| TRANSOCEAN INC                 SR GLBL 144A 29     | 2029-05-15      | 8.2500%  | 0.0000% | $253000.00         | $272395.61         | Corporate Debt Securities                 |
| RRD INTER HLDGS INC            SR PIK 144A NT30    | 2030-12-01      | 11.0000% | 0.0000% | $12000.00          | $12932.01          | Corporate Debt Securities                 |
| WBI OPER LLC                   SR 144A NT6.5%33    | 2033-10-15      | 6.5000%  | 0.0000% | $80000.00          | $80995.87          | Corporate Debt Securities                 |
| SALUDA GRADE ALT TR 2023-FIG3  A      20530825 FLT | 2053-08-25      | 7.0670%  | 0.0000% | $2430000.00        | $1438636.96        | Asset-Backed Securities                   |
| SHACKLETON CLO 2014-V-R LTD    F      20310507 FLT | 2031-05-07      | 12.0015% | 0.0000% | $1188000.00        | $1194913.61        | Asset-Backed Securities                   |
| SOLIS RE LTD                   -A VR 144A BD 28    | 2028-07-07      | 7.0400%  | 0.0000% | $5450000.00        | $5563268.90        | Corporate Debt Securities                 |
| VIKING BAKED GOODS ACQU CORP   SR SEC GLBL 31      | 2031-11-01      | 8.6250%  | 0.0000% | $319000.00         | $338345.89         | Corporate Debt Securities                 |
| SLM PRIVATE ST LN TR 2003-A    A-3    20320615 FLT | 2032-06-15      | 0.0100%  | 0.0000% | $1721000.00        | $1724747.62        | Asset-Backed Securities                   |
| UPSTART SECURITIZ TRUST 2026-1 D      20360320 7.3 | 2036-03-20      | 7.3200%  | 0.0000% | $6000000.00        | $6015482.00        | Asset-Backed Securities                   |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 29      | 2029-12-23      | 9.8750%  | 0.0000% | $34000.00          | $26769.45          | Corporate Debt Securities                 |
| HESTIA RE LTD                  -B-20251 144A 28    | 2028-03-13      | 11.7700% | 0.0000% | $7250000.00        | $7360200.00        | Corporate Debt Securities                 |
| URSA RE LTD                    EXTND-AA 144A 30    | 2030-12-07      | 9.0200%  | 0.0000% | $1960000.00        | $2016772.40        | Corporate Debt Securities                 |
| GRAFTECH FINANCE INC           SR SEC GLBL 29      | 2029-12-23      | 4.6250%  | 0.0000% | $84000.00          | $55096.94          | Corporate Debt Securities                 |
| GNRM 2026-005 EA                                   | 2051-10-20      | 3.0000%  | 0.0000% | $8286300.00        | $7619663.95        | Agency Collateralized Mortgage Obligation |
| RR LTD 2025-36R                D-R    20400117 FLT | 2040-01-17      | 8.9231%  | 0.0000% | $2500000.00        | $2499744.90        | Asset-Backed Securities                   |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30    | 2030-06-06      | 14.5600% | 0.0000% | $1500000.00        | $1110309.28        | Corporate Debt Securities                 |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $115000.00         | $114138.94         | Corporate Debt Securities                 |
| SLM PRIVATE ST LN TR 2003-C    A-3    20320915 FLT | 2032-09-15      | 0.0100%  | 0.0000% | $6050000.00        | $6064162.54        | Asset-Backed Securities                   |
| PETROLEOS MEXICANOS            FR 10%020733        | 2033-02-07      | 10.0000% | 0.0000% | $110000.00         | $131648.61         | Corporate Debt Securities                 |
| SALUDA GRADE MTG TR 23-FIG4    A      20531125 FLT | 2053-11-25      | 6.7180%  | 0.0000% | $2800000.00        | $1694587.11        | Asset-Backed Securities                   |
| KOHLS CORP                     SR GLBL NT 45       | 2045-07-17      | 5.5500%  | 0.0000% | $1100000.00        | $684903.08         | Corporate Debt Securities                 |
| KRONOS ACQUISITION HLDGS INC   SR SEC 144A NT31    | 2031-06-30      | 8.2500%  | 0.0000% | $3569000.00        | $2266315.00        | Corporate Debt Securities                 |
| JELD-WEN HLDG INC              SR GLBL 144A 32     | 2032-09-01      | 7.0000%  | 0.0000% | $22000.00          | $11604.17          | Corporate Debt Securities                 |
| JW ALUM CONTINUOUS CAST COMPAN SR SEC 144A NT30    | 2030-04-01      | 10.2500% | 0.0000% | $6167000.00        | $6449183.08        | Corporate Debt Securities                 |
| FLOODSMART RE LTD              EXTND-A 144A 31     | 2031-03-11      | 17.8800% | 0.0000% | $6250000.00        | $6619754.78        | Corporate Debt Securities                 |
| FORD MTR CO                    SR NT 4.75%43       | 2043-01-15      | 4.7500%  | 0.0000% | $5000.00           | $3915.67           | Corporate Debt Securities                 |
| KENDALL RE LTD                 -B VR 144A NT 27    | 2027-04-30      | 11.2525% | 0.0000% | $2500000.00        | $2607799.50        | Corporate Debt Securities                 |
| OI EUROPEAN GROUP BV           SR GLBL 144A 30     | 2030-02-15      | 4.7500%  | 0.0000% | $110000.00         | $102794.54         | Corporate Debt Securities                 |
| CONTINENTAL FIN  CR TR 2024-A  B      20321215 6.2 | 2032-12-15      | 6.2200%  | 0.0000% | $7300000.00        | $7319138.16        | Asset-Backed Securities                   |
| DISCOVERY GLOBAL HOLDINGS INC  SR GLBL NT 29       | 2029-03-15      | 4.0540%  | 0.0000% | $736000.00         | $718922.96         | Corporate Debt Securities                 |
| OCELOT RE LTD                  -B-20251 144A 29    | 2029-02-26      | 9.8000%  | 0.0000% | $8750000.00        | $9107660.23        | Corporate Debt Securities                 |
| DISCOVERY GLOBAL HOLDINGS INC  SR GLBL NT 27       | 2027-03-15      | 3.7550%  | 0.0000% | $2277000.00        | $2250458.72        | Corporate Debt Securities                 |
| MASTR ABS TRUST 2007-HE1       M-1    20370525 FLT | 2037-05-25      | 4.2188%  | 0.0000% | $1274800.00        | $431638.05         | Asset-Backed Securities                   |
| GRUBHUB HLDGS INC              1LIEN GLBL PIK30    | 2030-07-31      | 13.0000% | 0.0000% | $25728.00          | $21307.50          | Corporate Debt Securities                 |
| HIGH PT RE LTD                 EXTND-A 144A 32     | 2032-01-06      | 9.1900%  | 0.0000% | $7300000.00        | $7440571.69        | Corporate Debt Securities                 |
| PITNEY BOWES INC               SR GLBL 144A 27     | 2027-03-15      | 6.8750%  | 0.0000% | $10057000.00       | $10131358.94       | Corporate Debt Securities                 |
| POST HLDGS INC                 SR GLBL 144A 30     | 2030-04-15      | 4.6250%  | 0.0000% | $1199000.00        | $1166659.47        | Corporate Debt Securities                 |
| POLESTAR RE LTD                -B-20261 144A 29    | 2029-01-08      | 12.5500% | 0.0000% | $18955000.00       | $19400506.64       | Corporate Debt Securities                 |
| UNITED PARKS & RESORTS INC     SR GLBL 144A 29     | 2029-08-15      | 5.2500%  | 0.0000% | $9921000.00        | $9665608.66        | Corporate Debt Securities                 |
| SECURITIZED ASSET REC 2006-OP1 B-2    20351025 FLT | 2035-10-25      | 5.8688%  | 0.0000% | $763600.00         | $363228.52         | Asset-Backed Securities                   |
| SACO I TRUST 2006-3            A-1    20360425 FLT | 2036-04-25      | 4.1288%  | 0.0000% | $57909824.00       | $250443.91         | Asset-Backed Securities                   |
| LCM INVESTMENTS HOLDINGS II LL SR 144A NT 29       | 2029-05-01      | 4.8750%  | 0.0000% | $28000.00          | $28098.55          | Corporate Debt Securities                 |
| LUMEN TECHNOLOGIES INC         SR GLBL 144A 29     | 2029-06-15      | 5.3750%  | 0.0000% | $2000000.00        | $1966952.50        | Corporate Debt Securities                 |
| GNRM 2021-069 WA                                   | 2051-04-20      | 2.0000%  | 0.0000% | $4000000.00        | $2130235.83        | Agency Collateralized Mortgage Obligation |
| LCM LTD 2021-32                E      20340720 FLT | 2034-07-20      | 10.3268% | 0.0000% | $6750000.00        | $5203835.32        | Asset-Backed Securities                   |
| GOLDEN BEAR RE LTD             -20262 VR 144A29    | 2029-03-07      | 13.1654% | 0.0000% | $12500000.00       | $12482500.00       | Corporate Debt Securities                 |
| LUCA RE LTD                    -A VR 144A NT 28    | 2028-07-22      | 10.7900% | 0.0000% | $6970000.00        | $7227691.40        | Corporate Debt Securities                 |
| SOUND POINT CLO LTD 2021-32    SUB    20341025 FLT | 2034-10-25      | 0.0000%  | 0.0000% | $13769808.00       | $3624778.03        | Asset-Backed Securities                   |
| SMB PRIVATE EDU LN TR 2024-A   D      20560315 8.2 | 2056-03-15      | 8.2200%  | 0.0000% | $12327000.00       | $12872888.87       | Asset-Backed Securities                   |
| SMYRNA READY MIX LLC           SR SEC 144A NT31    | 2031-11-15      | 8.8750%  | 0.0000% | $8870000.00        | $9639535.33        | Corporate Debt Securities                 |
| VISTA PT SECZ TR  2025-CES2    B-1    20550825 FLT | 2055-08-25      | 7.0620%  | 0.0000% | $500000.00         | $507011.92         | Asset-Backed Securities                   |
| WESTLAKE AUTOMOBILE RECEIVABLE E      20321015 6.7 | 2032-10-15      | 6.7300%  | 0.0000% | $38200000.00       | $38329695.38       | Asset-Backed Securities                   |
| VMED O2 UK FING I PLC          SR SEC 144A NT32    | 2032-04-15      | 7.7500%  | 0.0000% | $2128000.00        | $2080267.19        | Corporate Debt Securities                 |
| SPECTRUM BRANDS INC            SR GLBL 144A 31     | 2031-03-15      | 3.8750%  | 0.0000% | $15000.00          | $13194.96          | Corporate Debt Securities                 |
| STAR HLDG LLC                  SR SEC 144A NT31    | 2031-08-01      | 8.7500%  | 0.0000% | $30000.00          | $31252.26          | Corporate Debt Securities                 |
| LANDSEA HOMES CORP             SR GLBL 144A 29     | 2029-04-01      | 8.8750%  | 0.0000% | $108000.00         | $112868.57         | Corporate Debt Securities                 |
| LEVEL 3 FING INC               GLBL 144A NT 28     | 2028-07-01      | 4.2500%  | 0.0000% | $858000.00         | $846458.71         | Corporate Debt Securities                 |
| ME FUNDING LLC 2026-1          A-2    20560430 7.7 | 2056-04-30      | 7.7470%  | 0.0000% | $22500000.00       | $22620802.50       | Asset-Backed Securities                   |
| LEEWARD RENEWABLE ENERGY OPER  SR 144A NT 29       | 2029-07-01      | 4.2500%  | 0.0000% | $89000.00          | $86226.64          | Corporate Debt Securities                 |
| KAISER ALUMINIUM CORPORATION   SR GLBL 144A 31     | 2031-06-01      | 4.5000%  | 0.0000% | $17000.00          | $16584.43          | Corporate Debt Securities                 |
| SCRIPPS ESCROW II INC          SR GLBL 144A 31     | 2031-01-15      | 5.3750%  | 0.0000% | $132000.00         | $104122.53         | Corporate Debt Securities                 |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32    | 2032-04-07      | 7.5400%  | 0.0000% | $7030000.00        | $7180379.97        | Corporate Debt Securities                 |
| LONDON BRDG 2 PCC LTD          -A-20251 144A 29    | 2029-04-06      | 6.7700%  | 0.0000% | $5280000.00        | $5265094.88        | Corporate Debt Securities                 |
| LIFEPOINT HEALTH INC           SR 144A NT 10%32    | 2032-06-01      | 10.0000% | 0.0000% | $2000000.00        | $2123437.78        | Corporate Debt Securities                 |
| TALEN ENERGY SUPPLY LLC        SR GLBL 144A 36     | 2036-02-01      | 6.5000%  | 0.0000% | $3887000.00        | $4024295.32        | Corporate Debt Securities                 |
| STRUCTURED ASSET SECS 2005-S5  M2     20350825 FLT | 2035-08-25      | 5.5000%  | 0.0000% | $2920408.00        | $213580.76         | Asset-Backed Securities                   |
| PAN AMERN ENERGY S L ARGENTINE GLBL AMZ REGS 32    | 2032-04-30      | 8.5000%  | 0.0000% | $33000.00          | $35359.50          | Corporate Debt Securities                 |
| VERAISON RE LTD                -A VR 144A NT 29    | 2029-03-08      | 6.4146%  | 0.0000% | $1750000.00        | $1761672.13        | Corporate Debt Securities                 |
| WILTON RE LIMITED              PERP SUB GLBL       | 2500-12-31      | 6.0000%  | 0.0000% | $498000.00         | $478993.00         | Corporate Debt Securities                 |
| VISTAJET MALTA FIN P L C       SR 144A NT9.5%28    | 2028-06-01      | 9.5000%  | 0.0000% | $84000.00          | $88414.15          | Corporate Debt Securities                 |
| VERAISON RE LTD                EXTND-A 144A 33     | 2033-03-08      | 7.0146%  | 0.0000% | $18100000.00       | $18284795.12       | Corporate Debt Securities                 |
| VISTA OIL & GAS ARGENTINA SAU  GLBL AMZ 144A 35    | 2035-12-10      | 7.6250%  | 0.0000% | $100000.00         | $105615.28         | Corporate Debt Securities                 |
| VALE OVERSEAS LTD              SUB GLBL REGS 56    | 2056-02-25      | 6.0000%  | 0.0000% | $1215000.00        | $1227494.25        | Corporate Debt Securities                 |
| WHIRLPOOL CORP                 SR GLBL NT 29       | 2029-02-26      | 4.7500%  | 0.0000% | $25000.00          | $24335.86          | Corporate Debt Securities                 |
| WAYFAIR LLC                    SR SEC GLBL 32      | 2032-11-15      | 6.7500%  | 0.0000% | $2208000.00        | $2303380.08        | Corporate Debt Securities                 |
| NCL CORP LTD                   SR GLBL REGS 30     | 2030-03-01      | 6.2500%  | 0.0000% | $10000.00          | $10051.93          | Corporate Debt Securities                 |
| EXETER AUTO RECEV TR 2024-5    E      20320517 7.2 | 2032-05-17      | 7.2200%  | 0.0000% | $3000000.00        | $3074080.00        | Asset-Backed Securities                   |
| APIDOS CLO 2018-30R            D-R    20311020 FLT | 2031-10-20      | 9.4252%  | 0.0000% | $6000000.00        | $6034608.71        | Asset-Backed Securities                   |
| CMS ENERGY CORP                JR SB GLBL NT 50    | 2050-12-01      | 3.7500%  | 0.0000% | $5040000.00        | $4745265.00        | Corporate Debt Securities                 |
| CWHEQ REVOLVING HEQ 2006-H     2-A-1B 20361115 FLT | 2036-11-15      | 3.2823%  | 0.0000% | $104992000.00      | $3162401.55        | Asset-Backed Securities                   |
| CVR ENERGY INC                 SR GLBL 144A 28     | 2028-02-15      | 5.7500%  | 0.0000% | $586000.00         | $590406.23         | Corporate Debt Securities                 |
| BLACK KITE RE LTD              VAR 144A NT 28      | 2028-05-08      | 11.5000% | 0.0000% | $1000000.00        | $1032825.12        | Corporate Debt Securities                 |
| BEAZER HOMES USA INC           SR GLBL NT 29       | 2029-10-15      | 7.2500%  | 0.0000% | $3000000.00        | $3043412.50        | Corporate Debt Securities                 |
| CALDERYS FING LLC              SR SEC GLBL 28      | 2028-06-01      | 11.2500% | 0.0000% | $875000.00         | $941178.44         | Corporate Debt Securities                 |
| BAYOU RE LTD                   EXTND-A 144A 30     | 2030-05-26      | 15.9300% | 0.0000% | $8420000.00        | $8551194.04        | Corporate Debt Securities                 |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29     | 2029-06-01      | 5.3750%  | 0.0000% | $6466000.00        | $6504579.57        | Corporate Debt Securities                 |
| ARAGONITE RE LTD               EXTND-A 144A 31     | 2031-04-07      | 8.9646%  | 0.0000% | $945000.00         | $973254.02         | Corporate Debt Securities                 |
| BLOCK COMMUNICATIONS INC       SR SEC 144A NT31    | 2031-03-01      | 10.2500% | 0.0000% | $8708000.00        | $8154647.72        | Corporate Debt Securities                 |
| BAIN CAPTL CR CLO 2023-2R LTD  E-R    20380718 FLT | 2038-07-18      | 8.9252%  | 0.0000% | $11000000.00       | $10300347.53       | Asset-Backed Securities                   |
| BAUSCH HEALTH COS INC          2LIEN GLBL 30       | 2030-10-15      | 14.0000% | 0.0000% | $204000.00         | $197770.52         | Corporate Debt Securities                 |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL NT 30       | 2030-03-01      | 4.7500%  | 0.0000% | $186000.00         | $181655.92         | Corporate Debt Securities                 |
| BALL CORP                      SR GLBL NT 31       | 2031-09-15      | 3.1250%  | 0.0000% | $57000.00          | $51895.44          | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-01-15      | 5.7500%  | 0.0000% | $125506000.00      | $48854570.15       | Corporate Debt Securities                 |
| AQUILA RE I LTD 2023-1         EXT-A-1 144A 31     | 2031-06-07      | 8.9400%  | 0.0000% | $5750000.00        | $5914891.23        | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-04-01      | 7.5000%  | 0.0000% | $29280000.00       | $15803148.00       | Corporate Debt Securities                 |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 29     | 2029-11-01      | 6.8750%  | 0.0000% | $2684000.00        | $2825323.41        | Corporate Debt Securities                 |
| CWABS INC 2005-14              M-4    20360225 FLT | 2036-02-25      | 4.8638%  | 0.0000% | $8900000.00        | $8686306.74        | Asset-Backed Securities                   |
| CWABS REVOLVING HEQ 2004-U     2-A    20340315 FLT | 2034-03-15      | 4.0392%  | 0.0000% | $187277000.00      | $375728.52         | Asset-Backed Securities                   |
| DBR LD HOLDINGS LLC            SR GLBL 144A 30     | 2030-12-01      | 6.2500%  | 0.0000% | $161000.00         | $169119.19         | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR 144A NT4.5%31    | 2031-11-15      | 4.5000%  | 0.0000% | $37409000.00       | $22953227.18       | Corporate Debt Securities                 |
| CLOUD SOFTWARE GROUP INC       SR SEC 144A NT32    | 2032-06-30      | 8.2500%  | 0.0000% | $2490000.00        | $2431136.40        | Corporate Debt Securities                 |
| BORR IHC LTD / BORR FIN LLC    SR SEC 144A 30      | 2030-11-15      | 10.3750% | 0.0000% | $2699000.00        | $2676958.17        | Corporate Debt Securities                 |
| ATLAS SENIOR LOAN 2022-20R     E-R    20371019 FLT | 2037-10-19      | 11.7752% | 0.0000% | $3000000.00        | $2882672.69        | Asset-Backed Securities                   |
| BLUE RIDGE RE LTD              SR CL A 144A 29     | 2029-01-08      | 7.0200%  | 0.0000% | $6500000.00        | $6594442.20        | Corporate Debt Securities                 |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 28     | 2028-04-01      | 4.7500%  | 0.0000% | $4573000.00        | $4477133.41        | Corporate Debt Securities                 |
| BOYD GAMING CORP               SR GLBL 144A 31     | 2031-06-15      | 4.7500%  | 0.0000% | $179000.00         | $172983.36         | Corporate Debt Securities                 |
| CP ATLAS BUYER INC.            2LIEN PIK 144A31    | 2031-01-15      | 12.7500% | 0.0000% | $1296240.00        | $1006786.37        | Corporate Debt Securities                 |
| CONSTELLIUM SE                 GLBL 144A NT 32     | 2032-08-15      | 6.3750%  | 0.0000% | $947000.00         | $982352.69         | Corporate Debt Securities                 |
| CROWN AMERS LLC                SR GLBL NT 30       | 2030-04-01      | 5.2500%  | 0.0000% | $5000.00           | $5046.45           | Corporate Debt Securities                 |
| ACORN RE LIMITED               -A VR 144A NT 26    | 2026-11-06      | 7.8700%  | 0.0000% | $4245000.00        | $4303654.22        | Corporate Debt Securities                 |
| ACE SECS HEQ 2005-RM1          M-4    20350326 FLT | 2035-03-26      | 4.7888%  | 0.0000% | $822732.00         | $377931.86         | Asset-Backed Securities                   |
| ADVANCE AUTO PARTS INC         SR GLBL NT 27       | 2027-10-01      | 1.7500%  | 0.0000% | $6000.00           | $5731.02           | Corporate Debt Securities                 |
| ALBION FING 1 S A R L & AGGRE  SR SEC GLBL 30      | 2030-05-21      | 7.0000%  | 0.0000% | $8939000.00        | $9308538.26        | Corporate Debt Securities                 |
| APS RESECURITIZATION TR 2015-3 2-M    20490629 FLT | 2049-06-29      | 3.9477%  | 0.0000% | $100000.00         | $88558.68          | Asset-Backed Securities                   |
| AETHON UTD BR LP / AETHON UTD  SR 144A NT7.5%29    | 2029-10-01      | 7.5000%  | 0.0000% | $11598000.00       | $12184066.27       | Corporate Debt Securities                 |
| ACCREDITED MTG LN TR 2005-3    M-7    20350925 FLT | 2035-09-25      | 5.4488%  | 0.0000% | $7000000.00        | $1124488.90        | Asset-Backed Securities                   |
| ALLEGRO CLO LTD 2021-12R       E-1-R  20370720 FLT | 2037-07-20      | 11.0721% | 0.0000% | $1000000.00        | $952158.04         | Asset-Backed Securities                   |
| ABFS MORTGAGE LN TR 2000-3     A      20310915 FLT | 2031-09-15      | 8.1100%  | 0.0000% | $125000000.00      | $312674.72         | Asset-Backed Securities                   |
| ABFS MORTGAGE LOAN TR 2000-1   A-1    20310715 FLT | 2031-07-15      | 8.4250%  | 0.0000% | $180000000.00      | $1392138.75        | Asset-Backed Securities                   |
| ADVANCED DRAIN SYS INC DEL     SR 144A NT 34       | 2034-03-01      | 5.3750%  | 0.0000% | $41000.00          | $40742.37          | Corporate Debt Securities                 |
| ACORN RE LIMITED               -A VR 144A NT 28    | 2028-11-07      | 5.8646%  | 0.0000% | $15505000.00       | $15498548.61       | Corporate Debt Securities                 |
| AAG FH UK PLC/GL AU HL PLC     SR 144A NT 29       | 2029-08-15      | 11.5000% | 0.0000% | $18887000.00       | $19601652.60       | Corporate Debt Securities                 |
| AB BSL CLO LTD 2023-4R         E-R    20380420 FLT | 2038-04-20      | 9.7752%  | 0.0000% | $5000000.00        | $4954221.71        | Asset-Backed Securities                   |
| Fannie Mae                                         | 2055-03-25      | 4.4419%  | 0.0000% | $3793408.00        | $3792190.05        | Agency Collateralized Mortgage Obligation |
| FIRSTKEY HOMES TR 2022-SFRA    F2     20390317 5.5 | 2039-03-17      | 5.5000%  | 0.0000% | $17567000.00       | $17507053.60       | Asset-Backed Securities                   |
| FIGRE TRUST 2025-HE5           E      20550825 FLT | 2055-08-25      | 7.0930%  | 0.0000% | $2427000.00        | $2471908.74        | Asset-Backed Securities                   |
| FOUR LAKES RE LTD              EXTND-A 144A 31     | 2031-01-07      | 9.3500%  | 0.0000% | $3170000.00        | $3228279.55        | Corporate Debt Securities                 |
| FIGRE TRUST 2023-HE3           A      20531125 FLT | 2053-11-25      | 6.4360%  | 0.0000% | $18000000.00       | $7827480.09        | Asset-Backed Securities                   |
| KODIAK GAS SVCS LLC            SR GLBL 144A 35     | 2035-10-01      | 6.7500%  | 0.0000% | $666000.00         | $694816.16         | Corporate Debt Securities                 |
| LD HOLDINGS GROUP LLC          SR SEC 144A NT27    | 2027-11-01      | 8.7500%  | 0.0000% | $923000.00         | $903429.58         | Corporate Debt Securities                 |
| HERBIE RE LTD                  -A VR 144A NT 30    | 2030-01-07      | 7.7600%  | 0.0000% | $2000000.00        | $2007747.91        | Corporate Debt Securities                 |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 29       | 2029-01-15      | 8.2500%  | 0.0000% | $85000.00          | $90208.16          | Corporate Debt Securities                 |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $4217000.00        | $4213642.21        | Corporate Debt Securities                 |
| SERVICE PPTYS TR               SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $3728000.00        | $3649752.39        | Corporate Debt Securities                 |
| OLYMPUS WTR US HLDG CORP       1LIEN GLBL 33       | 2033-02-15      | 7.2500%  | 0.0000% | $360000.00         | $353937.70         | Corporate Debt Securities                 |
| HERBIE RE LTD                  -C-20242 144A 27    | 2027-01-08      | 26.5400% | 0.0000% | $2500000.00        | $2566613.35        | Corporate Debt Securities                 |
| MCF CLO LLC 2017-7RR           E-R2   20370720 FLT | 2037-07-20      | 10.6752% | 0.0000% | $1600000.00        | $1531384.55        | Asset-Backed Securities                   |
| MONA LISA RE LTD               EXTND-A 144A 31     | 2031-06-25      | 13.3000% | 0.0000% | $2250000.00        | $2382766.02        | Corporate Debt Securities                 |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29     | 2029-03-01      | 9.7500%  | 0.0000% | $99000.00          | $105407.20         | Corporate Debt Securities                 |
| LCM LTD 2013-13R               E-R    20340720 FLT | 2034-07-20      | 10.9252% | 0.0000% | $1250000.00        | $1053693.48        | Asset-Backed Securities                   |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 29     | 2029-06-15      | 4.7500%  | 0.0000% | $4271000.00        | $4248374.38        | Corporate Debt Securities                 |
| RR LTD 2021-16                 D      20360715 FLT | 2036-07-15      | 10.1847% | 0.0000% | $4000000.00        | $3767254.52        | Asset-Backed Securities                   |
| KIZUNA RE III PTE LTD          -A-20241 144A 29    | 2029-04-09      | 6.4154%  | 0.0000% | $3940000.00        | $4011909.68        | Corporate Debt Securities                 |
| SNAP INC                       SR GLBL 144A 33     | 2033-03-01      | 6.8750%  | 0.0000% | $7383000.00        | $7249422.05        | Corporate Debt Securities                 |
| LIONGATE RE DAC                EXT VR 144A BD31    | 2031-04-25      | 7.2265%  | 0.0000% | $4870000.00        | $4917321.34        | Corporate Debt Securities                 |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 34       | 2034-05-15      | 6.8750%  | 0.0000% | $4946000.00        | $5127619.18        | Corporate Debt Securities                 |
| HILDENE TRUPS SEC 2024-6       D      20391025 FLT | 2039-10-25      | 8.6666%  | 0.0000% | $3000000.00        | $2567166.65        | Asset-Backed Securities                   |
| APIDOS CLO XXIV 2016-24R       D-R    20301021 FLT | 2030-10-21      | 9.7368%  | 0.0000% | $2100000.00        | $2097804.82        | Asset-Backed Securities                   |
| VERMILION ENERGY INC           SR REGS NT 30       | 2030-05-01      | 6.8750%  | 0.0000% | $50000.00          | $52324.20          | Corporate Debt Securities                 |
| WRIGLEY RE LIMITED             EXTND-A 144A 30     | 2030-08-07      | 9.7500%  | 0.0000% | $1745000.00        | $1756413.13        | Corporate Debt Securities                 |
| WHIRLPOOL CORP                 SR GLBL NT 30       | 2030-06-15      | 6.1250%  | 0.0000% | $99000.00          | $99165.21          | Corporate Debt Securities                 |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 40     | 2040-02-01      | 5.0000%  | 0.0000% | $815000.00         | $532334.46         | Corporate Debt Securities                 |
| HUDSON PAC PPTYS L P           SR GLBL NT 28       | 2028-02-15      | 5.9500%  | 0.0000% | $135000.00         | $132451.99         | Corporate Debt Securities                 |
| SERVICE PPTYS TR               SR NT 4.95%27       | 2027-02-15      | 4.9500%  | 0.0000% | $18645000.00       | $18830191.46       | Corporate Debt Securities                 |
| HUB INTL LTD                   SR 144A NT 32       | 2032-01-31      | 7.3750%  | 0.0000% | $3829000.00        | $3990880.55        | Corporate Debt Securities                 |
| HUGHES SATELLITE S             1LIEN GLBL NT 26    | 2026-08-01      | 5.2500%  | 0.0000% | $74000.00          | $67874.22          | Corporate Debt Securities                 |
| OWENS BROCKWAY                 SR GLBL 144A 31     | 2031-05-15      | 7.2500%  | 0.0000% | $2420000.00        | $2390957.98        | Corporate Debt Securities                 |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $7334000.00        | $7501557.45        | Corporate Debt Securities                 |
| LAMB WESTON HLDGS INC          SR GLBL 144A 32     | 2032-01-31      | 4.3750%  | 0.0000% | $1873000.00        | $1779008.18        | Corporate Debt Securities                 |
| CMG MEDIA CORP                 SR GLBL 144A 27     | 2027-12-15      | 8.8750%  | 0.0000% | $12561000.00       | $11848555.78       | Corporate Debt Securities                 |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 29    | 2029-05-01      | 4.5000%  | 0.0000% | $19612000.00       | $19186517.66       | Corporate Debt Securities                 |
| VENTURE GLOBAL LNG INC         PERP A 144A NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $3088000.00        | $3072127.68        | Corporate Debt Securities                 |
| MATTERHORN RE LTD              -A VR 144A NT 27    | 2027-01-25      | 10.9069% | 0.0000% | $28742000.00       | $27862434.61       | Corporate Debt Securities                 |
| LAS VEGAS SANDS CORP           SR GLBL NT5.9%27    | 2027-06-01      | 5.9000%  | 0.0000% | $92000.00          | $95228.23          | Corporate Debt Securities                 |
| HLF FING SARL LLC / HERBALIFE  SR GLBL 144A 29     | 2029-06-01      | 4.8750%  | 0.0000% | $155000.00         | $148565.50         | Corporate Debt Securities                 |
| MACYS RETAIL HLDGS LLC         SR 144A NT 32       | 2032-03-15      | 6.1250%  | 0.0000% | $59000.00          | $59412.19          | Corporate Debt Securities                 |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 31      | 2031-04-15      | 11.8750% | 0.0000% | $4420000.00        | $4732086.99        | Corporate Debt Securities                 |
| MAGIC MERGECO INC              SR 144A NT 29       | 2029-05-01      | 7.8750%  | 0.0000% | $4995000.00        | $5190335.72        | Corporate Debt Securities                 |
| VERUS SECURITIZATION TR 2025-3 B-1    20700525 FLT | 2070-05-25      | 7.4906%  | 0.0000% | $400000.00         | $406382.83         | Asset-Backed Securities                   |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT 4%31     | 2031-04-01      | 4.0000%  | 0.0000% | $105000.00         | $98183.63          | Corporate Debt Securities                 |
| SUPERIOR PLUS LP / SUPERIOR GE SR GLBL 144A 29     | 2029-03-15      | 4.5000%  | 0.0000% | $238000.00         | $231710.85         | Corporate Debt Securities                 |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 31     | 2031-10-15      | 3.8750%  | 0.0000% | $43000.00          | $39764.45          | Corporate Debt Securities                 |
| MATTERHORN RE LTD              GLBL-A 144A 28      | 2028-02-04      | 10.5500% | 0.0000% | $1200000.00        | $1207190.91        | Corporate Debt Securities                 |
| ML MTG INV TR 2007-SL1         A-1    20370225 FLT | 2037-02-25      | 4.3688%  | 0.0000% | $25809116.00       | $286257.49         | Asset-Backed Securities                   |
| WAND NEWCO 3 INC               SR SEC 144A NT32    | 2032-01-30      | 7.6250%  | 0.0000% | $7707000.00        | $8152715.08        | Corporate Debt Securities                 |
| COMISION EJECUTIVA HIDROELECTR SR GLBL REGS 33     | 2033-01-24      | 8.6500%  | 0.0000% | $591000.00         | $639796.90         | Corporate Debt Securities                 |
| BANCO DE GALICIA Y BUENOS AIRE GLBL REGS NT 28     | 2028-10-10      | 7.7500%  | 0.0000% | $90500.00          | $94170.28          | Corporate Debt Securities                 |
| BANCO MACRO S A                SR REGS NT 8%31     | 2031-01-28      | 8.0000%  | 0.0000% | $82000.00          | $85828.94          | Corporate Debt Securities                 |
| ACRISURE LLC / ACRISURE FIN    SR SEC GLBL 29      | 2029-02-15      | 4.2500%  | 0.0000% | $75000.00          | $72121.06          | Corporate Debt Securities                 |
| ALTA EQUIPMENT GROUP INC       SR SEC GLBL 29      | 2029-06-01      | 9.0000%  | 0.0000% | $18000.00          | $17875.98          | Corporate Debt Securities                 |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT31    | 2031-10-01      | 6.5000%  | 0.0000% | $1305000.00        | $1321946.87        | Corporate Debt Securities                 |
| ALLISON TRANSMISSION INC       SR GLBL 144A 31     | 2031-01-30      | 3.7500%  | 0.0000% | $54000.00          | $51263.01          | Corporate Debt Securities                 |
| AMSR TRUST 2021-SFR1           F      20400619 3.5 | 2040-06-19      | 3.5960%  | 0.0000% | $400000.00         | $383254.71         | Asset-Backed Securities                   |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-07-15      | 6.8750%  | 0.0000% | $95005.00          | $95369.07          | Corporate Debt Securities                 |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 32       | 2032-10-01      | 7.3750%  | 0.0000% | $6002000.00        | $5917977.84        | Corporate Debt Securities                 |
| ACORN RE LIMITED               EXT 1LIEN GLBL28    | 2028-05-05      | 6.6200%  | 0.0000% | $15270000.00       | $15508364.52       | Corporate Debt Securities                 |
| GRAPHIC PACKAGING INTL LLC     SR GLBL REGS 28     | 2028-03-15      | 3.5000%  | 0.0000% | $17000.00          | $16487.53          | Corporate Debt Securities                 |
| UNIVISION COMMUNICATIONS INC   1LIEN REGS NT 32    | 2032-08-01      | 9.3750%  | 0.0000% | $40000.00          | $42333.08          | Corporate Debt Securities                 |
| WMG ACQUISITION CORP           SR SEC REGS NT29    | 2029-12-01      | 3.7500%  | 0.0000% | $15000.00          | $14548.36          | Corporate Debt Securities                 |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 29      | 2029-06-15      | 6.6250%  | 0.0000% | $42000.00          | $44025.82          | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30      | 2030-05-01      | 10.8750% | 0.0000% | $54280832.00       | $53020046.59       | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30      | 2030-08-15      | 7.7500%  | 0.0000% | $1555870.00        | $1503524.05        | Corporate Debt Securities                 |
| HARROW INC                     SR GLBL 144A 30     | 2030-09-15      | 8.6250%  | 0.0000% | $516000.00         | $537043.12         | Corporate Debt Securities                 |
| FIGRE TRUST 2024-HE3           A      20540725 FLT | 2054-07-25      | 5.9370%  | 0.0000% | $12268000.00       | $7690672.94        | Asset-Backed Securities                   |
| FIGRE TRUST 2025-HE7           E      20551125 FLT | 2055-11-25      | 6.8500%  | 0.0000% | $4200000.00        | $4205703.84        | Asset-Backed Securities                   |
| BONANZA RE LTD                 -C-20241 144A 27    | 2027-12-19      | 9.0100%  | 0.0000% | $20450000.00       | $20879135.68       | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR 144A NT 31       | 2031-02-15      | 3.3750%  | 0.0000% | $7914000.00        | $4734956.09        | Corporate Debt Securities                 |
| CSN ISLANDS XI CORP.           SR GLBL 144A 28     | 2028-01-28      | 6.7500%  | 0.0000% | $500000.00         | $429140.00         | Corporate Debt Securities                 |
| COMMUNITY HEALTH SYS INC NEW   1LIEN GLBL 31       | 2031-02-15      | 4.7500%  | 0.0000% | $22395000.00       | $21094652.99       | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 29     | 2029-01-31      | 11.7500% | 0.0000% | $2775000.00        | $2118948.38        | Corporate Debt Securities                 |
| BRIDGE STR RE LTD              -A-20251 144A 28    | 2028-01-07      | 7.5400%  | 0.0000% | $7500000.00        | $7565313.23        | Corporate Debt Securities                 |
| CARVANA CO                     1LIEN GLBL PIK30    | 2030-06-01      | 9.0000%  | 0.0000% | $2252076.00        | $2399526.92        | Corporate Debt Securities                 |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 32       | 2032-07-15      | 7.2500%  | 0.0000% | $214000.00         | $228112.41         | Corporate Debt Securities                 |
| BINOM SEC TR 2022-RPL1         B3     20610225 FLT | 2061-02-25      | 3.0000%  | 0.0000% | $18759296.00       | $4576423.62        | Asset-Backed Securities                   |
| BLUE RIDGE RE LTD              SR CL D 144A 29     | 2029-01-08      | 14.5200% | 0.0000% | $2500000.00        | $2485532.25        | Corporate Debt Securities                 |
| ANSLEY PARK CAPITAL LLC 2025-A E      20350420 7.6 | 2035-04-20      | 7.6600%  | 0.0000% | $2000000.00        | $2006423.55        | Asset-Backed Securities                   |
| AMERICAN CREDIT ACCEPTANCE 202 E      20311112 7.8 | 2031-11-12      | 7.8700%  | 0.0000% | $25050000.00       | $25838173.20       | Asset-Backed Securities                   |
| EDISON INTL                    SR NT 4.8%31        | 2031-03-15      | 4.8000%  | 0.0000% | $2559000.00        | $2512613.86        | Corporate Debt Securities                 |
| CHEMOURS CO                    SR GLBL 144A 34     | 2034-03-15      | 7.8750%  | 0.0000% | $1068000.00        | $1101973.08        | Corporate Debt Securities                 |
| LUMEN TECHNOLOGIES INC         SR GLBL -U NT 42    | 2042-03-15      | 7.6500%  | 0.0000% | $911000.00         | $864677.93         | Corporate Debt Securities                 |
| CENTRAL GARDEN & PET CO        SR GLBL NT 30       | 2030-10-15      | 4.1250%  | 0.0000% | $89000.00          | $84523.19          | Corporate Debt Securities                 |
| DYE & DURHAM CORP              SR SEC 144A NT29    | 2029-04-15      | 8.6250%  | 0.0000% | $49000.00          | $43025.12          | Corporate Debt Securities                 |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28     | 2028-08-15      | 8.2500%  | 0.0000% | $354000.00         | $367992.73         | Corporate Debt Securities                 |
| ELEVATION CL 12.15798 25JUL34 144A                 | 2034-07-25      | 11.9666% | 0.0000% | $9100000.00        | $9055020.66        | Asset-Backed Securities                   |
| DISH DBS CORPORATION           1LIEN GLBL 28       | 2028-12-01      | 5.7500%  | 0.0000% | $19840000.00       | $19932228.44       | Corporate Debt Securities                 |
| HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29      | 2029-06-01      | 5.0000%  | 0.0000% | $216000.00         | $212698.32         | Corporate Debt Securities                 |
| SERVICE PPTYS TR               SR GLBL NT 29       | 2029-10-01      | 4.9500%  | 0.0000% | $75000.00          | $70049.06          | Corporate Debt Securities                 |
| NEPTUNE BIDCO US INC           SR SEC GLBL 29      | 2029-04-15      | 9.2900%  | 0.0000% | $11490000.00       | $11645469.27       | Corporate Debt Securities                 |
| RITHM CAPITAL CORP             SR GLBL 144A 30     | 2030-07-15      | 8.0000%  | 0.0000% | $734000.00         | $748337.47         | Corporate Debt Securities                 |
| NATIONSTAR HEQ LN TR 2007-C    2-AV-4 20370625 FLT | 2037-06-25      | 4.2688%  | 0.0000% | $338000.00         | $109157.80         | Asset-Backed Securities                   |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT27    | 2027-05-15      | 5.2500%  | 0.0000% | $99000.00          | $100330.81         | Corporate Debt Securities                 |
| PERFORMANCE FOOD GROUP INC     SR GLBL 144A 29     | 2029-08-01      | 4.2500%  | 0.0000% | $1699000.00        | $1662364.37        | Corporate Debt Securities                 |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL 27       | 2027-08-15      | 5.2500%  | 0.0000% | $4502000.00        | $4416180.62        | Corporate Debt Securities                 |
| INEOS FINANCE PLC              SR SEC GLBL 28      | 2028-05-15      | 6.7500%  | 0.0000% | $440000.00         | $455249.30         | Corporate Debt Securities                 |
| IAMGOLD CORP                   SR GLBL 144A 28     | 2028-10-15      | 5.7500%  | 0.0000% | $2936000.00        | $2924830.97        | Corporate Debt Securities                 |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 32     | 2032-12-31      | 4.3750%  | 0.0000% | $1791000.00        | $1420455.78        | Corporate Debt Securities                 |
| DISCOVERY GLOBAL HOLDINGS INC  SR GLBL NT 27       | 2027-03-15      | 3.7550%  | 0.0000% | $91000.00          | $90599.03          | Corporate Debt Securities                 |
| OSCAR ACQUISITIONCO LLC & OSC  SR 144A NT9.5%30    | 2030-04-15      | 9.5000%  | 0.0000% | $65000.00          | $31457.29          | Corporate Debt Securities                 |
| MINERAL RES LTD                SR 144A NT 7%31     | 2031-04-01      | 7.0000%  | 0.0000% | $2480000.00        | $2576518.84        | Corporate Debt Securities                 |
| JP MORGAN MTG TR 2025-HE1      B-1    20550720 FLT | 2055-07-20      | 6.6401%  | 0.0000% | $706000.00         | $703493.33         | Asset-Backed Securities                   |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 5%27     | 2027-10-15      | 5.0000%  | 0.0000% | $492000.00         | $477123.56         | Corporate Debt Securities                 |
| MERIDIAN ARC HOLDCO LLC        SR SEC 144A 31      | 2031-04-30      | 6.2500%  | 0.0000% | $64392000.00       | $64162227.88       | Corporate Debt Securities                 |
| TELECOM ARGENTINA SA           SR AMZ 144A NT31    | 2031-07-18      | 9.5000%  | 0.0000% | $119000.00         | $129418.05         | Corporate Debt Securities                 |
| PAGAYA AI DEBT TRUST 2025-2    E1     20321015 10. | 2032-10-15      | 10.8950% | 0.0000% | $4110000.00        | $1335340.04        | Asset-Backed Securities                   |
| TULSA VALLEY BANCSHARES CORP   LW TIER II 31       | 2031-04-15      | 7.8895%  | 0.0000% | $1000000.00        | $985837.30         | Corporate Debt Securities                 |
| TOMONI RE PTE LTD              EXTND-A 144A 32     | 2032-04-07      | 6.7900%  | 0.0000% | $3305000.00        | $3331443.94        | Corporate Debt Securities                 |
| UNITED AUTO CR SEC TR 2025-1   E      20311010 7.7 | 2031-10-10      | 7.7100%  | 0.0000% | $8815000.00        | $8862445.27        | Asset-Backed Securities                   |
| NCR VOYIX CORPORATION          SR GLBL 144A 30     | 2030-10-01      | 5.2500%  | 0.0000% | $2959000.00        | $2734794.10        | Corporate Debt Securities                 |
| HIGHTOWER HOLDING LLC          SR GLBL 144A 29     | 2029-04-15      | 6.7500%  | 0.0000% | $92000.00          | $91521.83          | Corporate Debt Securities                 |
| MONTOYA RE LTD                 GLBL-B 144A 30      | 2030-04-09      | 16.0400% | 0.0000% | $2600000.00        | $2557489.82        | Corporate Debt Securities                 |
| HOME EQUITY MTG INDS 2006-2B   A      20361025 FLT | 2036-10-25      | 4.1088%  | 0.0000% | $159552000.00      | $8408071.73        | Asset-Backed Securities                   |
| WINDROSE RE LTD                -B-20261 144A 29    | 2029-02-13      | 11.6654% | 0.0000% | $4000000.00        | $4022000.00        | Corporate Debt Securities                 |
| VIASAT INC                     1LIEN GLBL 27       | 2027-04-15      | 5.6250%  | 0.0000% | $1792000.00        | $1791361.60        | Corporate Debt Securities                 |
| HOWDEN UK REFIN PLC & US RE    SR SEC 144A NT31    | 2031-02-15      | 7.2500%  | 0.0000% | $3379000.00        | $3449500.02        | Corporate Debt Securities                 |
| IRON MTN INC DEL               SR GLBL 144A 29     | 2029-09-15      | 4.8750%  | 0.0000% | $13834000.00       | $13684091.32       | Corporate Debt Securities                 |
| HNI CORP 5.125 18JAN29 144A                        | 2029-01-18      | 5.1250%  | 0.0000% | $22000.00          | $22286.50          | Corporate Debt Securities                 |
| MONA LISA RE LTD               -B-20251 144A 28    | 2028-01-07      | 14.0500% | 0.0000% | $13250000.00       | $13454133.32       | Corporate Debt Securities                 |
| VENTURE XXVII CLO LTD 2017-27  SUB NT 20300722 FLT | 2030-07-22      | 0.0000%  | 0.0000% | $3000000.00        | $207255.00         | Asset-Backed Securities                   |
| NATURE COAST RE LTD            EXTND-A 144A 32     | 2032-06-07      | 18.8045% | 0.0000% | $1000000.00        | $1150322.55        | Corporate Debt Securities                 |
| SOUND POINT CLO LTD 2021-32    Y      20341025 FLT | 2034-10-25      | 0.0625%  | 0.0000% | $464838.00         | $107533.18         | Asset-Backed Securities                   |
| TOLL RD INVS PARTNERSHIP II LP SR ZERO 144A 43     | 2043-02-15      | 0.0000%  | 0.0000% | $300000.00         | $33484.38          | Corporate Debt Securities                 |
| THL CREDIT WIND RIVER 2014-3R2 E-R2   20311022 FLT | 2031-10-22      | 10.1453% | 0.0000% | $6675000.00        | $6131751.79        | Asset-Backed Securities                   |
| MORGAN STANLEY ABS 2007-NC4    A-2A   20370525 FLT | 2037-05-25      | 3.8488%  | 0.0000% | $78732600.00       | $9742486.46        | Asset-Backed Securities                   |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 32     | 2032-02-01      | 7.1250%  | 0.0000% | $517000.00         | $515766.74         | Corporate Debt Securities                 |
| NIELSEN FIN LLC/ NIELSEN FIN   SR GLBL 144A 29     | 2029-07-15      | 4.5000%  | 0.0000% | $222000.00         | $142507.79         | Corporate Debt Securities                 |
| MYSTIC RE IV LIMITED           -A VR 144A NT 27    | 2027-01-08      | 15.5145% | 0.0000% | $4500000.00        | $4567040.48        | Corporate Debt Securities                 |
| NCR VOYIX CORPORATION          SR GLBL 144A 29     | 2029-04-15      | 5.1250%  | 0.0000% | $99000.00          | $96213.69          | Corporate Debt Securities                 |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 27      | 2027-06-01      | 4.8750%  | 0.0000% | $7917000.00        | $6691266.97        | Corporate Debt Securities                 |
| VMC FIN LL 2021-FL4            D      20360618 FLT | 2036-06-18      | 7.2755%  | 0.0000% | $4500000.00        | $4122400.36        | Asset-Backed Securities                   |
| REDE D OR FIN S A R L          SR GLBL REGS 28     | 2028-01-17      | 4.9500%  | 0.0000% | $6725000.00        | $6732212.56        | Corporate Debt Securities                 |
| AEGEA FIN S A R L S A          SR REGS NT 9%31     | 2031-01-20      | 9.0000%  | 0.0000% | $251000.00         | $217115.00         | Corporate Debt Securities                 |
| OI EUROPEAN GROUP BV           SR GLBL REGS 30     | 2030-02-15      | 4.7500%  | 0.0000% | $182000.00         | $170078.24         | Corporate Debt Securities                 |
| PLUSPETROL S A                 SR REGS NT8.5%32    | 2032-05-30      | 8.5000%  | 0.0000% | $700000.00         | $750691.67         | Corporate Debt Securities                 |
| EMPRESAS PUBLICAS DE MEDELLIN  SR GLBL REGS 31     | 2031-02-15      | 4.3750%  | 0.0000% | $243000.00         | $225446.79         | Corporate Debt Securities                 |
| TALEN ENERGY SUPPLY LLC        SR 144A NT 31       | 2031-05-01      | 6.1250%  | 0.0000% | $25782000.00       | $25825059.52       | Corporate Debt Securities                 |
| SUNOCO LP/SUNOCO FIN CORP      PERP SUB -A 144A    | 2500-12-31      | 7.8750%  | 0.0000% | $425000.00         | $443826.44         | Corporate Debt Securities                 |
| WILLIAMS SCOTSMAN INTL INC     SR SEC GLBL 28      | 2028-08-15      | 4.6250%  | 0.0000% | $735000.00         | $733982.33         | Corporate Debt Securities                 |
| CWABS INC 2006-22              1-A    20350625 FLT | 2035-06-25      | 4.0488%  | 0.0000% | $5147000.00        | $491533.64         | Asset-Backed Securities                   |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 31       | 2031-03-01      | 4.3750%  | 0.0000% | $3091000.00        | $2791111.61        | Corporate Debt Securities                 |
| ELMWOOD CLO 2025-40 LTD        E      20380322 FLT | 2038-03-22      | 8.9304%  | 0.0000% | $2000000.00        | $1998809.72        | Asset-Backed Securities                   |
| ERO COPPER CORP                SR GLBL 144A 30     | 2030-02-15      | 6.5000%  | 0.0000% | $50000.00          | $50302.08          | Corporate Debt Securities                 |
| EXETER AUTO REC TR 2024-4      E      20320217 7.6 | 2032-02-17      | 7.6500%  | 0.0000% | $3000000.00        | $3120586.50        | Asset-Backed Securities                   |
| EXETER AUTOMBL REC TR 2025-1   E      20320915 7.4 | 2032-09-15      | 7.4800%  | 0.0000% | $5220000.00        | $5365260.42        | Asset-Backed Securities                   |
| LUMEN TECHNOLOGIES INC         SR -P NT 7.6%39     | 2039-09-15      | 7.6000%  | 0.0000% | $2000000.00        | $1924000.00        | Corporate Debt Securities                 |
| SKYBOX CDO LTD 2005-1          A      20401211 FLT | 2040-12-11      | 2.6884%  | 0.0000% | $30000000.00       | $732806.85         | Asset-Backed Securities                   |
| ZIPRECRUITER INC               SR GLBL 144A 30     | 2030-01-15      | 5.0000%  | 0.0000% | $91000.00          | $60539.87          | Corporate Debt Securities                 |
| XEROX HOLDINGS CORP            SR GLBL 144A 28     | 2028-08-15      | 5.5000%  | 0.0000% | $12700000.00       | $5574770.83        | Corporate Debt Securities                 |
| SABESP LUX S A R L             SR GLBL REGS 30     | 2030-08-20      | 5.6250%  | 0.0000% | $410000.00         | $409875.97         | Corporate Debt Securities                 |
| DIGICEL INTL FIN LTD / DIFL US 1LIEN REGS NT 32    | 2032-08-01      | 8.6250%  | 0.0000% | $1000000.00        | $1058032.92        | Corporate Debt Securities                 |
| WINSTON RE LTD                 EXTND-A 144A 32     | 2032-02-20      | 10.0200% | 0.0000% | $8750000.00        | $9052833.99        | Corporate Debt Securities                 |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 35     | 2035-01-17      | 5.7000%  | 0.0000% | $438000.00         | $245853.05         | Corporate Debt Securities                 |
| GENNEIA S.A.                   SR AMZ REGS NT33    | 2033-12-02      | 7.7500%  | 0.0000% | $657000.00         | $701584.75         | Corporate Debt Securities                 |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 28     | 2028-11-01      | 4.7500%  | 0.0000% | $19000.00          | $19121.37          | Corporate Debt Securities                 |
| NRG ENERGY INC                 PERP 144A NT        | 2500-12-31      | 10.2500% | 0.0000% | $135000.00         | $147572.89         | Corporate Debt Securities                 |
| NCL CORP LTD                   SR 144A NT 32       | 2032-02-01      | 6.7500%  | 0.0000% | $808000.00         | $811787.50         | Corporate Debt Securities                 |
| NORTHERN OIL & GAS INC         SR GLBL 144A 31     | 2031-06-15      | 8.7500%  | 0.0000% | $34000.00          | $36654.46          | Corporate Debt Securities                 |
| NESCO HOLDINGS II INCORPORATED SR SEC 144A NT29    | 2029-04-15      | 5.5000%  | 0.0000% | $1423000.00        | $1417239.22        | Corporate Debt Securities                 |
| ARSENAL AIC PARENT LLC         SR SEC 144A NT30    | 2030-10-01      | 8.0000%  | 0.0000% | $6263000.00        | $6588829.10        | Corporate Debt Securities                 |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 32     | 2032-09-01      | 6.6250%  | 0.0000% | $12539000.00       | $13015327.00       | Corporate Debt Securities                 |
| AMERICAN CR ACC RECV TR 2022-4 E      20300114 10. | 2030-01-14      | 10.0000% | 0.0000% | $15000000.00       | $15206613.33       | Asset-Backed Securities                   |
| CWABS INC 2006-8               2-A-4  20460125 FLT | 2046-01-25      | 4.2688%  | 0.0000% | $100000.00         | $55059.43          | Asset-Backed Securities                   |
| ALLY FINL INC                  ALT TIER I PERP     | 2500-12-31      | 4.7000%  | 0.0000% | $706000.00         | $683119.72         | Corporate Debt Securities                 |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 28     | 2028-07-01      | 5.5000%  | 0.0000% | $397000.00         | $402772.60         | Corporate Debt Securities                 |
| YOSEMITE RE LTD                -A-20251 144A 28    | 2028-06-07      | 10.7645% | 0.0000% | $4250000.00        | $4506173.65        | Corporate Debt Securities                 |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL REGS 29     | 2029-03-01      | 5.3750%  | 0.0000% | $300000.00         | $292949.71         | Corporate Debt Securities                 |
| SM ENERGY COMPANY              SR REGS NT 30       | 2030-11-01      | 8.6250%  | 0.0000% | $400000.00         | $440014.17         | Corporate Debt Securities                 |
| ARES LXXI CLO LTD              E      20370420 FLT | 2037-04-20      | 10.3752% | 0.0000% | $3000000.00        | $2832906.03        | Asset-Backed Securities                   |
| BREAD FINANCIAL HOLDINGS INC   SUB GLBL 144A 35    | 2035-06-15      | 8.3750%  | 0.0000% | $5155000.00        | $5552946.67        | Corporate Debt Securities                 |
| CVR ENERGY INC                 SR GLBL 144A 31     | 2031-02-15      | 7.5000%  | 0.0000% | $154000.00         | $158074.84         | Corporate Debt Securities                 |
| COMMUNITY HEALTH SYS INC NEW   SR GLBL 144A 28     | 2028-04-01      | 6.8750%  | 0.0000% | $15338000.00       | $14924459.83       | Corporate Debt Securities                 |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 27     | 2027-05-01      | 5.1250%  | 0.0000% | $1049000.00        | $1074126.32        | Corporate Debt Securities                 |
| CNX RES CORP                   SR GLBL 144A 32     | 2032-03-01      | 7.2500%  | 0.0000% | $206000.00         | $217015.22         | Corporate Debt Securities                 |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-01      | 6.8750%  | 0.0000% | $9019000.00        | $8925094.67        | Corporate Debt Securities                 |
| GB AIT BUYER INC               SR 144A NT 34       | 2034-04-30      | 8.7500%  | 0.0000% | $3000000.00        | $3000330.00        | Corporate Debt Securities                 |
| FLUTTER TREAS DAC              SR SEC GLBL 31      | 2031-06-04      | 5.8750%  | 0.0000% | $8595000.00        | $8590942.44        | Corporate Debt Securities                 |
| FHLMC WLST 2017-SC02           1-A2   20470525 3.0 | 2047-05-25      | 3.0000%  | 0.0000% | $6500000.00        | $3382182.01        | Agency Collateralized Mortgage Obligation |
| MEADOWS LTD                    -A-20251 144A 29    | 2029-12-07      | 15.7645% | 0.0000% | $3150000.00        | $3040695.00        | Corporate Debt Securities                 |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 30     | 2030-05-01      | 4.6250%  | 0.0000% | $124000.00         | $123077.01         | Corporate Debt Securities                 |
| MICHAELS COS INC               2LIEN 144A NT 34    | 2034-03-15      | 11.0000% | 0.0000% | $15407000.00       | $15125137.49       | Corporate Debt Securities                 |
| STATION CASINOS LLC            SR GLBL 144A 28     | 2028-02-15      | 4.5000%  | 0.0000% | $962000.00         | $954982.21         | Corporate Debt Securities                 |
| STATION CASINOS LLC            SR GLBL 144A 31     | 2031-12-01      | 4.6250%  | 0.0000% | $12000.00          | $11546.91          | Corporate Debt Securities                 |
| MAJORDRIVE HOLDINGS IV LLC     SR 144A NT 29       | 2029-06-01      | 6.3750%  | 0.0000% | $104000.00         | $88618.96          | Corporate Debt Securities                 |
| RR LTD 2022-23R2               D-R2   20370715 FLT | 2037-07-15      | 8.6731%  | 0.0000% | $2000000.00        | $1987307.58        | Asset-Backed Securities                   |
| MERIT SECS CORP SER 12-1       1-M2   20330728 FLT | 2033-07-28      | 8.3500%  | 0.0000% | $9958000.00        | $2698724.26        | Asset-Backed Securities                   |
| STEELE CREEK CLO 2018-2        E      20310818 FLT | 2031-08-18      | 10.1169% | 0.0000% | $2000000.00        | $1475065.75        | Asset-Backed Securities                   |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 30     | 2030-12-31      | 6.0000%  | 0.0000% | $37000.00          | $37924.63          | Corporate Debt Securities                 |
| MATTAMY GROUP CORP             SR GLBL 144A 30     | 2030-03-01      | 4.6250%  | 0.0000% | $99000.00          | $95113.25          | Corporate Debt Securities                 |
| SLM STUDENT LOAN TR 2008-2     B      20290125 FLT | 2029-01-25      | 5.1303%  | 0.0000% | $240000.00         | $258710.05         | Asset-Backed Securities                   |
| PROGRESS RESIDENTIAL 2024-SFR1 E2     20410220 3.8 | 2041-02-20      | 3.8500%  | 0.0000% | $4378000.00        | $4076007.26        | Asset-Backed Securities                   |
| PROGRESS RESI 2021-SFR6 TR     E-1    20380719 2.4 | 2038-07-19      | 2.4250%  | 0.0000% | $15750000.00       | $15687353.93       | Asset-Backed Securities                   |
| FIGRE TRUST 2025-HE5           XS     20550825 FLT | 2055-08-25      | 3.9412%  | 0.0000% | $48298000.00       | $4926454.01        | Asset-Backed Securities                   |
| FIGRE TRUST 2024-HE6           D      20541225 FLT | 2054-12-25      | 6.3390%  | 0.0000% | $4430000.00        | $4496877.13        | Asset-Backed Securities                   |
| MACYS RETAIL HLDGS LLC         SR SEC GLBL DB34    | 2034-07-15      | 6.7000%  | 0.0000% | $60000.00          | $58331.50          | Corporate Debt Securities                 |
| SONIC AUTOMOTIVE INC           SR GLBL 144A 29     | 2029-11-15      | 4.6250%  | 0.0000% | $25000.00          | $24913.45          | Corporate Debt Securities                 |
| SALUDA GRADE ALT MTG 2025-FIG6 A-1    20560125 FLT | 2056-01-25      | 5.1780%  | 0.0000% | $890000.00         | $818766.37         | Asset-Backed Securities                   |
| SOUNDVIEW HM LN 2006-A         A      20351125 FLT | 2035-11-25      | 4.1488%  | 0.0000% | $46093888.00       | $545369.93         | Asset-Backed Securities                   |
| TELEFLEX INCORPORATED          SR GLBL 144A 28     | 2028-06-01      | 4.2500%  | 0.0000% | $2248000.00        | $2254969.42        | Corporate Debt Securities                 |
| TIDEWATER INC NEW              SR GLBL REGS 30     | 2030-07-15      | 9.1250%  | 0.0000% | $68000.00          | $74820.71          | Corporate Debt Securities                 |
| TALEN ENERGY SUPPLY LLC        SR 144A NT 33       | 2033-05-01      | 6.3750%  | 0.0000% | $145000.00         | $145048.88         | Corporate Debt Securities                 |
| TEAM HEALTH HOLDING INC        1LIEN GLBL PIK28    | 2028-06-30      | 13.5000% | 0.0000% | $115000.00         | $128649.93         | Corporate Debt Securities                 |
| YPF SOCIEDAD ANONIMA           SR SEC GLBL 31      | 2031-01-17      | 9.5000%  | 0.0000% | $871000.00         | $952325.75         | Corporate Debt Securities                 |
| ZF NORTH AMER CAP INC          144A NT 6.875%28    | 2028-04-14      | 6.8750%  | 0.0000% | $2070000.00        | $2122196.20        | Corporate Debt Securities                 |
| AEGEA FIN S A R L S A          SR GLBL REGS 36     | 2036-01-20      | 7.6250%  | 0.0000% | $3125000.00        | $2416276.04        | Corporate Debt Securities                 |
| PROVINCE OF SANTA FE           SR AMZ REGS NT34    | 2034-12-11      | 8.1000%  | 0.0000% | $14000.00          | $14157.85          | Corporate Debt Securities                 |
| AES PANAMA GENERATION HLDGS    SR SEC GLBL 30      | 2030-05-31      | 4.3750%  | 0.0000% | $2951000.00        | $2639715.68        | Corporate Debt Securities                 |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 6%31     | 2031-09-01      | 6.0000%  | 0.0000% | $2046000.00        | $2078456.38        | Corporate Debt Securities                 |
| NORTHWOOD CAPITAL 25 LIMITED   E      20340720 FLT | 2034-07-20      | 11.0768% | 0.0000% | $2250000.00        | $2093100.52        | Asset-Backed Securities                   |
| NISSAN MTR ACCEP CO LLC        FR 2.75%030928      | 2028-03-09      | 2.7500%  | 0.0000% | $75000.00          | $71332.19          | Corporate Debt Securities                 |
| LGI HOMES INC                  SR GLBL 144A 32     | 2032-11-15      | 7.0000%  | 0.0000% | $197000.00         | $196252.06         | Corporate Debt Securities                 |
| GLS AUTO RECEIVABLES 2023-4    E      20300815 9.7 | 2030-08-15      | 9.7200%  | 0.0000% | $10980000.00       | $11839920.66       | Asset-Backed Securities                   |
| INEOS FINANCE PLC              SR SEC 144A NT29    | 2029-04-15      | 7.5000%  | 0.0000% | $3559000.00        | $3522431.27        | Corporate Debt Securities                 |
| OAK-EAGLE ACQUIRECO INC        SR 144A NT 34       | 2034-07-01      | 8.7500%  | 0.0000% | $9595000.00        | $9959487.40        | Corporate Debt Securities                 |
| GSAMP TRUST 2006-S1            A-1    20351125 FLT | 2035-11-25      | 4.0488%  | 0.0000% | $46046528.00       | $395324.85         | Asset-Backed Securities                   |
| GLS AUTO RECV ISSUER TR 2023-1 E      20300315 11. | 2030-03-15      | 11.4200% | 0.0000% | $5330000.00        | $5747474.02        | Asset-Backed Securities                   |
| NAVIENT REFINANCE LN TR 2025-C B      20551015 5.4 | 2055-10-15      | 5.4300%  | 0.0000% | $625000.00         | $614217.19         | Asset-Backed Securities                   |
| NCR ATLEOS CORPORATION         1LIEN 144A NT 29    | 2029-04-01      | 9.5000%  | 0.0000% | $259000.00         | $277506.27         | Corporate Debt Securities                 |
| 123 LTS RE LTD                 EXT GLBL 144A 31    | 2031-09-14      | 14.5200% | 0.0000% | $2225000.00        | $2349905.80        | Corporate Debt Securities                 |
| OBX TR 2026-CES1               B-1    20660225 FLT | 2066-02-25      | 7.3770%  | 0.0000% | $6644000.00        | $6515309.60        | Asset-Backed Securities                   |
| NAVIENT CORPORATION            SR GLBL NT 28       | 2028-03-15      | 4.8750%  | 0.0000% | $280000.00         | $274597.05         | Corporate Debt Securities                 |
| MYSTIC RE IV LIMITED           EXTND-B 144A 32     | 2032-01-12      | 13.1745% | 0.0000% | $5500000.00        | $5615075.10        | Corporate Debt Securities                 |
| ARDAGH GROUP S A / ARDAG       2LIEN PIK 144A30    | 2030-12-01      | 12.0000% | 0.0000% | $1135532.00        | $1066075.29        | Corporate Debt Securities                 |
| ARES CLO LTD 2021-59           E      20340425 FLT | 2034-04-25      | 10.1782% | 0.0000% | $5425000.00        | $5098405.14        | Asset-Backed Securities                   |
| CBAM 2019-10 LTD               SUB    20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $2550000.00        | $857873.55         | Asset-Backed Securities                   |
| CHART INDS INC                 SR SEC 144A NT31    | 2031-01-01      | 9.5000%  | 0.0000% | $3937000.00        | $4260514.23        | Corporate Debt Securities                 |
| CINCINNATI BELL TEL CO MTN BE  SR GLBL DB6.3%28    | 2028-12-01      | 6.3000%  | 0.0000% | $8000.00           | $8308.60           | Corporate Debt Securities                 |
| CFIP CLO LTD 2017-1R           E-R    20341018 FLT | 2034-10-18      | 11.2368% | 0.0000% | $5285000.00        | $4731509.06        | Asset-Backed Securities                   |
| CWHEQ REVOLVING HEQ 2007-C     A      20370515 FLT | 2037-05-15      | 2.6372%  | 0.0000% | $285134336.00      | $2002238.16        | Asset-Backed Securities                   |
| PROVINCIA DEL CHUBUT           SR SEC 144A 36      | 2036-04-29      | 9.4500%  | 0.0000% | $3550000.00        | $3653881.88        | Corporate Debt Securities                 |
| CPS AUTO RECEIVABLES TR 2025-C E      20330215 6.5 | 2033-02-15      | 6.5900%  | 0.0000% | $4000000.00        | $3947755.33        | Asset-Backed Securities                   |
| CENTURY COMMUNITIES INC        SR GLBL 144A 33     | 2033-09-15      | 6.6250%  | 0.0000% | $2033000.00        | $2035340.49        | Corporate Debt Securities                 |
| CIFC FUNDING LTD 2021-6        E      20341016 FLT | 2034-10-16      | 10.1847% | 0.0000% | $3000000.00        | $2842780.89        | Asset-Backed Securities                   |
| CALIFORNIA RES CORP            SR GLBL 144A 34     | 2034-01-15      | 7.0000%  | 0.0000% | $6857000.00        | $7244062.41        | Corporate Debt Securities                 |
| CWHEQ REVOLVING HEQ 2006-H     2-A-1A 20361115 FLT | 2036-11-15      | 3.2823%  | 0.0000% | $576355840.00      | $17360071.33       | Asset-Backed Securities                   |
| ARES CLO LTD 2020-58RR         E-R2   20380415 FLT | 2038-04-15      | 9.5731%  | 0.0000% | $2250000.00        | $2101234.03        | Asset-Backed Securities                   |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC GLBL 27      | 2027-10-15      | 4.2500%  | 0.0000% | $4946000.00        | $4874039.82        | Corporate Debt Securities                 |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 29       | 2029-11-01      | 5.8750%  | 0.0000% | $388000.00         | $391127.98         | Corporate Debt Securities                 |
| ALTICE FINANCING S.A.          SR SEC GLBL 29      | 2029-08-15      | 5.7500%  | 0.0000% | $37108000.00       | $27754155.52       | Corporate Debt Securities                 |
| CNX RES CORP                   SR 144A NT 34       | 2034-03-01      | 5.8750%  | 0.0000% | $5133000.00        | $5145342.01        | Corporate Debt Securities                 |
| CSC HLDGS LLC                  SR GLBL 144A 29     | 2029-02-01      | 6.5000%  | 0.0000% | $21167000.00       | $13839819.52       | Corporate Debt Securities                 |
| CARVANA CO                     SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $12468000.00       | $12247212.50       | Corporate Debt Securities                 |
| BELL CDA                       JR SB GLBL -A 55    | 2055-09-15      | 6.8750%  | 0.0000% | $2909000.00        | $3010738.64        | Corporate Debt Securities                 |
| CARLYLE US CLO 2018-4 LTD      SUB    20310121 FLT | 2031-01-21      | 0.0000%  | 0.0000% | $1510000.00        | $407700.00         | Asset-Backed Securities                   |
| CITRIX SYS INC                 SR GLBL NT4.5%27    | 2027-12-01      | 4.5000%  | 0.0000% | $26000.00          | $25249.25          | Corporate Debt Securities                 |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL NT6.5%28    | 2028-10-01      | 6.5000%  | 0.0000% | $3028000.00        | $3050577.10        | Corporate Debt Securities                 |
| CWABS INC 2007-12              1-A-1  20370625 FLT | 2037-06-25      | 4.5088%  | 0.0000% | $2200000.00        | $149869.82         | Asset-Backed Securities                   |
| CARNIVAL CORP                  SR 144A NT 29       | 2029-05-01      | 5.1250%  | 0.0000% | $532000.00         | $544012.78         | Corporate Debt Securities                 |
| CARVAL CLO LTD 2018-1          E      20310716 FLT | 2031-07-16      | 9.7111%  | 0.0000% | $1000000.00        | $942906.55         | Asset-Backed Securities                   |
| CALIFORNIA RES CORP            SR GLBL 144A 29     | 2029-06-15      | 8.2500%  | 0.0000% | $195000.00         | $209696.66         | Corporate Debt Securities                 |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 32     | 2032-10-15      | 6.0000%  | 0.0000% | $3011000.00        | $2700596.01        | Corporate Debt Securities                 |
| APIDOS CLO XX 2015-20          SUB    20270119 FLT | 2027-01-19      | 0.0000%  | 0.0000% | $12500000.00       | $125000.00         | Asset-Backed Securities                   |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 32     | 2032-06-15      | 8.3750%  | 0.0000% | $2846000.00        | $2939679.65        | Corporate Debt Securities                 |
| AVID AUTOMOBILE REC TR 2023-1  D      20280717 8.7 | 2028-07-17      | 8.7500%  | 0.0000% | $10800000.00       | $10833769.80       | Asset-Backed Securities                   |
| ARBOR REALTY SENIOR INC        SR GLBL 144A 28     | 2028-12-30      | 5.0000%  | 0.0000% | $50000.00          | $46819.83          | Corporate Debt Securities                 |
| CONNECT HLDG II LLC            SR SEC 144A NT31    | 2031-04-03      | 10.5000% | 0.0000% | $2484000.00        | $2609884.98        | Corporate Debt Securities                 |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT30    | 2030-12-15      | 6.6250%  | 0.0000% | $32000.00          | $33519.48          | Corporate Debt Securities                 |
| COMPOSECURE HOLDINGS LLC       2LIEN GLBL 33       | 2033-02-01      | 5.6250%  | 0.0000% | $55000.00          | $54724.04          | Corporate Debt Securities                 |
| EVERGLADES RE II LTD           -D-20251 144A 28    | 2028-05-19      | 16.5200% | 0.0000% | $3000000.00        | $3159362.93        | Corporate Debt Securities                 |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 10.8750% | 0.0000% | $5196000.00        | $5495733.43        | Corporate Debt Securities                 |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40       | 2040-10-01      | 6.2500%  | 0.0000% | $290000.00         | $236536.97         | Corporate Debt Securities                 |
| DISH DBS CORPORATION           SR GLBL NT 28       | 2028-07-01      | 7.3750%  | 0.0000% | $22810000.00       | $22813614.75       | Corporate Debt Securities                 |
| ENERGY TRANSFER L P            JR SB GLBL NT 54    | 2054-05-15      | 8.0000%  | 0.0000% | $33000.00          | $36225.97          | Corporate Debt Securities                 |
| ELLINGTON LN ACQ TR 2007-1     A-1    20370525 FLT | 2037-05-25      | 4.8688%  | 0.0000% | $2500000.00        | $255640.19         | Asset-Backed Securities                   |
| SK INVICTUS INTERMEDIATE II    SR SEC 144A NT29    | 2029-10-30      | 5.0000%  | 0.0000% | $3779000.00        | $3720501.08        | Corporate Debt Securities                 |
| CITRUS RE LTD                  EXT GLBL 144A 32    | 2028-06-07      | 8.0500%  | 0.0000% | $8220000.00        | $8480927.37        | Corporate Debt Securities                 |
| CONSOLIDATED COMM LLC 2025-1   C      20550520 9.4 | 2055-05-20      | 9.4080%  | 0.0000% | $2200000.00        | $2303554.73        | Asset-Backed Securities                   |
| EDISON INTL                    SR GLBL NT 32       | 2032-03-15      | 5.2500%  | 0.0000% | $145000.00         | $143769.31         | Corporate Debt Securities                 |
| CLYDESDALE ACQUISITION HLDGS   1LIEN 144A NT 29    | 2029-04-15      | 6.6250%  | 0.0000% | $91000.00          | $89668.71          | Corporate Debt Securities                 |
| FIGRE TR 2025-HE8              E      20551125 FLT | 2055-11-25      | 7.2500%  | 0.0000% | $7694250.00        | $7875713.33        | Asset-Backed Securities                   |
| DOTDASH MEREDITH INC           SR SEC GLBL 32      | 2032-06-15      | 7.6250%  | 0.0000% | $1900000.00        | $1829821.12        | Corporate Debt Securities                 |
| FIGRE TR 2025-PF1              B      20550625 FLT | 2055-06-25      | 5.9090%  | 0.0000% | $917459.00         | $709417.66         | Asset-Backed Securities                   |
| Freddie Mac                                        | 2039-05-15      | 4.5000%  | 0.0000% | $6430000.00        | $12674.72          | Agency Collateralized Mortgage Obligation |
| GS FIN CORP                    AUTOCLL SR 28       | 2028-04-27      | 0.0000%  | 0.0000% | $168000.00         | $168000.00         | Corporate Debt Securities                 |
| HSBC USA INC NEW               AUTOCLL SR 27       | 2027-05-06      | 0.0000%  | 0.0000% | $100000.00         | $99300.00          | Corporate Debt Securities                 |
| HUDSON PAC PPTYS L P           SR GLBL NT 27       | 2027-11-01      | 3.9500%  | 0.0000% | $500000.00         | $491645.14         | Corporate Debt Securities                 |
| GLS AUTO REC ISSUER TR 2024-1  E      20301015 7.9 | 2030-10-15      | 7.9400%  | 0.0000% | $5000000.00        | $5190731.67        | Asset-Backed Securities                   |
| SANDERS RE II LTD ACTING       -A VR 144A BD 28    | 2028-06-07      | 10.5500% | 0.0000% | $2250000.00        | $2350785.64        | Corporate Debt Securities                 |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-03-15      | 10.7500% | 0.0000% | $2515000.00        | $2186056.86        | Corporate Debt Securities                 |
| FORTREA HLDGS INC              1LIEN 144A NT 30    | 2030-07-01      | 7.5000%  | 0.0000% | $1358000.00        | $1346785.18        | Corporate Debt Securities                 |
| POLICY COMM TR 2017-1          CERT   20370827 FLT | 2037-08-27      | 2.0979%  | 0.0000% | $52804000.00       | $3570044.47        | Asset-Backed Securities                   |
| FIGRE TR 2026-HF3              F      20560327 FLT | 2056-03-27      | 7.9952%  | 0.0000% | $8387232.00        | $6946309.22        | Asset-Backed Securities                   |
| POLESTAR RE LTD                SR CL A 144A 28     | 2028-01-07      | 14.1400% | 0.0000% | $35810000.00       | $38268115.36       | Corporate Debt Securities                 |
| PHOENIX AVIATION CAP LTD       SR 144A NT 30       | 2030-07-15      | 9.2500%  | 0.0000% | $7322000.00        | $7648774.76        | Corporate Debt Securities                 |
| SANDERS RE IV LTD              -A-1 VAR 144A 30    | 2030-04-08      | 7.0224%  | 0.0000% | $8000000.00        | $7970400.00        | Corporate Debt Securities                 |
| SIGNAL PARENT INCORPORATED     SR 144A NT 29       | 2029-04-01      | 6.1250%  | 0.0000% | $44000.00          | $17432.10          | Corporate Debt Securities                 |
| 1011778 B.C. UNLIMITED LIABILI 2LIEN GLBL 30       | 2030-10-15      | 4.0000%  | 0.0000% | $376000.00         | $357446.91         | Corporate Debt Securities                 |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29      | 2029-09-15      | 5.6250%  | 0.0000% | $83000.00          | $84230.99          | Corporate Debt Securities                 |
| GEE AUTOMOTIVE HOLDINGS LLC    SR 144A NT 31       | 2031-03-01      | 7.2500%  | 0.0000% | $2303000.00        | $2359818.85        | Corporate Debt Securities                 |
| LIONS GATE CAP HLDGS 1 INC     EXTND SR GLBL 30    | 2029-04-15      | 6.0000%  | 0.0000% | $10100000.00       | $9551889.83        | Corporate Debt Securities                 |
| GALLATIN CLO XI LTD 2024-1     E      20371020 FLT | 2037-10-20      | 11.6752% | 0.0000% | $3000000.00        | $3016299.36        | Asset-Backed Securities                   |
| MORGAN STANLEY FIN LLC         GLBL IDX A LKD27    | 2027-11-01      | 0.0000%  | 0.0000% | $30000.00          | $29588.79          | Corporate Debt Securities                 |
| GATEWAY RE LTD                 VAR 144A NT 29      | 2029-07-06      | 5.5500%  | 0.0000% | $10875000.00       | $10882459.06       | Corporate Debt Securities                 |
| LOBEL AUTOMOBILE REC TR 2026-1 E      20310401 0.0 | 2031-04-01      | 8.3700%  | 0.0000% | $6820000.00        | $6996886.93        | Asset-Backed Securities                   |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $99851.00          | $103976.18         | Corporate Debt Securities                 |
| LEVEL 3 FING INC               1LIEN GLBL 29       | 2029-11-15      | 3.8750%  | 0.0000% | $958000.00         | $903164.48         | Corporate Debt Securities                 |
| LIFEPOINT HEALTH INC           SR SEC GLBL 30      | 2030-08-15      | 9.8750%  | 0.0000% | $87000.00          | $93881.08          | Corporate Debt Securities                 |
| LFS TOPCO LLC                  SR 144A NT 30       | 2030-07-15      | 8.7500%  | 0.0000% | $800000.00         | $791608.67         | Corporate Debt Securities                 |
| MARLON LTD                     EXTND SR GLBL 31    | 2031-06-09      | 10.8460% | 0.0000% | $750000.00         | $785637.10         | Corporate Debt Securities                 |
| LAMAR MEDIA CORP               SR GLBL NT 4%30     | 2030-02-15      | 4.0000%  | 0.0000% | $81000.00          | $78863.22          | Corporate Debt Securities                 |
| MARRIOTT OWNERSHIP RESORTS INC SR GLBL 144A 33     | 2033-10-01      | 6.5000%  | 0.0000% | $2050000.00        | $1975577.03        | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            FR 8.75%060229      | 2029-06-02      | 8.7500%  | 0.0000% | $935965.00         | $1029619.74        | Corporate Debt Securities                 |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $5411000.00        | $3002315.90        | Corporate Debt Securities                 |
| COMPANIA GEN DE COMBUSTIBLES   SR REGS NT 30       | 2030-11-28      | 11.8750% | 0.0000% | $100000.00         | $108728.89         | Corporate Debt Securities                 |
| TORREY PINES RE LTD            -B-20251 144A 28    | 2028-06-07      | 8.0500%  | 0.0000% | $8350000.00        | $8534429.08        | Corporate Debt Securities                 |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 28     | 2028-01-15      | 5.1250%  | 0.0000% | $1696000.00        | $1542607.19        | Corporate Debt Securities                 |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 30       | 2030-12-01      | 5.7500%  | 0.0000% | $7497000.00        | $7862993.13        | Corporate Debt Securities                 |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28      | 2028-12-01      | 9.0000%  | 0.0000% | $2479096.00        | $2501680.56        | Corporate Debt Securities                 |
| UNITI SVC LLC/ UNITI GROUP     SR GLBL 144A 29     | 2029-02-15      | 6.5000%  | 0.0000% | $3081000.00        | $3068989.24        | Corporate Debt Securities                 |
| INTEGRITY RE III LTD           -D-20251 144A 27    | 2027-06-06      | 29.0200% | 0.0000% | $2700000.00        | $2951962.10        | Corporate Debt Securities                 |
| WRIGLEY RE LIMITED             EXTND-B 144A 30     | 2030-08-07      | 10.2200% | 0.0000% | $8710000.00        | $8794195.99        | Corporate Debt Securities                 |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT30    | 2030-06-15      | 9.0000%  | 0.0000% | $2784000.00        | $2769244.80        | Corporate Debt Securities                 |
| NICKEL INDS LTD                SR 144A NT 9%30     | 2030-09-30      | 9.0000%  | 0.0000% | $1072000.00        | $1118760.64        | Corporate Debt Securities                 |
| CONTINENTAL FIN  CR TR 2024-A  C      20321215 6.5 | 2032-12-15      | 6.5200%  | 0.0000% | $1500000.00        | $1509485.50        | Asset-Backed Securities                   |
| HUDBAY MINERALS INC            SR GLBL REGS 29     | 2029-04-01      | 6.1250%  | 0.0000% | $294000.00         | $296309.08         | Corporate Debt Securities                 |
| OPTION ONE MTG LN TR 2007-FXD1 III-A4 20370125 FLT | 2037-01-25      | 5.8600%  | 0.0000% | $539000.00         | $80835.98          | Asset-Backed Securities                   |
| OAKTREE CLO LTD  2022-2R2      E-R2 N 20371015 FLT | 2037-10-15      | 10.0731% | 0.0000% | $1500000.00        | $1478680.69        | Asset-Backed Securities                   |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 32     | 2032-07-08      | 6.2500%  | 0.0000% | $3950000.00        | $2248634.06        | Corporate Debt Securities                 |
| COREWEAVE INC                  SR GLBL REGS 30     | 2030-06-01      | 9.2500%  | 0.0000% | $127000.00         | $132163.15         | Corporate Debt Securities                 |
| TRANSOCEAN INC                 1LIEN GLBL 30       | 2030-02-15      | 8.7500%  | 0.0000% | $1381000.00        | $1030172.72        | Corporate Debt Securities                 |
| CRESCENT ENERGY FINANCE LLC    SR GLBL REGS 33     | 2033-01-15      | 7.3750%  | 0.0000% | $75000.00          | $78139.53          | Corporate Debt Securities                 |
| TIKEHAU US CLO LTD 2023-R      ER     20360122 FLT | 2036-01-22      | 12.2552% | 0.0000% | $2000000.00        | $1850968.46        | Asset-Backed Securities                   |
| TOMONI RE PTE LTD              EXTND-B 144A 32     | 2032-04-07      | 7.5400%  | 0.0000% | $605000.00         | $616965.94         | Corporate Debt Securities                 |
| PLAYTIKA HLDG CORP             SR GLBL REGS 29     | 2029-03-15      | 4.2500%  | 0.0000% | $20000.00          | $17350.65          | Corporate Debt Securities                 |
| TITANIA RE LIMITED             -A-20241 144A 27    | 2027-11-26      | 9.7646%  | 0.0000% | $10000000.00       | $10100974.87       | Corporate Debt Securities                 |
| AVANT CR CRD MSTR TR 2024-1    B      20300415 5.5 | 2030-04-15      | 5.5500%  | 0.0000% | $5000000.00        | $5016657.50        | Asset-Backed Securities                   |
| ARC FALCON I INC / ARCLIN      1LIEN 144A NT 33    | 2033-03-01      | 9.7500%  | 0.0000% | $1170000.00        | $1171023.75        | Corporate Debt Securities                 |
| APIDOS CLO 2021-37             E      20341023 FLT | 2034-10-23      | 10.2253% | 0.0000% | $2500000.00        | $2419000.69        | Asset-Backed Securities                   |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $2600000.00        | $2596149.83        | Corporate Debt Securities                 |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28      | 2028-12-01      | 9.0000%  | 0.0000% | $349000.00         | $352179.39         | Corporate Debt Securities                 |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27     | 2027-07-15      | 5.7500%  | 0.0000% | $6412000.00        | $6517610.98        | Corporate Debt Securities                 |
| BAYOU RE LTD                   -A-20241 144A 27    | 2027-04-30      | 11.8520% | 0.0000% | $15410000.00       | $16120748.78       | Corporate Debt Securities                 |
| SM ENERGY COMPANY              SR 144A NT 30       | 2030-11-01      | 8.6250%  | 0.0000% | $4230000.00        | $4653149.81        | Corporate Debt Securities                 |
| ARMOR HOLDCO INC               SR 144A NT8.5%29    | 2029-11-15      | 8.5000%  | 0.0000% | $90000.00          | $92523.45          | Corporate Debt Securities                 |
| ATLAS SR LN FD IV LTD 2017-8   E      20300116 FLT | 2030-01-16      | 9.8911%  | 0.0000% | $4000000.00        | $4001318.22        | Asset-Backed Securities                   |
| AMMC CLO LTD 2026-30R          E-R    20390415 FLT | 2039-04-15      | 8.8432%  | 0.0000% | $2040000.00        | $1953562.26        | Asset-Backed Securities                   |
| BLACKSTONE MORTGAGE TRUST INC  SR SEC GLBL 27      | 2027-01-15      | 3.7500%  | 0.0000% | $23800000.00       | $23671658.50       | Corporate Debt Securities                 |
| NAVIENT CORPORATION            SR GLBL NT5.5%29    | 2029-03-15      | 5.5000%  | 0.0000% | $3827000.00        | $3698508.48        | Corporate Debt Securities                 |
| PEDCOR BANCORP                 SUB GLBL 144A 29    | 2029-02-15      | 8.5141%  | 0.0000% | $2000000.00        | $2015629.30        | Corporate Debt Securities                 |
| OCTAGON INVSTMNT LTD 2014-21R2 E-RR   20310214 FLT | 2031-02-14      | 13.4141% | 0.0000% | $1750000.00        | $927636.99         | Asset-Backed Securities                   |
| PEBBLEBROOK HOTEL L P / PEB FI SR GLBL 144A 29     | 2029-10-15      | 6.3750%  | 0.0000% | $65000.00          | $66238.01          | Corporate Debt Securities                 |
| PARK RIVER HOLDINGS INC        2LIEN 144A NT 30    | 2030-12-31      | 8.7500%  | 0.0000% | $1274416.00        | $1238569.16        | Corporate Debt Securities                 |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-09-15      | 7.8750%  | 0.0000% | $4016000.00        | $4153924.50        | Corporate Debt Securities                 |
| NAKAMA RE PTE LIMITED          -1-20211 144A 26    | 2026-10-13      | 5.5700%  | 0.0000% | $22114000.00       | $22208120.09       | Corporate Debt Securities                 |
| NEW CENTURY HE TR 2003-3       M-6    20330725 FLT | 2033-07-25      | 9.3938%  | 0.0000% | $415392.00         | $54438.78          | Asset-Backed Securities                   |
| FRANKLIN PK PL CLO LTD 2022-1  SUB    20350416 FLT | 2035-04-16      | 0.0000%  | 0.0000% | $5159872.00        | $2139442.89        | Asset-Backed Securities                   |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 33     | 2033-04-15      | 5.8750%  | 0.0000% | $100000.00         | $99424.79          | Corporate Debt Securities                 |
| FOUR LAKES RE LTD              EXT SR-B 144A 33    | 2033-01-10      | 9.5500%  | 0.0000% | $2500000.00        | $2492994.84        | Corporate Debt Securities                 |
| FLAGSHIP CR AUTO TR 2022-4     E      20300115 12. | 2030-01-15      | 12.6600% | 0.0000% | $1292000.00        | $919154.64         | Asset-Backed Securities                   |
| MBIA INC                       SR GLBL DEB 28      | 2028-10-01      | 6.6250%  | 0.0000% | $110000.00         | $110037.05         | Corporate Debt Securities                 |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 28       | 2028-10-15      | 4.7500%  | 0.0000% | $1893000.00        | $1877532.61        | Corporate Debt Securities                 |
| GOLDEN BEAR RE LTD             SR VR 144A BD 29    | 2029-01-08      | 13.2900% | 0.0000% | $31600000.00       | $32118240.00       | Corporate Debt Securities                 |
| NCL CORP LTD                   SR 144A NT 33       | 2033-09-15      | 6.2500%  | 0.0000% | $7641000.00        | $7393985.57        | Corporate Debt Securities                 |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-15      | 5.7500%  | 0.0000% | $1734000.00        | $1674760.78        | Corporate Debt Securities                 |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 5.0000%  | 0.0000% | $1048000.00        | $998237.47         | Corporate Debt Securities                 |
| GMACM HEQ LN TR 2006-HE3       A-5    20361025 FLT | 2036-10-25      | 5.8090%  | 0.0000% | $12843000.00       | $170238.81         | Asset-Backed Securities                   |
| EMERGENT BIOSOLUTIONS INC      SR GLBL 144A 28     | 2028-08-15      | 3.8750%  | 0.0000% | $120000.00         | $107595.95         | Corporate Debt Securities                 |
| EQUITY ONE ABS INC 1999-1      A      20300825 7.7 | 2030-08-25      | 5.3604%  | 0.0000% | $195014653.00      | $130526.83         | Asset-Backed Securities                   |
| COBRA ACQUISITIONCO LLC        SR GLBL 144A 29     | 2029-11-01      | 6.3750%  | 0.0000% | $31437000.00       | $28430614.20       | Corporate Debt Securities                 |
| CROWN POINT CLO 10 LTD         E      20340720 FLT | 2034-07-20      | 10.7868% | 0.0000% | $1500000.00        | $1395564.52        | Asset-Backed Securities                   |
| ELEMENT SOLUTIONS INC          SR GLBL 144A 28     | 2028-09-01      | 3.8750%  | 0.0000% | $610000.00         | $598129.82         | Corporate Debt Securities                 |
| EVERGLADES RE II LTD           EXTND-A 144A 31     | 2031-05-13      | 14.0145% | 0.0000% | $7000000.00        | $7111155.17        | Corporate Debt Securities                 |
| CARVANA AUTO REC 2023-N4       E      20300211 9.5 | 2030-02-11      | 9.5600%  | 0.0000% | $2138000.00        | $2265995.88        | Asset-Backed Securities                   |
| CHARTWELL RE LTD               EXT GLBL 144A 32    | 2032-06-07      | 10.5400% | 0.0000% | $5000000.00        | $5206969.97        | Corporate Debt Securities                 |
| COBRA ACQUISITIONCO LLC        SR 144A NT 29       | 2029-11-01      | 12.2500% | 0.0000% | $13000.00          | $14019.46          | Corporate Debt Securities                 |
| C-BASS ABS 2006-SL1            A2 144 20360925 FLT | 2036-09-25      | 6.0560%  | 0.0000% | $10885375.00       | $200624.69         | Asset-Backed Securities                   |
| CATURUS ENERGY LLC             SR GLBL 144A 31     | 2031-05-15      | 7.1250%  | 0.0000% | $16027000.00       | $16067928.95       | Corporate Debt Securities                 |
| BLUEBONNET RE LTD              -A-20251 144A 28    | 2028-06-07      | 9.2700%  | 0.0000% | $10070000.00       | $10109176.21       | Corporate Debt Securities                 |
| CONSENSUS CLOUD SOLUTIONS INC  SR GLBL 144A 28     | 2028-10-15      | 6.5000%  | 0.0000% | $30000.00          | $29895.55          | Corporate Debt Securities                 |
| COMPASS GROUP DIVERSIFIED HLDG SR GLBL PIK 29      | 2029-04-15      | 5.2500%  | 0.0000% | $86862.00          | $82527.37          | Corporate Debt Securities                 |
| CENTENE CORP DEL               SR GLBL NT 28       | 2028-07-15      | 2.4500%  | 0.0000% | $24285000.00       | $23049278.01       | Corporate Debt Securities                 |
| LUMEN TECHNOLOGIES INC         SR GLBL 144A 29     | 2029-01-15      | 4.5000%  | 0.0000% | $1867000.00        | $1816824.38        | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN NT6.384%35    | 2035-10-23      | 6.3840%  | 0.0000% | $120000.00         | $121437.76         | Corporate Debt Securities                 |
| COOPER-STANDARD AUTOMOTIVE INC 1LIEN 144A NT 31    | 2031-03-01      | 9.2500%  | 0.0000% | $5353000.00        | $5217830.80        | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 49    | 2049-07-01      | 5.1250%  | 0.0000% | $941000.00         | $735712.35         | Corporate Debt Securities                 |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 33    | 2033-04-01      | 4.4000%  | 0.0000% | $94000.00          | $87605.60          | Corporate Debt Securities                 |
| BEACH ACQUISITION BIDCO LLC    SR GLBL PIK 33      | 2033-07-15      | 10.0000% | 0.0000% | $1534767.00        | $1733986.15        | Corporate Debt Securities                 |
| ANCHORAGE CAP CLO 2019-11R2    E-R2   20370722 FLT | 2037-07-22      | 10.9936% | 0.0000% | $3000000.00        | $3010269.09        | Asset-Backed Securities                   |
| AMERITEX HOLDCO INTER LLC      1LIEN GLBL 33       | 2033-08-15      | 7.6250%  | 0.0000% | $230000.00         | $242356.85         | Corporate Debt Securities                 |
| ARBOR REALTY TRUST INC         SR GLBL 144A 26     | 2026-09-01      | 4.5000%  | 0.0000% | $96000.00          | $95860.32          | Corporate Debt Securities                 |
| ARMOR RE LTD                   EXTND-A 144A 31     | 2031-05-07      | 13.7500% | 0.0000% | $18500000.00       | $19628655.50       | Corporate Debt Securities                 |
| LBM ACQUISITION LLC            SR GLBL 144A 29     | 2029-01-15      | 6.2500%  | 0.0000% | $4710000.00        | $3407304.28        | Corporate Debt Securities                 |
| DPL INC                        SR GLBL NT 29       | 2029-04-15      | 4.3500%  | 0.0000% | $2338000.00        | $2259004.83        | Corporate Debt Securities                 |
| FS KKR CAP CORP                SR GLBL NT 30       | 2030-01-15      | 6.1250%  | 0.0000% | $3588000.00        | $3548225.52        | Corporate Debt Securities                 |
| EXETER AUTO RECV TR 2022-5     E      20300415 10. | 2030-04-15      | 10.4500% | 0.0000% | $15571000.00       | $16488150.07       | Asset-Backed Securities                   |
| FIGURE LINE OF CR TR           A      20490925 FLT | 2049-09-25      | 4.0400%  | 0.0000% | $1400000.00        | $146412.09         | Asset-Backed Securities                   |
| ELLINGTON LN ACQ TR 2007-1     M-2    20370525 FLT | 2037-05-25      | 4.7188%  | 0.0000% | $1673944.00        | $741762.54         | Asset-Backed Securities                   |
| EVERGLADES RE II LTD           -C-20251 144A 28    | 2028-05-19      | 14.7700% | 0.0000% | $5250000.00        | $5545007.00        | Corporate Debt Securities                 |
| CSN RESOURCES SA               SR GLBL REGS 32     | 2032-04-08      | 5.8750%  | 0.0000% | $1525000.00        | $1041026.42        | Corporate Debt Securities                 |
| TRANSDIGM INC                  SR SB GLBL NT 29    | 2029-01-15      | 4.6250%  | 0.0000% | $16602000.00       | $16556669.62       | Corporate Debt Securities                 |
| UNITI SVC LLC / UNITI FIBER    SR REGS NT 32       | 2032-06-15      | 8.6250%  | 0.0000% | $15000.00          | $16280.65          | Corporate Debt Securities                 |
| GOLDENTREE LN MGMT US 2024-22  E      20371020 FLT | 2037-10-20      | 8.9252%  | 0.0000% | $3000000.00        | $2787930.69        | Asset-Backed Securities                   |
| UKG INC                        SR SEC 144A NT31    | 2031-02-01      | 6.8750%  | 0.0000% | $181000.00         | $178543.20         | Corporate Debt Securities                 |
| URSA RE II LIMITED             GLBL-G 144A 28      | 2028-06-07      | 12.5500% | 0.0000% | $3000000.00        | $3132168.34        | Corporate Debt Securities                 |
| UNITI SVC LLC / UNITI FIBER    SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $40804000.00       | $40157664.64       | Corporate Debt Securities                 |
| UPSTART SEC TRUST 2025-3       D      20350920 7.4 | 2035-09-20      | 7.4100%  | 0.0000% | $4500000.00        | $4555225.50        | Asset-Backed Securities                   |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL 144A 29     | 2029-09-01      | 5.6250%  | 0.0000% | $345000.00         | $227496.02         | Corporate Debt Securities                 |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 32      | 2032-02-15      | 8.3750%  | 0.0000% | $127000.00         | $135724.64         | Corporate Debt Securities                 |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 28       | 2028-02-15      | 4.7500%  | 0.0000% | $32180000.00       | $31648574.12       | Corporate Debt Securities                 |
| PARK PLACE SECS 2005-WCH1      M-5    20350125 FLT | 2035-01-25      | 5.0888%  | 0.0000% | $300000.00         | $252165.37         | Asset-Backed Securities                   |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 33     | 2033-02-15      | 6.8750%  | 0.0000% | $4241000.00        | $4216329.75        | Corporate Debt Securities                 |
| J P MORGAN MTG TR 2025-HE2     B-1    20551122 FLT | 2055-11-22      | 6.6401%  | 0.0000% | $608000.00         | $607692.04         | Asset-Backed Securities                   |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $4973000.00        | $5066009.60        | Corporate Debt Securities                 |
| NEUBERGER BM LN AD CLO 19-35RR E-R    20330119 FLT | 2033-01-19      | 9.6252%  | 0.0000% | $2000000.00        | $1913527.35        | Asset-Backed Securities                   |
| NEW ENTERPRISE STONE & LIME CO SR GLBL 144A 28     | 2028-07-15      | 9.7500%  | 0.0000% | $52000.00          | $53568.19          | Corporate Debt Securities                 |
| OBX TR 2026-CES1               XS     20660225 FLT | 2066-02-25      | 0.0000%  | 0.0000% | $210908672.00      | $13470104.15       | Asset-Backed Securities                   |
| PETROLEOS MEXICANOS            SR GLBL BD9.5%27    | 2027-09-15      | 9.5000%  | 0.0000% | $10000.00          | $10768.75          | Corporate Debt Securities                 |
| PLANET FINANCIAL GROUP         SR 144A NT 29       | 2029-12-15      | 10.5000% | 0.0000% | $5366000.00        | $5450326.69        | Corporate Debt Securities                 |
| OCCIDENTAL PETE CORP           SR GLBL NT 45       | 2045-06-15      | 4.6250%  | 0.0000% | $84000.00          | $68508.19          | Corporate Debt Securities                 |
| OCCIDENTAL PETE CORP           SR GLBL NT 36       | 2036-09-15      | 6.4500%  | 0.0000% | $6000.00           | $6467.48           | Corporate Debt Securities                 |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL 144A 31     | 2031-09-01      | 5.8750%  | 0.0000% | $511000.00         | $298745.15         | Corporate Debt Securities                 |
| TOPANGA RE LIMITED             SR CL B 144A 30     | 2030-01-07      | 9.2900%  | 0.0000% | $2250000.00        | $2248504.37        | Corporate Debt Securities                 |
| GETTY IMAGES INC               SR GLBL 144A 28     | 2028-03-01      | 14.0000% | 0.0000% | $74000.00          | $71812.89          | Corporate Debt Securities                 |
| URSA RE LTD                    -F-20251 144A 28    | 2028-02-22      | 11.0145% | 0.0000% | $9800000.00        | $10177957.08       | Corporate Debt Securities                 |
| CLEVELAND-CLIFFS INC NEW       SR REGS NT 30       | 2030-04-15      | 6.7500%  | 0.0000% | $102000.00         | $101973.74         | Corporate Debt Securities                 |
| GNRM 2014-60 EG                                    | 2043-08-20      | 3.0000%  | 0.0000% | $3000000.00        | $61031.02          | Agency Collateralized Mortgage Obligation |
| GARNET CLO 2025-4 LTD          E      20390120 FLT | 2039-01-20      | 8.6589%  | 0.0000% | $2000000.00        | $2046563.54        | Asset-Backed Securities                   |
| GATEWAY RE LTD                 -A VR 144A NT 29    | 2029-07-06      | 5.5500%  | 0.0000% | $1500000.00        | $1500970.87        | Corporate Debt Securities                 |
| GARDA WORLD SECURITY CORP      1LIEN GLBL 31       | 2031-01-15      | 6.5000%  | 0.0000% | $552000.00         | $579782.47         | Corporate Debt Securities                 |
| JEFFERIES FINANCE LLC/JFIN CP  SR 144A NT 5%28     | 2028-08-15      | 5.0000%  | 0.0000% | $705000.00         | $681655.10         | Corporate Debt Securities                 |
| OLIN CORP                      SR GLBL 144A 33     | 2033-04-01      | 6.6250%  | 0.0000% | $100000.00         | $99110.68          | Corporate Debt Securities                 |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 33     | 2033-03-15      | 6.2500%  | 0.0000% | $8186000.00        | $8260021.91        | Corporate Debt Securities                 |
| 1886 RE LTD                    -A-20251 144A 29    | 2029-07-06      | 8.0500%  | 0.0000% | $5000000.00        | $5191838.81        | Corporate Debt Securities                 |
| PAPA JOHNS INTL INC            SR GLBL 144A 29     | 2029-09-15      | 3.8750%  | 0.0000% | $850000.00         | $819386.19         | Corporate Debt Securities                 |
| TECPETROL S A                  SR GLBL REGS 33     | 2033-01-22      | 7.6250%  | 0.0000% | $84000.00          | $88746.58          | Corporate Debt Securities                 |
| OAK-EAGLE ACQUIRECO INC        SR SEC REGS NT33    | 2033-07-01      | 7.2500%  | 0.0000% | $10000.00          | $10305.51          | Corporate Debt Securities                 |
| SLM PRIVATE ST LN TR 2003-B    A-3    20330315 FLT | 2033-03-15      | 7.9200%  | 0.0000% | $4399000.00        | $4408912.90        | Asset-Backed Securities                   |
| VALVOLINE INC                  SR GLBL 144A 31     | 2031-06-15      | 3.6250%  | 0.0000% | $2000000.00        | $1840625.83        | Corporate Debt Securities                 |
| VERMILION ENERGY INC           SR 144A NT 30       | 2030-05-01      | 6.8750%  | 0.0000% | $94000.00          | $98369.50          | Corporate Debt Securities                 |
| SANDERS RE III LTD S AC 24-1   EXTND-A 144A 31     | 2031-04-07      | 9.1100%  | 0.0000% | $12660000.00       | $13231373.38       | Corporate Debt Securities                 |
| SACO I TRUST 2006-5            II-A-3 20360525 FLT | 2036-05-25      | 4.1288%  | 0.0000% | $9120000.00        | $151470.68         | Asset-Backed Securities                   |
| VIASAT INC                     SR SEC 144A NT31    | 2031-05-30      | 7.5000%  | 0.0000% | $685000.00         | $704556.75         | Corporate Debt Securities                 |
| GMACM HEQ LN TR 2006-HE3       A-2    20361025 FLT | 2036-10-25      | 5.7500%  | 0.0000% | $11708000.00       | $101134.11         | Asset-Backed Securities                   |
| LGI HOMES INC                  SR GLBL 144A 28     | 2028-12-15      | 8.7500%  | 0.0000% | $3996000.00        | $4252992.75        | Corporate Debt Securities                 |
| REACH ABS TR 2023-1            D      20310218 12. | 2031-02-18      | 12.2700% | 0.0000% | $20660000.00       | $21735177.39       | Asset-Backed Securities                   |
| PUERTO RICO PARAMETRIC RE LTD  EXTND-A 144A 27     | 2027-10-07      | 12.5145% | 0.0000% | $1400000.00        | $1476354.23        | Corporate Debt Securities                 |
| SOCIEDAD TRANSMISORA           SR SEC REGS 55      | 2055-12-15      | 6.3850%  | 0.0000% | $4500000.00        | $4563144.37        | Corporate Debt Securities                 |
| POST HLDGS INC                 SR GLBL 144A 34     | 2034-10-15      | 6.2500%  | 0.0000% | $1064000.00        | $1051364.11        | Corporate Debt Securities                 |
| BRASKEM AMERICA FINANCE CO     SR GLBL REGS 41     | 2041-07-22      | 7.1250%  | 0.0000% | $7831000.00        | $4419783.77        | Corporate Debt Securities                 |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 28     | 2028-02-01      | 5.0000%  | 0.0000% | $490000.00         | $491357.84         | Corporate Debt Securities                 |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32       | 2032-05-15      | 6.8750%  | 0.0000% | $829000.00         | $843781.42         | Corporate Debt Securities                 |
| PIKES PEAK CLO LTD 2025-18     E      20380420 FLT | 2038-04-20      | 9.4252%  | 0.0000% | $2000000.00        | $1985856.24        | Asset-Backed Securities                   |
| W & T OFFSHORE INC             SR SEC GLBL 29      | 2029-02-01      | 10.7500% | 0.0000% | $100000.00         | $106407.64         | Corporate Debt Securities                 |
| LIGHT & WONDER INTL INC        SR GLBL REGS 31     | 2031-09-01      | 7.5000%  | 0.0000% | $30000.00          | $31616.75          | Corporate Debt Securities                 |
| PROVINCIA DE CORDOBA           SR GLBL REGS 32     | 2032-07-02      | 9.7500%  | 0.0000% | $357000.00         | $381264.69         | Corporate Debt Securities                 |
| RASC SERIES TRUST 2007-KS2     M-1    20370225 FLT | 2037-02-25      | 4.0288%  | 0.0000% | $161193.00         | $102370.07         | Asset-Backed Securities                   |
| TIBCO SOFTWARE INC             SR SEC GLBL 29      | 2029-03-31      | 6.5000%  | 0.0000% | $258000.00         | $252627.58         | Corporate Debt Securities                 |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29     | 2029-10-01      | 4.5000%  | 0.0000% | $2432000.00        | $2378021.76        | Corporate Debt Securities                 |
| OCEANSIDE RE LTD               -A VR 144A BD 28    | 2028-05-14      | 9.5200%  | 0.0000% | $2000000.00        | $2056338.26        | Corporate Debt Securities                 |
| STAR LEASING CO LLC            144A NT 7.625%30    | 2030-02-15      | 7.6250%  | 0.0000% | $4400000.00        | $4301991.83        | Corporate Debt Securities                 |
| OBX TR 2026-CES1               B-2    20660225 FLT | 2066-02-25      | 8.2687%  | 0.0000% | $1265000.00        | $1199749.92        | Asset-Backed Securities                   |
| STRUCTURED ASSET SECS 2006-S4  A      20370125 FLT | 2037-01-25      | 4.1088%  | 0.0000% | $14002176.00       | $129490.23         | Asset-Backed Securities                   |
| THL CR WIND RIVER CLO 2014-2R  E-R    20310115 FLT | 2031-01-15      | 9.6847%  | 0.0000% | $3000000.00        | $2704275.89        | Asset-Backed Securities                   |
| SOUNDVIEW HM LN 2005-4         M-3    20360325 FLT | 2036-03-25      | 4.5188%  | 0.0000% | $800000.00         | $366801.04         | Asset-Backed Securities                   |
| SMB PVT ED LN TR 2025-B        R      20530317 0.0 | 2053-03-17      | 8.0300%  | 0.0000% | $95000.00          | $50655.43          | Asset-Backed Securities                   |
| TOUCAN FINCO UK LTD / TOUCAN F SR SEC GLBL 30      | 2030-05-15      | 9.5000%  | 0.0000% | $5745000.00        | $5302702.03        | Corporate Debt Securities                 |
| QNITY ELECTRONICS INC          SR 144A NT 33       | 2033-08-15      | 6.2500%  | 0.0000% | $604000.00         | $625291.50         | Corporate Debt Securities                 |
| NEPTUNE BIDCO US INC           SR SEC 144A NT31    | 2031-05-15      | 10.3750% | 0.0000% | $267000.00         | $289152.36         | Corporate Debt Securities                 |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31    | 2031-03-15      | 3.5000%  | 0.0000% | $11963000.00       | $8577530.82        | Corporate Debt Securities                 |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 30     | 2030-11-15      | 7.1250%  | 0.0000% | $8272000.00        | $8636019.70        | Corporate Debt Securities                 |
| PETROLEOS MEXICANOS            GLBL NT 6.5%27      | 2027-03-13      | 6.5000%  | 0.0000% | $400000.00         | $407594.44         | Corporate Debt Securities                 |
| RAILWORKS HLDGS LP / RAILWORKS SR SEC 144A NT28    | 2028-11-15      | 8.2500%  | 0.0000% | $67000.00          | $69589.72          | Corporate Debt Securities                 |
| RESIDENTIAL REINS 2025 LTD     VAR 144A NT 29      | 2029-06-06      | 16.5400% | 0.0000% | $4250000.00        | $4400854.18        | Corporate Debt Securities                 |
| ROCKET COS INC                 SR GLBL 144A 33     | 2033-08-01      | 6.3750%  | 0.0000% | $726000.00         | $744890.82         | Corporate Debt Securities                 |
| SLM PRIVATE ST LN TR 2003-A    A-4    20320615 FLT | 2032-06-15      | 0.0100%  | 0.0000% | $3983000.00        | $3991673.31        | Asset-Backed Securities                   |
| J P MORGAN MTG TR 2025-HE2     X      20551120 FLT | 2055-11-20      | 2.8459%  | 0.0000% | $18138560.00       | $905454.70         | Asset-Backed Securities                   |
| GMACM HEQ LN TR 2005-HE1       A2     20350825 FLT | 2035-08-25      | 4.2688%  | 0.0000% | $8000000.00        | $43262.81          | Asset-Backed Securities                   |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 37       | 2037-11-01      | 5.7500%  | 0.0000% | $100000.00         | $101630.25         | Corporate Debt Securities                 |
| REPUBLIC FINANCE ISS TR 2026-A A      20390621 4.8 | 2039-06-21      | 4.8200%  | 0.0000% | $2500000.00        | $2491160.00        | Asset-Backed Securities                   |
| STWD LTD 2021-FL2              A-S    20380416 FLT | 2038-04-16      | 5.2324%  | 0.0000% | $11350000.00       | $8116832.28        | Asset-Backed Securities                   |
| MOOG INC                       SR 144A NT5.5%34    | 2034-10-15      | 5.5000%  | 0.0000% | $7988000.00        | $8029218.08        | Corporate Debt Securities                 |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28       | 2028-10-01      | 5.8750%  | 0.0000% | $9580000.00        | $9586827.08        | Corporate Debt Securities                 |
| ROLLER BEARING CO AMER INC     SR GLBL 144A 29     | 2029-10-15      | 4.3750%  | 0.0000% | $94000.00          | $92103.35          | Corporate Debt Securities                 |
| RACKSPACE TECHNOLOGY GLOBAL    1LIEN GLBL 28       | 2028-02-15      | 3.5000%  | 0.0000% | $13000.00          | $6074.79           | Corporate Debt Securities                 |
| DOMTAR CORP                    SR SEC 144A NT28    | 2028-10-01      | 6.7500%  | 0.0000% | $14120000.00       | $11302177.50       | Corporate Debt Securities                 |
| PAGAYA AI DEBT TRUST 2026-2    E      20331115 10. | 2033-11-15      | 10.2840% | 0.0000% | $2150000.00        | $2164612.83        | Asset-Backed Securities                   |
| PRESTIGE AUTO RECEIVABLES 2023 E      20301115 9.9 | 2030-11-15      | 9.9000%  | 0.0000% | $10500000.00       | $10347550.50       | Asset-Backed Securities                   |
| QORVO INC                      SR GLBL 144A 31     | 2031-04-01      | 3.3750%  | 0.0000% | $105000.00         | $96409.82          | Corporate Debt Securities                 |
| SMB PRIVATE ED LN TR 2023-B    B      20561016 5.7 | 2056-10-16      | 5.7700%  | 0.0000% | $600000.00         | $504679.83         | Asset-Backed Securities                   |
| ROCKLAND PARK CLO LTD          E-R    20380720 FLT | 2038-07-20      | 9.3752%  | 0.0000% | $3750000.00        | $3405165.86        | Asset-Backed Securities                   |
| SLM STUDENT LOAN TR 2008-7     B      20290725 FLT | 2029-07-25      | 5.7803%  | 0.0000% | $1040000.00        | $1041735.44        | Asset-Backed Securities                   |
| TORREY PINES RE LTD            -C-20251 144A 28    | 2028-06-07      | 10.0500% | 0.0000% | $4270000.00        | $4412702.68        | Corporate Debt Securities                 |
| VALARIS LTD                    2LIEN 144A NT 30    | 2030-04-30      | 8.3750%  | 0.0000% | $20811000.00       | $21691513.41       | Corporate Debt Securities                 |

### Security 627: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.250000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GT5W6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GT5W6
- **C.18 - Value (incl. sponsor support):** $143209580.75
- **C.18.a - Value (excl. sponsor support):** $143209580.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CIM TRUST 2020-R5              B3     20591225 FLT | 2059-12-25      | 4.4863%  | 0.0000% | $57193357.00       | $34012958.91       | Private Label Collateralized Mortgage Obligations |
| WELLS FG COM MTG TR 2026-1250B F      20410312 FLT | 2041-03-12      | 9.8255%  | 0.0000% | $43040000.00       | $43522303.92       | Private Label Collateralized Mortgage Obligations |
| SHR TR 2024-LXRY               E      20411015 FLT | 2041-10-15      | 8.1047%  | 0.0000% | $11213688.00       | $11304002.62       | Private Label Collateralized Mortgage Obligations |
| WELLS FG COM MTG TR 2026-1250B E      20410312 FLT | 2041-03-12      | 8.0889%  | 0.0000% | $32246000.00       | $32641403.19       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 5.61841 25MAY56 144A                | 2056-05-25      | 5.6184%  | 0.0000% | $44149603.00       | $43291332.13       | Private Label Collateralized Mortgage Obligations |

### Security 628: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.150000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GT5X4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GT5X4
- **C.18 - Value (incl. sponsor support):** $499579610.00
- **C.18.a - Value (excl. sponsor support):** $499579610.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| KENNEDY LEWIS CLO LTD 2025-3R  D-R3   20361020 FLT | 2036-10-20      | 8.1752%  | 0.0000% | $1500000.00        | $1503151.35        | Asset-Backed Securities                           |
| SANTANDER DRIVE REC TR 2023-3  B      20280717 5.6 | 2028-07-17      | 5.6100%  | 0.0000% | $1237000.00        | $272751.18         | Asset-Backed Securities                           |
| KKR CLO LTD 2024-45AR          B-R    20380715 FLT | 2038-07-15      | 5.4231%  | 0.0000% | $1764226.00        | $1774898.91        | Asset-Backed Securities                           |
| KATAYMA CLO LTD 2023-1R        D-1-R  20390120 FLT | 2039-01-20      | 6.5752%  | 0.0000% | $2000000.00        | $1991912.91        | Asset-Backed Securities                           |
| REGIONAL MGT ISSUANC TR 2025-1 C      20340417 5.7 | 2034-04-17      | 5.7300%  | 0.0000% | $150000.00         | $151216.73         | Asset-Backed Securities                           |
| SANTANDER AUTO REC TR 2022-4   C      20291115 5.0 | 2029-11-15      | 5.0000%  | 0.0000% | $845000.00         | $555234.63         | Asset-Backed Securities                           |
| VERIZON MASTER TRUST 2025-9    A-1B   20301021 FLT | 2030-10-21      | 4.0598%  | 0.0000% | $153000.00         | $153347.44         | Asset-Backed Securities                           |
| SFS AUTO RECEIVABLES 2024-2    B      20300820 5.4 | 2030-08-20      | 5.4100%  | 0.0000% | $20000.00          | $20239.00          | Asset-Backed Securities                           |
| SYMPHONY CLO 2023-30R LTD      A-1-R  20371020 FLT | 2037-10-20      | 5.2152%  | 0.0000% | $1060000.00        | $1061631.00        | Asset-Backed Securities                           |
| TRIMARAN CAVU LTD 2021-1R      A-R    20370723 FLT | 2037-07-23      | 5.0861%  | 0.0000% | $250000.00         | $250509.74         | Asset-Backed Securities                           |
| 1988 CLO 2023-2R LTD           D-1R   20380415 FLT | 2038-04-15      | 6.7231%  | 0.0000% | $1000000.00        | $983456.29         | Asset-Backed Securities                           |
| TOYOTA AT REC OWN TR 2022-B    A-4    20270816 3.1 | 2027-08-16      | 3.1100%  | 0.0000% | $308000.00         | $117548.73         | Asset-Backed Securities                           |
| TCW CLO  LTD 2021-1R           D-1R1  20380120 FLT | 2038-01-20      | 6.7752%  | 0.0000% | $2150000.00        | $2130374.82        | Asset-Backed Securities                           |
| STELLANTIS FIN UW TR 2025-A    A-2    20270720 4.6 | 2027-07-20      | 4.6300%  | 0.0000% | $2430000.00        | $1479093.02        | Asset-Backed Securities                           |
| OAKTREE CLO 5.60454 15JAN35 144A FR                | 2035-01-15      | 5.3731%  | 0.0000% | $250000.00         | $250354.70         | Asset-Backed Securities                           |
| OCCU AUTO RECEIVABLES 2023-1   A-3    20280615 6.2 | 2028-06-15      | 6.2300%  | 0.0000% | $845000.00         | $211884.58         | Asset-Backed Securities                           |
| HPEFS EQUIPMENT TR 2024-1      B      20310520 5.1 | 2031-05-20      | 5.1800%  | 0.0000% | $1175000.00        | $1178012.57        | Asset-Backed Securities                           |
| SFS AR REC SEC TR 2026-1       A-4    20320120 4.0 | 2032-01-20      | 4.0700%  | 0.0000% | $550000.00         | $547310.26         | Asset-Backed Securities                           |
| SANTANDER DRIVE AUTO 2024-1    B      20281215 5.2 | 2028-12-15      | 5.2300%  | 0.0000% | $700000.00         | $488801.69         | Asset-Backed Securities                           |
| SANTANR DRV AUTO REC TR 2023-6 B      20290416 5.9 | 2029-04-16      | 5.9800%  | 0.0000% | $985000.00         | $996371.50         | Asset-Backed Securities                           |
| SILVER PT SCF CLO LTD 2025-5   A-1    20380420 FLT | 2038-04-20      | 5.1752%  | 0.0000% | $1000000.00        | $999467.56         | Asset-Backed Securities                           |
| SANTANDER DRIVE AUTO TR 2022-7 C      20310317 6.6 | 2031-03-17      | 6.6900%  | 0.0000% | $245000.00         | $217505.49         | Asset-Backed Securities                           |
| TRINITAS CLO LTD 2017-7R       D-1-R  20350125 FLT | 2035-01-25      | 7.4282%  | 0.0000% | $1000000.00        | $962299.02         | Asset-Backed Securities                           |
| GM FINAN AB LEASING TR 2025-2  A-2-A  20270720 4.5 | 2027-07-20      | 4.5500%  | 0.0000% | $301000.00         | $185193.70         | Asset-Backed Securities                           |
| DT AUTO OWNER TRUST 2022-2     D      20280315 5.4 | 2028-03-15      | 5.4600%  | 0.0000% | $3800000.00        | $2026379.06        | Asset-Backed Securities                           |
| ARES LOAN FDG LTD 2024-5       A-1    20370727 FLT | 2037-07-27      | 5.1666%  | 0.0000% | $1041000.00        | $1042104.03        | Asset-Backed Securities                           |
| CPS AUTO RECV TR 2024-A        C      20300415 5.7 | 2030-04-15      | 5.7400%  | 0.0000% | $1926000.00        | $1668378.97        | Asset-Backed Securities                           |
| BATTALION CLO LTD 2021-18R     D-R    20361015 FLT | 2036-10-15      | 7.3847%  | 0.0000% | $1250000.00        | $1183096.20        | Asset-Backed Securities                           |
| ANCHORAGE CA 6.46927 20APR37 144A F                | 2037-04-20      | 6.4752%  | 0.0000% | $1750000.00        | $1752010.18        | Asset-Backed Securities                           |
| BALBOA BAY LN FDG LTD 2021-1   D      20340720 FLT | 2034-07-20      | 6.9868%  | 0.0000% | $1000000.00        | $968730.79         | Asset-Backed Securities                           |
| CREDIT ACCEPT AUT LN TR 2024-1 A      20340315 5.6 | 2034-03-15      | 5.6800%  | 0.0000% | $400000.00         | $355334.73         | Asset-Backed Securities                           |
| BRAVO RESDNTIL FDG TR 2021-HE3 A-1    20690826 FLT | 2069-08-26      | 4.4952%  | 0.0000% | $6736000.00        | $1392527.14        | Asset-Backed Securities                           |
| BRIDGECRST LDG AT SC TR 2025-4 D      20310815 5.4 | 2031-08-15      | 5.4100%  | 0.0000% | $2420000.00        | $2442881.50        | Asset-Backed Securities                           |
| CERBERUS LN FDG XL LLC 2023-40 A      20350322 FLT | 2035-03-22      | 6.0731%  | 0.0000% | $250000.00         | $250507.61         | Asset-Backed Securities                           |
| BRIDGECRE LDG AT SEC TR 2026-2 A-2    20280915 4.2 | 2028-09-15      | 4.2400%  | 0.0000% | $1045000.00        | $1045152.11        | Asset-Backed Securities                           |
| CREDIT ACCEPTANCE AUTO 2024-2  A      20340615 5.9 | 2034-06-15      | 5.9500%  | 0.0000% | $800000.00         | $809926.53         | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2021-P4    A-4    20271210 1.6 | 2027-12-10      | 1.6400%  | 0.0000% | $2225000.00        | $609252.54         | Asset-Backed Securities                           |
| BMW VEHICLE LEASE TRUST 2024-1 A-3    20270325 4.9 | 2027-03-25      | 4.9800%  | 0.0000% | $16579000.00       | $1541210.33        | Asset-Backed Securities                           |
| AMERI AUTOMOBILE REC TR 2023-1 B      20280320 5.5 | 2028-03-20      | 5.5700%  | 0.0000% | $25000.00          | $25156.02          | Asset-Backed Securities                           |
| DELL EQUIPMENT FIN TR 2026-1   A-3    20311222 4.3 | 2031-12-22      | 4.3200%  | 0.0000% | $1500000.00        | $1498470.00        | Asset-Backed Securities                           |
| JAMESTOWN CLO LTD 2020-15R2    A1-R2  20350716 FLT | 2035-07-16      | 4.7231%  | 0.0000% | $260000.00         | $260243.87         | Asset-Backed Securities                           |
| GLS AUTO REC ISSUER TR 2024-1  B      20280717 5.4 | 2028-07-17      | 5.4900%  | 0.0000% | $4712000.00        | $1291177.98        | Asset-Backed Securities                           |
| GLS AUTO REC ISS TR 2025-1     A-3    20280915 4.7 | 2028-09-15      | 4.7700%  | 0.0000% | $1500000.00        | $1505265.75        | Asset-Backed Securities                           |
| GLS AUTO SELECT RECV TR 2025-4 D      20330118 5.6 | 2033-01-18      | 5.6100%  | 0.0000% | $1363000.00        | $1374951.47        | Asset-Backed Securities                           |
| GLS AUTO REC TR 2021-1         E      20280118 3.1 | 2028-01-18      | 3.1400%  | 0.0000% | $4000000.00        | $1731213.40        | Asset-Backed Securities                           |
| JAMESTOWN CLO LTD 2019-14RR    B-RR   20341020 FLT | 2034-10-20      | 5.4252%  | 0.0000% | $250000.00         | $250394.25         | Asset-Backed Securities                           |
| PRESTIGE AUTO RECEIVABLES 2023 B      20271215 6.6 | 2027-12-15      | 6.6400%  | 0.0000% | $3215000.00        | $23829.40          | Asset-Backed Securities                           |
| SANTANDER DR AT REC TR 2026-1  B      20320415 4.0 | 2032-04-15      | 4.0700%  | 0.0000% | $1130000.00        | $1118312.22        | Asset-Backed Securities                           |
| TEXTAINER MARI CONT VII 2021-2 A      20460420 2.2 | 2046-04-20      | 2.2300%  | 0.0000% | $100000.00         | $56330.67          | Asset-Backed Securities                           |
| OSCAR US FUNDING XIII LLC      SR-A-4 144A 28      | 2028-09-11      | 1.2700%  | 0.0000% | $5900000.00        | $428206.94         | Asset-Backed Securities                           |
| OSCAR US FDG XVI 5.54 10FEB28 144A                 | 2028-02-10      | 5.5400%  | 0.0000% | $37000.00          | $25923.50          | Asset-Backed Securities                           |
| ONEMAIN FIN ISSUANCE TR 2021-1 A-2    20360616 FLT | 2036-06-16      | 4.4035%  | 0.0000% | $500000.00         | $499187.05         | Asset-Backed Securities                           |
| MERCEDES BENZ AUTO REC 2022-1  A-3    20270816 5.2 | 2027-08-16      | 5.2100%  | 0.0000% | $2265000.00        | $126630.22         | Asset-Backed Securities                           |
| KKR CLO LTD 2024-60            B      20380115 FLT | 2038-01-15      | 5.4231%  | 0.0000% | $1560000.00        | $1564507.81        | Asset-Backed Securities                           |
| MAGNETITE LTD 2016-17R2        A-R2   20370420 FLT | 2037-04-20      | 5.1752%  | 0.0000% | $725000.00         | $726701.98         | Asset-Backed Securities                           |
| FORD CR FLOORPLAN MASTER OWNER A-2    20280515 FLT | 2028-05-15      | 4.8898%  | 0.0000% | $1000000.00        | $1002399.42        | Asset-Backed Securities                           |
| KKR CLO LTD 2024-50            A      20370420 FLT | 2037-04-20      | 5.2252%  | 0.0000% | $275000.00         | $275330.40         | Asset-Backed Securities                           |
| KKR CLO LTD 2021-29R           D-2R   20370715 FLT | 2037-07-15      | 8.8731%  | 0.0000% | $2000000.00        | $1844034.25        | Asset-Backed Securities                           |
| WESTLAKE AUTOMOBLE RECV 2024-2 A-3    20280215 5.5 | 2028-02-15      | 5.5600%  | 0.0000% | $3000000.00        | $1565442.75        | Asset-Backed Securities                           |
| VOLKSWAGEN AUTO LEASE 2024-A   A-3    20270621 5.2 | 2027-06-21      | 5.2100%  | 0.0000% | $156000.00         | $116675.81         | Asset-Backed Securities                           |
| PRPM LLC 2025-RPL2             A-2    20550425 FLT | 2055-04-25      | 3.7500%  | 0.0000% | $2500000.00        | $2423052.08        | Asset-Backed Securities                           |
| HONDA AUTO RECV OWN TR 2023-3  A-4    20291218 5.3 | 2029-12-18      | 5.3000%  | 0.0000% | $786000.00         | $793094.17         | Asset-Backed Securities                           |
| HARLEY-DAVIDSON  TR 2025-A     A-2A   20280715 4.7 | 2028-07-15      | 4.7100%  | 0.0000% | $200000.00         | $100786.43         | Asset-Backed Securities                           |
| HOME PART AMER TR 2020-2       A      20410117 1.5 | 2041-01-17      | 1.5320%  | 0.0000% | $150000.00         | $82946.70          | Asset-Backed Securities                           |
| GOLB CPT PRTN LTD 2022-62(B)-R B-R    20371015 FLT | 2037-10-15      | 5.4231%  | 0.0000% | $1000000.00        | $1002869.62        | Asset-Backed Securities                           |
| WESTLAKE AUTO REC TR 2025-1    A-2A   20280118 4.6 | 2028-01-18      | 4.6600%  | 0.0000% | $4610000.00        | $1198516.24        | Asset-Backed Securities                           |
| WESTLAKE AUTO REC TR 2023-1    C      20280815 5.7 | 2028-08-15      | 5.7400%  | 0.0000% | $2156000.00        | $832317.78         | Asset-Backed Securities                           |
| VERIDIAN AUTO RECV TR 2023-1   A-3    20280315 5.5 | 2028-03-15      | 5.5600%  | 0.0000% | $1430000.00        | $132879.31         | Asset-Backed Securities                           |
| TOYOTA AUTO REC OWN TR 2022-C  A-3    20270415 3.7 | 2027-04-15      | 3.7600%  | 0.0000% | $12509000.00       | $43494.91          | Asset-Backed Securities                           |
| ACM AUTO TR 2025-2             A      20280620 5.5 | 2028-06-20      | 5.5500%  | 0.0000% | $2050000.00        | $746205.41         | Asset-Backed Securities                           |
| ACM AUTO TR 2024-2             B      20310820 9.2 | 2031-08-20      | 9.2100%  | 0.0000% | $1750000.00        | $1571748.51        | Asset-Backed Securities                           |
| ACM AUTO TR 2025-1             A      20290620 5.3 | 2029-06-20      | 5.3800%  | 0.0000% | $3000000.00        | $446872.05         | Asset-Backed Securities                           |
| MADISON PK FDG LTD 2021-38R    A-2-R  20381018 FLT | 2038-10-18      | 5.1176%  | 0.0000% | $2525000.00        | $2521320.16        | Asset-Backed Securities                           |
| SHENTEL ISSUER LLC 2025-1      A-2    20551201 5.6 | 2055-12-01      | 5.6400%  | 0.0000% | $145000.00         | $146645.99         | Asset-Backed Securities                           |
| MADISON PARK 2020-45RR         C-RR   20340717 FLT | 2034-07-17      | 5.5731%  | 0.0000% | $250000.00         | $249588.03         | Asset-Backed Securities                           |
| SILVER POINT CLO LTD 2025-15   D-1A   20390118 FLT | 2039-01-18      | 6.4181%  | 0.0000% | $1500000.00        | $1516030.91        | Asset-Backed Securities                           |
| M&T EQUIP 2023-LEAF1 LLC       A-4    20300715 5.7 | 2030-07-15      | 5.7500%  | 0.0000% | $1340000.00        | $1355625.52        | Asset-Backed Securities                           |
| CCG RECEIVABLES TRUST 2023-2   A-2    20320414 6.2 | 2032-04-14      | 6.2800%  | 0.0000% | $5250000.00        | $1194346.00        | Asset-Backed Securities                           |
| BENEFIT STR PARTNERS 2016-10R3 B-R3   20380720 FLT | 2038-07-20      | 5.5252%  | 0.0000% | $1000000.00        | $1004134.79        | Asset-Backed Securities                           |
| CLOVER CLO LLC 2021-3R         D-R    20350125 FLT | 2035-01-25      | 6.2166%  | 0.0000% | $1130000.00        | $1122178.20        | Asset-Backed Securities                           |
| DELL EQUIPMENT FIN TR 2026-1   C      20311222 4.8 | 2031-12-22      | 4.8000%  | 0.0000% | $2000000.00        | $1996351.33        | Asset-Backed Securities                           |
| AVIS BUDGET RENTL FD LC 2021-1 A      20270820 1.3 | 2027-08-20      | 1.3800%  | 0.0000% | $3590000.00        | $2381882.03        | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TR 2025-B A      20290215 4.7 | 2029-02-15      | 4.7400%  | 0.0000% | $2334000.00        | $917363.71         | Asset-Backed Securities                           |
| BARINGS CLO LTD 2019-4R        A-R    20370715 FLT | 2037-07-15      | 5.1431%  | 0.0000% | $250000.00         | $250608.24         | Asset-Backed Securities                           |
| ANTARES CLO LTD 2018-2R        A-2-RR 20380120 FLT | 2038-01-20      | 5.3252%  | 0.0000% | $250000.00         | $249542.31         | Asset-Backed Securities                           |
| CCG RECEIVABLES TR 2025-1      B      20321014 4.6 | 2032-10-14      | 4.6900%  | 0.0000% | $100000.00         | $100217.24         | Asset-Backed Securities                           |
| AVIS BUDGET FDG LLC 2023-2     A      20271020 5.2 | 2027-10-20      | 5.2000%  | 0.0000% | $500000.00         | $502150.72         | Asset-Backed Securities                           |
| BENEFIT STREET PART 2021-2R    A-2R   20350116 FLT | 2035-01-16      | 4.8731%  | 0.0000% | $1600000.00        | $1599424.73        | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2026-1      C      20320517 4.4 | 2032-05-17      | 4.4000%  | 0.0000% | $108000.00         | $106785.25         | Asset-Backed Securities                           |
| DT AUTO OWNER TR 2023-1        C      20281016 5.5 | 2028-10-16      | 5.5500%  | 0.0000% | $20780000.00       | $1263991.02        | Asset-Backed Securities                           |
| DRIVE AUTO RECEI TR 2025-2     A-2    20281015 4.2 | 2028-10-15      | 4.2900%  | 0.0000% | $1635000.00        | $888536.05         | Asset-Backed Securities                           |
| AFFIRM MASTER TRUST 2025-3     C      20341016 4.8 | 2034-10-16      | 4.8900%  | 0.0000% | $1000000.00        | $995187.50         | Asset-Backed Securities                           |
| BOFA AUTO TRUST 2024-1         A-3    20281115 5.3 | 2028-11-15      | 5.3500%  | 0.0000% | $1505000.00        | $905084.64         | Asset-Backed Securities                           |
| ALLEGRO CLO LTD 2024-8S        A      20371015 FLT | 2037-10-15      | 5.0631%  | 0.0000% | $1500000.00        | $1505444.44        | Asset-Backed Securities                           |
| BMW VEHICLE OWNER TRUST 2025-A A-2B   20271025 FLT | 2027-10-25      | 3.9452%  | 0.0000% | $394000.00         | $84575.48          | Asset-Backed Securities                           |
| ALLEGRO CLO LTD 2021-12R       A-1-R  20370720 FLT | 2037-07-20      | 5.1121%  | 0.0000% | $1290000.00        | $1293016.07        | Asset-Backed Securities                           |
| AFFIRM MASTER TRUST 2025-3     B      20341016 4.7 | 2034-10-16      | 4.7500%  | 0.0000% | $1000000.00        | $996995.17         | Asset-Backed Securities                           |
| ALLEGRO CLO LTD 2021-14R       D-2-R  20381015 FLT | 2038-10-15      | 7.7731%  | 0.0000% | $2500000.00        | $2487471.98        | Asset-Backed Securities                           |
| EATON VANCE CLO LTD 2020-1RR   A-RR   20371015 FLT | 2037-10-15      | 5.0631%  | 0.0000% | $1000000.00        | $1002909.62        | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TRUST 2025-1 A-2A   20280315 4.6 | 2028-03-15      | 4.6300%  | 0.0000% | $572000.00         | $170868.60         | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TR 2025-2    A-2A   20280715 4.5 | 2028-07-15      | 4.5900%  | 0.0000% | $440000.00         | $253342.38         | Asset-Backed Securities                           |
| DLLMT 2026-1 LLC               A-2    20280720 4.0 | 2028-07-20      | 4.0300%  | 0.0000% | $100000.00         | $99960.64          | Asset-Backed Securities                           |
| DELL EQUIPMENT FIN TR 2026-1   A-2    20280722 4.2 | 2028-07-22      | 4.2400%  | 0.0000% | $2000000.00        | $2001150.44        | Asset-Backed Securities                           |
| DELL EQUIPMENT FIN TR 2026-1   D      20321122 5.1 | 2032-11-22      | 5.1900%  | 0.0000% | $2000000.00        | $2003228.67        | Asset-Backed Securities                           |
| EXETER AUTOMBL REC TR 2025-1   A-3    20280815 4.6 | 2028-08-15      | 4.6700%  | 0.0000% | $350000.00         | $173681.28         | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2023-3      C      20280615 6.2 | 2028-06-15      | 6.2100%  | 0.0000% | $1355000.00        | $253487.39         | Asset-Backed Securities                           |
| DELL EQUIPMENT FIN TR 2026-1   B      20311222 4.6 | 2031-12-22      | 4.6500%  | 0.0000% | $750000.00         | $748546.75         | Asset-Backed Securities                           |
| CREDIT ACCEP AUTO LN TR 2023-3 A      20330815 6.3 | 2033-08-15      | 6.3900%  | 0.0000% | $6853000.00        | $1306612.12        | Asset-Backed Securities                           |
| DIAMETER CAPITAL CLO 4 2023-4R D-2-RR 20390115 FLT | 2039-01-15      | 7.2231%  | 0.0000% | $1000000.00        | $987179.62         | Asset-Backed Securities                           |
| ARES LXI CLO LTD 2021-61R      A-1-R  20370420 FLT | 2037-04-20      | 5.2052%  | 0.0000% | $1500000.00        | $1501762.35        | Asset-Backed Securities                           |
| DELL EQUIPMENT FINANCE 2024-2  A-2    20300822 4.6 | 2030-08-22      | 4.6900%  | 0.0000% | $2000000.00        | $397724.76         | Asset-Backed Securities                           |
| CAPITAL ONE PRIME 2023-2       A-3    20280615 5.8 | 2028-06-15      | 5.8200%  | 0.0000% | $46000.00          | $23198.91          | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2024-P4    A-3    20300110 4.6 | 2030-01-10      | 4.6400%  | 0.0000% | $500000.00         | $470721.53         | Asset-Backed Securities                           |
| BRIDGECRST LDG AT SC TR 2025-4 A-2    20280615 4.3 | 2028-06-15      | 4.3500%  | 0.0000% | $2211000.00        | $1608942.24        | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2023-4      C      20280815 6.5 | 2028-08-15      | 6.5100%  | 0.0000% | $1878000.00        | $538041.44         | Asset-Backed Securities                           |
| ENTERP FLEET FING LLC 2024-4   A-2    20270720 4.6 | 2027-07-20      | 4.6900%  | 0.0000% | $712000.00         | $361068.38         | Asset-Backed Securities                           |
| ENTERPRISE FLT FING 2023-3     A-2    20300320 6.4 | 2030-03-20      | 6.4000%  | 0.0000% | $6616000.00        | $2086938.50        | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2024-4      B      20300815 5.2 | 2030-08-15      | 5.2900%  | 0.0000% | $445000.00         | $326315.34         | Asset-Backed Securities                           |
| EXETER SEL AUTO REC TR 2025-1  A-2    20281016 4.8 | 2028-10-16      | 4.8300%  | 0.0000% | $2295000.00        | $617773.73         | Asset-Backed Securities                           |
| EXETER AUTOMOBLE REC TR 2025-2 A-3    20290116 4.7 | 2029-01-16      | 4.7400%  | 0.0000% | $2630000.00        | $1925008.11        | Asset-Backed Securities                           |
| EMPOWER CLO 2024-2 LTD         A-1    20370715 FLT | 2037-07-15      | 5.1931%  | 0.0000% | $1500000.00        | $1504655.69        | Asset-Backed Securities                           |
| CERBERUS LOAN FUNDING 2024-47  C      20360715 FLT | 2036-07-15      | 6.2231%  | 0.0000% | $1850000.00        | $1850097.97        | Asset-Backed Securities                           |
| DRIVE AUTO REC TR 2025-1       A-2    20280815 4.8 | 2028-08-15      | 4.8700%  | 0.0000% | $725000.00         | $129165.13         | Asset-Backed Securities                           |
| CHASE AUTO OWNER TRUST 2024-2  A-4    20291126 5.4 | 2029-11-26      | 5.4800%  | 0.0000% | $810000.00         | $826022.70         | Asset-Backed Securities                           |
| CPS AUTO RECV TR 2026-B        B      20301216 4.5 | 2030-12-16      | 4.5900%  | 0.0000% | $2500000.00        | $2498612.50        | Asset-Backed Securities                           |
| CARVANA AUTO RECS TR 2021-N3   D      20280612 1.5 | 2028-06-12      | 1.5800%  | 0.0000% | $535000.00         | $50927.08          | Asset-Backed Securities                           |
| BX COMMERCIAL MTG TR 2024-AIRC A      20410815 FLT | 2041-08-15      | 5.3460%  | 0.0000% | $67000000.00       | $58397437.67       | Private Label Collateralized Mortgage Obligations |
| CARVANA AUTO RCV TR 2021-N4    A-2    20280910 1.8 | 2028-09-10      | 1.8000%  | 0.0000% | $1951000.00        | $603123.86         | Asset-Backed Securities                           |
| AMERICAN CR REC TR 2023-4      D      20300912 7.6 | 2030-09-12      | 7.6500%  | 0.0000% | $100000.00         | $102991.30         | Asset-Backed Securities                           |
| AMUR EQUIP FIN RECEIVABLES XII A-2    20291220 6.0 | 2029-12-20      | 6.0900%  | 0.0000% | $524000.00         | $83085.09          | Asset-Backed Securities                           |
| AMUR EQUIP FIN REC LLC 2022-2  A-2    20280621 5.3 | 2028-06-21      | 5.3000%  | 0.0000% | $1715000.00        | $29902.29          | Asset-Backed Securities                           |
| CCG RECEIVABLES TR 2023-1      A-2    20300916 5.8 | 2030-09-16      | 5.8200%  | 0.0000% | $5835000.00        | $285698.87         | Asset-Backed Securities                           |
| AMERICAN CR ACC RECV TR 2022-4 D      20290213 8.0 | 2029-02-13      | 8.0000%  | 0.0000% | $6725000.00        | $1843509.19        | Asset-Backed Securities                           |
| AREX  CLO LTD 2016-39R3        D-R3   20370720 FLT | 2037-07-20      | 6.9252%  | 0.0000% | $2000000.00        | $2006227.35        | Asset-Backed Securities                           |
| AMERI CR ACCEP RECV TR 2023-3  C      20291012 6.4 | 2029-10-12      | 6.4400%  | 0.0000% | $12134000.00       | $1494612.14        | Asset-Backed Securities                           |
| NEUBERGER BERMAN LN 2017-25R2  A-R2   20380719 FLT | 2038-07-19      | 5.0752%  | 0.0000% | $922000.00         | $923853.02         | Asset-Backed Securities                           |
| WORLD OMNI SELECT AUTO TR 2023 B      20280815 5.8 | 2028-08-15      | 5.8700%  | 0.0000% | $115000.00         | $78471.23          | Asset-Backed Securities                           |
| WESTLAKE AUTO REC TR 2024-3    A-2-B  20270915 FLT | 2027-09-15      | 4.2098%  | 0.0000% | $2300000.00        | $12459.70          | Asset-Backed Securities                           |
| WIND RIVER CLO LTD 2024-1      A      20370420 FLT | 2037-04-20      | 5.2752%  | 0.0000% | $1750000.00        | $1752126.85        | Asset-Backed Securities                           |
| INVESCO U.S CLO 2024-4         C      20380115 FLT | 2038-01-15      | 5.5731%  | 0.0000% | $860000.00         | $861420.83         | Asset-Backed Securities                           |
| GLS AUTO SELECT RECV TR 2025-4 A-2    20310218 4.1 | 2031-02-18      | 4.1700%  | 0.0000% | $115000.00         | $106683.51         | Asset-Backed Securities                           |
| TWIN BROOK CLO LLC 2025-1      A      20370420 FLT | 2037-04-20      | 5.1152%  | 0.0000% | $1000000.00        | $999390.90         | Asset-Backed Securities                           |
| HILTON GRAND VACA TR 2022-2    C      20370125 5.5 | 2037-01-25      | 5.5700%  | 0.0000% | $150000.00         | $41592.79          | Asset-Backed Securities                           |
| VOLVO FINANCIAL EQU LLC 2025-2 A-4    20330615 4.0 | 2033-06-15      | 4.0600%  | 0.0000% | $100000.00         | $99074.67          | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR 2006-A    A-5    20390615 FLT | 2039-06-15      | 4.2256%  | 0.0000% | $184000.00         | $39580.76          | Asset-Backed Securities                           |
| MAGNETITE LIMITED 20-28RR      A-1-RR 20380115 FLT | 2038-01-15      | 4.9131%  | 0.0000% | $1000000.00        | $1002227.12        | Asset-Backed Securities                           |
| GLS AUTO REC TR 2021-3         D      20270715 1.4 | 2027-07-15      | 1.4800%  | 0.0000% | $4375000.00        | $110250.87         | Asset-Backed Securities                           |
| GS MTG BCKD SEC TR 2018-RPL1   A1A    20571025 3.7 | 2057-10-25      | 3.7500%  | 0.0000% | $9300000.00        | $1691198.32        | Asset-Backed Securities                           |
| MADISON PK FDG LTD 2021-48R    A-1-R  20390119 FLT | 2039-01-19      | 4.8952%  | 0.0000% | $1000000.00        | $1001089.79        | Asset-Backed Securities                           |
| GLS AT REC ISS TR 2022-2       D      20280415 6.1 | 2028-04-15      | 6.1500%  | 0.0000% | $4915000.00        | $2318806.52        | Asset-Backed Securities                           |
| GLS AUTO RECEIVABLES ISSUER TR C      20290515 6.0 | 2029-05-15      | 6.0100%  | 0.0000% | $2292000.00        | $1678920.52        | Asset-Backed Securities                           |
| LENDMARK FDG TR 2024-2         C      20340221 5.2 | 2034-02-21      | 5.2500%  | 0.0000% | $258000.00         | $258733.58         | Asset-Backed Securities                           |
| HILTON GRND VAC TR 2022-1D     C      20340620 4.6 | 2034-06-20      | 4.6900%  | 0.0000% | $1000000.00        | $164432.18         | Asset-Backed Securities                           |
| PEAC SOLUTIONS REC 2024-2      A-2    20270420 4.7 | 2027-04-20      | 4.7400%  | 0.0000% | $3105000.00        | $814827.76         | Asset-Backed Securities                           |
| MORGAN STANLEY EATON 2021-1R   D-2R   20371023 FLT | 2037-10-23      | 7.9961%  | 0.0000% | $2000000.00        | $1948609.58        | Asset-Backed Securities                           |
| PALMER SQUARE CLO LTD 2018-1   A-1-R  20370420 FLT | 2037-04-20      | 5.1952%  | 0.0000% | $345000.00         | $345918.78         | Asset-Backed Securities                           |
| PALMER SQUARE CLO 2021-2R      D-R-2  20380216 FLT | 2038-02-16      | 7.8131%  | 0.0000% | $1000000.00        | $973395.46         | Asset-Backed Securities                           |
| PSNH FDG LLC 3 2018-1          A-2    20280801 3.5 | 2028-08-01      | 3.5060%  | 0.0000% | $1046000.00        | $135054.13         | Asset-Backed Securities                           |
| PIXLEY PARK CLO LTD 2024-1     D-2    20380115 FLT | 2038-01-15      | 7.5231%  | 0.0000% | $1000000.00        | $963524.62         | Asset-Backed Securities                           |
| MAN US CLO LTD 2023-1          C      20351015 FLT | 2035-10-15      | 7.6752%  | 0.0000% | $250000.00         | $251340.50         | Asset-Backed Securities                           |
| SCF EQUIPMENT LEAS LLC 2024-1  A-3    20320120 5.5 | 2032-01-20      | 5.5200%  | 0.0000% | $100000.00         | $101682.53         | Asset-Backed Securities                           |
| MADISON PARK FDG 2022-57R LTD  A-1R   20340727 FLT | 2034-07-27      | 4.9466%  | 0.0000% | $400000.00         | $399960.89         | Asset-Backed Securities                           |
| MADISON PARK FUNDING 2018-30R  B-R    20370716 FLT | 2037-07-16      | 5.4295%  | 0.0000% | $700000.00         | $701898.04         | Asset-Backed Securities                           |
| HPS LOAN MANAGEMENT 2019-15R2  A-1R2  20381022 FLT | 2038-10-22      | 4.9036%  | 0.0000% | $250000.00         | $250204.92         | Asset-Backed Securities                           |
| PRESTIGE AUTO RECV TR 2023-1   C      20280215 5.6 | 2028-02-15      | 5.6500%  | 0.0000% | $15000.00          | $3018.67           | Asset-Backed Securities                           |
| ONEMAIN DIRECT AUTO 2026-1     A      20331214 4.4 | 2033-12-14      | 4.4900%  | 0.0000% | $165000.00         | $164287.95         | Asset-Backed Securities                           |
| METLIFE SEC TR 2018-1          A      20570325 FLT | 2057-03-25      | 3.7500%  | 0.0000% | $360000.00         | $80128.67          | Asset-Backed Securities                           |
| KUBOTA CR OWNER TR 2025-2      A-2    20280417 4.4 | 2028-04-17      | 4.4800%  | 0.0000% | $493000.00         | $462311.69         | Asset-Backed Securities                           |
| POST ROAD EQUIPMENT 2026-1     B      20330215 4.9 | 2033-02-15      | 4.9100%  | 0.0000% | $1250000.00        | $1247438.54        | Asset-Backed Securities                           |
| AMSR TR 2023-SFR1              A      20400419 4.0 | 2040-04-19      | 4.0000%  | 0.0000% | $100000.00         | $98827.72          | Asset-Backed Securities                           |
| HALSEYPOINT CLO 7 LTD 2023-7R  A-1R   20380720 FLT | 2038-07-20      | 5.1252%  | 0.0000% | $250000.00         | $250885.92         | Asset-Backed Securities                           |
| GLS AUTO SELECT 2023-2         A-2    20280615 6.3 | 2028-06-15      | 6.3700%  | 0.0000% | $3950000.00        | $86336.23          | Asset-Backed Securities                           |
| GM FIN CONS AUT REC TR 2022-3  C      20280316 4.7 | 2028-03-16      | 4.7200%  | 0.0000% | $100000.00         | $100281.66         | Asset-Backed Securities                           |
| GM FIN CONS AUT REC TR 2022-2  A-4    20280417 3.2 | 2028-04-17      | 3.2500%  | 0.0000% | $767000.00         | $384792.01         | Asset-Backed Securities                           |
| 37 CAPITAL CLO 4 LTD           B-R    20350415 FLT | 2035-04-15      | 5.1731%  | 0.0000% | $1550000.00        | $1553154.96        | Asset-Backed Securities                           |
| WORLD OMN AT REC TR 2022-C     A-4    20280915 3.6 | 2028-09-15      | 3.6800%  | 0.0000% | $1590000.00        | $1590792.35        | Asset-Backed Securities                           |
| FLATIRON CLO 2021-21R LTD      A-1-R  20371019 FLT | 2037-10-19      | 5.0352%  | 0.0000% | $1029000.00        | $1031900.42        | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2024-3      B      20280915 5.5 | 2028-09-15      | 5.5700%  | 0.0000% | $20000.00          | $8630.08           | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2024-29R       D-1R   20370420 FLT | 2037-04-20      | 7.1252%  | 0.0000% | $2000000.00        | $2007338.46        | Asset-Backed Securities                           |
| EXETER ATMB REC TR 2026-2      A-2    20281115 4.3 | 2028-11-15      | 4.3100%  | 0.0000% | $390000.00         | $390894.98         | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2019-80R        D-R    20330118 FLT | 2033-01-18      | 6.7804%  | 0.0000% | $1000000.00        | $955938.47         | Asset-Backed Securities                           |
| AMERICAN CR ACCEP RECV 2025-2  C      20310414 5.1 | 2031-04-14      | 5.1100%  | 0.0000% | $200000.00         | $201625.80         | Asset-Backed Securities                           |
| AMERICAN CR ACCEP 4.5 08OCT30 144A                 | 2030-10-08      | 4.5000%  | 0.0000% | $1000000.00        | $999815.00         | Asset-Backed Securities                           |
| BBAM US CLO LTD 2025-6         C      20390127 FLT | 2039-01-27      | 5.5166%  | 0.0000% | $300000.00         | $299759.91         | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2022-N1    D      20281210 4.1 | 2028-12-10      | 4.1300%  | 0.0000% | $75000.00          | $13403.62          | Asset-Backed Securities                           |
| BRIDGET LD AUTO SEC TR 2025-2  B      20290815 4.8 | 2029-08-15      | 4.8100%  | 0.0000% | $15000.00          | $15087.87          | Asset-Backed Securities                           |
| ALLY AUTO RECV TR 2023-1       A-3    20280515 5.4 | 2028-05-15      | 5.4600%  | 0.0000% | $193000.00         | $71110.00          | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TR 2025-C A      20290315 4.7 | 2029-03-15      | 4.7100%  | 0.0000% | $1811000.00        | $908940.48         | Asset-Backed Securities                           |
| BRIDGE STR CLO LTD 2021-2R     A-1R   20390120 FLT | 2039-01-20      | 4.9352%  | 0.0000% | $250000.00         | $250145.22         | Asset-Backed Securities                           |
| BRIDGECRST LDG AT SC TR 2025-4 A-3    20291015 4.2 | 2029-10-15      | 4.2400%  | 0.0000% | $926000.00         | $927508.15         | Asset-Backed Securities                           |
| CARVANA AUTO RCV TR 2021-N4    C      20280910 1.7 | 2028-09-10      | 1.7200%  | 0.0000% | $8820000.00        | $624841.48         | Asset-Backed Securities                           |
| CARVANA AUTO RECEIV TR 2024-P3 A-3    20291010 4.2 | 2029-10-10      | 4.2600%  | 0.0000% | $500000.00         | $382820.01         | Asset-Backed Securities                           |
| CARVANA AUTO RECEIV 2024-N2    C      20300910 5.8 | 2030-09-10      | 5.8200%  | 0.0000% | $180000.00         | $182840.28         | Asset-Backed Securities                           |
| CARLYLE DIRECT LENDNG 2015-1RR B-R    20360715 FLT | 2036-07-15      | 6.4231%  | 0.0000% | $1300000.00        | $1300177.18        | Asset-Backed Securities                           |
| CARVANA AUTO RECV TR 2026-P1   B      20320710 4.7 | 2032-07-10      | 4.7600%  | 0.0000% | $80000.00          | $79182.36          | Asset-Backed Securities                           |
| BRIDGECREST LEN AUTO 2024-1    B      20280815 5.4 | 2028-08-15      | 5.4300%  | 0.0000% | $85000.00          | $15172.42          | Asset-Backed Securities                           |
| DRIVE AUTO RECEIVABL TR 2024-2 A-3    20280915 4.5 | 2028-09-15      | 4.5000%  | 0.0000% | $700000.00         | $304483.48         | Asset-Backed Securities                           |
| ELEVATION CLO LTD 2021-15R     D-R    20350125 FLT | 2035-01-25      | 7.5382%  | 0.0000% | $1390000.00        | $1354899.97        | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2020-78R        A-1-R  20370417 FLT | 2037-04-17      | 5.2104%  | 0.0000% | $1000000.00        | $1003071.53        | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2022-P1    B      20280210 3.0 | 2028-02-10      | 3.0000%  | 0.0000% | $550000.00         | $546612.92         | Asset-Backed Securities                           |
| CARVANA AUTO RECV TR 2026-P1   A-2    20290610 4.1 | 2029-06-10      | 4.1000%  | 0.0000% | $300000.00         | $300341.03         | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2023-P3    A-4    20290710 5.7 | 2029-07-10      | 5.7100%  | 0.0000% | $172000.00         | $175276.47         | Asset-Backed Securities                           |
| FORD CREDIT AT TR  2025-A      A-2A   20270815 4.5 | 2027-08-15      | 4.5700%  | 0.0000% | $225000.00         | $86223.46          | Asset-Backed Securities                           |
| FORD CR AUTO OWNER TR 2025-A   A-2A   20271215 4.4 | 2027-12-15      | 4.4700%  | 0.0000% | $335000.00         | $159010.77         | Asset-Backed Securities                           |
| FORTRESS CREDIT BSL 2024-26    A      20380115 FLT | 2038-01-15      | 5.0731%  | 0.0000% | $2000000.00        | $2006507.58        | Asset-Backed Securities                           |
| HPEFS EQUIPMENT TR 2024-1      A-3    20310520 5.1 | 2031-05-20      | 5.1800%  | 0.0000% | $2535000.00        | $29700.64          | Asset-Backed Securities                           |
| HONDA AUTO REV OWNER TR 2025-2 A-3    20291015 4.1 | 2029-10-15      | 4.1500%  | 0.0000% | $100000.00         | $100138.92         | Asset-Backed Securities                           |
| GOLUB CAP CLO LTD 2026-87B     A-1    20390420 FLT | 2039-04-20      | 4.8400%  | 0.0000% | $200000.00         | $201155.15         | Asset-Backed Securities                           |
| LAD AUTO RECEIVABLES TR 2023-3 B      20280615 6.0 | 2028-06-15      | 6.0900%  | 0.0000% | $604000.00         | $607536.12         | Asset-Backed Securities                           |
| FORD CR AUTO OWNER TR 2022-D   A-3    20270515 5.2 | 2027-05-15      | 5.2700%  | 0.0000% | $630000.00         | $27173.42          | Asset-Backed Securities                           |
| WESTLAKE AUTO REC TR 2023-2    C      20280315 6.2 | 2028-03-15      | 6.2900%  | 0.0000% | $1560000.00        | $124509.78         | Asset-Backed Securities                           |
| WORLD OMNI AUTO RECEIVABLES TR A-3    20281115 5.1 | 2028-11-15      | 5.1500%  | 0.0000% | $1455000.00        | $583475.51         | Asset-Backed Securities                           |
| VSTRONG AUTO REC 2024-A        A-3    20281215 5.6 | 2028-12-15      | 5.6200%  | 0.0000% | $1500000.00        | $510226.40         | Asset-Backed Securities                           |
| AMERICR ATMBL REC TR 2022-2    C      20280418 5.3 | 2028-04-18      | 5.3200%  | 0.0000% | $55000.00          | $46014.26          | Asset-Backed Securities                           |
| AGL CLO LTD 2024-35            D-1    20380121 FLT | 2038-01-21      | 6.5221%  | 0.0000% | $1200000.00        | $1196832.64        | Asset-Backed Securities                           |
| AMERICAN CR ACCEP RECV TR 24-1 C      20300114 5.6 | 2030-01-14      | 5.6300%  | 0.0000% | $4470000.00        | $1482081.20        | Asset-Backed Securities                           |
| AMERICAN CR ACCEPT REC 2024-3  C      20300712 5.7 | 2030-07-12      | 5.7300%  | 0.0000% | $620000.00         | $625554.58         | Asset-Backed Securities                           |
| VOYA CLO LTD 2021-2R           A-1-R  20380420 FLT | 2038-04-20      | 4.8452%  | 0.0000% | $1660000.00        | $1660989.19        | Asset-Backed Securities                           |
| WHITEBOX CLO LTD 2019-1R3      A-1-R3 20370126 FLT | 2037-01-26      | 4.8471%  | 0.0000% | $400000.00         | $399759.14         | Asset-Backed Securities                           |
| HARLEY-DAVIDSON MTR TR 2022-A  A-4    20300115 3.2 | 2030-01-15      | 3.2600%  | 0.0000% | $6250000.00        | $2493904.60        | Asset-Backed Securities                           |
| MMAF EQUIP FIN 2019-B          A-5    20411112 2.2 | 2041-11-12      | 2.2900%  | 0.0000% | $2960000.00        | $1623668.79        | Asset-Backed Securities                           |
| M&T EQUIPMENT LLC 2024-LEAF1   A-2    20310818 4.9 | 2031-08-18      | 4.9900%  | 0.0000% | $1251000.00        | $342544.55         | Asset-Backed Securities                           |
| SOFI CONSUMER LN PROGRM 2025-3 A      20340825 4.4 | 2034-08-25      | 4.4700%  | 0.0000% | $1742000.00        | $883289.69         | Asset-Backed Securities                           |
| MVW 2020-1                     A      20371020 1.7 | 2037-10-20      | 1.7400%  | 0.0000% | $2700000.00        | $300090.81         | Asset-Backed Securities                           |
| MARINER FIN ISSUANCE TR 2021-B A      20361120 2.1 | 2036-11-20      | 2.1000%  | 0.0000% | $596000.00         | $582149.76         | Asset-Backed Securities                           |
| MERCEDES AUTO REC TR 2023-1    A-3    20271115 4.5 | 2027-11-15      | 4.5100%  | 0.0000% | $168000.00         | $19850.11          | Asset-Backed Securities                           |
| TESLA ELECTRC VEHICLE 2023-1   A-4    20290220 5.3 | 2029-02-20      | 5.3800%  | 0.0000% | $245000.00         | $248165.26         | Asset-Backed Securities                           |
| TOYOTA AUTO RECEIVABLES 2023-A A-3    20270915 4.6 | 2027-09-15      | 4.6300%  | 0.0000% | $725000.00         | $127558.48         | Asset-Backed Securities                           |
| PALMER SQUARE CLO LTD 2022-4R  D-2R   20371020 FLT | 2037-10-20      | 7.7752%  | 0.0000% | $2500000.00        | $2518351.96        | Asset-Backed Securities                           |
| TRINITAS CLO LTD 2024-29       A-1    20370723 FLT | 2037-07-23      | 5.1561%  | 0.0000% | $1285000.00        | $1287599.00        | Asset-Backed Securities                           |
| PFS FING CORP 2023-C           A      20281016 5.5 | 2028-10-16      | 5.5200%  | 0.0000% | $6149000.00        | $6202219.59        | Asset-Backed Securities                           |
| UNITED AIRLINES PT CERT 2018-1 AA     20310901 3.5 | 2031-09-01      | 3.5000%  | 0.0000% | $215000.00         | $130061.88         | Asset-Backed Securities                           |
| TIF FUNDING III LLC 2024-1     A      20490420 5.4 | 2049-04-20      | 5.4800%  | 0.0000% | $100000.00         | $84468.51          | Asset-Backed Securities                           |
| WORLD OMNI AUTO REC TR 2025-A  A-2A   20280417 4.4 | 2028-04-17      | 4.4900%  | 0.0000% | $494000.00         | $128214.14         | Asset-Backed Securities                           |
| HYUNDAI AUTO REC TR 2026-A     B      20321215 4.1 | 2032-12-15      | 4.1000%  | 0.0000% | $45000.00          | $44228.13          | Asset-Backed Securities                           |
| HONDA AUTO REC OWR TR 2024-1   A-3    20280815 5.2 | 2028-08-15      | 5.2100%  | 0.0000% | $265000.00         | $158575.34         | Asset-Backed Securities                           |
| LAD AUTO RECEIVABLES TR 2024-2 A-3    20280815 5.6 | 2028-08-15      | 5.6100%  | 0.0000% | $560000.00         | $178747.32         | Asset-Backed Securities                           |
| MADISON PARK FDG LTD 2022-54R  C-R    20371021 FLT | 2037-10-21      | 5.6721%  | 0.0000% | $500000.00         | $501284.02         | Asset-Backed Securities                           |
| WORLD OMNI SET AUTO TR  2024-A A-3    20300215 4.9 | 2030-02-15      | 4.9800%  | 0.0000% | $1625000.00        | $1264825.68        | Asset-Backed Securities                           |
| HERTZ VEH FING III LLC 2023-1  B      20270625 6.2 | 2027-06-25      | 6.2200%  | 0.0000% | $2450000.00        | $818793.18         | Asset-Backed Securities                           |
| PFS FINANCING CORP 2026-B      A      20310317 0.0 | 2031-03-17      | 4.1800%  | 0.0000% | $250000.00         | $248216.92         | Asset-Backed Securities                           |
| LAD AUTO RECEIVABLES 2023-4    A-4    20280615 6.2 | 2028-06-15      | 6.2400%  | 0.0000% | $1075000.00        | $554852.98         | Asset-Backed Securities                           |
| SCULPTOR CLO XXVII LTD         B-RR   20370420 FLT | 2037-04-20      | 5.1752%  | 0.0000% | $340000.00         | $339934.57         | Asset-Backed Securities                           |
| SECURITIZED TERM TR 2026-A     C      20330325 4.4 | 2033-03-25      | 4.4310%  | 0.0000% | $60000.00          | $53180.17          | Asset-Backed Securities                           |
| MVW LLC 2022-2                 C      20411021 7.6 | 2041-10-21      | 7.6200%  | 0.0000% | $165000.00         | $47904.83          | Asset-Backed Securities                           |
| MERCEDES-BENZ AUTO RECE 2023-2 A-3    20281115 5.9 | 2028-11-15      | 5.9500%  | 0.0000% | $19000.00          | $9129.84           | Asset-Backed Securities                           |
| GENERATE CLO 2024-7R LTD       A-1-R  20370422 FLT | 2037-04-22      | 5.2836%  | 0.0000% | $750000.00         | $751503.11         | Asset-Backed Securities                           |
| HARTWICK PARK CLO, LTD 2023-1R D-R    20370121 FLT | 2037-01-21      | 6.3752%  | 0.0000% | $1190000.00        | $1164546.97        | Asset-Backed Securities                           |
| HINNT LLC 2024-A               A      20430316 5.4 | 2043-03-16      | 5.4900%  | 0.0000% | $200000.00         | $82154.83          | Asset-Backed Securities                           |
| FORD CR AUTO OWNER TR 2024-B   A-3    20290415 5.1 | 2029-04-15      | 5.1000%  | 0.0000% | $449000.00         | $408080.19         | Asset-Backed Securities                           |
| TESLA ELECTRC VEHICLE 2023-1   A-3    20280620 5.3 | 2028-06-20      | 5.3800%  | 0.0000% | $35000.00          | $24016.47          | Asset-Backed Securities                           |
| SANTANDER DRIVE AUTO 2024-2    A-3    20281115 5.6 | 2028-11-15      | 5.6300%  | 0.0000% | $540000.00         | $89024.61          | Asset-Backed Securities                           |
| PRPM 2024-RCF3 LLC             A-1    20540525 FLT | 2054-05-25      | 4.0000%  | 0.0000% | $500000.00         | $298258.57         | Asset-Backed Securities                           |
| GM FINL AUTO REC TR 2026-2     C      20331116 4.6 | 2033-11-16      | 4.6400%  | 0.0000% | $2250000.00        | $2245617.75        | Asset-Backed Securities                           |
| GM FINL AUTO REC TR 2026-2     B      20320416 4.4 | 2032-04-16      | 4.4400%  | 0.0000% | $2250000.00        | $2246631.75        | Asset-Backed Securities                           |
| GM FINANCIAL CONSUMER 2023-4   A-3    20280816 5.7 | 2028-08-16      | 5.7800%  | 0.0000% | $2407000.00        | $1205454.01        | Asset-Backed Securities                           |
| REGIONAL MGMT ISSUAN TR 2024-2 A      20331215 5.1 | 2033-12-15      | 5.1100%  | 0.0000% | $690000.00         | $693731.64         | Asset-Backed Securities                           |
| PFS FINANCING CORP 2024-D      A      20290416 5.3 | 2029-04-16      | 5.3400%  | 0.0000% | $7638000.00        | $7737568.97        | Asset-Backed Securities                           |
| NISSAN AUTO LEASE TRUST 2024-B B      20281215 5.2 | 2028-12-15      | 5.2100%  | 0.0000% | $25000.00          | $25267.42          | Asset-Backed Securities                           |
| MADISON PARK FUNDING 2019-34   C-RR   20371016 FLT | 2037-10-16      | 5.7795%  | 0.0000% | $1625000.00        | $1628668.59        | Asset-Backed Securities                           |
| INVESCO U.S CLO LTD  2024-3    D      20370720 FLT | 2037-07-20      | 7.2252%  | 0.0000% | $2500000.00        | $2511642.52        | Asset-Backed Securities                           |
| TOYOTA AUTO REC OWN TR 2024-C  A-3    20290315 4.8 | 2029-03-15      | 4.8800%  | 0.0000% | $2750000.00        | $2524493.88        | Asset-Backed Securities                           |
| TOYOTA AUTO LN EXT TR 2025-1   A      20380525 4.6 | 2038-05-25      | 4.6500%  | 0.0000% | $210000.00         | $211931.76         | Asset-Backed Securities                           |
| GCAT 2021-NQM1 TR              A-1    20660125 FLT | 2066-01-25      | 0.8740%  | 0.0000% | $2124000.00        | $402174.12         | Asset-Backed Securities                           |
| RR LTD 2019-7R                 A-1A-B 20370115 FLT | 2037-01-15      | 5.0131%  | 0.0000% | $1228000.00        | $1229963.32        | Asset-Backed Securities                           |
| PROGRESS RESI TR 2022-SFR7     A      20391019 4.7 | 2039-10-19      | 4.7500%  | 0.0000% | $1335000.00        | $1303377.83        | Asset-Backed Securities                           |
| SANTANDER DR AUT REC TR 2022-6 D      20310218 5.6 | 2031-02-18      | 5.6900%  | 0.0000% | $70000.00          | $70707.06          | Asset-Backed Securities                           |
| SANTANDER DRIVE AUTO TR 2022-3 C      20290815 4.4 | 2029-08-15      | 4.4900%  | 0.0000% | $1295000.00        | $692602.51         | Asset-Backed Securities                           |
| VEROS AUTO RECE TR 2024-1      A      20271115 6.2 | 2027-11-15      | 6.2800%  | 0.0000% | $500000.00         | $5212.97           | Asset-Backed Securities                           |
| SANTANDER DR AT REC TR 2022-2  C      20290716 3.7 | 2029-07-16      | 3.7600%  | 0.0000% | $2750000.00        | $1497975.84        | Asset-Backed Securities                           |
| VENTURE 33 CLO 2018            D      20310715 FLT | 2031-07-15      | 7.0947%  | 0.0000% | $2500000.00        | $2273240.32        | Asset-Backed Securities                           |
| PALMER SQR CLO LTD 2022-2R     D-2-R  20370720 FLT | 2037-07-20      | 7.8752%  | 0.0000% | $1500000.00        | $1444046.34        | Asset-Backed Securities                           |
| PENFED AUTO REC OWNR TR 2025-A B      20310715 4.3 | 2031-07-15      | 4.3700%  | 0.0000% | $750000.00         | $743854.37         | Asset-Backed Securities                           |
| PROGRESS RES TRUS 2024-SFR4    A      20410718 3.1 | 2041-07-18      | 3.1000%  | 0.0000% | $170000.00         | $160863.31         | Asset-Backed Securities                           |
| POST ROAD EQUIP FIN 2024-1     A-2    20291115 5.5 | 2029-11-15      | 5.5900%  | 0.0000% | $100000.00         | $11540.27          | Asset-Backed Securities                           |
| SEQUOIA MTG TR 5.61841 25MAY56 144A                | 2056-05-25      | 5.6184%  | 0.0000% | $45936449.00       | $46122856.42       | Private Label Collateralized Mortgage Obligations |
| SANTANR DRV AUTO REC TR 2023-6 A-3    20280717 5.9 | 2028-07-17      | 5.9300%  | 0.0000% | $2800000.00        | $114902.09         | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2025-SFR1 A      20420220 3.4 | 2042-02-20      | 3.4000%  | 0.0000% | $100000.00         | $94392.53          | Asset-Backed Securities                           |
| SCF EQUIP LEASING LLC 2025-1   A-2    20300722 4.8 | 2030-07-22      | 4.8200%  | 0.0000% | $2400000.00        | $983622.13         | Asset-Backed Securities                           |
| SBNA AUTO LEASE TRUST 2024-B   A-3    20271122 5.5 | 2027-11-22      | 5.5600%  | 0.0000% | $230000.00         | $112083.80         | Asset-Backed Securities                           |
| TRINITY RAIL LEAS 2021-1 LLC   A      20510719 2.2 | 2051-07-19      | 2.2600%  | 0.0000% | $200000.00         | $151708.56         | Asset-Backed Securities                           |
| GENERATE CLO 2024-7R LTD       D-1-R  20370422 FLT | 2037-04-22      | 7.6636%  | 0.0000% | $1500000.00        | $1470424.55        | Asset-Backed Securities                           |
| EXETER ATM REC TR 2022-1       D      20280615 3.0 | 2028-06-15      | 3.0200%  | 0.0000% | $3805000.00        | $857331.18         | Asset-Backed Securities                           |
| CROWN CITY CLO V LLC           A-1R   20370420 FLT | 2037-04-20      | 5.2752%  | 0.0000% | $1000000.00        | $1002865.34        | Asset-Backed Securities                           |
| ENT AUTO RECEIVABLES 2023-1    A-3    20290116 6.2 | 2029-01-16      | 6.2400%  | 0.0000% | $5800000.00        | $1941189.05        | Asset-Backed Securities                           |
| AMERICREDIT AUTO REC TR 2021-3 C      20270818 1.4 | 2027-08-18      | 1.4100%  | 0.0000% | $890000.00         | $118544.00         | Asset-Backed Securities                           |
| ARDN MORTGAGE TR 2025-ARCP     A      20350615 FLT | 2035-06-15      | 5.4047%  | 0.0000% | $50989414.00       | $51199647.59       | Private Label Collateralized Mortgage Obligations |
| BRE GRAND ISLAND TMSHR 2019-A  A      20330926 3.2 | 2033-09-26      | 3.2800%  | 0.0000% | $635000.00         | $64954.30          | Asset-Backed Securities                           |
| APIDOS CLO 2018-30R            C-R    20311020 FLT | 2031-10-20      | 6.6752%  | 0.0000% | $1000000.00        | $1004924.23        | Asset-Backed Securities                           |
| BRANT POINT CLO 2023-1 2023-1R B-R    20380726 FLT | 2038-07-26      | 5.4166%  | 0.0000% | $500000.00         | $502145.69         | Asset-Backed Securities                           |
| AMERICREDIT AM RECV TR 2024-1  A-3    20290118 5.4 | 2029-01-18      | 5.4300%  | 0.0000% | $305000.00         | $219894.51         | Asset-Backed Securities                           |
| AMERICAN EXP CR MAS TR 2025-1  A      20291217 4.5 | 2029-12-17      | 4.5600%  | 0.0000% | $900000.00         | $908110.80         | Asset-Backed Securities                           |
| CEDAR FDG CLO LTD 2018-9R      A-R    20370720 FLT | 2037-07-20      | 5.0952%  | 0.0000% | $250000.00         | $250603.84         | Asset-Backed Securities                           |
| CEDAR  XVIII CLO 2024-18       A      20270423 FLT | 2027-04-23      | 5.2161%  | 0.0000% | $2500000.00        | $2503710.58        | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2025-4      A-2    20280315 4.5 | 2028-03-15      | 4.5300%  | 0.0000% | $4080000.00        | $1760827.81        | Asset-Backed Securities                           |
| ENTERPRISE FLT FING LLC 2024-2 A-2    20261220 5.7 | 2026-12-20      | 5.7400%  | 0.0000% | $8500000.00        | $496896.07         | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2024-1      B      20280815 5.2 | 2028-08-15      | 5.2900%  | 0.0000% | $2250000.00        | $395613.70         | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2019-2RR       D-1-RR 20371020 FLT | 2037-10-20      | 6.7252%  | 0.0000% | $2000000.00        | $2003836.24        | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2021-8R        C-R    20370420 FLT | 2037-04-20      | 6.1752%  | 0.0000% | $1000000.00        | $1002175.34        | Asset-Backed Securities                           |
| EFMT 2025-CES2                 A-1A   20600225 FLT | 2060-02-25      | 5.6550%  | 0.0000% | $2925000.00        | $2380333.95        | Asset-Backed Securities                           |
| ENTERPRISE FLEET FING 2026-1   A-2    20281020 4.0 | 2028-10-20      | 4.0000%  | 0.0000% | $745000.00         | $744319.15         | Asset-Backed Securities                           |
| ENTERPRISE FLEET FING 2026-1   A-4    20320920 4.2 | 2032-09-20      | 4.2900%  | 0.0000% | $1000000.00        | $994184.67         | Asset-Backed Securities                           |
| CARVANA AUTO RECB TR 2021-N1   C      20280110 1.3 | 2028-01-10      | 1.3000%  | 0.0000% | $1660000.00        | $90180.51          | Asset-Backed Securities                           |
| CITIBANK CCIT 2018-A7          NT     20301015 3.9 | 2030-10-15      | 3.9600%  | 0.0000% | $200000.00         | $199160.00         | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TRUST 2022-2 C      20271215 4.2 | 2027-12-15      | 4.2600%  | 0.0000% | $2395000.00        | $2399675.04        | Asset-Backed Securities                           |
| CARVANA AUTO RECB TR 2021-N2   C      20280310 1.0 | 2028-03-10      | 1.0700%  | 0.0000% | $140000.00         | $9933.52           | Asset-Backed Securities                           |
| CARVANA AR REC TR 2025-N1      A-2    20280510 4.7 | 2028-05-10      | 4.7800%  | 0.0000% | $4115000.00        | $773927.08         | Asset-Backed Securities                           |
| GARRISON MML CLO 2019-1 LP     A-1T-S 20310721 FLT | 2031-07-21      | 6.3368%  | 0.0000% | $5000000.00        | $853316.71         | Asset-Backed Securities                           |
| HYUNDAI AUTO LEASE SEC 2025-C  A-4    20290615 4.3 | 2029-06-15      | 4.3800%  | 0.0000% | $200000.00         | $200612.00         | Asset-Backed Securities                           |
| HYUNDAI AUTO LEASE TR 2024-B   B      20280815 5.5 | 2028-08-15      | 5.5600%  | 0.0000% | $1000000.00        | $1008342.67        | Asset-Backed Securities                           |
| GLS AUTO SELECT REC TR 2026-1  D      20330418 5.2 | 2033-04-18      | 5.2500%  | 0.0000% | $1005000.00        | $997734.35         | Asset-Backed Securities                           |
| MVW LLC 2024-1                 A      20430220 5.3 | 2043-02-20      | 5.3200%  | 0.0000% | $100000.00         | $46466.08          | Asset-Backed Securities                           |
| MMAF EQUIPMENT FINANCE 2024-A  A-2    20270913 5.2 | 2027-09-13      | 5.2000%  | 0.0000% | $500000.00         | $65990.15          | Asset-Backed Securities                           |
| MCF CLO IX LTD 2019-1RR        A-1-RR 20360417 FLT | 2036-04-17      | 5.6804%  | 0.0000% | $250000.00         | $250387.81         | Asset-Backed Securities                           |
| MORGAN STNY ETN VC CL 2023-19R B-R    20380715 FLT | 2038-07-15      | 5.4231%  | 0.0000% | $1283449.00        | $1287247.53        | Asset-Backed Securities                           |
| GLS AUTO RECEIVABLES 2024-2    B      20281115 5.7 | 2028-11-15      | 5.7700%  | 0.0000% | $3478000.00        | $2429651.96        | Asset-Backed Securities                           |
| GM FINL CON AUTO REC TR 2024-4 A-2-A  20271018 4.5 | 2027-10-18      | 4.5300%  | 0.0000% | $90000.00          | $4923.44           | Asset-Backed Securities                           |
| PEAC SOLUTIONS REC 2024-1      A-2    20270621 5.7 | 2027-06-21      | 5.7900%  | 0.0000% | $5915000.00        | $1941926.78        | Asset-Backed Securities                           |
| FORD CR AUTO OWNER TR 2022-C   C      20300315 5.2 | 2030-03-15      | 5.2200%  | 0.0000% | $50000.00          | $50179.55          | Asset-Backed Securities                           |
| RAD CLO LTD 2025-28            A      20380420 FLT | 2038-04-20      | 4.9652%  | 0.0000% | $250000.00         | $250752.31         | Asset-Backed Securities                           |
| FORTRESS CREDIT BSL 2019-8R    C-R    20321020 FLT | 2032-10-20      | 5.6721%  | 0.0000% | $250000.00         | $250231.61         | Asset-Backed Securities                           |
| PFS FINANCING CORP 2025-D      A      20300515 4.4 | 2030-05-15      | 4.4700%  | 0.0000% | $9686000.00        | $9712825.38        | Asset-Backed Securities                           |
| PRPM LLC 2025-RCF3             A-1    20550725 FLT | 2055-07-25      | 5.2500%  | 0.0000% | $850000.00         | $643152.06         | Asset-Backed Securities                           |
| PRPM LLC 2024-RCF2             A-1    20540325 FLT | 2054-03-25      | 3.7500%  | 0.0000% | $2271271.00        | $1552937.82        | Asset-Backed Securities                           |
| PFS FINANCING CORP 2024-E      A      20280717 FLT | 2028-07-17      | 4.4898%  | 0.0000% | $24250000.00       | $24315905.44       | Asset-Backed Securities                           |
| PRPM LLC 2024-RPL1             A-1    20641225 FLT | 2064-12-25      | 4.2000%  | 0.0000% | $146646.00         | $112021.57         | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2024-P1    A-3    20290410 5.0 | 2029-04-10      | 5.0500%  | 0.0000% | $2000000.00        | $1233682.75        | Asset-Backed Securities                           |
| CARLYLE US CLO LTD 2024-2      A      20370427 FLT | 2037-04-27      | 5.1866%  | 0.0000% | $700000.00         | $700127.55         | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TRUST 2022-2 B      20271015 3.9 | 2027-10-15      | 3.9100%  | 0.0000% | $86000.00          | $86104.33          | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2023-P2    A-3    20280410 5.4 | 2028-04-10      | 5.4200%  | 0.0000% | $345000.00         | $36707.44          | Asset-Backed Securities                           |
| CPS AUTO REC TR 2022-B         D      20280815 5.1 | 2028-08-15      | 5.1900%  | 0.0000% | $7511000.00        | $938672.86         | Asset-Backed Securities                           |
| BENEFIT STR PT CLO LTD 2024-36 A-1    20380125 FLT | 2038-01-25      | 5.0266%  | 0.0000% | $550000.00         | $550730.89         | Asset-Backed Securities                           |
| CARVANA AUTO RECEIV TR 2025-P2 A-2    20280810 4.5 | 2028-08-10      | 4.5600%  | 0.0000% | $4700000.00        | $2149432.00        | Asset-Backed Securities                           |
| CARVANA AUTO RECV TR 2024-N1   B      20300510 5.6 | 2030-05-10      | 5.6300%  | 0.0000% | $30000.00          | $30256.70          | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2023-P3    A-3    20280810 5.8 | 2028-08-10      | 5.8200%  | 0.0000% | $3159000.00        | $916010.73         | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TR 2022-4    A-3    20270816 5.3 | 2027-08-16      | 5.3400%  | 0.0000% | $3960000.00        | $165021.65         | Asset-Backed Securities                           |
| CARVANA AUTO RECEIV TR 2025-P1 A-2    20280610 4.5 | 2028-06-10      | 4.5000%  | 0.0000% | $315000.00         | $31064.69          | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2021-P3    A-4    20270610 1.0 | 2027-06-10      | 1.0300%  | 0.0000% | $2825000.00        | $381579.38         | Asset-Backed Securities                           |
| CARVANA AUTO RECB TR 2021-N1   A      20280110 0.7 | 2028-01-10      | 0.7000%  | 0.0000% | $17910000.00       | $234537.77         | Asset-Backed Securities                           |
| CARVANA AUTO RECEIVABLES 2023- A-3    20281010 6.1 | 2028-10-10      | 6.1600%  | 0.0000% | $2500000.00        | $918049.91         | Asset-Backed Securities                           |
| BMW VEH OWNER TR 2023-A        A3     20280225 5.4 | 2028-02-25      | 5.4700%  | 0.0000% | $25000.00          | $6195.53           | Asset-Backed Securities                           |
| ONEMAIN FIN ISS TR 2022-S1     D      20350514 5.2 | 2035-05-14      | 5.2000%  | 0.0000% | $1570000.00        | $1574980.21        | Asset-Backed Securities                           |
| GM FINL CONSUMER AUTOMOBILE RE A-3    20280216 4.6 | 2028-02-16      | 4.6600%  | 0.0000% | $5241000.00        | $1082191.44        | Asset-Backed Securities                           |
| GLS AUTO REC TR 2021-4         D      20271015 2.4 | 2027-10-15      | 2.4800%  | 0.0000% | $205000.00         | $50017.33          | Asset-Backed Securities                           |
| TEXTAINER MARI CONT VII 2021-1 A      20460220 1.6 | 2046-02-20      | 1.6800%  | 0.0000% | $120000.00         | $66092.69          | Asset-Backed Securities                           |
| PORSCHE INNOV LEASE 2025-1     A-4    20301120 4.6 | 2030-11-20      | 4.6900%  | 0.0000% | $200000.00         | $201699.96         | Asset-Backed Securities                           |
| PRESTIGE AUTO REC 2024-2       A-2    20280215 4.7 | 2028-02-15      | 4.7200%  | 0.0000% | $37000000.00       | $1211354.99        | Asset-Backed Securities                           |
| GM FINL CONSUMER AUTOMOBILE RE B      20280918 5.0 | 2028-09-18      | 5.0300%  | 0.0000% | $25000.00          | $25184.85          | Asset-Backed Securities                           |
| GOLUB CAP PARTNERS 2025-79(B)  A      20380420 FLT | 2038-04-20      | 4.8452%  | 0.0000% | $1800000.00        | $1791898.01        | Asset-Backed Securities                           |
| GLS AUTO SELECT 2023-2         A-3    20290215 6.3 | 2029-02-15      | 6.3800%  | 0.0000% | $548000.00         | $554070.38         | Asset-Backed Securities                           |
| ONEMAIN DIRECT AUTO RCV 2019-1 C      20281114 4.1 | 2028-11-14      | 4.1900%  | 0.0000% | $2000000.00        | $2000928.44        | Asset-Backed Securities                           |
| SANTANDER DR AUT REC TR 2024-4 A-3    20290116 4.8 | 2029-01-16      | 4.8500%  | 0.0000% | $150000.00         | $61313.55          | Asset-Backed Securities                           |
| SANTANDER DRIVE AUTO 2023-5    B      20291217 6.1 | 2029-12-17      | 6.1600%  | 0.0000% | $475000.00         | $475721.35         | Asset-Backed Securities                           |
| SANT DR AUTOREC TR 2024-3      B      20290917 5.5 | 2029-09-17      | 5.5500%  | 0.0000% | $100000.00         | $101021.45         | Asset-Backed Securities                           |
| UNIT AUTO CR SEC TR 2022-2     D      20280110 6.8 | 2028-01-10      | 6.8400%  | 0.0000% | $2200000.00        | $354815.00         | Asset-Backed Securities                           |
| POST ROAD EQUIPMENT 2026-1     C      20330615 5.1 | 2033-06-15      | 5.1200%  | 0.0000% | $2500000.00        | $2495000.83        | Asset-Backed Securities                           |
| OCTAGON INVEST PTNRS 2016-29R2 B-R2   20370720 FLT | 2037-07-20      | 5.5252%  | 0.0000% | $1000000.00        | $1002074.79        | Asset-Backed Securities                           |
| SANT DR AUTOREC TR 2024-3      A-3    20290116 5.6 | 2029-01-16      | 5.6300%  | 0.0000% | $1604000.00        | $392260.00         | Asset-Backed Securities                           |
| SANTANDER DRIVE AUTO 2025-1    A-3    20290115 4.7 | 2029-01-15      | 4.7400%  | 0.0000% | $2466000.00        | $1724388.11        | Asset-Backed Securities                           |
| GLS AUTO REC TR 2022-1         D      20280118 3.9 | 2028-01-18      | 3.9700%  | 0.0000% | $1550000.00        | $404376.79         | Asset-Backed Securities                           |
| HONDA AUTO REC OWN TR  2023-1  A-4    20290621 4.9 | 2029-06-21      | 4.9700%  | 0.0000% | $280000.00         | $280952.14         | Asset-Backed Securities                           |
| HARRIMAN PK 20-1RR CLO LTD     D2-RR  20380720 FLT | 2038-07-20      | 8.0252%  | 0.0000% | $2500000.00        | $2487533.08        | Asset-Backed Securities                           |
| GM FINANCIAL AUTOMOBILE 2024-1 A-3    20270322 5.0 | 2027-03-22      | 5.0900%  | 0.0000% | $69000.00          | $2997.21           | Asset-Backed Securities                           |
| GALLATIN CLO XI LTD 2024-1     C      20371020 FLT | 2037-10-20      | 5.9752%  | 0.0000% | $1100000.00        | $1102914.76        | Asset-Backed Securities                           |
| FLAGSHIP CR AUTO TRUST 2021-3  D      20270915 1.6 | 2027-09-15      | 1.6500%  | 0.0000% | $1128000.00        | $884752.55         | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2024-P4    A-4    20301210 4.7 | 2030-12-10      | 4.7400%  | 0.0000% | $110000.00         | $110695.02         | Asset-Backed Securities                           |
| CARVANA AUTO RECS TR 2021-N3   B      20280612 0.6 | 2028-06-12      | 0.6600%  | 0.0000% | $8400000.00        | $347023.17         | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2024-29R       A-1R   20370420 FLT | 2037-04-20      | 5.1952%  | 0.0000% | $300000.00         | $300798.94         | Asset-Backed Securities                           |
| CARVANA AUTO RECB TR 2021-N2   B      20280310 0.7 | 2028-03-10      | 0.7500%  | 0.0000% | $1945000.00        | $120726.83         | Asset-Backed Securities                           |
| AUTONATION FIN TR 2025-1       A-2    20280410 4.7 | 2028-04-10      | 4.7200%  | 0.0000% | $255000.00         | $89361.63          | Asset-Backed Securities                           |
| AMERICAN CR ACC RECV TR 2023-1 D      20290412 6.3 | 2029-04-12      | 6.3500%  | 0.0000% | $950000.00         | $728123.29         | Asset-Backed Securities                           |
| ANCHORAGE CAP CLO 2019-11R2    A-R2   20370722 FLT | 2037-07-22      | 5.1936%  | 0.0000% | $1000000.00        | $1002074.14        | Asset-Backed Securities                           |
| CANYON CLO LTD 2019-2R2        D-R2   20341016 FLT | 2034-10-16      | 6.5231%  | 0.0000% | $1000000.00        | $957947.96         | Asset-Backed Securities                           |
| CARMAX SELECT RECIEV TR 2025-A A-2A   20280515 4.7 | 2028-05-15      | 4.7600%  | 0.0000% | $1714000.00        | $699299.12         | Asset-Backed Securities                           |
| CARVANA AUTO RCV TR 2021-N4    D      20280910 2.3 | 2028-09-10      | 2.3000%  | 0.0000% | $7090000.00        | $831825.99         | Asset-Backed Securities                           |
| CLARUS CAP FDG 2024-1          A-2    20320820 4.7 | 2032-08-20      | 4.7100%  | 0.0000% | $1038000.00        | $358449.05         | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2022-P2    A-4    20280210 4.6 | 2028-02-10      | 4.6800%  | 0.0000% | $3416000.00        | $1464464.56        | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TRUST 2022-2 A-4    20270915 3.6 | 2027-09-15      | 3.6200%  | 0.0000% | $325000.00         | $141361.54         | Asset-Backed Securities                           |
| CARVANA AUTO RECE TR 2025-P4   C      20320410 5.0 | 2032-04-10      | 5.0400%  | 0.0000% | $1753000.00        | $1747663.87        | Asset-Backed Securities                           |
| CAP ONE PRIME AUTO RECV 2023-1 A-3    20280215 4.8 | 2028-02-15      | 4.8700%  | 0.0000% | $2520000.00        | $590608.91         | Asset-Backed Securities                           |
| ATLAS SENIOR LN FDG 2021-17    B-1    20341020 FLT | 2034-10-20      | 5.6868%  | 0.0000% | $1900000.00        | $1904939.39        | Asset-Backed Securities                           |
| BAIN CAP CR CLO LTD 2022-2R    D-1-R  20350423 FLT | 2035-04-23      | 6.8636%  | 0.0000% | $1220000.00        | $1206781.61        | Asset-Backed Securities                           |
| BX COML MTG TR 2024-AIR2       A      20411015 FLT | 2041-10-15      | 5.1473%  | 0.0000% | $67000000.00       | $64523396.33       | Private Label Collateralized Mortgage Obligations |
| CARVANA AUTO REC TR 2022-P3    A-3    20271110 4.6 | 2027-11-10      | 4.6100%  | 0.0000% | $2709000.00        | $58671.03          | Asset-Backed Securities                           |
| CARVANA AUTO RECS TR 2021-N3   A-2    20280612 1.1 | 2028-06-12      | 1.1100%  | 0.0000% | $2915000.00        | $663527.24         | Asset-Backed Securities                           |
| HYUNDAI AUTO REC TR 2023-B     A-3    20280417 5.4 | 2028-04-17      | 5.4800%  | 0.0000% | $2422000.00        | $809925.14         | Asset-Backed Securities                           |
| WOODMONT LP 2023-12R           A-1R   20321025 FLT | 2032-10-25      | 5.0666%  | 0.0000% | $100000.00         | $66719.04          | Asset-Backed Securities                           |
| HYUNDAI AUTO REC TR 2022-B     A-4    20280815 3.8 | 2028-08-15      | 3.8000%  | 0.0000% | $4095000.00        | $591772.39         | Asset-Backed Securities                           |
| HYUNDAI AUTO REC TR 2023-B     A-4    20290815 5.3 | 2029-08-15      | 5.3100%  | 0.0000% | $1296000.00        | $1312522.06        | Asset-Backed Securities                           |
| NEUBERGER BERMAN LOAN 2021-44R B-R    20351016 FLT | 2035-10-16      | 5.1795%  | 0.0000% | $2000000.00        | $2005268.52        | Asset-Backed Securities                           |
| OFSI BSL XIV LTD 2024-14       A      20370720 FLT | 2037-07-20      | 5.1276%  | 0.0000% | $250000.00         | $250544.11         | Asset-Backed Securities                           |
| NISSAN AUTO LEASE TRUST 2023-B A-3    20280315 5.9 | 2028-03-15      | 5.9300%  | 0.0000% | $1227000.00        | $428564.44         | Asset-Backed Securities                           |
| ONEMAIN DIRET AT REV TR 2025-1 A      20350416 5.3 | 2035-04-16      | 5.3600%  | 0.0000% | $1600000.00        | $1639333.16        | Asset-Backed Securities                           |
| OCTANE RECEIVABLES TR 2022-1   C      20280821 5.2 | 2028-08-21      | 5.2100%  | 0.0000% | $5000000.00        | $1438454.61        | Asset-Backed Securities                           |
| GM FINA AUTO LEASE TR 2024-2   A-3    20270720 5.3 | 2027-07-20      | 5.3900%  | 0.0000% | $5855000.00        | $2257878.00        | Asset-Backed Securities                           |
| VENTURE 2015-19RR CLO LTD      D-RR   20320115 FLT | 2032-01-15      | 7.4347%  | 0.0000% | $2000000.00        | $1737755.59        | Asset-Backed Securities                           |
| GS MTG BACKED SEC 2021-RPL1 TR M-1    20601225 FLT | 2060-12-25      | 2.2500%  | 0.0000% | $1750000.00        | $1479319.62        | Asset-Backed Securities                           |

### Security 629: 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: ARP1GVBZ7, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1GVBZ7
- **C.18 - Value (incl. sponsor support):** $574646915.50
- **C.18.a - Value (excl. sponsor support):** $574646915.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GCAT TR 2022-INV3              B-5    20520825 FLT | 2052-08-25      | 4.5962%  | 0.0000% | $1057000.00        | $797277.11         | Private Label Collateralized Mortgage Obligations |
| NEW CENTURY HEQ TR 2006-1      M-1    20360525 FLT | 2036-05-25      | 4.2788%  | 0.0000% | $13886720.00       | $4399770.07        | Asset-Backed Securities                           |
| PAGAYA AI DEBT GR TR 2025-7    E1     20330516 8.8 | 2033-05-16      | 8.8900%  | 0.0000% | $28860000.00       | $28749798.09       | Asset-Backed Securities                           |
| OBX 2025-J2 TRUST              B-4    20550925 FLT | 2055-09-25      | 6.5615%  | 0.0000% | $1522000.00        | $1341120.04        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK21                F      20521018 FLT | 2052-10-18      | 2.6818%  | 0.0000% | $2250000.00        | $1316644.51        | Private Label Collateralized Mortgage Obligations |
| BMO SBA COOF 2.6723 25OCT46 144A FR                | 2046-10-25      | 2.6846%  | 0.0000% | $591134720.00      | $17254781.09       | Asset-Backed Securities                           |
| GALLERIA CDO CDO 2002-3        C-2    20370919 FLT | 2037-09-19      | 11.0210% | 0.0000% | $8100000.00        | $1268757.22        | Asset-Backed Securities                           |
| BANK 2020-BNK26                F      20630316 FLT | 2063-03-16      | 2.0841%  | 0.0000% | $2070480.00        | $617741.84         | Private Label Collateralized Mortgage Obligations |
| BEAR MOUTAIN PK CLO LTD 2022-R E-R    20370715 FLT | 2037-07-15      | 9.6231%  | 0.0000% | $2250000.00        | $1960221.66        | Asset-Backed Securities                           |
| BELLE HAVEN ABS CDO 2004-1     A1ST   20441103 FLT | 2044-11-03      | 7.1100%  | 0.0000% | $1000000.00        | $60704.05          | Asset-Backed Securities                           |
| ATHILON CAP CORP               SR SB -E 144A 47    | 2047-06-20      | 2.7450%  | 0.0000% | $19200000.00       | $7632430.93        | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2015-9     1A2    20360220 FLT | 2036-02-20      | 4.6304%  | 0.0000% | $500000.00         | $229827.94         | Private Label Collateralized Mortgage Obligations |
| DRYDEN 95 CLO LTD 2021-95      SUB    20340821 FLT | 2034-08-21      | 0.0000%  | 0.0000% | $8750000.00        | $2362500.00        | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2022-16R       E-R    20370420 FLT | 2037-04-20      | 10.4252% | 0.0000% | $1000000.00        | $933285.90         | Asset-Backed Securities                           |
| HALCYON LN ADV FDG 2017-1 LTD  SUB    20290625 FLT | 2029-06-25      | 0.0000%  | 0.0000% | $28665000.00       | $3067212.33        | Asset-Backed Securities                           |
| FIGRE TR 2025-PF1              B      20550625 FLT | 2055-06-25      | 5.9090%  | 0.0000% | $3382540.00        | $2615521.34        | Asset-Backed Securities                           |
| TABERNA PREF FDG II 2005-2     B 144A 20351105 FLT | 2035-11-05      | 4.8248%  | 0.0000% | $36500000.00       | $5794662.99        | Asset-Backed Securities                           |
| PMT LOAN TRUST 2025-CNF1       B-6    20561025 FLT | 2056-10-25      | 5.8604%  | 0.0000% | $729319.00         | $403012.85         | Private Label Collateralized Mortgage Obligations |
| OCP CLO LTD 2023-30R           E-R    20390126 FLT | 2039-01-26      | 8.4231%  | 0.0000% | $6000000.00        | $5480469.75        | Asset-Backed Securities                           |
| MASTR SEASONED SEC 2004-1      4-A-1  20321025 FLT | 2032-10-25      | 6.5322%  | 0.0000% | $549984.00         | $2542.97           | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-GCJ14      H      20460810 FLT | 2046-08-10      | 4.2500%  | 0.0000% | $15388512.00       | $2494371.12        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-CNF1       B-4    20561025 FLT | 2056-10-25      | 5.8604%  | 0.0000% | $1167000.00        | $946020.26         | Private Label Collateralized Mortgage Obligations |
| ARES L CLO LTD 2018-50         SUB    20320115 FLT | 2032-01-15      | 0.0000%  | 0.0000% | $1500000.00        | $298293.00         | Asset-Backed Securities                           |
| OZLM LTD 2014-9                SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $6000000.00        | $425616.00         | Asset-Backed Securities                           |
| OBX 2026-NQM3 TRUST            B-2    20660125 FLT | 2066-01-25      | 6.6743%  | 0.0000% | $4624000.00        | $4185790.80        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2026-J1                 B-6    20560125 FLT | 2056-01-25      | 6.0902%  | 0.0000% | $1449496.00        | $932278.60         | Private Label Collateralized Mortgage Obligations |
| NOVASTAR HM EQ LN TR 2004-1    B-2    20340625 FLT | 2034-06-25      | 6.4688%  | 0.0000% | $8000000.00        | $1849907.97        | Asset-Backed Securities                           |
| KREF LTD  2022-FL3             A-S    20390222 FLT | 2039-02-22      | 5.5572%  | 0.0000% | $12000000.00       | $12020631.58       | Asset-Backed Securities                           |
| BMO SBA COOF TR SE 0.01 25OCT34 FRN                | 2034-10-25      | 3.0095%  | 0.0000% | $481079296.00      | $7447445.53        | Asset-Backed Securities                           |
| CENTEX HM EQ LN TR 2005-A      M-5    20350125 FLT | 2035-01-25      | 5.0138%  | 0.0000% | $10000000.00       | $1873592.88        | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2023-N1    E      20300410 10. | 2030-04-10      | 10.4600% | 0.0000% | $6116000.00        | $6510708.98        | Asset-Backed Securities                           |
| BELLE HAVEN ABS CDO            D      20460705 FLT | 2046-07-05      | 10.0500% | 0.0000% | $4000000.00        | $66523.51          | Asset-Backed Securities                           |
| ABS CORP HEQ 2005-HE6          M7     20350725 FLT | 2035-07-25      | 5.7938%  | 0.0000% | $3900156.00        | $3056478.24        | Asset-Backed Securities                           |
| PAGAYA AI TECHNOLOGY 2023-1    G      20401026 3.6 | 2040-10-26      | 3.6000%  | 0.0000% | $1710000.00        | $1509122.88        | Asset-Backed Securities                           |
| OBX TRUST 2026-INV2            B-5    20560425 0.0 | 2056-04-25      | 6.3054%  | 0.0000% | $1343000.00        | $1021852.94        | Private Label Collateralized Mortgage Obligations |
| PRET 2026-NPL2 0.0 25FEB56 144A                    | 2056-02-25      | 0.0000%  | 0.0000% | $49380864.00       | $48572696.78       | Asset-Backed Securities                           |
| OBX TRUST 2021-J1              B-6    20510525 FLT | 2051-05-25      | 2.6254%  | 0.0000% | $885243.00         | $345191.96         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2022-INV1            B-6    20511225 FLT | 2051-12-25      | 3.2541%  | 0.0000% | $4150344.00        | $2055054.87        | Private Label Collateralized Mortgage Obligations |
| TABERNA PREF FDG I 2005-1      B-1    20350705 FLT | 2035-07-05      | 5.0402%  | 0.0000% | $5500000.00        | $2795963.43        | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-S1     M3     20370125 FLT | 2037-01-25      | 4.6988%  | 0.0000% | $4071424.00        | $1635.78           | Asset-Backed Securities                           |
| RCKT MORTGAGE TR 2025-CES11    B-3    20551125 FLT | 2055-11-25      | 9.0274%  | 0.0000% | $3808800.00        | $3576558.77        | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2005-3  C      20370825 FLT | 2037-08-25      | 4.4788%  | 0.0000% | $6709248.00        | $2571.21           | Asset-Backed Securities                           |
| FHN SBA 2026 1.7777 25APR37 144A FR                | 2037-04-25      | 1.7779%  | 0.0000% | $356535296.00      | $16808973.24       | Asset-Backed Securities                           |
| DUTCH HILL FUNDING 2007-2      B      20470326 FLT | 2047-03-26      | 6.0037%  | 0.0000% | $64400000.00       | $5356794.84        | Asset-Backed Securities                           |
| ATTENUS CDO I 2006-1           D      20360510 FLT | 2036-05-10      | 6.6515%  | 0.0000% | $5000000.00        | $166123.61         | Asset-Backed Securities                           |
| BARINGS CLO LTD 2015-2         SUB    20270720 FLT | 2027-07-20      | 0.0000%  | 0.0000% | $1376256.00        | $137.63            | Asset-Backed Securities                           |
| RCKT MTG TR 2026-CES2          XS     20560225 FLT | 2056-02-25      | 0.0000%  | 0.0000% | $16057599.00       | $1482217.87        | Asset-Backed Securities                           |
| RCKT MORTGAGE TRUST 2024-CES4  B-1    20440625 FLT | 2044-06-25      | 8.0090%  | 0.0000% | $534000.00         | $544339.68         | Asset-Backed Securities                           |
| MS BOFA ML TRUST 2013-C9       F      20460517 FLT | 2046-05-17      | 3.9169%  | 0.0000% | $4879000.00        | $4069185.05        | Private Label Collateralized Mortgage Obligations |
| SMB PVT ED LN TR 2022-B        D      20550216 5.9 | 2055-02-16      | 5.9500%  | 0.0000% | $2016000.00        | $919391.28         | Asset-Backed Securities                           |
| SOUND POINT CLO LTD 2019-24R   E-R    20341025 FLT | 2034-10-25      | 10.6482% | 0.0000% | $2500000.00        | $2305065.88        | Asset-Backed Securities                           |
| PROVIDENT FDG MTG TR 2021-1    B-6    20510425 FLT | 2051-04-25      | 2.3842%  | 0.0000% | $1317986.00        | $445013.99         | Private Label Collateralized Mortgage Obligations |
| PREFERRED TERM SEC XVI 2004-16 D      20350323 FLT | 2035-03-23      | 6.5356%  | 0.0000% | $100000.00         | $18008.67          | Asset-Backed Securities                           |
| PRIMA CAP CRE SECU 4.0 15APR38 144A                | 2028-04-15      | 4.0000%  | 0.0000% | $100000.00         | $82939.32          | Asset-Backed Securities                           |
| RCKT MTG TR 2025-CES7          B-2R   20550725 FLT | 2055-07-25      | 8.0610%  | 0.0000% | $340000.00         | $321011.20         | Asset-Backed Securities                           |
| RCKT MTG TR 2026-CES2          B-3    20560225 FLT | 2056-02-25      | 8.8761%  | 0.0000% | $6011560.00        | $5179729.49        | Asset-Backed Securities                           |
| SALT TR 2021-1                 C      20330228 5.9 | 2033-02-28      | 5.9260%  | 0.0000% | $8590000.00        | $2384352.74        | Asset-Backed Securities                           |
| PAGAYA AI DEBT GR TR 2025-7    D1     20330516 5.5 | 2033-05-16      | 5.5440%  | 0.0000% | $1540000.00        | $1536447.32        | Asset-Backed Securities                           |
| PIONEER AIR FIN 2019           EQT CT 20440615 0.0 | 2044-06-15      | 0.0000%  | 0.0000% | $3390000.00        | $1906369.89        | Asset-Backed Securities                           |
| TRICOLOR AUTO SEC TR 2024-1    A      20271015 6.6 | 2027-10-15      | 6.6100%  | 0.0000% | $615000.00         | $58703.08          | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2007-3         AV-2   20370925 FLT | 2037-09-25      | 4.7688%  | 0.0000% | $3000000.00        | $340653.50         | Asset-Backed Securities                           |
| RCKT MTG TR 2025-CES7          B-1R   20550725 FLT | 2055-07-25      | 6.9700%  | 0.0000% | $793000.00         | $775757.58         | Asset-Backed Securities                           |
| RASC SERIES TRUST 2006-KS5     M-2    20360725 FLT | 2036-07-25      | 4.0688%  | 0.0000% | $12269808.00       | $7603628.15        | Asset-Backed Securities                           |
| SOLOSO CDO 2005-1              B1L 14 20351015 FLT | 2035-10-15      | 8.2630%  | 0.0000% | $3000000.00        | $10331.72          | Asset-Backed Securities                           |
| ONDECK ASSET SEC IV LLC 2024-2 D      20311017 9.4 | 2031-10-17      | 9.4900%  | 0.0000% | $1200000.00        | $1236715.13        | Asset-Backed Securities                           |
| OCTAGON INV PTNRS 24 2015-24   SUB NT 20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $15950000.00       | $1595000.00        | Asset-Backed Securities                           |
| OBX TRUST 2021-J1              B-5    20510525 FLT | 2051-05-25      | 2.6254%  | 0.0000% | $531000.00         | $236424.21         | Private Label Collateralized Mortgage Obligations |
| NYC COMML MTG TR 2025-1155     E      20420612 FLT | 2042-06-12      | 7.6033%  | 0.0000% | $1586000.00        | $1583018.09        | Private Label Collateralized Mortgage Obligations |
| SOUND POINT CLO LTD 2019-22    SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $17080000.00       | $1268702.40        | Asset-Backed Securities                           |
| NOVASTAR HM EQ LN TR 2004-1    M-5    20340625 FLT | 2034-06-25      | 5.3438%  | 0.0000% | $625000.00         | $892.88            | Asset-Backed Securities                           |
| NEW CENTURY HEQ TR 2005-B      M-3    20351025 FLT | 2035-10-25      | 4.5338%  | 0.0000% | $23782656.00       | $6401951.53        | Asset-Backed Securities                           |
| PROVIDENT FDG MTG 2020-F1      B-3    20360125 FLT | 2036-01-25      | 2.1561%  | 0.0000% | $1033000.00        | $530475.01         | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2024-INV2          B-4    20540925 FLT | 2054-09-25      | 7.0412%  | 0.0000% | $1984000.00        | $1827757.62        | Private Label Collateralized Mortgage Obligations |
| FIRST FRANKLIN MTG 2005-FF12   M-3    20361125 FLT | 2036-11-25      | 4.5188%  | 0.0000% | $15841560.00       | $6278127.85        | Asset-Backed Securities                           |
| JP MORGAN CHASE CMBS 2013-LC11 C      20460417 FLT | 2046-04-17      | 3.9582%  | 0.0000% | $1610000.00        | $471928.08         | Private Label Collateralized Mortgage Obligations |
| PALMER SQUARE CLO LTD 2018-1   D-R    20370420 FLT | 2037-04-18      | 10.6152% | 0.0000% | $1000000.00        | $925028.68         | Asset-Backed Securities                           |
| DUKE FDG V LTD                                     | 2033-08-07      | 7.8500%  | 0.0000% | $15000000.00       | $1329456.67        | Asset-Backed Securities                           |
| BABSON CLO LTD 2015-I          SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $6130000.00        | $624358.89         | Asset-Backed Securities                           |
| LEXN 2007                                          | 2051-04-10      | 7.3378%  | 0.0000% | $13000000.00       | $108359.93         | Asset-Backed Securities                           |
| SALT TR 2021-1                 D      20330228 7.1 | 2033-02-28      | 7.1420%  | 0.0000% | $7340000.00        | $1915431.41        | Asset-Backed Securities                           |
| UNITI FIBER ABS ISSUER 2025-2  C      20560120 7.8 | 2056-01-20      | 7.8340%  | 0.0000% | $8000000.00        | $8180208.89        | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 2006-FF10   A1     20360725 FLT | 2036-07-25      | 3.8838%  | 0.0000% | $5000000.00        | $175803.70         | Asset-Backed Securities                           |
| FIRST NLC TRUST 2005-1         M-7    20350525 FLT | 2035-05-25      | 4.7438%  | 0.0000% | $5996544.00        | $507.79            | Asset-Backed Securities                           |
| GMACM HEQ LN TR 2005-HE1       A3     20350825 FLT | 2035-08-25      | 4.2688%  | 0.0000% | $34632000.00       | $135906.62         | Asset-Backed Securities                           |
| HPS LOAN MGMT LTD 2026-27      E      20390415 FLT | 2039-04-15      | 9.0612%  | 0.0000% | $675000.00         | $680590.98         | Asset-Backed Securities                           |
| LONGPORT FDG LTD 2003          A-1B   20350130 FLT | 2035-01-30      | 2.7071%  | 0.0000% | $35600000.00       | $467099.83         | Asset-Backed Securities                           |
| JP MORGAN CHASE CMBS 2013-LC11 B      20460417 3.4 | 2046-04-17      | 3.4986%  | 0.0000% | $5052000.00        | $439137.00         | Private Label Collateralized Mortgage Obligations |
| HILLCREST CDO I LTD 2004-1     D      20391210 FLT | 2039-12-10      | 7.4907%  | 0.0000% | $4500000.00        | $92858.57          | Asset-Backed Securities                           |
| SIERRA MADRE FDG 2004          A1 LTA 20390907 FLT | 2039-09-07      | 4.1554%  | 0.0000% | $750000.00         | $31036.41          | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2019-1      SUB    20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $13283420.00       | $3008468.81        | Asset-Backed Securities                           |
| SOFI PRFSSNAL LN PRGRM 2018-D  B-FX   20480225 4.1 | 2048-02-25      | 4.1400%  | 0.0000% | $500000.00         | $483839.50         | Asset-Backed Securities                           |
| REGIONAL DIVER FDG LTD 2005-1  B-1    20360125 FLT | 2036-01-25      | 5.2482%  | 0.0000% | $1000000.00        | $434633.92         | Asset-Backed Securities                           |
| PAGAYA AI DEBT GRANTOR 2025-8  A2     20330715 4.8 | 2033-07-15      | 4.8510%  | 0.0000% | $10000000.00       | $10009586.74       | Asset-Backed Securities                           |
| TRIMARAN CAVU LTD 2021-2       SUB NT 20341025 FLT | 2034-10-25      | 0.0000%  | 0.0000% | $3000000.00        | $1227378.00        | Asset-Backed Securities                           |
| TRIANGLE RE  2023-1 LTD        M-1B   20331125 FLT | 2033-11-25      | 8.8952%  | 0.0000% | $1850000.00        | $1913980.89        | Asset-Backed Securities                           |
| MAGNETITE LTD 2025-45          E      20380415 FLT | 2038-04-15      | 8.1731%  | 0.0000% | $3150000.00        | $3148725.69        | Asset-Backed Securities                           |
| MKP CDO IV LTD                                     | 2040-07-12      | 7.4500%  | 0.0000% | $34000000.00       | $2140267.90        | Asset-Backed Securities                           |
| MADISON PARK FDNG 2018-31      SUB    20310123 FLT | 2031-01-23      | 0.0000%  | 0.0000% | $3000000.00        | $960000.00         | Asset-Backed Securities                           |
| LEXN 2007-5A B                                     | 2051-04-10      | 2.9378%  | 0.0000% | $6000000.00        | $9798.50           | Asset-Backed Securities                           |
| VITAL CARE ISSUER LLC 2025-1   A-2    20560130 6.7 | 2056-01-30      | 6.7370%  | 0.0000% | $5000000.00        | $5009680.00        | Asset-Backed Securities                           |
| AEGIS ABS 2003-2               M2     20331125 FLT | 2033-11-25      | 6.3188%  | 0.0000% | $3260000.00        | $179203.51         | Asset-Backed Securities                           |
| WIND RIV 2021- 0.0 20APR34 144A FRN                | 2037-07-20      | 0.0000%  | 0.0000% | $12300000.00       | $3813000.00        | Asset-Backed Securities                           |
| Z CAPITAL CR PAR CLO 2019-1    E      20310716 FLT | 2031-07-16      | 13.1711% | 0.0000% | $5000000.00        | $2890367.36        | Asset-Backed Securities                           |
| GREENWOOD PARK CLO 2018-1      SUB    20310415 FLT | 2031-04-15      | 0.0000%  | 0.0000% | $26720320.00       | $801609.60         | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 2007-FF1    A-2D   20380125 FLT | 2038-01-25      | 4.2088%  | 0.0000% | $25000000.00       | $4676460.45        | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-3      M8     20361125 FLT | 2036-11-25      | 5.4430%  | 0.0000% | $4161536.00        | $1921.68           | Asset-Backed Securities                           |
| DRYDEN LOAN FUND 2016-45R      F-R    20301015 FLT | 2030-10-15      | 12.0547% | 0.0000% | $1650000.00        | $244336.61         | Asset-Backed Securities                           |
| CWABS INC 2006-24              M-1    20351225 FLT | 2035-12-25      | 4.1438%  | 0.0000% | $12050800.00       | $3022766.05        | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 2023-RPL1    B      20630525 FLT | 2063-05-25      | 4.9538%  | 0.0000% | $47365952.00       | $29583534.32       | Asset-Backed Securities                           |
| BOYCE PK CLO LTD 2022-1        E      20350423 FLT | 2035-04-23      | 9.9221%  | 0.0000% | $3000000.00        | $2368081.60        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-NQM4     B-3    20650225 FLT | 2065-02-25      | 7.3474%  | 0.0000% | $7329288.00        | $7156527.63        | Private Label Collateralized Mortgage Obligations |
| C-BASS CBO XV 2006-15          B      20410219 FLT | 2041-02-19      | 7.2200%  | 0.0000% | $446000.00         | $25214.41          | Asset-Backed Securities                           |
| EAGLE RE LTD 2023-1            M-2    20330926 FLT | 2033-09-26      | 8.8452%  | 0.0000% | $14599999.00       | $15412431.96       | Asset-Backed Securities                           |
| DRYDEN 49  SR LN FD 2017-49    F      20300718 FLT | 2030-07-18      | 11.4868% | 0.0000% | $2600000.00        | $2327178.85        | Asset-Backed Securities                           |
| DUKE FUNDING V LTD                                 | 2033-08-07      | 7.3900%  | 0.0000% | $139300000.00      | $3958281.30        | Asset-Backed Securities                           |
| SYMPHONY CLO 2021-25 LTD       SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $1500000.00        | $539391.72         | Asset-Backed Securities                           |
| SMRT COML MTG TR 2022-MINI     F      20390118 FLT | 2039-01-18      | 7.0050%  | 0.0000% | $1000000.00        | $982918.63         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET SECS 2005-AR1 M3     20350925 FLT | 2035-09-25      | 4.5188%  | 0.0000% | $4385000.00        | $2616726.64        | Asset-Backed Securities                           |
| OCTAGON INV PTNS 32 2017-32    SUB NT 20290716 FLT | 2029-07-16      | 0.0000%  | 0.0000% | $13881056.00       | $2129812.07        | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 2004-HE7    B-3    20340825 FLT | 2034-08-25      | 9.0188%  | 0.0000% | $2900000.00        | $559955.44         | Asset-Backed Securities                           |
| GSR MTG TR 2004-14             1B1    20341225 FLT | 2034-12-25      | 4.3188%  | 0.0000% | $9890000.00        | $408611.33         | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM12 TRUST           B-1A   20650525 FLT | 2065-05-25      | 6.6380%  | 0.0000% | $4218000.00        | $3970961.35        | Private Label Collateralized Mortgage Obligations |
| INDYMAC IMSC 2007-AR1          1-A-1  20370625 FLT | 2037-06-25      | 3.2221%  | 0.0000% | $16522500.00       | $939788.54         | Private Label Collateralized Mortgage Obligations |
| MADISON PRK FUND LTD 2021-52   SUB    20350122 FLT | 2035-01-22      | 0.0000%  | 0.0000% | $6000000.00        | $1620000.00        | Asset-Backed Securities                           |
| PAGAYA AI DEBT TR 2025-3       E      20321215 12. | 2032-12-15      | 12.6260% | 0.0000% | $2000000.00        | $1207567.48        | Asset-Backed Securities                           |
| PMT LOAN TR 2021-INV1          B-5    20510725 FLT | 2051-07-25      | 3.0877%  | 0.0000% | $1659000.00        | $892784.27         | Private Label Collateralized Mortgage Obligations |
| MASTR ASSET TR 2005-HE2        M-4    20351025 FLT | 2035-10-25      | 4.6688%  | 0.0000% | $2500000.00        | $2252158.18        | Asset-Backed Securities                           |
| MADISON PARK FUNDING 2019-34   E-RR   20371016 FLT | 2037-10-16      | 10.1795% | 0.0000% | $5000000.00        | $4552543.51        | Asset-Backed Securities                           |
| MS BOFA ML TRUST 2013-C9       E      20460517 FLT | 2046-05-17      | 3.9169%  | 0.0000% | $5492000.00        | $4928143.51        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CLO LTD 2023-19    SUB    20360721 FLT | 2036-07-21      | 0.0000%  | 0.0000% | $35580000.00       | $19793438.64       | Asset-Backed Securities                           |
| TRINITAS CLO IV 2016-4R        F-R    20311020 FLT | 2031-10-20      | 12.1868% | 0.0000% | $4500000.00        | $4036024.05        | Asset-Backed Securities                           |
| EATON VANCE CLO LTD 2014-1R    F      20300715 FLT | 2030-07-15      | 12.4347% | 0.0000% | $4500000.00        | $1045399.52        | Asset-Backed Securities                           |
| LEHMAN XS TRUST 2005-5N        3-A2   20351125 FLT | 2035-11-25      | 4.1288%  | 0.0000% | $1522000.00        | $169879.84         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS6  D      20491118 3.0 | 2049-11-18      | 3.0590%  | 0.0000% | $4763000.00        | $4220042.74        | Private Label Collateralized Mortgage Obligations |
| PALMER SQUARE CLO LTD 2018-1   SUB    20310418 FLT | 2031-04-18      | 0.0000%  | 0.0000% | $1000000.00        | $216231.00         | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      B-2    20350705 FLT | 2035-07-05      | 5.0402%  | 0.0000% | $1500000.00        | $762325.67         | Asset-Backed Securities                           |
| GS MTG BCKD SEC TR 2018-RPL1   A2     20571025 FLT | 2057-10-25      | 3.1728%  | 0.0000% | $2724000.00        | $2423229.22        | Asset-Backed Securities                           |
| YORK CLO-4 LTD 2016-4          SUB    20300122 FLT | 2030-01-22      | 0.0000%  | 0.0000% | $11250000.00       | $3262500.00        | Asset-Backed Securities                           |
| WELLFLEET CLO LTD 2017-2       SUB NT 20291020 FLT | 2029-10-20      | 0.0000%  | 0.0000% | $2000000.00        | $210752.00         | Asset-Backed Securities                           |
| NAVIENT EDUCATION LN TR 2025-A C      20550715 5.5 | 2055-07-15      | 5.5300%  | 0.0000% | $1435000.00        | $1439266.49        | Asset-Backed Securities                           |
| COOF SECURITIZATION TR 2015-1  PTC    20401025 FLT | 2040-10-25      | 2.1484%  | 0.0000% | $365958144.00      | $847597.28         | Asset-Backed Securities                           |
| CWABS INC 2004-14              B      20340625 FLT | 2034-06-25      | 6.0938%  | 0.0000% | $3400000.00        | $1016741.75        | Asset-Backed Securities                           |
| BRAVO RESIDEN FDG TR 2026-NQM4 B-1    20660325 FLT | 2066-03-25      | 6.8025%  | 0.0000% | $9140000.00        | $9208731.08        | Private Label Collateralized Mortgage Obligations |
| CARLYLE GLBL MKT STRTG 2016-1  SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $14330000.00       | $3484052.90        | Asset-Backed Securities                           |
| CSAIL COML MTG TR 2020-C19     E      20530317 2.5 | 2053-03-17      | 2.5000%  | 0.0000% | $2696000.00        | $835331.04         | Private Label Collateralized Mortgage Obligations |
| CEDAR FUNDING XI CLO 2019-11   SUB    20320601 FLT | 2032-06-01      | 0.0000%  | 0.0000% | $5000000.00        | $200000.00         | Asset-Backed Securities                           |
| COMM MTG TR 2013-CCRE11        G      20500812 FLT | 2050-08-12      | 4.2700%  | 0.0000% | $27162464.00       | $18508745.82       | Private Label Collateralized Mortgage Obligations |
| DUKE FUNDING V LTD                                 | 2038-08-07      | 8.1000%  | 0.0000% | $8000000.00        | $716520.00         | Asset-Backed Securities                           |
| CENTRE SQUARE CDO LT           B      20511119 FLT | 2051-11-19      | 1.7523%  | 0.0000% | $27500000.00       | $2174295.75        | Asset-Backed Securities                           |
| FBR SEC TRUST 2005-3           M-4    20351025 FLT | 2035-10-25      | 4.6838%  | 0.0000% | $3997696.00        | $1601.17           | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2022-109        SUB    20350420 FLT | 2035-04-20      | 0.0000%  | 0.0000% | $14000000.00       | $4620000.00        | Asset-Backed Securities                           |
| CITGRP COML MTG TR 2015-GC31   C      20480612 FLT | 2048-06-12      | 3.6296%  | 0.0000% | $825000.00         | $156400.90         | Private Label Collateralized Mortgage Obligations |
| ELEVATION CLO LTD 2017-8       SUB    20301025 FLT | 2030-10-25      | 0.0000%  | 0.0000% | $11630000.00       | $1163.00           | Asset-Backed Securities                           |
| FBR SEC TRUST 2005-2           M-10   20350925 FLT | 2035-09-25      | 7.1438%  | 0.0000% | $31416317.00       | $19023.27          | Asset-Backed Securities                           |
| EXETER AUTOMOBLE REC TR 2025-5 E      20330615 7.1 | 2033-06-15      | 7.1500%  | 0.0000% | $2400000.00        | $2419030.00        | Asset-Backed Securities                           |
| EFMT 2024-INV2                 B-2    20691025 FLT | 2069-10-25      | 7.6255%  | 0.0000% | $533000.00         | $532506.83         | Private Label Collateralized Mortgage Obligations |
| CROWN CITY CLO II              SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $4364776.00        | $872955.20         | Asset-Backed Securities                           |
| COOPR RESIDENT MORT 2025-CES3  XS     20600925 FLT | 2060-09-25      | 0.0000%  | 0.0000% | $560385024.00      | $45044173.25       | Asset-Backed Securities                           |
| ACCREDITED MTG LN TR 2006-1    M-6    20360425 FLT | 2036-04-25      | 1.3005%  | 0.0000% | $8045000.00        | $2984.20           | Asset-Backed Securities                           |
| AEGIS ABS 2006-1               M1     20370125 FLT | 2037-01-25      | 4.2188%  | 0.0000% | $4472832.00        | $1618.15           | Asset-Backed Securities                           |
| ALLEGRO CLO LTD 2024-8S        F      20371015 FLT | 2037-10-15      | 12.2231% | 0.0000% | $900000.00         | $901531.76         | Asset-Backed Securities                           |
| ACCREDITED MTG LN TR 2007-1    M-9    20370225 FLT | 2037-02-25      | 5.7688%  | 0.0000% | $2000000.00        | $981.88            | Asset-Backed Securities                           |
| ABRY LIQUID CRD CLO LTD 2026-3 E      20390420 FLT | 2039-04-20      | 8.5718%  | 0.0000% | $3000000.00        | $2990579.08        | Asset-Backed Securities                           |
| BAYSWATER PARK CLO 2023-1R LTD E-R    20390120 FLT | 2039-01-20      | 8.3752%  | 0.0000% | $1000000.00        | $918458.45         | Asset-Backed Securities                           |
| BAIN CAP CR CLO 2023-3 LTD     SUB    20360724 FLT | 2036-07-24      | 0.0000%  | 0.0000% | $600000.00         | $360633.00         | Asset-Backed Securities                           |
| CBASS CBO XII LTD 2004-12      C      20400315 FLT | 2040-03-15      | 8.0000%  | 0.0000% | $7000000.00        | $749393.55         | Asset-Backed Securities                           |
| CPS AUTO RECV TR 2023-D        E      20310515 10. | 2031-05-15      | 10.1300% | 0.0000% | $9000000.00        | $9889684.51        | Asset-Backed Securities                           |
| COLUMBIA CENT CLO 30 LTD 2020  SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $22000000.00       | $1540000.00        | Asset-Backed Securities                           |
| CWABS INC NIM 2006-6N          NT     20370425 6.7 | 2037-04-25      | 6.7500%  | 0.0000% | $749000.00         | $166.27            | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2013-8     2A2    20361125 FLT | 2036-11-25      | 4.7587%  | 0.0000% | $175000.00         | $32387.76          | Asset-Backed Securities                           |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $1217500.00        | $205443.55         | Private Label Collateralized Mortgage Obligations |
| LONG POINT PARK CLO 2017 LTD   SUB    20300117 FLT | 2030-01-17      | 0.0000%  | 0.0000% | $6000000.00        | $120000.00         | Asset-Backed Securities                           |
| SUMMER STR LTD 2005-1          A-3    20451206 FLT | 2045-12-06      | 4.4811%  | 0.0000% | $9192000.00        | $1020579.29        | Asset-Backed Securities                           |
| MASTR ASSET SEC TR 2007-1      1-A-3  20371125 6.2 | 2037-11-25      | 6.2500%  | 0.0000% | $33850000.00       | $1126244.24        | Private Label Collateralized Mortgage Obligations |
| LCM XIII LTD 2013-13           INC    20230119 FLT | 2027-07-19      | 0.0000%  | 0.0000% | $6422528.00        | $642.25            | Asset-Backed Securities                           |
| MAGNETITE XVI LTD 2015-16      SUB NT 20280118 FLT | 2028-01-18      | 0.0000%  | 0.0000% | $3443632.00        | $51654.48          | Asset-Backed Securities                           |
| ARES XXXVR CLO LTD 2018-35R    SUB NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $1500000.00        | $342021.00         | Asset-Backed Securities                           |
| YORK CLO-8 LTD 2020-8          SUB    20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $10000000.00       | $6260250.00        | Asset-Backed Securities                           |
| STIFEL SBA IO TR 2024-1        A-1    20360915 FLT | 2036-09-15      | 2.1172%  | 0.0000% | $636476160.00      | $15831286.48       | Asset-Backed Securities                           |
| WHETSTNE PRK CLO LTD 2021-1    SUB    20350122 FLT | 2035-01-22      | 0.0000%  | 0.0000% | $2180000.00        | $370600.00         | Asset-Backed Securities                           |
| MARINER CLO LTD 2020-8         SUB    20330420 FLT | 2033-04-20      | 0.0000%  | 0.0000% | $4999690.00        | $2453707.86        | Asset-Backed Securities                           |
| OCTAGON ALTO LTD 2023-70       SUB    20361020 FLT | 2036-10-20      | 0.0000%  | 0.0000% | $3675000.00        | $845250.00         | Asset-Backed Securities                           |
| GREAT LAKES CLO 2014-1 LTD     SUB    20250415 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $807692.00         | $335589.56         | Asset-Backed Securities                           |
| TRAPEZA CDO XII 2007-12        D-1    20420406 FLT | 2042-04-06      | 5.2902%  | 0.0000% | $6250000.00        | $2088475.43        | Asset-Backed Securities                           |
| KREF LTD  2022-FL3             D      20390222 FLT | 2039-02-22      | 6.4572%  | 0.0000% | $1501000.00        | $1505569.49        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2024-NQM6     B-2    20640825 FLT | 2064-08-25      | 8.0199%  | 0.0000% | $1627362.00        | $1653680.48        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B26      F      20540617 FLT | 2054-06-17      | 1.9611%  | 0.0000% | $14851000.00       | $7415279.16        | Private Label Collateralized Mortgage Obligations |
| CITIUS I FDG LTD 2006-1        C      20460505 FLT | 2046-05-05      | 8.1200%  | 0.0000% | $5000000.00        | $43646.92          | Asset-Backed Securities                           |
| CROWN POINT CLO 2021-11        SUB    20340117 FLT | 2034-01-17      | 0.0000%  | 0.0000% | $2000000.00        | $1031882.00        | Asset-Backed Securities                           |
| COMMODORE CDO III 2005         A2 144 20400306 FLT | 2040-03-06      | 9.0000%  | 0.0000% | $28500000.00       | $1761642.00        | Asset-Backed Securities                           |
| BCAP LLC TR 2011-RR4 I-II      8A2    20360226 FLT | 2036-02-26      | 0.0000%  | 0.0000% | $2686975.00        | $657.03            | Private Label Collateralized Mortgage Obligations |
| CPS AUTO RECEIVABLES TR 2024-C E      20320315 8.0 | 2032-03-15      | 8.0400%  | 0.0000% | $2293000.00        | $2376061.63        | Asset-Backed Securities                           |
| C-BASS CBO XVIII 2007-18       D      20470313 FLT | 2047-03-13      | 9.1707%  | 0.0000% | $5800000.00        | $509877.03         | Asset-Backed Securities                           |
| DSLA MTG LN TR 2007-AR1        2A-1B  20370319 FLT | 2037-03-19      | 3.9555%  | 0.0000% | $37484928.00       | $2598125.33        | Asset-Backed Securities                           |
| DATABANK ISSUER LLC 2021-2     A-2    20511025 2.4 | 2051-10-25      | 2.4000%  | 0.0000% | $605000.00         | $598213.31         | Asset-Backed Securities                           |
| SUNNOVA HELIOS II ISS 2018-1   B      20480720 7.7 | 2048-07-20      | 7.7100%  | 0.0000% | $14218000.00       | $6830488.52        | Asset-Backed Securities                           |
| SUNRUN DMT ISS LLC 2021-2      A      20570130 2.2 | 2057-01-30      | 2.2700%  | 0.0000% | $8169000.00        | $5779577.77        | Asset-Backed Securities                           |
| SEQUOIA MTG TR 2026-1NV1       B-6    20560125 FLT | 2056-01-25      | 5.2295%  | 0.0000% | $3865968.00        | $2241386.33        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC 2014-C22    F      20470917 FLT | 2047-09-17      | 3.2190%  | 0.0000% | $6412990.00        | $194654.02         | Private Label Collateralized Mortgage Obligations |
| PREFER TERM SEC XXIII 2006-23  D-1    20361222 FLT | 2036-12-22      | 6.0356%  | 0.0000% | $5962000.00        | $4148113.20        | Asset-Backed Securities                           |
| SECURITIZED ASSET REC 2004-DO1 M-2    20340725 FLT | 2034-07-25      | 5.7188%  | 0.0000% | $4000000.00        | $637375.24         | Asset-Backed Securities                           |
| OBX TRUST 2026-R1              B-2    20630125 FLT | 2063-01-25      | 6.3712%  | 0.0000% | $4918000.00        | $4563975.09        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-J2 TRUST              B-5    20550925 FLT | 2055-09-25      | 6.5615%  | 0.0000% | $761000.00         | $572171.09         | Private Label Collateralized Mortgage Obligations |
| OLYMPIC TOWER MTG TR 2017-OT   E      20390512 FLT | 2039-05-12      | 4.0768%  | 0.0000% | $1261000.00        | $1132625.22        | Private Label Collateralized Mortgage Obligations |
| TRAPEZA CDO XIII 2007-13       E      20421109 FLT | 2042-11-09      | 6.0215%  | 0.0000% | $2500000.00        | $1612351.50        | Asset-Backed Securities                           |
| ORION CLO LTD 2023-1           SUB    20361027 FLT | 2036-10-27      | 0.0000%  | 0.0000% | $8800670.00        | $4432651.06        | Asset-Backed Securities                           |
| VOYA CLO 2017-3 LTD            SUB    20300722 FLT | 2030-07-22      | 0.0000%  | 0.0000% | $10635000.00       | $1782426.00        | Asset-Backed Securities                           |
| RR 2 LTD 2017-2                SUB NT 21171015 FLT | 2117-10-15      | 0.0000%  | 0.0000% | $7142000.00        | $1285560.00        | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2017-1      SUB    20290416 FLT | 2029-04-16      | 0.0000%  | 0.0000% | $11000000.00       | $1760000.00        | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2018-1      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $1100000.00        | $11000.00          | Asset-Backed Securities                           |
| SMR MORTGAGE TRUST 2022-IND    E      20390215 FLT | 2039-02-15      | 8.6547%  | 0.0000% | $5434470.00        | $4935784.35        | Private Label Collateralized Mortgage Obligations |
| SALUDA GR ALT MTG TR 2024-FIG5 A      20540425 FLT | 2054-04-25      | 6.2550%  | 0.0000% | $20000000.00       | $13619923.45       | Asset-Backed Securities                           |

### Security 630: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.210000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GVHZ1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GVHZ1
- **C.18 - Value (incl. sponsor support):** $499837950.00
- **C.18.a - Value (excl. sponsor support):** $499837950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| RED OAK FDG MASTER TR 2025-1   A      20301220 FLT | 2030-12-20      | 5.6401%  | 0.0000% | $10000000.00       | $10042647.06       | Asset-Backed Securities                           |
| LOBEL AUT RECEIVABLES 2023-2   C      20290615 10. | 2029-06-15      | 10.0400% | 0.0000% | $1480000.00        | $1500451.13        | Asset-Backed Securities                           |
| JER CRE CDO 2006-2             H-FL   20450325 FLT | 2045-03-25      | 6.2688%  | 0.0000% | $3000000.00        | $484042.31         | Asset-Backed Securities                           |
| TCI-SYMPHONY CLO 2017-1        INC NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $5000000.00        | $1246680.00        | Asset-Backed Securities                           |
| OCTAGON INVST PART 2021-49     SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $4250000.00        | $850000.00         | Asset-Backed Securities                           |
| REPUBLIC FIN ISSUANC TR 2024-A A      20320820 5.9 | 2032-08-20      | 5.9100%  | 0.0000% | $5529000.00        | $5561027.66        | Asset-Backed Securities                           |
| DAILYPAY SEC TR 2025-1         D      20280626 8.5 | 2028-06-26      | 8.5300%  | 0.0000% | $2155000.00        | $2170060.70        | Asset-Backed Securities                           |
| COREVEST AMER FIN TR 2019-2    X-B    20520617 FLT | 2052-06-17      | 1.5225%  | 0.0000% | $4100000.00        | $98757.18          | Asset-Backed Securities                           |
| COREVEST AMERIC FIN TR 2021-2  X-B    20540717 FLT | 2054-07-17      | 1.7836%  | 0.0000% | $3150000.00        | $148014.77         | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2019-1         SUB    20300422 FLT | 2030-04-22      | 0.0000%  | 0.0000% | $2000000.00        | $960000.00         | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD 2021-28   SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $5000000.00        | $1450000.00        | Asset-Backed Securities                           |
| B2R MTG TRUST 2015-2           G      20481118 FLT | 2048-11-18      | 6.1837%  | 0.0000% | $562000.00         | $100323.32         | Asset-Backed Securities                           |
| CHERRY SECURITIZN TR 2024-1    D      20320415 12. | 2032-04-15      | 12.2800% | 0.0000% | $3500000.00        | $3557493.33        | Asset-Backed Securities                           |
| CROWN POINT CLO 2021-11        SUB    20340117 FLT | 2034-01-17      | 0.0000%  | 0.0000% | $10500000.00       | $5417380.50        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2019-6        SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $2500000.00        | $1050000.00        | Asset-Backed Securities                           |
| PROGRESS RESI TRUST 2026-SFR1  E      20430220 4.1 | 2043-02-20      | 4.1000%  | 0.0000% | $5000000.00        | $4616248.89        | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR8      E-1    20381019 2.3 | 2038-10-19      | 2.3820%  | 0.0000% | $3175000.00        | $3141350.82        | Asset-Backed Securities                           |
| MERCURY FINL CR C 8.29 22DEC31 144A                | 2031-12-22      | 8.2900%  | 0.0000% | $12000000.00       | $11961153.33       | Asset-Backed Securities                           |
| OHA CREDIT PARTNRS LTD 2021-16 SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $375000.00         | $198750.00         | Asset-Backed Securities                           |
| FLATIRON CLO LTD 2023-24       SUB    20370115 FLT | 2037-01-15      | 0.0000%  | 0.0000% | $8500000.00        | $6224346.00        | Asset-Backed Securities                           |
| WF CARD ISSUANCE TRUST 2026-1  A      20310415 4.0 | 2031-04-15      | 4.0800%  | 0.0000% | $13125000.00       | $13076857.50       | Asset-Backed Securities                           |
| AMSR TR 2025-SFR1              F-2    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $2986000.00        | $2617397.13        | Asset-Backed Securities                           |
| AMMC CLO 26 LTD 2023-26        SUB-A  20360415 FLT | 2036-04-15      | 0.0000%  | 0.0000% | $5370000.00        | $2577600.00        | Asset-Backed Securities                           |
| AMSR TR 2023-SFR2              F-1    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $9980000.00        | $9461308.91        | Asset-Backed Securities                           |
| AIG CLO 2021-2 INCOME NT LTD                       | 2034-07-20      | 0.0000%  | 0.0000% | $2500000.00        | $1391285.00        | Asset-Backed Securities                           |
| AIG CLO 2020-1 LLC                                 | 2034-04-15      | 0.0000%  | 0.0000% | $17400000.00       | $6093480.00        | Asset-Backed Securities                           |
| AMSR TR 2023-SFR2              F-2    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $2500000.00        | $2317954.86        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2014-III      INC NT 20260722 FLT | 2026-07-22      | 0.0000%  | 0.0000% | $2441000.00        | $1075038.37        | Asset-Backed Securities                           |
| TCI HOME IMPRVMENT TR 2024-A   C      20461015 11. | 2046-10-15      | 11.7300% | 0.0000% | $500000.00         | $509256.75         | Asset-Backed Securities                           |
| MADISON PARK FUNDING 2019-32   SUB    20310122 FLT | 2031-01-22      | 0.0000%  | 0.0000% | $5361301.00        | $1608390.30        | Asset-Backed Securities                           |
| LAD AUTO REC TR 2022-1         C      20300415 6.8 | 2030-04-15      | 6.8500%  | 0.0000% | $656000.00         | $490597.72         | Asset-Backed Securities                           |
| SEQUOIA MTG TR 5.61841 25MAY56 144A                | 2056-05-25      | 5.6184%  | 0.0000% | $6968397.00        | $6832930.95        | Private Label Collateralized Mortgage Obligations |
| LOBEL AUTOMOBILE REC TR 2023-1 D      20300315 8.0 | 2030-03-15      | 8.0000%  | 0.0000% | $10000000.00       | $8792066.64        | Asset-Backed Securities                           |
| TRICON RES 2021-SFR1           E-1    20380719 2.7 | 2038-07-19      | 2.7940%  | 0.0000% | $4000000.00        | $3983178.89        | Asset-Backed Securities                           |
| CWCAPITAL COBALT II 2006-2     K      20500426 FLT | 2050-04-26      | 7.4282%  | 0.0000% | $4000000.00        | $5868.09           | Asset-Backed Securities                           |
| BARINGS CLO LTD 2021-1         SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $767944.00         | Asset-Backed Securities                           |
| AJAX MTG LN TR 2019-F          A-1    20590725 FLT | 2059-07-25      | 2.8600%  | 0.0000% | $2900000.00        | $566843.32         | Asset-Backed Securities                           |
| ACRES LTD 2021-FL1             C      20361020 FLT | 2036-10-20      | 5.9324%  | 0.0000% | $2500000.00        | $2495980.67        | Asset-Backed Securities                           |
| AIMCO CLO 2018-A               SUB    20310417 FLT | 2031-04-17      | 0.0000%  | 0.0000% | $6000000.00        | $2460000.00        | Asset-Backed Securities                           |
| BARINGS CLO LTD 2019-IV        SUB NT 20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $3700000.00        | $2094455.30        | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2021-8         SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $1764706.00        | $441176.50         | Asset-Backed Securities                           |
| CARVANA AUTO RECV TR 2024-N1   E      20300510 0.0 | 2031-03-10      | 8.2800%  | 0.0000% | $1579000.00        | $1629510.63        | Asset-Backed Securities                           |
| CHERRY SECURITIZN TR 2024-1    A      20320415 5.7 | 2032-04-15      | 5.7000%  | 0.0000% | $31914000.00       | $32099707.57       | Asset-Backed Securities                           |
| ANGEL OAK MTG TR 2025-HB1      M-1    20550225 FLT | 2055-02-25      | 6.0452%  | 0.0000% | $9095000.00        | $9201035.01        | Asset-Backed Securities                           |
| COLT TR 2021-RPL1              A-1    20610925 1.6 | 2061-09-25      | 1.6654%  | 0.0000% | $3325000.00        | $1455675.21        | Asset-Backed Securities                           |
| SUNBIT ASSET SEC TR 2025-1     D      20300715 7.9 | 2030-07-15      | 7.9200%  | 0.0000% | $2470000.00        | $2460717.74        | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2019-1     B4     20691025 FLT | 2069-10-25      | 3.5192%  | 0.0000% | $1514000.00        | $1029195.70        | Asset-Backed Securities                           |
| HOME RE 2026-1 LTD             B-1    20360125 FLT | 2036-01-25      | 7.8452%  | 0.0000% | $560000.00         | $569989.15         | Asset-Backed Securities                           |
| MISSION LN CR CD MT TR 2024-B  D      20300115 0.0 | 2030-01-15      | 9.1600%  | 0.0000% | $4000000.00        | $4030214.67        | Asset-Backed Securities                           |
| MFA LLC 2024-NPL1              A-2    20540925 FLT | 2054-09-25      | 8.9550%  | 0.0000% | $43118000.00       | $42948535.48       | Asset-Backed Securities                           |
| NEUBERGER BER LN ADV CLO       SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $4550000.00        | $1478750.00        | Asset-Backed Securities                           |
| REDWOOD FDG TRUST 2025-3       A      20561228 FLT | 2056-12-28      | 6.2310%  | 0.0000% | $58000000.00       | $51653477.60       | Private Label Collateralized Mortgage Obligations |
| MARBLE POINT CLO XV LTD        INC    20490606 FLT | 2049-06-06      | 0.0000%  | 0.0000% | $6750000.00        | $540000.00         | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      X      20591125 FLT | 2059-11-25      | 0.0000%  | 0.0000% | $59440800.00       | $345562.42         | Asset-Backed Securities                           |
| MARBLE POINT CLO  LTD 2022-25  SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $8000000.00        | $4844016.00        | Asset-Backed Securities                           |
| INSTAR LEASING 2021-1 LLC      A      20540215 2.3 | 2054-02-15      | 2.3000%  | 0.0000% | $6943000.00        | $5126067.69        | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR8      E-2    20381019 2.5 | 2038-10-19      | 2.5320%  | 0.0000% | $5080000.00        | $5023879.55        | Asset-Backed Securities                           |
| LEGACY MTG ASSET TR 2021-GS5   A1     20670725 FLT | 2067-07-25      | 6.2500%  | 0.0000% | $560000.00         | $306788.93         | Asset-Backed Securities                           |
| RCKT MTG TR 2026-CES4          A-1A   20560425 FLT | 2056-04-25      | 5.1240%  | 0.0000% | $29855000.00       | $29928582.62       | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      C-1    20350705 FLT | 2035-07-05      | 5.7402%  | 0.0000% | $2000000.00        | $426841.34         | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.0902%  | 0.0000% | $2000000.00        | $18059.76          | Asset-Backed Securities                           |
| FIRSTKEY HOMES 2022-SFR3 TR    E-1    20380719 3.5 | 2038-07-19      | 3.5000%  | 0.0000% | $550000.00         | $548661.54         | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD 2020-29   SUB    20310725 FLT | 2031-07-25      | 0.0000%  | 0.0000% | $7360776.00        | $1398547.44        | Asset-Backed Securities                           |
| AMERICAN CR ACC RECV TR 2025-4 E      20330812 7.0 | 2033-08-12      | 7.0200%  | 0.0000% | $23240000.00       | $23245879.72       | Asset-Backed Securities                           |
| AJAX MORTGAGE LN TR 2021-E     A-1    20601225 1.7 | 2060-12-25      | 1.7400%  | 0.0000% | $1770000.00        | $873845.37         | Asset-Backed Securities                           |
| CARVANA AUTO RECS TR 2021-N3   E      20280612 3.1 | 2028-06-12      | 3.1600%  | 0.0000% | $2000000.00        | $806761.44         | Asset-Backed Securities                           |
| CBRE REALTY FIN CDO 2007-1     E      20520407 FLT | 2052-04-07      | 5.0971%  | 0.0000% | $2000000.00        | $9757.72           | Asset-Backed Securities                           |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $1000000.00        | $36020.81          | Asset-Backed Securities                           |
| GREENPOINT MTG FDG 2005-HE3    M1     20300915 FLT | 2030-09-15      | 6.7692%  | 0.0000% | $4554000.00        | $13303.86          | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $2348000.00        | $1542169.60        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-X1    D      20281115 9.5 | 2028-11-15      | 9.5500%  | 0.0000% | $2000000.00        | $729884.35         | Asset-Backed Securities                           |
| CARLYLE US CLO 2017-2 LTD      SUB NT 20310721 FLT | 2031-07-21      | 0.0000%  | 0.0000% | $2500000.00        | $446517.50         | Asset-Backed Securities                           |
| VENTURE XIX CLO LTD 2015-19    SUBFEE 20270115 FLT | 2027-01-15      | 0.1000%  | 0.0000% | $364227.00         | $1430.01           | Asset-Backed Securities                           |
| MAGNETITE XIX LTD 2017-19      SUB NT 20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $11929792.00       | $4936547.93        | Asset-Backed Securities                           |
| TRICON RES 2021-SFR1           E-2    20380719 2.8 | 2038-07-19      | 2.8940%  | 0.0000% | $5752000.00        | $5727446.31        | Asset-Backed Securities                           |
| MARBLE PT CLO XII INCOME NT LTD                    | 2031-07-16      | 0.0000%  | 0.0000% | $6150000.00        | $909172.95         | Asset-Backed Securities                           |
| ARES CLO LTD 2021-61           SUB    20341020 FLT | 2034-10-20      | 6.7294%  | 0.0000% | $2550000.00        | $1160487.15        | Asset-Backed Securities                           |
| STRIKE ACCEP AT FDG TR 2025-1  A      20320415 5.8 | 2032-04-15      | 5.8400%  | 0.0000% | $3000000.00        | $1325888.43        | Asset-Backed Securities                           |
| WINGSPIRE EQUIPMENT FIN 2025-1 A-1    20261020 4.1 | 2026-10-20      | 4.1280%  | 0.0000% | $6000000.00        | $1724832.10        | Asset-Backed Securities                           |
| RISERVA CLO 2016               SUB    20281018 FLT | 2028-10-18      | 0.0000%  | 0.0000% | $3200000.00        | $529488.00         | Asset-Backed Securities                           |
| PAGAYA AI DEBT TRUST 2024-7    D      20311215 10. | 2031-12-15      | 10.8950% | 0.0000% | $8400000.00        | $3853433.35        | Asset-Backed Securities                           |
| MERCURY FINL CR CARD 2024-2    A      20290720 6.5 | 2029-07-20      | 6.5600%  | 0.0000% | $2000000.00        | $2005432.44        | Asset-Backed Securities                           |
| GENERATE CLO LTD 2022-10       SUB    20350723 FLT | 2035-07-23      | 0.0000%  | 0.0000% | $4000000.00        | $2700796.00        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      XS     20591125 FLT | 2059-11-25      | 0.0000%  | 0.0000% | $54781932.00       | $134277.22         | Asset-Backed Securities                           |
| PRPM LLC 2025-RCF3             M-2    20550725 FLT | 2055-07-25      | 5.2500%  | 0.0000% | $2000000.00        | $1908572.33        | Asset-Backed Securities                           |
| REDWOOD FDG TR 2 5.934 27SEP56 144A                | 2056-09-27      | 5.9340%  | 0.0000% | $60607298.00       | $59416841.85       | Asset-Backed Securities                           |
| REPUBLIC FINANCE ISS TR 2026-A E      20390621 7.8 | 2039-06-21      | 7.8300%  | 0.0000% | $2970000.00        | $2965399.47        | Asset-Backed Securities                           |
| REPUBLIC FINANCE ISS TR 2026-A B      20390621 5.1 | 2039-06-21      | 5.1500%  | 0.0000% | $3780000.00        | $3765409.20        | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR9      F      20401119 4.0 | 2040-11-19      | 4.0530%  | 0.0000% | $11542000.00       | $11064541.13       | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR5      E-1    20380719 2.2 | 2038-07-19      | 2.2090%  | 0.0000% | $3805000.00        | $3786437.20        | Asset-Backed Securities                           |
| RR 8 LTD 2020-8                SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $17275000.00       | $9131219.50        | Asset-Backed Securities                           |
| PAGAYA AI TECHNOLOGY 2023-1    G      20401026 3.6 | 2040-10-26      | 3.6000%  | 0.0000% | $2347000.00        | $2071293.22        | Asset-Backed Securities                           |
| PRPM LLC 2025-3                A-1    20300525 FLT | 2030-05-25      | 6.2550%  | 0.0000% | $3600000.00        | $2847410.30        | Asset-Backed Securities                           |
| PROGRESS RES TRUST 2025-SFR5   E      20421017 4.8 | 2042-10-17      | 4.8500%  | 0.0000% | $4000000.00        | $3827182.96        | Asset-Backed Securities                           |
| PRPM LLC 2024-8                A-1    20291225 FLT | 2029-12-25      | 5.8970%  | 0.0000% | $350000.00         | $234022.72         | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      B-4    20591125 FLT | 2059-11-25      | 3.8261%  | 0.0000% | $2942300.00        | $2258668.71        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO 2015-4        SUB NT 20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $2500000.00        | $204575.00         | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT CLO 2022-5 SUB    20370126 FLT | 2037-01-26      | 0.0000%  | 0.0000% | $1000000.00        | $470000.00         | Asset-Backed Securities                           |
| CEDAR FUNDING XII CLO 2020-12  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $3706425.00        | $1445505.75        | Asset-Backed Securities                           |
| DRYDEN 77 CLO 2020-77 LTD      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $5406000.00        | $2085294.22        | Asset-Backed Securities                           |
| BLUEMNT CLO LTD 2021-33        SUB    20341120 FLT | 2034-11-20      | 0.0000%  | 0.0000% | $5400569.00        | $1890199.15        | Asset-Backed Securities                           |
| ICG US CLO LTD 2018-1          SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $3500000.00        | $347448.50         | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      B-5    20591125 FLT | 2059-11-25      | 3.8261%  | 0.0000% | $2882900.00        | $2152434.02        | Asset-Backed Securities                           |
| PRET LLC 2025-NPL8             A-1    20550825 FLT | 2055-08-25      | 5.7319%  | 0.0000% | $390000.00         | $361839.90         | Asset-Backed Securities                           |
| PRPM LLC 2024-RCF2             M-2    20540325 FLT | 2054-03-25      | 3.7500%  | 0.0000% | $2140000.00        | $2026198.72        | Asset-Backed Securities                           |
| PAGAYA AI DEBT G 5.617 15APR32 144A                | 2032-04-15      | 5.6170%  | 0.0000% | $780000.00         | $194083.39         | Asset-Backed Securities                           |
| CEDAR FUNDING CLO LTD 2013-2   SUB    20300610 FLT | 2030-06-10      | 0.0000%  | 0.0000% | $10000000.00       | $3448380.00        | Asset-Backed Securities                           |
| CIM TR 2025-R1                 A-1    20990225 FLT | 2099-02-25      | 5.0000%  | 0.0000% | $2000000.00        | $1772770.04        | Asset-Backed Securities                           |
| CLICKLEASE EQP REC LLC 2024-1  C      20300215 8.4 | 2030-02-15      | 8.4000%  | 0.0000% | $19000000.00       | $6709714.17        | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2023-N1    E      20300410 10. | 2030-04-10      | 10.4600% | 0.0000% | $1500000.00        | $1596805.67        | Asset-Backed Securities                           |
| AREIT 2022-CRE6 LTD 2022-CRE6  D      20370121 FLT | 2037-01-21      | 6.4901%  | 0.0000% | $1500000.00        | $1503500.13        | Asset-Backed Securities                           |
| BALLYROCK CLO 2021-17 LTD      SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $7697500.00        | $3478769.66        | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2026-HE1      A-1    20560920 FLT | 2056-09-20      | 4.8952%  | 0.0000% | $3000000.00        | $2999529.00        | Asset-Backed Securities                           |
| EATON VANCE CLO LTD 2013-1RRR  SUB    20340117 FLT | 2034-01-17      | 0.0000%  | 0.0000% | $7000000.00        | $2168019.00        | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR10     F      20401219 4.6 | 2040-12-19      | 4.6080%  | 0.0000% | $21035000.00       | $17050582.33       | Asset-Backed Securities                           |
| OCTAGON 2021-57 LTD            SUB    20341016 FLT | 2034-10-16      | 0.0000%  | 0.0000% | $5000000.00        | $1913980.00        | Asset-Backed Securities                           |
| FIRSTKEY HOMES TR 2021-SFR1    F3     20380819 3.6 | 2038-08-19      | 3.6860%  | 0.0000% | $3000000.00        | $2988246.83        | Asset-Backed Securities                           |
| FLATIRON CLO LTD 2020-20       SUB    20331121 FLT | 2033-11-21      | 0.0000%  | 0.0000% | $10625000.00       | $5282101.88        | Asset-Backed Securities                           |
| B2R MTG TRUST 2015-2           H      20481118 FLT | 2048-11-18      | 6.1837%  | 0.0000% | $4706388.00        | $1930456.25        | Asset-Backed Securities                           |
| APIDOS CLO 2020-34             SUB    20330121 FLT | 2033-01-21      | 0.0000%  | 0.0000% | $500000.00         | $180000.00         | Asset-Backed Securities                           |
| ARES CLO LTD 2019-51           SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $2760000.00        | $1044955.32        | Asset-Backed Securities                           |
| CARLYLE US CLO 2017-2 LTD      SUB NT 20310721 FLT | 2031-07-21      | 0.0000%  | 0.0000% | $2250000.00        | $247500.00         | Asset-Backed Securities                           |
| CARVANA AUTO RECIEV TR 2024-N3 E      20320412 7.6 | 2032-04-12      | 7.6600%  | 0.0000% | $4300000.00        | $4380657.49        | Asset-Backed Securities                           |
| CLARUS CAP FDG 2026-1          D      20341120 5.9 | 2034-11-20      | 5.9100%  | 0.0000% | $7000000.00        | $6972016.33        | Asset-Backed Securities                           |
| CWCAPITAL COBALT II 2006-2     H      20500426 FLT | 2050-04-26      | 5.8282%  | 0.0000% | $2000000.00        | $3610319.90        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      B-3    20591125 FLT | 2059-11-25      | 3.8261%  | 0.0000% | $2199350.00        | $1776874.92        | Asset-Backed Securities                           |
| OCTAGON LTD 2024-71            SUB    20370420 FLT | 2037-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $2448785.00        | Asset-Backed Securities                           |
| HOME RE 2026-1 LTD             M-2    20360125 FLT | 2036-01-25      | 6.8452%  | 0.0000% | $900000.00         | $908774.49         | Asset-Backed Securities                           |
| OAKTREE CLO LTD 2019-4         SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $2779355.00        | Asset-Backed Securities                           |
| OCTAGON INVSTMNT PTRS 2018-39  SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2800000.00        | $18849.60          | Asset-Backed Securities                           |
| MORGAN STANLY ETN VNC 2022-17A SUB    20350720 FLT | 2035-07-20      | 0.0000%  | 0.0000% | $4800000.00        | $2762721.60        | Asset-Backed Securities                           |
| FIRSTKEY HOMES TRUST 2021-SFR2 E2     20380917 2.3 | 2038-09-17      | 2.3580%  | 0.0000% | $360000.00         | $356232.78         | Asset-Backed Securities                           |

### Security 631: 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: ARP1GYF61, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1GYF61
- **C.18 - Value (incl. sponsor support):** $920297045.27
- **C.18.a - Value (excl. sponsor support):** $920297045.27
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FRANKLIN TEMPLETON ETF TR      FRANKLIN INDIA   | 2500-12-31      | N/A      | 0.0000% | $20727.00          | $727517.70         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $24300.00          | $6374862.00        | Equities                           |
| FLEXSHARES TR                  INTL QLTDV IDX   | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1087.37           | Equities                           |
| WISDOMTREE TR                  INDIA ERNGS FD   | 2500-12-31      | N/A      | 0.0000% | $33548.00          | $1446925.24        | Equities                           |
| WISDOMTREE TR                  FLOATNG RAT TREA | 2500-12-31      | N/A      | 0.0000% | $26.00             | $1308.58           | Equities                           |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $12384.00          | $469972.80         | Equities                           |
| METAVIA INC                    COM USD0.001     | 2500-12-31      | N/A      | 0.0000% | $6726.00           | $10021.74          | Equities                           |
| WISDOMTREE TR                  INDIA ERNGS FD   | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1164.51           | Equities                           |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $71.00             | $2694.45           | Equities                           |
| NEXGEN ENERGY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $47676.00          | $561146.52         | Equities                           |
| NOMADAR CORP.                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $318.00            | $1179.78           | Equities                           |
| ISHARES TR                     TRUST ISHARE 0-1 | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $331110.00         | Equities                           |
| ISHARES INC                    MSCI THAILND ETF | 2500-12-31      | N/A      | 0.0000% | $24.00             | $1659.60           | Equities                           |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $7700.00           | $1193346.00        | Equities                           |
| ISHARES TR                     ESG AWR US AGRGT | 2500-12-31      | N/A      | 0.0000% | $53.00             | $2513.26           | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $400.00            | $4260.00           | Equities                           |
| MORGAN STANLEY ETF TRUST       PARAMETRIC HEDGE | 2500-12-31      | N/A      | 0.0000% | $4245.00           | $142844.25         | Equities                           |
| INVEST GREEN ACQUISITION CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $20622.00          | $204982.68         | Equities                           |
| DIGINEX LTD                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1935.00           | $4624.65           | Equities                           |
| 2023 ETF SERIES TRUST          PICTET AI ENHANC | 2500-12-31      | N/A      | 0.0000% | $4632.00           | $100292.53         | Equities                           |
| MORGAN STANLEY ETF TRUST       EATON VANCE TOTA | 2500-12-31      | N/A      | 0.0000% | $664.00            | $33786.58          | Equities                           |
| NORTHERN FDS                   2055 TAX-EXEMPT  | 2500-12-31      | N/A      | 0.0000% | $297.00            | $30583.58          | Equities                           |
| WHEELER REAL ESTATE INVT TR IN COM              | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $2610.00           | Equities                           |
| ARBE ROBOTICS LTD              ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $6389.00           | $4778.33           | Equities                           |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $82100.00          | $232343.00         | Equities                           |
| NETCAPITAL INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $1368.72           | Equities                           |
| ODYSSEY MARINE EXPL INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1209370.00        | $1197276.30        | Equities                           |
| OVID THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $39780.00          | $107008.20         | Equities                           |
| BCE INC                        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9712.00           | $225901.12         | Equities                           |
| AUDDIA INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $11500.00          | $19435.00          | Equities                           |
| AMERICAN CENTY ETF TR          US SML CP VALU   | 2500-12-31      | N/A      | 0.0000% | $13.00             | $1541.80           | Equities                           |
| DRAGONFLY ENERGY HOLDINGS CORP COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1326.00           | $2559.18           | Equities                           |
| EMERA INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $6600.00           | $346698.00         | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY S&P OIL &  | 2500-12-31      | N/A      | 0.0000% | $21200.00          | $89676.00          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY MSCI INDIA | 2500-12-31      | N/A      | 0.0000% | $66.00             | $2984.52           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY MSCI EMERG | 2500-12-31      | N/A      | 0.0000% | $97.00             | $7133.35           | Equities                           |
| CITIUS ONCOLOGY INC            COM              | 2500-12-31      | N/A      | 0.0000% | $299516.00         | $257583.76         | Equities                           |
| CIVEO CORP CDA                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5600.00           | $174832.00         | Equities                           |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $7187.00           | $28532.39          | Equities                           |
| ETF SER SOLUTIONS              DEFIANCE CONNECT | 2500-12-31      | N/A      | 0.0000% | $50.00             | $4063.97           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY S&P BIOTEC | 2500-12-31      | N/A      | 0.0000% | $495.00            | $83313.45          | Equities                           |
| DIREXION SHARES ETF TRUST      DLY TSLA BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $1601.00           | $95387.58          | Equities                           |
| DATACENTREX INC                COM              | 2500-12-31      | N/A      | 0.0000% | $300129.00         | $672288.96         | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY S&P BIOTEC | 2500-12-31      | N/A      | 0.0000% | $7899.00           | $1329480.69        | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY HOMEBUILDE | 2500-12-31      | N/A      | 0.0000% | $900.00            | $38430.00          | Equities                           |
| SCHWAB STRATEGIC TR            MUN BD ETF       | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $25710.00          | Equities                           |
| SCHWAB STRATEGIC TR            MUN BD ETF       | 2500-12-31      | N/A      | 0.0000% | $10026.00          | $257768.46         | Equities                           |
| SCHWAB STRATEGIC TR            INTL SCEQT ETF   | 2500-12-31      | N/A      | 0.0000% | $82.00             | $4018.82           | Equities                           |
| SABINE RTY TR                  UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $91.00             | $6930.56           | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $21500.00          | $1685664.50        | Equities                           |
| T ROWE PRICE ETF INC           CAP APPRECIATION | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $78380.00          | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $12639.00          | $312815.25         | Equities                           |
| SCHWAB STRATEGIC TR            HIGH YIELD BD ET | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2624.00           | Equities                           |
| SCHWAB STRATEGIC TR            HIGH YIELD BD ET | 2500-12-31      | N/A      | 0.0000% | $22100.00          | $579904.00         | Equities                           |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $843181.00         | $36045987.75       | Equities                           |
| ISHARES INC                    JP MORGAN EM ETF | 2500-12-31      | N/A      | 0.0000% | $72.00             | $2994.48           | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $5968.00           | $228125.61         | Equities                           |
| PROSHARES TR                   PSHS ULT S&P 500 | 2500-12-31      | N/A      | 0.0000% | $12724.00          | $786215.96         | Equities                           |
| PROSHARES TR II                ULSHT BLOOMB OIL | 2500-12-31      | N/A      | 0.0000% | $30600.00          | $200736.00         | Equities                           |
| FIDELITY COVINGTON TRUST       ENHANCED U S ALL | 2500-12-31      | N/A      | 0.0000% | $700.00            | $21182.07          | Equities                           |
| PROSHARES TR                   PSHS ULDOW30 NEW | 2500-12-31      | N/A      | 0.0000% | $4359.00           | $86308.20          | Equities                           |
| OR ROYALTIES INC.              COM SHS          | 2500-12-31      | N/A      | 0.0000% | $16400.00          | $598600.00         | Equities                           |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $25400.00          | $2403094.00        | Equities                           |
| LIMINATUS PHARMA INC.          CL A             | 2500-12-31      | N/A      | 0.0000% | $34740.00          | $7100.86           | Equities                           |
| MFS ACTIVE EXCHANGE TRADED FUN GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $69720.00          | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMALLCAP 600 | 2500-12-31      | N/A      | 0.0000% | $3100.00           | $171027.00         | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMALLCAP ENE | 2500-12-31      | N/A      | 0.0000% | $1209.00           | $76626.42          | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  KBW PREM YIELD   | 2500-12-31      | N/A      | 0.0000% | $78.00             | $1293.62           | Equities                           |
| ISHARES INC                    MSCI EQUAL WEITE | 2500-12-31      | N/A      | 0.0000% | $300.00            | $32178.00          | Equities                           |
| HAVERTY FURNITURE COS INC      CL A             | 2500-12-31      | N/A      | 0.0000% | $80.00             | $1712.00           | Equities                           |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $50.00             | $1932.50           | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ 100 ETF   | 2500-12-31      | N/A      | 0.0000% | $22.00             | $5992.58           | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 PUR GWT   | 2500-12-31      | N/A      | 0.0000% | $900.00            | $47565.00          | Equities                           |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $59685.00          | $72218.85          | Equities                           |
| PROCURE ETF TRUST II           SPACE ETF        | 2500-12-31      | N/A      | 0.0000% | $82.00             | $4068.02           | Equities                           |
| PROCURE ETF TRUST II           SPACE ETF        | 2500-12-31      | N/A      | 0.0000% | $63540.00          | $3152219.40        | Equities                           |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $83225.00          | $100702.25         | Equities                           |
| UNITED STATES TREASURY                          | 2035-08-15      | 4.2500%  | 0.0000% | $155787200.00      | $155769571.95      | U.S. Treasuries (including strips) |
| INVESCO EXCHANGE TRADED FD TR  S&P 100 EQL WIGH | 2500-12-31      | N/A      | 0.0000% | $74.00             | $8973.24           | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  BUYBACK ACHIEV   | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $219008.00         | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  SOLAR ETF        | 2500-12-31      | N/A      | 0.0000% | $1546.00           | $86761.52          | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  SOLAR ETF        | 2500-12-31      | N/A      | 0.0000% | $34563.00          | $1939675.56        | Equities                           |
| XBP GLOBAL HOLDINGS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17516.00          | $51146.72          | Equities                           |
| ARCOS DORADOS HLDGS INC        SHS CLASS -A -   | 2500-12-31      | N/A      | 0.0000% | $560100.00         | $4850466.00        | Equities                           |
| GLOBAL X FDS                   GB MSCI AR ETF   | 2500-12-31      | N/A      | 0.0000% | $220490.00         | $19947730.30       | Equities                           |
| KRANESHARES TRUST              SSE STAR MRKT 50 | 2500-12-31      | N/A      | 0.0000% | $84.00             | $1780.80           | Equities                           |
| ISHARES TR                     20 YR TR BD ETF  | 2500-12-31      | N/A      | 0.0000% | $24200.00          | $2073940.00        | Equities                           |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $54.00             | $1512.54           | Equities                           |
| TIDAL TRUST II                 YIELDMAX UNIVERS | 2500-12-31      | N/A      | 0.0000% | $6985.00           | $57765.95          | Equities                           |
| TABOOLA.COM LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $45600.00          | $171000.00         | Equities                           |
| DANAOS CORPORATION             SHS              | 2500-12-31      | N/A      | 0.0000% | $12.00             | $1437.84           | Equities                           |
| BRENMILLER ENERGY LTD          ORD SHS NEW      | 2500-12-31      | N/A      | 0.0000% | $5500.00           | $14575.00          | Equities                           |
| TIDAL TRUST I                  SONICSHARES GBL  | 2500-12-31      | N/A      | 0.0000% | $329.00            | $13390.30          | Equities                           |
| TIDAL TRUST II                 DEFIANCE R2000 W | 2500-12-31      | N/A      | 0.0000% | $83.00             | $1591.94           | Equities                           |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $514500.00         | $1965390.00        | Equities                           |
| WIMI HOLOGRAM CLOUD INC        ORD SHS CL B NEW | 2500-12-31      | N/A      | 0.0000% | $43613.00          | $72833.71          | Equities                           |
| AMERICAN CENTY ETF TR          AVANTIS US SMALL | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2680.40           | Equities                           |
| AMPLIFY ETF TR                 CWP GROWTH & INC | 2500-12-31      | N/A      | 0.0000% | $400.00            | $11672.00          | Equities                           |
| APYX MEDICAL CORPORATION       COM              | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $13494.00          | Equities                           |
| AMERICAN CENTY ETF TR          FOCUSED DYNAMIC  | 2500-12-31      | N/A      | 0.0000% | $5763.00           | $740487.87         | Equities                           |
| ATAIBECKLEY INC                COM SHS          | 2500-12-31      | N/A      | 0.0000% | $186100.00         | $766732.00         | Equities                           |
| ARIS MINING CORPORATION        COM              | 2500-12-31      | N/A      | 0.0000% | $65.00             | $1126.45           | Equities                           |
| BANK MONTREAL MEDIUM           MICROSECTORS GOL | 2500-12-31      | N/A      | 0.0000% | $3789.00           | $170542.89         | Equities                           |
| BAUSCH PLUS LOMB CORP          COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $71.00             | $1089.14           | Equities                           |
| EA SERIES TRUST                ARS FOCUSED OPPO | 2500-12-31      | N/A      | 0.0000% | $61.00             | $2456.38           | Equities                           |
| CAPITAL GROUP EQUITY ETF TR I  US LRG VALUE ETF | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $32110.43          | Equities                           |
| CANAAN INC                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $373377.00         | $179220.96         | Equities                           |
| CANADA GOOSE HLDGS INC         SHS SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $374456.00         | $4171439.84        | Equities                           |
| CANOPY GROWTH CORPORATION      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1297590.00        | $1414373.10        | Equities                           |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $154737.00         | $5712890.04        | Equities                           |
| AURORA CANNABIS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $169247.00         | $556822.63         | Equities                           |
| AUTOLUS THERAPEUTICS LTD       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $28928.00          | $40788.48          | Equities                           |
| AMPCO-PITTSBURG CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $20900.00          | $211508.00         | Equities                           |
| ONCONETIX INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $27717.00          | $20177.98          | Equities                           |
| MOTORSPORT GAMES INC           CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $5629.00           | Equities                           |
| ISHARES TR                     S&P 500 GRWT ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $12885.00          | Equities                           |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $22.00             | $2353.12           | Equities                           |
| ISHARES TR                     GLOBAL FINLS ETF | 2500-12-31      | N/A      | 0.0000% | $8958.00           | $1074728.88        | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  BUILDING & CONST | 2500-12-31      | N/A      | 0.0000% | $200.00            | $21130.00          | Equities                           |
| GLOBAL X FDS                   LITHIUM BTRY ETF | 2500-12-31      | N/A      | 0.0000% | $54099.00          | $4602201.93        | Equities                           |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $27788.00          | $51685.68          | Equities                           |
| GENASYS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $59900.00          | $113211.00         | Equities                           |
| FRANKLIN TEMPLETON ETF TR      FTSE LATN AMRC   | 2500-12-31      | N/A      | 0.0000% | $281.00            | $8014.12           | Equities                           |
| ISHARES TR                     MSCI INTL MOMENT | 2500-12-31      | N/A      | 0.0000% | $60.00             | $3034.50           | Equities                           |
| FORWARD INDUSTRIES INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3100.00           | $13113.00          | Equities                           |
| ISHARES INC                    MSCI WORLD ETF   | 2500-12-31      | N/A      | 0.0000% | $22.00             | $4265.14           | Equities                           |
| ISHARES TR                     CORE 80/20 AGGRE | 2500-12-31      | N/A      | 0.0000% | $26.00             | $2431.00           | Equities                           |
| ISHARES TR                     BBB RATED CORP   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $8622.02           | Equities                           |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $61.00             | $1636.63           | Equities                           |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $26435.00          | $709251.05         | Equities                           |
| ISHARES TR                     RESIDENTIAL MULT | 2500-12-31      | N/A      | 0.0000% | $75.00             | $6676.36           | Equities                           |
| FLEXSHARES TR                  STOXX GLOBR INF  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $12896.02          | Equities                           |
| FLEXSHARES TR                  ESG & CLM US LRG | 2500-12-31      | N/A      | 0.0000% | $2509.00           | $193243.18         | Equities                           |
| FIRST TR EXCHANGE TRADED FD VI NASDQ ARTFCIAL   | 2500-12-31      | N/A      | 0.0000% | $238.00            | $11996.53          | Equities                           |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $330204.00         | $11481193.08       | Equities                           |
| EMERALD HOLDING INC            COM              | 2500-12-31      | N/A      | 0.0000% | $87.00             | $409.77            | Equities                           |
| EXCHANGE TRADED CONCEPTS TRUST RANGE GLOBAL COA | 2500-12-31      | N/A      | 0.0000% | $517.00            | $13261.05          | Equities                           |
| TCW ETF TRUST                  FLEXIBLE INCOME  | 2500-12-31      | N/A      | 0.0000% | $7500.00           | $294900.00         | Equities                           |
| ETF SER SOLUTIONS              AAM BRENTVIEW    | 2500-12-31      | N/A      | 0.0000% | $169.00            | $4019.66           | Equities                           |
| ENERGY FOCUS INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1506.00           | $5798.10           | Equities                           |
| FEDERATED HERMES ETF TRUST     US STRATEGIC DIV | 2500-12-31      | N/A      | 0.0000% | $13800.00          | $428628.00         | Equities                           |
| CENTERRA GOLD INC              COM              | 2500-12-31      | N/A      | 0.0000% | $68886.00          | $1203438.42        | Equities                           |
| UBS AG                         ETRACS CRUDE OIL | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5807.00           | Equities                           |
| BOYD GROUP SERVICES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2963.00           | $349545.11         | Equities                           |
| COLUMBIA ETF TR II             INDIA CONSMR ETF | 2500-12-31      | N/A      | 0.0000% | $71.00             | $4184.61           | Equities                           |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $792.00            | $17930.88          | Equities                           |
| BANK MONTREAL MEDIUM           CALL NRGU 45     | 2500-12-31      | N/A      | 0.0000% | $1269.00           | $52853.85          | Equities                           |
| BABCOCK & WILCOX ENTERPRISES   COM              | 2500-12-31      | N/A      | 0.0000% | $33500.00          | $495130.00         | Equities                           |
| AMPLIFY ENERGY CORP NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $76381.00          | $488838.40         | Equities                           |
| COLUMBIA ETF TR I              INTERNATIONAL EQ | 2500-12-31      | N/A      | 0.0000% | $7300.00           | $285030.69         | Equities                           |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $191612.00         | $421546.40         | Equities                           |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $175913.00         | $422191.20         | Equities                           |
| BIGLARI HLDGS INC              COM STK CL A     | 2500-12-31      | N/A      | 0.0000% | $23.00             | $36293.54          | Equities                           |
| EXCHANGE LISTED FDS TR         PLUS KOREA DEFE  | 2500-12-31      | N/A      | 0.0000% | $60.00             | $3728.40           | Equities                           |
| ENTREPRENEURSHARES SERIES TRUS ERSHARES PRIVATE | 2500-12-31      | N/A      | 0.0000% | $69.00             | $1271.67           | Equities                           |
| ETFIS SER TR I                 INFRAC ACT MLP   | 2500-12-31      | N/A      | 0.0000% | $211.00            | $9876.91           | Equities                           |
| EVA LIVE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $37600.00          | $147768.00         | Equities                           |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $61.00             | $3300.56           | Equities                           |
| TIDAL TRUST I                  FUNDSTRAT GRANNY | 2500-12-31      | N/A      | 0.0000% | $82.00             | $2142.66           | Equities                           |
| PROSHARES TR II                ULTA BLMBG 2017  | 2500-12-31      | N/A      | 0.0000% | $38319.00          | $1835480.10        | Equities                           |
| PROSHARES TR                   ULTRAPRO SRT DOW | 2500-12-31      | N/A      | 0.0000% | $2948.00           | $88351.56          | Equities                           |
| SMITH DOUGLAS HOMES CORP       COM SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $3290.00           | $43855.70          | Equities                           |
| SCHWAB STRATEGIC TR            INTL SCEQT ETF   | 2500-12-31      | N/A      | 0.0000% | $353.00            | $17300.53          | Equities                           |
| SCHWAB STRATEGIC TR            US DIVIDEND EQ   | 2500-12-31      | N/A      | 0.0000% | $130356.00         | $4099696.20        | Equities                           |
| MORGAN STANLEY PATHWAY FDS     SMALL MID CAP EQ | 2500-12-31      | N/A      | 0.0000% | $91.00             | $5096.20           | Equities                           |
| ISHARES TR                     RUS 1000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $31206.00          | $3707272.80        | Equities                           |
| RBB FUND TRUST                 FIRST EAGLE GBL  | 2500-12-31      | N/A      | 0.0000% | $15608.00          | $755115.04         | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $5800.00           | $84390.00          | Equities                           |
| UNITED STS BRENT OIL FD LP     UNIT             | 2500-12-31      | N/A      | 0.0000% | $71821.00          | $4223793.01        | Equities                           |
| PUTNAM ETF TRUST               BDC INCOME ETF   | 2500-12-31      | N/A      | 0.0000% | $83.00             | $2280.84           | Equities                           |
| VANGUARD INDEX FDS             VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $79.00             | $16083.61          | Equities                           |
| UNITED STS OIL FD LP           UNITS            | 2500-12-31      | N/A      | 0.0000% | $41925.00          | $6315162.75        | Equities                           |
| BARINTHUS BIOTHERAPEUTICS PLC  ADS              | 2500-12-31      | N/A      | 0.0000% | $44402.00          | $26641.20          | Equities                           |
| VANGUARD MALVERN FDS           CORE BD ETF      | 2500-12-31      | N/A      | 0.0000% | $400.00            | $30888.08          | Equities                           |
| VANECK ETF TRUST               CONSUMER DISCRTN | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2327.80           | Equities                           |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $66866.00          | $115009.52         | Equities                           |
| ISHARES INC                    MSCI JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $2042.00           | $177266.02         | Equities                           |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $21352.00          | $936842.49         | Equities                           |
| ISHARES INC                    MSCI TURKEY ETF  | 2500-12-31      | N/A      | 0.0000% | $13500.00          | $567135.00         | Equities                           |
| PROSHARES TR                   ULTRAPRO QQQ     | 2500-12-31      | N/A      | 0.0000% | $143817.00         | $8896519.62        | Equities                           |
| PRECISION DRILLING CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $35.00             | $3560.55           | Equities                           |
| PROSHARES TR                   ULTRA ENERGY     | 2500-12-31      | N/A      | 0.0000% | $67.00             | $4111.45           | Equities                           |
| TIDAL TRUST III                AFFORDABLE HOUS  | 2500-12-31      | N/A      | 0.0000% | $500.00            | $8655.00           | Equities                           |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $39.00             | $2866.89           | Equities                           |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $31.00             | $2221.46           | Equities                           |
| PROSHARES TR                   PSHS ULTRUSS2000 | 2500-12-31      | N/A      | 0.0000% | $92.00             | $5142.80           | Equities                           |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $79.00             | $6812.17           | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $5500.00           | $269940.00         | Equities                           |
| INVESCO CURRENCYSHARES EURO TR EURO SHS         | 2500-12-31      | N/A      | 0.0000% | $35773.00          | $3854183.02        | Equities                           |
| ISHARES TR                     CORE 30/70 CONSE | 2500-12-31      | N/A      | 0.0000% | $26966.00          | $1098325.18        | Equities                           |
| PIMCO ETF TR                   INTER MUN BD ACT | 2500-12-31      | N/A      | 0.0000% | $11554.00          | $606007.30         | Equities                           |
| ISHARES INC                    MSCI MLY ETF NEW | 2500-12-31      | N/A      | 0.0000% | $739.00            | $21608.36          | Equities                           |
| ISHARES TR                     3 7 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $98.00             | $11567.92          | Equities                           |
| INVESCO ACTIVELY MANAGED EXCHA MSCI EAFE INCOME | 2500-12-31      | N/A      | 0.0000% | $7800.00           | $418002.00         | Equities                           |
| INVESCO ACTIVELY MANAGED EXCHA QQQ INCOME ADVAN | 2500-12-31      | N/A      | 0.0000% | $14191.00          | $768205.66         | Equities                           |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $1265718.00        | $45996192.12       | Equities                           |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $34.00             | $2563.60           | Equities                           |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $354056.00         | $26695822.40       | Equities                           |
| ISHARES TR                     GLOBAL MATER ETF | 2500-12-31      | N/A      | 0.0000% | $222.00            | $23904.96          | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  EQUITY PREMIUM   | 2500-12-31      | N/A      | 0.0000% | $37.00             | $2113.44           | Equities                           |
| PROSHARES TR                   ULTRASHORT QQQ   | 2500-12-31      | N/A      | 0.0000% | $37174.00          | $641251.50         | Equities                           |
| PROSHARES TR                   ULTRAPRO SHORT S | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $82403.00          | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  MUNICIPAL ETF    | 2500-12-31      | N/A      | 0.0000% | $900.00            | $45369.00          | Equities                           |
| PROSHARES TR                   SHORT S&P 500 NE | 2500-12-31      | N/A      | 0.0000% | $8052.00           | $280048.56         | Equities                           |
| PIMCO ETF TR                   COMMODITY STRAT  | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $40752.00          | Equities                           |
| PURPLE INNOVATION INC          COM              | 2500-12-31      | N/A      | 0.0000% | $7800.00           | $3822.78           | Equities                           |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $425.00            | $34226.53          | Equities                           |
| PROSHARES TR                   ULTST NASD NW20  | 2500-12-31      | N/A      | 0.0000% | $476.00            | $4326.84           | Equities                           |
| PROSHARES TR                   ULTRASHORT ETHER | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $187075.00         | Equities                           |
| ISHARES TR                     US SML CAP EQT   | 2500-12-31      | N/A      | 0.0000% | $257.00            | $20727.05          | Equities                           |
| PROSHARES TR                   PSHS ULTRUSS2000 | 2500-12-31      | N/A      | 0.0000% | $374.00            | $20906.60          | Equities                           |
| VANGUARD ADMIRAL FDS INC       500 GRTH IDX F   | 2500-12-31      | N/A      | 0.0000% | $53.00             | $4103.79           | Equities                           |
| VANGUARD INDEX FDS             REAL ESTATE ETF  | 2500-12-31      | N/A      | 0.0000% | $98799.00          | $9376025.10        | Equities                           |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $99303.20          | Equities                           |
| SSGA ACTIVE TR                 STATE STREET FIX | 2500-12-31      | N/A      | 0.0000% | $60.00             | $1536.00           | Equities                           |
| VANGUARD WORLD FD              HEALTH CAR ETF   | 2500-12-31      | N/A      | 0.0000% | $92.00             | $24545.60          | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $100.00            | $30799.00          | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $199864.00         | $4434982.16        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $14.00             | $2094.82           | Equities                           |
| NEOS ETF TRUST                 NEOS ENH INC 1-3 | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $174370.00         | Equities                           |
| SPDR SERIES TRUST              FTSE INT GVT ETF | 2500-12-31      | N/A      | 0.0000% | $105672.00         | $4250127.84        | Equities                           |
| VANECK ETF TRUST               CHINA BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $300.00            | $7044.00           | Equities                           |
| VANGUARD WORLD FD              EMERGING MRKTS E | 2500-12-31      | N/A      | 0.0000% | $24.00             | $2149.44           | Equities                           |
| GOLDMAN SACHS ETF TR           CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $9266.00           | $466248.44         | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $263.00            | $5346.79           | Equities                           |
| UNITED STATES TREASURY                          | 2042-02-15      | 2.3750%  | 0.0000% | $17355500.00       | $12653773.08       | U.S. Treasuries (including strips) |
| SPROTT FDS TR                  ACTIVE GOLD & SI | 2500-12-31      | N/A      | 0.0000% | $59.00             | $2536.06           | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $212.00            | $3018.88           | Equities                           |
| SPROTT FDS TR                  URANIUM MINERS E | 2500-12-31      | N/A      | 0.0000% | $50.00             | $3220.50           | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $34.00             | $2011.10           | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $72.00             | $3332.88           | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE VALUE ETF | 2500-12-31      | N/A      | 0.0000% | $644.00            | $48448.12          | Equities                           |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $48.00             | $3096.96           | Equities                           |
| ROYAL BK CDA                   COM              | 2500-12-31      | N/A      | 0.0000% | $262505.00         | $45996126.10       | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $21510.00          | $1216175.40        | Equities                           |
| GLOBAL X FDS                   NASDAQ 100 COVER | 2500-12-31      | N/A      | 0.0000% | $57450.00          | $1028355.00        | Equities                           |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $174.00            | $18611.04          | Equities                           |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $33000.00          | $1309440.00        | Equities                           |
| ISHARES INC                    MSCI ISRAEL ETF  | 2500-12-31      | N/A      | 0.0000% | $720.00            | $92836.80          | Equities                           |
| ISHARES TR                     MSCI ACWI EX US  | 2500-12-31      | N/A      | 0.0000% | $64.00             | $4613.12           | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL ENR   | 2500-12-31      | N/A      | 0.0000% | $2744.00           | $296352.00         | Equities                           |
| ISHARES TR                     CRE U S REIT ETF | 2500-12-31      | N/A      | 0.0000% | $88.00             | $5599.44           | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P500 HDL VOL   | 2500-12-31      | N/A      | 0.0000% | $82.00             | $4053.26           | Equities                           |
| ISHARES TR                     CORE S&P MCP ETF | 2500-12-31      | N/A      | 0.0000% | $66.00             | $4723.62           | Equities                           |
| ISHARES TR                     TOP 20 U S STOCK | 2500-12-31      | N/A      | 0.0000% | $7805.00           | $248979.50         | Equities                           |
| ISHARES TR                     MSCI CHINA ETF   | 2500-12-31      | N/A      | 0.0000% | $151689.00         | $8620485.87        | Equities                           |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $74.00             | $3536.46           | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  GBL LISTED PVT   | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $212256.00         | Equities                           |
| ISHARES TR                     RUS MDCP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $36.00             | $5544.36           | Equities                           |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $41.00             | $6312.36           | Equities                           |
| NOVABRIDGE BIOSCIENCES         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $4710.00           | $11068.50          | Equities                           |
| VANGUARD TAX-MANAGED FDS       VAN FTSE DEV MKT | 2500-12-31      | N/A      | 0.0000% | $51.00             | $3421.08           | Equities                           |
| SCHWAB STRATEGIC TR            US LCAP VA ETF   | 2500-12-31      | N/A      | 0.0000% | $50.00             | $1597.00           | Equities                           |
| SPDR SERIES TRUST              STATE STRET SPDR | 2500-12-31      | N/A      | 0.0000% | $66979.00          | $2497646.91        | Equities                           |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $56204.00          | $2729266.24        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $8710.00           | $868822.50         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $200.00            | $18020.00          | Equities                           |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $38800.00          | $1853088.00        | Equities                           |
| RLX TECHNOLOGY INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $71145.00          | $152250.30         | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $163335.00         | $4147075.65        | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $81.00             | $5170.64           | Equities                           |
| GAIN THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $15350.00          | $27016.00          | Equities                           |
| LIGHTINTHEBOX HLDG CO LTD      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1876.00           | $3770.76           | Equities                           |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $63.00             | $2541.42           | Equities                           |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $1925.00           | $115874.22         | Equities                           |
| FRANKLIN TEMPLETON ETF TR      FTSE CANADA      | 2500-12-31      | N/A      | 0.0000% | $56.00             | $2855.44           | Equities                           |
| FRANKLIN TEMPLETON ETF TR      FTSE CHINA       | 2500-12-31      | N/A      | 0.0000% | $1149.00           | $26185.71          | Equities                           |
| 17 ED & TECHNOLOGY GROUP INC   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $534.00            | $1190.82           | Equities                           |
| RANI THERAPEUTICS HLDGS INC    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $171206.00         | $149548.44         | Equities                           |
| FIRST TR EXCHANGE TRAD FD VII  ALT ABSLT STRG   | 2500-12-31      | N/A      | 0.0000% | $92.00             | $3152.38           | Equities                           |
| GRANITESHARES ETF TR           2X LONG GOOGL    | 2500-12-31      | N/A      | 0.0000% | $800.00            | $23112.00          | Equities                           |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $15.00             | $1355.55           | Equities                           |
| INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT | 2500-12-31      | N/A      | 0.0000% | $415.00            | $26264.19          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $1780.00           | $39859.36          | Equities                           |
| TIDAL TRUST III                GAMMAROAD MKT    | 2500-12-31      | N/A      | 0.0000% | $67.00             | $1399.91           | Equities                           |
| INNOVATOR ETFS TRUST           INTL DEV PWR BUF | 2500-12-31      | N/A      | 0.0000% | $462.00            | $16364.96          | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 REVENUE  | 2500-12-31      | N/A      | 0.0000% | $6500.00           | $796900.00         | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  EMRNG MKT SVRG   | 2500-12-31      | N/A      | 0.0000% | $97.00             | $2073.86           | Equities                           |
| INOTIV INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $10849.00          | $3352.34           | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  INVESCO MSCI     | 2500-12-31      | N/A      | 0.0000% | $413.00            | $20292.88          | Equities                           |
| GRANITESHARES ETF TR           2X LONG MARA     | 2500-12-31      | N/A      | 0.0000% | $10100.00          | $47975.00          | Equities                           |
| INNOVATOR ETFS TRUST           QUITY MANAGD FLR | 2500-12-31      | N/A      | 0.0000% | $521.00            | $19016.50          | Equities                           |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $17500.00          | $984200.00         | Equities                           |
| PEPGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $48738.00          | $75543.90          | Equities                           |
| 2023 ETF SERIES TRUST          PICTET AI & AUTO | 2500-12-31      | N/A      | 0.0000% | $3233.00           | $87123.21          | Equities                           |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $43872.00          | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $400.00            | $11772.00          | Equities                           |
| TC ENERGY CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $13300.00          | $850668.00         | Equities                           |
| GRANITESHARES ETF TR           2X LONG LCID DAI | 2500-12-31      | N/A      | 0.0000% | $13500.00          | $10416.60          | Equities                           |
| VANGUARD INTL EQUITY INDEX FDS FTSE SMCAP ETF   | 2500-12-31      | N/A      | 0.0000% | $8630.00           | $1332903.50        | Equities                           |
| KRANESHARES TRUST              2X LONG MELI     | 2500-12-31      | N/A      | 0.0000% | $400.00            | $3856.76           | Equities                           |
| VANGUARD INDEX FDS             EXTEND MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $7.00              | $1554.21           | Equities                           |
| VANGUARD INDEX FDS             MID CAP ETF      | 2500-12-31      | N/A      | 0.0000% | $45075.00          | $3420291.00        | Equities                           |
| MAN ETF SER TR                 ACTIVE TREND     | 2500-12-31      | N/A      | 0.0000% | $7908.00           | $226744.50         | Equities                           |
| TAMBORAN RES CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $8073.00           | $286591.50         | Equities                           |
| AUSTRALIAN OILSEEDS HLDGS LTD  SHS              | 2500-12-31      | N/A      | 0.0000% | $6311.00           | $3736.11           | Equities                           |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $26.00             | $1153.88           | Equities                           |
| WISDOMTREE TR                  EQUITY PREMIUM   | 2500-12-31      | N/A      | 0.0000% | $181.00            | $5927.75           | Equities                           |
| WISDOMTREE TR                  ITL HIGH DIV FD  | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1867.33           | Equities                           |
| VANGUARD WORLD FD              MEGA GRWTH IND   | 2500-12-31      | N/A      | 0.0000% | $4228.00           | $353672.20         | Equities                           |
| WISDOMTREE TR                  CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $10000.00          | $273400.00         | Equities                           |
| LITHIUM ARGENTINA AG           COM SHS          | 2500-12-31      | N/A      | 0.0000% | $648941.00         | $6242812.42        | Equities                           |
| SOLOWIN HOLDINGS               CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $1596.00           | $6415.92           | Equities                           |
| FIDELITY COVINGTON TRUST       MOMENTUM FACTR   | 2500-12-31      | N/A      | 0.0000% | $700.00            | $62146.00          | Equities                           |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $604.00            | $32688.48          | Equities                           |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $124.00            | $3121.15           | Equities                           |
| DIREXION SHARES ETF TRUST      DLY 20 YR TRESUR | 2500-12-31      | N/A      | 0.0000% | $61600.00          | $2151688.00        | Equities                           |
| DEFI TECHNOLOGIES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $777858.00         | $586271.57         | Equities                           |
| BONDBLOXX ETF TRUST            BLOOMBERG ONE YR | 2500-12-31      | N/A      | 0.0000% | $74800.00          | $3701478.00        | Equities                           |
| CGI INC                        CL A SUB VTG     | 2500-12-31      | N/A      | 0.0000% | $25100.00          | $1646309.00        | Equities                           |
| EA SERIES TRUST                MILITIA LONG/SHO | 2500-12-31      | N/A      | 0.0000% | $29.00             | $1021.67           | Equities                           |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $286755.00         | $6968146.50        | Equities                           |
| AMERICAN CENTY ETF TR          AVANTIS ALL EQT  | 2500-12-31      | N/A      | 0.0000% | $52.00             | $4243.44           | Equities                           |
| ABRDN SILVER ETF TRUST         PHYSCL SILVR SHS | 2500-12-31      | N/A      | 0.0000% | $757.00            | $51581.98          | Equities                           |
| BRANCHOUT FOOD INC             COM              | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $10890.00          | Equities                           |
| BERKSHIRE HATHAWAY INC DEL     CL A             | 2500-12-31      | N/A      | 0.0000% | $27.00             | $19251001.35       | Equities                           |
| DIREXION SHARES ETF TRUST      DLY MU BEAR 1X   | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $43952.00          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY GOLD MINER | 2500-12-31      | N/A      | 0.0000% | $634.00            | $35332.82          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY GOLD MINER | 2500-12-31      | N/A      | 0.0000% | $6217.00           | $346473.41         | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY TECHNOLOGY | 2500-12-31      | N/A      | 0.0000% | $3057.00           | $75446.76          | Equities                           |
| DIMENSIONAL ETF TRUST          EMERGING MKTS VA | 2500-12-31      | N/A      | 0.0000% | $38.00             | $1495.68           | Equities                           |
| DIMENSIONAL ETF TRUST          EMERGING MKTS CO | 2500-12-31      | N/A      | 0.0000% | $45.00             | $1714.50           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY REAL ESTAT | 2500-12-31      | N/A      | 0.0000% | $9600.00           | $99456.00          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY ENERGY TOP | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $209628.00         | Equities                           |
| DBX ETF TR                     XTRACKRS S&P 500 | 2500-12-31      | N/A      | 0.0000% | $10100.00          | $659025.00         | Equities                           |
| UBS AG                         ENTRACS GOLD SHS | 2500-12-31      | N/A      | 0.0000% | $77.00             | $12497.10          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY FINANCIAL  | 2500-12-31      | N/A      | 0.0000% | $69.00             | $9401.94           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY 20 YR TREA | 2500-12-31      | N/A      | 0.0000% | $78.00             | $3007.68           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY REGIONAL B | 2500-12-31      | N/A      | 0.0000% | $4237.00           | $479967.36         | Equities                           |
| EXCHANGE TRADED CONCEPTS TRUST ETC 6  LOW BETA  | 2500-12-31      | N/A      | 0.0000% | $83.00             | $3193.31           | Equities                           |
| EXCHANGE TRADED CONCEPTS TRUST EMQQ THE EMERGIN | 2500-12-31      | N/A      | 0.0000% | $79.00             | $2655.98           | Equities                           |
| TSAKOS ENERGY NAVIGATION LTD   SHS              | 2500-12-31      | N/A      | 0.0000% | $25.00             | $1002.50           | Equities                           |
| TRANSFORCE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $15850.00          | $2229144.00        | Equities                           |
| KLARNA GROUP PLC               SHS              | 2500-12-31      | N/A      | 0.0000% | $57505.00          | $774017.30         | Equities                           |
| STELLANTIS N.V                 SHS              | 2500-12-31      | N/A      | 0.0000% | $1608426.00        | $12384880.20       | Equities                           |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $9844.00           | $27169.44          | Equities                           |
| U-BX TECHNOLOGY LTD            ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $3658.00           | $4755.40           | Equities                           |
| PROSHARES TR                   ULTR MSCI ETF    | 2500-12-31      | N/A      | 0.0000% | $2213.00           | $147685.22         | Equities                           |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $7628.00           | $214423.08         | Equities                           |
| INVESCO CURRENCYSHARES SWISS F SWISS FRANC      | 2500-12-31      | N/A      | 0.0000% | $91.00             | $10148.32          | Equities                           |
| ISHARES INC                    US POWER INFRAST | 2500-12-31      | N/A      | 0.0000% | $98.00             | $2653.84           | Equities                           |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $82.00             | $6737.53           | Equities                           |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $14092.00          | $1157869.18        | Equities                           |
| PERMIANVILLE RTY TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $12400.00          | $23684.00          | Equities                           |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $69525.00          | $45995654.25       | Equities                           |
| NORTHERN LTS FD TR II          PEAKSHARES RMR   | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $27399.35          | Equities                           |
| NOUVEAU MONDE GRAPHITE INC     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $103511.00         | $219443.32         | Equities                           |
| KRANESHARES TRUST              CHINA ALPHA INDE | 2500-12-31      | N/A      | 0.0000% | $2138.00           | $69613.28          | Equities                           |
| KLX ENERGY SERVICES HOLDINGS   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $19400.00          | $76242.00          | Equities                           |
| KRANESHARES TRUST              QUADRTC INT RT   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1829.00           | Equities                           |
| KEEL INFRASTRUCTURE CORP       COM SHS          | 2500-12-31      | N/A      | 0.0000% | $10976.00          | $30074.24          | Equities                           |
| KRANESHARES TRUST              ELEC VEH FUTUR   | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $136534.00         | Equities                           |
| HEARTBEAM INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $118288.00         | $101763.17         | Equities                           |
| GLOBAL X FDS                   DATA CTR & DIGIT | 2500-12-31      | N/A      | 0.0000% | $28200.00          | $795522.00         | Equities                           |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $7476.00           | $271976.88         | Equities                           |
| LOCAL BOUNTI CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1181.00           | $2822.59           | Equities                           |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $5196.00           | $19744.80          | Equities                           |
| ISHARES TR                     MSCI AC ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $85.00             | $9140.90           | Equities                           |
| ISHARES TR                     ASIA 50 ETF      | 2500-12-31      | N/A      | 0.0000% | $600.00            | $73110.00          | Equities                           |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000GRW   | 2500-12-31      | N/A      | 0.0000% | $46.00             | $11788.46          | Equities                           |
| NATIXIS ETF TRUST II           NATIXIS LOOMIS   | 2500-12-31      | N/A      | 0.0000% | $31472.00          | $1375011.68        | Equities                           |
| HINGE HEALTH INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $224910.00         | $9893790.90        | Equities                           |
| NEPHROS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $6974.00           | Equities                           |
| MOMENTUS INC                   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $10504.00          | $46007.52          | Equities                           |
| VANGUARD WORLD FD              MEGA CAP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $4200.00           | $631638.00         | Equities                           |
| SUNCOR ENERGY INC NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $58700.00          | $3937009.00        | Equities                           |
| BITCOIN INFRASTRUCTURE ACQUIS  USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $24799.00          | $246750.05         | Equities                           |
| WISDOMTREE TR                  JAPN HEDGE EQT   | 2500-12-31      | N/A      | 0.0000% | $364.00            | $58684.08          | Equities                           |
| ZENTEK LTD                     COM              | 2500-12-31      | N/A      | 0.0000% | $11200.00          | $4737.60           | Equities                           |
| SUN LIFE FINANCIAL INC.        COM              | 2500-12-31      | N/A      | 0.0000% | $15.00             | $1057.65           | Equities                           |
| TMC THE METALS COMPANY INC     COM              | 2500-12-31      | N/A      | 0.0000% | $417842.00         | $2055782.64        | Equities                           |
| WISDOMTREE TR                  EMER MKT HIGH FD | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1707.09           | Equities                           |
| WINTERGREEN ACQUISITION CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $2417.00           | $24822.59          | Equities                           |
| WISDOMTREE TR                  EMER MKT HIGH FD | 2500-12-31      | N/A      | 0.0000% | $60266.00          | $3117560.18        | Equities                           |
| INVESCO DB MULTI-SECTOR COMMOD PRECIOUS METAL   | 2500-12-31      | N/A      | 0.0000% | $500.00            | $53256.15          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  AEROSPACE DEFN   | 2500-12-31      | N/A      | 0.0000% | $99.00             | $16189.47          | Equities                           |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $348.00            | $6551.10           | Equities                           |
| INVESCO DB MULTI-SECTOR COMMOD BASE METALS FD   | 2500-12-31      | N/A      | 0.0000% | $64888.00          | $1598191.44        | Equities                           |
| ISHARES INC                    MSCI EM ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $84.00             | $9038.40           | Equities                           |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $28187.00          | $4661566.06        | Equities                           |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $111100.00         | $439956.00         | Equities                           |
| NOMAD FOODS LTD                USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $169100.00         | $1618287.00        | Equities                           |
| AMPLIFY ETF TR                 CWP ENHANCED DIV | 2500-12-31      | N/A      | 0.0000% | $24.00             | $1083.12           | Equities                           |
| AMERICAN CENTY ETF TR          EMERGING MKT VAL | 2500-12-31      | N/A      | 0.0000% | $39.00             | $2499.51           | Equities                           |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $84.00             | $6762.84           | Equities                           |
| AMPLIFY ETF TR                 CWP INTL ENHANCE | 2500-12-31      | N/A      | 0.0000% | $27300.00          | $1135680.00        | Equities                           |
| AMPLIFY ETF TR                 SAMSUNG SOFR ETF | 2500-12-31      | N/A      | 0.0000% | $23.00             | $2302.76           | Equities                           |
| AGENUS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1008.00           | $3870.72           | Equities                           |
| GLOBAL SHIP LEASE INC          COM CL A         | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1892.64           | Equities                           |
| MAGNUM ICE CREAM CO NV         ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $14500.00          | $189370.00         | Equities                           |
| SEALSQ CORP                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $80400.00          | $212256.00         | Equities                           |
| CANADIAN NATL RY CO            COM              | 2500-12-31      | N/A      | 0.0000% | $70.00             | $7565.60           | Equities                           |
| BALLARD PWR SYS INC NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $6640.00           | Equities                           |
| DIREXION SHARES ETF TRUST      DLY MSFT BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $8840.00           | $113328.80         | Equities                           |
| ENBRIDGE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $400.00            | $21368.00          | Equities                           |
| DIMENSIONAL ETF TRUST          WORLD EX US CORE | 2500-12-31      | N/A      | 0.0000% | $88.00             | $3153.92           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY SMALL CAP  | 2500-12-31      | N/A      | 0.0000% | $21.00             | $1208.76           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY NYSE FANG  | 2500-12-31      | N/A      | 0.0000% | $6.00              | $1248.71           | Equities                           |
| DIMENSIONAL ETF TRUST          EMGR CRE EQT MNG | 2500-12-31      | N/A      | 0.0000% | $89.00             | $3325.04           | Equities                           |
| DIMENSIONAL ETF TRUST          WORLD EX US CORE | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $86016.00          | Equities                           |
| CAPITAL GROUP CORE BALANCED ET SHS              | 2500-12-31      | N/A      | 0.0000% | $12600.00          | $457506.00         | Equities                           |
| BARCLAYS BANK PLC              DJUBS CMDT ETN36 | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1708.16           | Equities                           |
| EQUILLIUM INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $70500.00          | $146640.00         | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY FINANCIAL  | 2500-12-31      | N/A      | 0.0000% | $22500.00          | $982575.00         | Equities                           |
| ETF SER SOLUTIONS              US GLB JETS      | 2500-12-31      | N/A      | 0.0000% | $81900.00          | $2041767.00        | Equities                           |
| ETFIS SER TR I                 VIRTUS INFRCAP   | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $100157.00         | Equities                           |
| CAPITAL GROUP NEW GEOGRAPHY EQ SHS              | 2500-12-31      | N/A      | 0.0000% | $9800.00           | $334768.00         | Equities                           |
| DIMENSIONAL ETF TRUST          US MKTWIDE VALUE | 2500-12-31      | N/A      | 0.0000% | $24.00             | $1228.32           | Equities                           |
| DBX ETF TR                     XTRACK MSCI JAPN | 2500-12-31      | N/A      | 0.0000% | $518.00            | $54519.50          | Equities                           |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $8371.00           | $636028.58         | Equities                           |
| BONDBLOXX ETF TRUST            IR M TAXAWARE    | 2500-12-31      | N/A      | 0.0000% | $600.00            | $30372.00          | Equities                           |
| BLACKROCK ETF TRUST II         ISHARES FLEXIBLE | 2500-12-31      | N/A      | 0.0000% | $7400.00           | $386576.00         | Equities                           |
| BONDBLOXX ETF TRUST            IR M TAX AWARE   | 2500-12-31      | N/A      | 0.0000% | $49.00             | $2478.38           | Equities                           |
| BITMINE IMMERSION TECHS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $39254.00          | Equities                           |
| BOREALIS FOODS INC             CL A             | 2500-12-31      | N/A      | 0.0000% | $6334.00           | $11971.26          | Equities                           |
| BLACKROCK ETF TRUST            ISHARES LARGE CA | 2500-12-31      | N/A      | 0.0000% | $11300.00          | $529744.00         | Equities                           |
| ATARA BIOTHERAPEUTICS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9881.00           | $45452.60          | Equities                           |
| BLACKROCK ETF TRUST            ISHARES A I INNO | 2500-12-31      | N/A      | 0.0000% | $6704.00           | $278283.04         | Equities                           |
| CAPITAL GRP FIXED INCM ETF TR  CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2626.00           | Equities                           |
| CAMECO CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $98.00             | $11200.42          | Equities                           |
| BANK NOVA SCOTIA B C           COM              | 2500-12-31      | N/A      | 0.0000% | $44100.00          | $3336165.00        | Equities                           |
| CARILLON SER TR                RJ EAGLE GCM DIV | 2500-12-31      | N/A      | 0.0000% | $4600.00           | $130348.36         | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY S&P OIL &  | 2500-12-31      | N/A      | 0.0000% | $4847.00           | $201198.97         | Equities                           |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $287565.00         | $704534.25         | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $44280.00          | Equities                           |
| DOUYU INTL HLDGS LTD           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $37996.00          | $186940.32         | Equities                           |
| ETF OPPORTUNITIES TRUST        REX CRYPTO EQUIT | 2500-12-31      | N/A      | 0.0000% | $41.00             | $1292.17           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY 710 YEAR T | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $36218.00          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY MAGNIFICEN | 2500-12-31      | N/A      | 0.0000% | $31.00             | $1729.49           | Equities                           |
| DIMENSIONAL ETF TRUST          US REAL ESTATE E | 2500-12-31      | N/A      | 0.0000% | $51300.00          | $1302507.00        | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY TECHNOLOGY | 2500-12-31      | N/A      | 0.0000% | $45100.00          | $533533.00         | Equities                           |
| DIREXION SHARES ETF TRUST      DLY TSLA BULL 2X | 2500-12-31      | N/A      | 0.0000% | $43800.00          | $522534.00         | Equities                           |
| DIREXION SHARES ETF TRUST      DLY GOOGL BUL 2X | 2500-12-31      | N/A      | 0.0000% | $76.00             | $8694.40           | Equities                           |
| BIOHARVEST SCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $8500.00           | Equities                           |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $324179.00         | $1533366.67        | Equities                           |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET T | 2500-12-31      | N/A      | 0.0000% | $1842.00           | $63401.64          | Equities                           |
| ABOVE FOOD INGREDIENTS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $43300.00          | $23226.12          | Equities                           |
| ABRDN ETFS                     BBRG ALL COMD K1 | 2500-12-31      | N/A      | 0.0000% | $4397.00           | $111244.10         | Equities                           |
| AETHER HLDGS INC NEW           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $400.00            | $1596.00           | Equities                           |
| DIMENSIONAL ETF TRUST          INTERNATNAL VAL  | 2500-12-31      | N/A      | 0.0000% | $500.00            | $26945.00          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $60599.00          | $872625.60         | Equities                           |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $779.00            | $96922.32          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY CSI CHINA  | 2500-12-31      | N/A      | 0.0000% | $55.00             | $1409.65           | Equities                           |
| DIMENSIONAL ETF TRUST          US CORE EQUITY 2 | 2500-12-31      | N/A      | 0.0000% | $4300.00           | $180471.00         | Equities                           |
| CAPITAL GRP FIXED INCM ETF TR  US MULTI-SECTOR  | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $27550.00          | Equities                           |
| DIREXION SHARES ETF TRUST      DLY MSFT BULL 2X | 2500-12-31      | N/A      | 0.0000% | $146900.00         | $4384965.00        | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY BIOTECH TO | 2500-12-31      | N/A      | 0.0000% | $1020.00           | $29099.07          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY PLTR BR1X  | 2500-12-31      | N/A      | 0.0000% | $207.00            | $1620.81           | Equities                           |
| DIREXION SHARES ETF TRUST      DLY NVDA BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $101.00            | $3378.45           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY TECHNOLOGY | 2500-12-31      | N/A      | 0.0000% | $60.00             | $8706.00           | Equities                           |
| TIDAL TRUST II                 YIELDMAX GOLD MI | 2500-12-31      | N/A      | 0.0000% | $82.00             | $1042.22           | Equities                           |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE EQ | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3685.00           | Equities                           |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $4191.00           | Equities                           |
| THEMES ETF TR                  LEVERAGE SHS     | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6472.00           | Equities                           |
| TIDAL TRUST II                 YIELDMAX PLTR OP | 2500-12-31      | N/A      | 0.0000% | $600.00            | $21036.00          | Equities                           |
| TIDAL TRUST I                  SP FDS S&P 500   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $10670.00          | Equities                           |
| TIDAL TRUST II                 YIELDMAX SEMICON | 2500-12-31      | N/A      | 0.0000% | $9300.00           | $629610.00         | Equities                           |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1088.64           | Equities                           |
| SPORTS ENTMT GAMING GLOBAL     COM              | 2500-12-31      | N/A      | 0.0000% | $19172.00          | $22622.96          | Equities                           |
| MDA SPACE LTD                  COM              | 2500-12-31      | N/A      | 0.0000% | $38.00             | $1105.80           | Equities                           |
| SPDR SERIES TRUST              BLOOMBERG EMERGI | 2500-12-31      | N/A      | 0.0000% | $85.00             | $1777.35           | Equities                           |
| MNTN INC                       CL A             | 2500-12-31      | N/A      | 0.0000% | $56136.00          | $546764.64         | Equities                           |
| KRANESHARES TRUST              MOUNT LUCAS ETF  | 2500-12-31      | N/A      | 0.0000% | $196724.00         | $5889916.56        | Equities                           |
| SNAP INC                       CL A             | 2500-12-31      | N/A      | 0.0000% | $353113.00         | $2111615.74        | Equities                           |
| SOLIDION TECHNOLOGY INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1642.00           | $7717.40           | Equities                           |
| TEAM INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $71.00             | $1227.59           | Equities                           |
| SELECT SECTOR SPDR TR          STATE STREET FIN | 2500-12-31      | N/A      | 0.0000% | $80.00             | $4153.60           | Equities                           |
| STARBOARD INVT TR              ADAPTIVE HDGD MU | 2500-12-31      | N/A      | 0.0000% | $26600.00          | $207480.00         | Equities                           |
| AB ACTIVE ETFS INC             US LARGE CAP STR | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $201825.00         | Equities                           |
| ADVISORS INNER CIRCLE FD III   STRATEGAS MACRO  | 2500-12-31      | N/A      | 0.0000% | $38.00             | $1602.08           | Equities                           |
| VILLAGE FARMS INTL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $14249.00          | $40182.18          | Equities                           |
| WISDOMTREE TR                  US QUALITY GROW  | 2500-12-31      | N/A      | 0.0000% | $300.00            | $18393.00          | Equities                           |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $57.00             | $37291.68          | Equities                           |
| WISDOMTREE TR                  JP SMALLCP DIV   | 2500-12-31      | N/A      | 0.0000% | $13.00             | $1326.39           | Equities                           |
| ADVISOR MANAGED PORTFOLIOS     RECKONER BBB-B   | 2500-12-31      | N/A      | 0.0000% | $3174.00           | $79413.48          | Equities                           |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $220822.00         | $516723.48         | Equities                           |
| VIRGIN GALACTIC HOLDINGS INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $705531.00         | $1643887.23        | Equities                           |
| WISDOMTREE TR                  INTL SMCAP DIV   | 2500-12-31      | N/A      | 0.0000% | $35.00             | $2969.49           | Equities                           |
| SYSTEM1 INC                    CL A COM         | 2500-12-31      | N/A      | 0.0000% | $20000.00          | $73400.00          | Equities                           |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $95950.00          | $93071.50          | Equities                           |
| VERMILION ENERGY INC           COM              | 2500-12-31      | N/A      | 0.0000% | $71600.00          | $963736.00         | Equities                           |
| VIRTUS ETF TR II               INTL DIVD ETF    | 2500-12-31      | N/A      | 0.0000% | $52.00             | $1767.75           | Equities                           |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $884.00            | $6179.16           | Equities                           |
| TRANSALTA CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $6023.00           | $72336.23          | Equities                           |
| VOLATILITY SHS TR              2X XRP ETF       | 2500-12-31      | N/A      | 0.0000% | $900.00            | $35973.00          | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $54311.00          | $1586967.42        | Equities                           |
| SPROTT INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $53.00             | $6678.00           | Equities                           |
| WISDOMTREE TR                  US LARGECAP DIVD | 2500-12-31      | N/A      | 0.0000% | $76.00             | $7080.16           | Equities                           |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $23469.00          | $59845.95          | Equities                           |
| SELECT SECTOR SPDR TR          STATE STREET HEA | 2500-12-31      | N/A      | 0.0000% | $11.00             | $1571.24           | Equities                           |
| SOUTH BOW CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $173600.00         | $5786088.00        | Equities                           |
| ARRAY DIGITAL INFRASTRUCTURE I COM              | 2500-12-31      | N/A      | 0.0000% | $90690.00          | $4343144.10        | Equities                           |
| TELUS CORPORATION              COM              | 2500-12-31      | N/A      | 0.0000% | $154095.00         | $1881499.95        | Equities                           |
| WISDOMTREE TR                  US LARGECAP DIVD | 2500-12-31      | N/A      | 0.0000% | $3207.00           | $298764.12         | Equities                           |
| SP FUNDS TRUST                 S&P WORLD EX US  | 2500-12-31      | N/A      | 0.0000% | $1767.00           | $54636.88          | Equities                           |
| GRANITESHARES ETF TR           2X SHORT MSTR    | 2500-12-31      | N/A      | 0.0000% | $300.00            | $11076.00          | Equities                           |
| KRANESHARES TRUST              ARTIFICIAL INTEL | 2500-12-31      | N/A      | 0.0000% | $131248.00         | $5085860.00        | Equities                           |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $170734.00         | $14066774.26       | Equities                           |
| AI FINL CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $20682.00          | $17772.04          | Equities                           |
| ISHARES TR                     SP SMCP600VL ETF | 2500-12-31      | N/A      | 0.0000% | $78.00             | $9956.70           | Equities                           |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $41.00             | $2725.68           | Equities                           |
| ISHARES TR                     US HLTHCR PR ETF | 2500-12-31      | N/A      | 0.0000% | $79.00             | $3825.97           | Equities                           |
| ISHARES TR                     CORE HIGH DV ETF | 2500-12-31      | N/A      | 0.0000% | $285.00            | $7700.70           | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II INTL EQUITY OPP  | 2500-12-31      | N/A      | 0.0000% | $900.00            | $61579.98          | Equities                           |
| FIDELITY COVINGTON TRUST       INT VL FCT ETF   | 2500-12-31      | N/A      | 0.0000% | $1163.00           | $41658.66          | Equities                           |
| ISHARES TR                     EMGR MKT INF ETF | 2500-12-31      | N/A      | 0.0000% | $6110.00           | $173766.57         | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $711.00            | $29671.10          | Equities                           |
| ISHARES TR                     SP SMCP600VL ETF | 2500-12-31      | N/A      | 0.0000% | $103458.00         | $13206413.70       | Equities                           |
| ISHARES INC                    ESG AWR MSCI EM  | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1955.07           | Equities                           |
| ISHARES TR                     IBONDS DEC 29    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2322.00           | Equities                           |
| ISHARES TR                     CR 5 10 YR ETF   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4375.00           | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $63.00             | $3147.48           | Equities                           |
| ISHARES TR                     FUTURE EXPONENTI | 2500-12-31      | N/A      | 0.0000% | $31.00             | $2323.73           | Equities                           |
| FIRST TR EXCH TRADED FD III    RIVR FRNT DYN    | 2500-12-31      | N/A      | 0.0000% | $6596.00           | $595963.11         | Equities                           |
| FORTIS INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $4094.00           | $230246.56         | Equities                           |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1680592.00        | $464515.63         | Equities                           |
| ORGANIGRAM GLOBAL INC          COM              | 2500-12-31      | N/A      | 0.0000% | $28962.00          | $39677.94          | Equities                           |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $644712.00         | $20972481.36       | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY MSCI MEXIC | 2500-12-31      | N/A      | 0.0000% | $3028.00           | $87145.84          | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY S&P 500 BE | 2500-12-31      | N/A      | 0.0000% | $21800.00          | $198816.00         | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $84.00             | $9909.48           | Equities                           |
| ENTREPRENEURSHARES SERIES TRUS ERSHARES PRIVATE | 2500-12-31      | N/A      | 0.0000% | $123232.00         | $2271165.76        | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY UTILITIES  | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $109365.00         | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY MSCI BRAZI | 2500-12-31      | N/A      | 0.0000% | $34.00             | $3821.60           | Equities                           |
| AMREP CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1299.36           | Equities                           |
| BT BRANDS INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $906.00            | $2038.50           | Equities                           |
| ASTROTECH CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $3700.00           | $12802.00          | Equities                           |
| BLACKROCK ETF TRUST            ISHARES US THEMA | 2500-12-31      | N/A      | 0.0000% | $4200.00           | $169386.00         | Equities                           |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $6054.00           | $16709.04          | Equities                           |
| BANK MONTREAL MEDIUM           CALL LKD 41      | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $73283.00          | Equities                           |
| CATO CORP NEW                  CL A             | 2500-12-31      | N/A      | 0.0000% | $8300.00           | $23323.00          | Equities                           |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $43.00             | $2174.51           | Equities                           |
| DBX ETF TR                     XTRACKERS RREEF  | 2500-12-31      | N/A      | 0.0000% | $47.00             | $1611.58           | Equities                           |
| DIREXION SHARES ETF TRUST      DAILY S&P 500 BU | 2500-12-31      | N/A      | 0.0000% | $2870.00           | $687652.00         | Equities                           |
| BAUSCH HEALTH COS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $133259.00         | $744917.81         | Equities                           |
| GOLDMAN SACHS ETF TR           ACCESS US AGRAT  | 2500-12-31      | N/A      | 0.0000% | $2010.00           | $82731.60          | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP UTIL   | 2500-12-31      | N/A      | 0.0000% | $5463.00           | $355774.05         | Equities                           |
| INVESCO EXCHANGE-TRADED FD TR  KBW BK ETF       | 2500-12-31      | N/A      | 0.0000% | $3224.00           | $277360.72         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $1674720.00        | Equities                           |
| ROUNDHILL ETF TRUST            ROUNDHILL S&P500 | 2500-12-31      | N/A      | 0.0000% | $283.00            | $14849.01          | Equities                           |
| JANUS DETROIT STR TR           HENDRSN SHRT ETF | 2500-12-31      | N/A      | 0.0000% | $6300.00           | $309141.00         | Equities                           |
| REX ETF TR                     DRONE ETF        | 2500-12-31      | N/A      | 0.0000% | $419.00            | $10424.72          | Equities                           |
| PROSHARES TR                   PSHS SH MSCI EAF | 2500-12-31      | N/A      | 0.0000% | $4355.00           | $53305.20          | Equities                           |
| SCHWAB STRATEGIC TR            US TIPS ETF      | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1663.46           | Equities                           |
| PROSHARES TR                   ULTR RUSSL2000   | 2500-12-31      | N/A      | 0.0000% | $46.00             | $3088.90           | Equities                           |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $114879.00         | $490533.33         | Equities                           |
| J P MORGAN EXCHANGE TRADED FD  EQUITY FOCUS ETF | 2500-12-31      | N/A      | 0.0000% | $300.00            | $23257.47          | Equities                           |
| PROSHARES TR                   ULTRASHRT S&P500 | 2500-12-31      | N/A      | 0.0000% | $20900.00          | $1317954.00        | Equities                           |
| GOLDMAN SACHS ETF TR           MSCI WORLD PRIV  | 2500-12-31      | N/A      | 0.0000% | $3965.00           | $219917.14         | Equities                           |
| GRANITESHARES ETF TR           2X LONG NOW DAIL | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $17640.00          | Equities                           |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $300608.00         | $28708064.00       | Equities                           |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $52459.00          | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    NAT GAS ETF      | 2500-12-31      | N/A      | 0.0000% | $64.00             | $2003.84           | Equities                           |
| TIDAL TRUST II                 DEFIANCE LARGE   | 2500-12-31      | N/A      | 0.0000% | $7985.00           | $188140.97         | Equities                           |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $32718.00          | $158682.30         | Equities                           |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $18300.00          | $140727.00         | Equities                           |
| SPROTT FDS TR                  JR COPPER MINERS | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $56098.00          | Equities                           |
| T ROWE PRICE ETF INC           TECHNOLOGY ETF   | 2500-12-31      | N/A      | 0.0000% | $71.00             | $2628.75           | Equities                           |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $26852.00          | $24972.36          | Equities                           |
| LEVI STRAUSS & CO NEW          CL A COM STK     | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2189.00           | Equities                           |
| PROSHARES TR II                ULTRA GOLD       | 2500-12-31      | N/A      | 0.0000% | $17300.00          | $993539.00         | Equities                           |
| PROSHARES TR                   ULTRASHORT ENERG | 2500-12-31      | N/A      | 0.0000% | $92.00             | $1645.88           | Equities                           |
| PROSHARES TR                   SHORT MSCI EMRNG | 2500-12-31      | N/A      | 0.0000% | $92.00             | $1595.28           | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $400.00            | $43300.00          | Equities                           |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $83521.00          | $34862500.61       | Equities                           |
| ISHARES TR                     MSCI JP VALUE    | 2500-12-31      | N/A      | 0.0000% | $10934.00          | $461233.30         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $23.00             | $5272.81           | Equities                           |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $75.00             | $6116.25           | Equities                           |
| SCHWAB STRATEGIC TR            EMRG MKTEQ ETF   | 2500-12-31      | N/A      | 0.0000% | $72.00             | $2538.72           | Equities                           |
| VANECK ETF TRUST               BDC INCOME ETF   | 2500-12-31      | N/A      | 0.0000% | $20027.00          | $255544.52         | Equities                           |
| VANECK ETF TRUST               OIL SERVICES ETF | 2500-12-31      | N/A      | 0.0000% | $628.00            | $279949.84         | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $29174.00          | $1528717.60        | Equities                           |
| UNITED STATES TREASURY                          | 2042-08-15      | 2.7500%  | 0.0000% | $185266800.00      | $141712344.05      | U.S. Treasuries (including strips) |
| SIREN ETF TR                   NEXGEN ECONOMY   | 2500-12-31      | N/A      | 0.0000% | $3405.00           | $80426.10          | Equities                           |
| T STAMP INC                    CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $2328.00           | $5726.88           | Equities                           |
| STANTEC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $8800.00           | $787248.00         | Equities                           |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $800.00            | $47602.16          | Equities                           |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $38.00             | $1416.26           | Equities                           |
| FIDELITY COVINGTON TRUST       ENHANCED INTL    | 2500-12-31      | N/A      | 0.0000% | $77.00             | $2953.72           | Equities                           |
| FIDELITY COVINGTON TRUST       ENHANCED INTL    | 2500-12-31      | N/A      | 0.0000% | $7724.00           | $296292.64         | Equities                           |
| FIDELITY COVINGTON TRUST       HIGH DIVID ETF   | 2500-12-31      | N/A      | 0.0000% | $49.00             | $2863.56           | Equities                           |

### Security 632: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.160000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1H02K7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1H02K7
- **C.18 - Value (incl. sponsor support):** $399642580.00
- **C.18.a - Value (excl. sponsor support):** $399642580.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MFR TR 2022-INV2               M-1    20570725 FLT | 2057-07-25      | 4.9500%  | 0.0000% | $14798000.00       | $14247654.98       | Private Label Collateralized Mortgage Obligations |
| KIND COML MTG TR 2024-1        A      20410815 FLT | 2041-08-15      | 5.5447%  | 0.0000% | $15000000.00       | $15029976.26       | Private Label Collateralized Mortgage Obligations |
| STWD LLC 2025-FL4              A      20421219 FLT | 2042-12-19      | 5.1110%  | 0.0000% | $16608246.00       | $16634014.89       | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2019-RPL3      B1     20590725 FLT | 2059-07-25      | 3.9676%  | 0.0000% | $15000000.00       | $13396426.26       | Private Label Collateralized Mortgage Obligations |
| MFA TRUST 2023-INV1            M-1    20580225 FLT | 2058-02-25      | 6.6000%  | 0.0000% | $14372000.00       | $14327144.99       | Private Label Collateralized Mortgage Obligations |
| MFRA TR 2022-INV3              M-1    20571025 FLT | 2057-10-25      | 6.0000%  | 0.0000% | $13735000.00       | $13649499.62       | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2026-R3        A-3    20680125 FLT | 2068-01-25      | 5.6460%  | 0.0000% | $15000000.00       | $15029912.50       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-S2         A-2    20551125 FLT | 2055-11-25      | 3.5000%  | 0.0000% | $17500000.00       | $15186622.18       | Private Label Collateralized Mortgage Obligations |
| KSL COML MTG TR 2025-MH        D      20421215 FLT | 2042-12-15      | 6.5964%  | 0.0000% | $17500000.00       | $17410356.25       | Private Label Collateralized Mortgage Obligations |
| RUN TR 2022-NQM1               A-1    20670325 FLT | 2067-03-25      | 5.0000%  | 0.0000% | $23600000.00       | $16336329.64       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-4          A-7    20560325 FLT | 2056-03-25      | 5.5000%  | 0.0000% | $17000000.00       | $16686036.45       | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2022-3     M-1    20670325 FLT | 2067-03-25      | 4.1589%  | 0.0000% | $19526000.00       | $15903391.11       | Private Label Collateralized Mortgage Obligations |
| CALI MTG TR 2019-101C          A      20390311 3.9 | 2039-03-11      | 3.9570%  | 0.0000% | $14900000.00       | $14371028.90       | Private Label Collateralized Mortgage Obligations |
| DK TRUST 2025-LXP              A      20370817 FLT | 2037-08-17      | 5.2574%  | 0.0000% | $15000000.00       | $15046808.19       | Private Label Collateralized Mortgage Obligations |
| BAY MTG TRUST 2025-LIVN        A      20350515 FLT | 2035-05-15      | 5.4550%  | 0.0000% | $14000000.00       | $14031820.84       | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         D      20370316 FLT | 2037-03-16      | 5.3005%  | 0.0000% | $13572000.00       | $12118663.36       | Private Label Collateralized Mortgage Obligations |
| SLG OFFICE TRUST 2026-OMA      A      20410417 FLT | 2041-04-17      | 4.9653%  | 0.0000% | $14000000.00       | $14082191.55       | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2022-4     M-1    20670525 FLT | 2067-05-25      | 5.1829%  | 0.0000% | $13938000.00       | $13873346.19       | Private Label Collateralized Mortgage Obligations |
| BRES COML MTG TR 2025-ATCAP    A      20421117 FLT | 2042-11-17      | 5.1485%  | 0.0000% | $15000000.00       | $15009828.12       | Private Label Collateralized Mortgage Obligations |
| ATRIUM HOTEL PORT 2025-ATRM    A      20420815 FLT | 2042-08-15      | 5.3047%  | 0.0000% | $15000000.00       | $15056434.44       | Private Label Collateralized Mortgage Obligations |
| BBCCRE TRUST 2015-GTP          A      20330812 3.9 | 2033-08-12      | 3.9660%  | 0.0000% | $15000000.00       | $14031465.00       | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR 2025-VOLT D      20441215 FLT | 2044-12-15      | 6.4047%  | 0.0000% | $17500000.00       | $17475616.01       | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         B      20370316 FLT | 2037-03-16      | 4.8230%  | 0.0000% | $14034000.00       | $13016599.37       | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR 2026-VLT9 D      20450315 FLT | 2045-03-15      | 6.9047%  | 0.0000% | $17000000.00       | $17011729.37       | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LD MTG TR 2024-RPL2 A-1-A  20640825 FLT | 2064-08-25      | 3.2500%  | 0.0000% | $19894000.00       | $15162032.61       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              A-1    20640625 FLT | 2064-06-25      | 5.1160%  | 0.0000% | $21644000.00       | $12556853.22       | Private Label Collateralized Mortgage Obligations |
| PRPM ISSUER LLC 2026-CRE1      A      20430317 FLT | 2043-03-17      | 5.3353%  | 0.0000% | $14000000.00       | $13997903.08       | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST 2024-SBL   A      20340815 FLT | 2034-08-15      | 5.5371%  | 0.0000% | $13000000.00       | $13021867.62       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TR 2026-MED1  M-2    20560425 6.8 | 2056-04-25      | 6.8746%  | 0.0000% | $13744000.00       | $13258381.65       | Private Label Collateralized Mortgage Obligations |
| UNIV TRUST 2025-APTS           A      20421115 FLT | 2042-11-15      | 5.3047%  | 0.0000% | $16000000.00       | $15995444.74       | Private Label Collateralized Mortgage Obligations |
| SPGN TRUST 2026-TFLM           D      20410215 FLT | 2041-02-15      | 6.4047%  | 0.0000% | $17000000.00       | $17045368.75       | Private Label Collateralized Mortgage Obligations |

### Security 633: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.100000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1H3AU0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1H3AU0
- **C.18 - Value (incl. sponsor support):** $780637954.20
- **C.18.a - Value (excl. sponsor support):** $780637954.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| NORTHROP GRUMMAN CORP          SR GLBL NT 47    | 2047-10-15      | 4.0300%  | 0.0000% | $167000.00         | $131749.50         | Corporate Debt Securities |
| NISOURCE INC                   SR GLBL NT 47    | 2047-05-15      | 4.3750%  | 0.0000% | $235000.00         | $196620.29         | Corporate Debt Securities |
| OHIO PWR CO                    SR GLBL O NT4%49 | 2049-06-01      | 4.0000%  | 0.0000% | $2132000.00        | $1621333.88        | Corporate Debt Securities |
| TARGA RES CORP                 SR GLBL NT 52    | 2052-04-15      | 4.9500%  | 0.0000% | $325000.00         | $273205.56         | Corporate Debt Securities |
| NEVADA POWER CO                GLBL GG NT5.9%53 | 2053-05-01      | 5.9000%  | 0.0000% | $5000.00           | $5091.88           | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL BBB BD54 | 2054-04-01      | 5.6000%  | 0.0000% | $244000.00         | $233622.95         | Corporate Debt Securities |
| REINSURANCE GROUP AMER INC     SUB GLBL DEB 56  | 2056-09-15      | 6.3750%  | 0.0000% | $1748000.00        | $1728970.83        | Corporate Debt Securities |
| MASS GEN BRIGHAM INC           SR GLBL -2017 48 | 2048-07-01      | 3.7650%  | 0.0000% | $1917000.00        | $1466266.17        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37   | 2037-10-01      | 6.7500%  | 0.0000% | $1147000.00        | $1249217.77        | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR GLBL REGS 31  | 2031-07-14      | 2.8750%  | 0.0000% | $16000000.00       | $14797364.44       | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR REGS BD4.1%51 | 2051-07-14      | 4.1000%  | 0.0000% | $23500000.00       | $18242632.22       | Corporate Debt Securities |
| LG ELECTRONICS INC NEW         SR REGS NT 29    | 2029-04-24      | 5.6250%  | 0.0000% | $260000.00         | $268085.35         | Corporate Debt Securities |
| PENTAIR FINANCE SA             GLBL NT 5.9%32   | 2032-07-15      | 5.9000%  | 0.0000% | $1000000.00        | $1057238.33        | Corporate Debt Securities |
| KOREA ELEC PWR CORP            SR REGS NT 30    | 2030-11-12      | 4.1250%  | 0.0000% | $200000.00         | $201110.00         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB GLBL NT 26   | 2026-12-15      | 4.1250%  | 0.0000% | $77000.00          | $78218.81          | Corporate Debt Securities |
| SEMPRA                         JR SB GLBL NT 54 | 2054-10-01      | 6.4000%  | 0.0000% | $2474000.00        | $2507635.40        | Corporate Debt Securities |
| SIERRA PAC PWR CO              JR SB GLBL 55    | 2055-12-15      | 6.2000%  | 0.0000% | $1517000.00        | $1527664.51        | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 39 BD 52 | 2052-06-01      | 4.5000%  | 0.0000% | $43000.00          | $35681.18          | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP GLBL -L NT  | 2500-12-31      | 6.1000%  | 0.0000% | $5346000.00        | $5360463.90        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT5.3%47 | 2047-04-15      | 5.3000%  | 0.0000% | $30000.00          | $26576.95          | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 27    | 2027-03-19      | 4.3750%  | 0.0000% | $69515000.00       | $70124134.84       | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.75%33  | 2033-02-14      | 3.7500%  | 0.0000% | $89000.00          | $87205.46          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 6.9001%  | 0.0000% | $5105000.00        | $5161624.41        | Corporate Debt Securities |
| EXELON CORP                    GLBL NT 5.875%55 | 2055-03-15      | 5.8750%  | 0.0000% | $59000.00          | $58017.28          | Corporate Debt Securities |
| META PLATFORMS INC             SR GLBL NT 65    | 2065-11-15      | 5.7500%  | 0.0000% | $28000.00          | $26512.38          | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 54    | 2054-09-15      | 5.8500%  | 0.0000% | $50000.00          | $50534.12          | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 52    | 2052-02-09      | 3.4300%  | 0.0000% | $184000.00         | $121654.82         | Corporate Debt Securities |
| GEORGIA PWR CO                 GLBL 2022B NT 52 | 2052-05-15      | 5.1250%  | 0.0000% | $25000.00          | $23393.24          | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL BD 3.625%28 | 2028-11-20      | 3.6250%  | 0.0000% | $53410000.00       | $53714496.34       | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 32  | 2032-04-14      | 5.3150%  | 0.0000% | $735000.00         | $737743.18         | Corporate Debt Securities |
| LENOVO GROUP LTD               SR GLBL REGS 30  | 2030-11-02      | 3.4210%  | 0.0000% | $2430000.00        | $2330916.61        | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 48    | 2048-09-15      | 4.3750%  | 0.0000% | $6000.00           | $4938.89           | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 50    | 2050-04-06      | 3.2500%  | 0.0000% | $71000.00          | $48751.91          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -60 DEB3%52 | 2052-01-15      | 3.0000%  | 0.0000% | $35000.00          | $21907.90          | Corporate Debt Securities |
| MORGAN STANLEY                 PERP JR GLBL -M  | 2099-12-31      | 5.8750%  | 0.0000% | $475000.00         | $475733.28         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.6%60 | 2060-11-15      | 3.6000%  | 0.0000% | $323000.00         | $212924.83         | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR NT 50  | 2050-04-28      | 3.2500%  | 0.0000% | $16519000.00       | $11082771.47       | Corporate Debt Securities |
| TRAVELERS COMPANIES INC        SR GLBL NT 51    | 2051-06-08      | 3.0500%  | 0.0000% | $2000.00           | $1317.86           | Corporate Debt Securities |
| TOLEDO HOSPITAL                2018B BD6.015%48 | 2048-11-15      | 6.0150%  | 0.0000% | $3795000.00        | $3659969.16        | Corporate Debt Securities |
| SKANDINAVISKA ENSKILDA BANKEN  SNR PREF REGS 29 | 2029-03-12      | 4.3375%  | 0.0000% | $1000000.00        | $1005362.78        | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD         SR GLBL REGS 29  | 2029-04-02      | 5.0000%  | 0.0000% | $1400000.00        | $1411744.44        | Corporate Debt Securities |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 27  | 2027-08-04      | 4.2000%  | 0.0000% | $1276000.00        | $1273452.25        | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 28  | 2028-11-15      | 6.5300%  | 0.0000% | $7597000.00        | $8156208.84        | Corporate Debt Securities |
| 200 PK FDG TR                  SR 144A NT 55    | 2055-02-15      | 5.7400%  | 0.0000% | $5233000.00        | $5112475.29        | Corporate Debt Securities |
| ROP SUKUK TR                   GLBL REGS 29     | 2029-06-06      | 5.0450%  | 0.0000% | $8675000.00        | $8980186.50        | Corporate Debt Securities |
| KOREA ELEC PWR CORP            SR GLBL REGS 34  | 2034-04-23      | 5.1250%  | 0.0000% | $8305000.00        | $8494325.16        | Corporate Debt Securities |
| RELIANCE INDS LTD              GLBL REGS NT 52  | 2052-01-12      | 3.6250%  | 0.0000% | $6975000.00        | $5016664.12        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 1.375%27 | 2027-03-15      | 1.3750%  | 0.0000% | $29408000.00       | $28820097.32       | Corporate Debt Securities |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42 | 2042-01-15      | 5.5000%  | 0.0000% | $7704000.00        | $7679205.96        | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 31    | 2031-10-10      | 4.3750%  | 0.0000% | $30930000.00       | $31398915.98       | Corporate Debt Securities |
| ASIAN INFRASTRUCTURE INVT BK   GLBL NT 4.125%29 | 2029-01-18      | 4.1250%  | 0.0000% | $1901000.00        | $1931696.40        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT   | 2079-12-31      | 3.7500%  | 0.0000% | $3355000.00        | $3320667.17        | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 30    | 2030-05-30      | 5.3750%  | 0.0000% | $49000.00          | $50650.61          | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $80000.00          | $80170.03          | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 39   | 2039-09-19      | 5.4110%  | 0.0000% | $541000.00         | $534341.66         | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL-A BD 52  | 2052-09-15      | 4.7500%  | 0.0000% | $2000.00           | $1706.15           | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 48    | 2048-03-15      | 3.9500%  | 0.0000% | $135000.00         | $104281.76         | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 28    | 2028-06-15      | 3.8750%  | 0.0000% | $8358000.00        | $8466497.29        | Corporate Debt Securities |
| DOLLAR TREE INC                GLBL NT 3.375%51 | 2051-12-01      | 3.3750%  | 0.0000% | $6000.00           | $3956.15           | Corporate Debt Securities |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 27    | 2027-02-08      | 2.2500%  | 0.0000% | $250000.00         | $247978.75         | Corporate Debt Securities |
| ESSENTIAL UTILS INC            SR GLBL NT5.3%52 | 2052-05-01      | 5.3000%  | 0.0000% | $224000.00         | $208849.26         | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT 66    | 2066-11-01      | 4.2500%  | 0.0000% | $10000.00          | $7742.32           | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.5%51 | 2051-01-15      | 2.5000%  | 0.0000% | $45000.00          | $26744.48          | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 52  | 2052-01-30      | 3.2000%  | 0.0000% | $20000.00          | $13004.60          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT3.8%52 | 2052-03-15      | 3.8000%  | 0.0000% | $391000.00         | $287369.36         | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL NT 3%51  | 2051-03-05      | 3.0000%  | 0.0000% | $440000.00         | $290256.27         | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.1%50 | 2050-08-15      | 3.1000%  | 0.0000% | $245000.00         | $161861.29         | Corporate Debt Securities |
| COMCAST CORP NEW               GLBL NT 2.987%63 | 2063-11-01      | 2.9870%  | 0.0000% | $105000.00         | $56768.46          | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT 50    | 2050-08-14      | 2.7500%  | 0.0000% | $5000.00           | $3165.28           | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT5.3%55 | 2055-11-05      | 5.3000%  | 0.0000% | $5339000.00        | $5223057.68        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 49    | 2049-04-05      | 4.5500%  | 0.0000% | $250000.00         | $205412.43         | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51 | 2051-05-20      | 3.5000%  | 0.0000% | $335000.00         | $233299.21         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%50 | 2050-05-01      | 4.2000%  | 0.0000% | $628000.00         | $463491.21         | Corporate Debt Securities |
| MICROSOFT CORP                 SR GLBL NT 62    | 2062-03-17      | 3.0410%  | 0.0000% | $69000.00          | $41852.80          | Corporate Debt Securities |
| SYMETRA LIFE INSURANCE COMPANY SUB 144A NT 55   | 2055-10-01      | 6.5500%  | 0.0000% | $200000.00         | $203309.28         | Corporate Debt Securities |
| STATE STR CORP                 SR SB GLBL NT 34 | 2034-11-01      | 3.0310%  | 0.0000% | $145000.00         | $138193.82         | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL NT 4.25%29  | 2029-02-14      | 4.2500%  | 0.0000% | $74000.00          | $75016.92          | Corporate Debt Securities |
| ASIAN INFRASTRUCTURE INVT BK   GLBL NT 4.125%36 | 2036-01-14      | 4.1250%  | 0.0000% | $425000.00         | $420225.48         | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT 51    | 2051-02-08      | 2.6500%  | 0.0000% | $64000.00          | $39360.39          | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT2.4%50 | 2050-08-20      | 2.4000%  | 0.0000% | $120000.00         | $70043.60          | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 28  | 2028-01-15      | 4.9500%  | 0.0000% | $192000.00         | $195403.68         | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 53    | 2053-03-02      | 5.6500%  | 0.0000% | $4700000.00        | $4564465.06        | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54    | 2054-07-15      | 5.7500%  | 0.0000% | $3791000.00        | $3691224.04        | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 34   | 2034-07-28      | 5.6250%  | 0.0000% | $552000.00         | $571262.04         | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 54    | 2054-04-01      | 6.2500%  | 0.0000% | $916000.00         | $847368.45         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 53    | 2053-08-02      | 7.0810%  | 0.0000% | $285000.00         | $321194.75         | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 49    | 2049-01-23      | 5.5500%  | 0.0000% | $9995000.00        | $9881898.25        | Corporate Debt Securities |
| ZIONS BANCORPORATION NATL ASSN SUB NT 6.816%35  | 2035-11-19      | 6.8160%  | 0.0000% | $250000.00         | $268558.17         | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 51    | 2051-01-15      | 7.1500%  | 0.0000% | $65000.00          | $72128.82          | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT5.5%55 | 2055-03-15      | 5.5000%  | 0.0000% | $75000.00          | $69528.38          | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD         SR GLBL REGS 31  | 2031-04-02      | 5.2304%  | 0.0000% | $19740000.00       | $19890191.16       | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49  | 2049-11-12      | 3.4400%  | 0.0000% | $9054000.00        | $7134038.94        | Corporate Debt Securities |
| NESTLE HLDGS INC               GLBL 144A NT4%48 | 2048-09-24      | 4.0000%  | 0.0000% | $199000.00         | $158969.16         | Corporate Debt Securities |
| NVIDIA CORPORATION             SR GLBL NT3.7%60 | 2060-04-01      | 3.7000%  | 0.0000% | $122000.00         | $88032.83          | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT5.7%53 | 2053-02-10      | 5.7000%  | 0.0000% | $521000.00         | $494396.00         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 4%61  | 2061-02-04      | 4.0000%  | 0.0000% | $200000.00         | $142005.11         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 35   | 2035-04-25      | 5.9150%  | 0.0000% | $1828000.00        | $1897466.79        | Corporate Debt Securities |
| CENCORA INC                    SR GLBL NT 56    | 2056-02-13      | 5.6500%  | 0.0000% | $221000.00         | $217535.76         | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 28    | 2028-05-04      | 6.3750%  | 0.0000% | $500000.00         | $530248.33         | Corporate Debt Securities |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 2.8%50   | 2050-05-15      | 2.8000%  | 0.0000% | $37000.00          | $23620.55          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 55    | 2055-08-15      | 6.2500%  | 0.0000% | $100000.00         | $102152.08         | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT 50    | 2050-05-01      | 3.9500%  | 0.0000% | $2647000.00        | $2073078.20        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.2%50 | 2050-01-31      | 4.2000%  | 0.0000% | $10000.00          | $8098.30           | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2024 E55 | 2055-03-15      | 5.5000%  | 0.0000% | $305000.00         | $292429.42         | Corporate Debt Securities |
| CORNING INC                    SR GLBL NT 79    | 2079-11-15      | 5.4500%  | 0.0000% | $71000.00          | $65840.37          | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1MTG BD 3.25% 46 | 2046-08-15      | 3.2500%  | 0.0000% | $60000.00          | $42761.45          | Corporate Debt Securities |
| COREBRIDGE FINL INC            JR SB GLBL NT 52 | 2052-12-15      | 6.8750%  | 0.0000% | $366000.00         | $380461.12         | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SUB GLBL NT 37   | 2037-05-21      | 5.6410%  | 0.0000% | $124000.00         | $126659.11         | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 4%52  | 2052-04-01      | 4.0000%  | 0.0000% | $21000.00          | $15923.30          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2025 A55 | 2055-11-15      | 5.7500%  | 0.0000% | $5000.00           | $5027.68           | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.9%34   | 2034-02-05      | 4.9000%  | 0.0000% | $170000.00         | $169241.71         | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            GLBL NT 2.9%51   | 2051-08-25      | 2.9000%  | 0.0000% | $25000.00          | $15563.90          | Corporate Debt Securities |
| NATIONWIDE MUT INS CO          SUB GLBL 144A 39 | 2039-08-15      | 9.3750%  | 0.0000% | $426000.00         | $555372.47         | Corporate Debt Securities |
| RELIANCE INDS LTD              SR GLBL REGS 27  | 2027-11-30      | 3.6670%  | 0.0000% | $4063000.00        | $4064865.59        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB GLBL NT 33   | 2033-09-14      | 5.7170%  | 0.0000% | $349000.00         | $364431.05         | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SUB GLBL NT 36   | 2036-01-29      | 5.2990%  | 0.0000% | $24000.00          | $24065.39          | Corporate Debt Securities |
| BAIDU INC                      SR GLBL NT 30    | 2030-04-07      | 3.4250%  | 0.0000% | $1100000.00        | $1071167.01        | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 55    | 2055-06-23      | 6.2500%  | 0.0000% | $2003000.00        | $2045761.27        | Corporate Debt Securities |
| META PLATFORMS INC             SR GLBL NT 62    | 2062-08-15      | 4.6500%  | 0.0000% | $20000.00          | $15603.15          | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.9%64 | 2064-04-18      | 5.9000%  | 0.0000% | $143000.00         | $138074.60         | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT5.3%53 | 2053-05-15      | 5.3000%  | 0.0000% | $184000.00         | $174423.11         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.1%61 | 2061-03-25      | 4.1000%  | 0.0000% | $6000.00           | $3675.34           | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT5.7%54 | 2054-11-01      | 5.7000%  | 0.0000% | $44000.00          | $41425.19          | Corporate Debt Securities |
| PFIZER INC                     SR GLBL NT5.7%65 | 2065-11-15      | 5.7000%  | 0.0000% | $200000.00         | $197845.00         | Corporate Debt Securities |
| KENVUE INC                     SR GLBL NT5.2%63 | 2063-03-22      | 5.2000%  | 0.0000% | $6628000.00        | $5975996.28        | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 27  | 2027-07-15      | 5.3750%  | 0.0000% | $9000.00           | $9169.71           | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 3.4000%  | 0.0000% | $3280000.00        | $3253628.80        | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT6.2%55 | 2055-03-01      | 6.2000%  | 0.0000% | $45000.00          | $45100.40          | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 32    | 2032-02-15      | 2.6500%  | 0.0000% | $34000.00          | $30297.77          | Corporate Debt Securities |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38 | 2038-03-01      | 8.2500%  | 0.0000% | $317000.00         | $385865.34         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB GLBL  | 2500-12-31      | 6.8750%  | 0.0000% | $2614000.00        | $2757371.00        | Corporate Debt Securities |
| LEGGETT & PLATT INC            SR GLBL NT3.5%51 | 2051-11-15      | 3.5000%  | 0.0000% | $238000.00         | $150849.56         | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 52  | 2052-04-14      | 6.2000%  | 0.0000% | $6400000.00        | $6291427.56        | Corporate Debt Securities |
| RTX CORPORATION                SR NT 6.4%54     | 2054-03-15      | 6.4000%  | 0.0000% | $573000.00         | $621762.30         | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 33  | 2033-02-01      | 6.0000%  | 0.0000% | $235000.00         | $241592.53         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2079-12-31      | 3.6500%  | 0.0000% | $8311000.00        | $8312678.36        | Corporate Debt Securities |
| STATE STR CORP                 SR SB GLBL NT 31 | 2031-03-03      | 2.2000%  | 0.0000% | $3000.00           | $2695.66           | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 54    | 2054-01-15      | 6.6500%  | 0.0000% | $1193000.00        | $1343277.24        | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM JR SB GLBL 50    | 2050-05-15      | 3.3000%  | 0.0000% | $7902000.00        | $5377666.59        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR NT 4.125%46   | 2046-08-15      | 4.1250%  | 0.0000% | $359000.00         | $286903.38         | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT4.2%29 | 2029-04-15      | 4.2000%  | 0.0000% | $100000.00         | $98834.67          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $10000.00          | $11444.40          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 49    | 2049-01-15      | 4.2500%  | 0.0000% | $138000.00         | $114568.40         | Corporate Debt Securities |
| LELAND STANFORD JR UNIV CALIF  -2015 BD 3.46%47 | 2047-05-01      | 3.4600%  | 0.0000% | $3961000.00        | $2913410.12        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 66    | 2066-01-15      | 5.8750%  | 0.0000% | $11220000.00       | $10987160.07       | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL NT 60    | 2060-08-15      | 2.2500%  | 0.0000% | $349000.00         | $176167.35         | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.85%60  | 2060-06-01      | 3.8500%  | 0.0000% | $109000.00         | $74545.61          | Corporate Debt Securities |
| APTIV PLC / APTIV CORP         SR GLBL NT 32    | 2032-03-01      | 3.2500%  | 0.0000% | $7000.00           | $6506.96           | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2019A 49 | 2049-10-01      | 3.4500%  | 0.0000% | $2000.00           | $1400.14           | Corporate Debt Securities |
| ASIAN INFRASTRUCTURE INVT BK   GLBL NT 4.25%34  | 2034-03-13      | 4.2500%  | 0.0000% | $50000.00          | $50051.43          | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 53    | 2053-06-01      | 5.8750%  | 0.0000% | $239000.00         | $232866.30         | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT 66    | 2066-03-15      | 5.6500%  | 0.0000% | $15000.00          | $14638.78          | Corporate Debt Securities |
| ABBOTT LABORATORIES            SR NT 5.6%66     | 2066-03-15      | 5.6000%  | 0.0000% | $2045000.00        | $1988707.97        | Corporate Debt Securities |
| ALIBABA GROUP HLDG LTD         SR NT 4.2%47     | 2047-12-06      | 4.2000%  | 0.0000% | $589000.00         | $493929.51         | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.5%61   | 2061-02-01      | 3.5000%  | 0.0000% | $115000.00         | $71533.77          | Corporate Debt Securities |
| AFRICAN DEV BK MTN SB NTS BE   ALT TIER I PERP  | 2500-12-31      | 5.7500%  | 0.0000% | $2303000.00        | $2351931.71        | Corporate Debt Securities |
| CITIGROUP INC                  GLBL SB NT 33    | 2033-10-31      | 6.0000%  | 0.0000% | $396000.00         | $413360.64         | Corporate Debt Securities |
| COMCAST CORP NEW               GLBL NT 2.45%52  | 2052-08-15      | 2.4500%  | 0.0000% | $11000.00          | $5772.52           | Corporate Debt Securities |
| CNOOC FIN 2013 LTD             SR GLBL NT3.3%49 | 2049-09-30      | 3.3000%  | 0.0000% | $8121000.00        | $6162539.64        | Corporate Debt Securities |
| DARDEN RESTAURANTS INC         SR GLBL NT 48    | 2048-02-15      | 4.5500%  | 0.0000% | $9000.00           | $7370.18           | Corporate Debt Securities |
| DUKE ENERGY IND LLC            1M GLBL XXX BD46 | 2046-05-15      | 3.7500%  | 0.0000% | $41000.00          | $31689.21          | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL NT5.4%64 | 2064-05-13      | 5.4000%  | 0.0000% | $4827000.00        | $4715206.68        | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 124 BD48 | 2048-03-01      | 4.0000%  | 0.0000% | $17000.00          | $13316.53          | Corporate Debt Securities |
| CALIFORNIA ENDOWMENT           SR -2021 BD 51   | 2051-04-01      | 2.4980%  | 0.0000% | $641000.00         | $369191.82         | Corporate Debt Securities |
| ANALOG DEVICES INC             SR GLBL NT 51    | 2051-10-01      | 2.9500%  | 0.0000% | $32000.00          | $20517.32          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB GLBL DEB8%27 | 2027-04-29      | 8.0000%  | 0.0000% | $18946000.00       | $19650075.46       | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 65    | 2065-09-15      | 6.2500%  | 0.0000% | $448000.00         | $443104.48         | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52 | 2052-02-28      | 3.9000%  | 0.0000% | $300000.00         | $220922.00         | Corporate Debt Securities |
| CAPITAL ONE NATL ASSN VA       LW TIER II 28    | 2028-08-09      | 5.9740%  | 0.0000% | $10932000.00       | $11347541.72       | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.5%30   | 2030-03-14      | 4.5000%  | 0.0000% | $53120000.00       | $54317856.00       | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 51    | 2051-04-15      | 3.4500%  | 0.0000% | $117000.00         | $81113.47          | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 46  | 2046-11-01      | 4.2000%  | 0.0000% | $59000.00          | $48902.94          | Corporate Debt Securities |
| SANDS CHINA LTD                CR SEN SR GLBL28 | 2028-08-08      | 5.4000%  | 0.0000% | $1043000.00        | $1067666.95        | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL AAA BD53 | 2053-06-01      | 5.7500%  | 0.0000% | $123000.00         | $122502.91         | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 46    | 2046-09-12      | 3.7500%  | 0.0000% | $413000.00         | $318241.28         | Corporate Debt Securities |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -O NT 51 | 2051-11-01      | 3.2500%  | 0.0000% | $50000.00          | $32835.49          | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD    SR GLBL NT 36    | 2036-01-15      | 5.3750%  | 0.0000% | $4366000.00        | $4342803.81        | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP SUB -I NT4% | 2079-12-31      | 4.0000%  | 0.0000% | $3579000.00        | $3581203.07        | Corporate Debt Securities |
| MEITUAN                        SR GLBL REGS 28  | 2028-04-02      | 4.5000%  | 0.0000% | $16096000.00       | $16096804.80       | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 47    | 2047-03-01      | 5.4500%  | 0.0000% | $321000.00         | $297468.11         | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT3.8%57 | 2057-12-01      | 3.8000%  | 0.0000% | $161000.00         | $110035.09         | Corporate Debt Securities |
| AEP TEX INC                    SR GLBL -P NT 55 | 2055-10-15      | 5.8500%  | 0.0000% | $36000.00          | $34667.55          | Corporate Debt Securities |
| WEIBO CORP                     SR GLBL NT 30    | 2030-07-08      | 3.3750%  | 0.0000% | $22450000.00       | $21284171.50       | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT4.5%47 | 2047-06-01      | 4.5000%  | 0.0000% | $210000.00         | $178572.45         | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT 54    | 2054-06-15      | 5.6500%  | 0.0000% | $271000.00         | $259460.14         | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT51 | 2051-07-15      | 3.5000%  | 0.0000% | $261000.00         | $175195.81         | Corporate Debt Securities |
| RTX CORPORATION                GLBL NT 3.03%52  | 2052-03-15      | 3.0300%  | 0.0000% | $28000.00          | $17918.53          | Corporate Debt Securities |
| KOREA DEV BK                   GLBL NT 4.375%28 | 2028-02-15      | 4.3750%  | 0.0000% | $200000.00         | $202494.92         | Corporate Debt Securities |
| SOUTHERN CO                    JR SB GLBL 51    | 2051-09-15      | 3.7500%  | 0.0000% | $21000.00          | $21010.87          | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT2.9%51 | 2051-12-15      | 2.9000%  | 0.0000% | $7000.00           | $4363.69           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 6.5053%  | 0.0000% | $7649000.00        | $7754181.56        | Corporate Debt Securities |
| JD.COM INC                     SR GLBL NT 50    | 2050-01-14      | 4.1250%  | 0.0000% | $726000.00         | $600311.85         | Corporate Debt Securities |
| NORTHERN TR CORP               ALT TIER I PERP  | 2079-12-31      | 4.6000%  | 0.0000% | $3651000.00        | $3647296.26        | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            GLBL NT 4.05%52  | 2052-08-15      | 4.0500%  | 0.0000% | $47000.00          | $36262.26          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   -O 5.65%79       | 2079-05-01      | 5.6500%  | 0.0000% | $283000.00         | $290271.13         | Corporate Debt Securities |
| KT CORP                        SR GLBL REGS 29  | 2029-01-03      | 4.3750%  | 0.0000% | $280000.00         | $283594.85         | Corporate Debt Securities |
| GS CALTEX CORP                 SR REGS NT 30    | 2030-10-28      | 4.2500%  | 0.0000% | $200000.00         | $196235.22         | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM SUB 144A NT 39   | 2039-12-16      | 6.8500%  | 0.0000% | $7374000.00        | $8426470.54        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 55    | 2055-06-15      | 5.2500%  | 0.0000% | $18000.00          | $16239.38          | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.1%47 | 2047-05-11      | 4.1000%  | 0.0000% | $71000.00          | $55299.57          | Corporate Debt Securities |
| FOX CORP                       SR GLBL NT 49    | 2049-01-25      | 5.5760%  | 0.0000% | $82000.00          | $76865.52          | Corporate Debt Securities |
| HONEYWELL AEROSPACE INC        SR 144A NT 66    | 2066-03-16      | 5.8520%  | 0.0000% | $1458000.00        | $1447053.98        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54 | 2054-06-15      | 6.7500%  | 0.0000% | $58000.00          | $62063.62          | Corporate Debt Securities |
| NORTHWEST NAT HLDG CO          JR SB GLBL DB 55 | 2055-09-15      | 7.0000%  | 0.0000% | $2000.00           | $2087.54           | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL NT 53   | 2053-09-15      | 7.1250%  | 0.0000% | $7612000.00        | $7955348.78        | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 6%55  | 2055-05-01      | 6.0000%  | 0.0000% | $5000.00           | $4819.27           | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $1000.00           | $1014.43           | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SB 144A NT3.2%61 | 2061-12-01      | 3.2000%  | 0.0000% | $12100000.00       | $7354917.78        | Corporate Debt Securities |
| KOREA DEV BK                   GLBL NT 5.625%33 | 2033-10-23      | 5.6250%  | 0.0000% | $7500000.00        | $8011603.12        | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD3.9%52 | 2052-04-01      | 3.9000%  | 0.0000% | $11000.00          | $8258.93           | Corporate Debt Securities |
| SPIRE INC                      JR SB GLBL -A 56 | 2056-06-01      | 6.2500%  | 0.0000% | $474000.00         | $486164.42         | Corporate Debt Securities |
| MEITUAN                        SR GLBL REGS 30  | 2030-10-28      | 3.0500%  | 0.0000% | $5150000.00        | $4739593.64        | Corporate Debt Securities |
| MEITUAN                        SR GLBL REGS 35  | 2035-11-05      | 5.1250%  | 0.0000% | $16824000.00       | $16698714.94       | Corporate Debt Securities |
| WALMART INC                    SR GLBL NT 51    | 2051-09-22      | 2.6500%  | 0.0000% | $56000.00          | $34899.60          | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 6%55  | 2055-03-15      | 6.0000%  | 0.0000% | $3242000.00        | $3237493.62        | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT 36    | 2036-02-09      | 4.8750%  | 0.0000% | $283000.00         | $281488.43         | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT 5%35  | 2035-05-09      | 5.0000%  | 0.0000% | $12000.00          | $12228.24          | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT3.5%56 | 2056-09-15      | 3.5000%  | 0.0000% | $863000.00         | $592177.66         | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      SUB GLBL NT 39   | 2039-11-18      | 6.1410%  | 0.0000% | $12846000.00       | $13415777.91       | Corporate Debt Securities |
| MICROSOFT CORP                 GLBL NT 2.525%50 | 2050-06-01      | 2.5250%  | 0.0000% | $184000.00         | $111305.41         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -M 77 | 2077-12-01      | 4.8000%  | 0.0000% | $36000.00          | $36108.24          | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSUER TRUST  JR SB VR 144A 56 | 2056-01-15      | 7.4231%  | 0.0000% | $200000.00         | $199318.79         | Corporate Debt Securities |
| THAI OIL PUB CO LTD            4.875%43         | 2043-01-23      | 4.8750%  | 0.0000% | $5020000.00        | $4448500.19        | Corporate Debt Securities |
| SINOCHEM OVERSEAS CAPITAL COMP SR GLBL REGS 40  | 2040-11-12      | 6.3000%  | 0.0000% | $31924000.00       | $36440607.52       | Corporate Debt Securities |
| GOODMAN US FINANCE SIX LLC     GLBL REGS NT 34  | 2034-10-07      | 5.1250%  | 0.0000% | $451000.00         | $446992.55         | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49  | 2049-08-08      | 3.6800%  | 0.0000% | $6500000.00        | $5274569.44        | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD         SR GLBL REGS 36  | 2036-04-02      | 5.8750%  | 0.0000% | $634000.00         | $637391.55         | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR REGS NT 50    | 2050-05-13      | 3.3500%  | 0.0000% | $7046000.00        | $5422603.56        | Corporate Debt Securities |
| LG CHEM LTD                    GLBL REGS NT 31  | 2031-07-07      | 2.3750%  | 0.0000% | $9632000.00        | $8514253.22        | Corporate Debt Securities |
| POSCO                          SR REGS NT 5%36  | 2036-01-16      | 5.0000%  | 0.0000% | $14415000.00       | $14226515.87       | Corporate Debt Securities |
| SK HYNIX INC                   SR REGS BD 28    | 2028-09-11      | 4.2500%  | 0.0000% | $250000.00         | $250306.18         | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB3.9%46 | 2046-08-01      | 3.9000%  | 0.0000% | $2000.00           | $1582.12           | Corporate Debt Securities |
| AMERICAN TRANSMISSION CO LLC   SR 144A NT 56    | 2056-04-01      | 5.7500%  | 0.0000% | $2691000.00        | $2663384.36        | Corporate Debt Securities |
| AFRICAN DEV BK MTN SB NTS BE   SR GLBL -1170 27 | 2027-01-04      | 4.6250%  | 0.0000% | $1500000.00        | $1529479.17        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT4.4%62 | 2062-02-22      | 4.4000%  | 0.0000% | $116000.00         | $90560.17          | Corporate Debt Securities |
| SK HYNIX INC                   SR REGS BD 30    | 2030-09-11      | 4.3750%  | 0.0000% | $3941000.00        | $3931797.22        | Corporate Debt Securities |
| DISNEY WALT CO                 SR GLBL NT3.8%60 | 2060-05-13      | 3.8000%  | 0.0000% | $69000.00          | $50576.85          | Corporate Debt Securities |
| ENTERGY CORP NEW               SR GLBL 50       | 2050-06-15      | 3.7500%  | 0.0000% | $117000.00         | $84650.96          | Corporate Debt Securities |
| DUKE ENERGY IND LLC            1M GLBL ZZZ BD50 | 2050-04-01      | 2.7500%  | 0.0000% | $8000.00           | $4861.32           | Corporate Debt Securities |
| DUKE ENERGY OHIO INC           1M GLBL BD 54    | 2054-03-15      | 5.5500%  | 0.0000% | $150000.00         | $143846.62         | Corporate Debt Securities |
| DOMINION ENERGY INC            JR SB GLBL -A 56 | 2056-02-15      | 6.0000%  | 0.0000% | $1315000.00        | $1335198.40        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4%29     | 2029-02-15      | 4.0000%  | 0.0000% | $1655000.00        | $1670066.02        | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 48    | 2048-03-01      | 3.9500%  | 0.0000% | $10000.00          | $7876.44           | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SUB 144A NT 70   | 2070-10-15      | 3.7290%  | 0.0000% | $500000.00         | $314706.88         | Corporate Debt Securities |
| GENERAL MILLS INC              GLBL NT 3%51     | 2051-02-01      | 3.0000%  | 0.0000% | $50000.00          | $31120.83          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55    | 2055-03-01      | 6.1500%  | 0.0000% | $4658000.00        | $4570798.36        | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR GLBL52 | 2052-03-07      | 3.9500%  | 0.0000% | $74000.00          | $55330.19          | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 3%50  | 2050-10-15      | 3.0000%  | 0.0000% | $10000.00          | $6202.00           | Corporate Debt Securities |
| US BANCORP                     PERP JR SB GLBL  | 2079-12-31      | 3.7000%  | 0.0000% | $10223000.00       | $10065582.84       | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 50    | 2050-05-15      | 3.9500%  | 0.0000% | $20000.00          | $15343.48          | Corporate Debt Securities |
| LAM RESEARCH CORP              SR GLBL NT 60    | 2060-06-15      | 3.1250%  | 0.0000% | $113000.00         | $70169.47          | Corporate Debt Securities |
| RTX CORPORATION                SR GLBL NT 53    | 2053-02-27      | 5.3750%  | 0.0000% | $797000.00         | $756987.61         | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT 52    | 2052-08-01      | 5.4500%  | 0.0000% | $444000.00         | $415576.72         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 47    | 2047-12-08      | 3.7340%  | 0.0000% | $104000.00         | $75642.17          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 55    | 2055-11-30      | 5.8750%  | 0.0000% | $325000.00         | $322496.96         | Corporate Debt Securities |
| ZOETIS INC                     SR GLBL NT 3%50  | 2050-05-15      | 3.0000%  | 0.0000% | $19000.00          | $12462.29          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 6%55  | 2055-08-03      | 6.0000%  | 0.0000% | $5000.00           | $4267.85           | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT6.7%56 | 2056-02-04      | 6.7000%  | 0.0000% | $1562000.00        | $1469132.16        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 6%56  | 2056-05-01      | 6.0000%  | 0.0000% | $5114000.00        | $4931617.71        | Corporate Debt Securities |
| ZOETIS INC                     SR GLBL NT 48    | 2048-08-20      | 4.4500%  | 0.0000% | $50000.00          | $41993.64          | Corporate Debt Securities |
| MEITUAN                        SR GLBL REGS 29  | 2029-10-02      | 4.6250%  | 0.0000% | $5200000.00        | $5178249.56        | Corporate Debt Securities |
| TENCENT MUSIC ENTMT GROUP      SR GLBL NT 2%30  | 2030-09-03      | 2.0000%  | 0.0000% | $11478000.00       | $10402014.02       | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM SB 144A NT4.9%44 | 2044-09-15      | 4.9000%  | 0.0000% | $2839000.00        | $2541941.23        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT5.5%55 | 2055-01-15      | 5.5000%  | 0.0000% | $14000.00          | $13062.58          | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT4.5%31 | 2031-02-09      | 4.5000%  | 0.0000% | $76000.00          | $76380.38          | Corporate Debt Securities |
| MICROSOFT CORP                 GLBL NT 2.675%60 | 2060-06-01      | 2.6750%  | 0.0000% | $94000.00          | $53099.80          | Corporate Debt Securities |
| BANK OF AMER CORP              SUB NT 7.75%38   | 2038-05-14      | 7.7500%  | 0.0000% | $630000.00         | $773700.55         | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 62    | 2062-04-01      | 4.4500%  | 0.0000% | $656000.00         | $501009.98         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.6%66 | 2066-02-15      | 5.6000%  | 0.0000% | $4000.00           | $3907.82           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB NT 3.625%27  | 2027-12-01      | 3.6250%  | 0.0000% | $296000.00         | $297196.87         | Corporate Debt Securities |
| ENTERGY CORP NEW               JR SB GLBL 56    | 2056-06-15      | 5.8750%  | 0.0000% | $734000.00         | $754583.30         | Corporate Debt Securities |
| DOLLAR GEN CORP                SR GLBL NT 50    | 2050-04-03      | 4.1250%  | 0.0000% | $4000.00           | $3032.78           | Corporate Debt Securities |
| COREBRIDGE FINL INC            JR SB GLBL NT 54 | 2054-09-15      | 6.3750%  | 0.0000% | $30000.00          | $30052.46          | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 52    | 2052-03-15      | 4.2500%  | 0.0000% | $10000.00          | $7944.02           | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT5.7%63 | 2063-09-15      | 5.7000%  | 0.0000% | $1397000.00        | $1356535.90        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 60    | 2060-01-31      | 3.9500%  | 0.0000% | $5000.00           | $3676.53           | Corporate Debt Securities |
| EVEREST REINS HLDGS INC        SR GLBL NT3.5%50 | 2050-10-15      | 3.5000%  | 0.0000% | $45000.00          | $30124.72          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 50   | 2050-02-15      | 3.5500%  | 0.0000% | $69000.00          | $50140.63          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 47   | 2047-06-15      | 4.1250%  | 0.0000% | $6000.00           | $4923.59           | Corporate Debt Securities |
| ALIBABA GROUP HLDG LTD         SR GLBL NT4.4%57 | 2057-12-06      | 4.4000%  | 0.0000% | $8767000.00        | $7284500.30        | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL NT3.1%51 | 2051-05-12      | 3.1000%  | 0.0000% | $19000.00          | $12614.61          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 46    | 2046-09-16      | 3.8750%  | 0.0000% | $302000.00         | $224137.19         | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 50    | 2050-11-13      | 2.5500%  | 0.0000% | $77000.00          | $45666.33          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL60 | 2060-05-01      | 5.9300%  | 0.0000% | $5000.00           | $4992.13           | Corporate Debt Securities |

### Security 634: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.200000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1H3ND4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1H3ND4
- **C.18 - Value (incl. sponsor support):** $749736330.00
- **C.18.a - Value (excl. sponsor support):** $749736330.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| COMM MTG TR 2014-UBS4          C      20470812 FLT | 2047-08-12      | 4.8074%  | 0.0000% | $13385000.00       | $10224435.53       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-DC1           D      20480212 FLT | 2048-02-12      | 4.4241%  | 0.0000% | $10500000.00       | $7176748.06        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-CCRE13        D      20461113 FLT | 2046-11-13      | 5.0027%  | 0.0000% | $8132000.00        | $2686933.01        | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-INV2                 B-2    20691025 FLT | 2069-10-25      | 7.6255%  | 0.0000% | $770000.00         | $769287.54         | Private Label Collateralized Mortgage Obligations |
| ALTICE FRANCE S A              SR SEC GLBL 31      | 2031-10-15      | 6.5000%  | 0.0000% | $255427.00         | $251498.11         | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 32       | 2032-10-01      | 7.3750%  | 0.0000% | $432000.00         | $425952.42         | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-04-15      | 6.5000%  | 0.0000% | $814542.00         | $804252.98         | Corporate Debt Securities                         |
| AMERICAN CR ACCPT RE TR 2025-3 E      20330613 6.7 | 2033-06-13      | 6.7700%  | 0.0000% | $21860000.00       | $22052914.50       | Asset-Backed Securities                           |
| AMERICAN CR ACCEP 6.9 08FEB34 144A                 | 2034-02-08      | 6.9000%  | 0.0000% | $40010000.00       | $39908921.40       | Asset-Backed Securities                           |
| ALTICE FRANCE S A              SR SEC GLBL 30      | 2030-10-15      | 6.8750%  | 0.0000% | $19951.00          | $19679.96          | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2024-NQM6   B-2    20700125 FLT | 2070-01-25      | 7.2631%  | 0.0000% | $5796000.00        | $5779022.35        | Private Label Collateralized Mortgage Obligations |
| AMERICAN CR ACCEPT RECV 2025-1 E      20321213 7.3 | 2032-12-13      | 7.3900%  | 0.0000% | $32880000.00       | $33689078.16       | Asset-Backed Securities                           |
| CD MTG TR 2016-CD2             C      20491115 FLT | 2049-11-15      | 4.0897%  | 0.0000% | $4625000.00        | $2733122.97        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          C      20470912 FLT | 2047-09-12      | 4.8819%  | 0.0000% | $725000.00         | $675700.49         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2019- GC44         F      20570817 FLT | 2057-08-17      | 2.7500%  | 0.0000% | $4243000.00        | $2251833.41        | Private Label Collateralized Mortgage Obligations |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL NT 29       | 2029-07-15      | 5.2500%  | 0.0000% | $456000.00         | $445244.10         | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR SEC GLBL 32      | 2032-02-15      | 8.5000%  | 0.0000% | $56000.00          | $58997.59          | Corporate Debt Securities                         |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.2247% | 0.0000% | $2000000.00        | $836213.93         | Asset-Backed Securities                           |
| JP MRGN CHASE COM 2020-MKST    F      20361215 FLT | 2036-12-15      | 7.1195%  | 0.0000% | $8181000.00        | $65858.01          | Private Label Collateralized Mortgage Obligations |
| TIKEHAU US CLO I LTD           E      20350118 FLT | 2035-01-18      | 10.8468% | 0.0000% | $1300000.00        | $1069370.91        | Asset-Backed Securities                           |
| TRONOX INC                     SR SEC GLBL 30      | 2030-09-30      | 9.1250%  | 0.0000% | $85000.00          | $86895.00          | Corporate Debt Securities                         |
| TKC HOLDINGS INCORPORATED      2LIEN GLBL 31       | 2031-02-15      | 12.0000% | 0.0000% | $106000.00         | $112942.29         | Corporate Debt Securities                         |
| TITAN INTL INC ILL             SR SEC GLBL 28      | 2028-04-30      | 7.0000%  | 0.0000% | $205000.00         | $204725.30         | Corporate Debt Securities                         |
| OLYMPUS WTR US HLDG CORP       SR REGS NT 29       | 2029-10-01      | 6.2500%  | 0.0000% | $200000.00         | $196644.94         | Corporate Debt Securities                         |
| RACKSPACE FIN LLC              SR SEC GLBL 28      | 2028-05-15      | 3.5000%  | 0.0000% | $1098025.00        | $548783.74         | Corporate Debt Securities                         |
| AZUL SECD FIN LLP              1LIEN GLBL 31       | 2031-02-15      | 9.8750%  | 0.0000% | $1100000.00        | $994951.83         | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-DWHP F      20380415 FLT | 2038-04-15      | 11.0887% | 0.0000% | $2841000.00        | $2894155.97        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS5  D      20590117 FLT | 2059-01-17      | 4.9822%  | 0.0000% | $300000.00         | $136201.03         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 G      20501017 FLT | 2050-10-17      | 4.4358%  | 0.0000% | $4001000.00        | $1203534.00        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS1  E      20480515 FLT | 2048-05-15      | 2.8810%  | 0.0000% | $2000000.00        | $1672121.61        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS6  D      20491118 3.0 | 2049-11-18      | 3.0590%  | 0.0000% | $6227102.00        | $5517244.72        | Private Label Collateralized Mortgage Obligations |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30    | 2030-03-09      | 9.2500%  | 0.0000% | $319046.00         | $321505.31         | Corporate Debt Securities                         |
| WELLS FARGO MTG TR 2017-SMP    C      20341215 FLT | 2034-12-15      | 5.0260%  | 0.0000% | $750000.00         | $462670.63         | Private Label Collateralized Mortgage Obligations |
| WESTLAKE AUTO REC TR 2026-1    E      20330315 6.4 | 2033-03-15      | 6.4700%  | 0.0000% | $21295000.00       | $21289651.40       | Asset-Backed Securities                           |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28       | 2028-09-30      | 11.0000% | 0.0000% | $153000.00         | $160140.00         | Corporate Debt Securities                         |
| WELLS FARGO MTG TR 2017-SMP    D      20341215 FLT | 2034-12-15      | 5.4760%  | 0.0000% | $390000.00         | $163948.85         | Private Label Collateralized Mortgage Obligations |
| WESTLAKE AUTO REC TR 2024-3    E      20311215 6.9 | 2031-12-15      | 6.9700%  | 0.0000% | $50000000.00       | $47975608.30       | Asset-Backed Securities                           |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $45000.00          | $46815.94          | Corporate Debt Securities                         |
| SIX FLAGS ENTMT CORP/CANADAS W SR GLBL 144A 32     | 2032-01-15      | 8.6250%  | 0.0000% | $117000.00         | $121473.59         | Corporate Debt Securities                         |
| OCTAGON INV PRT 2020-50R LTD   E-R    20350116 FLT | 2035-01-16      | 10.7347% | 0.0000% | $3000000.00        | $3001319.39        | Asset-Backed Securities                           |
| JP MORGAN CHASE CMBS 2018-PHH  B      20350615 FLT | 2035-06-15      | 5.1620%  | 0.0000% | $4750000.00        | $2491640.21        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2017-C5  D      20500317 FLT | 2050-03-17      | 4.7062%  | 0.0000% | $2978000.00        | $1264310.19        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   B      20481113 FLT | 2048-11-13      | 4.3460%  | 0.0000% | $1950000.00        | $1806513.04        | Private Label Collateralized Mortgage Obligations |
| EFMT 2026-NQM4                 B-2    20710425 6.8 | 2071-04-25      | 6.9001%  | 0.0000% | $2000000.00        | $1931199.13        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2016-P6  D      20491210 3.2 | 2049-12-10      | 3.2500%  | 0.0000% | $2500000.00        | $1820852.64        | Private Label Collateralized Mortgage Obligations |
| EQUIFIRST MTG LN TR 2004-3     M-9    20341225 FLT | 2034-12-25      | 7.6688%  | 0.0000% | $212000.00         | $73318.44          | Asset-Backed Securities                           |
| CSMC TRUST 2017-PFHP           F      20301216 FLT | 2030-12-16      | 8.1920%  | 0.0000% | $9900000.00        | $7158633.90        | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RESI MTG T 2026-INV2 B-2    20710325 FLT | 2071-03-25      | 6.7140%  | 0.0000% | $2150000.00        | $2052218.27        | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-INV1                 B-2    20700325 FLT | 2070-03-25      | 7.3010%  | 0.0000% | $2412000.00        | $2398860.31        | Private Label Collateralized Mortgage Obligations |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $24500000.00       | $25974748.91       | Asset-Backed Securities                           |
| W. R. GRACE HOLDINGS LLC       SR REGS NT 29       | 2029-08-15      | 5.6250%  | 0.0000% | $74000.00          | $71179.03          | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC          SR GLBL REGS 28     | 2028-04-01      | 6.1250%  | 0.0000% | $484000.00         | $420631.83         | Corporate Debt Securities                         |
| AMERIQUEST MTG SECS 2004-R11   M-2    20341225 FLT | 2034-12-25      | 3.7544%  | 0.0000% | $9750000.00        | $927702.14         | Asset-Backed Securities                           |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-02-01      | 5.3750%  | 0.0000% | $1800000.00        | $1372154.75        | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2016-GC37  E      20490412 FLT | 2049-04-12      | 5.0030%  | 0.0000% | $6963239.00        | $4977491.77        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2014-GC23   F      20470712 FLT | 2047-07-12      | 3.2080%  | 0.0000% | $2908450.00        | $1624343.80        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             C      20341115 FLT | 2034-11-15      | 4.9520%  | 0.0000% | $5750000.00        | $4946767.16        | Private Label Collateralized Mortgage Obligations |
| CLNY TRUST 2019-IKPR           D      20381115 FLT | 2038-11-15      | 6.0510%  | 0.0000% | $1720000.00        | $1655552.03        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   C      20481113 FLT | 2048-11-13      | 4.5192%  | 0.0000% | $3122000.00        | $2281671.48        | Private Label Collateralized Mortgage Obligations |
| COBRA ACQUISITIONCO LLC        SR GLBL REGS 29     | 2029-11-01      | 6.3750%  | 0.0000% | $345000.00         | $312006.93         | Corporate Debt Securities                         |
| WESTLAKE AT REC TR 2024-1      E      20310515 7.4 | 2031-05-15      | 7.4200%  | 0.0000% | $59790000.00       | $60993851.74       | Asset-Backed Securities                           |
| PEBBLEBROOK HOTEL L P / PEB FI SR GLBL REGS 29     | 2029-10-15      | 6.3750%  | 0.0000% | $885000.00         | $901855.93         | Corporate Debt Securities                         |
| WORLDWIDE PLAZA TR 2017-WWP    A      20361112 3.5 | 2036-11-12      | 3.5263%  | 0.0000% | $7190000.00        | $5808374.14        | Private Label Collateralized Mortgage Obligations |
| WHITE CAP SUPPLY HLDGS LLC     SR GLBL 144A 30     | 2030-11-15      | 7.3750%  | 0.0000% | $641000.00         | $668932.11         | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 4.7695%  | 0.0000% | $3782000.00        | $559007.14         | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  C      20361215 FLT | 2036-12-15      | 5.2695%  | 0.0000% | $3000000.00        | $157817.50         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS4  F      20481217 3.3 | 2048-12-17      | 3.3340%  | 0.0000% | $9361000.00        | $4528746.23        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C15     D      20460817 FLT | 2046-08-17      | 4.2875%  | 0.0000% | $5374000.00        | $3709303.62        | Private Label Collateralized Mortgage Obligations |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.7311%  | 0.0000% | $8978000.00        | $7273729.30        | Private Label Collateralized Mortgage Obligations |
| INNOPHOS HOLDINGS INC          JR 144A NT 29       | 2029-06-15      | 11.5000% | 0.0000% | $584245.00         | $564161.58         | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 29      | 2029-05-01      | 9.1250%  | 0.0000% | $1032185.00        | $1048678.31        | Corporate Debt Securities                         |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 29      | 2029-12-23      | 9.8750%  | 0.0000% | $1435000.00        | $1129828.32        | Corporate Debt Securities                         |
| GS MTG SECS CORP TR 2018-SRP5  B      20310915 FLT | 2031-09-15      | 6.7020%  | 0.0000% | $5900000.00        | $2021754.68        | Private Label Collateralized Mortgage Obligations |
| HLF FING SARL LLC / HERBALIFE  SR GLBL REGS 29     | 2029-06-01      | 4.8750%  | 0.0000% | $175000.00         | $167735.24         | Corporate Debt Securities                         |
| ZAYO ISSUER LLC 2026-1         C      20560420 7.7 | 2056-04-20      | 7.7840%  | 0.0000% | $23400000.00       | $23858811.60       | Asset-Backed Securities                           |
| EMERGENT BIOSOLUTIONS INC      SR GLBL REGS 28     | 2028-08-15      | 3.8750%  | 0.0000% | $23000.00          | $20622.56          | Corporate Debt Securities                         |
| PMT LOAN TRUST 2026-INV4       B-5    20570325 FLT | 2057-03-25      | 6.2108%  | 0.0000% | $1650000.00        | $1471415.76        | Private Label Collateralized Mortgage Obligations |
| NEPTUNE BIDCO US INC           SR SEC GLBL 29      | 2029-04-15      | 9.2900%  | 0.0000% | $73000.00          | $73987.75          | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2013-C11      B      20460817 FLT | 2046-08-17      | 4.2098%  | 0.0000% | $5380000.00        | $3353737.31        | Private Label Collateralized Mortgage Obligations |
| FLAGSHIP CR AT TR 2022-2       E      20290615 8.2 | 2029-06-15      | 8.2000%  | 0.0000% | $4500000.00        | $629089.50         | Asset-Backed Securities                           |
| 1011778 B.C. UNLIMITED LIABILI 2LIEN GLBL 28       | 2028-01-15      | 4.3750%  | 0.0000% | $1287000.00        | $1295921.59        | Corporate Debt Securities                         |
| 1261229 BC LTD                 1LIEN GLBL 32       | 2032-04-15      | 10.0000% | 0.0000% | $423000.00         | $437241.00         | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     1LIEN 144A NT 30    | 2030-04-15      | 7.8750%  | 0.0000% | $351000.00         | $356363.72         | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2015-C22      D      20480417 FLT | 2048-04-17      | 4.1038%  | 0.0000% | $8549676.00        | $3447963.16        | Private Label Collateralized Mortgage Obligations |
| MSBAM COMM MTG 2012-CKSV       A-2    20301018 3.2 | 2030-10-18      | 3.2770%  | 0.0000% | $15000000.00       | $11491686.67       | Private Label Collateralized Mortgage Obligations |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.1902%  | 0.0000% | $2000000.00        | $234367.68         | Asset-Backed Securities                           |
| ZAYO ISSUER LLC 2025-3         C      20551020 8.4 | 2055-10-20      | 8.4350%  | 0.0000% | $49208000.00       | $51155655.40       | Asset-Backed Securities                           |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $637000.00         | $685690.95         | Corporate Debt Securities                         |
| PETSMART INC / PETSMART FINAN  1LIEN GLBL 32       | 2032-09-15      | 7.5000%  | 0.0000% | $800000.00         | $816596.00         | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS 2018-PHH  C      20350615 FLT | 2035-06-15      | 5.3620%  | 0.0000% | $5300000.00        | $1667587.59        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2025-INV1         B-2    20700225 FLT | 2070-02-25      | 7.2994%  | 0.0000% | $10969874.00       | $10944523.41       | Private Label Collateralized Mortgage Obligations |
| PRPM 2023-NQM1 TR 2023-NQM1    B-2    20680125 FLT | 2068-01-25      | 6.1687%  | 0.0000% | $324000.00         | $323997.47         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-GC13       D      20460712 FLT | 2046-07-12      | 3.9832%  | 0.0000% | $7792000.00        | $5792095.11        | Private Label Collateralized Mortgage Obligations |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 31      | 2031-01-15      | 7.0000%  | 0.0000% | $1273000.00        | $1192414.86        | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-01-15      | 3.6250%  | 0.0000% | $1260000.00        | $1215703.12        | Corporate Debt Securities                         |
| MCR TR 2024-HF1                F      20411216 FLT | 2041-12-16      | 9.0927%  | 0.0000% | $16600000.00       | $15081543.34       | Private Label Collateralized Mortgage Obligations |
| LCPR SR SECD FING DESIGNATED A SR SEC 144A NT29    | 2029-07-15      | 5.1250%  | 0.0000% | $1211000.00        | $802224.43         | Corporate Debt Securities                         |
| STONE TOWER CDO II 2005-2      B-1L   20401117 FLT | 2040-11-17      | 4.7541%  | 0.0000% | $986149.00         | $11821.17          | Asset-Backed Securities                           |
| ABRA GLOBAL FIN                SR SEC GLBL 29      | 2029-10-22      | 14.0000% | 0.0000% | $100000.00         | $100141.67         | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR SEC GLBL 29      | 2029-09-30      | 7.1000%  | 0.0000% | $2807673.00        | $100842.26         | Corporate Debt Securities                         |
| ADAMS HOMES INC                SR 144A NT 28       | 2028-10-15      | 9.2500%  | 0.0000% | $366000.00         | $379642.35         | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30    | 2030-09-09      | 13.7500% | 0.0000% | $403303.00         | $399858.12         | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2025-1 B-2    20700125 FLT | 2070-01-25      | 7.3394%  | 0.0000% | $9626000.00        | $9658847.05        | Asset-Backed Securities                           |
| WFRBS COML MTG TR 2011-C3      D      20440317 FLT | 2044-03-17      | 6.0497%  | 0.0000% | $5712000.00        | $524688.59         | Private Label Collateralized Mortgage Obligations |
| WESTLAKE AUTO REC TR 2025-1    E      20320315 7.3 | 2032-03-15      | 7.3500%  | 0.0000% | $53000000.00       | $53982964.50       | Asset-Backed Securities                           |
| SCRIPPS E W CO OHIO            2LIEN GLBL 30       | 2030-08-15      | 9.8750%  | 0.0000% | $242000.00         | $245848.51         | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 26      | 2026-12-06      | 5.6250%  | 0.0000% | $34000.00          | $29691.56          | Corporate Debt Securities                         |
| TABERNA PREF FDG V 2006-5      A-2L   20360805 FLT | 2036-08-05      | 4.7248%  | 0.0000% | $12000000.00       | $918344.97         | Asset-Backed Securities                           |
| TRANSDIGM INC                  SR SB GLBL 34       | 2034-07-31      | 6.1250%  | 0.0000% | $594000.00         | $601787.75         | Corporate Debt Securities                         |
| STAPLES INC                    SR 144A NT 27       | 2027-04-15      | 10.7500% | 0.0000% | $211000.00         | $204560.10         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           1LIEN GLBL 26       | 2026-12-01      | 5.2500%  | 0.0000% | $317000.00         | $320829.10         | Corporate Debt Securities                         |
| COMM MTG TR 2015-CCRE27        E      20481013 3.2 | 2048-10-13      | 3.2500%  | 0.0000% | $1450000.00        | $1089817.18        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                G      20520216 FLT | 2052-02-16      | 3.8311%  | 0.0000% | $2315000.00        | $461977.05         | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                E      20610517 FLT | 2061-05-17      | 3.0113%  | 0.0000% | $3000000.00        | $1601807.41        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  B      20340615 FLT | 2034-06-15      | 4.9020%  | 0.0000% | $7300000.00        | $7022910.28        | Private Label Collateralized Mortgage Obligations |
| COMPASS GROUP DIVERSIFIED HLDG SR GLBL PIK 32      | 2032-01-15      | 5.0000%  | 0.0000% | $300133.00         | $269217.30         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 7%32     | 2032-03-15      | 7.0000%  | 0.0000% | $1016000.00        | $1024514.08        | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR PIK 144A NT29    | 2029-09-30      | 11.1750% | 0.0000% | $83275.00          | $38249.25          | Corporate Debt Securities                         |
| BORR IHC LTD / BORR FIN LLC    SR SEC 144A 30      | 2030-11-15      | 10.3750% | 0.0000% | $1293000.00        | $1282440.50        | Corporate Debt Securities                         |
| DEEPHAVEN RES MTG TR 2026-INV1 B-2    20701225 FLT | 2070-12-25      | 6.8790%  | 0.0000% | $1614000.00        | $1557765.01        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  C      20580912 FLT | 2058-09-12      | 4.4803%  | 0.0000% | $4325000.00        | $3756691.12        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C31   E      20481118 FLT | 2048-11-18      | 4.9206%  | 0.0000% | $5990000.00        | $3803433.14        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C15     C      20460817 FLT | 2046-08-17      | 4.2875%  | 0.0000% | $6803000.00        | $6299263.61        | Private Label Collateralized Mortgage Obligations |
| SG COML MTG SECS TR 2016-C5    D      20481013 FLT | 2048-10-13      | 4.9170%  | 0.0000% | $4000000.00        | $2943987.60        | Private Label Collateralized Mortgage Obligations |
| GRAY MEDIA INC                 SR GLBL 144A 31     | 2031-11-15      | 5.3750%  | 0.0000% | $8000.00           | $6437.08           | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS 2018-PHH  F      20350615 FLT | 2035-06-15      | 7.0120%  | 0.0000% | $1890000.00        | $13802.04          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  A      20350615 FLT | 2035-06-15      | 4.9120%  | 0.0000% | $6396000.00        | $4040973.74        | Private Label Collateralized Mortgage Obligations |
| SINCLAIR TELEVISION GROUP      SR SEC GLBL 33      | 2033-02-15      | 8.1250%  | 0.0000% | $450000.00         | $473929.69         | Corporate Debt Securities                         |
| VIASAT INC                     SR GLBL 144A 28     | 2028-07-15      | 6.5000%  | 0.0000% | $99000.00          | $100169.02         | Corporate Debt Securities                         |
| WFRBS COML MTG TR 2014-C23     D      20571017 FLT | 2057-10-17      | 4.0237%  | 0.0000% | $6281000.00        | $5076563.90        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-2    20690125 FLT | 2069-01-25      | 8.2673%  | 0.0000% | $10505000.00       | $10649546.43       | Private Label Collateralized Mortgage Obligations |
| HPS LOAN MANAGEMENT 11-2017    F      20300506 FLT | 2030-05-06      | 11.7774% | 0.0000% | $1501750.00        | $122874.49         | Asset-Backed Securities                           |
| GRAY MEDIA INC                 SR GLBL 144A 30     | 2030-10-15      | 4.7500%  | 0.0000% | $82000.00          | $65745.89          | Corporate Debt Securities                         |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 31     | 2031-04-01      | 8.0000%  | 0.0000% | $400000.00         | $405117.78         | Corporate Debt Securities                         |
| ROCKET SOFTWARE INC            SR SEC 144A NT28    | 2028-11-28      | 9.0000%  | 0.0000% | $103000.00         | $106711.09         | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 2017-P8  D      20500916 3.0 | 2050-09-16      | 3.0000%  | 0.0000% | $500000.00         | $318141.33         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-CALI           A      20321112 3.4 | 2032-11-12      | 3.4313%  | 0.0000% | $5500000.00        | $4632122.74        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                G      20640317 FLT | 2064-03-17      | 2.0023%  | 0.0000% | $2500000.00        | $608954.86         | Private Label Collateralized Mortgage Obligations |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28       | 2028-09-30      | 11.0000% | 0.0000% | $51000.00          | $53380.00          | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-01-15      | 5.7500%  | 0.0000% | $1950000.00        | $759058.62         | Corporate Debt Securities                         |
| CSMC TRUST 2017-PFHP           E      20301216 FLT | 2030-12-16      | 7.1940%  | 0.0000% | $8469000.00        | $7263679.22        | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C15         E      20550416 FLT | 2055-04-16      | 2.5000%  | 0.0000% | $1808000.00        | $960507.03         | Private Label Collateralized Mortgage Obligations |
| AMERIQUEST MTG SECS 2004-R11   M-5    20341225 FLT | 2034-12-25      | 3.7544%  | 0.0000% | $12250000.00       | $4354977.39        | Asset-Backed Securities                           |
| KAISER ALUMINIUM CORPORATION   SR GLBL 144A 34     | 2034-03-01      | 5.8750%  | 0.0000% | $134000.00         | $135564.92         | Corporate Debt Securities                         |
| GS MORTGAGE BACKED 2025-PJ8    B-5    20560225 FLT | 2056-02-25      | 6.5322%  | 0.0000% | $471000.00         | $342585.30         | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  D      20490617 FLT | 2049-06-17      | 3.5258%  | 0.0000% | $9874000.00        | $4739393.68        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE CMBS 2014-C18   D      20470215 FLT | 2047-02-15      | 4.6585%  | 0.0000% | $2258500.00        | $2066985.28        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2024-UPTN  F      20411015 FLT | 2041-10-15      | 10.6547% | 0.0000% | $2010000.00        | $2022675.99        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC22       C      20470612 FLT | 2047-06-12      | 4.7162%  | 0.0000% | $4792000.00        | $2593967.94        | Private Label Collateralized Mortgage Obligations |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL 28       | 2028-01-15      | 4.7500%  | 0.0000% | $954000.00         | $919650.44         | Corporate Debt Securities                         |
| GLOBAL MARINE INC              SR GLBL NT 7%28     | 2028-06-01      | 7.0000%  | 0.0000% | $27000.00          | $27909.42          | Corporate Debt Securities                         |
| GS MTG BACKED 2026-PJ1         B-5    20560625 FLT | 2056-06-25      | 5.8881%  | 0.0000% | $250000.00         | $171403.68         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP3 F      20490817 FLT | 2049-08-17      | 4.2865%  | 0.0000% | $2000000.00        | $6908.02           | Private Label Collateralized Mortgage Obligations |
| NCL CORP LTD                   SR 144A NT 32       | 2032-02-01      | 6.7500%  | 0.0000% | $121000.00         | $121567.19         | Corporate Debt Securities                         |
| CABLE ONE INC                  SR GLBL 144A 30     | 2030-11-15      | 4.0000%  | 0.0000% | $1296000.00        | $933033.60         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 31     | 2031-03-01      | 4.8750%  | 0.0000% | $700000.00         | $648570.71         | Corporate Debt Securities                         |
| CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29      | 2029-11-01      | 6.0000%  | 0.0000% | $871000.00         | $649594.70         | Corporate Debt Securities                         |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT30    | 2030-12-15      | 6.6250%  | 0.0000% | $4000.00           | $4189.93           | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 33       | 2033-03-15      | 7.5000%  | 0.0000% | $490000.00         | $518422.45         | Corporate Debt Securities                         |
| CONSOLIDATED COMM LLC 2025-1   C      20550520 9.4 | 2055-05-20      | 9.4080%  | 0.0000% | $11495843.00       | $12036956.16       | Asset-Backed Securities                           |
| COBRA ACQUISITIONCO LLC        SR GLBL 144A 29     | 2029-11-01      | 6.3750%  | 0.0000% | $1198000.00        | $1083432.76        | Corporate Debt Securities                         |
| BANK 2019-BNK16                F      20520216 FLT | 2052-02-16      | 3.8311%  | 0.0000% | $4022000.00        | $1580059.28        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.2361%  | 0.0000% | $6420000.00        | $3880479.28        | Private Label Collateralized Mortgage Obligations |
| AMERICAN CRT ACC REC TR 2026-1 E      20331212 0.0 | 2033-12-12      | 6.7200%  | 0.0000% | $54180000.00       | $54507030.48       | Asset-Backed Securities                           |
| APEX CREDIT CLO LTD  2019-RR   F-RR   20370720 FLT | 2037-07-20      | 14.1252% | 0.0000% | $4065000.00        | $3876789.18        | Asset-Backed Securities                           |
| ARDAGH METAL PACKAGING FIN PLC SR GLBL 144A 29     | 2029-09-01      | 4.0000%  | 0.0000% | $932000.00         | $887323.03         | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TALL         F      20370316 FLT | 2037-03-16      | 7.0870%  | 0.0000% | $24607000.00       | $18930458.42       | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-NQM3              B-2    20700525 FLT | 2070-05-25      | 7.1256%  | 0.0000% | $2800000.00        | $2659440.12        | Private Label Collateralized Mortgage Obligations |
| OT MIDCO INC                   SR SEC GLBL 30      | 2030-02-15      | 10.0000% | 0.0000% | $730000.00         | $299908.33         | Corporate Debt Securities                         |
| KINGPIN INTER HLDGS LLC        SR SEC GLBL 32      | 2032-10-15      | 7.2500%  | 0.0000% | $1000000.00        | $844160.83         | Corporate Debt Securities                         |
| JP MORGAN MORTG TR 2022-4      B-5    20521025 FLT | 2052-10-25      | 3.2417%  | 0.0000% | $1752000.00        | $944097.41         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  E      20350615 FLT | 2035-06-15      | 6.4120%  | 0.0000% | $13700000.00       | $823050.34         | Private Label Collateralized Mortgage Obligations |
| TEAM HEALTH HOLDING INC        1LIEN GLBL PIK28    | 2028-06-30      | 13.5000% | 0.0000% | $739000.00         | $826715.60         | Corporate Debt Securities                         |
| BORR IHC LTD / BORR FIN LLC    SR SEC REGS 28      | 2028-11-15      | 10.0000% | 0.0000% | $550000.00         | $511704.13         | Corporate Debt Securities                         |
| PMT LOAN TRUST 2025-INV10      B-5    20561025 FLT | 2056-10-25      | 6.7741%  | 0.0000% | $1743000.00        | $1155370.41        | Private Label Collateralized Mortgage Obligations |
| PENN ENTERTAINMENT INC         SR GLBL 144A 27     | 2027-01-15      | 5.6250%  | 0.0000% | $115000.00         | $116731.47         | Corporate Debt Securities                         |
| BBCMS MTG TR 2019-BWAY         E      20341115 FLT | 2034-11-15      | 6.6195%  | 0.0000% | $130000.00         | $1211.38           | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            A      20351015 FLT | 2035-10-15      | 4.9195%  | 0.0000% | $14920000.00       | $12133794.44       | Private Label Collateralized Mortgage Obligations |
| ASTON MARTIN CAP HLDGS LTD     SR SEC GLBL 29      | 2029-03-31      | 10.0000% | 0.0000% | $1200000.00        | $1030166.67        | Corporate Debt Securities                         |
| HINNT LLC 2024-A               E      20430316 8.0 | 2043-03-16      | 8.0000%  | 0.0000% | $750000.00         | $298865.35         | Asset-Backed Securities                           |
| HINNT LLC 2022-A               E      20410515 8.0 | 2041-05-15      | 8.0000%  | 0.0000% | $5272000.00        | $1197428.55        | Asset-Backed Securities                           |
| GS MTG SECS TR 2014-GC22       B      20470612 FLT | 2047-06-12      | 4.3910%  | 0.0000% | $4695000.00        | $3682524.16        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2013-ALTM A-2    20350207 FLT | 2035-02-07      | 3.8282%  | 0.0000% | $1775000.00        | $1369977.70        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C21      D      20480317 FLT | 2048-03-17      | 4.0906%  | 0.0000% | $5800000.00        | $4513996.35        | Private Label Collateralized Mortgage Obligations |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-03-15      | 10.7500% | 0.0000% | $862000.00         | $749256.86         | Corporate Debt Securities                         |
| MORGAN STN CAP I TR 2019-NUGS  D      20361215 FLT | 2036-12-15      | 5.5695%  | 0.0000% | $4000000.00        | $90963.33          | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND B      20360515 FLT | 2036-05-15      | 5.0695%  | 0.0000% | $4385000.00        | $316212.36         | Private Label Collateralized Mortgage Obligations |
| CLARIVATE SCIENCE HOLDINGS COR SR GLBL 144A 29     | 2029-07-01      | 4.8750%  | 0.0000% | $391000.00         | $358046.52         | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2016-GC36  D      20490212 2.8 | 2049-02-12      | 2.8500%  | 0.0000% | $2120000.00        | $1390880.77        | Private Label Collateralized Mortgage Obligations |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 28     | 2028-04-15      | 7.7500%  | 0.0000% | $558000.00         | $561442.40         | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 29     | 2029-06-01      | 7.5000%  | 0.0000% | $37000.00          | $38222.54          | Corporate Debt Securities                         |
| CHASE HOME LDG MTG TR 2025-8   B-5    20560625 FLT | 2056-06-25      | 6.5491%  | 0.0000% | $827700.00         | $571794.05         | Private Label Collateralized Mortgage Obligations |
| CENTRAL PARENT INC / CENT MERG 1LIEN GLBL 29       | 2029-06-15      | 7.2500%  | 0.0000% | $500000.00         | $261093.75         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020-B18      F      20530717 FLT | 2053-07-17      | 2.5000%  | 0.0000% | $3000000.00        | $1212842.67        | Private Label Collateralized Mortgage Obligations |
| SLG OFFICE TRUST 2026-OMA      F      20410417 FLT | 2041-04-17      | 7.9222%  | 0.0000% | $5000000.00        | $5058478.82        | Private Label Collateralized Mortgage Obligations |
| SINCLAIR TELEVISION GROUP      1LIEN GLBL 30       | 2030-12-01      | 4.1250%  | 0.0000% | $25000.00          | $20489.32          | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT 26       | 2026-12-15      | 5.2500%  | 0.0000% | $819000.00         | $834558.95         | Corporate Debt Securities                         |
| GOEASY LTD                     144A NT 4.375%26    | 2026-05-01      | 4.3750%  | 0.0000% | $899000.00         | $915239.06         | Corporate Debt Securities                         |
| RACKSPACE FIN LLC              SR SEC GLBL 28      | 2028-05-15      | 3.5000%  | 0.0000% | $414512.00         | $207169.64         | Corporate Debt Securities                         |
| DOMTAR CORP                    SR SEC 144A NT28    | 2028-10-01      | 6.7500%  | 0.0000% | $380000.00         | $304166.25         | Corporate Debt Securities                         |
| GS MTG SECS TR 2017-GPTX       B      20340512 3.1 | 2034-05-12      | 3.1039%  | 0.0000% | $3000000.00        | $2252305.13        | Private Label Collateralized Mortgage Obligations |
| GOEASY LTD                     SR 144A NT 30       | 2030-10-01      | 7.3750%  | 0.0000% | $1075000.00        | $916857.80         | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2014-150E D      20320913 FLT | 2032-09-13      | 4.4382%  | 0.0000% | $9000000.00        | $7411996.93        | Private Label Collateralized Mortgage Obligations |
| LINDBLAD EXPEDITIONS LLC       1LIEN GLBL 30       | 2030-09-15      | 7.0000%  | 0.0000% | $101000.00         | $104377.44         | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2013-ALTM D      20350207 FLT | 2035-02-07      | 3.8282%  | 0.0000% | $4500000.00        | $3838697.38        | Private Label Collateralized Mortgage Obligations |
| FLAGSHIP CR AUTO TR 2023-3     D      20290815 6.5 | 2029-08-15      | 6.5800%  | 0.0000% | $10220000.00       | $9696998.32        | Asset-Backed Securities                           |
| DBJPM MTG TR 2016-C3           D      20490812 FLT | 2049-08-12      | 3.5655%  | 0.0000% | $5000000.00        | $3114631.11        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  D      20580912 3.1 | 2058-09-12      | 3.1720%  | 0.0000% | $9030000.00        | $5440983.35        | Private Label Collateralized Mortgage Obligations |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-07-15      | 11.1250% | 0.0000% | $263000.00         | $234550.74         | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TR 2026-MED1  B-2    20560425 6.8 | 2056-04-25      | 6.8746%  | 0.0000% | $4581000.00        | $3503951.40        | Private Label Collateralized Mortgage Obligations |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 33      | 2033-04-15      | 8.8750%  | 0.0000% | $120000.00         | $120766.55         | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2015-C29 D      20480515 FLT | 2048-05-15      | 3.8604%  | 0.0000% | $9700000.00        | $4856884.57        | Private Label Collateralized Mortgage Obligations |
| POST HLDGS INC                 SR GLBL 144A 36     | 2036-03-15      | 6.5000%  | 0.0000% | $1375000.00        | $1371046.88        | Corporate Debt Securities                         |
| SHUTTERFLY FIN LLC             2LIEN GLBL PIK27    | 2027-10-01      | 8.5000%  | 0.0000% | $245830.00         | $249561.84         | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3395%  | 0.0000% | $9500000.00        | $9546829.12        | Asset-Backed Securities                           |
| VIASAT INC                     SR SEC 144A NT31    | 2031-05-30      | 7.5000%  | 0.0000% | $398000.00         | $409362.90         | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO          SR GLBL 144A 29     | 2029-10-15      | 4.5000%  | 0.0000% | $50000.00          | $48975.25          | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS 2018-PHH  D      20350615 FLT | 2035-06-15      | 5.7120%  | 0.0000% | $10000000.00       | $1647850.00        | Private Label Collateralized Mortgage Obligations |
| MADISON IAQ LLC                SR 144A NT 29       | 2029-06-30      | 5.8750%  | 0.0000% | $600000.00         | $609794.00         | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2013-C11      C      20460817 FLT | 2046-08-17      | 4.2098%  | 0.0000% | $215000.00         | $12783.12          | Private Label Collateralized Mortgage Obligations |

### Security 635: 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: ARP1H5D16, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1H5D16
- **C.18 - Value (incl. sponsor support):** $399859240.00
- **C.18.a - Value (excl. sponsor support):** $399859240.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| VANECK ETF TRUST               MORTGAGE REIT    | 2500-12-31      | N/A      | 0.0000% | $62559.00          | $653115.96         | Equities   |
| SSGA ACTIVE TR                 ST STR SHORT DUR | 2500-12-31      | N/A      | 0.0000% | $19485.00          | $488488.95         | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $6424.00           | $159480.94         | Equities   |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $425.00            | $34226.53          | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $8687.00           | $222430.64         | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $28648.00          | $1256962.51        | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE MEDIC | 2500-12-31      | N/A      | 0.0000% | $6435.00           | $156048.75         | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $135350.00         | $19268426.00       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 MOMNTM   | 2500-12-31      | N/A      | 0.0000% | $2717.00           | $355302.09         | Equities   |
| GMO ETF TRUST                  GMO INTL QUALITY | 2500-12-31      | N/A      | 0.0000% | $723.00            | $18359.07          | Equities   |
| TURKCELL ILETISIM              SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $1042942.00        | $6497528.66        | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $28128.00          | $20015322.24       | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $839.00            | $19498.36          | Equities   |
| CONTROLADORA VUELA COMP DE AVI SPON ADR RP 10   | 2500-12-31      | N/A      | 0.0000% | $518659.00         | $3682478.90        | Equities   |
| LOWES COS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1454.00           | $339509.00         | Equities   |
| ISHARES U S ETF TR             TRANSITION ENABL | 2500-12-31      | N/A      | 0.0000% | $11219.00          | $342908.73         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $2409.00           | $47963.67          | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $14967.00          | $9901718.19        | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $10062.00          | $951965.82         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $468192.00         | $20015208.00       | Equities   |
| GERDAU SA                      SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $4518176.00        | $20015519.68       | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $38658.00          | $5951785.68        | Equities   |
| VNET GROUP INC                 SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $701574.00         | $5823064.20        | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $1037.00           | $62053.77          | Equities   |
| LG DISPLAY CO LTD              SPONS ADR REP    | 2500-12-31      | N/A      | 0.0000% | $894864.00         | $3686839.68        | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $81.00             | $6363.59           | Equities   |
| PUTNAM ETF TRUST               FRANKLIN MINNESO | 2500-12-31      | N/A      | 0.0000% | $3602.00           | $31913.72          | Equities   |
| PACER FDS TR                   INDUSTRIAL RELET | 2500-12-31      | N/A      | 0.0000% | $2346.00           | $91540.22          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  DORSEY WRGT DVLP | 2500-12-31      | N/A      | 0.0000% | $7154.00           | $390662.77         | Equities   |
| ISHARES TR                     MSCI KOKUSAI ETF | 2500-12-31      | N/A      | 0.0000% | $1611.00           | $231499.73         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $5550.00           | $152888.07         | Equities   |
| ISHARES TR                     GLB CNS DISC ETF | 2500-12-31      | N/A      | 0.0000% | $9100.00           | $1775610.20        | Equities   |
| T ROWE PRICE ETF INC           FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $1387.00           | $36750.65          | Equities   |
| AUTOHOME INC                   SP ADS RP CL A   | 2500-12-31      | N/A      | 0.0000% | $31918.00          | $581226.78         | Equities   |
| AUTOLUS THERAPEUTICS LTD       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1849184.00        | $2607349.44        | Equities   |
| CAPITAL GROUP INTERNATIONAL C  SHS              | 2500-12-31      | N/A      | 0.0000% | $124888.00         | $4309884.88        | Equities   |
| BNY MELLON ETF TRUST           EMRG MKT EQUIT   | 2500-12-31      | N/A      | 0.0000% | $1051.00           | $92046.58          | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $314.00            | $28981.70          | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS KNOWLEDGE LE | 2500-12-31      | N/A      | 0.0000% | $824.00            | $45380.73          | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $29360.00          | $712740.42         | Equities   |
| TAL ED GROUP                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $813344.00         | $8824782.40        | Equities   |
| BITWISE DOGECOIN ETF           COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $1451.00           | $24151.90          | Equities   |
| CANAAN INC                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $457513.00         | $219606.24         | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $48288.00          | $2053205.76        | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $50781.00          | $189413.13         | Equities   |
| CALAMOS ETF TR                 ANTETOKOUNMPO GL | 2500-12-31      | N/A      | 0.0000% | $688.00            | $24239.82          | Equities   |
| NOVONIX LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $147637.00         | $103685.47         | Equities   |
| 2023 ETF SERIES TRUST          PICTET CLEANER P | 2500-12-31      | N/A      | 0.0000% | $81.00             | $2335.89           | Equities   |
| GRAYSCALE COINDESK CRYPTO      USD SHS          | 2500-12-31      | N/A      | 0.0000% | $76923.00          | $2611535.85        | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $6404.00           | $234177.63         | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $417568.00         | $2062785.92        | Equities   |
| NORTHERN FDS                   TAX-EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $1031.00           | $53101.66          | Equities   |
| TCW ETF TRUST                  TRANSFORM SUPPLY | 2500-12-31      | N/A      | 0.0000% | $143.00            | $11281.74          | Equities   |
| ETF SER SOLUTIONS              BAHL & GAYNOR IN | 2500-12-31      | N/A      | 0.0000% | $6622.00           | $227399.48         | Equities   |
| XBP GLOBAL HOLDINGS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16866.00          | $49248.72          | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $2346480.00        | $20015474.40       | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $188712.00         | $16144311.60       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVT GRD DEFSV   | 2500-12-31      | N/A      | 0.0000% | $5463.00           | $134089.34         | Equities   |
| COTWO ADVISORS PHYSICAL EUROPE COMMON UNITS     | 2500-12-31      | N/A      | 0.0000% | $2005.00           | $34034.88          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $3474.00           | $125990.17         | Equities   |
| GRIFOLS S A                    SP ADR REP B NVT | 2500-12-31      | N/A      | 0.0000% | $35747.00          | $282758.77         | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $2137.00           | $447167.25         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET HEA | 2500-12-31      | N/A      | 0.0000% | $77391.00          | $11054530.44       | Equities   |
| RBB FD INC                     F M 2YEAR INVES  | 2500-12-31      | N/A      | 0.0000% | $1765.00           | $88903.05          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $18090.00          | $2017396.80        | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $5216.00           | $310366.08         | Equities   |
| VANECK ETF TRUST               INTERNATIONAL HI | 2500-12-31      | N/A      | 0.0000% | $19815.00          | $432363.30         | Equities   |
| VANECK ETF TRUST               AGRIBUSINESS ETF | 2500-12-31      | N/A      | 0.0000% | $52723.00          | $4317486.47        | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $255953.00         | $20015524.60       | Equities   |
| BLACKROCK ETF TRUST II         ISHARES EMERGING | 2500-12-31      | N/A      | 0.0000% | $1336.00           | $68209.48          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD HEALT | 2500-12-31      | N/A      | 0.0000% | $8010.00           | $284395.05         | Equities   |
| DBX ETF TR                     XTRACKERS LOW    | 2500-12-31      | N/A      | 0.0000% | $3302.00           | $154615.16         | Equities   |
| ALPS ETF TR                    O SHARES INTL D  | 2500-12-31      | N/A      | 0.0000% | $4144.00           | $134075.39         | Equities   |
| AEGON LTD                      AMER REG 1 CERT  | 2500-12-31      | N/A      | 0.0000% | $14768.00          | $118439.36         | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $147.00            | $20026.30          | Equities   |
| ABRDN PALLADIUM ETF TRUST      PHYSICAL PALLADM | 2500-12-31      | N/A      | 0.0000% | $64024.00          | $8451168.00        | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $4896.00           | $166992.28         | Equities   |
| TIDAL TRUST II                 NICHOLAS FIXED   | 2500-12-31      | N/A      | 0.0000% | $1536.00           | $27033.60          | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $419084.00         | $20015451.84       | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAPITAL GL | 2500-12-31      | N/A      | 0.0000% | $32200.00          | $349836.90         | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $187872.00         | $1335769.92        | Equities   |
| GUINNESS ATKINSON FDS          DIVIDEND BUILDER | 2500-12-31      | N/A      | 0.0000% | $49.00             | $1577.08           | Equities   |
| UP FINTECH HLDG LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $48387.00          | $315483.24         | Equities   |
| WISDOMTREE TR                  WSDM EMKTBD FD   | 2500-12-31      | N/A      | 0.0000% | $5865.00           | $389348.03         | Equities   |
| WHITEHAWK THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $9784.00           | $39527.36          | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $264.00            | $9311.28           | Equities   |
| AB ACTIVE ETFS INC             NEW YORK INTERME | 2500-12-31      | N/A      | 0.0000% | $92071.00          | $2307299.26        | Equities   |
| AB ACTIVE ETFS INC             INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $127.00            | $3473.34           | Equities   |
| TEUCRIUM COMMODITY TR          SUGAR FD         | 2500-12-31      | N/A      | 0.0000% | $34188.00          | $338803.08         | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3265.00           | $121042.04         | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $3796.00           | $154857.82         | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1419680.00        | $4046088.00        | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $372.00            | $28436.87          | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $16725.00          | $42648.75          | Equities   |
| GRUPO AEROPORTUNARIO DEL PACIF SPON ADS B       | 2500-12-31      | N/A      | 0.0000% | $20864.00          | $5144436.48        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $8678.00           | $955270.77         | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $132315.00         | $5083542.30        | Equities   |
| FUNDVANTAGE TR                 POLEN FOCUS GROW | 2500-12-31      | N/A      | 0.0000% | $11550.00          | $255890.25         | Equities   |
| JUMIA TECHNOLOGIES AG          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1442660.00        | $9939927.40        | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $24739.00          | $260254.28         | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $29410.00          | $314098.80         | Equities   |
| XUNLEI LTD                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $10713.00          | $64170.87          | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $2260.00           | $614900.80         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES     | 2500-12-31      | N/A      | 0.0000% | $4541.00           | $114274.26         | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $5309160.00        | $20015533.20       | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $507360.00         | $20015352.00       | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $208.00            | $4041.44           | Equities   |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $23639.00          | $1903175.89        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $6916.00           | $522795.66         | Equities   |
| AMPLIFY ETF TR                 ALTRNTV HARV ETF | 2500-12-31      | N/A      | 0.0000% | $502.00            | $13338.14          | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1586.00           | $79950.26          | Equities   |
| AMERICAN CENTY ETF TR          SELECT HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $4325.00           | $200203.39         | Equities   |
| WISEKEY INTERNATIONAL HLDS LTD SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $15671.00          | $101391.37         | Equities   |
| DR REDDYS LABS LTD             ADR              | 2500-12-31      | N/A      | 0.0000% | $465025.00         | $6384793.25        | Equities   |
| FIRST TR EXCH TRADED FD III    CALIF MUN INCM   | 2500-12-31      | N/A      | 0.0000% | $127.00            | $6260.47           | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $375.00            | $15506.25          | Equities   |
| KRANESHARES TRUST              MSCI EMG EX CH   | 2500-12-31      | N/A      | 0.0000% | $2288.00           | $104035.13         | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $267.00            | $8678.27           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $846.00            | $73366.90          | Equities   |
| FIDELITY COMWLTH TR            NASDAQ COMPSIT   | 2500-12-31      | N/A      | 0.0000% | $15511.00          | $1505497.66        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II SWITZLND ALPHA   | 2500-12-31      | N/A      | 0.0000% | $1935.00           | $152871.97         | Equities   |
| WISDOMTREE TR                  1 3 YR LADDERED  | 2500-12-31      | N/A      | 0.0000% | $1969.00           | $99276.98          | Equities   |
| HALEON PLC                     SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $2152208.00        | $20015534.40       | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $11558.00          | $421074.12         | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSPORTA | 2500-12-31      | N/A      | 0.0000% | $327.00            | $20618.79          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT | 2500-12-31      | N/A      | 0.0000% | $415.00            | $26264.19          | Equities   |
| PACER FDS TR                   US EXPORT LEAD   | 2500-12-31      | N/A      | 0.0000% | $2238.00           | $147695.69         | Equities   |
| ZKH GROUP LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $10744.00          | $32017.12          | Equities   |
| EA SERIES TRUST                ROCKCREEK GLOBAL | 2500-12-31      | N/A      | 0.0000% | $2261.00           | $64669.80          | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $484532.00         | $10979495.12       | Equities   |
| KRANESHARES TRUST              GLOBAL CARB STRA | 2500-12-31      | N/A      | 0.0000% | $10857.00          | $334504.17         | Equities   |
| TENCENT MUSIC ENTMT GROUP      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $2219008.00        | $20015452.16       | Equities   |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $50820.00          | $20014440.60       | Equities   |
| VANECK ETF TRUST               RETAIL ETF       | 2500-12-31      | N/A      | 0.0000% | $420.00            | $111854.32         | Equities   |
| MATTHEWS ASIA FDS              EMERGING MKT DIS | 2500-12-31      | N/A      | 0.0000% | $543.00            | $16306.29          | Equities   |
| HARBOR ETF TRUST               SMID CAP CORE    | 2500-12-31      | N/A      | 0.0000% | $282.00            | $7393.48           | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET O | 2500-12-31      | N/A      | 0.0000% | $3272.00           | $83354.20          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS ALL INT  | 2500-12-31      | N/A      | 0.0000% | $14665.00          | $1194561.04        | Equities   |
| EA SERIES TRUST                YOKE CORE ETF    | 2500-12-31      | N/A      | 0.0000% | $8101.00           | $240452.26         | Equities   |
| ABRDN FDS                      INTL SMALL CAP A | 2500-12-31      | N/A      | 0.0000% | $7328.00           | $263764.76         | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 10  YE | 2500-12-31      | N/A      | 0.0000% | $457.00            | $21699.50          | Equities   |
| GABELLI ETFS TRUST             KEELEY DIVIDEND  | 2500-12-31      | N/A      | 0.0000% | $941.00            | $25516.06          | Equities   |
| FULL TRUCK ALLIANCE CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2405712.00        | $20015523.84       | Equities   |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $368150.00         | $2234670.50        | Equities   |

### Security 636: 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: ARP1H6WB1, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1H6WB1
- **C.18 - Value (incl. sponsor support):** $2493837687.41
- **C.18.a - Value (excl. sponsor support):** $2493837687.41
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| HIVE DIGITAL TECHNOLOGIES LTD  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $401.00            | $890.22            | Equities   |
| FIRST TR EXCHANGE-TRADED FD II CONSUMR DISCRE   | 2500-12-31      | N/A      | 0.0000% | $13569.00          | $896503.83         | Equities   |
| FIRST CTZNS BANCSHARES INC DEL CL A             | 2500-12-31      | N/A      | 0.0000% | $55.00             | $108482.55         | Equities   |
| FIRST FINANCIAL CORPORATION    COM              | 2500-12-31      | N/A      | 0.0000% | $56.00             | $3636.64           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI SMID CAPITAL STR | 2500-12-31      | N/A      | 0.0000% | $6347.00           | $229392.00         | Equities   |
| CF BANKSHARES INC              COM              | 2500-12-31      | N/A      | 0.0000% | $306.00            | $8971.92           | Equities   |
| CARNIVAL CORP                  COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $31371.00          | $802470.18         | Equities   |
| DAQO NEW ENERGY CORP           SPNSRD ADS NEW   | 2500-12-31      | N/A      | 0.0000% | $21.00             | $406.35            | Equities   |
| DIMENSIONAL ETF TRUST          US LARGE CAP VAL | 2500-12-31      | N/A      | 0.0000% | $895.00            | $33571.45          | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL REAL EST  | 2500-12-31      | N/A      | 0.0000% | $40050.00          | $1135818.00        | Equities   |
| CS DISCO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $90.00             | $405.00            | Equities   |
| DIVERSIFIED ENERGY CO          COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $242.00            | $3959.12           | Equities   |
| CCC INTELLIGENT SOLUTIONS HLD  COM              | 2500-12-31      | N/A      | 0.0000% | $531024.00         | $2559535.68        | Equities   |
| DOCEBO INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $554.00            | $10221.30          | Equities   |
| DOMO INC                       COM CL B         | 2500-12-31      | N/A      | 0.0000% | $6052.00           | $21242.52          | Equities   |
| CRICUT INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $32643.00          | $139712.04         | Equities   |
| CALERES INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $83.00             | $1092.28           | Equities   |
| DIMENSIONAL ETF TRUST          US REAL ESTATE E | 2500-12-31      | N/A      | 0.0000% | $282526.00         | $7173335.14        | Equities   |
| DATADOG INC                    CL A COM         | 2500-12-31      | N/A      | 0.0000% | $5428.00           | $727243.44         | Equities   |
| AMAZON COM INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $474148.00         | $124719889.92      | Equities   |
| ANAVEX LIFE SCIENCES CORP      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $674621.00         | $2199264.46        | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $14621.00          | $22516.34          | Equities   |
| ALPHATEC HLDGS INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $58.00             | $539.40            | Equities   |
| BRISTOW GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $60.00             | $2941.80           | Equities   |
| BRADY CORP                     CL A             | 2500-12-31      | N/A      | 0.0000% | $22.00             | $1803.34           | Equities   |
| VANGUARD WORLD FD              MATERIALS ETF    | 2500-12-31      | N/A      | 0.0000% | $9.00              | $2066.13           | Equities   |
| VANGUARD WORLD FD              MATERIALS ETF    | 2500-12-31      | N/A      | 0.0000% | $65.00             | $14922.05          | Equities   |
| VANECK ETF TRUST               BIOTECH ETF      | 2500-12-31      | N/A      | 0.0000% | $2601.00           | $473764.35         | Equities   |
| VANGUARD INDEX FDS             MID CAP ETF      | 2500-12-31      | N/A      | 0.0000% | $40.00             | $3035.20           | Equities   |
| VOYAGER THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $126477.00         | $460376.28         | Equities   |
| VANECK ETF TRUST               BIOTECH ETF      | 2500-12-31      | N/A      | 0.0000% | $84.00             | $15300.35          | Equities   |
| MICRON TECHNOLOGY INC          COM              | 2500-12-31      | N/A      | 0.0000% | $53023.00          | $27490304.58       | Equities   |
| MILLER INDS INC TENN           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14.00             | $651.56            | Equities   |
| MAGNITE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $767.00            | $9909.64           | Equities   |
| MAINSTREET BANCSHARES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1430.00           | $34105.50          | Equities   |
| 3D SYS CORP DEL                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $59125.00          | $127710.00         | Equities   |
| SUMMIT HOTEL PPTYS             COM              | 2500-12-31      | N/A      | 0.0000% | $15048.00          | $75089.52          | Equities   |
| MATRIX SVC CO                  COM              | 2500-12-31      | N/A      | 0.0000% | $14630.00          | $188727.00         | Equities   |
| MATADOR RES CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $99.00             | $6227.10           | Equities   |
| ULTRALIFE CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $67.00             | $460.96            | Equities   |
| TENNANT CO                     COM              | 2500-12-31      | N/A      | 0.0000% | $55.00             | $4460.50           | Equities   |
| TONIX PHARMACEUTICALS HLDG CO  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $71.00             | $880.40            | Equities   |
| TIGO ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $7138.00           | $32406.52          | Equities   |
| NOVA LTD                       COM              | 2500-12-31      | N/A      | 0.0000% | $14536.00          | $7289367.92        | Equities   |
| WEBULL CORP                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $32.00             | $216.32            | Equities   |
| X FINL                         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $9937.00           | $49088.78          | Equities   |
| BIRKENSTOCK HOLDING PLC        COM SHS          | 2500-12-31      | N/A      | 0.0000% | $8349.00           | $313087.50         | Equities   |
| WENDYS CO                      COM              | 2500-12-31      | N/A      | 0.0000% | $1775.00           | $11999.00          | Equities   |
| YALLA GROUP LTD                ADS              | 2500-12-31      | N/A      | 0.0000% | $102.00            | $678.30            | Equities   |
| TAT TECHNOLOGIES LTD           ORD NEW          | 2500-12-31      | N/A      | 0.0000% | $12423.00          | $439401.51         | Equities   |
| SPRING VY ACQUISITION CORP III SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $240.00            | $2488.80           | Equities   |
| WISDOMTREE TR                  CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $13357.00          | $365180.38         | Equities   |
| LITHIUM ARGENTINA AG           COM SHS          | 2500-12-31      | N/A      | 0.0000% | $34.00             | $327.08            | Equities   |
| CODERE ONLINE LUXEMBOURG S A   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $17333.00          | $155650.34         | Equities   |
| ARDAGH METAL PACKAGING S A     SHS              | 2500-12-31      | N/A      | 0.0000% | $119407.00         | $459716.95         | Equities   |
| PASSAGE BIO INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $99.00             | $529.65            | Equities   |
| TERRESTRIAL ENERGY INC         COM SHS          | 2500-12-31      | N/A      | 0.0000% | $3.00              | $20.40             | Equities   |
| UNISYS CORP                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $37494.00          | $97859.34          | Equities   |
| PEBBLEBROOK HOTEL TR           COM              | 2500-12-31      | N/A      | 0.0000% | $750.00            | $10740.00          | Equities   |
| GRANITESHARES ETF TR           2X LONG INTC DAI | 2500-12-31      | N/A      | 0.0000% | $15200.00          | $3321504.00        | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT | 2500-12-31      | N/A      | 0.0000% | $415.00            | $26264.19          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  INVESCO PHLX SM  | 2500-12-31      | N/A      | 0.0000% | $202198.00         | $16343664.34       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  LARGE CAP GROWTH | 2500-12-31      | N/A      | 0.0000% | $113.00            | $16329.63          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  LARGE CAP GROWTH | 2500-12-31      | N/A      | 0.0000% | $256.00            | $36994.56          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT INDS | 2500-12-31      | N/A      | 0.0000% | $968.00            | $212717.52         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P ULTRA DIVIDE | 2500-12-31      | N/A      | 0.0000% | $65.00             | $3658.85           | Equities   |
| IONQ INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $2685.00           | $113065.35         | Equities   |
| LEGENCE CORP                   CL A             | 2500-12-31      | N/A      | 0.0000% | $25.00             | $2018.50           | Equities   |
| STIFEL FINL CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $172809.00         | $13366776.15       | Equities   |
| STMICROELECTRONICS N V         NY REGISTRY      | 2500-12-31      | N/A      | 0.0000% | $1694207.00        | $89233882.69       | Equities   |
| WISDOMTREE TR                  US LARGECAP DIVD | 2500-12-31      | N/A      | 0.0000% | $155.00            | $14439.80          | Equities   |
| SR BANCORP INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1260.00           | $24179.40          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    COM SHS ANNUAL   | 2500-12-31      | N/A      | 0.0000% | $4310.00           | $375788.90         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI INDL INDX   | 2500-12-31      | N/A      | 0.0000% | $832.00            | $76269.44          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II NASDAQ CYB ETF   | 2500-12-31      | N/A      | 0.0000% | $43.00             | $2918.41           | Equities   |
| FIRST NORTHWEST BANCORP        COM              | 2500-12-31      | N/A      | 0.0000% | $14.00             | $139.58            | Equities   |
| METAGENOMI THERAPEUTICS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $716.00            | $966.60            | Equities   |
| OPTEX SYS HLDGS INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9069.00           | $91415.52          | Equities   |
| HANOVER INS GROUP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $2373.00           | $421231.23         | Equities   |
| MINK THERAPEUTICS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $460.00            | $5432.60           | Equities   |
| OPAL FUELS INC                 CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $57988.00          | $120615.04         | Equities   |
| OXFORD INDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $56.00             | $2305.52           | Equities   |
| OTTER TAIL CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $61.00             | $5377.76           | Equities   |
| PACS GROUP INC                 COM SHS          | 2500-12-31      | N/A      | 0.0000% | $959.00            | $32030.60          | Equities   |
| KONINKLIJKE PHILIPS N V        NY REGIS SHS NEW | 2500-12-31      | N/A      | 0.0000% | $43.00             | $1099.94           | Equities   |
| SMITH A O CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $18.00             | $1146.24           | Equities   |
| REZOLUTE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $91390.00          | $285136.80         | Equities   |
| RANI THERAPEUTICS HLDGS INC    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1.00              | $0.87              | Equities   |
| RAMACO RES INC                 COM CL B         | 2500-12-31      | N/A      | 0.0000% | $273.00            | $2719.08           | Equities   |
| LENDINGCLUB ISSUANCE TR SER    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1632.00           | $27009.60          | Equities   |
| MGIC INVT CORP WIS             COM              | 2500-12-31      | N/A      | 0.0000% | $72635.00          | $2115857.55        | Equities   |
| RE/MAX HLDGS INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $46.00             | $509.22            | Equities   |
| MACOM TECH SOLUTIONS HLDGS INC COM              | 2500-12-31      | N/A      | 0.0000% | $1296.00           | $349440.48         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSY WR MOMNT   | 2500-12-31      | N/A      | 0.0000% | $3907.00           | $142314.43         | Equities   |
| LEMONADE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $722.00            | $40432.00          | Equities   |
| LIGHTPATH TECHNOLOGIES INC     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $30.00             | $365.70            | Equities   |
| KOLIBRI GLOBAL ENERGY INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $894.00            | $5185.20           | Equities   |
| FULTON FINL CORP PA            COM              | 2500-12-31      | N/A      | 0.0000% | $8.00              | $171.12            | Equities   |
| ISHARES INC                    ESG AWR MSCI EM  | 2500-12-31      | N/A      | 0.0000% | $29.00             | $1453.77           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ OIL GAS    | 2500-12-31      | N/A      | 0.0000% | $9490.00           | $356595.29         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II DJ GLBL DIVID    | 2500-12-31      | N/A      | 0.0000% | $3657.00           | $120351.87         | Equities   |
| ISHARES INC                    MSCI FRANCE ETF  | 2500-12-31      | N/A      | 0.0000% | $17995.00          | $800957.45         | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $639.00            | $44742.78          | Equities   |
| JOINT CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $3847.00           | $34084.42          | Equities   |
| GOGO INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $20685.00          | $82119.45          | Equities   |
| GOGO INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $47680.00          | $189289.60         | Equities   |
| GLOBAL X FDS                   GBL X BLOCKCHAIN | 2500-12-31      | N/A      | 0.0000% | $4975.00           | $345613.25         | Equities   |
| DEFINITIVE HEALTHCARE CORP     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $28840.00          | $26950.98          | Equities   |
| DEFINITIVE HEALTHCARE CORP     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $51877.00          | $48479.06          | Equities   |
| CALLAWAY GOLF CO               COM              | 2500-12-31      | N/A      | 0.0000% | $28.00             | $424.48            | Equities   |
| CANADIAN NATL RY CO            COM              | 2500-12-31      | N/A      | 0.0000% | $5.00              | $540.40            | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $31.00             | $1144.52           | Equities   |
| CASS INFORMATION SYS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1018.00           | $47398.08          | Equities   |
| DIREXION SHARES ETF TRUST      DAILY S&P 500 BE | 2500-12-31      | N/A      | 0.0000% | $286.00            | $8848.84           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY REGIONAL B | 2500-12-31      | N/A      | 0.0000% | $99.00             | $11214.72          | Equities   |
| ETF SER SOLUTIONS              DEFIANCE QUANTUM | 2500-12-31      | N/A      | 0.0000% | $178.00            | $23129.32          | Equities   |
| FATE THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $77964.00          | $96675.36          | Equities   |
| ETFIS SER TR I                 VIRTUS REAVES UT | 2500-12-31      | N/A      | 0.0000% | $3477.00           | $283549.35         | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $4791.00           | $19020.27          | Equities   |
| ETF SER SOLUTIONS              BAHL GAYNOR SML  | 2500-12-31      | N/A      | 0.0000% | $6520.00           | $201924.40         | Equities   |
| ETFIS SER TR I                 VIRTUS REAVES UT | 2500-12-31      | N/A      | 0.0000% | $15.00             | $1223.25           | Equities   |
| GLOBAL E ONLINE LTD            SHS              | 2500-12-31      | N/A      | 0.0000% | $262339.00         | $8240067.99        | Equities   |
| PERION NETWORK LTD             SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $54.00             | $554.58            | Equities   |
| 1RT ACQUISITION CORP.          USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $2.00              | $20.36             | Equities   |
| GENPACT LIMITED                SHS              | 2500-12-31      | N/A      | 0.0000% | $128681.00         | $4359712.28        | Equities   |
| REAL ASSET ACQUISITION CORP    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $4052.00           | $44166.80          | Equities   |
| NVENT ELEC PLC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $33389.00          | $4586646.93        | Equities   |
| AMERICAN WELL CORP             COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $6011.00           | $36787.32          | Equities   |
| AMTECH SYS INC                 COM PAR $0.01N   | 2500-12-31      | N/A      | 0.0000% | $1750.00           | $28997.50          | Equities   |
| ANNOVIS BIO INC                COM              | 2500-12-31      | N/A      | 0.0000% | $565.00            | $1039.60           | Equities   |
| ALIGHT INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $56545.00          | $42414.40          | Equities   |
| ALECTOR INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1097.00           | $2523.10           | Equities   |
| AMERIPRISE FINL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $5187.00           | $2465796.06        | Equities   |
| ANTERIX INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $9388.00           | $426590.72         | Equities   |
| CMS ENERGY CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $25.00             | $1868.25           | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $13243.00          | $33902.08          | Equities   |
| THE CAMPBELLS COMPANY          COM              | 2500-12-31      | N/A      | 0.0000% | $77.00             | $1574.65           | Equities   |
| CAPITOL FED FINL INC           COM              | 2500-12-31      | N/A      | 0.0000% | $52.00             | $392.34            | Equities   |
| CECO ENVIRONMENTAL CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $41.00             | $2971.68           | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $13913.00          | $21426.02          | Equities   |
| WILLIS TOWERS WATSON PLC LTD   SHS              | 2500-12-31      | N/A      | 0.0000% | $3364.00           | $975930.04         | Equities   |
| AMER SPORTS INC                COM SHS          | 2500-12-31      | N/A      | 0.0000% | $215328.00         | $7428816.00        | Equities   |
| ASML HLDG NV                   N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $89464.00          | $124719973.12      | Equities   |
| KAMADA LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $1537.00           | $12465.07          | Equities   |
| RAYTECH HLDG LTD               SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $9218.00           | $22676.28          | Equities   |
| REGENCELL BIOSCIENCE HLDGS LTD ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $45503.00          | $1317311.85        | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $4.00              | $6.16              | Equities   |
| ISHARES TR                     U.S. PHARMA ETF  | 2500-12-31      | N/A      | 0.0000% | $2317.00           | $196527.94         | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $5425.00           | $9059.75           | Equities   |
| WESTLAKE CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $26.00             | $2896.66           | Equities   |
| MOLINA HEALTHCARE INC          COM              | 2500-12-31      | N/A      | 0.0000% | $19.00             | $3733.31           | Equities   |
| W & T OFFSHORE INC             COM              | 2500-12-31      | N/A      | 0.0000% | $7297.00           | $32690.56          | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000IDX   | 2500-12-31      | N/A      | 0.0000% | $2307.00           | $741723.57         | Equities   |
| MILLERKNOLL INC                COM              | 2500-12-31      | N/A      | 0.0000% | $68.00             | $1083.92           | Equities   |
| NANO NUCLEAR ENERGY INC        COM              | 2500-12-31      | N/A      | 0.0000% | $97.00             | $2174.74           | Equities   |
| NEONODE INC                    COM PAR          | 2500-12-31      | N/A      | 0.0000% | $75597.00          | $118687.29         | Equities   |
| RADCOM LTD                     SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $2938.00           | $45597.76          | Equities   |
| STERIS PLC                     SHS USD          | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $276445.00         | Equities   |
| RADCOM LTD                     SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $2019.00           | $31334.88          | Equities   |
| ISHARES TR                     MSCI AC ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $59.00             | $6344.86           | Equities   |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $45391.00          | $7506763.58        | Equities   |
| LIVANOVA PLC                   SHS              | 2500-12-31      | N/A      | 0.0000% | $59.00             | $3476.28           | Equities   |
| BRIGHTSTAR LOTTERY PLC         SHS USD          | 2500-12-31      | N/A      | 0.0000% | $27.00             | $349.38            | Equities   |
| INFORMATION SVCS GROUP INC     COM              | 2500-12-31      | N/A      | 0.0000% | $282.00            | $1139.28           | Equities   |
| SPROTT ETF TRUST               JR GOLD MINERS E | 2500-12-31      | N/A      | 0.0000% | $2374.00           | $206514.26         | Equities   |
| MERIDIAN CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $11842.00          | $217537.54         | Equities   |
| MERIDIAN CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $11600.00          | $213092.00         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI RL EST ETF  | 2500-12-31      | N/A      | 0.0000% | $571.00            | $16439.09          | Equities   |
| FRANKLIN COVEY CO              COM              | 2500-12-31      | N/A      | 0.0000% | $905.00            | $19575.15          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI HLTH CARE I | 2500-12-31      | N/A      | 0.0000% | $1.00              | $68.94             | Equities   |
| FIDELITY COVINGTON TRUST       MSCI RL EST ETF  | 2500-12-31      | N/A      | 0.0000% | $60364.00          | $1737879.56        | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN INDIA   | 2500-12-31      | N/A      | 0.0000% | $85.00             | $2983.50           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $295572.00         | $20403335.16       | Equities   |
| STONEX GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $35.00             | $3627.75           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $486837.00         | $15836807.61       | Equities   |
| NEWAMSTERDAM PHARMA COMPANY NV ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $77258.00          | $2196444.94        | Equities   |
| WISDOMTREE TR                  EMER MKT HIGH FD | 2500-12-31      | N/A      | 0.0000% | $21.00             | $1086.33           | Equities   |
| TSAKOS ENERGY NAVIGATION LTD   SHS              | 2500-12-31      | N/A      | 0.0000% | $339.00            | $13593.90          | Equities   |
| HAFNIA LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $61.00             | $536.19            | Equities   |
| GRANITESHARES ETF TR           GRANITESHARES 2X | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3869.00           | Equities   |
| HUDSON TECHNOLOGIES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $4894.00           | $29755.52          | Equities   |
| GRANITESHARES ETF TR           2X LONG COIN DAI | 2500-12-31      | N/A      | 0.0000% | $15.00             | $109.35            | Equities   |
| IRSA INVERSIONES Y REP S A     SPON GDS ECH  10 | 2500-12-31      | N/A      | 0.0000% | $1367.00           | $19370.39          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP400 VL   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $138.61            | Equities   |
| INSEEGO CORP                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $46.00             | $680.34            | Equities   |
| HYSTER-YALE INC                CL A             | 2500-12-31      | N/A      | 0.0000% | $797.00            | $30556.98          | Equities   |
| INTELLICHECK MOBILISA INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7609.00           | $60719.82          | Equities   |
| INHIBIKASE THERAPEUTICS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $110046.00         | $204685.56         | Equities   |
| INFORMATION SVCS GROUP INC     COM              | 2500-12-31      | N/A      | 0.0000% | $31664.00          | $127922.56         | Equities   |
| HYATT HOTELS CORP              COM CL A         | 2500-12-31      | N/A      | 0.0000% | $27.00             | $4290.57           | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $16612.00          | $10990000.84       | Equities   |
| INTERPARFUMS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $24.00             | $2170.08           | Equities   |
| INHIBIKASE THERAPEUTICS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $94.00             | $174.84            | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P MIDCP LOW    | 2500-12-31      | N/A      | 0.0000% | $14199.00          | $929240.78         | Equities   |
| NORTHPOINTE BANCSHARES INC.    COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2065.00           | $35910.35          | Equities   |
| PRECISION BIOSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5237.00           | $36135.30          | Equities   |
| NORTHROP GRUMMAN CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $7660.00           | $4384660.60        | Equities   |
| KLX ENERGY SERVICES HOLDINGS   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1665.00           | $6543.45           | Equities   |
| JUMIA TECHNOLOGIES AG          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $29.00             | $199.81            | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MULTFCTR EMRNG   | 2500-12-31      | N/A      | 0.0000% | $97060.00          | $3613204.09        | Equities   |
| KNIFE RIVER CORP               COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $8.00              | $717.68            | Equities   |
| MARVELL TECHNOLOGY INC         COM              | 2500-12-31      | N/A      | 0.0000% | $796576.00         | $124719904.32      | Equities   |
| WISDOMTREE TR                  US SMALLCAP DIVD | 2500-12-31      | N/A      | 0.0000% | $1.00              | $38.23             | Equities   |
| WEST FRASER TIMBER CO LTD      COM              | 2500-12-31      | N/A      | 0.0000% | $207280.00         | $13083513.60       | Equities   |
| JBT MAREL CORPORATION          COM              | 2500-12-31      | N/A      | 0.0000% | $79.00             | $9431.81           | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $9787.00           | $270708.42         | Equities   |
| LAM RESEARCH CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $330557.00         | $82226053.75       | Equities   |
| UNITEDHEALTH GROUP INC         COM              | 2500-12-31      | N/A      | 0.0000% | $145.00            | $53757.30          | Equities   |
| GLOBAL X FDS                   CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $17.00             | $338.81            | Equities   |
| HIPPO HLDGS INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1613.00           | $45518.86          | Equities   |
| SPROTT FDS TR                  SPROTT CRITICAL  | 2500-12-31      | N/A      | 0.0000% | $19699.00          | $699117.51         | Equities   |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $4952.00           | $207538.32         | Equities   |
| ISHARES TR                     CORE MSCI TOTAL  | 2500-12-31      | N/A      | 0.0000% | $1715.00           | $156425.15         | Equities   |
| ONEMEDNET CORP                 CL A             | 2500-12-31      | N/A      | 0.0000% | $28527.00          | $30809.16          | Equities   |
| HAIN CELESTIAL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $1.93              | Equities   |
| HAIN CELESTIAL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $345950.00         | $222342.07         | Equities   |
| HBT FINL INC.                  COM              | 2500-12-31      | N/A      | 0.0000% | $1016.00           | $28427.68          | Equities   |
| THE ONCOLOGY INSTITUTE INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $3.71              | Equities   |
| ORASURE TECHNOLOGIES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $3330.00           | $9856.80           | Equities   |
| MARAVAI LIFESCIENCES HLDGS INC COM CL A         | 2500-12-31      | N/A      | 0.0000% | $97845.00          | $340500.60         | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $293832.00         | $124719930.72      | Equities   |
| ULTRAGENYX PHARMACEUTICAL INC  COM              | 2500-12-31      | N/A      | 0.0000% | $8853.00           | $214065.54         | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $2217638.00        | $124719961.12      | Equities   |
| SCHWAB STRATEGIC TR            1000 INDEX ETF   | 2500-12-31      | N/A      | 0.0000% | $1352.00           | $46265.44          | Equities   |
| KRANESHARES TRUST              BOSERA MSCI CHIN | 2500-12-31      | N/A      | 0.0000% | $6136.00           | $201607.48         | Equities   |
| PROSHARES TR                   PSHS ULTRA QQQ   | 2500-12-31      | N/A      | 0.0000% | $15.00             | $1194.60           | Equities   |
| PACER FDS TR                   LUNT LRGCP MULTI | 2500-12-31      | N/A      | 0.0000% | $1.00              | $54.23             | Equities   |
| TIDAL TRUST II                 YIELDMAX AAPL    | 2500-12-31      | N/A      | 0.0000% | $7355.00           | $88186.45          | Equities   |
| PCB BANCORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $284.00            | $6850.08           | Equities   |
| UNITED STS NAT GAS FD LP       UNIT PAR         | 2500-12-31      | N/A      | 0.0000% | $2791.00           | $28328.65          | Equities   |
| PORCH GROUP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $77.00             | $780.01            | Equities   |
| RED ROBIN GOURMET BURGERS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $1602.00           | $5735.16           | Equities   |
| SANMINA CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $19.00             | $3964.73           | Equities   |
| SCILEX HOLDING CO              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1252.00           | $10817.28          | Equities   |
| JOHN MARSHALL BANCORP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1767.00           | $36894.96          | Equities   |
| PROSHARES TR II                ULTRA SILVER NEW | 2500-12-31      | N/A      | 0.0000% | $60.00             | $6370.20           | Equities   |
| ABRDN PLATINUM ETF TRUST       PHYSCL PLATM SHS | 2500-12-31      | N/A      | 0.0000% | $13074.00          | $2230424.40        | Equities   |
| OUTDOOR HOLDING CO             COM              | 2500-12-31      | N/A      | 0.0000% | $1505.00           | $3055.15           | Equities   |
| ACCO BRANDS CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $12777.00          | $41397.48          | Equities   |
| ACCO BRANDS CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $19199.00          | $62204.76          | Equities   |
| TAT TECHNOLOGIES LTD           ORD NEW          | 2500-12-31      | N/A      | 0.0000% | $6629.00           | $234467.73         | Equities   |
| AFYA LTD                       CL A COM         | 2500-12-31      | N/A      | 0.0000% | $2468.00           | $34724.76          | Equities   |
| ALPS ETF TR                    ACTIVE REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $6246.00           | $183132.72         | Equities   |
| AMC GLOBAL MEDIA INC           CL A             | 2500-12-31      | N/A      | 0.0000% | $2696.00           | $22268.96          | Equities   |
| AMC ENTMT HLDGS INC            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $16.00             | $24.96             | Equities   |
| ACCEL ENTERTAINMENT INC        COM CL A1        | 2500-12-31      | N/A      | 0.0000% | $2050.00           | $25604.50          | Equities   |
| AB ACTIVE ETFS INC             DISRUPTORS ETF   | 2500-12-31      | N/A      | 0.0000% | $2227.00           | $276637.94         | Equities   |
| ALPS ETF TR                    DYNAMIC US DIVID | 2500-12-31      | N/A      | 0.0000% | $2027.00           | $136660.34         | Equities   |
| TUCOWS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7.00              | $109.62            | Equities   |
| VITA COCO CO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $724.00            | $48471.80          | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $49844.00          | $32609938.56       | Equities   |
| VANGUARD ADMIRAL FDS INC       500 VAL IDX FD   | 2500-12-31      | N/A      | 0.0000% | $513.00            | $109397.25         | Equities   |
| WESTERN NEW ENG BANCORP INC    COM              | 2500-12-31      | N/A      | 0.0000% | $2577.00           | $36052.23          | Equities   |
| YUANBAO INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $6.00              | $94.32             | Equities   |
| TRONOX HOLDINGS PLC            SHS              | 2500-12-31      | N/A      | 0.0000% | $746.00            | $7206.36           | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000GRW   | 2500-12-31      | N/A      | 0.0000% | $60.00             | $15376.25          | Equities   |
| LENNAR CORP                    CL A             | 2500-12-31      | N/A      | 0.0000% | $356.00            | $31580.76          | Equities   |
| GRANITE CONSTR INC             COM              | 2500-12-31      | N/A      | 0.0000% | $12.00             | $1470.60           | Equities   |
| VANECK ETF TRUST               RETAIL ETF       | 2500-12-31      | N/A      | 0.0000% | $5742.00           | $1529208.29        | Equities   |
| KB HOME                        COM              | 2500-12-31      | N/A      | 0.0000% | $62.00             | $3242.60           | Equities   |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $51547.00          | $374231.22         | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $688.00            | $4891.68           | Equities   |
| MARTIN MARIETTA MATLS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $33.00             | $20224.05          | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $91087.00          | $232271.85         | Equities   |
| SPOK HLDGS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $788.00            | $8707.40           | Equities   |
| SPIRE GLOBAL INC               COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $82.00             | $1296.42           | Equities   |
| KITE REALTY GROUP TRUST        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $68.00             | $1771.40           | Equities   |
| TACTILE SYS TECHNOLOGY INC     COM              | 2500-12-31      | N/A      | 0.0000% | $33.00             | $742.50            | Equities   |
| QFIN HOLDINGS INC              AMERICAN DEP     | 2500-12-31      | N/A      | 0.0000% | $1160956.00        | $14651264.72       | Equities   |
| SPECTRUM BRANDS HOLDINGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $59.00             | $4807.91           | Equities   |
| EVGO INC                       CL A COM         | 2500-12-31      | N/A      | 0.0000% | $272.00            | $571.20            | Equities   |
| DIREXION SHARES ETF TRUST      DLY AAPL BULL 2X | 2500-12-31      | N/A      | 0.0000% | $17921.00          | $563794.66         | Equities   |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A             | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1476.90           | Equities   |
| CURIOSITYSTREAM INC            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $32279.00          | $99742.11          | Equities   |
| COMMUNITY HEALTH SYS INC NEW   COM              | 2500-12-31      | N/A      | 0.0000% | $174873.00         | $501885.51         | Equities   |
| COCA-COLA FEMSA SAB DE CV      SPONS ADS REP    | 2500-12-31      | N/A      | 0.0000% | $10.00             | $990.20            | Equities   |
| ENTRADA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $6281.00           | $79894.32          | Equities   |
| EMPLOYERS HLDGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $665.00            | $28442.05          | Equities   |
| COTY INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $358447.00         | $849519.39         | Equities   |
| CLAROS MTG TR INC              COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $481092.00         | $1246028.28        | Equities   |
| CLEARWATER PAPER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $706.00            | $9100.34           | Equities   |
| BROADCOM INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $307608.00         | $124719663.60      | Equities   |
| AXT INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $311385.00         | $22130131.95       | Equities   |
| ALLEGIANT TRAVEL CO            COM              | 2500-12-31      | N/A      | 0.0000% | $8.00              | $596.08            | Equities   |
| ACUSHNET HLDGS CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $1690.00           | $161124.60         | Equities   |
| ADVISORSHARES TR               PURE US CANNABIS | 2500-12-31      | N/A      | 0.0000% | $691916.00         | $3348873.44        | Equities   |
| OKLO INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $3098.00           | $201308.04         | Equities   |
| AGENUS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1592.00           | $6113.28           | Equities   |
| ADAGENE INC                    ADS              | 2500-12-31      | N/A      | 0.0000% | $4145.00           | $14714.75          | Equities   |
| AGENUS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6529.00           | $25071.36          | Equities   |
| ALLOGENE THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $444565.00         | $938032.15         | Equities   |
| AGIOS PHARMACEUTICALS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $4.00              | $112.20            | Equities   |
| ALLIENT INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $562.00            | $41543.04          | Equities   |
| ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   | 2500-12-31      | N/A      | 0.0000% | $56.00             | $3131.52           | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $1914.00           | $99403.59          | Equities   |
| BEACON FINANCIAL CORP.         COM              | 2500-12-31      | N/A      | 0.0000% | $13.00             | $407.42            | Equities   |
| BLACKSKY TECHNOLOGY INC        CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $32.00             | $1013.12           | Equities   |
| BLACKROCK ETF TRUST            ISHARES A I INNO | 2500-12-31      | N/A      | 0.0000% | $26382.00          | $1095116.82        | Equities   |
| DIREXION SHARES ETF TRUST      DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $192131.00         | $2766686.40        | Equities   |
| CAPITAL GROUP CORE EQUITY ETF  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $4438.00           | $187461.12         | Equities   |
| DHI GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $4829.00           | $11975.92          | Equities   |
| DXP ENTERPRISES INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $35.00             | $5776.40           | Equities   |
| EVOLUS INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $43846.00          | $227122.28         | Equities   |
| ELECTRONIC ARTS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $488395.00         | $98983014.65       | Equities   |
| FTI CONSULTING INC             COM              | 2500-12-31      | N/A      | 0.0000% | $87.00             | $15601.71          | Equities   |
| ENACT HLDGS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $199.00            | $8791.82           | Equities   |
| ELDORADO GOLD CORP NEW         COM              | 2500-12-31      | N/A      | 0.0000% | $401705.00         | $11894485.05       | Equities   |
| VANGUARD INDEX FDS             SML CP GRW ETF   | 2500-12-31      | N/A      | 0.0000% | $2.00              | $655.04            | Equities   |
| WARNER BROS DISCOVERY INC      COM SER A        | 2500-12-31      | N/A      | 0.0000% | $4610720.00        | $124719976.00      | Equities   |
| SOLID POWER INC                CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $4.00              | $13.40             | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET ENE | 2500-12-31      | N/A      | 0.0000% | $81.00             | $4781.43           | Equities   |
| REDWIRE CORPORATION            COM              | 2500-12-31      | N/A      | 0.0000% | $47.00             | $404.20            | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1041260.00        | $1395288.40        | Equities   |
| TENABLE HLDGS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $36.00             | $772.92            | Equities   |
| GALAXY DIGITAL INC.            CL A             | 2500-12-31      | N/A      | 0.0000% | $391.00            | $9939.22           | Equities   |
| GRAVITY CO LTD                 SPONSORED ADS NE | 2500-12-31      | N/A      | 0.0000% | $1.00              | $60.66             | Equities   |
| FIDELITY COVINGTON TRUST       CONSMR STAPLES   | 2500-12-31      | N/A      | 0.0000% | $57.00             | $3026.13           | Equities   |
| FIDELITY NATL INFORMATION SVCS COM              | 2500-12-31      | N/A      | 0.0000% | $153480.00         | $7093845.60        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $105086.00         | $12043906.46       | Equities   |
| GLOBAL X FDS                   1-3 MONTH T-BILL | 2500-12-31      | N/A      | 0.0000% | $133.00            | $13345.22          | Equities   |
| RINGCENTRAL INC                CL A             | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1326.27           | Equities   |
| KEURIG DR PEPPER INC           COM              | 2500-12-31      | N/A      | 0.0000% | $122300.00         | $3538139.00        | Equities   |
| KIMBALL ELECTRONICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $36456.00          | Equities   |
| LEVI STRAUSS & CO NEW          CL A COM STK     | 2500-12-31      | N/A      | 0.0000% | $3.00              | $65.67             | Equities   |
| KOPIN CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $47024.00          | $184804.32         | Equities   |
| REVOLVE GROUP INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $51.00             | $1315.29           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $82.00             | $20479.50          | Equities   |
| KANZHUN LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $648613.00         | $8788706.15        | Equities   |
| SANDRIDGE ENERGY INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1591.00           | $24899.15          | Equities   |
| SENSIENT TECHNOLOGIES CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $42.00             | $5062.68           | Equities   |
| CHAMPION HOMES INC             COM              | 2500-12-31      | N/A      | 0.0000% | $11486.00          | $857429.90         | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET CON | 2500-12-31      | N/A      | 0.0000% | $465577.00         | $54398016.68       | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $290135.00         | $435202.50         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $54311.00          | $1586967.42        | Equities   |
| SERVICENOW INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $49962.00          | $4441122.18        | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET REA | 2500-12-31      | N/A      | 0.0000% | $3835.00           | $167359.40         | Equities   |
| WALKER & DUNLOP INC            COM              | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1732.98           | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $596033.00         | $124719905.25      | Equities   |
| GRANITESHARES ETF TR           2X SHORT NVDA DA | 2500-12-31      | N/A      | 0.0000% | $118726.00         | $610251.64         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ BIOTECH   | 2500-12-31      | N/A      | 0.0000% | $27208.00          | $778127.03         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II TECH ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $182.66            | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED MID     | 2500-12-31      | N/A      | 0.0000% | $286.00            | $10825.10          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    DJ INTERNT IDX   | 2500-12-31      | N/A      | 0.0000% | $286662.00         | $75188575.98       | Equities   |
| ISHARES TR                     CORE S&P SCP ETF | 2500-12-31      | N/A      | 0.0000% | $2.00              | $269.46            | Equities   |
| KENVUE INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $7238537.00        | $124719992.51      | Equities   |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $18.00             | $1197.72           | Equities   |
| ISHARES TR                     SELECT DIVID ETF | 2500-12-31      | N/A      | 0.0000% | $187.00            | $28612.87          | Equities   |
| FIRST INTERNET BANCORP         COM              | 2500-12-31      | N/A      | 0.0000% | $324.00            | $7315.92           | Equities   |
| NATIONAL STORAGE AFFILIATES TR COM SHS BEN IN   | 2500-12-31      | N/A      | 0.0000% | $3067.00           | $127188.49         | Equities   |
| S & T BANCORP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1488.18           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $5448.00           | $136908.24         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE GROWTH    | 2500-12-31      | N/A      | 0.0000% | $242.00            | $22397.10          | Equities   |
| ROCKET PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $2953714.00        | $10278924.72       | Equities   |
| PIPER SANDLER COMPANIES        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1362.00           | $117649.56         | Equities   |
| THE REAL BROKERAGE INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9139.00           | $19648.85          | Equities   |
| SPROTT FDS TR                  JR COPPER MINERS | 2500-12-31      | N/A      | 0.0000% | $60.00             | $2404.20           | Equities   |
| SYNAPTICS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $46.00             | $4072.84           | Equities   |
| NORFOLK SOUTHN CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $399589.00         | $124719718.68      | Equities   |
| SYNTEC OPTICS HLDGS INC        CL A             | 2500-12-31      | N/A      | 0.0000% | $3588.00           | $24828.96          | Equities   |
| SUPER MICRO COMPUTER INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $28.00             | $736.96            | Equities   |
| SYNDAX PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $27.00             | $557.01            | Equities   |
| CLARUS CORP NEW                COM              | 2500-12-31      | N/A      | 0.0000% | $197687.00         | $519916.81         | Equities   |
| CITIZENS & NORTHN CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $1346.00           | $30958.00          | Equities   |
| DIREXION SHARES ETF TRUST      DLY TSM BULL 2X  | 2500-12-31      | N/A      | 0.0000% | $16066.00          | $1218766.76        | Equities   |
| ENERGY FUELS INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $664.00            | $13001.12          | Equities   |
| FARMER BROS CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $9.00              | $11.61             | Equities   |
| ENTRAVISION COMMUNICATIONS CP  CL A             | 2500-12-31      | N/A      | 0.0000% | $31458.00          | $117652.92         | Equities   |
| AQUESTIVE THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $4.05              | Equities   |
| BRC GROUP HOLDINGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $78.00             | $589.68            | Equities   |
| BANK7 CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $43.50             | Equities   |
| BANK MONTREAL MEDIUM           CALL LKD 41      | 2500-12-31      | N/A      | 0.0000% | $20000.00          | $771400.00         | Equities   |
| COMMERCE.COM INC               COM SER 1        | 2500-12-31      | N/A      | 0.0000% | $31228.00          | $87126.12          | Equities   |
| BCB BANCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $12299.00          | $126802.69         | Equities   |
| AMPCO-PITTSBURG CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $118.00            | $1194.16           | Equities   |
| BLACKROCK ETF TRUST            ISHARES US EQUIT | 2500-12-31      | N/A      | 0.0000% | $3.00              | $190.35            | Equities   |
| AMREP CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $1671.00           | $45233.97          | Equities   |
| APOLLO COML REAL ESTATE FIN    COM              | 2500-12-31      | N/A      | 0.0000% | $9.00              | $96.66             | Equities   |
| APOGEE ENTERPRISES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $733.00            | $26102.13          | Equities   |
| COMSTOCK HLDG COS INC          CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $1721.00           | $27174.59          | Equities   |
| CCC INTELLIGENT SOLUTIONS HLD  COM              | 2500-12-31      | N/A      | 0.0000% | $25029.00          | $120639.78         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  ESG NASDAQ 100   | 2500-12-31      | N/A      | 0.0000% | $8446.00           | $384325.09         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL STP   | 2500-12-31      | N/A      | 0.0000% | $1072.00           | $31441.76          | Equities   |
| ISHARES INC                    MSCI THAILND ETF | 2500-12-31      | N/A      | 0.0000% | $37.00             | $2558.55           | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $8938.00           | $648898.80         | Equities   |
| ISHARES TR                     ESG AWR US AGRGT | 2500-12-31      | N/A      | 0.0000% | $87.00             | $4125.54           | Equities   |
| ISHARES TR                     CORE DIV GRWTH   | 2500-12-31      | N/A      | 0.0000% | $21597.00          | $1570317.87        | Equities   |
| ISHARES TR                     ESG MSCI LEADR   | 2500-12-31      | N/A      | 0.0000% | $13671.00          | $1714187.55        | Equities   |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $12604.00          | $478321.80         | Equities   |
| ADC THERAPEUTICS SA            SHS              | 2500-12-31      | N/A      | 0.0000% | $193562.00         | $731664.36         | Equities   |
| ISHARES TR                     TRUST ISHARE 0-1 | 2500-12-31      | N/A      | 0.0000% | $188612.00         | $20817106.44       | Equities   |
| TERNS PHARMACEUTICALS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $267.00            | $14129.64          | Equities   |
| AGENCIA COML SPIRITS LTD       USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $66.00             | $1247.40           | Equities   |
| ADC THERAPEUTICS SA            SHS              | 2500-12-31      | N/A      | 0.0000% | $6600.00           | $24948.00          | Equities   |
| CI&T INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $9999.00           | $40495.95          | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $744.00            | $3794.40           | Equities   |
| IMMERSION CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $3953.00           | $23204.11          | Equities   |
| IDENTIV INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $467.00            | $2166.88           | Equities   |
| ONDAS INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $29.00             | $275.21            | Equities   |
| WISDOMTREE TR                  INDIA ERNGS FD   | 2500-12-31      | N/A      | 0.0000% | $81606.00          | $3519666.78        | Equities   |
| HARTFORD INSURANCE GROUP INC   COM              | 2500-12-31      | N/A      | 0.0000% | $19069.00          | $2605588.16        | Equities   |
| 908 DEVICES INC                COM              | 2500-12-31      | N/A      | 0.0000% | $62.00             | $403.00            | Equities   |
| NATIONAL BANKSHARES INC VA     COM              | 2500-12-31      | N/A      | 0.0000% | $225.00            | $8043.75           | Equities   |
| NICE LTD                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2.00              | $203.74            | Equities   |
| OVID THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $4051.00           | $10897.19          | Equities   |
| NKARTA INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $290444.00         | $781294.36         | Equities   |
| NAVAN INC                      CL A             | 2500-12-31      | N/A      | 0.0000% | $7.00              | $119.91            | Equities   |
| MURPHY OIL CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $29.00             | $1213.07           | Equities   |
| NORTH AMERN CONSTR GROUP LTD   COM              | 2500-12-31      | N/A      | 0.0000% | $1588.00           | $22930.72          | Equities   |
| UNITED STS COMMODITY INDEX FD  CM REP COPP FD   | 2500-12-31      | N/A      | 0.0000% | $75407.00          | $2712389.79        | Equities   |
| OPERA LTD                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2140.00           | $37129.00          | Equities   |
| DIREXION SHARES ETF TRUST      DLY MU BULL 2X   | 2500-12-31      | N/A      | 0.0000% | $1393.00           | $378826.35         | Equities   |
| ETF SER SOLUTIONS              US DIVERSIFIED   | 2500-12-31      | N/A      | 0.0000% | $3232.00           | $103864.20         | Equities   |
| EXAGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $17865.00          | $49307.40          | Equities   |
| ANIKA THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $6345.00           | $78614.55          | Equities   |
| ANGEL STUDIOS INC              CL A COM         | 2500-12-31      | N/A      | 0.0000% | $3512.00           | $8990.72           | Equities   |
| ASPEN AEROGELS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $51.00             | $184.11            | Equities   |
| AMERICAN INTEGRITY INS GROUP I COM              | 2500-12-31      | N/A      | 0.0000% | $1441.00           | $27912.17          | Equities   |
| ATEA PHARMACEUTICALS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $48.00             | $260.64            | Equities   |
| FIRST TR EXCHANGE-TRADED FD    UT COM SHS ETF   | 2500-12-31      | N/A      | 0.0000% | $112.00            | $6841.70           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    UT COM SHS ETF   | 2500-12-31      | N/A      | 0.0000% | $6681.00           | $408119.57         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV NO AMER ENERGY   | 2500-12-31      | N/A      | 0.0000% | $199.00            | $8732.10           | Equities   |
| FIRST MID BANCSHARES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $175.00            | $7525.00           | Equities   |
| 1 800 FLOWERS COM INC          CL A             | 2500-12-31      | N/A      | 0.0000% | $728540.00         | $2542604.60        | Equities   |
| OMEROS CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $81.00             | $1179.36           | Equities   |
| ESTABLISHMENT LABS HLDGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $481526.00         | $30061668.18       | Equities   |
| INSPIRE MED SYS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $206.00            | $11002.46          | Equities   |
| GLOBAL X FDS                   GLOBX SUPDV US   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $19.18             | Equities   |
| JANUS DETROIT STR TR           HENDRSON AAA CL  | 2500-12-31      | N/A      | 0.0000% | $8190.00           | $415233.00         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ULTRA SHRT ETF   | 2500-12-31      | N/A      | 0.0000% | $1013995.00        | $51298007.05       | Equities   |
| GLOBAL X FDS                   GLOBAL X SILVER  | 2500-12-31      | N/A      | 0.0000% | $93.00             | $8038.92           | Equities   |
| GE AEROSPACE                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $708925.00         | Equities   |
| SCHMID GROUP N.V.              EURO SHS CL A    | 2500-12-31      | N/A      | 0.0000% | $91.00             | $540.54            | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $45678.00          | $425262.18         | Equities   |
| KIMBERLY-CLARK CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $76.00             | $7303.60           | Equities   |
| GENERAL DYNAMICS CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $1468.00           | $497255.64         | Equities   |
| IREN LIMITED                   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $2909939.00        | $124719985.54      | Equities   |
| TILRAY BRANDS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $7803.00           | $47910.42          | Equities   |
| VALENS SEMICONDUCTOR LTD       ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $30274.00          | $45713.74          | Equities   |
| SUPERX AI TECHNOLOGY LTD       USD ORD SHS NEW  | 2500-12-31      | N/A      | 0.0000% | $123154.00         | $977842.76         | Equities   |
| AXIS CAP HLDGS LTD             SHS              | 2500-12-31      | N/A      | 0.0000% | $6604.00           | $646927.84         | Equities   |
| AUDIOCODES LTD                 ORD              | 2500-12-31      | N/A      | 0.0000% | $47552.00          | $418457.60         | Equities   |
| PRIMORIS SVCS CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $55.00             | $9133.85           | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  PRIN U S SMALL   | 2500-12-31      | N/A      | 0.0000% | $6396.00           | $396879.48         | Equities   |
| PROCURE ETF TRUST II           SPACE ETF        | 2500-12-31      | N/A      | 0.0000% | $1765.00           | $87561.65          | Equities   |
| PHREESIA INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1174.00           | $11000.38          | Equities   |
| PIMCO ETF TR                   25YR+ ZERO U S   | 2500-12-31      | N/A      | 0.0000% | $21.00             | $1308.09           | Equities   |
| OPTICAL CABLE CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1912.00           | $17437.44          | Equities   |
| NEW ERA ENERGY & DIGITAL INC   COM              | 2500-12-31      | N/A      | 0.0000% | $19.00             | $70.11             | Equities   |
| PENSKE AUTOMOTIVE GRP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $50.00             | $8583.00           | Equities   |
| PIONEER PWR SOLUTIONS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1006.00           | $3671.90           | Equities   |
| NOVARTIS AG                    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $142.94            | Equities   |
| POST HLDGS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $9.00              | $918.45            | Equities   |
| ARROWHEAD PHARMACEUTICALS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $34.00             | $2398.02           | Equities   |
| ARTIVA BIOTHERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $372.00            | $3243.84           | Equities   |
| CITIZENS FINL SVCS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $397.00            | $25785.15          | Equities   |
| THE BEACHBODY COMPANY INC      COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $32.00             | $488.64            | Equities   |
| BCE INC                        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1116.48           | Equities   |
| ATKORE INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $384165.00         | $28946832.75       | Equities   |
| AMERICOLD REALTY TRUST INC     COM              | 2500-12-31      | N/A      | 0.0000% | $3301.00           | $39612.00          | Equities   |
| BANK OZK LITTLE ROCK ARK       COM              | 2500-12-31      | N/A      | 0.0000% | $85.00             | $4037.50           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2754.00           | $303159.22         | Equities   |
| STRUCTURE THERAPEUTICS INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $77.00             | $3185.11           | Equities   |
| SEACOR MARINE HLDGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $4482.00           | $33435.72          | Equities   |
| FOX CORP                       CL A COM         | 2500-12-31      | N/A      | 0.0000% | $1962.00           | $123488.28         | Equities   |
| FLOTEK INDUSTRIES INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $25.00             | $423.50            | Equities   |
| FIRST UTD CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $3850.00           | $143027.50         | Equities   |
| FULLER H B CO                  COM              | 2500-12-31      | N/A      | 0.0000% | $52.00             | $3111.68           | Equities   |
| SANARA MEDTECH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $216.00            | $3931.20           | Equities   |
| PINNACLE FINL PARTNERS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $27937.00          | $2729724.27        | Equities   |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $29137.00          | $6436654.67        | Equities   |
| ISHARES TR                     US BR DEL SE ETF | 2500-12-31      | N/A      | 0.0000% | $3616.00           | $631462.08         | Equities   |
| ISHARES TR                     RUS 2000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $6349.00           | $2230594.17        | Equities   |
| FIGMA INC                      CLASS A COM STK  | 2500-12-31      | N/A      | 0.0000% | $56.00             | $944.16            | Equities   |
| ISHARES TR                     US CONSUM DISCRE | 2500-12-31      | N/A      | 0.0000% | $1.00              | $101.52            | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DJ INDL AVG DV   | 2500-12-31      | N/A      | 0.0000% | $12065.00          | $724865.20         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  SEMICONDUCTORS   | 2500-12-31      | N/A      | 0.0000% | $50.00             | $6443.50           | Equities   |
| ISHARES INC                    MSCI CDA ETF     | 2500-12-31      | N/A      | 0.0000% | $50.00             | $2849.00           | Equities   |
| ISHARES TR                     RUS MID CAP ETF  | 2500-12-31      | N/A      | 0.0000% | $55.00             | $5635.85           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $2542.00           | $138907.59         | Equities   |
| LIVERAMP HLDGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1837.68           | Equities   |
| GLOBAL X FDS                   SUPERDIVIDEND    | 2500-12-31      | N/A      | 0.0000% | $4602.00           | $118041.30         | Equities   |
| MGM RESORTS INTERNATIONAL      COM              | 2500-12-31      | N/A      | 0.0000% | $73823.00          | $2899029.21        | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $82.00             | $3061.06           | Equities   |
| MAYVILLE ENGR CO INC           COM              | 2500-12-31      | N/A      | 0.0000% | $1433.00           | $31282.39          | Equities   |
| H WORLD GROUP LTD              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $175233.00         | $9087583.38        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL REL   | 2500-12-31      | N/A      | 0.0000% | $1279.00           | $45116.47          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP400 VL   | 2500-12-31      | N/A      | 0.0000% | $5083.00           | $704547.51         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  OIL & GAS SERVIC | 2500-12-31      | N/A      | 0.0000% | $12471.00          | $567679.92         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  KBW PREM YIELD   | 2500-12-31      | N/A      | 0.0000% | $94810.00          | $1572414.37        | Equities   |
| MIMEDX GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $44448.00          | $137122.08         | Equities   |
| MEDLINE INC                    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $64075.00          | $2780855.00        | Equities   |
| MEDIFAST INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $718.00            | $7840.56           | Equities   |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $25721.00          | $47841.06          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP MOMNTUM | 2500-12-31      | N/A      | 0.0000% | $155.00            | $23986.25          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  LARGE CAP VALUE  | 2500-12-31      | N/A      | 0.0000% | $1235.00           | $89426.35          | Equities   |
| BIGLARI HLDGS INC              COM STK CL A     | 2500-12-31      | N/A      | 0.0000% | $5.00              | $7889.90           | Equities   |
| BRAEMAR HOTELS & RESORTS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $43705.00          | $103143.80         | Equities   |
| ENOVIS CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $519.00            | $11672.31          | Equities   |
| COMMUNITY HEALTHCARE TR INC    COM              | 2500-12-31      | N/A      | 0.0000% | $2772.00           | $47844.72          | Equities   |
| CANDEL THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $57.00             | $352.26            | Equities   |
| BOSTON BEER INC                CL A             | 2500-12-31      | N/A      | 0.0000% | $1147.00           | $271254.03         | Equities   |
| BANNER CORP                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $82.00             | $5432.50           | Equities   |
| BADGER METER INC               COM              | 2500-12-31      | N/A      | 0.0000% | $12.00             | $1414.32           | Equities   |
| NAUTILUS BIOTECHNOLOGY INC     COM              | 2500-12-31      | N/A      | 0.0000% | $13373.00          | $33432.50          | Equities   |
| TERADATA CORP DEL              COM              | 2500-12-31      | N/A      | 0.0000% | $69.00             | $1812.63           | Equities   |
| SELECT SECTOR SPDR TR          STATE STREET COM | 2500-12-31      | N/A      | 0.0000% | $124539.00         | $14358101.31       | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $924.00            | $14331.24          | Equities   |
| SANDISK CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $117194.00         | $124719026.74      | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $7681.00           | $766922.50         | Equities   |
| NCR ATLEOS CORPORATION         COM SHS          | 2500-12-31      | N/A      | 0.0000% | $400.00            | $17788.00          | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000VAL   | 2500-12-31      | N/A      | 0.0000% | $6785.00           | $1220436.95        | Equities   |
| AUDIOCODES LTD                 ORD              | 2500-12-31      | N/A      | 0.0000% | $40596.00          | $357244.80         | Equities   |
| GOLDEN ENTMT INC               COM              | 2500-12-31      | N/A      | 0.0000% | $303842.00         | $8674689.10        | Equities   |
| PROSHARES TR                   ULTRPRO S&P500   | 2500-12-31      | N/A      | 0.0000% | $133.00            | $16707.46          | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000VAL   | 2500-12-31      | N/A      | 0.0000% | $276.00            | $49644.89          | Equities   |
| UTZ BRANDS INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $79.00             | $612.25            | Equities   |
| PROFICIENT AUTO LOGISTICS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $3464.00           | $24836.88          | Equities   |
| ISABELLA BK CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $171.00            | $7139.25           | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $3699.00           | $318964.77         | Equities   |
| ISHARES TR                     3 7 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $26.00             | $3069.04           | Equities   |
| ISHARES TR                     RUS 1000 ETF     | 2500-12-31      | N/A      | 0.0000% | $48.00             | $18665.76          | Equities   |
| ISHARES INC                    MSCI MLY ETF NEW | 2500-12-31      | N/A      | 0.0000% | $155.00            | $4532.20           | Equities   |
| ELBIT SYS LTD                  ORD              | 2500-12-31      | N/A      | 0.0000% | $181.00            | $148329.50         | Equities   |
| QIAGEN NV                      ORD SHARES       | 2500-12-31      | N/A      | 0.0000% | $66296.00          | $2228208.56        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $61.00             | $6221.39           | Equities   |
| RCI HOSPITALITY HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1128.00           | $28448.16          | Equities   |
| RICHTECH ROBOTICS INC          CL B             | 2500-12-31      | N/A      | 0.0000% | $158806.00         | $376370.22         | Equities   |
| PROSHARES TR                   ULTRAPRO QQQ     | 2500-12-31      | N/A      | 0.0000% | $5440.00           | $336518.40         | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $66.00             | $4851.66           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $111900.00         | $6402918.00        | Equities   |
| PETCO HEALTH & WELLNESS CO INC COM              | 2500-12-31      | N/A      | 0.0000% | $206916.00         | $579364.80         | Equities   |
| ISHARES TR                     U.S. MED DVC ETF | 2500-12-31      | N/A      | 0.0000% | $136399.00         | $6864961.67        | Equities   |
| ISHARES INC                    MSCI JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $24.00             | $2083.44           | Equities   |
| ISHARES TR                     MORNINGSTAR GRWT | 2500-12-31      | N/A      | 0.0000% | $14.00             | $1526.91           | Equities   |
| HIGH TEMPLAR TECHNOLOGY LTD    SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $185330.00         | $439232.10         | Equities   |
| ONTO INNOVATION INC            COM              | 2500-12-31      | N/A      | 0.0000% | $438629.00         | $124719769.86      | Equities   |
| IOVANCE BIOTHERAPEUTICS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $115778.00         | $383225.18         | Equities   |
| ING GROEP N.V.                 SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $3.00              | $82.95             | Equities   |
| ISHARES TR                     GLOBAL ENERG ETF | 2500-12-31      | N/A      | 0.0000% | $46.00             | $2576.92           | Equities   |
| ISHARES TR                     IBOXX INV CP ETF | 2500-12-31      | N/A      | 0.0000% | $35.00             | $3805.55           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP LOW    | 2500-12-31      | N/A      | 0.0000% | $400.00            | $19788.00          | Equities   |
| ISHARES INC                    MSCI EQUAL WEITE | 2500-12-31      | N/A      | 0.0000% | $4540.00           | $486960.40         | Equities   |
| GENELUX CORPORATION            COM              | 2500-12-31      | N/A      | 0.0000% | $13.00             | $32.50             | Equities   |
| NCS MULTISTAGE HLDGS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6.00              | $456.00            | Equities   |
| MGE ENERGY INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $56.00             | $4410.00           | Equities   |
| MOHAWK INDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $102.89            | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $47614.00          | $1277483.62        | Equities   |
| RED RIVER BANCSHARES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $183.00            | $17077.56          | Equities   |
| ORGANOGENESIS HLDGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $82746.00          | $190315.80         | Equities   |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $367.00            | $1919.41           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $8847.00           | $2320921.98        | Equities   |
| FUTUREFUEL CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $5173.00           | $23330.23          | Equities   |
| FUTUREFUEL CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $13.53             | Equities   |
| COURSERA INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $44.00             | $268.84            | Equities   |
| ENEL CHILE SA                  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $10382.00          | $44954.06          | Equities   |
| CODEXIS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $28729.00          | $80728.49          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE NUCLEAR RE | 2500-12-31      | N/A      | 0.0000% | $5534.00           | $389372.24         | Equities   |
| EXCHANGE LISTED FDS TR         PLUS KOREA DEFE  | 2500-12-31      | N/A      | 0.0000% | $7182.00           | $446289.48         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $53.00             | $3326.28           | Equities   |
| RIO TINTO PLC                  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $76.00             | $7333.24           | Equities   |
| ST JOE CO                      COM              | 2500-12-31      | N/A      | 0.0000% | $12.00             | $828.36            | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1.00              | $145.31            | Equities   |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $45983.00          | $3735199.09        | Equities   |
| VANECK ETF TRUST               VIDEO GMNG ESPRT | 2500-12-31      | N/A      | 0.0000% | $2272.00           | $207660.80         | Equities   |
| FENNEC PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $11917.00          | $74600.42          | Equities   |
| HUNTINGTON INGALLS INDS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $21.00             | $7605.57           | Equities   |
| ISHARES TR                     MSCI CHINA ETF   | 2500-12-31      | N/A      | 0.0000% | $11982.00          | $680937.06         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL ENR   | 2500-12-31      | N/A      | 0.0000% | $4108.00           | $443664.00         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA ACTIVE US REAL   | 2500-12-31      | N/A      | 0.0000% | $946.00            | $94509.09          | Equities   |
| ISHARES TR                     MSCI INTL VLU FT | 2500-12-31      | N/A      | 0.0000% | $2455.00           | $99869.40          | Equities   |
| ISHARES TR                     MSCI ACWI ETF    | 2500-12-31      | N/A      | 0.0000% | $18037.00          | $2690038.18        | Equities   |
| GOSSAMER BIO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1333641.00        | $466240.89         | Equities   |
| PROSHARES TR                   SP500 EX TECH    | 2500-12-31      | N/A      | 0.0000% | $16518.00          | $1760397.59        | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $10126.00          | $4226693.66        | Equities   |
| J P MORGAN EXCHANGE TRADED FD  REALTY INCOME ET | 2500-12-31      | N/A      | 0.0000% | $20723.00          | $1060188.68        | Equities   |
| INTERNATIONAL SEAWAYS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $2958.00           | $240248.76         | Equities   |
| SEANERGY MARITIME HLDGS CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $2253.00           | $33028.98          | Equities   |
| CAPITAL CLEAN ENERGY CARRIERS  COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $21.29             | Equities   |
| VANGUARD INDEX FDS             MCAP VL IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $97.00             | $18605.57          | Equities   |
| VANECK ETF TRUST               JUNIOR GOLD MINE | 2500-12-31      | N/A      | 0.0000% | $18.00             | $2043.36           | Equities   |
| VANGUARD WORLD FD              HEALTH CAR ETF   | 2500-12-31      | N/A      | 0.0000% | $306.00            | $81640.80          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3170.00           | $474327.10         | Equities   |
| VANECK ETF TRUST               OIL SERVICES ETF | 2500-12-31      | N/A      | 0.0000% | $11614.00          | $5177288.92        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $164907.00         | $29307272.04       | Equities   |
| VANGUARD INDEX FDS             VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $97.00             | $19748.23          | Equities   |
| SAMSARA INC                    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $16866.00          | $495354.42         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $2.00              | $158.26            | Equities   |
| VANECK ETF TRUST               TECHNOLOGY TRUSE | 2500-12-31      | N/A      | 0.0000% | $14600.00          | $412058.72         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $30.00             | $1572.00           | Equities   |
| VTEX                           SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $7297.00           | $28093.45          | Equities   |
| NATIONAL CINEMEDIA INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $47178.00          | $168425.46         | Equities   |
| ISHARES TR                     MSCI ACWI EX US  | 2500-12-31      | N/A      | 0.0000% | $48969.00          | $3529685.52        | Equities   |
| FIDELITY COVINGTON TRUST       MSCI CONSM DIS   | 2500-12-31      | N/A      | 0.0000% | $20316.00          | $2047852.80        | Equities   |
| INGRAM MICRO HLDG CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $126333.00         | $3827889.90        | Equities   |
| J P MORGAN EXCHANGE TRADED FD  DIVERSFD EQT ETF | 2500-12-31      | N/A      | 0.0000% | $7299.00           | $413123.40         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP INFO   | 2500-12-31      | N/A      | 0.0000% | $1696.00           | $120950.58         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $40222.00          | $5184615.80        | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $21218.00          | $1368985.36        | Equities   |
| RIBBON COMMUNICATIONS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $52682.00          | $125119.75         | Equities   |
| PAR PAC HOLDINGS INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $333.00            | $22131.18          | Equities   |
| ISHARES SILVER TR              ISHARES          | 2500-12-31      | N/A      | 0.0000% | $9614.00           | $623371.76         | Equities   |
| RELAY THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $37.71             | Equities   |
| ISHARES TR                     FUTURE AI & TECH | 2500-12-31      | N/A      | 0.0000% | $2285.00           | $138562.40         | Equities   |
| RADIANT LOGISTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1571.00           | $13149.27          | Equities   |
| METALLUS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $7.00              | $132.16            | Equities   |
| THRYV HLDGS INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $178045.00         | $651644.70         | Equities   |
| SPROTT FDS TR                  ACTIVE GOLD & SI | 2500-12-31      | N/A      | 0.0000% | $5584.00           | $240022.66         | Equities   |
| STRAWBERRY FIELDS REIT INC     COM              | 2500-12-31      | N/A      | 0.0000% | $497.00            | $6147.89           | Equities   |

### Security 637: 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: ARP1H88U2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1H88U2
- **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):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **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? 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 | 2032-12-31      | 3.8750%  | 0.0000% | $10231200.00       | $10157180.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $183948500.00      | $249998217.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $157054400.00      | $249999954.74      | U.S. Treasuries (including strips) |

### Security 638: 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: ARP1H93P6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1H93P6
- **C.18 - Value (incl. sponsor support):** $199997166.00
- **C.18.a - Value (excl. sponsor support):** $199997166.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ARIS WTR HLDGS LLC             SR GLBL REGS 30     | 2030-04-01      | 7.2500%  | 0.0000% | $221000.00         | $233694.42         | Corporate Debt Securities |
| INGEVITY CORP                  SR GLBL 144A 28     | 2028-11-01      | 3.8750%  | 0.0000% | $3000.00           | $2944.10           | Corporate Debt Securities |
| MERIDIAN ARC HOLDCO LLC        SR SEC 144A 31      | 2031-04-30      | 6.2500%  | 0.0000% | $169000.00         | $168396.95         | Corporate Debt Securities |
| MANITOWOC CO INC               SR SEC GLBL 31      | 2031-10-01      | 9.2500%  | 0.0000% | $378000.00         | $406826.81         | Corporate Debt Securities |
| MIDCONTINENT COMM/FINANCE CORP SR 144A NT 8%32     | 2032-08-15      | 8.0000%  | 0.0000% | $2000.00           | $1920.75           | Corporate Debt Securities |
| WULF COMPUTE LLC               1LIEN AMZ 144A30    | 2030-10-15      | 7.7500%  | 0.0000% | $29222000.00       | $30756130.65       | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC        SR 144A NT 33       | 2033-05-01      | 6.3750%  | 0.0000% | $829000.00         | $829279.44         | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL NT 28       | 2028-01-15      | 5.7500%  | 0.0000% | $918000.00         | $933707.74         | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $798756.00         | $902084.41         | Corporate Debt Securities |
| EDGED COMPUTE LLC              SR SEC 144A 31      | 2031-04-30      | 7.5000%  | 0.0000% | $3198000.00        | $3113535.49        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 61    | 2061-12-01      | 4.4000%  | 0.0000% | $134000.00         | $88215.03          | Corporate Debt Securities |
| MCCLATCHY MEDIA CO LLC         SR SEC GLBL 31      | 2031-12-01      | 11.0000% | 0.0000% | $144849.00         | $166471.74         | Corporate Debt Securities |
| DANAOS CORPORATION             SR GLBL 144A 32     | 2032-10-15      | 6.8750%  | 0.0000% | $373000.00         | $386494.16         | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 30       | 2030-04-15      | 8.8750%  | 0.0000% | $17000.00          | $17867.30          | Corporate Debt Securities |
| COINBASE GLOBAL INC            SR GLBL 144A 31     | 2031-10-01      | 3.6250%  | 0.0000% | $27384000.00       | $24036857.48       | Corporate Debt Securities |
| VERICAST CORPORATION           2M GLBL PIK 30      | 2030-12-15      | 13.0000% | 0.0000% | $198706.00         | $247013.64         | Corporate Debt Securities |
| VERICAST CORPORATION           2M GLBL PIK 30      | 2030-12-15      | 13.0000% | 0.0000% | $866861.00         | $1077604.54        | Corporate Debt Securities |
| SEALED AIR CORP NEW            SR GLBL 144A 33     | 2033-07-15      | 6.8750%  | 0.0000% | $20604000.00       | $20483303.48       | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 33       | 2033-02-15      | 7.2500%  | 0.0000% | $383000.00         | $393116.63         | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 4.7500%  | 0.0000% | $30962000.00       | $31592369.12       | Corporate Debt Securities |
| ATKORE INC                     SR GLBL 144A 31     | 2031-06-01      | 4.2500%  | 0.0000% | $26727000.00       | $25930275.55       | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $1293000.00        | $1368537.06        | Corporate Debt Securities |
| APLD COMPUTECO 2 LLC           SR SEC GLBL 31      | 2031-03-15      | 6.7500%  | 0.0000% | $948000.00         | $953654.82         | Corporate Debt Securities |
| MINERAL RES LTD                SR 144A NT 6%32     | 2032-05-01      | 6.0000%  | 0.0000% | $3165000.00        | $3129256.60        | Corporate Debt Securities |
| DRESDNER FDG TR I              ALT TIER I 31       | 2031-06-30      | 8.1510%  | 0.0000% | $24500000.00       | $27084505.00       | Corporate Debt Securities |
| MINERAL RES LTD                SR 144A NT 34       | 2034-05-01      | 6.2500%  | 0.0000% | $1384000.00        | $1365473.24        | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 32       | 2032-05-15      | 7.8750%  | 0.0000% | $2000.00           | $2166.51           | Corporate Debt Securities |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $200000.00         | $199703.83         | Corporate Debt Securities |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29      | 2029-06-15      | 4.6250%  | 0.0000% | $241000.00         | $245134.05         | Corporate Debt Securities |
| COULMBIA CENT CLO 2018-27R     E-R    20350125 FLT | 2035-01-25      | 11.1982% | 0.0000% | $250033.00         | $257861.83         | Asset-Backed Securities   |
| BLACK PEARL COMPUTE LLC        SR SEC GLBL 31      | 2031-02-15      | 6.1250%  | 0.0000% | $26000000.00       | $26681225.28       | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 9.3750%  | 0.0000% | $24755000.00       | $27086322.75       | Corporate Debt Securities |
| RRD PARENT INC                 PERP JR SB GLBL     | 2500-12-31      | 12.0000% | 0.0000% | $4000.00           | $4873.96           | Corporate Debt Securities |

### Security 639: 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: ARP1H96Q1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1H96Q1
- **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):** 2026-05-05
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CLRJ5142 | 2055-10-01      | 4.5000%  | 0.0000% | $36696053.00       | $33849597.82       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ6416 | 2056-04-01      | 5.5000%  | 0.0000% | $32563706.00       | $33408589.46       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3469 | 2055-11-01      | 6.0000%  | 0.0000% | $33039953.00       | $32802932.43       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3371 | 2055-02-01      | 5.5000%  | 0.0000% | $34842032.00       | $34236287.61       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1992 | 2055-08-01      | 5.5000%  | 0.0000% | $29465146.00       | $29462980.12       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5478 | 2055-12-01      | 4.5000%  | 0.0000% | $28420464.00       | $27112543.95       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0084 | 2056-04-01      | 5.0000%  | 0.0000% | $28637612.00       | $28326629.81       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3996 | 2055-05-01      | 5.5000%  | 0.0000% | $31134000.00       | $27542520.94       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8494 | 2055-01-01      | 5.5000%  | 0.0000% | $34027257.00       | $27358454.09       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3638 | 2053-08-01      | 6.0000%  | 0.0000% | $48144834.00       | $34214211.90       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8396 | 2054-01-01      | 6.0000%  | 0.0000% | $50231797.00       | $28074779.29       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  | 0.0000% | $52685046.00       | $27344562.20       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA5738 | 2056-02-01      | 6.0000%  | 0.0000% | $28551307.00       | $28659489.45       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3153 | 2054-12-01      | 6.0000%  | 0.0000% | $37396659.00       | $33279628.48       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5109 | 2055-10-01      | 6.5000%  | 0.0000% | $31146219.00       | $30111992.66       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  | 0.0000% | $40831199.00       | $33362582.06       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2224 | 2054-08-01      | 6.5000%  | 0.0000% | $42987000.00       | $30005431.23       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0397 | 2052-04-01      | 3.0000%  | 0.0000% | $44131456.00       | $27873975.38       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5391 | 2046-03-01      | 5.0000%  | 0.0000% | $30828860.00       | $30332472.87       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1457 | 2040-03-01      | 5.5000%  | 0.0000% | $47094658.00       | $32323535.97       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG7071 | 2053-07-01      | 5.5000%  | 0.0000% | $40900000.00       | $31718210.59       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2153 | 2056-05-01      | 5.0000%  | 0.0000% | $32981537.00       | $32841226.22       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3145 | 2053-07-01      | 5.0000%  | 0.0000% | $35614145.00       | $33973270.29       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2464 | 2054-09-01      | 6.5000%  | 0.0000% | $36551000.00       | $29788784.96       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3661 | 2054-10-01      | 6.0000%  | 0.0000% | $5879532.00        | $5362059.20        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3148 | 2054-12-01      | 5.5000%  | 0.0000% | $32230008.00       | $31697708.31       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $36322723.00       | $29523647.44       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8720 | 2053-03-01      | 6.0000%  | 0.0000% | $45426000.00       | $31467628.97       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6458 | 2054-10-01      | 5.5000%  | 0.0000% | $35825318.00       | $32843841.90       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3622 | 2055-10-01      | 6.5000%  | 0.0000% | $32654199.00       | $29761365.55       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9870 | 2055-11-01      | 6.0000%  | 0.0000% | $30270662.00       | $30211421.77       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6171 | 2054-08-01      | 6.5000%  | 0.0000% | $36000000.00       | $28557673.11       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2384 | 2053-02-01      | 6.5000%  | 0.0000% | $47177071.00       | $27334029.69       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8535 | 2053-02-01      | 5.5000%  | 0.0000% | $39867852.00       | $31210463.15       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2744 | 2053-05-01      | 6.0000%  | 0.0000% | $47940055.00       | $33950790.30       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  | 0.0000% | $39728193.00       | $31261938.29       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6107 | 2051-10-01      | 2.5000%  | 0.0000% | $39736253.00       | $27171799.48       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL1978 | 2052-08-01      | 4.0000%  | 0.0000% | $31798436.00       | $27617739.05       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4444 | 2056-02-01      | 5.0000%  | 0.0000% | $31264351.00       | $30173397.52       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3347 | 2053-01-01      | 5.5000%  | 0.0000% | $35874834.00       | $33920394.46       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA4518 | 2051-02-01      | 3.5000%  | 0.0000% | $66183772.00       | $29868530.66       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4623 | 2054-01-01      | 6.5000%  | 0.0000% | $41652111.00       | $29455743.90       | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLSD7488 | 2054-09-01      | 7.5000%  | 0.0000% | $43040000.00       | $26891196.72       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2925 | 2054-11-01      | 6.0000%  | 0.0000% | $35000000.00       | $28849788.57       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1859 | 2040-04-01      | 5.5000%  | 0.0000% | $30781121.00       | $31210396.90       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA4916 | 2047-05-01      | 4.0000%  | 0.0000% | $198430103.00      | $31409841.94       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC9148 | 2051-10-01      | 2.5000%  | 0.0000% | $46942552.00       | $28310915.71       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1633 | 2039-04-01      | 5.5000%  | 0.0000% | $32578139.00       | $29313368.65       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3530 | 2053-08-01      | 6.0000%  | 0.0000% | $49966911.00       | $33447153.05       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $36883545.00       | $29558795.19       | Agency Mortgage-Backed Securities |
| FEPC 06.500 ZLSI2119 | 2055-02-25      | 6.5000%  | 0.0000% | $48987383.00       | $33699045.36       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0033 | 2040-10-01      | 5.5000%  | 0.0000% | $36763786.00       | $30762196.29       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3660 | 2054-05-01      | 5.5000%  | 0.0000% | $35729310.00       | $33883076.97       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2818 | 2053-04-01      | 5.5000%  | 0.0000% | $42173251.00       | $33318150.41       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7406 | 2052-08-01      | 4.5000%  | 0.0000% | $40431989.00       | $29480634.93       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5151 | 2055-08-01      | 6.5000%  | 0.0000% | $40408863.00       | $26821370.11       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0038 | 2040-11-01      | 5.0000%  | 0.0000% | $33996364.00       | $30901133.47       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1721 | 2054-06-01      | 6.5000%  | 0.0000% | $39786406.00       | $29378211.61       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA4951 | 2047-07-01      | 4.0000%  | 0.0000% | $131856994.00      | $33021594.76       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8522 | 2055-04-01      | 4.5000%  | 0.0000% | $31012000.00       | $28305302.76       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6023 | 2054-07-01      | 6.5000%  | 0.0000% | $41840853.00       | $31864845.80       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3621 | 2055-12-01      | 6.5000%  | 0.0000% | $29452751.00       | $29977301.86       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3503 | 2055-02-01      | 6.0000%  | 0.0000% | $35453247.00       | $32610157.94       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ6399 | 2056-04-01      | 4.5000%  | 0.0000% | $25366919.00       | $24496706.84       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ6393 | 2056-04-01      | 4.5000%  | 0.0000% | $33027496.00       | $31892043.72       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0844 | 2055-04-01      | 6.5000%  | 0.0000% | $44352000.00       | $30914996.31       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1564 | 2052-06-01      | 3.0000%  | 0.0000% | $40468133.00       | $33791445.89       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3478 | 2050-09-01      | 2.0000%  | 0.0000% | $55410000.00       | $28714869.62       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9072 | 2053-05-01      | 6.0000%  | 0.0000% | $31624565.00       | $27780596.67       | Agency Mortgage-Backed Securities |

### Security 640: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 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: ARP1H96T5, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1H96T5
- **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:** 3.6600%
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 2025-047 FA | 2055-03-20      | 4.6901%  | 0.0000% | $100000000.00      | $80282450.27       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-119 BF | 2055-07-20      | 4.7401%  | 0.0000% | $77009000.00       | $63050755.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-188 FD | 2055-11-20      | 4.6401%  | 0.0000% | $100000000.00      | $93285055.79       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-101 FA | 2055-06-20      | 5.4401%  | 0.0000% | $100000000.00      | $67767311.79       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 FE | 2053-11-20      | 5.0401%  | 0.0000% | $51000000.00       | $51613021.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 FD | 2055-09-20      | 4.7101%  | 0.0000% | $31335544.00       | $30617110.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-097 FC | 2053-07-20      | 4.6901%  | 0.0000% | $10716382.00       | $5529477.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-151 FB | 2055-09-20      | 4.7101%  | 0.0000% | $100000000.00      | $89472741.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 FB | 2055-03-20      | 4.6901%  | 0.0000% | $100000000.00      | $71303468.78       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-053 AF | 2056-03-20      | 4.6401%  | 0.0000% | $100000000.00      | $97481637.19       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-060 FD | 2054-04-20      | 4.7901%  | 0.0000% | $100000000.00      | $53927686.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-045 FH | 2055-03-20      | 4.7101%  | 0.0000% | $100000000.00      | $83169282.17       | Agency Collateralized Mortgage Obligation |

### 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: ARP1HAN48, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1HAN48
- **C.18 - Value (incl. sponsor support):** $3287981291.28
- **C.18.a - Value (excl. sponsor support):** $3287981291.28
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| HYUNDAI AUTO REC TR 2023-B     A-3    20280417 5.4 | 2028-04-17      | 5.4800%  | 0.0000% | $80000.00          | $26752.28          | Asset-Backed Securities                           |
| INDYMAC IMSC 2007-AR1          2-A-1  20370625 FLT | 2037-06-25      | 3.6818%  | 0.0000% | $25000.00          | $1669.34           | Private Label Collateralized Mortgage Obligations |
| WOODMONT TR 2022-10R           B-R    20380415 FLT | 2038-04-15      | 5.4231%  | 0.0000% | $1318584.00        | $1291701.53        | Asset-Backed Securities                           |
| NATL BANK OF CANADA            VR 012026-012029    | 2029-01-20      | 4.4279%  | 0.0000% | $500000.00         | $501129.26         | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   A-3    20671025 FLT | 2067-10-25      | 7.1000%  | 0.0000% | $7428000.00        | $4603802.49        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 5.466%011835     | 2035-01-18      | 5.4660%  | 0.0000% | $585000.00         | $603999.05         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 31       | 2031-04-15      | 5.3750%  | 0.0000% | $2000.00           | $2028.24           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.2%092130       | 2030-09-21      | 6.2000%  | 0.0000% | $317000.00         | $334148.64         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.2%092130       | 2030-09-21      | 6.2000%  | 0.0000% | $1326000.00        | $1397732.18        | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   B-1    20671025 FLT | 2067-10-25      | 7.1000%  | 0.0000% | $9065512.00        | $9077808.86        | Private Label Collateralized Mortgage Obligations |
| MOTOROLA SOLUTIONS INC         GLBL NT 5%29        | 2029-04-15      | 5.0000%  | 0.0000% | $600000.00         | $607880.00         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-10-22      | 4.9460%  | 0.0000% | $800000.00         | $789303.29         | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM15           A-1    20650725 5.1 | 2065-07-25      | 5.1430%  | 0.0000% | $18114412.00       | $14267714.76       | Private Label Collateralized Mortgage Obligations |
| NORFOLK SOUTHN CORP            GLBL NT 2.9%51      | 2051-08-25      | 2.9000%  | 0.0000% | $403000.00         | $250890.11         | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 6.75%            | 2500-12-31      | 6.7500%  | 0.0000% | $2000000.00        | $2102090.00        | Corporate Debt Securities                         |
| NEW RESIDENTIAL MORTGAGE 2023- A-2    20631025 7.3 | 2063-10-25      | 7.3190%  | 0.0000% | $7400008.00        | $3853902.80        | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS CO                SR GLBL NT 30       | 2030-04-15      | 5.6250%  | 0.0000% | $40000.00          | $41215.75          | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62    | 2062-06-15      | 5.2000%  | 0.0000% | $896000.00         | $844716.54         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 43       | 2043-02-10      | 5.6250%  | 0.0000% | $351000.00         | $341245.71         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 49       | 2049-11-15      | 3.2500%  | 0.0000% | $2000.00           | $1317.71           | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2015-C32 D      20481118 FLT | 2048-11-18      | 4.3617%  | 0.0000% | $5000000.00        | $217567.74         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C31 D      20480817 FLT | 2048-08-17      | 4.1937%  | 0.0000% | $301920.00         | $74776.00          | Private Label Collateralized Mortgage Obligations |
| PMT LN TR 2025-J4              B-4    20561225 FLT | 2056-12-25      | 6.3384%  | 0.0000% | $1364000.00        | $1003681.61        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              A-3    20641025 FLT | 2064-10-25      | 5.7220%  | 0.0000% | $2909000.00        | $1817304.67        | Private Label Collateralized Mortgage Obligations |
| OMNICOM GROUP INC              SR GLBL NT5.3%36    | 2036-06-02      | 5.3000%  | 0.0000% | $1900000.00        | $1847538.89        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%35    | 2035-08-03      | 5.5000%  | 0.0000% | $1928000.00        | $1864263.53        | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM15           B-2    20650725 FLT | 2065-07-25      | 7.1681%  | 0.0000% | $1743000.00        | $1692164.32        | Private Label Collateralized Mortgage Obligations |
| NISOURCE INC                   SR GLBL NT 48       | 2048-03-30      | 3.9500%  | 0.0000% | $120000.00         | $90937.40          | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR 2018-L1   D      20511017 3.0 | 2051-10-17      | 3.0000%  | 0.0000% | $750000.00         | $621911.00         | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM9 TRUST            A-1    20640125 FLT | 2064-01-25      | 6.0300%  | 0.0000% | $18638000.00       | $10600842.78       | Private Label Collateralized Mortgage Obligations |
| CANADIAN NAT RES LTD MED TERM  SR NT 6.75%39       | 2039-02-01      | 6.7500%  | 0.0000% | $402000.00         | $444446.17         | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 27       | 2027-06-15      | 3.4100%  | 0.0000% | $488000.00         | $488725.90         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2084-01-27      | 8.0000%  | 0.0000% | $4000000.00        | $4238466.67        | Corporate Debt Securities                         |
| BANK 2020-BNK29                A-4    20531118 FLT | 2053-11-18      | 1.9970%  | 0.0000% | $600000.00         | $529720.62         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2023-NQM1   A-1B   20630125 FLT | 2063-01-25      | 6.0810%  | 0.0000% | $5217000.00        | $3206420.84        | Private Label Collateralized Mortgage Obligations |
| CSX CORP                       SR GLBL NT 27       | 2027-06-01      | 3.2500%  | 0.0000% | $1436000.00        | $1439434.03        | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2015-GC35   C      20481113 FLT | 2048-11-13      | 4.5192%  | 0.0000% | $6000000.00        | $4385018.86        | Private Label Collateralized Mortgage Obligations |
| CENTERPOINT ENERGY HOUSTON ELE 1LIEN GLBL AR 36    | 2036-04-01      | 4.8500%  | 0.0000% | $814000.00         | $803228.74         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3.3%082329       | 2029-08-23      | 3.3000%  | 0.0000% | $18000.00          | $17444.55          | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1LIEN GLBL AR 36    | 2036-04-01      | 4.8500%  | 0.0000% | $1000000.00        | $986767.50         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1LIEN GLBL AR 36    | 2036-04-01      | 4.8500%  | 0.0000% | $7004000.00        | $6911319.57        | Corporate Debt Securities                         |
| BEAR STRNS MTG FDG 2006-AR5    II-A-2 20370126 FLT | 2037-01-26      | 4.2288%  | 0.0000% | $31984497.00       | $2306763.63        | Private Label Collateralized Mortgage Obligations |
| CSMC TR 2022-NQM2              B-2    20670225 FLT | 2067-02-25      | 4.0000%  | 0.0000% | $12125800.00       | $7365431.88        | Private Label Collateralized Mortgage Obligations |
| BAYLOR SCOTT & WHITE HLDGS     SR SEC GLBL 50      | 2050-11-15      | 2.8390%  | 0.0000% | $1000.00           | $636.81            | Corporate Debt Securities                         |
| BARCLAYS PLC                   LW TIER II 26       | 2026-05-12      | 5.2000%  | 0.0000% | $500000.00         | $512278.33         | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 5.402%042237     | 2037-04-22      | 5.4020%  | 0.0000% | $6269000.00        | $6184622.05        | Corporate Debt Securities                         |
| BX TR 2019-IMC                 E      20340417 FLT | 2034-04-17      | 5.8513%  | 0.0000% | $3500000.00        | $3466543.22        | Private Label Collateralized Mortgage Obligations |
| BPR MTG TR 2025-ALDR           A      20420605 FLT | 2042-06-05      | 5.6720%  | 0.0000% | $1820000.00        | $1869586.10        | Private Label Collateralized Mortgage Obligations |
| BXP TRUST 2017-CC              E      20370813 FLT | 2037-08-13      | 3.6699%  | 0.0000% | $750000.00         | $598189.72         | Private Label Collateralized Mortgage Obligations |
| BANK OF AMER CORP              SR NT FXD/FLT 38    | 2038-04-24      | 4.2440%  | 0.0000% | $524000.00         | $476634.24         | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR GLBL NT 5%48     | 2048-04-20      | 5.0000%  | 0.0000% | $2829000.00        | $2456587.30        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.5%090430       | 2030-09-04      | 4.5000%  | 0.0000% | $200000.00         | $198504.00         | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.875%33    | 2033-03-03      | 4.8750%  | 0.0000% | $34000.00          | $34754.42          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR NT 3.75%42       | 2042-07-15      | 3.7500%  | 0.0000% | $1000.00           | $813.78            | Corporate Debt Securities                         |
| BCRED CLO 2024-2 LLC           B      20370120 FLT | 2037-01-20      | 5.4752%  | 0.0000% | $250000.00         | $247930.22         | Asset-Backed Securities                           |
| AMAZON COM INC                 SR GLBL NT 66       | 2066-03-13      | 5.9500%  | 0.0000% | $9000000.00        | $8949222.50        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 52       | 2052-05-15      | 3.4500%  | 0.0000% | $327000.00         | $205503.97         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%041031       | 2031-04-10      | 4.9000%  | 0.0000% | $474000.00         | $473356.41         | Corporate Debt Securities                         |
| BAMLL COML MTG TR 2020-BOC     A      20320115 2.6 | 2032-01-15      | 2.6270%  | 0.0000% | $16185000.00       | $14924450.60       | Private Label Collateralized Mortgage Obligations |
| BAT CAPITAL CORP               GLBL NT 5.282%50    | 2050-04-02      | 5.2820%  | 0.0000% | $100000.00         | $89082.82          | Corporate Debt Securities                         |
| APTIV PLC                      SR GLBL NT4.4%46    | 2046-10-01      | 4.4000%  | 0.0000% | $265000.00         | $208792.03         | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.8%27      | 2027-02-26      | 4.8000%  | 0.0000% | $1792000.00        | $1817344.85        | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR 144A NT4.6%27    | 2027-08-13      | 4.6000%  | 0.0000% | $1709000.00        | $1730206.79        | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 35       | 2035-06-01      | 5.4500%  | 0.0000% | $348000.00         | $363474.50         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT 28       | 2028-02-28      | 4.7500%  | 0.0000% | $4000.00           | $4064.80           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT5.7%55    | 2055-09-15      | 5.7000%  | 0.0000% | $100000.00         | $96495.50          | Corporate Debt Securities                         |
| BBCMS MRTG TR 2022-C16         E      20550617 2.5 | 2055-06-17      | 2.5000%  | 0.0000% | $7745000.00        | $4560603.67        | Private Label Collateralized Mortgage Obligations |
| APA CORPORATION                SR GLBL NT 43       | 2043-04-15      | 4.7500%  | 0.0000% | $3771000.00        | $2942093.35        | Corporate Debt Securities                         |
| AUDAX SENIOR DEBT CLO 2024-9   A-2    20360421 FLT | 2036-04-21      | 6.0752%  | 0.0000% | $2200000.00        | $2203052.64        | Asset-Backed Securities                           |
| ASTRAZENECA FINANCE LLC        SR GLBL NT 4%31     | 2031-03-02      | 4.0000%  | 0.0000% | $2007000.00        | $1980396.10        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 27       | 2027-12-01      | 3.6500%  | 0.0000% | $10000.00          | $10038.27          | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 2.6%31      | 2031-12-02      | 2.6000%  | 0.0000% | $85000.00          | $76654.61          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%031227       | 2027-03-12      | 4.9000%  | 0.0000% | $4332000.00        | $4383348.64        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.4%090529       | 2029-09-05      | 4.4000%  | 0.0000% | $2295000.00        | $2286743.10        | Corporate Debt Securities                         |
| ATLAS WHSE LENDING CO LP       SR 144A NT 33       | 2033-01-15      | 5.2500%  | 0.0000% | $955000.00         | $946402.61         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT 26       | 2026-07-15      | 2.1500%  | 0.0000% | $228000.00         | $228178.03         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-09-01      | 2.7700%  | 0.0000% | $25000.00          | $14752.99          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 4.375%041538     | 2038-04-15      | 4.3750%  | 0.0000% | $1100000.00        | $1023377.21        | Corporate Debt Securities                         |
| AMERICAN NATL GLOBAL FDG       FR 5.55%012830      | 2030-01-28      | 5.5500%  | 0.0000% | $80000.00          | $82217.07          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-09-01      | 2.7700%  | 0.0000% | $75000.00          | $44258.98          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      GTD SRNT 5.70%42    | 2042-02-15      | 5.7000%  | 0.0000% | $10000.00          | $10228.45          | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT2.5%31    | 2031-05-15      | 2.5000%  | 0.0000% | $4932000.00        | $4471195.02        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 36       | 2036-03-15      | 5.6500%  | 0.0000% | $682000.00         | $683079.27         | Corporate Debt Securities                         |
| COUSINS PPTYS LP               SR GLBL NT 34       | 2034-10-01      | 5.8750%  | 0.0000% | $727000.00         | $743075.89         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 2.55%31     | 2031-06-15      | 2.5500%  | 0.0000% | $548000.00         | $498971.81         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 5.15%43       | 2043-02-01      | 5.1500%  | 0.0000% | $10000.00          | $9009.12           | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT4.2%48    | 2048-08-15      | 4.2000%  | 0.0000% | $68000.00          | $56088.44          | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR NT 5.75%33       | 2033-03-15      | 5.7500%  | 0.0000% | $3148000.00        | $3305832.85        | Corporate Debt Securities                         |
| ELEMENT FLEET MGMT CORP        SR 144A NT 28       | 2028-12-04      | 6.3190%  | 0.0000% | $1000000.00        | $1067017.06        | Corporate Debt Securities                         |
| CITIGROUP MTG TR 2021-INV3     B-2W   20510525 FLT | 2051-05-25      | 3.1687%  | 0.0000% | $3597000.00        | $2718914.04        | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH EDISON CO         1M BD-103 36        | 2036-03-15      | 5.9000%  | 0.0000% | $777000.00         | $826677.49         | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 34       | 2034-01-15      | 5.3750%  | 0.0000% | $30000.00          | $30938.61          | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 39     | 2039-01-26      | 6.9500%  | 0.0000% | $13654000.00       | $15322207.79       | Corporate Debt Securities                         |
| F&G ANNUITIES & LIFE INC       CR SEN SR GLBL28    | 2028-01-13      | 7.4000%  | 0.0000% | $1516000.00        | $1577056.06        | Corporate Debt Securities                         |
| `CITIGROUP MTG LN TR 2021-INV2 B-5    20510525 FLT | 2051-05-25      | 2.9849%  | 0.0000% | $740050.00         | $259599.22         | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH EDISON CO         1M GLBL 137 BD54    | 2054-06-01      | 5.6500%  | 0.0000% | $304000.00         | $302292.96         | Corporate Debt Securities                         |
| ELMWOOD CLO LTD 2024-34        B      20371019 FLT | 2037-10-19      | 5.3804%  | 0.0000% | $1556911.00        | $1559998.22        | Asset-Backed Securities                           |
| ENTERGY LA LLC                 SR SEC GLBL BD28    | 2028-04-01      | 3.2500%  | 0.0000% | $50000.00          | $49228.90          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 48       | 2048-10-17      | 4.9500%  | 0.0000% | $468000.00         | $402694.11         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $1521000.00        | $1421956.28        | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-1505      A-3    20330425 FLT | 2033-04-25      | 3.7500%  | 0.0000% | $630072.00         | $600307.92         | Agency Collateralized Mortgage Obligation         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 5%34     | 2034-12-15      | 5.0000%  | 0.0000% | $2000.00           | $2025.20           | Corporate Debt Securities                         |
| FHLMC STACR 2018-HQA2          B-2    20481026 FLT | 2048-10-26      | 14.7596% | 0.0000% | $3795000.00        | $4616537.69        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            B-2    20550225 FLT | 2055-02-25      | 7.1758%  | 0.0000% | $1071465.00        | $983442.63         | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA7          M-2    20411125 FLT | 2041-11-25      | 5.4452%  | 0.0000% | $100000.00         | $100522.88         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 VR 041725-041229    | 2029-04-12      | 5.0389%  | 0.0000% | $1500000.00        | $1520725.60        | Corporate Debt Securities                         |
| PIKES PEAK CLO 2022-11R LTD    B-R    20370727 FLT | 2037-07-27      | 5.4666%  | 0.0000% | $14700000.00       | $14723748.59       | Asset-Backed Securities                           |
| UNILEVER CAP CORP              SR GLBL NT 5%33     | 2033-12-08      | 5.0000%  | 0.0000% | $611000.00         | $636388.41         | Corporate Debt Securities                         |
| US BANCORP                     FR 4.548%072228     | 2028-07-22      | 4.5480%  | 0.0000% | $1340000.00        | $1357903.29        | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 30       | 2030-12-15      | 2.1500%  | 0.0000% | $403000.00         | $364393.61         | Corporate Debt Securities                         |
| TMSQ MTG TR 2014-1500          A      20361010 3.6 | 2036-10-10      | 3.6800%  | 0.0000% | $10135783.00       | $9443655.42        | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY RES MTG 2025-NQM3 B-1    20700525 FLT | 2070-05-25      | 7.2647%  | 0.0000% | $4675840.00        | $4672567.38        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2018-BOP  B      20330815 FLT | 2033-08-15      | 4.9520%  | 0.0000% | $394080.00         | $207914.51         | Private Label Collateralized Mortgage Obligations |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 34       | 2034-10-01      | 5.5840%  | 0.0000% | $2347000.00        | $2346244.79        | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2015-C22      D      20480417 FLT | 2048-04-17      | 4.1038%  | 0.0000% | $5500000.00        | $2218072.05        | Private Label Collateralized Mortgage Obligations |
| ONEMAIN FIN ISSUANCE TR 2022-3 A      20340515 5.9 | 2034-05-15      | 5.9400%  | 0.0000% | $15000.00          | $1038.45           | Asset-Backed Securities                           |
| PULTE GROUP INC                GTD SR NT 6%35      | 2035-02-15      | 6.0000%  | 0.0000% | $311000.00         | $329305.46         | Corporate Debt Securities                         |
| RCKT MORTGAGE TRUST 2026-CES3  A-1A   20560325 FLT | 2056-03-25      | 5.1440%  | 0.0000% | $750000.00         | $743010.65         | Asset-Backed Securities                           |
| OBX TRUST 2025-NQM15           B-1    20650725 FLT | 2065-07-25      | 6.8380%  | 0.0000% | $17084000.00       | $16865707.29       | Private Label Collateralized Mortgage Obligations |
| ONEOK INC NEW                  SR GLBL NT 64       | 2064-11-01      | 5.8500%  | 0.0000% | $146000.00         | $138448.52         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 34       | 2034-11-01      | 5.0500%  | 0.0000% | $100000.00         | $100199.97         | Corporate Debt Securities                         |
| FHLMC STARC 2021-DNA5          M-2    20340125 FLT | 2034-01-25      | 5.2952%  | 0.0000% | $15000000.00       | $2656273.81        | Private Label Collateralized Mortgage Obligations |
| FIRSTENERGY TRANSMISSION  LLC  SR 144A NT 44       | 2044-07-15      | 5.4500%  | 0.0000% | $571000.00         | $551355.22         | Corporate Debt Securities                         |
| FIRSTENERGY TRANSMISSION  LLC  SR GLBL 144A 49     | 2049-04-01      | 4.5500%  | 0.0000% | $100000.00         | $83348.53          | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2017-H1   D      20500617 2.5 | 2050-06-17      | 2.5460%  | 0.0000% | $10664000.00       | $9389438.12        | Private Label Collateralized Mortgage Obligations |
| GENUINE PARTS CO               GLBL NT 6.5%28      | 2028-11-01      | 6.5000%  | 0.0000% | $2281000.00        | $2435468.05        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.625%012027     | 2027-01-20      | 3.6250%  | 0.0000% | $90000.00          | $90506.65          | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         GLBL NT 5.4%34      | 2034-04-15      | 5.4000%  | 0.0000% | $5000.00           | $5068.55           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 4.8%070844       | 2044-07-08      | 4.8000%  | 0.0000% | $100000.00         | $90381.33          | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         GLBL NT 5.4%34      | 2034-04-15      | 5.4000%  | 0.0000% | $700000.00         | $709597.00         | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD3.1%27    | 2027-05-01      | 3.1000%  | 0.0000% | $1092000.00        | $1098501.65        | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 32       | 2032-10-15      | 1.8750%  | 0.0000% | $13000.00          | $11045.60          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.35%090826      | 2026-09-08      | 4.3500%  | 0.0000% | $96000.00          | $96573.44          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.35%090826      | 2026-09-08      | 4.3500%  | 0.0000% | $431000.00         | $433574.51         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.35%090826      | 2026-09-08      | 4.3500%  | 0.0000% | $1392000.00        | $1400314.88        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.7%120935       | 2035-12-09      | 4.7000%  | 0.0000% | $3000.00           | $2987.06           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.708%031232     | 2032-03-12      | 4.7080%  | 0.0000% | $4000.00           | $3987.95           | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 37       | 2037-03-15      | 5.5500%  | 0.0000% | $33000.00          | $34800.07          | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2013-C12      D      20461017 FLT | 2046-10-17      | 4.8504%  | 0.0000% | $5000000.00        | $4784986.30        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 4.708%031232     | 2032-03-12      | 4.7080%  | 0.0000% | $433000.00         | $431695.18         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.449%072029     | 2029-07-20      | 5.4490%  | 0.0000% | $1000.00           | $1032.36           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 49       | 2049-04-05      | 4.5500%  | 0.0000% | $191000.00         | $156935.10         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.555%041030     | 2030-04-10      | 4.5550%  | 0.0000% | $24523000.00       | $24455435.73       | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27       | 2027-01-17      | 4.3500%  | 0.0000% | $31000.00          | $31352.34          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.164%042029     | 2029-04-20      | 5.1640%  | 0.0000% | $1000.00           | $1011.87           | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR FLT NT 28        | 2028-07-06      | 4.4264%  | 0.0000% | $1970000.00        | $1980718.99        | Corporate Debt Securities                         |
| FEDEX CORP                     3.4%28              | 2028-02-15      | 3.4000%  | 0.0000% | $3118000.00        | $3088233.49        | Corporate Debt Securities                         |
| GE VERNOVA INC                 SR NT 5.5%56        | 2056-02-04      | 5.5000%  | 0.0000% | $127000.00         | $123611.50         | Corporate Debt Securities                         |
| MSD INVT CORP                  SR GLBL NT 30       | 2030-05-31      | 6.2500%  | 0.0000% | $100000.00         | $101401.17         | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP            3.2%29              | 2029-04-25      | 3.2000%  | 0.0000% | $40000.00          | $38790.58          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.3%092427       | 2027-09-24      | 4.3000%  | 0.0000% | $920000.00         | $919724.00         | Corporate Debt Securities                         |
| HONDA AUTO RECE OWN TR 2025-1  A-3    20290921 4.5 | 2029-09-21      | 4.5700%  | 0.0000% | $1429000.00        | $1437620.44        | Asset-Backed Securities                           |
| FHLMC SCRTT SERIES 2019-4      M      20590225 FLT | 2059-02-25      | 4.5000%  | 0.0000% | $9855000.00        | $8721789.33        | Private Label Collateralized Mortgage Obligations |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 31       | 2031-01-15      | 6.1500%  | 0.0000% | $1398000.00        | $1459955.86        | Corporate Debt Securities                         |
| HYUNDAI AUTO REC TR 2024-C     A-2-A  20270915 4.5 | 2027-09-15      | 4.5300%  | 0.0000% | $48000.00          | $7459.11           | Asset-Backed Securities                           |
| GLENCORE FDG LLC               GLBL 144A NT 35     | 2035-04-01      | 5.6730%  | 0.0000% | $147000.00         | $151301.21         | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 27       | 2027-11-15      | 2.6250%  | 0.0000% | $92000.00          | $91036.88          | Corporate Debt Securities                         |
| JEFFERIES CR PT BDC CLO 2025-1 A      20370427 FLT | 2037-04-27      | 5.2166%  | 0.0000% | $21951989.00       | $21849623.38       | Asset-Backed Securities                           |
| TARGET CORP                    SR NT 4%42          | 2042-07-01      | 4.0000%  | 0.0000% | $9000.00           | $7610.06           | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                SR REGS NT5.3%34    | 2034-03-26      | 5.3000%  | 0.0000% | $1350000.00        | $1382853.00        | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID GLBL REGS NT 52     | 2052-02-15      | 6.2640%  | 0.0000% | $2221000.00        | $2042809.17        | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT4.6%28    | 2028-02-15      | 4.6000%  | 0.0000% | $28000.00          | $28447.81          | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT6.7%28    | 2028-08-01      | 6.7000%  | 0.0000% | $1000.00           | $1065.39           | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 48       | 2048-09-15      | 4.3750%  | 0.0000% | $280000.00         | $230481.65         | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 30       | 2030-11-15      | 4.8750%  | 0.0000% | $802000.00         | $804317.11         | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 2%31        | 2031-09-16      | 2.0000%  | 0.0000% | $173000.00         | $151436.32         | Corporate Debt Securities                         |
| JOHNSON CONTROLS INTERNATION   SR GLBL NT 6%36     | 2036-01-15      | 6.0000%  | 0.0000% | $1161000.00        | $1247645.43        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT 6.561%34      | 2034-10-24      | 6.5610%  | 0.0000% | $170000.00         | $184605.30         | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR 2016-C2  D      20490617 FLT | 2049-06-17      | 3.5258%  | 0.0000% | $10000000.00       | $4799872.07        | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS CO                SR GLBL NT5.4%48    | 2048-04-01      | 5.4000%  | 0.0000% | $3101000.00        | $2750897.10        | Corporate Debt Securities                         |
| GS MORTGAGE-BACKED TR 2025-SL1 A3     20671125 FLT | 2067-11-25      | 6.1000%  | 0.0000% | $1469765.00        | $1479287.44        | Asset-Backed Securities                           |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35    | 2035-03-15      | 5.8000%  | 0.0000% | $2004000.00        | $2087526.72        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-04-22      | 5.7660%  | 0.0000% | $10880000.00       | $11325985.71       | Corporate Debt Securities                         |
| JPMORGAN CH BK 2019-CL1        M-5    20470425 FLT | 2047-04-25      | 7.5188%  | 0.0000% | $1136000.00        | $434984.99         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-02-24      | 2.9470%  | 0.0000% | $1447000.00        | $1437251.32        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 37       | 2037-04-23      | 5.1480%  | 0.0000% | $99247000.00       | $98522596.15       | Corporate Debt Securities                         |
| TOLEDO HOSPITAL                2018B BD6.015%48    | 2048-11-15      | 6.0150%  | 0.0000% | $99000.00          | $95477.46          | Corporate Debt Securities                         |
| TOTALENERGIES CAP SA           GLBL NT 5.488%54    | 2054-04-05      | 5.4880%  | 0.0000% | $851000.00         | $821471.25         | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR REGS NT 29       | 2029-01-21      | 6.2500%  | 0.0000% | $1250000.00        | $1316009.38        | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 38       | 2038-05-15      | 6.3750%  | 0.0000% | $788000.00         | $894631.18         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.281%042337     | 2037-04-23      | 5.2810%  | 0.0000% | $2000000.00        | $1972493.72        | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP PLC        SR GLBL NT 27       | 2027-03-12      | 4.3150%  | 0.0000% | $846000.00         | $853489.92         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 32     | 2032-05-05      | 6.1800%  | 0.0000% | $1600000.00        | $1662658.67        | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 30       | 2030-11-15      | 4.8750%  | 0.0000% | $165000.00         | $165476.71         | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.414%27      | 2027-05-21      | 5.4140%  | 0.0000% | $1000.00           | $1024.23           | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT 6%29     | 2029-07-15      | 6.0000%  | 0.0000% | $39000.00          | $39740.22          | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT 6%29     | 2029-07-15      | 6.0000%  | 0.0000% | $115000.00         | $117182.70         | Corporate Debt Securities                         |
| GLOBE LIFE INC                 SR GLBL NT 34       | 2034-09-15      | 5.8500%  | 0.0000% | $2000.00           | $2082.86           | Corporate Debt Securities                         |
| GEORGIA PAC CORP               SR GLBL 144A 27     | 2027-04-30      | 2.1000%  | 0.0000% | $1152000.00        | $1126356.48        | Corporate Debt Securities                         |
| GENUINE PARTS CO               GLBL NT 4.95%29     | 2029-08-15      | 4.9500%  | 0.0000% | $2000000.00        | $2011365.00        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46       | 2046-06-01      | 4.3750%  | 0.0000% | $400000.00         | $321407.06         | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 33       | 2033-06-15      | 7.9500%  | 0.0000% | $159000.00         | $178787.95         | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 33       | 2033-06-15      | 7.9500%  | 0.0000% | $655000.00         | $736516.39         | Corporate Debt Securities                         |
| XCEL ENERGY INC                JR SB GLBL NT 56    | 2056-12-03      | 5.7500%  | 0.0000% | $5892000.00        | $5869104.67        | Corporate Debt Securities                         |
| XSTRATA CANADA CORP            SR GLBL NT6.2%35    | 2035-06-15      | 6.2000%  | 0.0000% | $60000.00          | $63811.20          | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM4            B-1    20550225 FLT | 2055-02-25      | 7.1758%  | 0.0000% | $10670000.00       | $9943720.68        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 4.809%041632     | 2032-04-16      | 4.8090%  | 0.0000% | $9625000.00        | $9596092.11        | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT5.4%30    | 2030-05-19      | 5.4000%  | 0.0000% | $4083000.00        | $4262366.19        | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   A-1    20671025 FLT | 2067-10-25      | 6.8190%  | 0.0000% | $17460000.00       | $10817660.98       | Private Label Collateralized Mortgage Obligations |
| NIAGARA MOHAWK PWR CORP        SR GLBL 144A 50     | 2050-06-27      | 3.0250%  | 0.0000% | $2164000.00        | $1362401.20        | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-2    20641025 FLT | 2064-10-25      | 7.6267%  | 0.0000% | $852000.00         | $760227.59         | Private Label Collateralized Mortgage Obligations |
| ENEL FIN INTL N.V.             FR 6%100739         | 2039-10-07      | 6.0000%  | 0.0000% | $500000.00         | $508251.67         | Corporate Debt Securities                         |
| PACIFICORP                     1MTG BD 5.25%35     | 2035-06-15      | 5.2500%  | 0.0000% | $132000.00         | $131078.31         | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR GLBL 144A 36     | 2036-01-12      | 5.1120%  | 0.0000% | $60000.00          | $59821.56          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 56      | 2056-03-01      | 5.8500%  | 0.0000% | $1709000.00        | $1685402.98        | Corporate Debt Securities                         |
| STATE GRID OVERSEAS INVT 2016  FR 3.5%050427       | 2027-05-04      | 3.5000%  | 0.0000% | $294000.00         | $297175.53         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54    | 2054-09-01      | 6.7000%  | 0.0000% | $2338000.00        | $2424086.46        | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             FR 6%100739         | 2039-10-07      | 6.0000%  | 0.0000% | $295000.00         | $299868.48         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 3.215%090626     | 2026-09-06      | 3.2150%  | 0.0000% | $37000.00          | $37044.86          | Corporate Debt Securities                         |
| BAIN CAPITAL CR CLO LTD 2024-2 A-1    20370715 FLT | 2037-07-15      | 5.1931%  | 0.0000% | $4235904.00        | $4244984.90        | Asset-Backed Securities                           |
| BMW VEHICLE LEASE TRUST 2024-2 A-4    20280225 4.2 | 2028-02-25      | 4.2100%  | 0.0000% | $800000.00         | $801611.78         | Asset-Backed Securities                           |
| BANK NEW YORK MELLON CORP      FR 4.026%012230     | 2030-01-22      | 4.0260%  | 0.0000% | $120000.00         | $119920.76         | Corporate Debt Securities                         |
| BPCE                           FR 6.508%011835     | 2035-01-18      | 6.5080%  | 0.0000% | $561000.00         | $591489.98         | Corporate Debt Securities                         |
| BPCE                           FR 5.936%053035     | 2035-05-30      | 5.9360%  | 0.0000% | $900000.00         | $941628.00         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT3.2%31    | 2031-11-15      | 3.2000%  | 0.0000% | $466000.00         | $414794.37         | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 1.898%072331     | 2031-07-23      | 1.8980%  | 0.0000% | $284000.00         | $254587.27         | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 2023-NQM1   A-2    20630125 FLT | 2063-01-25      | 6.2830%  | 0.0000% | $7566000.00        | $4652440.89        | Private Label Collateralized Mortgage Obligations |
| BPCE                           FR 6.915%011446     | 2046-01-14      | 6.9150%  | 0.0000% | $949000.00         | $989295.33         | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TALL         C      20370316 FLT | 2037-03-16      | 4.9730%  | 0.0000% | $8376000.00        | $7644440.89        | Private Label Collateralized Mortgage Obligations |
| BANK OF AMER CORP              FR 4.083%032051     | 2051-03-20      | 4.0830%  | 0.0000% | $728000.00         | $571033.49         | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 2023-NQM1   B-3    20630125 FLT | 2063-01-25      | 6.1449%  | 0.0000% | $10134260.00       | $7139179.40        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TRUST 2025-5     A-1    20700425 FLT | 2070-04-25      | 5.5730%  | 0.0000% | $1000000.00        | $783799.26         | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      A      20380816 FLT | 2038-08-16      | 4.7195%  | 0.0000% | $42226.00          | $34674.18          | Private Label Collateralized Mortgage Obligations |
| ARES CAPITAL CORP              SR GLBL NT 29       | 2029-03-01      | 5.8750%  | 0.0000% | $13000.00          | $13231.25          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.596%072630     | 2030-07-26      | 4.5960%  | 0.0000% | $32000.00          | $32475.22          | Corporate Debt Securities                         |
| ANGEL OAK MTG TR 2025-6        A-1    20700425 FLT | 2070-04-25      | 5.5150%  | 0.0000% | $1042757.00        | $864294.41         | Private Label Collateralized Mortgage Obligations |
| BPR MTG TR 2025-ALDR           A      20420605 FLT | 2042-06-05      | 5.6720%  | 0.0000% | $7088000.00        | $7281113.35        | Private Label Collateralized Mortgage Obligations |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 4.375%041538     | 2038-04-15      | 4.3750%  | 0.0000% | $2251000.00        | $2094201.91        | Corporate Debt Securities                         |
| ANTARES CLO LTD 2018-1R        B-R    20380420 FLT | 2038-04-20      | 5.3752%  | 0.0000% | $250000.00         | $247045.78         | Asset-Backed Securities                           |
| ATHENE GLOBAL FDG              REGS NT 5.526%31    | 2031-07-11      | 5.5260%  | 0.0000% | $505000.00         | $514732.11         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT 7%27     | 2027-01-15      | 7.0000%  | 0.0000% | $52000.00          | $53718.95          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT3.6%51    | 2051-03-15      | 3.6000%  | 0.0000% | $1000.00           | $703.37            | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 32       | 2032-01-31      | 3.2500%  | 0.0000% | $1280000.00        | $1178182.40        | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.5%010827       | 2027-01-08      | 4.5000%  | 0.0000% | $99000.00          | $100692.90         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 4.316%011048     | 2048-01-10      | 4.3160%  | 0.0000% | $200000.00         | $161973.56         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-11-17      | 6.2700%  | 0.0000% | $5324000.00        | $5822747.88        | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           FR 3.7%080147       | 2047-08-01      | 3.7000%  | 0.0000% | $20000.00          | $15536.14          | Corporate Debt Securities                         |
| CONN AVE SEC TR 2023-R04       1M-1   20430526 FLT | 2043-05-26      | 5.9452%  | 0.0000% | $9188270.00        | $4734650.20        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B7       A-M    20530516 FLT | 2053-05-16      | 4.7410%  | 0.0000% | $3000000.00        | $2949582.41        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2021-INV1  B-6    20510525 FLT | 2051-05-25      | 2.7087%  | 0.0000% | $1059696.00        | $106408.68         | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC36  D      20490212 2.8 | 2049-02-12      | 2.8500%  | 0.0000% | $2767458.00        | $1815662.31        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  JR SB GLBL -D 26    | 2026-11-20      | 4.3000%  | 0.0000% | $1000.00           | $1019.81           | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR 144A NT 48       | 2048-06-25      | 4.8750%  | 0.0000% | $475000.00         | $399316.86         | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR FL 144A NT 28    | 2028-03-17      | 4.4460%  | 0.0000% | $3000.00           | $3020.72           | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR REGS NT 28       | 2028-08-19      | 1.9850%  | 0.0000% | $345000.00         | $323521.98         | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.875%28    | 2028-03-03      | 4.8750%  | 0.0000% | $195000.00         | $199118.16         | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 5.875%020742     | 2042-02-07      | 5.8750%  | 0.0000% | $72000.00          | $75181.33          | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 32       | 2032-02-01      | 2.5390%  | 0.0000% | $2705000.00        | $2304489.51        | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT 29       | 2029-07-15      | 5.9500%  | 0.0000% | $88000.00          | $90166.05          | Corporate Debt Securities                         |
| COCA COLA CONS INC             SR GLBL NT 34       | 2034-06-01      | 5.4500%  | 0.0000% | $2595000.00        | $2718332.42        | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT4.5%30    | 2030-09-15      | 4.5000%  | 0.0000% | $2853000.00        | $2848306.81        | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL -D 26    | 2026-11-20      | 4.3000%  | 0.0000% | $111000.00         | $113199.03         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL -D 26    | 2026-11-20      | 4.3000%  | 0.0000% | $229000.00         | $233536.74         | Corporate Debt Securities                         |
| IDAHO PWR CO                   FR 5.5%031553       | 2053-03-15      | 5.5000%  | 0.0000% | $95000.00          | $91677.38          | Corporate Debt Securities                         |
| PRKCM 2023-AFC4 TRUST          M-1    20581125 FLT | 2058-11-25      | 7.9235%  | 0.0000% | $4000000.00        | $4049575.32        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            B-3    20550225 FLT | 2055-02-25      | 7.1758%  | 0.0000% | $388000.00         | $256144.25         | Private Label Collateralized Mortgage Obligations |
| PMT LN TR 2025-J4              B-2    20561225 FLT | 2056-12-25      | 6.3384%  | 0.0000% | $7677000.00        | $7801952.51        | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT 62       | 2062-08-05      | 5.0500%  | 0.0000% | $1300000.00        | $1083983.69        | Corporate Debt Securities                         |
| WYETH                          SR GLBL NT 6%36     | 2036-02-15      | 6.0000%  | 0.0000% | $260000.00         | $280441.20         | Corporate Debt Securities                         |
| OKLAHOMA GAS & ELEC CO         SR NT 5.85%40       | 2040-06-01      | 5.8500%  | 0.0000% | $398000.00         | $414665.26         | Corporate Debt Securities                         |
| INVITATION HOMES OPER PARTNERS SR GLBL NT 30       | 2030-08-15      | 5.4500%  | 0.0000% | $72000.00          | $74031.42          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT5.3%28    | 2028-01-21      | 5.3000%  | 0.0000% | $84000.00          | $85740.06          | Corporate Debt Securities                         |
| PARK BLUE CLO 2023-3R          A-2-R  20380420 FLT | 2038-04-20      | 5.3552%  | 0.0000% | $5542967.00        | $5552930.84        | Asset-Backed Securities                           |
| PACIFICORP                     1M GLBL BD7.7%31    | 2031-11-15      | 7.7000%  | 0.0000% | $60000.00          | $69564.70          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR NT 5.05%45       | 2045-04-01      | 5.0500%  | 0.0000% | $101000.00         | $87312.28          | Corporate Debt Securities                         |
| OBRA CLO 2 LTD                 B      20380720 FLT | 2038-07-20      | 5.5252%  | 0.0000% | $500000.00         | $501577.39         | Asset-Backed Securities                           |
| ORACLE CORP                    SR GLBL NT6.5%38    | 2038-04-15      | 6.5000%  | 0.0000% | $1954000.00        | $1962125.38        | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  4.4%48              | 2048-11-01      | 4.4000%  | 0.0000% | $1497000.00        | $1266114.36        | Corporate Debt Securities                         |
| LYONDELLBASELL INDUSTRIES NV   SR GLBL NT 55       | 2055-02-26      | 4.6250%  | 0.0000% | $2246000.00        | $1720351.15        | Corporate Debt Securities                         |
| GOLUB CAPITAL PART 2019-45MR   A-2-R  20370720 FLT | 2037-07-20      | 5.4752%  | 0.0000% | $3781550.00        | $3775427.28        | Asset-Backed Securities                           |
| GOLUB CAP PART 2025-59MR       A-2R   20370420 FLT | 2037-04-20      | 5.2752%  | 0.0000% | $500000.00         | $497997.67         | Asset-Backed Securities                           |
| GOLUB CAP PAR CLO 2020-47(M)R  A-1A-R 20370805 FLT | 2037-08-05      | 5.2832%  | 0.0000% | $3744051.00        | $3777737.98        | Asset-Backed Securities                           |
| JPMORGAN CHASE & CO            SR GLBL NT 44       | 2044-02-01      | 4.8500%  | 0.0000% | $1242000.00        | $1144515.77        | Corporate Debt Securities                         |
| FHLMC STACR 2019-FTR1          B-2    20480127 FLT | 2048-01-27      | 12.1096% | 0.0000% | $14500000.00       | $17090310.99       | Private Label Collateralized Mortgage Obligations |
| RWE FINANCE US LLC             SR 144A NT 55       | 2055-09-18      | 5.8750%  | 0.0000% | $3296000.00        | $3166447.97        | Corporate Debt Securities                         |
| FHLMC STACR 2021-DNA7          B-2    20411125 FLT | 2041-11-25      | 11.4452% | 0.0000% | $3900000.00        | $4036553.68        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 34       | 2034-10-23      | 6.2540%  | 0.0000% | $5190000.00        | $5572690.13        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-10-21      | 1.9480%  | 0.0000% | $1000.00           | $988.68            | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 35       | 2035-08-15      | 5.5500%  | 0.0000% | $416000.00         | $429080.08         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29       | 2029-04-23      | 3.8140%  | 0.0000% | $726000.00         | $715561.29         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 29       | 2029-04-06      | 4.7500%  | 0.0000% | $12861000.00       | $12907642.56       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-02-24      | 2.6400%  | 0.0000% | $2000.00           | $1979.32           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-02-24      | 2.6400%  | 0.0000% | $693000.00         | $685834.38         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT1.7%28    | 2028-09-15      | 1.7000%  | 0.0000% | $212000.00         | $199679.62         | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2014-150E F      20320913 FLT | 2032-09-13      | 4.4382%  | 0.0000% | $9345000.00        | $6665556.88        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 4.994%041229     | 2029-04-12      | 4.9940%  | 0.0000% | $1600000.00        | $1615995.20        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       4.375%28            | 2028-03-22      | 4.3750%  | 0.0000% | $466000.00         | $467294.57         | Corporate Debt Securities                         |
| MORGAN STANLEY RES 2024-NQM2   A-2    20690525 FLT | 2069-05-25      | 6.7400%  | 0.0000% | $12803000.00       | $6093132.74        | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            D      20400810 FLT | 2040-08-10      | 3.3922%  | 0.0000% | $1857500.00        | $1130854.56        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-10-23      | 4.6920%  | 0.0000% | $6578000.00        | $6578146.91        | Corporate Debt Securities                         |
| GOLUB  CAP PARTNERS 2025-77B   A-1    20380125 FLT | 2038-01-25      | 4.9166%  | 0.0000% | $6000000.00        | $5998138.30        | Asset-Backed Securities                           |
| MORGAN STANLEY                 FR 3.971%072238     | 2038-07-22      | 3.9710%  | 0.0000% | $1783000.00        | $1582180.61        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-07-23      | 5.0490%  | 0.0000% | $398000.00         | $407430.31         | Corporate Debt Securities                         |
| INTERNATIONAL PAPER CO         CR SEN SR GLBL39    | 2039-11-15      | 7.3000%  | 0.0000% | $193000.00         | $223300.68         | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 27       | 2027-11-15      | 2.6250%  | 0.0000% | $180000.00         | $178115.62         | Corporate Debt Securities                         |
| GLS AUTO RECV ISSUER TR 2024-3 A-3    20280417 5.0 | 2028-04-17      | 5.0200%  | 0.0000% | $178000.00         | $31328.93          | Asset-Backed Securities                           |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30       | 2030-04-06      | 5.8500%  | 0.0000% | $50000.00          | $51978.00          | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT5.4%33    | 2033-03-15      | 5.4000%  | 0.0000% | $725000.00         | $712443.00         | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 34       | 2034-04-15      | 5.3750%  | 0.0000% | $90000.00          | $93532.46          | Corporate Debt Securities                         |
| GC TREAS CTR CO LTD            FR 4.3%031851       | 2051-03-18      | 4.3000%  | 0.0000% | $450000.00         | $349032.00         | Corporate Debt Securities                         |
| GOLUB CAP PARTNER CLO 2018-38R B-R    20360728 FLT | 2036-07-28      | 5.6201%  | 0.0000% | $13350000.00       | $13220134.26       | Asset-Backed Securities                           |
| GLOBAL PMTS INC                SR GLBL NT5.4%33    | 2033-03-15      | 5.4000%  | 0.0000% | $845000.00         | $830364.60         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.45%36      | 2036-05-01      | 6.4500%  | 0.0000% | $2926000.00        | $3208185.88        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.45%36      | 2036-05-01      | 6.4500%  | 0.0000% | $4859000.00        | $5327606.01        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 34       | 2034-04-20      | 5.0940%  | 0.0000% | $11129000.00       | $11108912.15       | Corporate Debt Securities                         |
| GSAA HEQ TR 2006-16            A-1    20361027 FLT | 2036-10-27      | 3.8888%  | 0.0000% | $60156.00          | $932.10            | Private Label Collateralized Mortgage Obligations |
| HUMANA INC                     SR GLBL NT 35       | 2035-05-01      | 5.5500%  | 0.0000% | $3676000.00        | $3743806.88        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR NT 4.875%44      | 2044-02-15      | 4.8750%  | 0.0000% | $718000.00         | $662402.57         | Corporate Debt Securities                         |
| ELLINGTON FINL MTG TR 2022-3   A-2    20670825 FLT | 2067-08-25      | 5.0000%  | 0.0000% | $4000000.00        | $2740545.90        | Private Label Collateralized Mortgage Obligations |
| HONEYWELL INTL INC             SR GLBL NT2.8%50    | 2050-06-01      | 2.8000%  | 0.0000% | $3800000.00        | $2469083.78        | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL NT 28       | 2028-03-28      | 4.0170%  | 0.0000% | $255000.00         | $254752.82         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT5.5%53    | 2053-03-15      | 5.5000%  | 0.0000% | $2000.00           | $1760.03           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.25%010829      | 2029-01-08      | 4.2500%  | 0.0000% | $1055000.00        | $1056437.14        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 31       | 2031-03-15      | 5.3500%  | 0.0000% | $555000.00         | $564422.51         | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT3.2%26    | 2026-07-01      | 3.2000%  | 0.0000% | $807000.00         | $813986.83         | Corporate Debt Securities                         |
| FLEXTRONICS INTL LTD           SR GLBL NT 32       | 2032-01-15      | 5.2500%  | 0.0000% | $2138000.00        | $2180316.37        | Corporate Debt Securities                         |
| FREDDIE MAC SCRT SERIES 2022-2 M      20620425 FLT | 2062-04-25      | 5.0000%  | 0.0000% | $8700000.00        | $7922653.07        | Private Label Collateralized Mortgage Obligations |
| FORD CREDIT AT OW TR 2026-REV1 A      20380815 4.3 | 2038-08-15      | 4.3200%  | 0.0000% | $1908000.00        | $1893793.03        | Asset-Backed Securities                           |
| FREDDIE SCRT SERIES 2021-1     M      20600925 FLT | 2060-09-25      | 4.2500%  | 0.0000% | $10620000.00       | $7434962.50        | Private Label Collateralized Mortgage Obligations |
| GATX CORP                      SR GLBL NT 34       | 2034-03-15      | 6.0500%  | 0.0000% | $1537000.00        | $1632343.95        | Corporate Debt Securities                         |
| CROSS  MTG TR 2025-H7          A-1    20700925 FLT | 2070-09-25      | 4.9340%  | 0.0000% | $7694632.00        | $6917290.88        | Private Label Collateralized Mortgage Obligations |
| CROSS  MTG TR 2025-H7          A-1    20700925 FLT | 2070-09-25      | 4.9340%  | 0.0000% | $12900000.00       | $11596792.72       | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG TR 2021-INV3     B-4    20510525 FLT | 2051-05-25      | 3.1687%  | 0.0000% | $2697000.00        | $1992963.97        | Private Label Collateralized Mortgage Obligations |
| ENTERGY LA LLC                 1M GLBL-A BD 52     | 2052-09-15      | 4.7500%  | 0.0000% | $85000.00          | $72511.59          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54       | 2054-09-01      | 5.9500%  | 0.0000% | $528000.00         | $463938.49         | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 35       | 2035-08-15      | 5.2500%  | 0.0000% | $48000.00          | $48500.04          | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR GLBL NT 33       | 2033-01-11      | 5.5940%  | 0.0000% | $405000.00         | $420943.79         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 27       | 2027-06-01      | 1.4500%  | 0.0000% | $1822000.00        | $1784086.71        | Corporate Debt Securities                         |
| BELROSE FDG TR II              SR 144A NT 55       | 2055-05-15      | 6.7920%  | 0.0000% | $200000.00         | $208130.00         | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  VR 051424-051427    | 2027-05-14      | 4.1859%  | 0.0000% | $970000.00         | $980048.31         | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 33       | 2033-10-01      | 2.4500%  | 0.0000% | $9000.00           | $7345.29           | Corporate Debt Securities                         |
| CARVAL CLO LTD 2019-3RR        A-R2   20320720 FLT | 2032-07-20      | 4.6652%  | 0.0000% | $12499999.00       | $9607772.58        | Asset-Backed Securities                           |
| `CITIGROUP MTG LN TR 2021-INV2 B-2W   20510525 FLT | 2051-05-25      | 2.9849%  | 0.0000% | $5914700.00        | $4365649.39        | Private Label Collateralized Mortgage Obligations |
| COCA COLA CO                   SR GLBL NT 1%28     | 2028-03-15      | 1.0000%  | 0.0000% | $3000.00           | $2841.21           | Corporate Debt Securities                         |
| BOC AVIATION PTE LTD           FR 2.625%091730     | 2030-09-17      | 2.6250%  | 0.0000% | $800000.00         | $744652.33         | Corporate Debt Securities                         |
| CARLYLE US CLO LTD 2025-3      A      20380726 FLT | 2038-07-26      | 5.0466%  | 0.0000% | $3100000.00        | $3105116.70        | Asset-Backed Securities                           |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 4%31     | 2031-03-01      | 4.0000%  | 0.0000% | $200000.00         | $193679.11         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             FR 6%100739         | 2039-10-07      | 6.0000%  | 0.0000% | $586000.00         | $595670.95         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 36       | 2036-03-15      | 5.6500%  | 0.0000% | $2000000.00        | $2003165.00        | Corporate Debt Securities                         |
| CROSS MORTGAGE TR 2025-H3      A-3    20700425 FLT | 2070-04-25      | 6.3380%  | 0.0000% | $850000.00         | $643398.59         | Private Label Collateralized Mortgage Obligations |
| CPS AUTO RECEIVABLES TR 2024-D D      20310115 5.1 | 2031-01-15      | 5.1400%  | 0.0000% | $15909000.00       | $15995253.30       | Asset-Backed Securities                           |
| EMERA US FIN LLC               SR GLBL NT4.5%29    | 2029-04-01      | 4.5000%  | 0.0000% | $2900000.00        | $2898854.50        | Corporate Debt Securities                         |
| ERAC USA FINANCE COMPANY       SR 144A NT4.5%29    | 2029-10-30      | 4.5000%  | 0.0000% | $7396000.00        | $7388825.88        | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1REF MTG BD 46      | 2046-03-15      | 3.8750%  | 0.0000% | $100000.00         | $77596.38          | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT 51       | 2051-05-10      | 3.6500%  | 0.0000% | $370000.00         | $268540.86         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 135 BD53    | 2053-02-01      | 5.3000%  | 0.0000% | $9000.00           | $8504.58           | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-076       A-2    20280425 3.9 | 2028-04-25      | 3.9000%  | 0.0000% | $124000.00         | $123520.45         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-735       A-2    20260525 2.8 | 2026-05-25      | 2.8620%  | 0.0000% | $100000.00         | $36982.36          | Agency Collateralized Mortgage Obligation         |
| ATRIUM HOTEL PRTF TR 2024-ATRM A      20391012 FLT | 2039-10-12      | 5.5895%  | 0.0000% | $14365000.00       | $14577827.17       | Private Label Collateralized Mortgage Obligations |
| ASTRAZENECA FINANCE LLC        GLBL NT 5%34        | 2034-02-26      | 5.0000%  | 0.0000% | $1050000.00        | $1073665.83        | Corporate Debt Securities                         |
| ARES LXXI CLO LTD              B      20370420 FLT | 2037-04-20      | 5.6752%  | 0.0000% | $6488139.00        | $6505744.26        | Asset-Backed Securities                           |
| BANK OF AMER CORP              SR GLBL NT 28       | 2028-12-20      | 3.4190%  | 0.0000% | $8000.00           | $7958.93           | Corporate Debt Securities                         |
| ATRIUM HOTEL PRTF TR 2024-ATRM B      20391012 FLT | 2039-10-12      | 6.0903%  | 0.0000% | $3336667.00        | $3403086.81        | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 5.834%102533     | 2033-10-25      | 5.8340%  | 0.0000% | $22000.00          | $23245.43          | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 35       | 2035-06-01      | 5.4500%  | 0.0000% | $230000.00         | $240227.40         | Corporate Debt Securities                         |
| BPCE                           SNR PREF GLBL 29    | 2029-10-01      | 2.7000%  | 0.0000% | $1200000.00        | $1128210.00        | Corporate Debt Securities                         |
| BARINGS CLO LTD 2015-I         C-R    20310121 FLT | 2031-01-21      | 5.6868%  | 0.0000% | $356548.00         | $327735.69         | Asset-Backed Securities                           |
| AVALONBAY CMNTYS INC           FR 3.3%060129       | 2029-06-01      | 3.3000%  | 0.0000% | $256000.00         | $251150.93         | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 5.15%33     | 2033-08-11      | 5.1500%  | 0.0000% | $635000.00         | $644919.58         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 29       | 2029-01-23      | 4.7500%  | 0.0000% | $97000.00          | $99097.98          | Corporate Debt Securities                         |
| BEAR STEARNS ALT-A 2006-8      II-A-1 20460825 FLT | 2046-08-25      | 4.4953%  | 0.0000% | $55769.00          | $2944.89           | Private Label Collateralized Mortgage Obligations |
| BANK OF AMER CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $10796000.00       | $10857541.70       | Corporate Debt Securities                         |
| BB-UBS TRUST 2012-TFT          C      20300607 FLT | 2030-06-07      | 3.6779%  | 0.0000% | $3165000.00        | $2193132.27        | Private Label Collateralized Mortgage Obligations |
| ARIZONA PUB SVC CO             SR GLBL NT 50       | 2050-05-15      | 3.3500%  | 0.0000% | $98000.00          | $66894.23          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 3.462%090629     | 2029-09-06      | 3.4620%  | 0.0000% | $678000.00         | $658041.71         | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     SR GLBL NT3.9%29    | 2029-07-15      | 3.9000%  | 0.0000% | $1900000.00        | $1880933.50        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 29       | 2029-01-23      | 4.7500%  | 0.0000% | $1121000.00        | $1145245.67        | Corporate Debt Securities                         |
| BPCE                           FR 6.027%052836     | 2036-05-28      | 6.0270%  | 0.0000% | $378000.00         | $396245.05         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 56       | 2056-02-19      | 5.6500%  | 0.0000% | $2737000.00        | $2658182.76        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.2%35      | 2035-02-15      | 5.2000%  | 0.0000% | $263000.00         | $265814.98         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT4.8%27    | 2027-02-26      | 4.8000%  | 0.0000% | $1830000.00        | $1856248.30        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT4.8%27    | 2027-02-26      | 4.8000%  | 0.0000% | $45000.00          | $45645.45          | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT4.8%27    | 2027-02-26      | 4.8000%  | 0.0000% | $200000.00         | $202868.67         | Corporate Debt Securities                         |
| BRIGHTHOUSE FINANCIAL GLOBAL   FR 5.65%061029      | 2029-06-10      | 5.6500%  | 0.0000% | $3000.00           | $3087.64           | Corporate Debt Securities                         |
| BRAVO RESID FDG TR 2024-NQM2   A-3    20640225 FLT | 2064-02-25      | 6.5890%  | 0.0000% | $4000000.00        | $1881503.48        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-LC6           F      20460112 3.5 | 2046-01-12      | 3.5000%  | 0.0000% | $1220000.00        | $780066.10         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SUB GLBL NT 32      | 2032-06-15      | 6.6250%  | 0.0000% | $960000.00         | $1065469.20        | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 7.125%           | 2500-12-31      | 7.1250%  | 0.0000% | $3479000.00        | $3622588.48        | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 28    | 2028-07-25      | 4.1250%  | 0.0000% | $1730000.00        | $1733676.97        | Corporate Debt Securities                         |
| CITIGROUP INC                  GLBL SB NT 33       | 2033-10-31      | 6.0000%  | 0.0000% | $695000.00         | $725468.80         | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2014-GC25   C      20471011 FLT | 2047-10-11      | 4.3674%  | 0.0000% | $1125000.00        | $982707.97         | Private Label Collateralized Mortgage Obligations |
| CARVANA AUTO REC TR 2021-P4    A-4    20271210 1.6 | 2027-12-10      | 1.6400%  | 0.0000% | $1000.00           | $273.82            | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 2023-NQM7    B-2    20630925 FLT | 2063-09-25      | 7.8720%  | 0.0000% | $2646000.00        | $2682068.48        | Private Label Collateralized Mortgage Obligations |
| BP CAP MKTS AMER INC           SR GLBL NT 27       | 2027-04-14      | 3.5880%  | 0.0000% | $244000.00         | $243278.90         | Corporate Debt Securities                         |
| CONN AVE SEC TR 2023-R04       1M-1   20430526 FLT | 2043-05-26      | 5.9452%  | 0.0000% | $19410234.00       | $10001955.57       | Private Label Collateralized Mortgage Obligations |
| `CITIGROUP MTG LN TR 2021-INV2 B-4    20510525 FLT | 2051-05-25      | 2.9849%  | 0.0000% | $3252800.00        | $2342830.62        | Private Label Collateralized Mortgage Obligations |
| AVIS BUDGET RENT CAR FDG 23-4  B      20290620 6.3 | 2029-06-20      | 6.3200%  | 0.0000% | $25000000.00       | $25683938.88       | Asset-Backed Securities                           |
| EQUITABLE HLDGS INC            SR 144A NT 29       | 2029-02-15      | 4.5720%  | 0.0000% | $2000000.00        | $1998210.00        | Corporate Debt Securities                         |
| AON NORTH AMERICA INC.         SR GLBL NT5.3%31    | 2031-03-01      | 5.3000%  | 0.0000% | $118000.00         | $121454.58         | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 30     | 2030-11-06      | 4.5510%  | 0.0000% | $7000000.00        | $7049255.50        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT5.6%54    | 2054-02-15      | 5.6000%  | 0.0000% | $605000.00         | $533807.63         | Corporate Debt Securities                         |
| EVERGY INC                     JR SB GLBL NT 55    | 2055-06-01      | 6.6500%  | 0.0000% | $3032000.00        | $3161537.99        | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR GLBL NT 26       | 2026-10-15      | 0.8750%  | 0.0000% | $1000.00           | $986.66            | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              GLBL -V NT2.9%27    | 2027-03-01      | 2.9000%  | 0.0000% | $500000.00         | $496421.39         | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT5.4%38    | 2038-01-09      | 5.4000%  | 0.0000% | $3347000.00        | $3299974.65        | Corporate Debt Securities                         |
| EFMT 2023-1 2023-1             A-3    20680225 FLT | 2068-02-25      | 6.5440%  | 0.0000% | $506000.00         | $284034.39         | Private Label Collateralized Mortgage Obligations |
| ENERGY TRANSFER L P            SR GLBL NT 54       | 2054-09-01      | 6.0500%  | 0.0000% | $28000.00          | $26974.51          | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           FR 3.7%080147       | 2047-08-01      | 3.7000%  | 0.0000% | $695000.00         | $539881.02         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 4.75%            | 2500-12-31      | 4.7500%  | 0.0000% | $500000.00         | $487450.97         | Corporate Debt Securities                         |
| DEERE & CO                     SR GLBL NT 35       | 2035-01-16      | 5.4500%  | 0.0000% | $13000.00          | $13703.88          | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD5.7%54    | 2054-03-15      | 5.7000%  | 0.0000% | $1000.00           | $979.27            | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-066       A-2    20270625 3.1 | 2027-06-25      | 3.1170%  | 0.0000% | $100000.00         | $98073.91          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1512      A-3    20340425 3.0 | 2034-04-25      | 3.0590%  | 0.0000% | $1753500.00        | $1576284.62        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1512      A-3    20340425 3.0 | 2034-04-25      | 3.0590%  | 0.0000% | $1777595.00        | $1597944.48        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-058       A-M    20260825 2.7 | 2026-08-25      | 2.7240%  | 0.0000% | $313938.00         | $312910.90         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-506       A-2    20280825 FLT | 2028-08-25      | 4.6500%  | 0.0000% | $1930000.00        | $1949828.50        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-1515      A-2    20350225 1.9 | 2035-02-25      | 1.9400%  | 0.0000% | $1009.00           | $818.39            | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-070       A-M    20271225 FLT | 2027-12-25      | 3.3640%  | 0.0000% | $149905.00         | $148206.86         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1504      A-2    20320425 3.4 | 2032-04-25      | 3.4240%  | 0.0000% | $2000000.00        | $1952928.44        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-108       A-2    20300325 1.5 | 2030-03-25      | 1.5170%  | 0.0000% | $60000.00          | $54401.76          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1509      A-1    20291225 3.9 | 2029-12-25      | 3.9500%  | 0.0000% | $1559839.00        | $268635.70         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-106       A-2    20300125 2.0 | 2030-01-25      | 2.0690%  | 0.0000% | $110214.00         | $102113.46         | Agency Collateralized Mortgage Obligation         |
| GOLDMAN SACHS GROUP INC        FR 5.95%011527      | 2027-01-15      | 5.9500%  | 0.0000% | $786000.00         | $808553.62         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 32    | 2032-01-21      | 4.6175%  | 0.0000% | $320000.00         | $319056.86         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36       | 2036-10-21      | 4.9390%  | 0.0000% | $1000.00           | $968.59            | Corporate Debt Securities                         |
| SCF EQUIP LEASING LLC 2025-1   A-2    20300722 4.8 | 2030-07-22      | 4.8200%  | 0.0000% | $3000000.00        | $1229527.67        | Asset-Backed Securities                           |
| UNITEDHEALTH GROUP INC         SR GLBL NT2.9%50    | 2050-05-15      | 2.9000%  | 0.0000% | $16000.00          | $10273.63          | Corporate Debt Securities                         |
| RENTOKIL TERMINIX FDG PLC      SR 144A NT 31       | 2031-04-23      | 4.6250%  | 0.0000% | $1000000.00        | $989159.31         | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE INS CO   SUB REGS NT 59      | 2059-09-30      | 3.6250%  | 0.0000% | $204000.00         | $136827.05         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45       | 2045-10-21      | 4.7500%  | 0.0000% | $2000.00           | $1742.32           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45       | 2045-10-21      | 4.7500%  | 0.0000% | $377000.00         | $328426.38         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29       | 2029-10-21      | 4.1530%  | 0.0000% | $2000.00           | $1978.42           | Corporate Debt Securities                         |
| US BANCORP                     FR 5.033%012637     | 2037-01-26      | 5.0330%  | 0.0000% | $5000.00           | $4967.36           | Corporate Debt Securities                         |
| REINSURANCE GROUP AMER INC     SR GLBL NT 34       | 2034-09-15      | 5.7500%  | 0.0000% | $173000.00         | $177843.57         | Corporate Debt Securities                         |
| US BANCORP                     FR 5.1%072330       | 2030-07-23      | 5.1000%  | 0.0000% | $97000.00          | $99850.02          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 41       | 2041-11-15      | 4.6250%  | 0.0000% | $37000.00          | $33816.07          | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2018-BOP  C      20330815 FLT | 2033-08-15      | 5.2020%  | 0.0000% | $4360000.00        | $1751316.08        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 5.23%011531      | 2031-01-15      | 5.2300%  | 0.0000% | $1998000.00        | $2058387.89        | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.466%28      | 2028-07-06      | 4.4660%  | 0.0000% | $860000.00         | $871345.41         | Corporate Debt Securities                         |
| SOCIEDAD QUIMICA Y MINERA DE   SR 144A NT3.5%51    | 2051-09-10      | 3.5000%  | 0.0000% | $200000.00         | $137468.22         | Corporate Debt Securities                         |
| MOUNTIA VIEW CLO LTD  2019-15R A-1-R  20370715 FLT | 2037-07-15      | 5.3431%  | 0.0000% | $4634202.00        | $4647299.60        | Asset-Backed Securities                           |
| SOCIETE GENERALE               FR 5.634%011930     | 2030-01-19      | 5.6340%  | 0.0000% | $500000.00         | $517543.25         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.296%041037     | 2037-04-10      | 5.2960%  | 0.0000% | $1000.00           | $994.79            | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.296%041037     | 2037-04-10      | 5.2960%  | 0.0000% | $1213000.00        | $1206683.24        | Corporate Debt Securities                         |
| SHIRE ACQUISITIONS INVTS IRELA SR GLBL NT3.2%26    | 2026-09-23      | 3.2000%  | 0.0000% | $507000.00         | $506842.27         | Corporate Debt Securities                         |
| SIXTH STREET CLO LTD 2024-24R  A-1-R  20370423 FLT | 2037-04-23      | 4.9200%  | 0.0000% | $1025372.00        | $1027194.18        | Asset-Backed Securities                           |
| SIXTH STREET CLO LTD 2024-24R  A-1-R  20370423 FLT | 2037-04-23      | 4.9200%  | 0.0000% | $10000000.00       | $10017770.96       | Asset-Backed Securities                           |
| MS RES MTG LN TR 2025-NQM4     B-1    20700525 FLT | 2070-05-25      | 7.0328%  | 0.0000% | $7156000.00        | $7039516.59        | Private Label Collateralized Mortgage Obligations |
| SOCIETE GENERALE               FR 5.25%021927      | 2027-02-19      | 5.2500%  | 0.0000% | $300000.00         | $305200.25         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 7.367%011053     | 2053-01-10      | 7.3670%  | 0.0000% | $730000.00         | $790714.30         | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT5.5%35    | 2035-02-15      | 5.5000%  | 0.0000% | $1867000.00        | $1908462.96        | Corporate Debt Securities                         |
| TELEFONICA EMISONES SA         SR GLBL NT 27       | 2027-03-08      | 4.1030%  | 0.0000% | $166000.00         | $166424.39         | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 4%091426         | 2026-09-14      | 4.0000%  | 0.0000% | $635000.00         | $637172.41         | Corporate Debt Securities                         |
| PROGRESSIVE CORP               SR GLBL NT 50       | 2050-03-26      | 3.9500%  | 0.0000% | $246000.00         | $188177.84         | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 26       | 2026-09-15      | 1.1250%  | 0.0000% | $1995000.00        | $1976778.17        | Corporate Debt Securities                         |
| POLARIS INC                    SR GLBL NT5.6%31    | 2031-03-01      | 5.6000%  | 0.0000% | $3838000.00        | $3860674.05        | Corporate Debt Securities                         |
| QTS FAYETTEVILLE I DC1-2       SR SEC 144A NT36    | 2036-04-15      | 5.7000%  | 0.0000% | $1139000.00        | $1109220.84        | Corporate Debt Securities                         |
| QTS FAYETTEVILLE I DC1-2       SR SEC 144A NT36    | 2036-04-15      | 5.7000%  | 0.0000% | $3696000.00        | $3599368.08        | Corporate Debt Securities                         |
| SBL HOLDINGS LLC               CR SEN SR GLBL31    | 2031-02-18      | 5.0000%  | 0.0000% | $2449000.00        | $2177112.02        | Corporate Debt Securities                         |
| PUGET ENERGY INC               1LIEN GLBL NT 53    | 2053-06-01      | 5.4480%  | 0.0000% | $330000.00         | $319178.86         | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT4.1%32    | 2032-11-03      | 4.1000%  | 0.0000% | $24000.00          | $24047.96          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.375%110139     | 2039-11-01      | 5.3750%  | 0.0000% | $271000.00         | $277128.85         | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR 144A NT 26       | 2026-11-13      | 5.2650%  | 0.0000% | $200000.00         | $205914.75         | Corporate Debt Securities                         |
| REGIONS BK BIRMINGHAM ALA      NT 6.45%37          | 2037-06-26      | 6.4500%  | 0.0000% | $1000000.00        | $1069746.67        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 29       | 2029-02-04      | 4.5500%  | 0.0000% | $511000.00         | $509492.27         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL NT7.5%27    | 2027-10-15      | 7.5000%  | 0.0000% | $452000.00         | $471433.74         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-11-10      | 5.1250%  | 0.0000% | $1155000.00        | $1188023.05        | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 28       | 2028-02-07      | 4.4500%  | 0.0000% | $1965000.00        | $1998993.95        | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 3%26     | 2026-12-15      | 3.0000%  | 0.0000% | $1121000.00        | $1127714.79        | Corporate Debt Securities                         |
| RCKT MTG TR 2026-CES2          A-1A   20560225 FLT | 2056-02-25      | 4.7620%  | 0.0000% | $740000.00         | $715971.12         | Asset-Backed Securities                           |
| PACKAGING CORP AMER            GLBL NT 3.05%51     | 2051-10-01      | 3.0500%  | 0.0000% | $100000.00         | $63342.69          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT4.5%50    | 2050-03-15      | 4.5000%  | 0.0000% | $2000.00           | $1565.81           | Corporate Debt Securities                         |
| OMNICOM GROUP INC              SR GLBL NT 5%33     | 2033-06-02      | 5.0000%  | 0.0000% | $2312000.00        | $2283205.32        | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 5%29     | 2029-01-31      | 5.0000%  | 0.0000% | $105000.00         | $108180.45         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 2.25%091526      | 2026-09-15      | 2.2500%  | 0.0000% | $759000.00         | $755123.41         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 35       | 2035-01-22      | 5.6760%  | 0.0000% | $368000.00         | $384748.17         | Corporate Debt Securities                         |
| PMT LN TR 2025-J4              B-6    20561225 FLT | 2056-12-25      | 6.3384%  | 0.0000% | $1194973.00        | $641251.14         | Private Label Collateralized Mortgage Obligations |
| NATIONWIDE BLDG SOC GLOBAL COV FR 4.125%101832     | 2032-10-18      | 4.1250%  | 0.0000% | $620000.00         | $613145.90         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT5.2%45    | 2045-04-01      | 5.2000%  | 0.0000% | $79000.00          | $69555.46          | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT5.2%33    | 2033-07-01      | 5.2000%  | 0.0000% | $2856000.00        | $2875760.35        | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 33       | 2033-06-15      | 7.9500%  | 0.0000% | $950000.00         | $1068229.88        | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 5%34     | 2034-09-15      | 5.0000%  | 0.0000% | $62000.00          | $61482.92          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 5.95%011527      | 2027-01-15      | 5.9500%  | 0.0000% | $2430000.00        | $2499726.83        | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 27       | 2027-11-15      | 3.8750%  | 0.0000% | $605000.00         | $613442.52         | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR REGS NT 31       | 2031-04-16      | 3.3500%  | 0.0000% | $30000.00          | $27550.88          | Corporate Debt Securities                         |
| KUAISHOU TECHNOLOGY            SR GLBL REGS 36     | 2036-01-22      | 4.7500%  | 0.0000% | $1164000.00        | $1138672.01        | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -B 56    | 2056-03-15      | 6.2000%  | 0.0000% | $3801000.00        | $3844217.37        | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 27       | 2027-11-15      | 3.8750%  | 0.0000% | $475000.00         | $481628.43         | Corporate Debt Securities                         |
| ORION CLO LTD 2025-5           B      20380720 FLT | 2038-07-20      | 5.4752%  | 0.0000% | $1400410.00        | $1404346.41        | Asset-Backed Securities                           |
| GOODLEAP SUS HM SOL TR 2022-3  A      20490720 4.9 | 2049-07-20      | 4.9500%  | 0.0000% | $1433344.00        | $959287.02         | Asset-Backed Securities                           |
| PEPSICO INC                    SR GLBL NT4.4%27    | 2027-02-07      | 4.4000%  | 0.0000% | $829000.00         | $839598.30         | Corporate Debt Securities                         |
| BAYER US FIN II LLC            GLBL REGS NT 28     | 2028-12-15      | 4.3750%  | 0.0000% | $400000.00         | $402742.50         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 3%27     | 2027-10-15      | 3.0000%  | 0.0000% | $1626000.00        | $1604569.32        | Corporate Debt Securities                         |
| PMT LN TR 2025-J4              B-3    20561225 FLT | 2056-12-25      | 6.3384%  | 0.0000% | $2218000.00        | $1981676.45        | Private Label Collateralized Mortgage Obligations |
| PEPSICO INC                    SR GLBL NT 3%27     | 2027-10-15      | 3.0000%  | 0.0000% | $1949000.00        | $1923312.18        | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 3.305%031141     | 2041-03-11      | 3.3050%  | 0.0000% | $600000.00         | $459155.08         | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL REGS 49     | 2049-11-07      | 3.1250%  | 0.0000% | $310000.00         | $209906.38         | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL REGS 49     | 2049-11-07      | 3.1250%  | 0.0000% | $1743000.00        | $1180215.56        | Corporate Debt Securities                         |
| STORA ENSO OYJ                 GLBL REGS NT 36     | 2036-04-15      | 7.2500%  | 0.0000% | $370000.00         | $398494.01         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT3.9%32    | 2032-07-18      | 3.9000%  | 0.0000% | $55000.00          | $53882.95          | Corporate Debt Securities                         |
| ITC HLDGS CORP                 SR GLBL NT5.3%43    | 2043-07-01      | 5.3000%  | 0.0000% | $1095000.00        | $1021054.04        | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR 144A NT6.4%57    | 2057-05-10      | 6.4000%  | 0.0000% | $237000.00         | $233777.33         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 4.81%36       | 2036-10-22      | 4.8100%  | 0.0000% | $289000.00         | $280378.81         | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT 35       | 2035-06-15      | 5.9500%  | 0.0000% | $3889000.00        | $4088709.87        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 31      | 2031-05-13      | 2.9560%  | 0.0000% | $1956000.00        | $1849696.40        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-10-22      | 4.6030%  | 0.0000% | $378000.00         | $378692.83         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 31      | 2031-05-13      | 2.9560%  | 0.0000% | $104000.00         | $98347.87          | Corporate Debt Securities                         |
| PROLOGIS L P                   GLBL NT 3.05%50     | 2050-03-01      | 3.0500%  | 0.0000% | $430000.00         | $282221.30         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 4.2%010131       | 2031-01-01      | 4.2000%  | 0.0000% | $100000.00         | $100000.33         | Corporate Debt Securities                         |
| RCKT MORTGAGE TR 2025-CES12    A-1A   20551125 FLT | 2055-11-25      | 5.0270%  | 0.0000% | $6735909.00        | $6239714.32        | Asset-Backed Securities                           |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 32       | 2032-01-15      | 3.6250%  | 0.0000% | $2466000.00        | $2308059.89        | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT 35       | 2035-06-15      | 5.9500%  | 0.0000% | $2607000.00        | $2740875.97        | Corporate Debt Securities                         |
| ISRAEL ELEC CORP LTD           FR 7.75%121527      | 2027-12-15      | 7.7500%  | 0.0000% | $1500000.00        | $1603968.75        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 36       | 2036-04-22      | 5.5720%  | 0.0000% | $10399000.00       | $10696080.94       | Corporate Debt Securities                         |
| PROSUS N V                     SR 144A NT 52       | 2052-01-19      | 4.9870%  | 0.0000% | $500000.00         | $398840.65         | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT5.6%36    | 2036-01-15      | 5.6000%  | 0.0000% | $140000.00         | $142185.87         | Corporate Debt Securities                         |
| PROSUS N V                     SR 144A NT 52       | 2052-01-19      | 4.9870%  | 0.0000% | $200000.00         | $159536.26         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 50       | 2050-10-15      | 2.1250%  | 0.0000% | $230000.00         | $121639.05         | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 3%26     | 2026-12-15      | 3.0000%  | 0.0000% | $1840000.00        | $1851021.60        | Corporate Debt Securities                         |
| GOLUB CAPITAL BDC CLO 8 2024-8 A-2RR  20361020 FLT | 2036-10-20      | 5.4252%  | 0.0000% | $763619.00         | $761623.67         | Asset-Backed Securities                           |
| TRANSCANADA PIPELINES LTD      JR SB-2026A NT56    | 2056-10-17      | 6.1250%  | 0.0000% | $2200000.00        | $2214501.97        | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2020-2       M2     20600425 FLT | 2060-04-25      | 3.7500%  | 0.0000% | $140818.00         | $115008.43         | Private Label Collateralized Mortgage Obligations |
| 3M CO                          FR 2.25%091926      | 2026-09-19      | 2.2500%  | 0.0000% | $25000.00          | $24874.31          | Corporate Debt Securities                         |
| UPMC HEALTH SYS                -2023 BD5.035%33    | 2033-05-15      | 5.0350%  | 0.0000% | $1000.00           | $1027.68           | Corporate Debt Securities                         |
| ROCKFORD TOWER CLO 2018-1      C      20310520 FLT | 2031-05-20      | 5.9672%  | 0.0000% | $5000000.00        | $5056635.47        | Asset-Backed Securities                           |
| RIO TINTO FIN USA PLC          SR NT 4.125%42      | 2042-08-21      | 4.1250%  | 0.0000% | $61000.00          | $52108.41          | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           SR NT 5.5%45        | 2045-06-15      | 5.5000%  | 0.0000% | $332000.00         | $316772.82         | Corporate Debt Securities                         |
| VASA TRUST 2021-VASA           D      20390715 FLT | 2039-07-15      | 5.8695%  | 0.0000% | $10952872.00       | $10172585.20       | Private Label Collateralized Mortgage Obligations |
| SALESFORCE INC                 SR GLBL NT6.4%46    | 2046-03-15      | 6.4000%  | 0.0000% | $25000.00          | $25230.64          | Corporate Debt Securities                         |
| 7-ELEVEN INC                   GLBL 144A NT 41     | 2041-02-10      | 2.5000%  | 0.0000% | $200000.00         | $134963.11         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 34       | 2034-08-24      | 6.1360%  | 0.0000% | $4627000.00        | $4985265.53        | Corporate Debt Securities                         |
| VERUS SEC TR 2021-8            B-2    20661125 FLT | 2066-11-25      | 4.3340%  | 0.0000% | $5411000.00        | $4308586.00        | Private Label Collateralized Mortgage Obligations |
| VERIZON COMMUNICATIONS INC     SR NT 3.85%42       | 2042-11-01      | 3.8500%  | 0.0000% | $1723000.00        | $1402251.58        | Corporate Debt Securities                         |
| VERUS SEC TRUST 2024-4         B-2    20690625 FLT | 2069-06-25      | 7.9947%  | 0.0000% | $5244000.00        | $5327857.84        | Private Label Collateralized Mortgage Obligations |
| PARKER-HANNIFIN CORP           SR GLBL NT4.1%47    | 2047-03-01      | 4.1000%  | 0.0000% | $328000.00         | $265296.06         | Corporate Debt Securities                         |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.65%27       | 2027-02-16      | 4.6500%  | 0.0000% | $1560000.00        | $1581775.00        | Corporate Debt Securities                         |
| NISOURCE INC                   SR GLBL NT 47       | 2047-05-15      | 4.3750%  | 0.0000% | $10000.00          | $8366.82           | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.45%041230      | 2030-04-12      | 4.4500%  | 0.0000% | $987000.00         | $978457.52         | Corporate Debt Securities                         |
| OBX 2026-NQM 6.62273 25JAN66 144A F                | 2066-01-25      | 6.6227%  | 0.0000% | $133046.00         | $107206.07         | Private Label Collateralized Mortgage Obligations |
| STARBUCKS CORP                 SR GLBL NT 26       | 2026-06-15      | 2.4500%  | 0.0000% | $7000.00           | $7050.31           | Corporate Debt Securities                         |
| TOWD PT MTG TR 2019-2          M2     20581225 FLT | 2058-12-25      | 3.7500%  | 0.0000% | $2145465.00        | $1802763.08        | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023B 53    | 2053-03-01      | 5.7000%  | 0.0000% | $75000.00          | $69383.38          | Corporate Debt Securities                         |
| NIKE INC                       SR GLBL NT 26       | 2026-11-01      | 2.3750%  | 0.0000% | $701000.00         | $703887.44         | Corporate Debt Securities                         |
| OZLM XV LTD 2016-15R           A-2B-R 20330420 0.0 | 2033-04-20      | 3.2300%  | 0.0000% | $6459999.00        | $6107329.71        | Asset-Backed Securities                           |
| TOWD PT MTG TR 2016-4          B2     20560725 FLT | 2056-07-25      | 3.9197%  | 0.0000% | $2092839.00        | $2000221.48        | Private Label Collateralized Mortgage Obligations |
| EQUINOR ASA                    SR NT 3.95%43       | 2043-05-15      | 3.9500%  | 0.0000% | $1000.00           | $838.99            | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-1B   20641025 FLT | 2064-10-25      | 7.6267%  | 0.0000% | $14909000.00       | $13820835.34       | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM9 TRUST            A-2    20640125 FLT | 2064-01-25      | 6.2840%  | 0.0000% | $1956000.00        | $1112435.71        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM15           B-3    20650725 FLT | 2065-07-25      | 7.1681%  | 0.0000% | $697642.00         | $658904.99         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               B-1    20631225 FLT | 2063-12-25      | 7.6973%  | 0.0000% | $624190.00         | $623410.33         | Private Label Collateralized Mortgage Obligations |
| SYMPHONY CLO LTD 2022-33R      A-R    20380125 FLT | 2038-01-25      | 4.9271%  | 0.0000% | $4000000.00        | $4004084.73        | Asset-Backed Securities                           |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $55000.00          | $57178.82          | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $248000.00         | $257824.52         | Corporate Debt Securities                         |
| RCKT MORTGAGE TRUST 2024-CES5  A-1A   20440725 FLT | 2044-07-25      | 5.8460%  | 0.0000% | $1025000.00        | $588945.44         | Asset-Backed Securities                           |
| RCKT MORTGAGE TR 2021-4        B-6    20510925 FLT | 2051-09-25      | 3.0065%  | 0.0000% | $6294411.00        | $1928946.06        | Private Label Collateralized Mortgage Obligations |
| ROYAL CARIBBEAN GROUP          SR NT 4.75%33       | 2033-05-15      | 4.7500%  | 0.0000% | $385000.00         | $374598.26         | Corporate Debt Securities                         |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33       | 2033-06-05      | 5.7500%  | 0.0000% | $18000.00          | $18923.03          | Corporate Debt Securities                         |
| PROLOGIS TA US LOG FD L P      SR 144A NT 35       | 2035-01-15      | 5.2500%  | 0.0000% | $429000.00         | $435230.15         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -T 55    | 2055-08-15      | 6.5000%  | 0.0000% | $818000.00         | $862091.56         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 47       | 2047-01-21      | 5.5410%  | 0.0000% | $47000.00          | $45658.98          | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38    | 2038-03-01      | 8.2500%  | 0.0000% | $143000.00         | $174065.44         | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS 2018-WPT  B-FL   20330708 FLT | 2033-07-08      | 5.1460%  | 0.0000% | $3000000.00        | $2605630.33        | Private Label Collateralized Mortgage Obligations |
| PEPSICO INC                    SR GLBL NT3.6%28    | 2028-02-18      | 3.6000%  | 0.0000% | $2661000.00        | $2655438.51        | Corporate Debt Securities                         |
| REGENCY CTRS L P               SR GLBL NT3.6%27    | 2027-02-01      | 3.6000%  | 0.0000% | $2168000.00        | $2177018.88        | Corporate Debt Securities                         |
| FREDDIE MAC SCRT SERIES 2022-1 M      20611125 FLT | 2061-11-25      | 4.5000%  | 0.0000% | $8200000.00        | $7473045.40        | Private Label Collateralized Mortgage Obligations |
| PERUSAHAAN LISTRIK NEGARA PT   FR 5.45%020336      | 2036-02-03      | 5.4500%  | 0.0000% | $400000.00         | $394800.33         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        LW TIER II 33       | 2033-06-06      | 4.6260%  | 0.0000% | $1710000.00        | $1691863.74        | Corporate Debt Securities                         |
| RADNOR RE LTD 2021-2           M-1B   20311125 FLT | 2031-11-25      | 7.3452%  | 0.0000% | $5000000.00        | $717882.09         | Asset-Backed Securities                           |
| PRKCM TRUST 2024-AFC1          A-2    20590325 FLT | 2059-03-25      | 6.6360%  | 0.0000% | $6148000.00        | $2622057.37        | Private Label Collateralized Mortgage Obligations |
| RTX CORPORATION                SR GLBL NT 50       | 2050-07-01      | 3.1250%  | 0.0000% | $111000.00         | $74172.40          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%29    | 2029-01-15      | 6.1000%  | 0.0000% | $246000.00         | $258320.09         | Corporate Debt Securities                         |
| ROYAL BANK OF CANADA QUEEN VI  FR 4.612%050332     | 2032-05-03      | 4.6120%  | 0.0000% | $6197000.00        | $6154088.53        | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT4.5%33    | 2033-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1972.49           | Corporate Debt Securities                         |
| GM FINL CON AUTO REC TR 2024-2 A-3    20290316 5.1 | 2029-03-16      | 5.1000%  | 0.0000% | $2660000.00        | $1823775.43        | Asset-Backed Securities                           |
| INTEL CORP                     SR GLBL NT 28       | 2028-02-10      | 4.8750%  | 0.0000% | $825000.00         | $838524.50         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 26      | 2026-12-15      | 4.1250%  | 0.0000% | $417000.00         | $423600.59         | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR 2016-C4  D      20491217 FLT | 2049-12-17      | 3.1422%  | 0.0000% | $5519483.00        | $3497664.56        | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT 27       | 2027-05-11      | 3.1500%  | 0.0000% | $5115000.00        | $5131662.11        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-04-26      | 4.3230%  | 0.0000% | $1926000.00        | $1924999.12        | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL NT 28       | 2028-03-28      | 4.0170%  | 0.0000% | $2363000.00        | $2360709.47        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 26      | 2026-12-15      | 4.1250%  | 0.0000% | $1461000.00        | $1484125.80        | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 30       | 2030-01-23      | 4.1500%  | 0.0000% | $18000.00          | $17652.45          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 4.875%43      | 2043-11-15      | 4.8750%  | 0.0000% | $300000.00         | $277165.12         | Corporate Debt Securities                         |
| SVC ABS LLC 2023-1             C      20530220 6.7 | 2053-02-20      | 6.7000%  | 0.0000% | $3750000.00        | $3701422.92        | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ACCREDIT 2005-QO1  A-1    20350827 FLT | 2035-08-27      | 4.0930%  | 0.0000% | $50003.00          | $1595.18           | Private Label Collateralized Mortgage Obligations |
| PALMER SQ CLO 2019-1R2 LTD     A-1-R2 20380816 FLT | 2038-08-16      | 4.9025%  | 0.0000% | $9069419.00        | $9173763.21        | Asset-Backed Securities                           |
| SIERRA PAC PWR CO              JR SB GLBL 55       | 2055-12-15      | 6.2000%  | 0.0000% | $4188000.00        | $4217441.64        | Corporate Debt Securities                         |
| UNUM GROUP                     SR GLBL NT 51       | 2051-06-15      | 4.1250%  | 0.0000% | $754000.00         | $565823.28         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 5%28     | 2028-03-01      | 5.0000%  | 0.0000% | $416000.00         | $422691.13         | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 35       | 2035-11-15      | 5.5500%  | 0.0000% | $101000.00         | $99751.81          | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 35       | 2035-11-15      | 5.5500%  | 0.0000% | $687000.00         | $678509.83         | Corporate Debt Securities                         |
| HMH TR 2017-NSS                A      20310708 3.0 | 2031-07-08      | 3.0622%  | 0.0000% | $6738540.00        | $5390675.48        | Private Label Collateralized Mortgage Obligations |
| HUMANA INC                     SR GLBL NT 34       | 2034-03-15      | 5.9500%  | 0.0000% | $11509000.00       | $11866325.68       | Corporate Debt Securities                         |
| GOODMAN US FIN SEVEN LLC       SR GLBL 144A 36     | 2036-04-28      | 5.2500%  | 0.0000% | $2661000.00        | $2620956.39        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 29    | 2029-01-21      | 4.3675%  | 0.0000% | $4838000.00        | $4827163.78        | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT 31       | 2031-10-15      | 3.1500%  | 0.0000% | $305000.00         | $257643.41         | Corporate Debt Securities                         |
| FHLMC STACR 2021-DNA6          B-2    20411025 FLT | 2041-10-25      | 11.1452% | 0.0000% | $27100000.00       | $27860934.48       | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C32 C      20481118 FLT | 2048-11-18      | 4.8617%  | 0.0000% | $300307.00         | $30269.84          | Private Label Collateralized Mortgage Obligations |
| KYNDRYL HLDGS INC              SR GLBL NT 34       | 2034-02-20      | 6.3500%  | 0.0000% | $1963000.00        | $1908796.12        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 29       | 2029-12-05      | 4.4520%  | 0.0000% | $6000.00           | $6092.47           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 29       | 2029-12-05      | 4.4520%  | 0.0000% | $5649000.00        | $5736060.51        | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA4 M-1A   20420527 FLT | 2042-05-27      | 5.8452%  | 0.0000% | $1059950.00        | $267366.62         | Private Label Collateralized Mortgage Obligations |
| LENNAR CORP                    SR GLBL NT 27       | 2027-11-29      | 4.7500%  | 0.0000% | $1000000.00        | $1022853.61        | Corporate Debt Securities                         |
| GSAA HEQ TR 2005-1             B-1    20341125 FLT | 2034-11-25      | 6.2600%  | 0.0000% | $3671000.00        | $3362455.31        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA6 M-1B   20420925 FLT | 2042-09-25      | 7.3452%  | 0.0000% | $7364570.00        | $7609972.92        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA5 M-1B   20420625 FLT | 2042-06-25      | 8.1452%  | 0.0000% | $8834247.00        | $9177057.86        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-LTV1     A-5    20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $39155.00          | $265.25            | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA6 M-1B   20420925 FLT | 2042-09-25      | 7.3452%  | 0.0000% | $9089973.00        | $9392869.96        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 32       | 2032-04-23      | 4.6220%  | 0.0000% | $2000.00           | $1987.52           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB NT 3.625%27     | 2027-12-01      | 3.6250%  | 0.0000% | $66000.00          | $66266.87          | Corporate Debt Securities                         |
| FREDDIE MAC SCRT SERIES 2021-3 M      20610325 4.2 | 2061-03-25      | 4.2500%  | 0.0000% | $700000.00         | $638513.13         | Private Label Collateralized Mortgage Obligations |
| KUBOTA CREDIT OWR TR 2024-2    A-4    20300515 5.1 | 2030-05-15      | 5.1900%  | 0.0000% | $949000.00         | $965591.84         | Asset-Backed Securities                           |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-01-23      | 5.3360%  | 0.0000% | $558000.00         | $573617.06         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-04-22      | 2.5220%  | 0.0000% | $415000.00         | $383211.18         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.75%091428      | 2028-09-14      | 4.7500%  | 0.0000% | $244000.00         | $245754.22         | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR NT 5.2%40        | 2040-11-02      | 5.2000%  | 0.0000% | $55000.00          | $55185.96          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 5%33     | 2033-04-15      | 5.0000%  | 0.0000% | $40000.00          | $40239.73          | Corporate Debt Securities                         |
| SIXTH STREET CLO LTD 2019-14R2 A-1-R2 20380120 FLT | 2038-01-20      | 4.8221%  | 0.0000% | $19280317.00       | $19254588.09       | Asset-Backed Securities                           |
| RTX CORPORATION                GLBL NT 6%31        | 2031-03-15      | 6.0000%  | 0.0000% | $3000.00           | $3203.79           | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 39       | 2039-03-15      | 3.8750%  | 0.0000% | $280000.00         | $238244.65         | Corporate Debt Securities                         |
| PULTE GROUP INC                SR GLBL NT 31       | 2031-03-01      | 4.2500%  | 0.0000% | $220000.00         | $216285.06         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 3%50     | 2050-10-15      | 3.0000%  | 0.0000% | $10506000.00       | $6515821.20        | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 53       | 2053-03-09      | 5.1250%  | 0.0000% | $816000.00         | $754645.30         | Corporate Debt Securities                         |
| ONE MARKET PLAZA TR 2017-1MKT  E      20320210 4.1 | 2032-02-10      | 4.1416%  | 0.0000% | $1500000.00        | $1397622.43        | Private Label Collateralized Mortgage Obligations |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 50       | 2050-04-15      | 3.1500%  | 0.0000% | $2420000.00        | $1610854.85        | Corporate Debt Securities                         |
| MEDTRONIC INC                  SR GLBL NT 35       | 2035-03-15      | 4.3750%  | 0.0000% | $201000.00         | $194756.69         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR 144A NT 39       | 2039-08-01      | 7.1250%  | 0.0000% | $10147.00          | $11260.58          | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-3     B5     20610125 FLT | 2061-01-25      | 3.1650%  | 0.0000% | $1119674.00        | $766428.08         | Private Label Collateralized Mortgage Obligations |
| MCDONALDS CORP                 FR 4.875%120945     | 2045-12-09      | 4.8750%  | 0.0000% | $1000.00           | $910.53            | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $8682000.00        | $8807281.26        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 29       | 2029-01-26      | 4.0750%  | 0.0000% | $600000.00         | $602700.17         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT3.7%29    | 2029-03-23      | 3.7000%  | 0.0000% | $10000.00          | $9766.73           | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT1.7%27    | 2027-06-10      | 1.7000%  | 0.0000% | $20000.00          | $19634.42          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.875%120945     | 2045-12-09      | 4.8750%  | 0.0000% | $745000.00         | $678347.64         | Corporate Debt Securities                         |
| HOMES TR 2023-NQM1             A-1    20680125 FLT | 2068-01-25      | 6.1820%  | 0.0000% | $20405000.00       | $12526150.58       | Private Label Collateralized Mortgage Obligations |
| LPL HLDGS INC                  SR GLBL NT 28       | 2028-11-17      | 6.7500%  | 0.0000% | $2996000.00        | $3223793.37        | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 26       | 2026-05-10      | 2.8750%  | 0.0000% | $1000000.00        | $1013176.39        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 2%28     | 2028-03-20      | 2.0000%  | 0.0000% | $2485000.00        | $2388314.17        | Corporate Debt Securities                         |
| SEMPRA                         SR GLBL NT 36       | 2036-03-15      | 5.2500%  | 0.0000% | $620000.00         | $614943.38         | Corporate Debt Securities                         |
| LYB INTERNATIONAL FINANCE B.V. SR GLBL NT 43       | 2043-07-15      | 5.2500%  | 0.0000% | $62000.00          | $54907.97          | Corporate Debt Securities                         |
| NBN CO LTD                     FR 6%100633         | 2033-10-06      | 6.0000%  | 0.0000% | $1367000.00        | $1465123.26        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.802%012552     | 2052-01-25      | 2.8020%  | 0.0000% | $62000.00          | $38348.50          | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2018-1     M3     20620525 FLT | 2062-05-25      | 3.2500%  | 0.0000% | $5000000.00        | $4460929.64        | Asset-Backed Securities                           |
| MORGAN STANLEY CAP I 2014-150E G      20320913 FLT | 2032-09-13      | 4.4382%  | 0.0000% | $3000000.00        | $237933.64         | Private Label Collateralized Mortgage Obligations |
| PK AVE INSTL ADVISERS CLO LTD  A-1    20350420 FLT | 2035-04-20      | 5.0452%  | 0.0000% | $2500000.00        | $2504628.63        | Asset-Backed Securities                           |
| PFIZER INC                     SR NT 4.3%43        | 2043-06-15      | 4.3000%  | 0.0000% | $434000.00         | $377764.45         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.484%091636     | 2036-09-16      | 2.4840%  | 0.0000% | $14137000.00       | $12271142.19       | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT 27       | 2027-01-15      | 2.6250%  | 0.0000% | $100000.00         | $98833.62          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.7%65    | 2065-12-04      | 5.7000%  | 0.0000% | $2000.00           | $1985.41           | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2015-C22      C      20480417 FLT | 2048-04-17      | 4.1038%  | 0.0000% | $11001000.00       | $9579404.88        | Private Label Collateralized Mortgage Obligations |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40    | 2040-07-01      | 4.5000%  | 0.0000% | $18696.00          | $16289.73          | Corporate Debt Securities                         |
| FORTRESS CR OPPORT CLO 2024-25 D      20370115 FLT | 2037-01-15      | 7.6231%  | 0.0000% | $1500354.00        | $1482674.27        | Asset-Backed Securities                           |
| FIRST CTZNS BANCSHARES INC DEL SR GLBL NT 32       | 2032-03-03      | 4.8690%  | 0.0000% | $900000.00         | $877454.32         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.4%032932       | 2032-03-29      | 5.4000%  | 0.0000% | $13945000.00       | $14235892.70       | Corporate Debt Securities                         |
| WOODMONT LP 2023-12R           A-2R   20321025 FLT | 2032-10-25      | 5.4166%  | 0.0000% | $1342000.00        | $1349237.92        | Asset-Backed Securities                           |
| WEYERHAEUSER CO                SR GLBL DEB 33      | 2033-12-15      | 6.8750%  | 0.0000% | $744000.00         | $829865.97         | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT 48       | 2048-03-01      | 4.8500%  | 0.0000% | $2000.00           | $1732.88           | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-5C7  CG-A   20581217 FLT | 2058-12-17      | 9.0000%  | 0.0000% | $904873.00         | $846445.35         | Private Label Collateralized Mortgage Obligations |
| SOUTHWEST AIRLS CO             SR GLBL NT 35       | 2035-11-15      | 5.2500%  | 0.0000% | $5215000.00        | $5076033.29        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.707%042228     | 2028-04-22      | 5.7070%  | 0.0000% | $10000.00          | $10127.88          | Corporate Debt Securities                         |
| INDIANAPOLIS PWR & LT CO       1M 144A BD 46       | 2046-05-01      | 4.0500%  | 0.0000% | $2120000.00        | $1699471.50        | Corporate Debt Securities                         |
| INDYMAC INDX 2006-AR11         5-A-2  20360625 FLT | 2036-06-25      | 4.0046%  | 0.0000% | $2809000.00        | $201.39            | Private Label Collateralized Mortgage Obligations |
| HUMANA INC                     SR GLBL NT 33       | 2033-03-01      | 5.8750%  | 0.0000% | $3114000.00        | $3217847.14        | Corporate Debt Securities                         |
| HOME EQUITY ASSET TR 2005-3    M-6    20350825 FLT | 2035-08-25      | 4.8338%  | 0.0000% | $6025000.00        | $4446717.09        | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC                 LW TIER II 34       | 2034-06-20      | 6.5470%  | 0.0000% | $5000000.00        | $5410209.72        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 2.375%101527     | 2027-10-15      | 2.3750%  | 0.0000% | $9000000.00        | $8725316.25        | Corporate Debt Securities                         |
| HOMEBANC MTG TR 2005-1         A-1    20350325 FLT | 2035-03-25      | 4.2688%  | 0.0000% | $173076.00         | $2710.11           | Private Label Collateralized Mortgage Obligations |
| PEAC SOLUTIONS RECV LLC 2025-1 A-2    20281020 4.9 | 2028-10-20      | 4.9400%  | 0.0000% | $2284000.00        | $1741739.63        | Asset-Backed Securities                           |
| 3M CO                          FR 5.7%031537       | 2037-03-15      | 5.7000%  | 0.0000% | $91000.00          | $95172.80          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 1.95%011227      | 2027-01-12      | 1.9500%  | 0.0000% | $3000.00           | $2972.01           | Corporate Debt Securities                         |
| PMT LN TR 2025-J4              B-5    20561225 FLT | 2056-12-25      | 6.3384%  | 0.0000% | $512000.00         | $358828.01         | Private Label Collateralized Mortgage Obligations |
| PATTERSON-UTI ENERGY INC       SR GLBL NT 33       | 2033-10-01      | 7.1500%  | 0.0000% | $876000.00         | $952588.44         | Corporate Debt Securities                         |
| PEPSICO SINGAPORE FING I PTE L SR FLT NT 27        | 2027-02-16      | 4.2296%  | 0.0000% | $1800000.00        | $1819111.80        | Corporate Debt Securities                         |
| PAYCHEX INC                    SR GLBL NT 32       | 2032-04-15      | 5.3500%  | 0.0000% | $2593000.00        | $2615505.08        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 33       | 2033-01-15      | 6.1500%  | 0.0000% | $46000.00          | $48987.12          | Corporate Debt Securities                         |
| PRPM TRUST 2024-NQM1           A-2    20681225 FLT | 2068-12-25      | 6.5690%  | 0.0000% | $22500000.00       | $12778279.35       | Private Label Collateralized Mortgage Obligations |
| PRKCM 2023-AFC4 TRUST          B-1    20581125 FLT | 2058-11-25      | 7.9235%  | 0.0000% | $5668271.00        | $5731822.69        | Private Label Collateralized Mortgage Obligations |
| PACIFIC GAS & ELEC CO          1M GLBL BD 33       | 2033-01-15      | 6.1500%  | 0.0000% | $100000.00         | $106493.75         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.05%090528      | 2028-09-05      | 4.0500%  | 0.0000% | $4000.00           | $4009.99           | Corporate Debt Securities                         |
| TRITON CONTAINER INTL LTD / TA SR GLBL NT 33       | 2033-02-15      | 5.1500%  | 0.0000% | $2540000.00        | $2526442.75        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-2          M2     20580325 FLT | 2058-03-25      | 3.5000%  | 0.0000% | $15343000.00       | $13991058.37       | Private Label Collateralized Mortgage Obligations |
| GLENCORE FINANCE CANADA LTD    SR GLBL REGS 37     | 2037-11-15      | 6.9000%  | 0.0000% | $685000.00         | $777409.93         | Corporate Debt Securities                         |
| MASTR ADJ MTG 2005-1           B-1    20350325 FLT | 2035-03-25      | 4.9210%  | 0.0000% | $25010.00          | $2989.43           | Private Label Collateralized Mortgage Obligations |
| TRANSCANADA PIPELINES LTD      JR SB-2026B NT56    | 2056-10-17      | 6.3750%  | 0.0000% | $2981000.00        | $3006851.48        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 27       | 2027-09-15      | 3.8500%  | 0.0000% | $68000.00          | $68112.37          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.928%101535     | 2035-10-15      | 4.9280%  | 0.0000% | $443000.00         | $434447.15         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.4%021231       | 2031-02-12      | 4.4000%  | 0.0000% | $1672000.00        | $1680549.49        | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 33       | 2033-03-15      | 6.1250%  | 0.0000% | $510000.00         | $542270.89         | Corporate Debt Securities                         |
| USB REALTY CORP                -A 6.091%           | 2500-12-31      | 5.0817%  | 0.0000% | $100000.00         | $90622.74          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.68%042332      | 2032-04-23      | 4.6800%  | 0.0000% | $345000.00         | $341639.70         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL OO NT 34    | 2034-05-15      | 5.3000%  | 0.0000% | $860000.00         | $888888.83         | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD5.3%55    | 2055-02-01      | 5.3000%  | 0.0000% | $370000.00         | $348529.93         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.25%042134      | 2034-04-21      | 5.2500%  | 0.0000% | $1000.00           | $1008.21           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 5.156%011028     | 2028-01-10      | 5.1560%  | 0.0000% | $20000.00          | $20547.49          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.65%090332      | 2032-09-03      | 4.6500%  | 0.0000% | $349000.00         | $348634.42         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.071%052031     | 2031-05-20      | 5.0710%  | 0.0000% | $290000.00         | $299694.06         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 46       | 2046-08-15      | 3.3500%  | 0.0000% | $41000.00          | $29477.74          | Corporate Debt Securities                         |
| MILFORD PK CLO,LTD 2022-R      A-R    20380120 FLT | 2038-01-20      | 4.8352%  | 0.0000% | $3480000.00        | $3478932.06        | Asset-Backed Securities                           |
| TRANSCANADA PIPELINES LTD      SR NT 6.2%37        | 2037-10-15      | 6.2000%  | 0.0000% | $1527000.00        | $1620442.22        | Corporate Debt Securities                         |
| TRALEE CLO V LTD 2018-5R       D-R    20341020 FLT | 2034-10-20      | 7.7468%  | 0.0000% | $3479535.00        | $3252954.29        | Asset-Backed Securities                           |
| MORGAN STANLEY                 FR 5.25%042134      | 2034-04-21      | 5.2500%  | 0.0000% | $7338000.00        | $7398263.33        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL OO NT 34    | 2034-05-15      | 5.3000%  | 0.0000% | $1060000.00        | $1095607.17        | Corporate Debt Securities                         |
| UNICREDIT S.P.A                FR 4.625%041227     | 2027-04-12      | 4.6250%  | 0.0000% | $343000.00         | $344458.61         | Corporate Debt Securities                         |
| MIDOCEAN CREDIT CLO XXI        A-1    20390120 FLT | 2039-01-20      | 4.9052%  | 0.0000% | $13277285.00       | $13298695.46       | Asset-Backed Securities                           |
| TOWD PT MTG TR 2017-3          B1     20570725 FLT | 2057-07-25      | 3.8131%  | 0.0000% | $5977852.00        | $5531005.46        | Private Label Collateralized Mortgage Obligations |
| TRUIST FINL CORP               FR 4.68%042332      | 2032-04-23      | 4.6800%  | 0.0000% | $882000.00         | $873409.32         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.622%040131     | 2031-04-01      | 3.6220%  | 0.0000% | $50000.00          | $48105.39          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.605%042336     | 2036-04-23      | 5.6050%  | 0.0000% | $1066000.00        | $1093406.71        | Corporate Debt Securities                         |
| TEXAS DEBT C 5.95961 24APR38 144A F                | 2038-04-24      | 5.3671%  | 0.0000% | $2375272.00        | $2372907.45        | Asset-Backed Securities                           |
| MERCK & CO INC                 SR GLBL NT 27       | 2027-09-15      | 3.8500%  | 0.0000% | $16000.00          | $16026.44          | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 6%34     | 2034-01-17      | 6.0000%  | 0.0000% | $10000.00          | $10684.07          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.656%041830     | 2030-04-18      | 5.6560%  | 0.0000% | $3000.00           | $3084.20           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.656%041830     | 2030-04-18      | 5.6560%  | 0.0000% | $446000.00         | $458517.14         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR BD 6.125%36      | 2036-04-01      | 6.1250%  | 0.0000% | $1133000.00        | $1216993.85        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR BD 6.125%36      | 2036-04-01      | 6.1250%  | 0.0000% | $1357000.00        | $1457599.88        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-6          M2     20580325 FLT | 2058-03-25      | 3.7500%  | 0.0000% | $300000.00         | $255617.95         | Private Label Collateralized Mortgage Obligations |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT6.2%28    | 2028-11-16      | 6.2000%  | 0.0000% | $253000.00         | $268292.44         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 2.572%021131     | 2031-02-11      | 2.5720%  | 0.0000% | $2100000.00        | $1956263.63        | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 47       | 2047-08-01      | 3.9500%  | 0.0000% | $344000.00         | $270296.38         | Corporate Debt Securities                         |
| MIZUHO BANK LTD.               SR GLBL 144A 36     | 2036-04-16      | 5.1850%  | 0.0000% | $765000.00         | $759779.94         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL30    | 2030-06-15      | 4.6250%  | 0.0000% | $3061000.00        | $3105028.66        | Corporate Debt Securities                         |
| MIZUHO BANK LTD.               SR GLBL 144A 31     | 2031-04-16      | 4.6950%  | 0.0000% | $1823000.00        | $1838433.21        | Corporate Debt Securities                         |
| MIZUHO BANK LTD.               SR GLBL 144A 46     | 2046-04-16      | 5.7720%  | 0.0000% | $13777000.00       | $13669328.15       | Corporate Debt Securities                         |
| WFRBS COML MTG TR 2014-C22     D      20570917 FLT | 2057-09-17      | 3.8942%  | 0.0000% | $15560000.00       | $5119628.74        | Private Label Collateralized Mortgage Obligations |
| MATTEL INC                     SR GLBL 144A 27     | 2027-12-15      | 5.8750%  | 0.0000% | $100000.00         | $102076.12         | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-5           CB-1   20350725 FLT | 2035-07-25      | 4.1688%  | 0.0000% | $19215000.00       | $388807.74         | Private Label Collateralized Mortgage Obligations |
| LOEWS CORP                     SR GLBL NT 36       | 2036-04-01      | 4.9400%  | 0.0000% | $1953000.00        | $1923236.28        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%050143     | 2043-05-01      | 3.6250%  | 0.0000% | $175000.00         | $138193.00         | Corporate Debt Securities                         |
| MAGNETITE LIMITED 2024-40      D      20370715 FLT | 2037-07-15      | 6.7731%  | 0.0000% | $250782.00         | $251775.63         | Asset-Backed Securities                           |
| VOYA FINANCIAL INC             SR GLBL NT 36       | 2036-03-02      | 5.0500%  | 0.0000% | $667000.00         | $648915.04         | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SR REGS NT 34       | 2034-02-26      | 6.1250%  | 0.0000% | $1857000.00        | $1900786.00        | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-5C7  CG-B   20581217 FLT | 2058-12-17      | 10.0000% | 0.0000% | $3970000.00        | $3869727.94        | Private Label Collateralized Mortgage Obligations |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT4.9%26    | 2026-08-14      | 4.9000%  | 0.0000% | $367000.00         | $371218.46         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.574%072529     | 2029-07-25      | 5.5740%  | 0.0000% | $3019000.00        | $3126534.26        | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB GLBL NT 44      | 2044-01-15      | 5.6060%  | 0.0000% | $837000.00         | $815339.14         | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SR REGS NT 3%31     | 2031-04-06      | 3.0000%  | 0.0000% | $2719000.00        | $2410991.68        | Corporate Debt Securities                         |
| PROSUS N V                     FR 3.832%020851     | 2051-02-08      | 3.8320%  | 0.0000% | $399000.00         | $268725.88         | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT4.4%33    | 2033-02-12      | 4.4000%  | 0.0000% | $255000.00         | $254638.75         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 32       | 2032-08-15      | 4.6500%  | 0.0000% | $5000.00           | $4985.19           | Corporate Debt Securities                         |
| VERUS SECURITIZ TR 2024-INV2   B-2    20690825 FLT | 2069-08-25      | 7.9093%  | 0.0000% | $1071904.00        | $1078436.55        | Private Label Collateralized Mortgage Obligations |
| PROSUS N V                     SR GLBL REGS 52     | 2052-01-19      | 4.9870%  | 0.0000% | $200000.00         | $159536.26         | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             4.15%49             | 2049-07-15      | 4.1500%  | 0.0000% | $50000.00          | $40981.71          | Corporate Debt Securities                         |
| LSEG FINANCE PLC               FR 3.2%040641       | 2041-04-06      | 3.2000%  | 0.0000% | $378000.00         | $285878.88         | Corporate Debt Securities                         |
| UBS GROUP AG                   FR 1.494%081027     | 2027-08-10      | 1.4940%  | 0.0000% | $250000.00         | $248717.50         | Corporate Debt Securities                         |
| WPP 2025 LLC                   SR GLBL NT6.5%36    | 2036-03-30      | 6.5000%  | 0.0000% | $7776000.00        | $7664155.20        | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SR GLBL REGS 33     | 2033-06-23      | 6.1250%  | 0.0000% | $1550000.00        | $1599084.84        | Corporate Debt Securities                         |
| CSL FIN PLC                    SR REGS NT 62       | 2062-04-27      | 4.9500%  | 0.0000% | $189000.00         | $159690.35         | Corporate Debt Securities                         |
| RELIANCE INDS LTD              SR GLBL REGS 45     | 2045-02-10      | 4.8750%  | 0.0000% | $250000.00         | $230358.33         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 33       | 2033-03-13      | 4.5500%  | 0.0000% | $1429000.00        | $1417168.28        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 46       | 2046-09-16      | 3.8750%  | 0.0000% | $3846000.00        | $2854409.32        | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 36       | 2036-06-15      | 6.6250%  | 0.0000% | $1591000.00        | $1758872.38        | Corporate Debt Securities                         |
| CWALT INC 2006-OA11            A-1C   20460925 FLT | 2046-09-25      | 4.2688%  | 0.0000% | $8435000.00        | $5911629.23        | Private Label Collateralized Mortgage Obligations |
| AON PLC                        GLBL NT 4.75%45     | 2045-05-15      | 4.7500%  | 0.0000% | $10192000.00       | $9068850.09        | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.8%27      | 2027-03-15      | 4.8000%  | 0.0000% | $317000.00         | $320677.20         | Corporate Debt Securities                         |
| ADVANCED MICRO DEVICES INC     SR GLBL NT 28       | 2028-03-24      | 4.3190%  | 0.0000% | $795000.00         | $801446.66         | Corporate Debt Securities                         |
| ADVANCED MICRO DEVICES INC     SR GLBL NT 28       | 2028-03-24      | 4.3190%  | 0.0000% | $1174000.00        | $1183519.97        | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 36       | 2036-04-01      | 5.9500%  | 0.0000% | $389000.00         | $410540.12         | Corporate Debt Securities                         |
| AIMCO CLO SERIES LLC 2017-AR2  A-R2   20380120 FLT | 2038-01-20      | 4.8152%  | 0.0000% | $2000000.00        | $2001215.13        | Asset-Backed Securities                           |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 47     | 2047-07-26      | 4.5000%  | 0.0000% | $40000.00          | $33267.60          | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 31       | 2031-01-17      | 5.5430%  | 0.0000% | $1707000.00        | $1750253.91        | Corporate Debt Securities                         |
| AMERICAN NATL GLOBAL FDG       FR 5.25%060330      | 2030-06-03      | 5.2500%  | 0.0000% | $186000.00         | $189886.93         | Corporate Debt Securities                         |
| CWALT INC 2007-OA4             A-2    20470525 FLT | 2047-05-25      | 4.2088%  | 0.0000% | $2619754.00        | $99059.06          | Private Label Collateralized Mortgage Obligations |
| ALLSTATE CORP                  SR GLBL NT4.2%46    | 2046-12-15      | 4.2000%  | 0.0000% | $1171000.00        | $952526.53         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               4.8%29              | 2029-02-14      | 4.8000%  | 0.0000% | $14000.00          | $14222.65          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               4.8%29              | 2029-02-14      | 4.8000%  | 0.0000% | $3000000.00        | $3047710.00        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 36       | 2036-02-19      | 4.8500%  | 0.0000% | $300000.00         | $295633.58         | Corporate Debt Securities                         |
| AIRBUS SE                      SR GLBL 144A 27     | 2027-04-10      | 3.1500%  | 0.0000% | $1745000.00        | $1732785.00        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 1%26     | 2026-05-12      | 1.0000%  | 0.0000% | $390000.00         | $391461.20         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT FXD/FLT 38    | 2038-07-24      | 3.8820%  | 0.0000% | $494000.00         | $439488.09         | Corporate Debt Securities                         |
| GS MORTGAGE SECS TR 2019-GC40  A-4    20520712 FLT | 2052-07-12      | 3.1600%  | 0.0000% | $2989850.00        | $2852746.11        | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2019-2      M      20580826 FLT | 2058-08-26      | 4.7500%  | 0.0000% | $6337000.00        | $5500809.14        | Private Label Collateralized Mortgage Obligations |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL NT 29    | 2029-11-01      | 5.8750%  | 0.0000% | $647.00            | $669.43            | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL NT 29    | 2029-11-01      | 5.8750%  | 0.0000% | $413775.00         | $428117.19         | Corporate Debt Securities                         |
| FLOWERS FOODS INC              SR GLBL NT6.2%55    | 2055-03-15      | 6.2000%  | 0.0000% | $46000.00          | $39133.58          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB NT 3.625%27     | 2027-12-01      | 3.6250%  | 0.0000% | $96000.00          | $96388.17          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT2.6%30    | 2030-02-07      | 2.6000%  | 0.0000% | $1275000.00        | $1193571.42        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT3.1%32    | 2032-01-12      | 3.1000%  | 0.0000% | $24000.00          | $21883.20          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29       | 2029-05-01      | 4.2230%  | 0.0000% | $10000.00          | $10137.98          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-04-23      | 4.9370%  | 0.0000% | $2000.00           | $2010.10           | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 44       | 2044-10-01      | 4.9500%  | 0.0000% | $2583000.00        | $2194045.40        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 4%27     | 2027-03-27      | 4.0000%  | 0.0000% | $158000.00         | $158203.29         | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR GLBL NT 29       | 2029-09-01      | 5.2500%  | 0.0000% | $85000.00          | $86446.20          | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36    | 2036-01-25      | 6.1000%  | 0.0000% | $1122000.00        | $1194837.12        | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2023-HQA1 M-1A   20430526 FLT | 2043-05-26      | 5.6452%  | 0.0000% | $5100000.00        | $1692996.27        | Private Label Collateralized Mortgage Obligations |
| FOX CORP                       GLBL NT 6.5%33      | 2033-10-13      | 6.5000%  | 0.0000% | $159000.00         | $170861.31         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2023-HQA2 M-1A   20430625 FLT | 2043-06-25      | 5.6452%  | 0.0000% | $10000000.00       | $1155524.28        | Private Label Collateralized Mortgage Obligations |
| FEDEX CORP                     SR GLBL NT 48       | 2048-10-17      | 4.9500%  | 0.0000% | $1785000.00        | $1535916.64        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 48       | 2048-10-17      | 4.9500%  | 0.0000% | $5000.00           | $4302.29           | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT4.4%49    | 2049-07-01      | 4.4000%  | 0.0000% | $3764000.00        | $2911884.77        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 48       | 2048-10-17      | 4.9500%  | 0.0000% | $522000.00         | $449158.82         | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 27       | 2027-03-15      | 5.1500%  | 0.0000% | $126000.00         | $127422.23         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-508       A-2    20280825 FLT | 2028-08-25      | 4.7400%  | 0.0000% | $300000.00         | $303889.00         | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES TR K-543    A-2    20300625 FLT | 2030-06-25      | 4.3290%  | 0.0000% | $3000.00           | $3007.82           | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-510       A-2    20281025 FLT | 2028-10-25      | 5.0690%  | 0.0000% | $110000.00         | $112294.31         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-510       A-2    20281025 FLT | 2028-10-25      | 5.0690%  | 0.0000% | $164999.00         | $168440.44         | Agency Collateralized Mortgage Obligation         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 35       | 2035-03-15      | 5.2500%  | 0.0000% | $231000.00         | $235650.61         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 34     | 2034-04-22      | 5.9500%  | 0.0000% | $2000000.00        | $2086924.44        | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT3.5%29    | 2029-12-01      | 3.5000%  | 0.0000% | $360000.00         | $352744.60         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 65       | 2065-11-15      | 5.7500%  | 0.0000% | $6746000.00        | $6387590.64        | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 53       | 2053-05-15      | 5.1500%  | 0.0000% | $71000.00          | $64111.17          | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR NT 4%42          | 2042-09-18      | 4.0000%  | 0.0000% | $221000.00         | $187108.91         | Corporate Debt Securities                         |
| AUDAX SNR DEBT CLO LLC 2024-11 A-2    20360722 FLT | 2036-07-22      | 5.5636%  | 0.0000% | $1108000.00        | $1111131.61        | Asset-Backed Securities                           |
| CIFC FUNDING  LTD              A-1R2  20390418 FLT | 2039-04-18      | 4.8395%  | 0.0000% | $1900000.00        | $1902929.87        | Asset-Backed Securities                           |
| CVS HEALTH CORP                SR GLBL NT 45       | 2045-07-20      | 5.1250%  | 0.0000% | $193000.00         | $173087.44         | Corporate Debt Securities                         |
| C H ROBINSON WORLDWIDE IN      SR GLBL NT4.2%28    | 2028-04-15      | 4.2000%  | 0.0000% | $224000.00         | $222656.00         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 49       | 2049-09-15      | 3.3500%  | 0.0000% | $100000.00         | $69467.75          | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 3.95%28     | 2028-08-14      | 3.9500%  | 0.0000% | $585000.00         | $583086.40         | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   4.5%28              | 2028-12-01      | 4.5000%  | 0.0000% | $327000.00         | $331844.51         | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL NT 49       | 2049-01-20      | 4.4500%  | 0.0000% | $459000.00         | $390816.06         | Corporate Debt Securities                         |
| CARVANA AUTO RECEIV TR 2025-P3 A-3    20301110 4.0 | 2030-11-10      | 4.0400%  | 0.0000% | $9347000.00        | $9323879.68        | Asset-Backed Securities                           |
| CSMC TRUST 2021-RPL3           A-1    20600125 FLT | 2060-01-25      | 2.0000%  | 0.0000% | $4800000.00        | $1906681.47        | Private Label Collateralized Mortgage Obligations |
| BLUE OWL CR INCOME CORP        SR GLBL NT6.6%29    | 2029-09-15      | 6.6000%  | 0.0000% | $88000.00          | $88865.92          | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 31       | 2031-03-21      | 4.5500%  | 0.0000% | $490000.00         | $476823.49         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 47       | 2047-08-22      | 4.0500%  | 0.0000% | $402000.00         | $321897.48         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT3.4%41    | 2041-02-04      | 3.4000%  | 0.0000% | $100000.00         | $76496.22          | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TALL         D      20370316 FLT | 2037-03-16      | 5.3005%  | 0.0000% | $9000000.00        | $8036248.91        | Private Label Collateralized Mortgage Obligations |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT5.6%29    | 2029-11-22      | 5.6000%  | 0.0000% | $200000.00         | $202061.56         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.5%55    | 2055-03-15      | 5.5000%  | 0.0000% | $50000.00          | $48524.75          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.5%55    | 2055-03-15      | 5.5000%  | 0.0000% | $87000.00          | $84433.07          | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.1%35      | 2035-02-15      | 6.1000%  | 0.0000% | $1529000.00        | $1600264.14        | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             LW TIER II GLBL     | 2055-01-15      | 6.3000%  | 0.0000% | $18000.00          | $17793.81          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT5.2%35    | 2035-07-15      | 5.2000%  | 0.0000% | $1572000.00        | $1608779.56        | Corporate Debt Securities                         |
| COLT MTG LN TR 2021-6          B-2    20661227 FLT | 2066-12-27      | 4.1178%  | 0.0000% | $3250000.00        | $2793554.04        | Private Label Collateralized Mortgage Obligations |
| BPCE                           FR 5.203%011827     | 2027-01-18      | 5.2030%  | 0.0000% | $933000.00         | $953770.29         | Corporate Debt Securities                         |
| CARLYLE US CLO 2017-2R2        A-R2   20370720 FLT | 2037-07-20      | 5.1652%  | 0.0000% | $3850000.00        | $3859219.93        | Asset-Backed Securities                           |
| DOMINION ENERGY INC            SR GLBL -B NT 28    | 2028-06-01      | 4.2500%  | 0.0000% | $6243000.00        | $6328905.41        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2021 C51    | 2051-12-01      | 3.2000%  | 0.0000% | $75000.00          | $49933.08          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 33       | 2033-02-01      | 5.7500%  | 0.0000% | $894000.00         | $943442.92         | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 3.7%120142       | 2042-12-01      | 3.7000%  | 0.0000% | $36000.00          | $29086.70          | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 2.95%061527      | 2027-06-15      | 2.9500%  | 0.0000% | $4000.00           | $3993.77           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 2.35%030827      | 2027-03-08      | 2.3500%  | 0.0000% | $1373000.00        | $1359070.15        | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 2.95%061527      | 2027-06-15      | 2.9500%  | 0.0000% | $539000.00         | $538160.51         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 26       | 2026-09-01      | 2.6500%  | 0.0000% | $680000.00         | $679301.68         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-01-10      | 3.8870%  | 0.0000% | $2000.00           | $2015.81           | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT4.5%31    | 2031-02-15      | 4.5000%  | 0.0000% | $1051000.00        | $1047494.92        | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR GLBL NT 5%35     | 2035-03-15      | 5.0000%  | 0.0000% | $1543000.00        | $1560435.90        | Corporate Debt Securities                         |
| DRYDEN CLO LTD 2020-85R2       A-1L   20370715 FLT | 2037-07-15      | 5.0531%  | 0.0000% | $16500000.00       | $16508580.00       | Asset-Backed Securities                           |
| DUKE ENERGY FLA LLC            1M GLBL BD3.2%27    | 2027-01-15      | 3.2000%  | 0.0000% | $1587000.00        | $1592051.95        | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD3.2%27    | 2027-01-15      | 3.2000%  | 0.0000% | $2132000.00        | $2138786.87        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR NT-C 4.9%41      | 2041-08-01      | 4.9000%  | 0.0000% | $3200000.00        | $2915628.44        | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI LLC        1M GLBL BD 36       | 2036-04-15      | 5.0500%  | 0.0000% | $461000.00         | $455769.96         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 56    | 2056-02-15      | 6.2000%  | 0.0000% | $4894000.00        | $4966610.65        | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR GLBL NT1.8%27    | 2027-10-15      | 1.8000%  | 0.0000% | $15000.00          | $14532.15          | Corporate Debt Securities                         |
| CROSS MTG TR 2025-H10          A-2    20710125 FLT | 2071-01-25      | 5.2520%  | 0.0000% | $4000000.00        | $3856380.08        | Private Label Collateralized Mortgage Obligations |
| DBGS MTG TR 2018-C1            D      20511017 FLT | 2051-10-17      | 3.0199%  | 0.0000% | $5500000.00        | $4109653.50        | Private Label Collateralized Mortgage Obligations |
| DIAMONDBACK ENERGY INC         SR GLBL NT 54       | 2054-04-18      | 5.7500%  | 0.0000% | $1995000.00        | $1918465.15        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT3.3%30    | 2030-07-01      | 3.3000%  | 0.0000% | $2303000.00        | $2189918.86        | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-1522      A-2    20361025 2.3 | 2036-10-25      | 2.3610%  | 0.0000% | $8131256.00        | $6545928.74        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1510      A-3    20340125 3.7 | 2034-01-25      | 3.7940%  | 0.0000% | $1506.00           | $1426.47           | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-J48       A-2    20311025 5.0 | 2031-10-25      | 5.0280%  | 0.0000% | $40891.00          | $41719.30          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-096       A-2    20290725 2.5 | 2029-07-25      | 2.5190%  | 0.0000% | $40000.00          | $38053.57          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SEIRES Q-010       A-PT2  20471225 FLT | 2047-12-25      | 6.5187%  | 0.0000% | $96424.00          | $5908.93           | Agency Collateralized Mortgage Obligation         |
| SUMITOMO MITSUI TR BK LTD      FR 5.2%030729       | 2029-03-07      | 5.2000%  | 0.0000% | $800000.00         | $820364.44         | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 27       | 2027-01-15      | 1.9500%  | 0.0000% | $134000.00         | $132916.95         | Corporate Debt Securities                         |
| PETRONAS CAPITAL LTD           FR 4.5%031845       | 2045-03-18      | 4.5000%  | 0.0000% | $988000.00         | $876000.32         | Corporate Debt Securities                         |
| GS MTG SECS TR 2017-GS7        E      20500812 3.0 | 2050-08-12      | 3.0000%  | 0.0000% | $6995000.00        | $5632252.76        | Private Label Collateralized Mortgage Obligations |
| T MOBILE USA INC               SR GLBL NT 29       | 2029-04-15      | 3.3750%  | 0.0000% | $676000.00         | $655994.62         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 29       | 2029-04-15      | 3.3750%  | 0.0000% | $1000000.00        | $970406.25         | Corporate Debt Securities                         |
| FRESENIUS MED CARE US FIN III  SR REGS NT 3%31     | 2031-12-01      | 3.0000%  | 0.0000% | $888000.00         | $803095.36         | Corporate Debt Securities                         |
| TELEDYNE TECHNOLOGIES INC      SR GLBL NT 31       | 2031-04-01      | 2.7500%  | 0.0000% | $2991000.00        | $2737289.26        | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CORP        SR REGS NT 30       | 2030-06-26      | 2.6500%  | 0.0000% | $396000.00         | $372738.08         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 31       | 2031-02-15      | 2.5500%  | 0.0000% | $750000.00         | $684624.38         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.342%101833     | 2033-10-18      | 6.3420%  | 0.0000% | $800000.00         | $857355.20         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT4.5%50    | 2050-04-15      | 4.5000%  | 0.0000% | $200000.00         | $160579.00         | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 27       | 2027-03-17      | 2.6250%  | 0.0000% | $40000.00          | $39587.02          | Corporate Debt Securities                         |
| MORGAN STANLEY                 SR GLBL NT 32       | 2032-04-01      | 7.2500%  | 0.0000% | $351000.00         | $399111.67         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.342%101833     | 2033-10-18      | 6.3420%  | 0.0000% | $434000.00         | $465115.20         | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 34       | 2034-09-11      | 4.6250%  | 0.0000% | $122000.00         | $119818.05         | Corporate Debt Securities                         |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT6.5%28    | 2028-05-01      | 6.5000%  | 0.0000% | $2000000.00        | $2053478.89        | Corporate Debt Securities                         |
| STRUCTURED ASSET ADJ 2005-19XS M1-II  20351025 FLT | 2035-10-25      | 4.4188%  | 0.0000% | $32705900.00       | $7333736.53        | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CO                    GLBL 2023C NT 33    | 2033-06-15      | 5.2000%  | 0.0000% | $185000.00         | $190631.40         | Corporate Debt Securities                         |
| NOMURA HEQ LN TR 2006-HE3      II-A-4 20360725 FLT | 2036-07-25      | 4.3288%  | 0.0000% | $626757.00         | $544333.40         | Asset-Backed Securities                           |
| PHILIP MORRIS INTL INC         SR GLBL NT 33       | 2033-02-15      | 5.3750%  | 0.0000% | $1911000.00        | $1983518.47        | Corporate Debt Securities                         |
| OBX 2024-NQM9 TRUST            A-3    20640125 FLT | 2064-01-25      | 6.4350%  | 0.0000% | $2688000.00        | $1529333.54        | Private Label Collateralized Mortgage Obligations |
| SUMITOMO MITSUI TR BK LTD      FR 5.2%030727       | 2027-03-07      | 5.2000%  | 0.0000% | $700000.00         | $711070.89         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 27       | 2027-02-08      | 4.8500%  | 0.0000% | $2322000.00        | $2357775.57        | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1ST MTG BD4.8%43    | 2043-09-15      | 4.8000%  | 0.0000% | $2144000.00        | $1941735.04        | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 31       | 2031-04-24      | 5.1590%  | 0.0000% | $300000.00         | $304070.95         | Corporate Debt Securities                         |
| PULTE GROUP INC                SR GLBL NT 33       | 2033-05-15      | 6.3750%  | 0.0000% | $821000.00         | $907130.08         | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR 2017-ASHF D      20341115 FLT | 2034-11-15      | 6.1520%  | 0.0000% | $6183000.00        | $6167934.09        | Private Label Collateralized Mortgage Obligations |
| SUZANO NETH BV                 SR GLBL NT5.5%36    | 2036-01-15      | 5.5000%  | 0.0000% | $4265000.00        | $4238606.76        | Corporate Debt Securities                         |
| SANTANDER BK NA 2023-MTG1      M-1    20520226 FLT | 2052-02-26      | 7.7952%  | 0.0000% | $8765000.00        | $6083266.84        | Private Label Collateralized Mortgage Obligations |
| US BANCORP                     FR 2.677%012733     | 2033-01-27      | 2.6770%  | 0.0000% | $2948000.00        | $2642751.06        | Corporate Debt Securities                         |
| MAGNETITE LIMITED 2019-21R     A-R    20340420 FLT | 2034-04-20      | 4.9568%  | 0.0000% | $5541748.00        | $5548879.68        | Asset-Backed Securities                           |
| MARRIOTT INTL INC NEW          SR GLBL X NT4%28    | 2028-04-15      | 4.0000%  | 0.0000% | $6572000.00        | $6533466.17        | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL -B DB 31    | 2031-04-01      | 7.4500%  | 0.0000% | $47000.00          | $53065.89          | Corporate Debt Securities                         |
| KEYCORP                        FR 4.1%043028       | 2028-04-30      | 4.1000%  | 0.0000% | $23000.00          | $22830.49          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 3.155%55    | 2055-05-15      | 3.1550%  | 0.0000% | $100000.00         | $64882.04          | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT3.9%28    | 2028-03-15      | 3.9000%  | 0.0000% | $2931000.00        | $2913721.75        | Corporate Debt Securities                         |
| NYACK PK CLO LTD 2021-1R       A-1-R  20381020 FLT | 2038-10-20      | 4.9052%  | 0.0000% | $757214.00         | $758041.30         | Asset-Backed Securities                           |
| NYACK PK CLO LTD 2021-1R       A-1-R  20381020 FLT | 2038-10-20      | 4.9052%  | 0.0000% | $3305845.00        | $3309456.85        | Asset-Backed Securities                           |
| PUBLIC SERVICE CO COLO         1M GLBL 41 BD 34    | 2034-05-15      | 5.3500%  | 0.0000% | $553000.00         | $574904.79         | Corporate Debt Securities                         |
| PULTE GROUP INC                SR GLBL NT 33       | 2033-05-15      | 6.3750%  | 0.0000% | $1000.00           | $1104.91           | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   M-1    20671025 FLT | 2067-10-25      | 7.1000%  | 0.0000% | $4483000.00        | $4492555.26        | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR GLBL NT5.7%55    | 2055-11-15      | 5.7000%  | 0.0000% | $400000.00         | $383180.00         | Corporate Debt Securities                         |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3.375%27    | 2027-03-24      | 3.3750%  | 0.0000% | $1268000.00        | $1261881.90        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 5.1%27      | 2027-03-15      | 5.1000%  | 0.0000% | $9669000.00        | $9778598.12        | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 4.9%32      | 2032-12-01      | 4.9000%  | 0.0000% | $1984000.00        | $2029156.94        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 5%33     | 2033-01-15      | 5.0000%  | 0.0000% | $130000.00         | $131053.43         | Corporate Debt Securities                         |
| HERTZ VEH FING III LLC 2023-1  A      20270625 5.4 | 2027-06-25      | 5.4900%  | 0.0000% | $2000000.00        | $668572.33         | Asset-Backed Securities                           |
| HONDA AUTO REC OWN TR  2023-1  A-3    20270421 5.0 | 2027-04-21      | 5.0400%  | 0.0000% | $3000.00           | $164.04            | Asset-Backed Securities                           |
| HOMES TRUST 2025-AFC2          A-1A   20600625 FLT | 2060-06-25      | 5.4710%  | 0.0000% | $3832000.00        | $3046789.46        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FD MTG TR 2022-NQM5   B-2    20670825 FLT | 2067-08-25      | 6.2500%  | 0.0000% | $6484000.00        | $6490962.01        | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2023-NQM1             B-2    20680125 FLT | 2068-01-25      | 6.9524%  | 0.0000% | $2079453.00        | $2076536.42        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC24       D      20470912 FLT | 2047-09-12      | 4.4681%  | 0.0000% | $15038900.00       | $10280281.28       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2016-GS4        D      20491115 FLT | 2049-11-15      | 3.2330%  | 0.0000% | $2500057.00        | $2213493.87        | Private Label Collateralized Mortgage Obligations |
| INGERSOLL RAND INC             SR GLBL NT5.7%54    | 2054-06-15      | 5.7000%  | 0.0000% | $20000.00          | $20014.50          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.1%092128       | 2028-09-21      | 6.1000%  | 0.0000% | $43000.00          | $44635.22          | Corporate Debt Securities                         |
| INTEL CORP                     SR NT 5.3%36        | 2036-05-15      | 5.3000%  | 0.0000% | $78600000.00       | $78202284.00       | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 31       | 2031-06-04      | 2.8480%  | 0.0000% | $1945000.00        | $1820948.33        | Corporate Debt Securities                         |
| HYUNDAI AUTO RECV TR 2025-A    A-3    20291015 4.3 | 2029-10-15      | 4.3200%  | 0.0000% | $816000.00         | $819685.87         | Asset-Backed Securities                           |
| INTEL CORP                     SR NT 5.3%36        | 2036-05-15      | 5.3000%  | 0.0000% | $19720000.00       | $19620216.80       | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 28       | 2028-04-04      | 5.0500%  | 0.0000% | $45000.00          | $45522.32          | Corporate Debt Securities                         |
| HBOS PLC MEDIUM TERM SR NT     FR 6%110133         | 2033-11-01      | 6.0000%  | 0.0000% | $33000.00          | $35077.79          | Corporate Debt Securities                         |
| FORTES CR OPP CLO LTD 2015-6R2 A-1TR2 20361010 FLT | 2036-10-10      | 5.3785%  | 0.0000% | $10000000.00       | $10018380.78       | Asset-Backed Securities                           |
| FHLMC STACR 2020-DNA3          B-2    20500627 FLT | 2050-06-27      | 13.1096% | 0.0000% | $2000000.00        | $2558278.94        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA7          M-1    20411125 FLT | 2041-11-25      | 4.4952%  | 0.0000% | $200000.00         | $10939.49          | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR  2022-DNA1         M-1B   20420127 FLT | 2042-01-27      | 5.4952%  | 0.0000% | $1660000.00        | $1669300.86        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2018-HRP2          B-2    20470225 FLT | 2047-02-25      | 14.2596% | 0.0000% | $5800000.00        | $6966132.36        | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRTT SERIES 2020-3    M      20600525 FLT | 2060-05-25      | 4.2500%  | 0.0000% | $3500000.00        | $3357611.64        | Private Label Collateralized Mortgage Obligations |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $13646000.00       | $14599870.56       | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 27       | 2027-03-15      | 5.1500%  | 0.0000% | $603000.00         | $609806.36         | Corporate Debt Securities                         |
| FHLMC STACR 2019-HQA2          B-2    20490426 FLT | 2049-04-26      | 15.0096% | 0.0000% | $3365000.00        | $3995940.20        | Private Label Collateralized Mortgage Obligations |
| GATX CORP                      SR GLBL NT4.9%33    | 2033-03-15      | 4.9000%  | 0.0000% | $56000.00          | $55651.40          | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA4 M-1B   20420527 FLT | 2042-05-27      | 6.9952%  | 0.0000% | $12815400.00       | $13120764.45       | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2022-NQM5              A-1    20670825 FLT | 2067-08-25      | 5.7100%  | 0.0000% | $3514500.00        | $2452109.75        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA3 M-1A   20420425 FLT | 2042-04-25      | 5.6452%  | 0.0000% | $175000.00         | $39943.21          | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2020-DNA5          B-2    20501025 FLT | 2050-10-25      | 15.1452% | 0.0000% | $1639035.00        | $2247479.37        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-147       A-2    20320625 FLT | 2032-06-25      | 3.0000%  | 0.0000% | $500000.00         | $462338.83         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC K-512              A-2    20281125 5.0 | 2028-11-25      | 5.0000%  | 0.0000% | $303972.00         | $285721.72         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-065       A-2    20270425 3.2 | 2027-04-25      | 3.2430%  | 0.0000% | $475000.00         | $472351.60         | Agency Collateralized Mortgage Obligation         |
| TRACTOR SUPPLY CO              SR GLBL NT 33       | 2033-05-15      | 5.2500%  | 0.0000% | $20000.00          | $20627.85          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT4.5%29    | 2029-07-17      | 4.5000%  | 0.0000% | $90000.00          | $91788.75          | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL WW NT 33    | 2033-05-01      | 4.5000%  | 0.0000% | $1300000.00        | $1267565.00        | Corporate Debt Securities                         |
| STARBUCKS CORP                 4.45%49             | 2049-08-15      | 4.4500%  | 0.0000% | $5942000.00        | $4895262.23        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL WW NT 33    | 2033-05-01      | 4.5000%  | 0.0000% | $300000.00         | $292515.00         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL TT BD 26    | 2026-06-15      | 2.6000%  | 0.0000% | $1780000.00        | $1794079.80        | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 34       | 2034-02-22      | 5.4410%  | 0.0000% | $752000.00         | $776701.28         | Corporate Debt Securities                         |
| SFAVE COML MTG TR 2015-5AVE    A-2B   20430108 4.1 | 2043-01-08      | 4.1440%  | 0.0000% | $4500000.00        | $3944917.00        | Private Label Collateralized Mortgage Obligations |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 44       | 2044-07-09      | 5.8360%  | 0.0000% | $837000.00         | $845767.02         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT 50       | 2050-11-15      | 2.7500%  | 0.0000% | $762000.00         | $446276.10         | Corporate Debt Securities                         |
| STARBUCKS CORP                 4.45%49             | 2049-08-15      | 4.4500%  | 0.0000% | $635000.00         | $523138.93         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT 50       | 2050-11-15      | 2.7500%  | 0.0000% | $444000.00         | $260034.89         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 4%47     | 2047-05-02      | 4.0000%  | 0.0000% | $337000.00         | $275004.73         | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134     | 2034-07-01      | 5.8750%  | 0.0000% | $26165000.00       | $27482673.03       | Corporate Debt Securities                         |
| NEVADA POWER CO                1MTG 6.65% 36       | 2036-04-01      | 6.6500%  | 0.0000% | $1569000.00        | $1738792.39        | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134     | 2034-07-01      | 5.8750%  | 0.0000% | $200000.00         | $210072.03         | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL52    | 2052-03-07      | 3.9500%  | 0.0000% | $720000.00         | $538347.80         | Corporate Debt Securities                         |
| FHLMC STACR 2018-DNA3          B-2    20480925 FLT | 2048-09-25      | 11.5096% | 0.0000% | $2900000.00        | $3287501.30        | Private Label Collateralized Mortgage Obligations |
| MPLX LP                        SR GLBL NT4.7%48    | 2048-04-15      | 4.7000%  | 0.0000% | $100000.00         | $81992.83          | Corporate Debt Securities                         |
| MPLX LP                        4.8%29              | 2029-02-15      | 4.8000%  | 0.0000% | $2000.00           | $2032.40           | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 5.1%35      | 2035-02-12      | 5.1000%  | 0.0000% | $306000.00         | $314014.14         | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT5.5%27    | 2027-03-15      | 5.5000%  | 0.0000% | $1750000.00        | $1782803.75        | Corporate Debt Securities                         |
| GLS AUTO RECV ISSUER TR 2024-4 B      20290416 4.8 | 2029-04-16      | 4.8900%  | 0.0000% | $275000.00         | $276640.79         | Asset-Backed Securities                           |
| HONDA MOTOR CO LTD             GLBL NT 2.967%32    | 2032-03-10      | 2.9670%  | 0.0000% | $183000.00         | $164694.66         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 32       | 2032-08-05      | 4.1500%  | 0.0000% | $2000.00           | $1937.24           | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 49       | 2049-05-15      | 4.2500%  | 0.0000% | $200000.00         | $157381.83         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 33       | 2033-02-15      | 5.3750%  | 0.0000% | $200000.00         | $207589.58         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.493%011632     | 2032-01-16      | 4.4930%  | 0.0000% | $25000.00          | $24875.51          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 32       | 2032-08-05      | 4.1500%  | 0.0000% | $1328000.00        | $1286325.52        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   -O 5.65%79          | 2079-05-01      | 5.6500%  | 0.0000% | $2788000.00        | $2859632.24        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.5%38    | 2038-04-15      | 4.5000%  | 0.0000% | $5857000.00        | $5282691.87        | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD3.6%47    | 2047-09-15      | 3.6000%  | 0.0000% | $1000.00           | $742.85            | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 27       | 2027-06-25      | 4.8750%  | 0.0000% | $1101000.00        | $1128819.06        | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 49       | 2049-07-29      | 3.3750%  | 0.0000% | $898000.00         | $639682.44         | Corporate Debt Securities                         |
| INDYMAC INDX 2006-AR4          A1-B   20460525 FLT | 2046-05-25      | 4.3688%  | 0.0000% | $48117.00          | $1618.97           | Private Label Collateralized Mortgage Obligations |
| PFIZER INC                     SR NT 7.2%39        | 2039-03-15      | 7.2000%  | 0.0000% | $3029000.00        | $3556258.03        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT5.4%31    | 2031-06-24      | 5.4000%  | 0.0000% | $30000.00          | $31117.20          | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        GLBL NT 5.3%53      | 2053-05-19      | 5.3000%  | 0.0000% | $2000.00           | $1901.97           | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.069%072327     | 2027-07-23      | 5.0690%  | 0.0000% | $80000.00          | $81195.05          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 6%110127         | 2027-11-01      | 6.0000%  | 0.0000% | $100000.00         | $105440.33         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 50     | 2050-07-16      | 2.4500%  | 0.0000% | $3623000.00        | $2090970.17        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.069%072327     | 2027-07-23      | 5.0690%  | 0.0000% | $21000.00          | $21313.70          | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 5.491%110933     | 2033-11-09      | 5.4910%  | 0.0000% | $157000.00         | $164428.02         | Corporate Debt Securities                         |
| SIXTH STREET CLO LTD 2025-28   D-1    20380421 FLT | 2038-04-21      | 6.8221%  | 0.0000% | $800472.00         | $802917.87         | Asset-Backed Securities                           |
| SNAP ON INC                    SR GLBL NT4.1%48    | 2048-03-01      | 4.1000%  | 0.0000% | $200000.00         | $160921.89         | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT 34       | 2034-03-15      | 5.8520%  | 0.0000% | $13000.00          | $13318.56          | Corporate Debt Securities                         |
| MGIC INVT CORP WIS             SR GLBL NT 28       | 2028-08-15      | 5.2500%  | 0.0000% | $667000.00         | $674148.57         | Corporate Debt Securities                         |
| RATE MORTGAGE TRUST 2025-J3    B-4    20551125 FLT | 2055-11-25      | 6.2124%  | 0.0000% | $934000.00         | $790886.30         | Private Label Collateralized Mortgage Obligations |
| METLIFE CAPITAL TRUST IV       7.875%67            | 2067-12-15      | 7.8750%  | 0.0000% | $141000.00         | $158131.68         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT4.9%29    | 2029-04-15      | 4.9000%  | 0.0000% | $3256000.00        | $3318064.79        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR NT 4.2%43        | 2043-04-01      | 4.2000%  | 0.0000% | $95000.00          | $80538.47          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT4.9%29    | 2029-04-15      | 4.9000%  | 0.0000% | $3000.00           | $3057.19           | Corporate Debt Securities                         |
| MOUNT NITTANY MED CTR          GLBL 2022 SNK 52    | 2052-11-15      | 3.7990%  | 0.0000% | $455000.00         | $341583.10         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 4.8%031528       | 2028-03-15      | 4.8000%  | 0.0000% | $210000.00         | $212803.50         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.45%030147      | 2047-03-01      | 4.4500%  | 0.0000% | $13000.00          | $10950.46          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.664%041736     | 2036-04-17      | 5.6640%  | 0.0000% | $962000.00         | $988354.31         | Corporate Debt Securities                         |
| WABTEC                         SR GLBL NT 34       | 2034-03-11      | 5.6110%  | 0.0000% | $1600000.00        | $1658299.51        | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.213%30      | 2030-02-08      | 4.2130%  | 0.0000% | $2809000.00        | $2803855.16        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 34       | 2034-06-25      | 4.9500%  | 0.0000% | $115000.00         | $117442.31         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.9%031347       | 2047-03-13      | 5.9000%  | 0.0000% | $40000.00          | $40281.31          | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR2         B-1    20450125 FLT | 2045-01-25      | 4.5638%  | 0.0000% | $30440000.00       | $9303285.28        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 6.296%101828     | 2028-10-18      | 6.2960%  | 0.0000% | $415000.00         | $426063.35         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 26       | 2026-10-19      | 3.0100%  | 0.0000% | $5000.00           | $4980.30           | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 37       | 2037-04-21      | 5.3250%  | 0.0000% | $2835000.00        | $2826810.39        | Corporate Debt Securities                         |
| US BANCORP                     FR 5.85%102133      | 2033-10-21      | 5.8500%  | 0.0000% | $625000.00         | $654782.81         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 29       | 2029-03-07      | 3.7410%  | 0.0000% | $1973000.00        | $1949398.15        | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR NT 5.882%26      | 2026-10-30      | 5.8820%  | 0.0000% | $250000.00         | $251815.00         | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT3.1%50    | 2050-04-15      | 3.1000%  | 0.0000% | $1158000.00        | $739072.27         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.831%041935     | 2035-04-19      | 5.8310%  | 0.0000% | $345000.00         | $358945.48         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 30       | 2030-04-18      | 4.5920%  | 0.0000% | $4800000.00        | $4799174.40        | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 041924-041328    | 2028-04-13      | 4.6789%  | 0.0000% | $1000.00           | $1005.33           | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL 144A 29     | 2029-04-02      | 5.1500%  | 0.0000% | $500000.00         | $490942.78         | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT3.3%27    | 2027-03-26      | 3.3000%  | 0.0000% | $19000.00          | $18938.38          | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 6.125%54    | 2054-04-01      | 6.1250%  | 0.0000% | $273000.00         | $266083.28         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 32       | 2032-04-21      | 4.8470%  | 0.0000% | $344000.00         | $343336.68         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.794%021332     | 2032-02-13      | 1.7940%  | 0.0000% | $3000.00           | $2614.94           | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 37       | 2037-09-15      | 6.5000%  | 0.0000% | $7272000.00        | $7854523.56        | Corporate Debt Securities                         |
| WESTPAC NZ LIMITED             FR 4.127%012929     | 2029-01-29      | 4.1270%  | 0.0000% | $1168000.00        | $1170174.98        | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 34       | 2034-08-28      | 4.7500%  | 0.0000% | $497000.00         | $489947.85         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR GLBL 144A 34     | 2034-08-01      | 5.1250%  | 0.0000% | $1810000.00        | $1817891.85        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 5%33     | 2033-05-15      | 5.0000%  | 0.0000% | $18500000.00       | $18324805.00       | Corporate Debt Securities                         |
| HOMES TR 2024-AFC2             B-1    20591025 FLT | 2059-10-25      | 7.3611%  | 0.0000% | $4900000.00        | $4935994.09        | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR 2006-12   2A-1A3 20361219 FLT | 2036-12-19      | 4.2555%  | 0.0000% | $37130540.00       | $6148924.41        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 5.656%041830     | 2030-04-18      | 5.6560%  | 0.0000% | $998000.00         | $1026009.20        | Corporate Debt Securities                         |
| METLIFE INC                    SR NT 4.875%43      | 2043-11-13      | 4.8750%  | 0.0000% | $1219000.00        | $1132176.22        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.889%072033     | 2033-07-20      | 4.8890%  | 0.0000% | $16000.00          | $16139.85          | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR GLBL -A NT 29    | 2029-01-12      | 5.0160%  | 0.0000% | $459000.00         | $469859.02         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.433%012347     | 2047-01-23      | 5.4330%  | 0.0000% | $2851000.00        | $2746650.31        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 31       | 2031-03-15      | 4.1500%  | 0.0000% | $55000.00          | $54477.91          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 30       | 2030-12-01      | 7.7500%  | 0.0000% | $22000.00          | $25436.98          | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 2%31     | 2031-08-19      | 2.0000%  | 0.0000% | $319000.00         | $282217.53         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 38       | 2038-06-01      | 6.8000%  | 0.0000% | $1104000.00        | $1232477.39        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 34       | 2034-11-13      | 7.3990%  | 0.0000% | $3113000.00        | $3560067.70        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.516%111955     | 2055-11-19      | 5.5160%  | 0.0000% | $482000.00         | $471043.55         | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          GLBL DEB 5.05%54    | 2054-10-01      | 5.0500%  | 0.0000% | $1993000.00        | $1789431.10        | Corporate Debt Securities                         |
| GXO LOGISTICS INCORPORATED     GLBL NT 6.5%34      | 2034-05-06      | 6.5000%  | 0.0000% | $1563000.00        | $1698819.49        | Corporate Debt Securities                         |
| TTX CO MTN BE 144A             FR 5.5%092526       | 2026-09-25      | 5.5000%  | 0.0000% | $1750000.00        | $1766042.64        | Corporate Debt Securities                         |
| NEWCASTLE COAL INFRASTRUCTURE  SR SEC REGS NT31    | 2031-05-12      | 4.7000%  | 0.0000% | $127000.00         | $121741.52         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.25%091828      | 2028-09-18      | 4.2500%  | 0.0000% | $30000.00          | $29862.25          | Corporate Debt Securities                         |
| ING GROEP N.V.                 GLBL NT 5.42%37     | 2037-03-23      | 5.4200%  | 0.0000% | $4000000.00        | $4004562.22        | Corporate Debt Securities                         |
| INVITATION HOMES OPER PARTNERS SR GLBL NT2.7%34    | 2034-01-15      | 2.7000%  | 0.0000% | $5000.00           | $4225.98           | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL FL NT 32    | 2032-01-15      | 4.6957%  | 0.0000% | $1600000.00        | $1605664.73        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT5.3%35    | 2035-09-30      | 5.3000%  | 0.0000% | $1771000.00        | $1777971.84        | Corporate Debt Securities                         |
| NSTAR ELEC CO                  GLBL DEB 4.55%52    | 2052-06-01      | 4.5500%  | 0.0000% | $847000.00         | $722280.90         | Corporate Debt Securities                         |
| ZOETIS INC                     SR GLBL NT 48       | 2048-08-20      | 4.4500%  | 0.0000% | $2337000.00        | $1962782.68        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR REGS NT 33       | 2033-11-15      | 9.0160%  | 0.0000% | $690000.00         | $866331.80         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR REGS NT 33       | 2033-11-15      | 9.0160%  | 0.0000% | $1045000.00        | $1312053.23        | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID REGS NT 5.75%42     | 2042-02-14      | 5.7500%  | 0.0000% | $200000.00         | $183363.78         | Corporate Debt Securities                         |
| BXHPP 2021-FILM                A      20360815 FLT | 2036-08-15      | 4.4195%  | 0.0000% | $9718000.00        | $9262140.77        | Private Label Collateralized Mortgage Obligations |
| BPCE                           FR 5.203%011827     | 2027-01-18      | 5.2030%  | 0.0000% | $984000.00         | $1005905.64        | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT4.7%47    | 2047-06-22      | 4.7000%  | 0.0000% | $43000.00          | $30417.82          | Corporate Debt Securities                         |
| BANCO ACTINVER SA              SR SEC GLBL 41      | 2041-01-31      | 7.2500%  | 0.0000% | $448000.00         | $470463.11         | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2025-VOLT B      20441215 FLT | 2044-12-15      | 5.7547%  | 0.0000% | $430000.00         | $430493.55         | Private Label Collateralized Mortgage Obligations |
| BRIGHTHOUSE FINL INC           SR GLBL NT4.7%47    | 2047-06-22      | 4.7000%  | 0.0000% | $1058000.00        | $748419.80         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 41      | 2041-09-15      | 4.9500%  | 0.0000% | $340000.00         | $327235.55         | Corporate Debt Securities                         |
| CAMERON LNG LLC                SR SEC GLBL 38      | 2038-01-15      | 3.4020%  | 0.0000% | $422000.00         | $372259.91         | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 4.818%042232     | 2032-04-22      | 4.8180%  | 0.0000% | $200000.00         | $198584.13         | Corporate Debt Securities                         |
| BXMT LTD 2025-FL5              A      20421020 FLT | 2042-10-20      | 5.2998%  | 0.0000% | $9899933.00        | $9884014.46        | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 1.8%072831       | 2031-07-28      | 1.8000%  | 0.0000% | $2000000.00        | $1748600.00        | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 2023-NQM1   M-1    20630125 FLT | 2063-01-25      | 6.1449%  | 0.0000% | $4101836.00        | $4118940.96        | Private Label Collateralized Mortgage Obligations |
| CAPITAL ONE FINL CORP          SR GLBL NT 27       | 2027-11-02      | 1.8780%  | 0.0000% | $16000.00          | $15922.65          | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2016-GC36  C      20490212 FLT | 2049-02-12      | 4.8030%  | 0.0000% | $2500000.00        | $2205372.75        | Private Label Collateralized Mortgage Obligations |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $1849000.00        | $1694050.72        | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $2241000.00        | $2053200.46        | Corporate Debt Securities                         |
| ANGEL OAK MORTGAGE 2025-2      A-1    20700225 FLT | 2070-02-25      | 5.6370%  | 0.0000% | $60775.00          | $51062.01          | Private Label Collateralized Mortgage Obligations |
| AMERICAN HONDA FIN CORP MTN    FR 4.45%102227      | 2027-10-22      | 4.4500%  | 0.0000% | $4000000.00        | $3997475.56        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL FL NT 28    | 2028-02-16      | 4.6661%  | 0.0000% | $2000000.00        | $2026439.77        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 41       | 2041-05-12      | 2.8750%  | 0.0000% | $1000000.00        | $749616.67         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.85%100430      | 2030-10-04      | 5.8500%  | 0.0000% | $150000.00         | $156200.25         | Corporate Debt Securities                         |
| ALLEGION US HLDG CO INC        SR GLBL NT5.6%34    | 2034-05-29      | 5.6000%  | 0.0000% | $272000.00         | $284443.70         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    VR 052025-052026    | 2026-05-20      | 4.3164%  | 0.0000% | $3218000.00        | $3245229.68        | Corporate Debt Securities                         |
| AMERICAN HOME MTG 2004-4       M-1    20450225 FLT | 2045-02-25      | 4.5938%  | 0.0000% | $12500000.00       | $5305925.54        | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                SR GLBL NT 50       | 2050-04-01      | 4.2500%  | 0.0000% | $2124000.00        | $1626927.95        | Corporate Debt Securities                         |
| COLT MTG LN TR 2024-INV1       B-1    20681226 FLT | 2068-12-26      | 8.1125%  | 0.0000% | $3295000.00        | $3341836.07        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2017-COR2          D      20500912 3.0 | 2050-09-12      | 3.0000%  | 0.0000% | $10489784.00       | $9391751.88        | Private Label Collateralized Mortgage Obligations |
| CHUBB INA HLDGS INC            SR GLBL NT4.9%35    | 2035-08-15      | 4.9000%  | 0.0000% | $7063000.00        | $7011357.70        | Corporate Debt Securities                         |
| CHENIERE ENERGY INC            SR GLBL 144A 56     | 2056-07-30      | 6.0000%  | 0.0000% | $995000.00         | $988824.37         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT1.3%27    | 2027-08-21      | 1.3000%  | 0.0000% | $50000.00          | $48116.58          | Corporate Debt Securities                         |
| CARVANA AUTO REC TR 2022-N1    B      20281210 2.9 | 2028-12-10      | 2.9500%  | 0.0000% | $465000.00         | $28357.65          | Asset-Backed Securities                           |
| BROADCOM INC                   GLBL NT 4.8%34      | 2034-10-15      | 4.8000%  | 0.0000% | $1744000.00        | $1721014.08        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 36       | 2036-02-19      | 4.8500%  | 0.0000% | $3098000.00        | $3052909.47        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.8%41    | 2041-08-15      | 2.8000%  | 0.0000% | $37000.00          | $26766.66          | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT4.5%44    | 2044-07-16      | 4.5000%  | 0.0000% | $3196000.00        | $2773808.40        | Corporate Debt Securities                         |
| APIDOS CLO XL 0.01 26APR39 144A FRN                | 2039-04-26      | 0.0100%  | 0.0000% | $3500000.00        | $3499680.92        | Asset-Backed Securities                           |
| AMERICAN TOWER CORP            SR GLBL NT2.7%31    | 2031-04-15      | 2.7000%  | 0.0000% | $135000.00         | $122607.68         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 33       | 2033-07-15      | 5.5500%  | 0.0000% | $1761000.00        | $1839236.83        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.55%041028      | 2028-04-10      | 4.5500%  | 0.0000% | $300000.00         | $300344.33         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 33       | 2033-07-20      | 4.9180%  | 0.0000% | $1099000.00        | $1113387.13        | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 27       | 2027-01-15      | 3.1250%  | 0.0000% | $63000.00          | $63049.43          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.55%041028      | 2028-04-10      | 4.5500%  | 0.0000% | $1965000.00        | $1967255.38        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 3.5%021528       | 2028-02-15      | 3.5000%  | 0.0000% | $5000.00           | $4947.21           | Corporate Debt Securities                         |
| APOLLO MGMT HLDGS LP           SR GLBL 144A 29     | 2029-02-15      | 4.8720%  | 0.0000% | $3000000.00        | $3028170.00        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.65%111528      | 2028-11-15      | 5.6500%  | 0.0000% | $1412000.00        | $1482339.96        | Corporate Debt Securities                         |
| AMERICAN HOME MTG 2005-2       I-A-1  20450925 FLT | 2045-09-25      | 4.3688%  | 0.0000% | $25045.00          | $851.42            | Private Label Collateralized Mortgage Obligations |
| ARES MANAGEMENT CORPORATION    GLBL NT 6.375%28    | 2028-11-10      | 6.3750%  | 0.0000% | $2000000.00        | $2136348.33        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.15%070932      | 2032-07-09      | 5.1500%  | 0.0000% | $7000.00           | $7123.26           | Corporate Debt Securities                         |
| ANHEUSER BUSCH COS INC         SR GLBL DEB 37      | 2037-09-01      | 6.4500%  | 0.0000% | $4700000.00        | $5193127.92        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.15%070932      | 2032-07-09      | 5.1500%  | 0.0000% | $484000.00         | $492522.84         | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR FR 2.57%112535      | 2035-11-25      | 2.5700%  | 0.0000% | $1284000.00        | $1163888.58        | Corporate Debt Securities                         |
| LG ENERGY SOLUTION LTD         GLBL REGS NT 35     | 2035-04-02      | 5.8750%  | 0.0000% | $200000.00         | $202869.89         | Corporate Debt Securities                         |
| CARGILL INC                    SR REGS NT 32       | 2032-10-11      | 5.1250%  | 0.0000% | $250000.00         | $256006.22         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 51       | 2051-01-15      | 2.9500%  | 0.0000% | $92000.00          | $57840.78          | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 34       | 2034-10-01      | 6.1500%  | 0.0000% | $1615000.00        | $1624793.63        | Corporate Debt Securities                         |
| AIRCASTLE LTD / AIRCASTLE IREL SR 144A NT 31       | 2031-10-01      | 5.7500%  | 0.0000% | $528000.00         | $542922.31         | Corporate Debt Securities                         |
| ANTARES CLO LLC 2024-6         B      20370121 FLT | 2037-01-21      | 5.5252%  | 0.0000% | $1787392.00        | $1772422.21        | Asset-Backed Securities                           |
| LG ENERGY SOLUTION LTD         GLBL REGS NT 35     | 2035-04-02      | 5.8750%  | 0.0000% | $400000.00         | $405739.78         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 29       | 2029-04-13      | 3.4500%  | 0.0000% | $100000.00         | $98023.92          | Corporate Debt Securities                         |
| ANTARES CLO LLC 2024-5         B      20361020 FLT | 2036-10-20      | 5.5252%  | 0.0000% | $17818731.00       | $17672880.87       | Asset-Backed Securities                           |
| AMAZON COM INC                 SR GLBL NT1.2%27    | 2027-06-03      | 1.2000%  | 0.0000% | $399000.00         | $388546.20         | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR REGS NT6.5%33    | 2033-11-21      | 6.5000%  | 0.0000% | $3098000.00        | $3385024.54        | Corporate Debt Securities                         |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 50     | 2050-05-15      | 5.8000%  | 0.0000% | $460000.00         | $439609.73         | Corporate Debt Securities                         |
| BANK OF AMERICA NA             SB FR 6%101536      | 2036-10-15      | 6.0000%  | 0.0000% | $772000.00         | $815509.92         | Corporate Debt Securities                         |
| CITIGROUP MTG TR 2021-INV3     B-3W   20510525 FLT | 2051-05-25      | 3.1687%  | 0.0000% | $3260000.00        | $2447520.27        | Private Label Collateralized Mortgage Obligations |
| BAKER HUGHES HLDGS LLC / BAKER SR NT 5%36          | 2036-06-15      | 5.0000%  | 0.0000% | $80000.00          | $79075.64          | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT3.2%49    | 2049-09-15      | 3.2000%  | 0.0000% | $179000.00         | $118560.65         | Corporate Debt Securities                         |
| CATERPILLAR INC                SR NT 4.3%44        | 2044-05-15      | 4.3000%  | 0.0000% | $265000.00         | $234455.66         | Corporate Debt Securities                         |
| CMS ENERGY CORP                SR GLBL NT 27       | 2027-02-15      | 2.9500%  | 0.0000% | $10000.00          | $9947.86           | Corporate Debt Securities                         |
| BANK OF AMERICA NA             SB FR 6%101536      | 2036-10-15      | 6.0000%  | 0.0000% | $1099000.00        | $1160939.64        | Corporate Debt Securities                         |
| BMO MORTGAGE TRUST 2024-C9     D      20570717 4.7 | 2057-07-17      | 4.7500%  | 0.0000% | $3870000.00        | $3067986.58        | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY CORP NEW           SR GLBL NT 46       | 2046-09-01      | 3.7500%  | 0.0000% | $450000.00         | $334483.12         | Corporate Debt Securities                         |
| ENTERGY CORP NEW               SR GLBL 50          | 2050-06-15      | 3.7500%  | 0.0000% | $200000.00         | $144702.50         | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 36       | 2036-03-15      | 5.1250%  | 0.0000% | $1626000.00        | $1610326.04        | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 27       | 2027-03-06      | 4.3500%  | 0.0000% | $29000.00          | $29263.47          | Corporate Debt Securities                         |
| EPR PPTYS                      SR GLBL NT 29       | 2029-08-15      | 3.7500%  | 0.0000% | $598000.00         | $578991.07         | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 34       | 2034-01-15      | 5.3750%  | 0.0000% | $26000.00          | $26813.46          | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2014-GC23   D      20470712 FLT | 2047-07-12      | 4.7527%  | 0.0000% | $6500000.00        | $2692255.20        | Private Label Collateralized Mortgage Obligations |
| CATERPILLAR INC                SR DEB 3.803%42     | 2042-08-15      | 3.8030%  | 0.0000% | $303000.00         | $253478.56         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT5.4%43    | 2043-10-01      | 5.4000%  | 0.0000% | $755000.00         | $744709.35         | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT4.4%31    | 2031-01-15      | 4.4000%  | 0.0000% | $100000.00         | $100363.33         | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              GLBL -GG NT 34      | 2034-07-15      | 5.9500%  | 0.0000% | $980000.00         | $1040675.88        | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  GTD SR NT 7.5%40    | 2040-11-15      | 7.5000%  | 0.0000% | $1670000.00        | $1995274.25        | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          SR GLBL NT 38       | 2038-11-15      | 5.3190%  | 0.0000% | $2623000.00        | $2644426.63        | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT 35       | 2035-04-01      | 5.3750%  | 0.0000% | $3000.00           | $3049.68           | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2019-RP1   B-5    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $11086572.00       | $4396377.99        | Private Label Collateralized Mortgage Obligations |
| EAGLE MATLS INC                SR GLBL NT 5%36     | 2036-03-15      | 5.0000%  | 0.0000% | $808000.00         | $779493.76         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 35    | 2035-02-13      | 5.8270%  | 0.0000% | $17000.00          | $17496.63          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.65%010728      | 2028-01-07      | 4.6500%  | 0.0000% | $217000.00         | $221951.04         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           JR SB GLBL DB 54    | 2054-09-01      | 6.4500%  | 0.0000% | $2062000.00        | $2176690.16        | Corporate Debt Securities                         |
| EBAY INC.                      SR NT 4%42          | 2042-07-15      | 4.0000%  | 0.0000% | $55000.00          | $44858.37          | Corporate Debt Securities                         |
| EFMT 2025-INV1                 M-1    20700325 FLT | 2070-03-25      | 6.4890%  | 0.0000% | $650000.00         | $657076.06         | Private Label Collateralized Mortgage Obligations |
| ENI SPA                        SR GLBL 144A 35     | 2035-05-19      | 5.7500%  | 0.0000% | $2600000.00        | $2754323.72        | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC           1M GLBL BD4.3%49    | 2049-02-01      | 4.3000%  | 0.0000% | $2000.00           | $1606.70           | Corporate Debt Securities                         |
| ELM ROAD GENERATING STATION    SR SEC GLBL 40      | 2040-02-11      | 6.0900%  | 0.0000% | $761000.00         | $807279.58         | Corporate Debt Securities                         |
| BOFA FIN LLC                   FR 0.6%052527       | 2027-05-25      | 0.6000%  | 0.0000% | $2000.00           | $2267.17           | Corporate Debt Securities                         |
| BOFA FIN LLC                   FR 0.6%052527       | 2027-05-25      | 0.6000%  | 0.0000% | $13149000.00       | $14905487.25       | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL64    | 2064-05-01      | 7.0080%  | 0.0000% | $3301000.00        | $3814389.13        | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR GLBL NT6.5%37    | 2037-02-15      | 6.5000%  | 0.0000% | $258000.00         | $280041.37         | Corporate Debt Securities                         |
| BEAR STEARNS ALT-A 2006-8      I-A-1  20460625 FLT | 2046-06-25      | 4.0888%  | 0.0000% | $63502100.00       | $2517291.12        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 2024-NQM4    A-1A   20600125 FLT | 2060-01-25      | 4.3500%  | 0.0000% | $8724606.00        | $7249991.93        | Private Label Collateralized Mortgage Obligations |
| CARLISLE COS INC               SR GLBL NT2.2%32    | 2032-03-01      | 2.2000%  | 0.0000% | $100000.00         | $86538.56          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 4.813%020234     | 2034-02-02      | 4.8130%  | 0.0000% | $49000.00          | $48894.90          | Corporate Debt Securities                         |
| BBCMS MTG TR 2019-BWAY         A      20341115 FLT | 2034-11-15      | 4.7255%  | 0.0000% | $72501000.00       | $49416976.70       | Private Label Collateralized Mortgage Obligations |
| ARES CAPITAL CORP              SR NT 5.5%30        | 2030-09-01      | 5.5000%  | 0.0000% | $5900000.00        | $5879372.94        | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            GLBL 2025A BD 35    | 2035-09-01      | 4.8250%  | 0.0000% | $30000.00          | $29352.83          | Corporate Debt Securities                         |
| CROSS MTG TR 2025-H8           A-2    20701125 FLT | 2070-11-25      | 5.2560%  | 0.0000% | $3123000.00        | $2835185.80        | Private Label Collateralized Mortgage Obligations |
| MERCEDES-BENZ FIN NORTH AMER   SR GLBL 144A 27     | 2027-01-06      | 3.4500%  | 0.0000% | $557000.00         | $560539.73         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT5.1%33    | 2033-05-01      | 5.1000%  | 0.0000% | $1184000.00        | $1203309.07        | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.85%33     | 2033-08-02      | 6.8500%  | 0.0000% | $410000.00         | $382859.82         | Corporate Debt Securities                         |
| DELL EQUIP FINANCE TR 2025-1   D      20310822 5.6 | 2031-08-22      | 5.6400%  | 0.0000% | $100000.00         | $101461.33         | Asset-Backed Securities                           |
| COOPERATIEVE RABOBANK UA NY    SNR PREF NT 27      | 2027-05-27      | 4.3720%  | 0.0000% | $1825000.00        | $1863235.57        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT4.5%31    | 2031-02-15      | 4.5000%  | 0.0000% | $18000.00          | $17957.25          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT5.7%33    | 2033-06-15      | 5.7000%  | 0.0000% | $4264000.00        | $4318941.64        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT5.1%33    | 2033-05-01      | 5.1000%  | 0.0000% | $1703000.00        | $1730773.09        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT5.1%33    | 2033-05-01      | 5.1000%  | 0.0000% | $1747000.00        | $1775490.66        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 27       | 2027-03-09      | 3.7500%  | 0.0000% | $20000.00          | $20018.45          | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A NT 32       | 2032-01-13      | 5.3750%  | 0.0000% | $327000.00         | $337858.26         | Corporate Debt Securities                         |
| BCRED PC STATIC LLC 2026-1     A      20360422 FLT | 2036-04-22      | 4.9108%  | 0.0000% | $2742546.00        | $2745429.34        | Asset-Backed Securities                           |
| BAT CAPITAL CORP               FR 3.734%092540     | 2040-09-25      | 3.7340%  | 0.0000% | $5500000.00        | $4398846.53        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM ALT TIER I GLBL     | 2086-07-28      | 6.5000%  | 0.0000% | $2999000.00        | $2988056.98        | Corporate Debt Securities                         |
| BOEING CO                      3.5%39              | 2039-03-01      | 3.5000%  | 0.0000% | $228000.00         | $184644.91         | Corporate Debt Securities                         |
| CARGILL INC                    SR 144A NT 32       | 2032-10-11      | 5.1250%  | 0.0000% | $212000.00         | $217093.27         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.301%071228     | 2028-07-12      | 5.3010%  | 0.0000% | $673000.00         | $694901.44         | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 53       | 2053-11-15      | 6.5440%  | 0.0000% | $112000.00         | $121443.09         | Corporate Debt Securities                         |
| DENSO CORP                     SR GLBL 144A 26     | 2026-09-16      | 1.2390%  | 0.0000% | $325000.00         | $321705.91         | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -D BD 27    | 2027-05-14      | 4.2500%  | 0.0000% | $1683000.00        | $1719701.55        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT6.3%33    | 2033-03-15      | 6.3000%  | 0.0000% | $747000.00         | $792750.01         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.375%101530     | 2030-10-15      | 4.3750%  | 0.0000% | $521000.00         | $520428.42         | Corporate Debt Securities                         |
| CONN AVE SECS 2020-R02         2B-1   20400125 FLT | 2040-01-25      | 6.7596%  | 0.0000% | $14939541.00       | $15132474.77       | Private Label Collateralized Mortgage Obligations |
| CONCENTRIX CORP                GLBL NT 6.6%28      | 2028-08-02      | 6.6000%  | 0.0000% | $140000.00         | $140949.67         | Corporate Debt Securities                         |
| COMCAST CORP NEW               3.2%36              | 2036-07-15      | 3.2000%  | 0.0000% | $60000.00          | $50699.00          | Corporate Debt Securities                         |
| CONNECTICUT AVE SEC 2022-R03   1B-2   20420325 FLT | 2042-03-25      | 13.4952% | 0.0000% | $1115000.00        | $1195391.05        | Private Label Collateralized Mortgage Obligations |
| DLLST 2024-1 LLC               A-3    20270820 5.0 | 2027-08-20      | 5.0500%  | 0.0000% | $4497000.00        | $1893528.20        | Asset-Backed Securities                           |
| COTERRA ENERGY INC             SR GLBL NT5.6%34    | 2034-03-15      | 5.6000%  | 0.0000% | $1358000.00        | $1401781.92        | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 7%030132         | 2032-03-01      | 7.0000%  | 0.0000% | $100000.00         | $112928.22         | Corporate Debt Securities                         |
| CONNECTICUT AVE SEC 2022-R04   1B-2   20420325 FLT | 2042-03-25      | 13.1452% | 0.0000% | $8971093.00        | $9568894.61        | Private Label Collateralized Mortgage Obligations |
| CREDIT AGRICOLE S A            FR 6.7%             | 2099-12-31      | 6.7000%  | 0.0000% | $723000.00         | $735201.43         | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR NT 6.25%38       | 2038-03-15      | 6.2500%  | 0.0000% | $2575000.00        | $2740578.94        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 4.75%33     | 2033-02-15      | 4.7500%  | 0.0000% | $100000.00         | $99606.58          | Corporate Debt Securities                         |
| DTE ELEC CO                    1LIEN GLBL 47       | 2047-08-15      | 3.7500%  | 0.0000% | $1158000.00        | $875265.61         | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT 34       | 2034-02-20      | 5.1500%  | 0.0000% | $285000.00         | $293494.11         | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D35    | 2035-09-11      | 5.4030%  | 0.0000% | $1022000.00        | $1023639.37        | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT 33       | 2033-07-05      | 5.4500%  | 0.0000% | $272000.00         | $281789.20         | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT6.5%55    | 2055-05-20      | 6.5000%  | 0.0000% | $2000.00           | $2146.84           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 54       | 2054-05-15      | 5.9500%  | 0.0000% | $30000.00          | $29143.82          | Corporate Debt Securities                         |
| EFMT 2023-1 2023-1             A-1    20680225 FLT | 2068-02-25      | 5.7320%  | 0.0000% | $11010000.00       | $6139188.47        | Private Label Collateralized Mortgage Obligations |
| EXPEDIA GROUP INC              SR NT 5.5%36        | 2036-04-15      | 5.5000%  | 0.0000% | $2000.00           | $1967.75           | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR NT 5.5%36        | 2036-04-15      | 5.5000%  | 0.0000% | $3976000.00        | $3911889.21        | Corporate Debt Securities                         |
| EFMT 2023-1 2023-1             A-2    20680225 FLT | 2068-02-25      | 6.2400%  | 0.0000% | $1479000.00        | $829781.89         | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-143       A-2    20320325 FLT | 2032-03-25      | 2.3500%  | 0.0000% | $25000.00          | $22390.75          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-J50       A-2    20341025 FLT | 2034-10-25      | 4.2280%  | 0.0000% | $800000.00         | $787687.11         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-507       A-2    20280925 FLT | 2028-09-25      | 4.8000%  | 0.0000% | $451000.00         | $457428.85         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-126       A-2    20310125 2.0 | 2031-01-25      | 2.0740%  | 0.0000% | $26669.00          | $24206.99          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-126       A-2    20310125 2.0 | 2031-01-25      | 2.0740%  | 0.0000% | $303331.00         | $275328.31         | Agency Collateralized Mortgage Obligation         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55    | 2055-03-10      | 6.9500%  | 0.0000% | $3737000.00        | $3902596.85        | Corporate Debt Securities                         |
| ALABAMA PWR CO                 GLBL 2022B NT 27    | 2027-09-01      | 3.7500%  | 0.0000% | $2000000.00        | $1999311.67        | Corporate Debt Securities                         |
| BENCHMART MTG TR 2019-B12      A-5    20520816 FLT | 2052-08-16      | 3.1156%  | 0.0000% | $635000.00         | $606751.89         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      D      20621215 FLT | 2062-12-15      | 2.5000%  | 0.0000% | $1280000.00        | $518330.74         | Private Label Collateralized Mortgage Obligations |
| BANK NEW ZEALAND               SR 144A NT 28       | 2028-02-07      | 4.8460%  | 0.0000% | $750000.00         | $764642.04         | Corporate Debt Securities                         |
| AUDAX SENIOR DEBT CLO 2023-8R  A-1-R  20380120 FLT | 2038-01-20      | 5.1252%  | 0.0000% | $3343553.00        | $3336075.73        | Asset-Backed Securities                           |
| AT&T INC                       SR GLBL NT4.3%30    | 2030-02-15      | 4.3000%  | 0.0000% | $246000.00         | $246009.43         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 4.5%43        | 2043-05-02      | 4.5000%  | 0.0000% | $83000.00          | $71135.98          | Corporate Debt Securities                         |
| SUMISHO AIR LEASE CORP         FR 3%020130         | 2030-02-01      | 3.0000%  | 0.0000% | $48000.00          | $45078.08          | Corporate Debt Securities                         |
| SUMISHO AIR LEASE CORP         FR 3%020130         | 2030-02-01      | 3.0000%  | 0.0000% | $84000.00          | $78886.64          | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 27       | 2027-03-01      | 4.2500%  | 0.0000% | $7000.00           | $7046.17           | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 46       | 2046-05-15      | 4.7500%  | 0.0000% | $6000.00           | $5178.24           | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 3.65%51     | 2051-06-01      | 3.6500%  | 0.0000% | $11243000.00       | $7825993.09        | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -O NT 34    | 2034-05-15      | 5.7000%  | 0.0000% | $1145000.00        | $1210797.43        | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 46       | 2046-05-14      | 4.4500%  | 0.0000% | $1802000.00        | $1570928.54        | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT6.3%66    | 2066-10-30      | 6.3000%  | 0.0000% | $490000.00         | $483468.30         | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 36       | 2036-10-30      | 5.2500%  | 0.0000% | $51477000.00       | $50786693.43       | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2023-NQM5   M-1    20681125 FLT | 2068-11-25      | 8.0688%  | 0.0000% | $2122800.00        | $2153711.86        | Private Label Collateralized Mortgage Obligations |
| ABBOTT LABORATORIES            GLBL NT 1.15%28     | 2028-01-30      | 1.1500%  | 0.0000% | $6000.00           | $5713.77           | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            GLBL NT 1.15%28     | 2028-01-30      | 1.1500%  | 0.0000% | $71000.00          | $67612.95          | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-749       A-M    20290425 FLT | 2029-04-25      | 2.1200%  | 0.0000% | $400000.00         | $376627.51         | Agency Collateralized Mortgage Obligation         |
| ABBOTT LABORATORIES            SR NT 4.75%43       | 2043-04-15      | 4.7500%  | 0.0000% | $178000.00         | $163371.81         | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 3.7%29        | 2029-03-09      | 3.7000%  | 0.0000% | $1185000.00        | $1173922.23        | Corporate Debt Securities                         |
| AGILENT TECHNOLOGIES INC       SR GLBL NT 29       | 2029-09-15      | 2.7500%  | 0.0000% | $2914000.00        | $2766923.13        | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-073       A-1    20270925 3.3 | 2027-09-25      | 3.3500%  | 0.0000% | $342877.00         | $21070.84          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-122       A-1    20300525 0.8 | 2030-05-25      | 0.8630%  | 0.0000% | $674000.00         | $455967.56         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-S06       A-2    20260725 2.7 | 2026-07-25      | 2.7200%  | 0.0000% | $182000.00         | $62873.37          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-092       A-2    20290425 3.2 | 2029-04-25      | 3.2980%  | 0.0000% | $250000.00         | $244040.18         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-072       A-1    20271125 3.2 | 2027-11-25      | 3.2520%  | 0.0000% | $25000.00          | $3165.58           | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC TRUST K-136        A-1    20310825 1.6 | 2031-08-25      | 1.6130%  | 0.0000% | $20103.00          | $17246.53          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-083       A-2    20280925 FLT | 2028-09-25      | 4.0500%  | 0.0000% | $240000.00         | $239560.92         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-087       A-2    20281225 3.7 | 2028-12-25      | 3.7710%  | 0.0000% | $75000.00          | $71857.81          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-061       A-2    20261125 FLT | 2026-11-25      | 3.3470%  | 0.0000% | $30000.00          | $28175.76          | Agency Collateralized Mortgage Obligation         |
| FLMC REMIC SERIES K-085        A-2    20281025 FLT | 2028-10-25      | 4.0600%  | 0.0000% | $198000.00         | $197576.19         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1508      A-2    20301225 FLT | 2030-12-25      | 3.9000%  | 0.0000% | $619289.00         | $609508.98         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-094       A-2    20290625 2.9 | 2029-06-25      | 2.9030%  | 0.0000% | $854192.00         | $822864.11         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-J41       A-2    20310225 3.4 | 2031-02-25      | 3.4650%  | 0.0000% | $60000.00          | $57782.18          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-520       A-2    20290325 FLT | 2029-03-25      | 5.1800%  | 0.0000% | $455000.00         | $467532.42         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-524       A-2    20290525 FLT | 2029-05-25      | 4.7200%  | 0.0000% | $280000.00         | $284438.62         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-J41       A-2    20310225 3.4 | 2031-02-25      | 3.4650%  | 0.0000% | $87070.00          | $83851.57          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-505       A-2    20280625 FLT | 2028-06-25      | 4.8190%  | 0.0000% | $315000.00         | $319126.49         | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-522       A-2    20290525 FLT | 2029-05-25      | 4.8030%  | 0.0000% | $475000.00         | $469978.63         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1511      A-3    20340325 3.5 | 2034-03-25      | 3.5420%  | 0.0000% | $5801364.00        | $5414959.96        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-154       A-2    20330125 FLT | 2033-01-25      | 4.3500%  | 0.0000% | $63422.00          | $63016.30          | Agency Collateralized Mortgage Obligation         |
| ENBRIDGE INC                   SB GLBL NT7.2%54    | 2054-06-27      | 7.2000%  | 0.0000% | $1699000.00        | $1856837.10        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT6.3%56    | 2056-01-15      | 6.3000%  | 0.0000% | $154000.00         | $154438.13         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 5.15%45       | 2045-03-15      | 5.1500%  | 0.0000% | $100000.00         | $88454.75          | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 5.7%33      | 2033-03-08      | 5.7000%  | 0.0000% | $594000.00         | $620262.72         | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL -A BD 31    | 2031-12-01      | 2.3000%  | 0.0000% | $9000.00           | $8049.23           | Corporate Debt Securities                         |
| FHLMC REMIC SERIES             A-2    20310625 FLT | 2031-06-25      | 5.4300%  | 0.0000% | $500000.00         | $517425.58         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES Q-016       A-PT2  20510525 FLT | 2051-05-25      | 1.4719%  | 0.0000% | $1414480.00        | $1188347.40        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-148       A-2    20320725 FLT | 2032-07-25      | 3.5000%  | 0.0000% | $34000.00          | $32314.09          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-137       A-1    20310125 1.8 | 2031-01-25      | 1.8140%  | 0.0000% | $5309.00           | $4623.72           | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1502      A-2    20310125 3.0 | 2031-01-25      | 3.0800%  | 0.0000% | $1015.00           | $964.85            | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-095       A-2    20290625 2.7 | 2029-06-25      | 2.7850%  | 0.0000% | $300000.00         | $288132.14         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-058       A-2    20260825 2.6 | 2026-08-25      | 2.6530%  | 0.0000% | $19000.00          | $18939.96          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES             A-2    20310625 FLT | 2031-06-25      | 5.4300%  | 0.0000% | $157000.00         | $162471.63         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-G07       A-2    20320825 FLT | 2032-08-25      | 3.1230%  | 0.0000% | $65000.00          | $60376.34          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-157       A-2    20330525 FLT | 2033-05-25      | 4.2000%  | 0.0000% | $50000.00          | $49153.32          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-761       A-2    20320625 FLT | 2032-06-25      | 4.4000%  | 0.0000% | $53780.00          | $53791.91          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-526       A-2    20290725 FLT | 2029-07-25      | 4.5430%  | 0.0000% | $25000.00          | $25243.92          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-J51       A-2    20320125 4.6 | 2032-01-25      | 4.6960%  | 0.0000% | $10500152.00       | $10553943.10       | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-749       A-2    20290325 FLT | 2029-03-25      | 2.1200%  | 0.0000% | $50000.00          | $47403.99          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-J45       A-2    20310125 4.6 | 2031-01-25      | 4.6600%  | 0.0000% | $600000.00         | $606131.33         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SEIRES Q-010       A-PT3  20461025 FLT | 2046-10-25      | 4.0702%  | 0.0000% | $99000.00          | $21888.78          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-507       A-2    20280925 FLT | 2028-09-25      | 4.8000%  | 0.0000% | $499000.00         | $506113.08         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-545       A-2    20300725 FLT | 2030-07-25      | 4.2900%  | 0.0000% | $40000.00          | $40067.99          | Agency Collateralized Mortgage Obligation         |
| BANK 2017-BNK9                 D      20541117 2.8 | 2054-11-17      | 2.8000%  | 0.0000% | $799000.00         | $509827.16         | Private Label Collateralized Mortgage Obligations |
| BERKLEY W R CORP               SR GLBL NT 4%50     | 2050-05-12      | 4.0000%  | 0.0000% | $3396000.00        | $2628753.04        | Corporate Debt Securities                         |
| BINOM SEC TR 2022-INV1         M-1    20570825 FLT | 2057-08-25      | 4.5233%  | 0.0000% | $2708225.00        | $2453659.35        | Private Label Collateralized Mortgage Obligations |
| BLACK HILLS CORP               SR GLBL NT 27       | 2027-01-15      | 3.1500%  | 0.0000% | $75000.00          | $75095.06          | Corporate Debt Securities                         |
| CSMC 2022-NQM5 TR              B-1    20670525 FLT | 2067-05-25      | 5.1690%  | 0.0000% | $15261750.00       | $14907386.14       | Private Label Collateralized Mortgage Obligations |
| CSMC 2022-NQM5 TR              B-2    20670525 FLT | 2067-05-25      | 5.1690%  | 0.0000% | $14330750.00       | $11621133.58       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B1       C      20510118 FLT | 2051-01-18      | 4.3402%  | 0.0000% | $3300000.00        | $2702631.66        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG  2021-B27 TR     A-5    20540717 2.3 | 2054-07-17      | 2.3900%  | 0.0000% | $5530000.00        | $4911498.69        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK21                A-5    20521018 FLT | 2052-10-18      | 2.8510%  | 0.0000% | $3084000.00        | $2912340.36        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BN14                 E      20600917 3.0 | 2060-09-17      | 3.0000%  | 0.0000% | $8321000.00        | $5620841.05        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B5       A-4    20510717 4.2 | 2051-07-17      | 4.2076%  | 0.0000% | $1058800.00        | $1050542.90        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B5       A-S    20510717 4.4 | 2051-07-17      | 4.4189%  | 0.0000% | $2325000.00        | $2279510.61        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2021-INV1  B-5    20510525 FLT | 2051-05-25      | 2.7087%  | 0.0000% | $823650.00         | $126135.38         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B1       C      20510118 FLT | 2051-01-18      | 4.3402%  | 0.0000% | $2051000.00        | $1679726.53        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2023-B39      A-5    20560717 5.7 | 2056-07-17      | 5.7536%  | 0.0000% | $265000.00         | $277762.09         | 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        | $5985723.12        | 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        | $6171892.83        | Private Label Collateralized Mortgage Obligations |
| BLACKSTONE PRIVATE CREDIT FUND SR NT 5.95%31       | 2031-05-15      | 5.9500%  | 0.0000% | $3232000.00        | $3171968.29        | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 2021-NQM1   M-1    20510925 FLT | 2051-09-25      | 2.9710%  | 0.0000% | $6000000.00        | $4894429.84        | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER SA             SNR NPF GLBL 30     | 2030-01-17      | 5.5650%  | 0.0000% | $15200000.00       | $15821711.67       | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR NT 5.95%31       | 2031-05-15      | 5.9500%  | 0.0000% | $4280000.00        | $4200502.57        | Corporate Debt Securities                         |
| CWALT INC 2005-56              1-A-2  20351125 FLT | 2035-11-25      | 4.9288%  | 0.0000% | $72823000.00       | $1879170.25        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A II 2007-1   I-A-1  20470925 FLT | 2047-09-25      | 4.1520%  | 0.0000% | $41199900.00       | $3083015.10        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B24      A-5    20540317 2.5 | 2054-03-17      | 2.5843%  | 0.0000% | $5000005.00        | $4493478.48        | Private Label Collateralized Mortgage Obligations |
| ARIS WTR HLDGS LLC             SR GLBL 144A 30     | 2030-04-01      | 7.2500%  | 0.0000% | $1219000.00        | $1289020.38        | Corporate Debt Securities                         |
| BPCE                           FR 6.714%101929     | 2029-10-19      | 6.7140%  | 0.0000% | $275000.00         | $288002.41         | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.75%45     | 2045-03-15      | 4.7500%  | 0.0000% | $90000.00          | $80510.18          | Corporate Debt Securities                         |
| AT&T INC                       SR NT 4.3%42        | 2042-12-15      | 4.3000%  | 0.0000% | $231000.00         | $193717.76         | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 2.087%061429     | 2029-06-14      | 2.0870%  | 0.0000% | $2000.00           | $1918.05           | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 4.695%042332     | 2032-04-23      | 4.6950%  | 0.0000% | $2998000.00        | $2984487.76        | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 6.204%111028     | 2028-11-10      | 6.2040%  | 0.0000% | $91000.00          | $95957.38          | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 2023-NQM1   B-2    20630125 FLT | 2063-01-25      | 6.1449%  | 0.0000% | $5012325.00        | $4770280.19        | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65A    20520517 4.4 | 2052-05-17      | 4.4114%  | 0.0000% | $3000000.00        | $2107117.88        | Private Label Collateralized Mortgage Obligations |
| BANK OF AMER CORP              FR 4.078%042340     | 2040-04-23      | 4.0780%  | 0.0000% | $44000.00          | $38294.21          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2023-V4       A-3    20561117 FLT | 2056-11-17      | 6.8409%  | 0.0000% | $20410086.00       | $21402419.42       | Private Label Collateralized Mortgage Obligations |
| CONCENTRIX CORP                CR SEN SR GLBL29    | 2029-03-01      | 6.5000%  | 0.0000% | $600000.00         | $592438.00         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.7%061030       | 2030-06-10      | 4.7000%  | 0.0000% | $15000.00          | $15437.07          | Corporate Debt Securities                         |
| UBS GROUP AG                   SR 87 144A NT 34    | 2034-09-22      | 6.3010%  | 0.0000% | $2473000.00        | $2644727.73        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-08-21      | 1.7500%  | 0.0000% | $1512000.00        | $1341649.26        | Corporate Debt Securities                         |
| CIFC FDG 2019-II LTD 2019-2R2  A-1R2  20381017 FLT | 2038-10-17      | 4.9304%  | 0.0000% | $14738095.00       | $14775093.73       | Asset-Backed Securities                           |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $32820264.00       | $5538161.55        | Private Label Collateralized Mortgage Obligations |
| CROSS MTG TR 2026-NQM3         A3     20710325 FLT | 2071-03-25      | 5.4800%  | 0.0000% | $6173000.00        | $6013138.80        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG TR 2021-INV3     B-6    20510525 FLT | 2051-05-25      | 3.1687%  | 0.0000% | $3373000.00        | $1708518.87        | Private Label Collateralized Mortgage Obligations |
| `CITIGROUP MTG LN TR 2021-INV2 B-6    20510525 FLT | 2051-05-25      | 2.9849%  | 0.0000% | $2662204.00        | $926323.95         | Private Label Collateralized Mortgage Obligations |
| COCA COLA CO                   SR GLBL NT4.2%50    | 2050-03-25      | 4.2000%  | 0.0000% | $436000.00         | $357905.13         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT2.5%51    | 2051-03-15      | 2.5000%  | 0.0000% | $2045000.00        | $1207930.38        | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT2.6%31    | 2031-06-15      | 2.6000%  | 0.0000% | $304000.00         | $272156.00         | Corporate Debt Securities                         |
| COMM  MORTGAGE TR 2025-SBX     A      20410812 FLT | 2041-08-12      | 5.4322%  | 0.0000% | $3000000.00        | $3007502.82        | Private Label Collateralized Mortgage Obligations |
| CROWN CASTLE INC               SR GLBL NT5.8%34    | 2034-03-01      | 5.8000%  | 0.0000% | $706000.00         | $732245.94         | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT4.7%31    | 2031-02-15      | 4.7000%  | 0.0000% | $29000.00          | $29535.39          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT4.2%34    | 2034-08-15      | 4.2000%  | 0.0000% | $100000.00         | $94781.00          | Corporate Debt Securities                         |
| CSMC TR 2022-RPL4              A-1    20620425 FLT | 2062-04-25      | 3.9044%  | 0.0000% | $369666.00         | $241147.80         | Asset-Backed Securities                           |
| CRH SMW FIN DESIGNATED ACTIVIT SR GLBL NT 30       | 2030-01-09      | 5.1250%  | 0.0000% | $1262000.00        | $1303408.85        | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK UA NY    SNR PREF NT 26      | 2026-10-05      | 5.5000%  | 0.0000% | $1600000.00        | $1615615.11        | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 121 BD46    | 2046-06-15      | 3.6500%  | 0.0000% | $40000.00          | $30402.30          | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 121 BD46    | 2046-06-15      | 3.6500%  | 0.0000% | $2241000.00        | $1703288.86        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.5%011629       | 2029-01-16      | 4.5000%  | 0.0000% | $5000.00           | $5100.05           | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR NT 6.25%38       | 2038-03-15      | 6.2500%  | 0.0000% | $1000.00           | $1064.30           | Corporate Debt Securities                         |
| COMM MTG TR 2018-COR3          A-M    20510512 FLT | 2051-05-12      | 4.4964%  | 0.0000% | $4969412.00        | $4661294.03        | Private Label Collateralized Mortgage Obligations |
| COTERRA ENERGY INC             SR GLBL NT5.4%35    | 2035-02-15      | 5.4000%  | 0.0000% | $58000.00          | $59038.20          | Corporate Debt Securities                         |
| DEEPHAVEN RES MTG TR 2022-3    A-1    20670725 FLT | 2067-07-25      | 5.3000%  | 0.0000% | $6100000.00        | $3380256.35        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2019-R05         1B-1   20390725 FLT | 2039-07-25      | 7.8596%  | 0.0000% | $1273309.00        | $698036.02         | Private Label Collateralized Mortgage Obligations |
| COSTCO WHOLESALE CORPORATION   GLBL NT 1.375%27    | 2027-06-20      | 1.3750%  | 0.0000% | $3356000.00        | $3273392.99        | Corporate Debt Securities                         |
| CROSS MTG TR 2025-H10          A-3    20710125 FLT | 2071-01-25      | 5.4050%  | 0.0000% | $3200000.00        | $3082607.52        | Private Label Collateralized Mortgage Obligations |
| DOMINION ENERGY INC            SR GLBL 2003F 33    | 2033-08-01      | 5.2500%  | 0.0000% | $153000.00         | $156286.31         | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC           1M GLBL 90 BD 52    | 2052-06-15      | 3.3500%  | 0.0000% | $993000.00         | $667814.84         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -C NT 31    | 2031-08-15      | 2.2500%  | 0.0000% | $2000000.00        | $1776115.00        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 45       | 2045-12-01      | 7.7500%  | 0.0000% | $176000.00         | $223836.16         | Corporate Debt Securities                         |
| OVINTIV INC                    SR GLBL NT6.5%38    | 2038-02-01      | 6.5000%  | 0.0000% | $256000.00         | $272166.26         | Corporate Debt Securities                         |
| ESSENTIAL PPTYS LP             SR GLBL NT 31       | 2031-07-15      | 2.9500%  | 0.0000% | $18000.00          | $16435.52          | Corporate Debt Securities                         |
| ESSENTIAL PPTYS LP             SR GLBL NT 31       | 2031-07-15      | 2.9500%  | 0.0000% | $99000.00          | $90395.33          | Corporate Debt Securities                         |
| EMPRESA NACIONAL DE TELE       SR 144A NT 32       | 2032-09-14      | 3.0500%  | 0.0000% | $2450000.00        | $2197373.69        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT3.7%27    | 2027-03-23      | 3.7000%  | 0.0000% | $329000.00         | $329524.02         | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR GLBL NT5.4%35    | 2035-02-15      | 5.4000%  | 0.0000% | $2350000.00        | $2356063.00        | Corporate Debt Securities                         |
| MRCD 2019-PARK MORTGAGE TRUST  G      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $27522000.00       | $13098796.27       | Private Label Collateralized Mortgage Obligations |
| TAMPA ELEC CO                  SR GLBL NT 44       | 2044-05-15      | 4.3500%  | 0.0000% | $2769000.00        | $2361839.32        | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT4.5%46    | 2046-04-01      | 4.5000%  | 0.0000% | $10000.00          | $8150.85           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.6%052645       | 2045-05-26      | 4.6000%  | 0.0000% | $90000.00          | $79233.10          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT3.9%26    | 2026-07-15      | 3.9000%  | 0.0000% | $312000.00         | $315249.48         | Corporate Debt Securities                         |
| SOFTBANK CORP                  SR GLBL 144A 35     | 2035-07-09      | 5.3320%  | 0.0000% | $600000.00         | $602640.20         | Corporate Debt Securities                         |
| MADISON PARK FUNDING 2025-63R  A-1-R  20380723 FLT | 2038-07-23      | 5.0721%  | 0.0000% | $1124561.00        | $1128112.40        | Asset-Backed Securities                           |
| SYSCO CORP                     CR SEN SR GLBL50    | 2050-04-01      | 6.6000%  | 0.0000% | $4118000.00        | $4314250.15        | Corporate Debt Securities                         |
| STANFORD HEALTH CARE           -2018 BD3.795%48    | 2048-11-15      | 3.7950%  | 0.0000% | $1000.00           | $777.20            | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.808%060330     | 2030-06-03      | 4.8080%  | 0.0000% | $1507000.00        | $1547271.06        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 30       | 2030-04-24      | 4.8340%  | 0.0000% | $50000.00          | $50695.78          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 30       | 2030-04-15      | 3.8750%  | 0.0000% | $9000.00           | $8767.12           | Corporate Debt Securities                         |
| SPGN TRUST 2026-TFLM           A      20410215 FLT | 2041-02-15      | 4.9547%  | 0.0000% | $10126822.00       | $10122412.61       | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-1          M2     20580125 FLT | 2058-01-25      | 3.7500%  | 0.0000% | $2955000.00        | $2803056.36        | Private Label Collateralized Mortgage Obligations |
| 3M CO                          FR 3.875%061544     | 2044-06-15      | 3.8750%  | 0.0000% | $425000.00         | $337607.78         | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 33       | 2033-08-10      | 5.0860%  | 0.0000% | $1000000.00        | $1026632.22        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 30       | 2030-04-15      | 3.8750%  | 0.0000% | $168000.00         | $163652.93         | Corporate Debt Securities                         |
| STRUCTURED ASSET MTG 2006-AR6  II-A-1 20360725 FLT | 2036-07-25      | 4.1488%  | 0.0000% | $58972000.00       | $5008213.93        | Private Label Collateralized Mortgage Obligations |
| MADISON PARK FDG LTD 2022-43R  B-1-R  20371016 FLT | 2037-10-16      | 5.4795%  | 0.0000% | $4000000.00        | $4015283.70        | Asset-Backed Securities                           |
| MPLX LP                        SR GLBL NT5.3%36    | 2036-04-01      | 5.3000%  | 0.0000% | $1029000.00        | $1022458.99        | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL NT 36       | 2036-03-15      | 5.1500%  | 0.0000% | $2287000.00        | $2224947.97        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         LW TIER II 43       | 2043-01-09      | 5.3000%  | 0.0000% | $847000.00         | $797807.65         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 5.519%011928     | 2028-01-19      | 5.5190%  | 0.0000% | $239000.00         | $244163.32         | Corporate Debt Securities                         |
| MAGNETITE LIMITED 2019-17RR    D-RR   20340417 FLT | 2034-04-17      | 6.4304%  | 0.0000% | $586931.00         | $584073.87         | Asset-Backed Securities                           |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 31       | 2031-02-12      | 4.2150%  | 0.0000% | $672000.00         | $668614.80         | Corporate Debt Securities                         |
| TAKEOFF MERGER SUB INC         SR 144A NT5.5%36    | 2036-03-24      | 5.5000%  | 0.0000% | $1283000.00        | $1274929.93        | Corporate Debt Securities                         |
| TENCENT HLDGS LTD              FR 3.68%042241      | 2041-04-22      | 3.6800%  | 0.0000% | $1231000.00        | $1044513.07        | Corporate Debt Securities                         |
| SYSCO CORP                     CR SEN SR GLBL50    | 2050-04-01      | 6.6000%  | 0.0000% | $2000.00           | $2095.31           | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 30       | 2030-02-10      | 4.2410%  | 0.0000% | $1213000.00        | $1211185.89        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $1878000.00        | $1941982.68        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $71000.00          | $73418.94          | Corporate Debt Securities                         |
| MRCD 2019-PARK MORTGAGE TRUST  J      20361215 4.2 | 2036-12-15      | 4.2500%  | 0.0000% | $9237000.00        | $3941184.14        | Private Label Collateralized Mortgage Obligations |
| SOUTHERN PWR CO                SR GLBL 2025B 35    | 2035-10-01      | 4.9000%  | 0.0000% | $475000.00         | $461138.18         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $1687000.00        | $1688038.44        | Corporate Debt Securities                         |
| GOODMAN US FIN FOUR LLC        SR GLBL 144A 37     | 2037-10-15      | 4.5000%  | 0.0000% | $3062000.00        | $2801653.45        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-04-01      | 5.4000%  | 0.0000% | $2000.00           | $2004.50           | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 5%34     | 2034-09-15      | 5.0000%  | 0.0000% | $396000.00         | $392697.36         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT5.6%53    | 2053-07-31      | 5.6000%  | 0.0000% | $80000.00          | $78689.60          | Corporate Debt Securities                         |
| MACQUARIE BK LTD               SR 144A NT 26       | 2026-12-07      | 5.3910%  | 0.0000% | $1891000.00        | $1945657.94        | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 5.491%110933     | 2033-11-09      | 5.4910%  | 0.0000% | $230000.00         | $240881.82         | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT26    | 2026-06-15      | 5.2500%  | 0.0000% | $482000.00         | $491860.52         | Corporate Debt Securities                         |
| ABPCI DIRECT LDG FD CLO 17-2RR A-2-RR 20370720 FLT | 2037-07-20      | 5.5252%  | 0.0000% | $1856014.00        | $1860774.28        | Asset-Backed Securities                           |
| ABPCI DIRECT 6.24792 30OCT36 144A F                | 2036-10-30      | 5.4668%  | 0.0000% | $1490905.00        | $1510992.11        | Asset-Backed Securities                           |
| A&D MORTGAGE TRUST 2024-NQM3   A-1    20690725 FLT | 2069-07-25      | 6.4510%  | 0.0000% | $3000000.00        | $2110716.09        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2023-8 B-2    20681225 FLT | 2068-12-25      | 8.0701%  | 0.0000% | $994000.00         | $1005287.77        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2024-NQM2   A-3    20690425 FLT | 2069-04-25      | 6.8020%  | 0.0000% | $4047000.00        | $2428214.84        | Private Label Collateralized Mortgage Obligations |
| AT&T INC                       GLBL NT 5.85%46     | 2046-04-30      | 5.8500%  | 0.0000% | $2426000.00        | $2376806.79        | Corporate Debt Securities                         |
| ABPCID LDG FDG CLO LP 2024-18  A-2    20360730 FLT | 2036-07-30      | 5.5134%  | 0.0000% | $3903750.00        | $3906794.92        | Asset-Backed Securities                           |
| AT&T INC                       SR GLBL NT4.5%48    | 2048-03-09      | 4.5000%  | 0.0000% | $100000.00         | $80808.50          | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 5.5%64      | 2064-03-15      | 5.5000%  | 0.0000% | $2000000.00        | $1910310.00        | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 3.75%26       | 2026-11-30      | 3.7500%  | 0.0000% | $302000.00         | $306344.27         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.125%36    | 2036-04-30      | 5.1250%  | 0.0000% | $2193000.00        | $2176685.60        | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 6%56        | 2056-04-30      | 6.0000%  | 0.0000% | $4000.00           | $3918.31           | Corporate Debt Securities                         |
| ABPCI DIRECT 2024-17           A-2    20360801 FLT | 2036-08-01      | 5.6636%  | 0.0000% | $700000.00         | $710749.99         | Asset-Backed Securities                           |
| AT&T INC                       GLBL NT 5.85%46     | 2046-04-30      | 5.8500%  | 0.0000% | $2226000.00        | $2180862.29        | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 49       | 2049-11-21      | 4.2500%  | 0.0000% | $194000.00         | $160187.90         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 4.75%33     | 2033-04-30      | 4.7500%  | 0.0000% | $2347000.00        | $2337952.97        | Corporate Debt Securities                         |
| A&D MTG TR 2023-NQM3           B-2    20680725 FLT | 2068-07-25      | 8.0286%  | 0.0000% | $3916597.00        | $3940356.98        | Private Label Collateralized Mortgage Obligations |
| AT&T INC                       GLBL NT 3.5%61      | 2061-02-01      | 3.5000%  | 0.0000% | $188000.00         | $116942.16         | Corporate Debt Securities                         |
| A&D MTG TR 2025-NQM1           A-1    20700325 FLT | 2070-03-25      | 5.4300%  | 0.0000% | $505000.00         | $439218.29         | Private Label Collateralized Mortgage Obligations |
| AT&T INC                       GLBL NT 4.4%31      | 2031-04-30      | 4.4000%  | 0.0000% | $342000.00         | $341024.92         | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT6.2%56    | 2056-10-30      | 6.2000%  | 0.0000% | $19488000.00       | $19342814.40       | Corporate Debt Securities                         |
| ABPCI DI ECT LENDING 2019-5RR  A-1-RR 20360122 FLT | 2036-01-20      | 5.8752%  | 0.0000% | $250241.00         | $250584.33         | Asset-Backed Securities                           |
| ABBOTT LABORATORIES            SR FLT NT 29        | 2029-03-09      | 4.1582%  | 0.0000% | $1944000.00        | $1958809.06        | Corporate Debt Securities                         |
| GLENCORE FINANCE CANADA LTD    SR GLBL 144A 37     | 2037-11-15      | 6.9000%  | 0.0000% | $275000.00         | $312098.88         | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 47       | 2047-12-15      | 3.6250%  | 0.0000% | $877000.00         | $690061.97         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 33       | 2033-03-15      | 5.6500%  | 0.0000% | $13000.00          | $13528.35          | Corporate Debt Securities                         |
| UNUM GROUP                     SR GLBL NT 6%54     | 2054-06-15      | 6.0000%  | 0.0000% | $2297000.00        | $2269803.52        | Corporate Debt Securities                         |
| CELLNEX FIN CO SA              SR GLBL REGS 41     | 2041-07-07      | 3.8750%  | 0.0000% | $3317000.00        | $2642598.16        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.013%040451     | 2051-04-04      | 5.0130%  | 0.0000% | $548000.00         | $487572.31         | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR19        B-1    20451225 FLT | 2045-12-25      | 4.8188%  | 0.0000% | $11874000.00       | $5695818.94        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-5            B-2    20680625 FLT | 2068-06-25      | 7.9727%  | 0.0000% | $4578992.00        | $4601069.32        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO               FR 3.35%030233      | 2033-03-02      | 3.3500%  | 0.0000% | $8000.00           | $7387.82           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.526%032428     | 2028-03-24      | 3.5260%  | 0.0000% | $1000.00           | $995.22            | Corporate Debt Securities                         |
| WESTERN UN CO                  CR SEN SR GLBL29    | 2029-06-15      | 4.7500%  | 0.0000% | $30000.00          | $29960.07          | Corporate Debt Securities                         |
| WAMU MTG CERT 2007-OA6         1A     20470725 FLT | 2047-07-25      | 4.3192%  | 0.0000% | $55715051.00       | $6976346.42        | Private Label Collateralized Mortgage Obligations |
| SNAM S.P.A.                    GLBL B 144A NT35    | 2035-05-28      | 5.7500%  | 0.0000% | $376000.00         | $395434.60         | Corporate Debt Securities                         |
| VIKING OCEAN CRUISES SHIP VII  SR SEC GLBL 29      | 2029-02-15      | 5.6250%  | 0.0000% | $59000.00          | $59623.56          | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          SR GLBL DEB 56      | 2056-03-15      | 5.6500%  | 0.0000% | $174000.00         | $171255.39         | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 35       | 2035-05-11      | 4.1250%  | 0.0000% | $174000.00         | $167989.10         | Corporate Debt Securities                         |
| WRKCO INC                      SR GLBL NT4.9%29    | 2029-03-15      | 4.9000%  | 0.0000% | $16000.00          | $16212.88          | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.75%34     | 2034-04-01      | 5.7500%  | 0.0000% | $652000.00         | $663365.63         | Corporate Debt Securities                         |
| WAMU MTG CERT 2007-HY7         2-A2   20370725 FLT | 2037-07-25      | 3.8154%  | 0.0000% | $19525000.00       | $1116934.00        | Private Label Collateralized Mortgage Obligations |
| SOCIETE GENERALE               SUB REGS NT 55      | 2055-01-19      | 7.1320%  | 0.0000% | $270000.00         | $284469.09         | Corporate Debt Securities                         |
| VOLKSWAGEN AUTO LEASE 2025-B   A-3    20290122 4.0 | 2029-01-22      | 4.0100%  | 0.0000% | $1237000.00        | $1235821.00        | Asset-Backed Securities                           |
| WP CAREY INC                   SR GLBL NT 33       | 2033-04-01      | 2.2500%  | 0.0000% | $100000.00         | $83441.25          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022E 52    | 2052-06-01      | 5.4500%  | 0.0000% | $2000.00           | $1812.03           | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT1.5%31    | 2031-03-15      | 1.5000%  | 0.0000% | $381000.00         | $331586.21         | Corporate Debt Securities                         |
| WELLS FARGO COML TR 2015-C27   C      20480218 3.8 | 2048-02-18      | 3.8940%  | 0.0000% | $711040.00         | $376434.71         | Private Label Collateralized Mortgage Obligations |
| VICI PROPERTIES LP             SR GLBL NT 35       | 2035-04-01      | 5.6250%  | 0.0000% | $1611000.00        | $1618525.38        | Corporate Debt Securities                         |
| HF SINCLAIR CORP               SR GLBL NT 35       | 2035-01-15      | 6.2500%  | 0.0000% | $287000.00         | $302004.12         | Corporate Debt Securities                         |
| GREAT LAKES 7.42219 15OCT29 144A FR                | 2029-10-15      | 7.4231%  | 0.0000% | $371233.00         | $280701.96         | Asset-Backed Securities                           |
| HSBC HLDGS PLC                 ALT TIER I COCO     | 2079-12-31      | 6.0000%  | 0.0000% | $3099000.00        | $3199944.76        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT3.5%30    | 2030-09-01      | 3.5000%  | 0.0000% | $905000.00         | $864714.93         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR NT 2.125%26      | 2026-09-15      | 2.1250%  | 0.0000% | $100000.00         | $99530.62          | Corporate Debt Securities                         |
| HOMES TRUST 2026-AFC1          B-2    20610225 FLT | 2061-02-25      | 6.5424%  | 0.0000% | $3649000.00        | $3479428.35        | Private Label Collateralized Mortgage Obligations |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT4.6%29    | 2029-06-08      | 4.6000%  | 0.0000% | $250000.00         | $252258.61         | Corporate Debt Securities                         |
| WESTERN UN CO                  CR SEN SR GLBL29    | 2029-06-15      | 4.7500%  | 0.0000% | $221000.00         | $220705.89         | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $9445000.00        | $9197068.75        | Corporate Debt Securities                         |
| WESTLAKE CORPORATION           SR GLBL NT 35       | 2035-11-15      | 5.5500%  | 0.0000% | $1614000.00        | $1654148.25        | Corporate Debt Securities                         |
| HARBOUR ENERGY PLC             SR GLBL 144A 35     | 2035-04-01      | 6.3270%  | 0.0000% | $454000.00         | $467963.56         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT4.4%30    | 2030-10-15      | 4.4000%  | 0.0000% | $150000.00         | $147507.50         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 34       | 2034-06-20      | 6.5470%  | 0.0000% | $700000.00         | $757429.36         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR NT 3.75%47       | 2047-11-15      | 3.7500%  | 0.0000% | $501000.00         | $383935.09         | Corporate Debt Securities                         |
| LG ENERGY SOLUTION LTD         GLBL 144A NT 34     | 2034-07-02      | 5.5000%  | 0.0000% | $410000.00         | $416218.79         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-04-25      | 5.7270%  | 0.0000% | $401000.00         | $412943.95         | Corporate Debt Securities                         |
| HARBORVIEW MTG LN TR 2006-1    2-A1A  20360319 FLT | 2036-03-19      | 4.2555%  | 0.0000% | $61797624.00       | $3891817.30        | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAP AMER               FR 4.9%062328       | 2028-06-23      | 4.9000%  | 0.0000% | $590000.00         | $602517.51         | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              A-1    20641025 5.3 | 2064-10-25      | 5.3160%  | 0.0000% | $23206000.00       | $14498841.69       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              B-1A   20641025 FLT | 2064-10-25      | 6.9140%  | 0.0000% | $13033000.00       | $12735829.50       | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC                 LW TIER II 38       | 2038-06-01      | 6.8000%  | 0.0000% | $125000.00         | $138950.56         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 45       | 2045-05-15      | 4.1250%  | 0.0000% | $937000.00         | $660478.42         | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT51    | 2051-07-15      | 3.5000%  | 0.0000% | $1492000.00        | $1001502.51        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 6.8750%  | 0.0000% | $1700000.00        | $1756707.99        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 38       | 2038-06-01      | 6.8000%  | 0.0000% | $1261000.00        | $1401733.20        | Corporate Debt Securities                         |
| MEMORIAL SLOAN-KETTERING CANCE SR -2020 BD 50      | 2050-01-01      | 2.9550%  | 0.0000% | $6000.00           | $3936.41           | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL68    | 2068-04-08      | 9.2500%  | 0.0000% | $14065000.00       | $16665376.27       | Corporate Debt Securities                         |
| MAGNITITE LTD 2024-38          A-1    20370415 FLT | 2037-04-15      | 5.1531%  | 0.0000% | $8355021.00        | $8376803.58        | Asset-Backed Securities                           |
| HELMERICH & PAYNE INC          SR GLBL NT5.5%34    | 2034-12-01      | 5.5000%  | 0.0000% | $3856000.00        | $3890719.00        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 31       | 2031-03-25      | 2.8750%  | 0.0000% | $2362000.00        | $2103113.32        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL UU NT 31    | 2031-10-15      | 4.5000%  | 0.0000% | $2000.00           | $1977.15           | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR 144A NT 31       | 2031-04-02      | 5.6500%  | 0.0000% | $200000.00         | $195388.89         | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 32       | 2032-03-15      | 7.7500%  | 0.0000% | $46000.00          | $52886.08          | Corporate Debt Securities                         |
| KEYSPAN GAS EAST CORP MTN BE   SR GLBL 144A 41     | 2041-04-01      | 5.8190%  | 0.0000% | $128000.00         | $127654.08         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 29       | 2029-04-15      | 3.9500%  | 0.0000% | $316000.00         | $310228.52         | Corporate Debt Securities                         |
| FREDDIE SCRT SERIES 2021-2     M      20601125 FLT | 2060-11-25      | 4.2500%  | 0.0000% | $1200000.00        | $1028276.65        | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS CO                SR GLBL NT 43       | 2043-10-02      | 6.2500%  | 0.0000% | $1316000.00        | $1309750.46        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 35       | 2035-11-18      | 5.8740%  | 0.0000% | $1000000.00        | $1041683.00        | Corporate Debt Securities                         |
| KKR CLO LTD 2025-37R           A-R    20380420 FLT | 2038-04-20      | 4.8452%  | 0.0000% | $1116957.00        | $1116036.51        | Asset-Backed Securities                           |
| KEURIG DR PEPPER INC           SR GLBL NT 28       | 2028-05-15      | 4.3500%  | 0.0000% | $763000.00         | $774061.59         | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            GLBL NT 3.362%50    | 2050-02-15      | 3.3620%  | 0.0000% | $25000.00          | $17329.10          | Corporate Debt Securities                         |
| OWL ROCK CLO LTD 2022-9R       A-R    20371123 FLT | 2037-11-23      | 5.2340%  | 0.0000% | $1500000.00        | $1509698.61        | Asset-Backed Securities                           |
| PPG INDS INC                   SR GLBL NT 31       | 2031-03-15      | 4.3750%  | 0.0000% | $1963000.00        | $1945153.88        | Corporate Debt Securities                         |
| OKLAHOMA GAS & ELEC CO         SR NT 4%44          | 2044-12-15      | 4.0000%  | 0.0000% | $1060000.00        | $845456.00         | Corporate Debt Securities                         |
| PRKCM TR 2025-HOME1            A-3    20600225 FLT | 2060-02-25      | 6.0020%  | 0.0000% | $653707.00         | $526093.00         | Private Label Collateralized Mortgage Obligations |
| UBER TECHNOLOGIES INC          SR GLBL 144A 29     | 2029-08-15      | 4.5000%  | 0.0000% | $40000.00          | $39979.40          | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TR 2026-MED1  A-1B   20560425 5.1 | 2056-04-25      | 5.1246%  | 0.0000% | $2613000.00        | $2340814.00        | Private Label Collateralized Mortgage Obligations |
| TAPESTRY INC                   SR GLBL NT5.5%35    | 2035-03-11      | 5.5000%  | 0.0000% | $1120000.00        | $1131554.04        | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL NT 52    | 2052-10-01      | 5.3500%  | 0.0000% | $72000.00          | $66723.10          | Corporate Debt Securities                         |
| HELMERICH & PAYNE INC          SR GLBL NT2.9%31    | 2031-09-29      | 2.9000%  | 0.0000% | $282000.00         | $253635.66         | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-1     B4     20581125 FLT | 2058-11-25      | 2.6111%  | 0.0000% | $18923000.00       | $12494606.69       | Private Label Collateralized Mortgage Obligations |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT4.95%52    | 2052-09-15      | 4.9500%  | 0.0000% | $3000.00           | $2650.28           | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 56    | 2056-04-01      | 6.3750%  | 0.0000% | $3748000.00        | $3813572.82        | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT4.9%36    | 2036-06-15      | 4.9000%  | 0.0000% | $1831000.00        | $1786273.76        | Corporate Debt Securities                         |
| PHILLIPS EDISON GROCERY CTR OP GLBL NT 5.75%34     | 2034-07-15      | 5.7500%  | 0.0000% | $120000.00         | $125420.50         | Corporate Debt Securities                         |
| KAYNE CLO LTD 2021-10          A      20340424 FLT | 2034-04-24      | 5.0977%  | 0.0000% | $3981986.00        | $3985654.26        | Asset-Backed Securities                           |
| BROADSTONE NET LEASE LLC       SR GLBL NT 5%32     | 2032-11-01      | 5.0000%  | 0.0000% | $31000.00          | $31428.80          | Corporate Debt Securities                         |
| CITI GRP COML MTG TR 2012-GC8  D      20450912 FLT | 2045-09-12      | 5.1018%  | 0.0000% | $12100000.00       | $2129004.89        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2020-SBT1        2B-1   20400227 FLT | 2040-02-27      | 10.3596% | 0.0000% | $26906846.00       | $27896487.95       | Private Label Collateralized Mortgage Obligations |
| CENTRAL JAPAN RY CO            SR 144A NT 45       | 2045-11-24      | 4.2500%  | 0.0000% | $300000.00         | $252227.00         | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 39      | 2039-09-19      | 5.4110%  | 0.0000% | $66000.00          | $65187.71          | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2014-GC25   D      20471011 3.5 | 2047-10-11      | 3.5480%  | 0.0000% | $10363.00          | $4486.74           | Private Label Collateralized Mortgage Obligations |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AN BD 34    | 2034-03-01      | 5.1500%  | 0.0000% | $148000.00         | $150539.72         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-03-20      | 3.9800%  | 0.0000% | $6543000.00        | $6451477.97        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT3.4%26    | 2026-05-01      | 3.4000%  | 0.0000% | $1141000.00        | $1160255.01        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2013 A DB 43    | 2043-03-01      | 3.9500%  | 0.0000% | $99000.00          | $80571.51          | Corporate Debt Securities                         |
| CITI GRP COML MTG TR 2012-GC8  E      20450912 FLT | 2045-09-12      | 5.0000%  | 0.0000% | $12361896.00       | $667514.92         | Private Label Collateralized Mortgage Obligations |
| COLUMBIA PIPELINES OPER CO LLC SR GLBL 144A 54     | 2054-10-01      | 5.6950%  | 0.0000% | $1998000.00        | $1886606.78        | Corporate Debt Securities                         |
| CONN AVE SECS 2019-R04         2B-1   20390627 FLT | 2039-06-27      | 9.0096%  | 0.0000% | $9402025.00        | $5598535.55        | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD1             D      20490812 FLT | 2049-08-12      | 2.9183%  | 0.0000% | $5300000.00        | $1071924.07        | Private Label Collateralized Mortgage Obligations |
| CROSS MTG TR 2025-H8           A-3    20701125 FLT | 2070-11-25      | 5.4090%  | 0.0000% | $1465000.00        | $1328681.30        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-3     A-3    20690625 FLT | 2069-06-25      | 6.7980%  | 0.0000% | $4500000.00        | $2747334.06        | Private Label Collateralized Mortgage Obligations |
| CONSOLIDATED EDISON CO N Y INC GLBL 2021A DB 31    | 2031-06-15      | 2.4000%  | 0.0000% | $4315000.00        | $3931310.20        | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK UA NY    FR 4.322%040129     | 2029-04-01      | 4.3220%  | 0.0000% | $2761000.00        | $2768045.00        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2012 A DB 42    | 2042-03-15      | 4.2000%  | 0.0000% | $187000.00         | $158009.39         | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     LW TIER II NT 43    | 2043-12-01      | 5.7500%  | 0.0000% | $598000.00         | $595481.59         | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 2018-C6  D      20511110 FLT | 2051-11-10      | 5.1977%  | 0.0000% | $6801468.00        | $5417743.55        | Private Label Collateralized Mortgage Obligations |
| CISCO SYS INC                  SR GLBL NT 34       | 2034-02-26      | 5.0500%  | 0.0000% | $1758000.00        | $1794685.55        | Corporate Debt Securities                         |
| BROADSTONE NET LEASE LLC       SR GLBL NT 5%32     | 2032-11-01      | 5.0000%  | 0.0000% | $247000.00         | $250416.56         | Corporate Debt Securities                         |
| BROWN FORMAN CORP              SR GLBL NT 33       | 2033-04-15      | 4.7500%  | 0.0000% | $1049000.00        | $1033054.33        | Corporate Debt Securities                         |
| COMM MORTGAGE TRUST 2024-WCL1  E      20410617 FLT | 2041-06-17      | 8.1417%  | 0.0000% | $14000000.00       | $14045549.00       | Private Label Collateralized Mortgage Obligations |
| CREDIT AGRICOLE SA LONDON BRH  VR 070523-070526    | 2026-07-05      | 4.9471%  | 0.0000% | $300000.00         | $301622.65         | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL 144A 29     | 2029-02-01      | 4.6250%  | 0.0000% | $2999000.00        | $3011218.01        | Corporate Debt Securities                         |
| CSAIL COML MTG TR 2017-C8      D      20500617 FLT | 2050-06-17      | 4.5486%  | 0.0000% | $4626885.00        | $3855991.26        | Private Label Collateralized Mortgage Obligations |
| BANK OF AMER CORP              FR 4.571%042733     | 2033-04-27      | 4.5710%  | 0.0000% | $840000.00         | $824964.77         | Corporate Debt Securities                         |
| CITIGROUP INC                  GLBL SB NT 33       | 2033-10-31      | 6.0000%  | 0.0000% | $717000.00         | $748433.28         | Corporate Debt Securities                         |
| CHENIERE ENERGY INC            SR GLBL NT 34       | 2034-04-15      | 5.6500%  | 0.0000% | $138000.00         | $142319.98         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 36       | 2036-01-15      | 4.9500%  | 0.0000% | $1171000.00        | $1174059.24        | Corporate Debt Securities                         |
| BENCHMART MTG TR 2019-B12      WM-C   20520816 FLT | 2052-08-16      | 4.3878%  | 0.0000% | $4096000.00        | $3615549.89        | Private Label Collateralized Mortgage Obligations |
| CONSTELLATION ENERGY GENERATI  SR GLBL 144A 29     | 2029-02-01      | 4.6250%  | 0.0000% | $2201000.00        | $2209966.94        | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 33       | 2033-06-30      | 5.9500%  | 0.0000% | $400000.00         | $426973.33         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-02-24      | 3.0700%  | 0.0000% | $11000.00          | $10933.98          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT5.9%33    | 2033-11-15      | 5.9000%  | 0.0000% | $5000.00           | $5480.21           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3%103028         | 2028-10-30      | 3.0000%  | 0.0000% | $376000.00         | $363607.04         | Corporate Debt Securities                         |
| BEAR STEARNS ALT-A 2006-5      I-A-1  20360825 FLT | 2036-08-25      | 4.1088%  | 0.0000% | $203366206.00      | $7495204.34        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B2       D      20510217 FLT | 2051-02-17      | 2.9323%  | 0.0000% | $4000000.00        | $2385272.36        | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 4.967%042634     | 2034-04-26      | 4.9670%  | 0.0000% | $137000.00         | $137213.98         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.967%042634     | 2034-04-26      | 4.9670%  | 0.0000% | $210000.00         | $210328.00         | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 2023-NQM1   B-1    20630125 FLT | 2063-01-25      | 6.1449%  | 0.0000% | $5556874.00        | $5531735.11        | Private Label Collateralized Mortgage Obligations |
| THE CIGNA GROUP                SR GLBL NT 28       | 2028-10-15      | 4.3750%  | 0.0000% | $2223000.00        | $2223851.22        | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 35       | 2035-01-15      | 5.7500%  | 0.0000% | $1194000.00        | $1216472.07        | Corporate Debt Securities                         |
| ANTARES CLO LTD 2018-1R        A-2-R  20380420 FLT | 2038-04-20      | 5.2752%  | 0.0000% | $3612249.00        | $3623697.45        | Asset-Backed Securities                           |
| BANK NEW YORK MELLON CORP      FR 6.474%102534     | 2034-10-25      | 6.4740%  | 0.0000% | $974000.00         | $1063149.41        | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 29     | 2029-04-15      | 4.6000%  | 0.0000% | $400000.00         | $399330.67         | Corporate Debt Securities                         |
| BOSTON GAS CO                  SR GLBL 144A 53     | 2053-07-20      | 6.1190%  | 0.0000% | $786000.00         | $787876.36         | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 1.25%26     | 2026-08-12      | 1.2500%  | 0.0000% | $1909000.00        | $1898459.14        | Corporate Debt Securities                         |
| BBCMS TRUST 2018-CBM           E      20370715 FLT | 2037-07-15      | 7.5020%  | 0.0000% | $630000.00         | $467976.50         | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 2016-UBS10   E      20490716 3.4 | 2049-07-16      | 3.4130%  | 0.0000% | $3500000.00        | $2304331.26        | Private Label Collateralized Mortgage Obligations |
| BANK NEW ZEALAND               FR 5.076%013029     | 2029-01-30      | 5.0760%  | 0.0000% | $367000.00         | $377742.09         | Corporate Debt Securities                         |
| BANCO SANTANDER SA             LW TIER II 33       | 2033-08-08      | 6.9210%  | 0.0000% | $2400000.00        | $2633530.80        | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.75%55     | 2055-02-15      | 6.7500%  | 0.0000% | $545000.00         | $562446.81         | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 36       | 2036-03-19      | 5.1500%  | 0.0000% | $27000.00          | $26916.98          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.3%31    | 2031-01-15      | 4.3000%  | 0.0000% | $256000.00         | $256763.02         | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT 51       | 2051-02-15      | 3.2500%  | 0.0000% | $300000.00         | $195324.25         | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 1.25%26     | 2026-08-12      | 1.2500%  | 0.0000% | $1591000.00        | $1582215.03        | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 36      | 2036-01-29      | 5.2990%  | 0.0000% | $135000.00         | $135367.83         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 46       | 2046-08-11      | 5.8600%  | 0.0000% | $2300000.00        | $2304069.72        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP GLBL -M NT     | 2500-12-31      | 5.6250%  | 0.0000% | $10883000.00       | $10858118.74       | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2085-04-27      | 7.3500%  | 0.0000% | $400000.00         | $414665.00         | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             GLBL NT 3.5%51      | 2051-03-30      | 3.5000%  | 0.0000% | $100000.00         | $67316.67          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 27      | 2027-12-01      | 6.8750%  | 0.0000% | $1762000.00        | $1879533.97        | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      SNR PREF REGS 28    | 2028-07-13      | 5.7900%  | 0.0000% | $267000.00         | $278064.26         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 7.125%           | 2500-12-31      | 7.1250%  | 0.0000% | $33407000.00       | $34785804.33       | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-11-05      | 2.9760%  | 0.0000% | $10000.00          | $9589.87           | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT5.8%34    | 2034-03-01      | 5.8000%  | 0.0000% | $35000.00          | $36301.14          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT5.8%34    | 2034-03-01      | 5.8000%  | 0.0000% | $227000.00         | $235438.85         | Corporate Debt Securities                         |
| DAE FDG LLC                    FR 4.95%011533      | 2033-01-15      | 4.9500%  | 0.0000% | $536000.00         | $524276.34         | Corporate Debt Securities                         |
| EXPERIAN FINANCE PLC           SR GLBL 144A 29     | 2029-02-01      | 4.2500%  | 0.0000% | $211000.00         | $211214.58         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.316%060636     | 2036-06-06      | 5.3160%  | 0.0000% | $400000.00         | $413201.60         | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT4.9%33    | 2033-01-15      | 4.9000%  | 0.0000% | $112000.00         | $113079.74         | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 31       | 2031-04-01      | 1.7300%  | 0.0000% | $2813000.00        | $2369006.24        | Corporate Debt Securities                         |
| BARINGS BDC INC                SR GLBL NT5.2%28    | 2028-09-15      | 5.2000%  | 0.0000% | $319000.00         | $314562.71         | Corporate Debt Securities                         |
| DANSKE BK AS                   FR 1.549%091027     | 2027-09-10      | 1.5490%  | 0.0000% | $284000.00         | $281671.59         | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          GLBL NT 4.5%30      | 2030-01-15      | 4.5000%  | 0.0000% | $111000.00         | $111954.04         | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2019-RP1   B-3    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $11085550.00       | $8495746.27        | Private Label Collateralized Mortgage Obligations |
| BRIDGECREST LENDIN AUTO 2024-4 A-3    20280915 4.7 | 2028-09-15      | 4.7200%  | 0.0000% | $4000.00           | $2333.21           | Asset-Backed Securities                           |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $4114000.00        | $3881288.16        | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-758       A-2    20311025 FLT | 2031-10-25      | 4.6800%  | 0.0000% | $78073.00          | $79286.10          | Agency Collateralized Mortgage Obligation         |
| JPMORGAN CHASE & CO            SR GLBL NT 27       | 2027-09-22      | 1.4700%  | 0.0000% | $2000.00           | $1980.12           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 4.255%31      | 2031-10-22      | 4.2550%  | 0.0000% | $9570000.00        | $9406980.37        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2021-INV2     B-5    20511225 FLT | 2051-12-25      | 3.0223%  | 0.0000% | $1608000.00        | $956599.26         | Private Label Collateralized Mortgage Obligations |
| JEFFERIES FINANCIAL GROUP INC  SR NT 5.125%31      | 2031-04-28      | 5.1250%  | 0.0000% | $2449000.00        | $2410733.69        | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR NT 5.125%31      | 2031-04-28      | 5.1250%  | 0.0000% | $2745000.00        | $2702108.61        | Corporate Debt Securities                         |
| GS MTG SECS TR 2014-GC26       D      20471113 FLT | 2047-11-13      | 4.5465%  | 0.0000% | $2400000.00        | $908861.87         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2017-JP7 D      20500916 FLT | 2050-09-16      | 4.5631%  | 0.0000% | $2925500.00        | $2171533.79        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2018-GS9        B      20510310 FLT | 2051-03-10      | 4.3210%  | 0.0000% | $500000.00         | $465959.40         | Private Label Collateralized Mortgage Obligations |
| FEDEX CORP                     SR GLBL NT4.9%34    | 2034-01-15      | 4.9000%  | 0.0000% | $4120000.00        | $4137269.67        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 29       | 2029-11-17      | 5.6250%  | 0.0000% | $5000.00           | $5304.94           | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT5.4%34    | 2034-09-02      | 5.4000%  | 0.0000% | $40000.00          | $40773.20          | Corporate Debt Securities                         |
| JPMDB COML MT SEC TR 2020-COR7 C      20530515 FLT | 2053-05-15      | 3.8488%  | 0.0000% | $18030687.00       | $11813280.65       | Private Label Collateralized Mortgage Obligations |
| RAD CLO LTD 2025-28            B-1    20380420 FLT | 2038-04-20      | 5.3752%  | 0.0000% | $14095000.00       | $14117032.16       | Asset-Backed Securities                           |
| SALESFORCE INC                 GLBL NT 3.05%61     | 2061-07-15      | 3.0500%  | 0.0000% | $2000.00           | $1127.35           | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29       | 2029-06-12      | 6.5650%  | 0.0000% | $481000.00         | $509444.34         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 5.3%34      | 2034-03-15      | 5.3000%  | 0.0000% | $1526000.00        | $1528418.71        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 32       | 2032-04-15      | 4.0500%  | 0.0000% | $100000.00         | $94756.75          | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR DEB 6.25%36      | 2036-01-15      | 6.2500%  | 0.0000% | $1054000.00        | $1094061.66        | Corporate Debt Securities                         |
| JP MRGN CHASE COM 2020-MKST    B      20361215 FLT | 2036-12-15      | 5.3195%  | 0.0000% | $3000000.00        | $140964.35         | Private Label Collateralized Mortgage Obligations |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT5.5%53    | 2053-03-15      | 5.5000%  | 0.0000% | $2783000.00        | $2649569.06        | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS 2018-PHH  D      20350615 FLT | 2035-06-15      | 5.7120%  | 0.0000% | $5000000.00        | $823925.00         | Private Label Collateralized Mortgage Obligations |
| SARANAC CLO III LTD 2014-3R    C-R    20300624 FLT | 2030-06-24      | 6.3062%  | 0.0000% | $117432.00         | $72127.63          | Asset-Backed Securities                           |
| PIKES PEAK CLO 2019-3R         C-RR   20341025 FLT | 2034-10-25      | 6.0782%  | 0.0000% | $267592.00         | $267979.08         | Asset-Backed Securities                           |
| JP MRGN CHASE COM TR 2021-NYAH H      20380615 FLT | 2038-06-15      | 7.4095%  | 0.0000% | $3000000.00        | $1879339.50        | Private Label Collateralized Mortgage Obligations |
| EVERGY METRO INC               SR GLBL -A NT 35    | 2035-11-15      | 6.0500%  | 0.0000% | $167000.00         | $180672.15         | Corporate Debt Securities                         |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.65%27       | 2027-02-16      | 4.6500%  | 0.0000% | $1790000.00        | $1814985.42        | Corporate Debt Securities                         |
| J.P. MRG COMM TR 2022-OPO      B      20390107 FLT | 2039-01-07      | 3.3765%  | 0.0000% | $909000.00         | $756942.44         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-04-22      | 5.5810%  | 0.0000% | $2251000.00        | $2315379.10        | Corporate Debt Securities                         |
| OHA CREDIT FUNDING LTD 2020-7R A-1-R2 20380719 FLT | 2038-07-19      | 4.9552%  | 0.0000% | $7000000.00        | $7014605.17        | Asset-Backed Securities                           |
| OBX TR 2024-NQM3               B-2    20631225 FLT | 2063-12-25      | 7.6973%  | 0.0000% | $4619000.00        | $4393624.73        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              B-3    20641025 FLT | 2064-10-25      | 7.6267%  | 0.0000% | $210000.00         | $138972.73         | Private Label Collateralized Mortgage Obligations |
| MACQUARIE GROUP LIMITED        FR 3.763%112828     | 2028-11-28      | 3.7630%  | 0.0000% | $33000.00          | $33038.88          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 5.05%30     | 2030-08-01      | 5.0500%  | 0.0000% | $10627000.00       | $10976253.40       | Corporate Debt Securities                         |
| GRAND RIV FDG TR I             SR GLBL 144A 36     | 2036-02-15      | 6.3110%  | 0.0000% | $4958000.00        | $5015351.80        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 27       | 2027-03-15      | 3.1250%  | 0.0000% | $147000.00         | $146149.79         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 27       | 2027-03-15      | 3.1250%  | 0.0000% | $1340000.00        | $1332249.77        | Corporate Debt Securities                         |
| OBX 2023-NQM7 TRUST            A-3    20630425 FLT | 2063-04-25      | 7.2990%  | 0.0000% | $5240000.00        | $2496508.17        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               A-3    20631225 FLT | 2063-12-25      | 6.4330%  | 0.0000% | $3929000.00        | $2046213.91        | Private Label Collateralized Mortgage Obligations |
| FLNG LIQUEFACTION 2 LLC        SR SEC GLBL 38      | 2038-03-31      | 4.1250%  | 0.0000% | $250000.00         | $172918.23         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-10-15      | 2.7390%  | 0.0000% | $90000.00          | $84707.21          | Corporate Debt Securities                         |
| NIKE INC                       SR GLBL NT 45       | 2045-11-01      | 3.8750%  | 0.0000% | $20000.00          | $16012.35          | Corporate Debt Securities                         |
| M & T BK CORP                  FR 6.082%031332     | 2032-03-13      | 6.0820%  | 0.0000% | $8000.00           | $8437.36           | Corporate Debt Securities                         |
| MACQUARIE BK LTD               FR 3.052%030336     | 2036-03-03      | 3.0520%  | 0.0000% | $473000.00         | $428562.75         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.6%101031       | 2031-10-10      | 4.6000%  | 0.0000% | $4000.00           | $4010.58           | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 5.75%34     | 2034-01-15      | 5.7500%  | 0.0000% | $12000.00          | $12684.61          | Corporate Debt Securities                         |
| PROGRESS ENERGY INC            SR GLBL NT 31       | 2031-03-01      | 7.7500%  | 0.0000% | $40000.00          | $45436.86          | Corporate Debt Securities                         |
| STIFEL FINL CORP               SR GLBL NT 4%30     | 2030-05-15      | 4.0000%  | 0.0000% | $1155000.00        | $1142980.30        | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 1.5%093026       | 2026-09-30      | 1.5000%  | 0.0000% | $664000.00         | $657160.80         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2017A 47    | 2047-04-01      | 4.0000%  | 0.0000% | $1500000.00        | $1109718.33        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 1.25%091026      | 2026-09-10      | 1.2500%  | 0.0000% | $250000.00         | $247959.03         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         LW TIER II GLBL     | 2033-01-12      | 3.6030%  | 0.0000% | $353000.00         | $325331.51         | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR GLBL NT 34       | 2034-03-28      | 5.7500%  | 0.0000% | $170000.00         | $174845.19         | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR NT 4.9%36        | 2036-03-18      | 4.9000%  | 0.0000% | $685000.00         | $682655.02         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 32       | 2032-10-15      | 4.9500%  | 0.0000% | $100000.00         | $99296.25          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 6.85%40       | 2040-02-15      | 6.8500%  | 0.0000% | $2000.00           | $2153.46           | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT5.4%35    | 2035-03-23      | 5.4000%  | 0.0000% | $1795000.00        | $1807439.35        | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR NT 4%32          | 2032-01-15      | 4.0000%  | 0.0000% | $150000.00         | $144200.50         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 4%47     | 2047-04-15      | 4.0000%  | 0.0000% | $315000.00         | $247897.65         | Corporate Debt Securities                         |
| TR FIN LLC                     SR GLBL NT 40       | 2040-04-15      | 5.8500%  | 0.0000% | $100000.00         | $97786.75          | Corporate Debt Securities                         |
| 280 PARK AVE 2017-280P         F      20340915 FLT | 2034-09-15      | 6.7880%  | 0.0000% | $1369138.00        | $1338948.96        | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT3.6%40    | 2040-04-01      | 3.6000%  | 0.0000% | $1660000.00        | $1199449.60        | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               B-3    20631225 FLT | 2063-12-25      | 7.6973%  | 0.0000% | $880000.00         | $614068.32         | Private Label Collateralized Mortgage Obligations |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL NT 48    | 2048-11-15      | 4.1000%  | 0.0000% | $967000.00         | $773417.88         | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 52       | 2052-01-15      | 2.9500%  | 0.0000% | $9844000.00        | $6293605.54        | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.964%102336     | 2036-10-23      | 4.9640%  | 0.0000% | $93000.00          | $89833.84          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.964%102336     | 2036-10-23      | 4.9640%  | 0.0000% | $706000.00         | $681964.39         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $4126000.00        | $4989364.35        | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 4%47     | 2047-04-15      | 4.0000%  | 0.0000% | $1000.00           | $786.98            | Corporate Debt Securities                         |
| TAPESTRY INC                   SR GLBL NT5.5%35    | 2035-03-11      | 5.5000%  | 0.0000% | $239000.00         | $241465.55         | Corporate Debt Securities                         |
| TAPESTRY INC                   SR GLBL NT5.5%35    | 2035-03-11      | 5.5000%  | 0.0000% | $3000.00           | $3030.95           | Corporate Debt Securities                         |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33       | 2033-06-05      | 5.7500%  | 0.0000% | $993000.00         | $1043920.76        | Corporate Debt Securities                         |
| KKR CLO LTD 2024-51            B      20371020 FLT | 2037-10-20      | 5.5252%  | 0.0000% | $356060.00         | $356891.32         | Asset-Backed Securities                           |
| SCF EQUIP LEASING LLC 2025-1   A-3    20331121 5.1 | 2033-11-21      | 5.1100%  | 0.0000% | $2846000.00        | $2883403.40        | Asset-Backed Securities                           |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $139000.00         | $146623.78         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $804000.00         | $848097.28         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $1681000.00        | $1773198.41        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 5.4%42        | 2042-01-06      | 5.4000%  | 0.0000% | $227000.00         | $227610.63         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $3586000.00        | $3782682.64        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 31     | 2031-09-30      | 5.6250%  | 0.0000% | $70000.00          | $71002.93          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-04-23      | 4.4080%  | 0.0000% | $5000.00           | $4977.09           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-04-23      | 4.4080%  | 0.0000% | $2329000.00        | $2318326.45        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-04-23      | 4.4080%  | 0.0000% | $7580000.00        | $7545261.70        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            ALT TIER I PERP     | 2079-12-31      | 3.6500%  | 0.0000% | $1450000.00        | $1450292.82        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            ALT TIER I PERP     | 2079-12-31      | 3.6500%  | 0.0000% | $2535000.00        | $2535511.93        | Corporate Debt Securities                         |
| RALI TRUST 2005-QO5            A-1    20460125 FLT | 2046-01-25      | 4.5092%  | 0.0000% | $5271375.00        | $245100.27         | Private Label Collateralized Mortgage Obligations |
| J.P.  MORGAN MTG TR 2023-1     B-3    20530625 FLT | 2053-06-25      | 5.3639%  | 0.0000% | $3200000.00        | $2825802.35        | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   FR 4.24%080327      | 2027-08-03      | 4.2400%  | 0.0000% | $159000.00         | $160616.50         | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT 34       | 2034-08-09      | 5.2500%  | 0.0000% | $1427000.00        | $1457198.89        | Corporate Debt Securities                         |
| LEHMAN XS TRUST 2007-14H       A1-2   20470725 FLT | 2047-07-25      | 4.7688%  | 0.0000% | $9636000.00        | $3036371.20        | Private Label Collateralized Mortgage Obligations |
| LPL HLDGS INC                  SR GLBL NT 35       | 2035-03-15      | 5.6500%  | 0.0000% | $1802000.00        | $1810780.25        | Corporate Debt Securities                         |
| LYB INTL FIN II BV             SR GLBL NT3.5%27    | 2027-03-02      | 3.5000%  | 0.0000% | $1100000.00        | $1097226.78        | Corporate Debt Securities                         |
| PROGRESSIVE CORP               SR NT 4.35%44       | 2044-04-25      | 4.3500%  | 0.0000% | $324000.00         | $271979.91         | Corporate Debt Securities                         |
| SANTANDER DRIVE REC TR 2023-3  B      20280717 5.6 | 2028-07-17      | 5.6100%  | 0.0000% | $3000.00           | $661.48            | Asset-Backed Securities                           |
| LV TR 2024-SHOW                B      20411010 FLT | 2041-10-10      | 5.8259%  | 0.0000% | $750000.00         | $765238.57         | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   FR 4.696%080631     | 2031-08-06      | 4.6960%  | 0.0000% | $430000.00         | $433873.15         | Corporate Debt Securities                         |
| KILROY RLTY L P                4.75%28             | 2028-12-15      | 4.7500%  | 0.0000% | $6891000.00        | $6947178.88        | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT3.8%50    | 2050-07-15      | 3.8000%  | 0.0000% | $101000.00         | $76207.87          | Corporate Debt Securities                         |
| SPIRE INC                      JR SB GLBL -B 56    | 2056-06-01      | 6.4500%  | 0.0000% | $4472000.00        | $4608127.68        | Corporate Debt Securities                         |
| SANTANDER MTG ASSET 2025-NQM1  B-1    20650125 FLT | 2065-01-25      | 7.2939%  | 0.0000% | $600000.00         | $603865.57         | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE ALTERNATIVE 2024- B-1    20590825 FLT | 2059-08-25      | 7.1029%  | 0.0000% | $4363445.00        | $4200539.19        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TR 2026-MED1  A-1A   20560425 5.1 | 2056-04-25      | 5.1246%  | 0.0000% | $2460149.00        | $2210871.08        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-3 A-3    20690425 FLT | 2069-04-25      | 6.8450%  | 0.0000% | $4830000.00        | $2270839.01        | Private Label Collateralized Mortgage Obligations |
| SKYMILES IP LTD & DELTA AIR LI 1LIEN AMZ 144A28    | 2028-10-20      | 4.7500%  | 0.0000% | $99853.00          | $83338.10          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 29       | 2029-12-03      | 4.0160%  | 0.0000% | $8000.00           | $8008.23           | Corporate Debt Securities                         |
| VERUS SECURITIZATION TRUST 202 A-3    20690925 FLT | 2069-09-25      | 5.4000%  | 0.0000% | $5000000.00        | $3243622.97        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 A-2    20690125 5.9 | 2069-01-25      | 5.9150%  | 0.0000% | $14884000.00       | $6534835.80        | Private Label Collateralized Mortgage Obligations |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.4%41    | 2041-03-22      | 3.4000%  | 0.0000% | $1050000.00        | $809139.33         | Corporate Debt Securities                         |
| VERUS SEC TR 2025-INV1         A-3    20700225 FLT | 2070-02-25      | 5.9530%  | 0.0000% | $3250000.00        | $2821781.87        | Private Label Collateralized Mortgage Obligations |
| GOODMAN US FINANCE SIX LLC     GLBL 144A NT 34     | 2034-10-07      | 5.1250%  | 0.0000% | $1254000.00        | $1242857.34        | Corporate Debt Securities                         |
| SOUTHWEST AIRLS CO             SR GLBL NT 35       | 2035-11-15      | 5.2500%  | 0.0000% | $588000.00         | $572331.27         | Corporate Debt Securities                         |
| VISIO TR 2023-1                A-3    20580325 FLT | 2058-03-25      | 7.3220%  | 0.0000% | $5209000.00        | $3176609.96        | Private Label Collateralized Mortgage Obligations |
| GOLUB CAP PRIVATE CR FD        SR GLBL NT5.8%29    | 2029-09-12      | 5.8000%  | 0.0000% | $880000.00         | $877732.53         | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR 144A NT 31       | 2031-09-15      | 2.6910%  | 0.0000% | $1860000.00        | $1594752.38        | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL 144A 35     | 2035-03-18      | 6.4500%  | 0.0000% | $2158000.00        | $2171951.47        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT4.7%35    | 2035-01-15      | 4.7000%  | 0.0000% | $1987000.00        | $1941236.08        | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -L NT 48    | 2048-02-01      | 3.8500%  | 0.0000% | $88000.00          | $64913.91          | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL NT 29       | 2029-02-01      | 5.3750%  | 0.0000% | $1684000.00        | $1703261.92        | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 2.25%091526      | 2026-09-15      | 2.2500%  | 0.0000% | $1457000.00        | $1449558.37        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 5.25%021927      | 2027-02-19      | 5.2500%  | 0.0000% | $261000.00         | $265524.22         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP JR SB GLBL     | 2079-12-31      | 4.0000%  | 0.0000% | $2499000.00        | $2338778.00        | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL AAA BD53    | 2053-06-01      | 5.7500%  | 0.0000% | $300000.00         | $298787.58         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024F 31    | 2031-06-01      | 5.4500%  | 0.0000% | $1132000.00        | $1182008.30        | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 48       | 2048-05-30      | 5.2500%  | 0.0000% | $7000.00           | $6480.28           | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 4.15%45       | 2045-05-15      | 4.1500%  | 0.0000% | $100000.00         | $83470.08          | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR6         B-1    20450425 FLT | 2045-04-25      | 4.6688%  | 0.0000% | $23300000.00       | $6875233.41        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-2         A-2    20690225 FLT | 2069-02-25      | 6.4000%  | 0.0000% | $11075000.00       | $4740050.25        | Private Label Collateralized Mortgage Obligations |
| UNITED PARCEL SVCS INC         SR GLBL NT 55       | 2055-05-14      | 5.9500%  | 0.0000% | $42000.00          | $43787.36          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 37       | 2037-03-16      | 5.2500%  | 0.0000% | $1570000.00        | $1556900.97        | Corporate Debt Securities                         |
| WFRBS COML MTG TR 2013-C14     D      20460615 FLT | 2046-06-15      | 3.9437%  | 0.0000% | $2250000.00        | $1357215.36        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-INV2         A-3    20680825 FLT | 2068-08-25      | 7.0790%  | 0.0000% | $1200000.00        | $625003.62         | Private Label Collateralized Mortgage Obligations |
| UNILEVER CAP CORP              GLBL NT 4.25%27     | 2027-08-12      | 4.2500%  | 0.0000% | $1775000.00        | $1794841.54        | Corporate Debt Securities                         |
| VERTIV HOLDINGS CO             SR GLBL NT5.8%56    | 2056-03-15      | 5.8000%  | 0.0000% | $75000.00          | $73447.00          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 47       | 2047-04-15      | 4.2500%  | 0.0000% | $1465000.00        | $1182593.17        | Corporate Debt Securities                         |
| TRINITAS CLO XXXIII LTD        A      20380722 FLT | 2038-07-22      | 4.9836%  | 0.0000% | $9377491.00        | $9398848.01        | Asset-Backed Securities                           |
| US BANCORP                     ALT TIER I PERP     | 2079-12-31      | 5.3000%  | 0.0000% | $60000.00          | $60004.10          | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           SR GLBL NT 29       | 2029-03-15      | 4.1250%  | 0.0000% | $1913000.00        | $1903140.88        | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 27     | 2027-02-01      | 5.7500%  | 0.0000% | $1697000.00        | $1729404.69        | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR13        B-1    20451025 FLT | 2045-10-25      | 4.6688%  | 0.0000% | $4150000.00        | $2006169.09        | Private Label Collateralized Mortgage Obligations |
| UNITED PARCEL SVCS INC         SR NT 6.2%38        | 2038-01-15      | 6.2000%  | 0.0000% | $312000.00         | $344202.56         | Corporate Debt Securities                         |
| VENTURE XXVII CLO LTD 2017-27  D      20300722 FLT | 2030-07-22      | 7.9368%  | 0.0000% | $100584.00         | $100844.98         | Asset-Backed Securities                           |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27       | 2027-02-26      | 2.3500%  | 0.0000% | $7000.00           | $6912.27           | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 35       | 2035-04-15      | 6.2500%  | 0.0000% | $4319000.00        | $4529223.73        | Corporate Debt Securities                         |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HANO4, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1HANO4
- **C.18 - Value (incl. sponsor support):** $699994463.00
- **C.18.a - Value (excl. sponsor support):** $699994463.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| STARBUCKS CORP                 SR GLBL NT 50       | 2050-03-12      | 3.3500%  | 0.0000% | $3255000.00        | $2213617.00        | Corporate Debt Securities                         |
| SPECTRA ENERGY PARTNERS LP     SR GLBL NT 26       | 2026-10-15      | 3.3750%  | 0.0000% | $43000.00          | $42901.80          | Corporate Debt Securities                         |
| MISC CAP TWO LABUAN LTD        FR 3.75%040627      | 2027-04-06      | 3.7500%  | 0.0000% | $584000.00         | $581103.36         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025B 55    | 2055-03-01      | 5.9000%  | 0.0000% | $4119000.00        | $3927464.21        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.4%041730       | 2030-04-17      | 4.4000%  | 0.0000% | $65000.00          | $64763.98          | Corporate Debt Securities                         |
| JERSEY CENT PWR & LT CO        SR NT 6.15%37       | 2037-06-01      | 6.1500%  | 0.0000% | $2798000.00        | $3020760.44        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.45%041230      | 2030-04-12      | 4.4500%  | 0.0000% | $3708000.00        | $3675907.26        | Corporate Debt Securities                         |
| NOMURA HLDGS INC               SR GLBL NT 28       | 2028-07-14      | 2.1720%  | 0.0000% | $1953000.00        | $1863992.68        | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT 50       | 2050-06-01      | 3.3500%  | 0.0000% | $4425000.00        | $3035175.10        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 46       | 2046-08-04      | 3.8500%  | 0.0000% | $5143000.00        | $4138300.66        | Corporate Debt Securities                         |
| BANK NEW ZEALAND               SR REGS NT 28       | 2028-02-07      | 4.8460%  | 0.0000% | $2533000.00        | $2582451.06        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 5.266%121126     | 2026-12-11      | 5.2660%  | 0.0000% | $51000.00          | $52382.23          | Corporate Debt Securities                         |
| EQUIFAX INC                    SR NT 7%37          | 2037-07-01      | 7.0000%  | 0.0000% | $74000.00          | $83084.16          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 4%31     | 2031-03-14      | 4.0000%  | 0.0000% | $24000.00          | $23763.76          | Corporate Debt Securities                         |
| CPPIB CAPITAL INC              GLBL REGS NT 30     | 2030-06-10      | 4.1250%  | 0.0000% | $4393000.00        | $4460088.43        | Corporate Debt Securities                         |
| TRTX ISSUER LTD 2025-FL6       C      20420918 FLT | 2042-09-18      | 6.0569%  | 0.0000% | $118010.00         | $117975.64         | Private Label Collateralized Mortgage Obligations |
| TEXAS INSTRS INC               SR GLBL NT 48       | 2048-05-15      | 4.1500%  | 0.0000% | $20000000.00       | $16751216.67       | Corporate Debt Securities                         |
| PRKCM TR 2025-HOME1            A-3    20600225 FLT | 2060-02-25      | 6.0020%  | 0.0000% | $543209.00         | $437165.97         | Private Label Collateralized Mortgage Obligations |
| GWT COMMERCIAL MTG 2024-WLF2   B      20410515 FLT | 2041-05-15      | 5.7953%  | 0.0000% | $3356000.00        | $3372493.76        | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC                 SR GLBL FL NT 31    | 2031-03-03      | 4.9522%  | 0.0000% | $18050000.00       | $18379434.12       | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 36       | 2036-03-03      | 5.4500%  | 0.0000% | $521000.00         | $529215.74         | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49     | 2049-12-01      | 5.2120%  | 0.0000% | $2784000.00        | $2700067.66        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.182%012330     | 2030-01-23      | 4.1820%  | 0.0000% | $9500000.00        | $9511762.58        | Corporate Debt Securities                         |
| AIA GROUP LTD HONG KONG        FR 4.95%033035      | 2035-03-30      | 4.9500%  | 0.0000% | $600000.00         | $597609.00         | Corporate Debt Securities                         |
| AIA GROUP LTD HONG KONG        FR 3.6%040929       | 2029-04-09      | 3.6000%  | 0.0000% | $250000.00         | $246055.00         | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -J NT 48    | 2048-09-15      | 4.2500%  | 0.0000% | $3068000.00        | $2476619.99        | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 55       | 2055-09-15      | 3.5500%  | 0.0000% | $20125000.00       | $13060068.44       | Corporate Debt Securities                         |
| 7-ELEVEN INC                   GLBL 144A NT 51     | 2051-02-10      | 2.8000%  | 0.0000% | $1617000.00        | $950637.89         | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 30       | 2030-04-06      | 2.7500%  | 0.0000% | $7456000.00        | $7031181.97        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $1947000.00        | $2013333.48        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 54       | 2054-05-15      | 5.9500%  | 0.0000% | $1884000.00        | $1830232.21        | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $291000.00         | $277883.05         | Corporate Debt Securities                         |
| CONSTELLATION GLOBAL FDG       -20251 144A NT30    | 2030-10-22      | 4.8500%  | 0.0000% | $2030000.00        | $1989517.29        | Corporate Debt Securities                         |
| CONOCOPHILLIPS                 SR NT 6.95%29       | 2029-04-15      | 6.9500%  | 0.0000% | $2015000.00        | $2167587.55        | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR NT 6.25%38       | 2038-03-15      | 6.2500%  | 0.0000% | $64000.00          | $68115.36          | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA VR 031422-031427    | 2027-03-14      | 4.6371%  | 0.0000% | $849000.00         | $857966.88         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-05-07      | 4.9520%  | 0.0000% | $6000.00           | $6176.02           | Corporate Debt Securities                         |
| ASHTON WOODS USA LLC / ASHTON  SR 144A NT 29       | 2029-08-01      | 4.6250%  | 0.0000% | $160000.00         | $154629.44         | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL NT 5.674%28    | 2028-03-12      | 5.6740%  | 0.0000% | $370000.00         | $376036.67         | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             SNR NPF GLBL 27     | 2027-09-18      | 5.4371%  | 0.0000% | $6800000.00        | $6875779.41        | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.8%29      | 2029-03-15      | 4.8000%  | 0.0000% | $10000.00          | $10191.80          | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 2023-NQM1   A-1A   20630125 FLT | 2063-01-25      | 6.0310%  | 0.0000% | $3987016.00        | $2448275.40        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 4.3750%  | 0.0000% | $200000.00         | $194111.75         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 3.65%51     | 2051-06-01      | 3.6500%  | 0.0000% | $1358000.00        | $945272.49         | Corporate Debt Securities                         |
| ASB BK LTD                     VR 102925-102930    | 2030-10-29      | 4.5766%  | 0.0000% | $200000.00         | $201169.33         | Corporate Debt Securities                         |
| AEGON LTD                      LW TIER II 48       | 2048-04-11      | 5.5000%  | 0.0000% | $610000.00         | $612801.59         | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D31    | 2031-09-18      | 3.5470%  | 0.0000% | $2973000.00        | $2810995.78        | Corporate Debt Securities                         |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26       | 2026-09-30      | 4.2500%  | 0.0000% | $120000.00         | $119929.40         | Corporate Debt Securities                         |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 5%30     | 2030-01-22      | 5.0000%  | 0.0000% | $3859000.00        | $3992255.56        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D35    | 2035-09-11      | 5.4030%  | 0.0000% | $3459000.00        | $3464548.52        | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 28       | 2028-03-20      | 3.9500%  | 0.0000% | $291000.00         | $287592.07         | Corporate Debt Securities                         |
| DANSKE BK AS                   FR 4.613%100230     | 2030-10-02      | 4.6130%  | 0.0000% | $1239000.00        | $1237721.21        | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 27       | 2027-05-09      | 5.8290%  | 0.0000% | $2717000.00        | $2793042.72        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $403000.00         | $461209.12         | Corporate Debt Securities                         |
| ELMCL COML MTG 2024-GTWY       B      20410916 FLT | 2041-09-16      | 7.1550%  | 0.0000% | $725600.00         | $652297.12         | Private Label Collateralized Mortgage Obligations |
| ELECTRICITE DE FRANCE SA       SR 144A NT 38       | 2038-09-21      | 4.8750%  | 0.0000% | $2628000.00        | $2446723.85        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR GLBL 144A 28     | 2028-02-22      | 3.7500%  | 0.0000% | $250000.00         | $248913.33         | Corporate Debt Securities                         |
| CARS-DB4 LLP 2020-1            A-5    20500215 3.4 | 2050-02-15      | 3.4800%  | 0.0000% | $299505.00         | $288573.34         | Private Label Collateralized Mortgage Obligations |
| EQUINOR ASA                    SR GLBL NT 30       | 2030-04-06      | 3.1250%  | 0.0000% | $4916000.00        | $4704726.71        | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2016-P4    A-3    20490712 2.6 | 2049-07-12      | 2.6460%  | 0.0000% | $22755.00          | $8143.55           | Private Label Collateralized Mortgage Obligations |
| LG ENERGY SOLUTION LTD         SR REGS NT 31       | 2031-04-02      | 5.2500%  | 0.0000% | $2030000.00        | $2042227.37        | Corporate Debt Securities                         |
| CDP FINANCIAL INC.             SR REGS NT 31       | 2031-01-22      | 3.8750%  | 0.0000% | $10720000.00       | $10677533.91       | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR NT 6.593%37      | 2037-10-15      | 6.5930%  | 0.0000% | $18625000.00       | $20882854.43       | Corporate Debt Securities                         |
| ALCOA NEDERLAND HLDG B V       SR GLBL 144A 31     | 2031-03-15      | 7.1250%  | 0.0000% | $3131000.00        | $3287413.02        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  CR SEN SR NT8%39    | 2039-11-15      | 8.0000%  | 0.0000% | $7357000.00        | $9465270.97        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-01-29      | 2.6660%  | 0.0000% | $301000.00         | $281443.75         | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 4.2%030531       | 2031-03-05      | 4.2000%  | 0.0000% | $861000.00         | $854367.43         | Corporate Debt Securities                         |
| NBN CO LTD                     FR 4.25%100129      | 2029-10-01      | 4.2500%  | 0.0000% | $3019000.00        | $3008384.02        | Corporate Debt Securities                         |
| SUNCOKE ENERGY INC             SR SEC GLBL 29      | 2029-06-30      | 4.8750%  | 0.0000% | $128000.00         | $119686.40         | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT5.7%32    | 2032-05-19      | 5.7000%  | 0.0000% | $909000.00         | $964186.91         | Corporate Debt Securities                         |
| MEITUAN                        SR GLBL REGS 30     | 2030-10-28      | 3.0500%  | 0.0000% | $200000.00         | $184061.89         | Corporate Debt Securities                         |
| WMRK COML MTG TR 2022-WMRK     C      20351115 FLT | 2035-11-15      | 7.7377%  | 0.0000% | $7561858.00        | $6644433.14        | Private Label Collateralized Mortgage Obligations |
| NEVADA POWER CO                SR SEC -CC NT 29    | 2029-05-01      | 3.7000%  | 0.0000% | $38000.00          | $37922.37          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.316%29    | 2029-07-09      | 5.3160%  | 0.0000% | $610000.00         | $632412.01         | Corporate Debt Securities                         |
| SMITH & NEPHEW PLC             SR GLBL NT 30       | 2030-10-14      | 2.0320%  | 0.0000% | $2751000.00        | $2455221.04        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-1          M2     20561025 FLT | 2056-10-25      | 3.7500%  | 0.0000% | $4891566.00        | $4739065.72        | Private Label Collateralized Mortgage Obligations |
| MATADOR RES CO                 SR GLBL 144A 33     | 2033-04-15      | 6.2500%  | 0.0000% | $138000.00         | $140898.58         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 50       | 2050-03-25      | 4.7500%  | 0.0000% | $254000.00         | $210042.27         | Corporate Debt Securities                         |
| KBC GROUP NV                   FR 4.932%101630     | 2030-10-16      | 4.9320%  | 0.0000% | $3806000.00        | $3833662.01        | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR NT 6.5%39        | 2039-09-01      | 6.5000%  | 0.0000% | $9627000.00        | $10439160.46       | Corporate Debt Securities                         |
| MATTEL INC                     SR NT 5.45%41       | 2041-11-01      | 5.4500%  | 0.0000% | $78000.00          | $73104.61          | Corporate Debt Securities                         |
| SABRE FINL BORROWER LLC        1LIEN GLBL 29       | 2029-06-15      | 11.1250% | 0.0000% | $7327000.00        | $7831310.29        | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $156000.00         | $159045.58         | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL            SR GLBL NT 31       | 2031-10-28      | 2.8750%  | 0.0000% | $8950000.00        | $7869553.51        | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR GLBL REGS 31     | 2031-03-11      | 2.1500%  | 0.0000% | $3482000.00        | $3151754.55        | Corporate Debt Securities                         |
| LENOVO GROUP LTD               SR GLBL A REGS32    | 2032-07-27      | 6.5360%  | 0.0000% | $700000.00         | $763010.27         | Corporate Debt Securities                         |
| LEVI STRAUSS & CO NEW          SR GLBL REGS 31     | 2031-03-01      | 3.5000%  | 0.0000% | $3000000.00        | $2777748.33        | Corporate Debt Securities                         |
| SHINHAN FINANCIAL GROUP CO LTD FR 2.875%           | 2500-12-31      | 2.8750%  | 0.0000% | $400000.00         | $405106.67         | Corporate Debt Securities                         |
| ESAB CORPORATION               SR 144A NT 31       | 2031-04-01      | 5.6250%  | 0.0000% | $59000.00          | $59697.53          | Corporate Debt Securities                         |
| EATON CORP OHIO                GLBL NT 4.35%28     | 2028-05-18      | 4.3500%  | 0.0000% | $100000.00         | $102088.50         | Corporate Debt Securities                         |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 29     | 2029-02-15      | 5.0000%  | 0.0000% | $5018000.00        | $5135856.09        | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 3.625%30    | 2030-07-15      | 3.6250%  | 0.0000% | $77000.00          | $76575.95          | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT5.5%54    | 2054-09-15      | 5.5000%  | 0.0000% | $697000.00         | $653580.39         | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR 144A NT 37       | 2037-03-10      | 5.6250%  | 0.0000% | $2997000.00        | $2995759.99        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29       | 2029-05-01      | 4.2230%  | 0.0000% | $28000.00          | $28386.34          | Corporate Debt Securities                         |
| ROYAL BK CDA                   EXTND GLBL 29       | 2029-04-28      | 4.5573%  | 0.0000% | $75025000.00       | $75626951.60       | Corporate Debt Securities                         |
| SK TELECOM CO LTD              SR GLBL REGS 27     | 2027-07-20      | 6.6250%  | 0.0000% | $800000.00         | $834114.22         | Corporate Debt Securities                         |
| ENCORE CAP GROUP INC           SR SEC GLBL 30      | 2030-05-15      | 8.5000%  | 0.0000% | $1147000.00        | $1266182.86        | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT4.4%33    | 2033-02-12      | 4.4000%  | 0.0000% | $7512000.00        | $7501358.00        | Corporate Debt Securities                         |
| MIZUHO BANK LTD.               SR GLBL REGS 31     | 2031-04-16      | 4.6950%  | 0.0000% | $13216000.00       | $13327884.45       | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-6          M2     20580325 FLT | 2058-03-25      | 3.7500%  | 0.0000% | $294922.00         | $251291.19         | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC                 SR GLBL NT 32       | 2032-03-10      | 4.6750%  | 0.0000% | $1000000.00        | $993103.06         | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT 48       | 2048-03-01      | 4.8500%  | 0.0000% | $2959000.00        | $2563791.85        | Corporate Debt Securities                         |
| WILLIAM CARTER CO              SR GLBL 144A 31     | 2031-02-15      | 7.3750%  | 0.0000% | $3440000.00        | $3654421.41        | Corporate Debt Securities                         |
| FLAGSTAR MRTG TR 2021-7        A-1    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $3471308.00        | $2056684.51        | Private Label Collateralized Mortgage Obligations |
| GALAXY PIPELINE ASSETS BIDCO   SR SEC GLBL 40      | 2040-09-30      | 3.2500%  | 0.0000% | $4900000.00        | $3865405.83        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 33       | 2033-05-04      | 5.3500%  | 0.0000% | $21000.00          | $20721.55          | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT4.5%47    | 2047-06-01      | 4.5000%  | 0.0000% | $2445000.00        | $2079093.52        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-2          M2     20580325 FLT | 2058-03-25      | 3.5000%  | 0.0000% | $2221164.00        | $2025447.12        | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST 2024-AFC1          M-1    20590325 FLT | 2059-03-25      | 6.8680%  | 0.0000% | $1021884.00        | $1034141.04        | Private Label Collateralized Mortgage Obligations |
| SHIFT4 PMTS LLC / SHIFT4 PMTS  SR GLBL 144A 32     | 2032-08-15      | 6.7500%  | 0.0000% | $3699000.00        | $3733261.99        | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          SR GLBL 144A 29     | 2029-02-01      | 4.5690%  | 0.0000% | $2510000.00        | $2528738.61        | Corporate Debt Securities                         |
| FHLMC REMIC TR 2022-HAQ2       M-1B   20420725 FLT | 2042-07-25      | 7.6452%  | 0.0000% | $61329.00          | $63437.93          | Private Label Collateralized Mortgage Obligations |
| GLAXOSMITHKLINE CAP PLC        SR GLBL NT 29       | 2029-06-01      | 3.3750%  | 0.0000% | $340000.00         | $335576.17         | Corporate Debt Securities                         |
| ROLLER BEARING CO AMER INC     SR GLBL 144A 29     | 2029-10-15      | 4.3750%  | 0.0000% | $353000.00         | $345877.49         | Corporate Debt Securities                         |
| GOLDMAN SACHS PRIVATE CR CORP  SR 144A NT 31       | 2031-06-16      | 6.1500%  | 0.0000% | $6126000.00        | $6072811.00        | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL 29       | 2029-05-01      | 6.7500%  | 0.0000% | $3000.00           | $3096.94           | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           SR GLBL NT4.1%47    | 2047-03-01      | 4.1000%  | 0.0000% | $359000.00         | $290369.77         | Corporate Debt Securities                         |
| MFI LLC 2022-B1                B      20371120 FLT | 2037-11-20      | 6.3547%  | 0.0000% | $1227000.00        | $1229370.22        | Private Label Collateralized Mortgage Obligations |
| NEPTUNE BIDCO US INC           SR SEC 144A NT31    | 2031-05-15      | 10.3750% | 0.0000% | $5266000.00        | $5702907.59        | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26       | 2026-10-01      | 3.1500%  | 0.0000% | $50000.00          | $49769.88          | Corporate Debt Securities                         |
| SBA COMMUNICATIONS CORP        SR GLBL NT 27       | 2027-02-15      | 3.8750%  | 0.0000% | $29000.00          | $28968.47          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 6.75%092147      | 2047-09-21      | 6.7500%  | 0.0000% | $1098000.00        | $923310.94         | Corporate Debt Securities                         |
| NESTLE HLDGS INC               GLBL REGS NT 31     | 2031-09-14      | 1.8750%  | 0.0000% | $1995000.00        | $1761476.94        | Corporate Debt Securities                         |
| RUWAIS PWR CO PJSC             SR SEC GLBL 36      | 2036-08-31      | 6.0000%  | 0.0000% | $695000.00         | $703787.12         | Corporate Debt Securities                         |
| BAYER US FIN II LLC            GLBL REGS NT 28     | 2028-12-15      | 4.3750%  | 0.0000% | $1452000.00        | $1461955.27        | Corporate Debt Securities                         |
| KOMATSU FINANCE AMERICA INC    SR REGS NT 30       | 2030-09-18      | 4.1960%  | 0.0000% | $8309000.00        | $8201941.30        | Corporate Debt Securities                         |
| BANGKOK BK PUB CO LTD HONG KON FR 5.65%070534      | 2034-07-05      | 5.6500%  | 0.0000% | $2000000.00        | $2094277.22        | Corporate Debt Securities                         |
| KEB HANA BANK                  FR 3.5%             | 2500-12-31      | 3.5000%  | 0.0000% | $3000000.00        | $2979448.33        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 32       | 2032-02-04      | 1.9530%  | 0.0000% | $3453000.00        | $3057270.66        | Corporate Debt Securities                         |
| PROVINCE OF QUEBEC             GLBL -RG NT 35      | 2035-08-28      | 4.6250%  | 0.0000% | $15695000.00       | $15754723.83       | Corporate Debt Securities                         |
| REGENCY CTRS L P               4.65%49             | 2049-03-15      | 4.6500%  | 0.0000% | $5000000.00        | $4248912.50        | Corporate Debt Securities                         |
| UNITI SVC LLC/ UNITI GROUP     1LIEN GLBL 28       | 2028-04-15      | 4.7500%  | 0.0000% | $168000.00         | $167657.14         | Corporate Debt Securities                         |
| UNITED OVERSEAS BK LTD         FR 3.863%100732     | 2032-10-07      | 3.8630%  | 0.0000% | $2450000.00        | $2430517.67        | Corporate Debt Securities                         |
| BORAL FIN  PTY LTD             GLBL REGS NT 28     | 2028-05-01      | 3.7500%  | 0.0000% | $9798000.00        | $9550502.52        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR GLBL REGS 28     | 2028-02-22      | 3.7500%  | 0.0000% | $13814000.00       | $13753955.15       | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR REGS NT 35       | 2035-01-24      | 6.4500%  | 0.0000% | $410000.00         | $420565.70         | Corporate Debt Securities                         |
| CPPIB CAPITAL INC              144A BD 3.625%28    | 2028-10-15      | 3.6250%  | 0.0000% | $5637000.00        | $5589820.66        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 29     | 2029-12-23      | 4.1510%  | 0.0000% | $3436000.00        | $3413137.91        | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 4.608%031430     | 2030-03-14      | 4.6080%  | 0.0000% | $7217000.00        | $7315786.30        | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA VR 031425-031430    | 2030-03-14      | 4.4771%  | 0.0000% | $2737000.00        | $2772807.64        | Corporate Debt Securities                         |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 28       | 2028-01-07      | 4.1250%  | 0.0000% | $6381000.00        | $6458133.00        | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 3.25%29     | 2029-10-15      | 3.2500%  | 0.0000% | $6450000.00        | $6250270.38        | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT6.5%30    | 2030-04-15      | 6.5000%  | 0.0000% | $73000.00          | $74845.32          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-03-27      | 5.3330%  | 0.0000% | $2856000.00        | $2876787.63        | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 28       | 2028-07-15      | 2.4500%  | 0.0000% | $900000.00         | $854204.25         | Corporate Debt Securities                         |
| CENTRAL AMER BK FOR ECONOMIC   SR REGS BD 29       | 2029-01-22      | 3.7500%  | 0.0000% | $2300000.00        | $2295488.17        | Corporate Debt Securities                         |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 28       | 2028-06-30      | 4.1250%  | 0.0000% | $2447000.00        | $2478346.07        | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 3.61%091234      | 2034-09-12      | 3.6100%  | 0.0000% | $1000000.00        | $964373.33         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT2.5%40    | 2040-06-01      | 2.5000%  | 0.0000% | $11588000.00       | $8602203.73        | Corporate Debt Securities                         |
| BPCE                           FR 6.027%052836     | 2036-05-28      | 6.0270%  | 0.0000% | $1428000.00        | $1496925.75        | Corporate Debt Securities                         |
| BALL CORP                      SR GLBL NT 31       | 2031-09-15      | 3.1250%  | 0.0000% | $100000.00         | $91044.62          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.834%102533     | 2033-10-25      | 5.8340%  | 0.0000% | $4303000.00        | $4546594.03        | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 3%26     | 2026-12-01      | 3.0000%  | 0.0000% | $5147000.00        | $5175394.28        | Corporate Debt Securities                         |
| ASIAN INFRASTRUCTURE INVT BK   GLBL NT 3.875%31    | 2031-04-22      | 3.8750%  | 0.0000% | $1909000.00        | $1894092.83        | Corporate Debt Securities                         |
| AXALTA COATING SYS LLC         SR GLBL 144A 29     | 2029-02-15      | 3.3750%  | 0.0000% | $229000.00         | $219393.74         | Corporate Debt Securities                         |
| BPCE                           SNR NPF REGS 27     | 2027-10-19      | 2.0450%  | 0.0000% | $4500000.00        | $4450386.87        | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 28     | 2028-02-23      | 3.8000%  | 0.0000% | $600000.00         | $596083.33         | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL11         B      20390715 FLT | 2039-07-15      | 5.9487%  | 0.0000% | $2893500.00        | $2900700.85        | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER SA             ALT TIER I PERP     | 2500-12-31      | 4.7500%  | 0.0000% | $200000.00         | $201064.33         | Corporate Debt Securities                         |
| EUROPEAN INVT BK               SR GLBL NT 29       | 2029-05-15      | 3.7500%  | 0.0000% | $15000000.00       | $14906062.50       | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 3.75%33     | 2033-02-14      | 3.7500%  | 0.0000% | $20000.00          | $19596.73          | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT 34       | 2034-02-15      | 7.3750%  | 0.0000% | $370000.00         | $396520.32         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.587%011836     | 2036-01-18      | 5.5870%  | 0.0000% | $8179000.00        | $8490373.17        | Corporate Debt Securities                         |
| MF1 LLC 2024-FL16              B      20391118 FLT | 2039-11-18      | 5.8030%  | 0.0000% | $100611.00         | $98142.03          | Private Label Collateralized Mortgage Obligations |
| FORD MTR CO                    SR GLBL DB7.7%97    | 2097-05-15      | 7.7000%  | 0.0000% | $2700000.00        | $2785405.50        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29       | 2029-04-23      | 3.8140%  | 0.0000% | $10000.00          | $9856.22           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 29 BD 30    | 2030-07-01      | 4.5500%  | 0.0000% | $2585340.00        | $2593717.22        | Corporate Debt Securities                         |
| HANWHA FUTUREPROOF CORP        SR GLBL REGS 28     | 2028-04-30      | 4.7500%  | 0.0000% | $24828000.00       | $24971754.12       | Corporate Debt Securities                         |
| OBX TR 2025-NQM2               A-3    20641125 FLT | 2064-11-25      | 5.9520%  | 0.0000% | $102807.00         | $70421.28          | Private Label Collateralized Mortgage Obligations |
| PFIZER INVT ENTERPRISES        SR GLBL NT 28       | 2028-05-19      | 4.4500%  | 0.0000% | $3776000.00        | $3863721.72        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.543%27    | 2027-04-06      | 3.5430%  | 0.0000% | $871000.00         | $868554.23         | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 31       | 2031-01-15      | 6.1250%  | 0.0000% | $74000.00          | $70070.94          | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD4.5%31    | 2031-01-15      | 4.5000%  | 0.0000% | $3228000.00        | $3259779.66        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 34       | 2034-06-08      | 6.3770%  | 0.0000% | $2000.00           | $2160.07           | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 31    | 2031-04-01      | 2.8000%  | 0.0000% | $2830000.00        | $2534054.32        | Corporate Debt Securities                         |
| ANTOFAGASTA PLC                GLBL 144A NT 32     | 2032-05-13      | 5.6250%  | 0.0000% | $560000.00         | $590611.70         | Corporate Debt Securities                         |
| ANGEL OAK MTG TR 2020-4        A-1    20650525 FLT | 2065-05-25      | 1.4690%  | 0.0000% | $50016.00          | $3086.06           | Private Label Collateralized Mortgage Obligations |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-08-06      | 5.2500%  | 0.0000% | $189000.00         | $190683.99         | Corporate Debt Securities                         |
| BNP PARIBAS                    ALT TIER I PERP     | 2500-12-31      | 6.8750%  | 0.0000% | $1500000.00        | $1523896.88        | Corporate Debt Securities                         |
| ALBERTA PROV                   GLBL BD 4.3%35      | 2035-11-02      | 4.3000%  | 0.0000% | $2166000.00        | $2155021.99        | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR VR 071624-071627    | 2027-07-16      | 4.3560%  | 0.0000% | $2736000.00        | $2751311.72        | Corporate Debt Securities                         |
| ENN CLEAN ENERGY INTL INVT LTD SR REGS NT 26       | 2026-05-12      | 3.3750%  | 0.0000% | $450000.00         | $456790.50         | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      VR 030526-030529    | 2029-03-05      | 4.3771%  | 0.0000% | $250000.00         | $251736.87         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 37       | 2037-04-23      | 5.1480%  | 0.0000% | $3466000.00        | $3440701.67        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 31       | 2031-09-23      | 2.6250%  | 0.0000% | $3060000.00        | $2743191.83        | Corporate Debt Securities                         |
| CK HUTCHISON INTL (16) LIMITED GLBL REGS NT 26     | 2026-10-03      | 2.7500%  | 0.0000% | $9543000.00        | $9496167.73        | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 37       | 2037-01-14      | 5.0570%  | 0.0000% | $1539000.00        | $1529073.54        | Corporate Debt Securities                         |
| PMT LOAN TRUST 2025-INV4       A-2    20560325 FLT | 2056-03-25      | 6.0000%  | 0.0000% | $216641.00         | $172483.58         | Private Label Collateralized Mortgage Obligations |
| OGLETHORPE POWER CORP          1M -2010A BD 40     | 2040-11-01      | 5.3750%  | 0.0000% | $6317000.00        | $6285893.16        | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-03-15      | 10.7500% | 0.0000% | $11000.00          | $9561.28           | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CORP        SR GLBL 144A 28     | 2028-05-17      | 3.9000%  | 0.0000% | $8339000.00        | $8420374.74        | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 33     | 2033-06-15      | 6.5000%  | 0.0000% | $113000.00         | $118929.68         | Corporate Debt Securities                         |
| BXHPP 2021-FILM                A      20360815 FLT | 2036-08-15      | 4.4195%  | 0.0000% | $1128000.00        | $1075086.93        | Private Label Collateralized Mortgage Obligations |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT4.2%48    | 2048-08-15      | 4.2000%  | 0.0000% | $13521000.00       | $11152526.43       | Corporate Debt Securities                         |
| COLUMBIA PIPELINES HLDG CO LLC SR 144A NT 26       | 2026-08-15      | 6.0550%  | 0.0000% | $67000.00          | $68070.30          | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 32       | 2032-02-01      | 7.7500%  | 0.0000% | $10683000.00       | $11153903.67       | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.1%010836       | 2036-01-08      | 5.1000%  | 0.0000% | $2000000.00        | $1984773.33        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT3.1%51    | 2051-05-12      | 3.1000%  | 0.0000% | $4150000.00        | $2755295.67        | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 27       | 2027-11-24      | 2.2790%  | 0.0000% | $4057000.00        | $4044892.56        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           EXTND GLBL 29       | 2029-07-26      | 4.4874%  | 0.0000% | $6216000.00        | $6266714.27        | Corporate Debt Securities                         |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 4.7500%  | 0.0000% | $13230000.00       | $13499355.45       | Corporate Debt Securities                         |
| NESTLE HLDGS INC               GLBL 144A NT 29     | 2029-10-01      | 4.2500%  | 0.0000% | $7073000.00        | $7091556.80        | Corporate Debt Securities                         |
| OMERS FINANCE TRUST            SR REGS NT 4%31     | 2031-07-22      | 4.0000%  | 0.0000% | $9768000.00        | $9658978.27        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.7%53    | 2053-04-01      | 6.7000%  | 0.0000% | $4384000.00        | $4575217.90        | Corporate Debt Securities                         |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3.625%32    | 2032-03-24      | 3.6250%  | 0.0000% | $4343000.00        | $4096252.46        | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30      | 2030-04-15      | 7.8750%  | 0.0000% | $762000.00         | $773072.81         | Corporate Debt Securities                         |
| NBCUNIVERSAL MEDIA LLC         SR NT 5.95%41       | 2041-04-01      | 5.9500%  | 0.0000% | $16842000.00       | $17054260.66       | Corporate Debt Securities                         |
| NATIONWIDE FINL SVCS INC       SR 144A NT5.3%44    | 2044-11-18      | 5.3000%  | 0.0000% | $1765000.00        | $1650327.95        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 34       | 2034-06-25      | 4.9500%  | 0.0000% | $1917000.00        | $1957712.29        | Corporate Debt Securities                         |

### Security 643: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.640000%
- **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: ARP1HAO47, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HAO47
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  | 0.0000% | $14507000.00       | $11057663.09       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4805 | 2041-01-01      | 4.5000%  | 0.0000% | $13096771.00       | $12312268.86       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA4881 | 2047-03-01      | 4.0000%  | 0.0000% | $50000000.00       | $10918984.22       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6290 | 2054-07-01      | 6.5000%  | 0.0000% | $21109395.00       | $11589144.99       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0902 | 2052-02-01      | 2.5000%  | 0.0000% | $18136817.00       | $12150879.34       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4449 | 2055-01-01      | 5.0000%  | 0.0000% | $10666862.00       | $10527154.28       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL3647 | 2055-09-01      | 7.0000%  | 0.0000% | $11373070.00       | $11274077.23       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL1971 | 2052-10-01      | 4.5000%  | 0.0000% | $13261349.00       | $11802507.46       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3623 | 2055-02-01      | 6.5000%  | 0.0000% | $13549488.00       | $12733359.14       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2976 | 2054-09-01      | 5.5000%  | 0.0000% | $13698783.00       | $10462240.87       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE7123 | 2052-08-01      | 4.0000%  | 0.0000% | $10651617.00       | $8761189.67        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7570 | 2055-11-01      | 6.0000%  | 0.0000% | $8333671.00        | $8609816.48        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7399 | 2056-03-01      | 5.5000%  | 0.0000% | $10180247.00       | $10058557.24       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA6911 | 2056-01-01      | 6.0000%  | 0.0000% | $11587125.00       | $12000013.75       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7830 | 2055-07-01      | 6.0000%  | 0.0000% | $10641360.00       | $10976041.12       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9888 | 2055-08-01      | 5.5000%  | 0.0000% | $10864332.00       | $10193196.35       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0727 | 2055-08-01      | 6.0000%  | 0.0000% | $9901066.00        | $9013899.06        | Agency Mortgage-Backed Securities |
| FEPC 06.500 ZLSI2123 | 2055-02-25      | 6.5000%  | 0.0000% | $11128863.00       | $8705683.80        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $15451763.00       | $10349453.74       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5013 | 2054-10-01      | 6.0000%  | 0.0000% | $12486500.00       | $10501695.53       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3983 | 2042-10-01      | 3.5000%  | 0.0000% | $67416149.00       | $10656736.45       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1680 | 2040-09-01      | 6.0000%  | 0.0000% | $9317776.00        | $8548842.73        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $10509957.00       | $9218782.54        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG0756 | 2053-04-01      | 4.5000%  | 0.0000% | $12455970.00       | $10450248.23       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6376 | 2053-01-01      | 6.0000%  | 0.0000% | $10926561.00       | $8939043.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3959 | 2040-08-01      | 5.5000%  | 0.0000% | $12889992.00       | $9786720.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3871 | 2040-07-01      | 5.0000%  | 0.0000% | $14211449.00       | $10604458.42       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG9540 | 2053-08-01      | 5.0000%  | 0.0000% | $11025442.00       | $9081371.17        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0960 | 2052-04-01      | 3.5000%  | 0.0000% | $13535938.00       | $9020181.06        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTRB5377 | 2045-12-01      | 4.5000%  | 0.0000% | $9648258.00        | $9160407.83        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8121 | 2056-03-01      | 5.0000%  | 0.0000% | $10416370.00       | $10223406.59       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1601 | 2054-12-01      | 5.0000%  | 0.0000% | $12061497.00       | $10679509.07       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ1761 | 2054-06-01      | 5.0000%  | 0.0000% | $14180787.00       | $12335819.15       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5805 | 2055-06-01      | 6.5000%  | 0.0000% | $15953815.00       | $11827408.99       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX1642 | 2054-12-01      | 6.5000%  | 0.0000% | $15951907.00       | $10151323.13       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5102 | 2055-10-01      | 6.5000%  | 0.0000% | $10028812.00       | $10314683.07       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB2204 | 2056-05-01      | 4.5000%  | 0.0000% | $9349597.00        | $9022379.80        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL2846 | 2052-06-01      | 3.5000%  | 0.0000% | $11081789.00       | $9897306.21        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9080 | 2055-12-01      | 5.0000%  | 0.0000% | $12460000.00       | $12266384.32       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2645 | 2055-09-01      | 6.5000%  | 0.0000% | $11108018.00       | $10621241.10       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3282 | 2055-02-01      | 6.0000%  | 0.0000% | $16191148.00       | $11088319.12       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4394 | 2055-06-01      | 6.5000%  | 0.0000% | $13042250.00       | $11947940.23       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3421 | 2055-09-01      | 5.5000%  | 0.0000% | $12584401.00       | $12608341.31       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0049 | 2040-12-01      | 5.5000%  | 0.0000% | $9154593.00        | $8622746.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2535 | 2055-03-01      | 5.5000%  | 0.0000% | $10002262.00       | $9143942.55        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3209 | 2053-10-01      | 3.0000%  | 0.0000% | $12268055.00       | $10519138.95       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3216 | 2052-06-01      | 3.5000%  | 0.0000% | $10366053.00       | $9272129.40        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4968 | 2041-02-01      | 4.0000%  | 0.0000% | $10961687.00       | $10264748.87       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8615 | 2055-03-01      | 6.5000%  | 0.0000% | $20050138.00       | $12845049.06       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX2758 | 2055-01-01      | 5.5000%  | 0.0000% | $12517413.00       | $11311476.16       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB1663 | 2056-04-01      | 5.5000%  | 0.0000% | $10361388.00       | $10461805.97       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB1677 | 2056-05-01      | 5.5000%  | 0.0000% | $10090853.00       | $10375874.75       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2076 | 2056-05-01      | 5.0000%  | 0.0000% | $11297681.00       | $11191661.05       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1612 | 2056-05-01      | 5.0000%  | 0.0000% | $10858881.00       | $10753764.62       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7761 | 2056-03-01      | 5.5000%  | 0.0000% | $9146756.00        | $9264544.16        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0086 | 2056-04-01      | 4.5000%  | 0.0000% | $13233181.00       | $12770059.36       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0059 | 2041-02-01      | 3.5000%  | 0.0000% | $13620289.00       | $12684430.96       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2076 | 2046-11-01      | 3.5000%  | 0.0000% | $41789114.00       | $8700452.34        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3320 | 2053-06-01      | 6.0000%  | 0.0000% | $12500000.00       | $9667846.75        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8786 | 2052-09-01      | 4.5000%  | 0.0000% | $15154900.00       | $12795188.24       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $12709058.00       | $10568743.74       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7938 | 2052-09-01      | 5.0000%  | 0.0000% | $13865372.00       | $9843036.61        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5356 | 2045-07-01      | 6.0000%  | 0.0000% | $11971919.00       | $8875180.39        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5077 | 2040-10-01      | 2.0000%  | 0.0000% | $24698000.00       | $11600973.87       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5385 | 2046-01-01      | 5.5000%  | 0.0000% | $11764748.00       | $11675682.91       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9771 | 2055-11-01      | 5.5000%  | 0.0000% | $11015715.00       | $10849609.05       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5485 | 2055-10-01      | 6.0000%  | 0.0000% | $9696318.00        | $9391857.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5577 | 2055-10-01      | 5.5000%  | 0.0000% | $9763208.00        | $9950294.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3992 | 2055-10-01      | 5.5000%  | 0.0000% | $11807661.00       | $11838429.42       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ6204 | 2056-03-01      | 5.5000%  | 0.0000% | $8894077.00        | $9030141.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0101 | 2056-03-01      | 4.5000%  | 0.0000% | $10356245.00       | $9935949.94        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0959 | 2052-04-01      | 3.5000%  | 0.0000% | $15164000.00       | $9455703.01        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  | 0.0000% | $20294544.00       | $11314086.52       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2967 | 2053-03-01      | 4.5000%  | 0.0000% | $13483390.00       | $10405047.97       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2552 | 2048-04-01      | 4.0000%  | 0.0000% | $12928000.00       | $8658543.15        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8319 | 2039-08-01      | 5.5000%  | 0.0000% | $23652753.00       | $12249624.97       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7276 | 2054-07-01      | 6.5000%  | 0.0000% | $10949209.00       | $9453249.39        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5537 | 2054-09-01      | 5.5000%  | 0.0000% | $4384780.00        | $3245868.33        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6866 | 2052-02-01      | 3.0000%  | 0.0000% | $17810404.00       | $10812092.65       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ8954 | 2054-11-01      | 6.0000%  | 0.0000% | $10279317.00       | $8817644.36        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0637 | 2052-04-01      | 3.0000%  | 0.0000% | $13898982.00       | $8650543.01        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE1361 | 2052-04-01      | 3.0000%  | 0.0000% | $17500000.00       | $11215384.78       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6081 | 2052-02-01      | 3.0000%  | 0.0000% | $20525510.00       | $12078513.50       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5072 | 2031-11-01      | 1.5000%  | 0.0000% | $29235000.00       | $11498983.45       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CNRD5290 | 2036-04-01      | 4.0000%  | 0.0000% | $11673543.00       | $11386786.55       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8492 | 2056-03-01      | 5.0000%  | 0.0000% | $9646363.00        | $9583630.30        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB2263 | 2056-05-01      | 6.0000%  | 0.0000% | $9555651.00        | $9867483.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7655 | 2055-11-01      | 6.0000%  | 0.0000% | $9626286.00        | $9176737.01        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1518 | 2054-12-01      | 5.5000%  | 0.0000% | $14167482.00       | $12430212.67       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3214 | 2051-05-01      | 3.0000%  | 0.0000% | $14946785.00       | $12866052.67       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3215 | 2055-02-01      | 4.5000%  | 0.0000% | $10750443.00       | $10176845.66       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL2845 | 2051-02-01      | 4.0000%  | 0.0000% | $11747519.00       | $10367365.47       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6412 | 2055-10-01      | 5.5000%  | 0.0000% | $8886587.00        | $8863375.60        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL2847 | 2046-08-01      | 3.5000%  | 0.0000% | $11159784.00       | $9747260.53        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2644 | 2055-09-01      | 6.5000%  | 0.0000% | $11029858.00       | $10325215.42       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3343 | 2052-06-01      | 3.5000%  | 0.0000% | $13069577.00       | $11432114.92       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7321 | 2056-03-01      | 5.0000%  | 0.0000% | $10909276.00       | $10832911.10       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3240 | 2052-09-01      | 3.5000%  | 0.0000% | $12864553.00       | $11362929.89       | Agency Mortgage-Backed Securities |
| 04.000 FGPC U99179 G | 2042-09-01      | 4.0000%  | 0.0000% | $53869543.00       | $12556555.37       | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60440 G | 2046-03-01      | 3.5000%  | 0.0000% | $50000000.00       | $9037802.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA6903 | 2056-01-01      | 5.5000%  | 0.0000% | $10908596.00       | $10828641.11       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA6402 | 2056-02-01      | 6.0000%  | 0.0000% | $10038485.00       | $10434642.73       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0116 | 2056-04-01      | 4.0000%  | 0.0000% | $12711088.00       | $11955187.84       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3611 | 2056-01-01      | 5.0000%  | 0.0000% | $9877686.00        | $9737602.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3850 | 2055-09-01      | 5.5000%  | 0.0000% | $12730496.00       | $12789754.68       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4166 | 2055-10-01      | 6.0000%  | 0.0000% | $12259800.00       | $12611206.35       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3625 | 2055-09-01      | 5.5000%  | 0.0000% | $13864504.00       | $12262040.40       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1822 | 2055-09-01      | 5.5000%  | 0.0000% | $10256039.00       | $9075512.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9435 | 2056-04-01      | 5.5000%  | 0.0000% | $8960420.00        | $9056958.64        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9857 | 2056-04-01      | 5.0000%  | 0.0000% | $12818710.00       | $12675887.11       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9212 | 2056-04-01      | 5.0000%  | 0.0000% | $12363856.00       | $12216955.18       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3212 | 2050-11-01      | 3.0000%  | 0.0000% | $10317146.00       | $8914559.52        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7760 | 2056-03-01      | 5.5000%  | 0.0000% | $9346758.00        | $9497130.66        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6926 | 2052-03-01      | 3.0000%  | 0.0000% | $17000000.00       | $10641234.01       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6091 | 2052-01-01      | 3.0000%  | 0.0000% | $19634077.00       | $10029681.19       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0725 | 2051-08-01      | 3.0000%  | 0.0000% | $14935000.00       | $9433736.79        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8144 | 2037-03-01      | 1.5000%  | 0.0000% | $22083571.00       | $12815759.85       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8166 | 2051-09-01      | 2.0000%  | 0.0000% | $21156130.00       | $12632940.89       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5303 | 2054-04-01      | 6.0000%  | 0.0000% | $12195000.00       | $9900852.78        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7106 | 2054-11-01      | 6.0000%  | 0.0000% | $10288343.00       | $8866186.50        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0651 | 2042-08-01      | 2.0000%  | 0.0000% | $12400690.00       | $9741511.07        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2362 | 2053-02-01      | 6.5000%  | 0.0000% | $18000000.00       | $11323431.89       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $17761000.00       | $12405962.03       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7399 | 2054-12-01      | 4.5000%  | 0.0000% | $9993971.00        | $9156357.60        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1689 | 2040-06-01      | 6.0000%  | 0.0000% | $10483288.00       | $9247526.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $13343000.00       | $9597345.28        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0109 | 2052-09-01      | 4.5000%  | 0.0000% | $17010527.00       | $12926678.91       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4341 | 2053-11-01      | 6.5000%  | 0.0000% | $14590000.00       | $10631397.06       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ2573 | 2054-09-01      | 6.0000%  | 0.0000% | $16000000.00       | $12763409.33       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA8491 | 2050-04-01      | 3.5000%  | 0.0000% | $35247244.00       | $11676530.64       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI1537 | 2054-03-01      | 5.5000%  | 0.0000% | $12834887.00       | $11545538.41       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5256 | 2035-08-01      | 5.0000%  | 0.0000% | $11892760.00       | $10103681.89       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ4160 | 2055-10-01      | 5.5000%  | 0.0000% | $11499042.00       | $11107881.62       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ5007 | 2055-08-01      | 6.5000%  | 0.0000% | $16095734.00       | $8723307.93        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ6607 | 2055-11-01      | 5.0000%  | 0.0000% | $10577000.00       | $10217544.14       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0627 | 2056-04-01      | 5.5000%  | 0.0000% | $9590396.00        | $9881556.16        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0084 | 2056-01-01      | 5.0000%  | 0.0000% | $12314436.00       | $11924762.00       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2713 | 2056-01-01      | 6.0000%  | 0.0000% | $8640344.00        | $8908235.54        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3656 | 2053-07-01      | 4.5000%  | 0.0000% | $13202041.00       | $12448585.23       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2315 | 2055-09-01      | 5.5000%  | 0.0000% | $14303618.00       | $12263929.29       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0543 | 2056-04-01      | 5.0000%  | 0.0000% | $8650750.00        | $8580253.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX4028 | 2055-01-01      | 5.5000%  | 0.0000% | $12182312.00       | $10136404.99       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9927 | 2055-07-01      | 6.5000%  | 0.0000% | $15230757.00       | $11504986.78       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX7108 | 2055-03-01      | 5.5000%  | 0.0000% | $10206210.00       | $10309308.38       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ1276 | 2055-08-01      | 6.5000%  | 0.0000% | $11838683.00       | $8724190.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4475 | 2056-02-01      | 5.5000%  | 0.0000% | $9902149.00        | $9967857.52        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ7410 | 2055-11-01      | 5.0000%  | 0.0000% | $11772495.00       | $11551870.00       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL2844 | 2047-08-01      | 4.0000%  | 0.0000% | $13445613.00       | $11731480.92       | Agency Mortgage-Backed Securities |

### Security 644: 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: ARP1HAO54, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HAO54
- **C.18 - Value (incl. sponsor support):** $382858270.85
- **C.18.a - Value (excl. sponsor support):** $382858270.85
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| VANECK ETF TRUST               FALLEN ANGEL HG  | 2500-12-31      | N/A      | 0.0000% | $1289.00           | $37600.13          | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $307219.00         | $298002.43         | Equities   |
| VANECK ETF TRUST               INTERNATIONAL HI | 2500-12-31      | N/A      | 0.0000% | $17245.00          | $376285.90         | Equities   |
| 2023 ETF SERIES TRUST          PICTET CLEANER P | 2500-12-31      | N/A      | 0.0000% | $81.00             | $2335.89           | Equities   |
| VANECK ETF TRUST               VIDEO GMNG ESPRT | 2500-12-31      | N/A      | 0.0000% | $231.00            | $21113.40          | Equities   |
| PROSHARES TR                   SHORT S&P 500 NE | 2500-12-31      | N/A      | 0.0000% | $41098.00          | $1429388.44        | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1862.00           | $58315.42          | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1419680.00        | $4046088.00        | Equities   |
| JANUS DETROIT STR TR           HENDERSON ASSET  | 2500-12-31      | N/A      | 0.0000% | $5370.00           | $268822.20         | Equities   |
| PIMCO ETF TR                   MULTISECTOR BD   | 2500-12-31      | N/A      | 0.0000% | $724910.00         | $19152122.20       | Equities   |
| FIRST TR EXCH TRADED FD III    RIVR FRNT DYN    | 2500-12-31      | N/A      | 0.0000% | $2388.00           | $215761.05         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EUROPE ALPHADEX  | 2500-12-31      | N/A      | 0.0000% | $43897.00          | $2481809.08        | Equities   |
| COTWO ADVISORS PHYSICAL EUROPE COMMON UNITS     | 2500-12-31      | N/A      | 0.0000% | $2005.00           | $34034.88          | Equities   |
| TCW ETF TRUST                  CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $918.00            | $42052.66          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $3474.00           | $125990.17         | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $12128.00          | $40143.68          | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $133.00            | $3517.46           | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3265.00           | $121042.04         | Equities   |
| ISHARES TR                     CORE LT USDB ETF | 2500-12-31      | N/A      | 0.0000% | $4106.00           | $200331.74         | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $408273.00         | $19152086.43       | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSPORTA | 2500-12-31      | N/A      | 0.0000% | $327.00            | $20618.79          | Equities   |
| SPINNAKER ETF SERIES           OBRA HIGH GRDE   | 2500-12-31      | N/A      | 0.0000% | $122.00            | $1218.78           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SHORT TERM TREA  | 2500-12-31      | N/A      | 0.0000% | $15301.00          | $318566.82         | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $328182.00         | $2333374.02        | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $5216.00           | $310366.08         | Equities   |
| CANTOR EQUITY PARTNERS V INC   SHS CL A S       | 2500-12-31      | N/A      | 0.0000% | $61716.00          | $630120.36         | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $264.00            | $9311.28           | Equities   |
| AB ACTIVE ETFS INC             INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $127.00            | $3473.34           | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2407.00           | $77415.14          | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $16962.00          | $11221550.34       | Equities   |
| GABELLI ETFS TRUST             KEELEY DIVIDEND  | 2500-12-31      | N/A      | 0.0000% | $941.00            | $25516.06          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI CBRE REAL A | 2500-12-31      | N/A      | 0.0000% | $29.00             | $873.85            | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $16725.00          | $42648.75          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $57454.00          | $11514356.14       | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $2421.00           | $74272.89          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    FT VEST BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $8065.00           | $116657.00         | Equities   |
| TCW ETF TRUST                  TRANSFORM SUPPLY | 2500-12-31      | N/A      | 0.0000% | $143.00            | $11281.74          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $16896.00          | $1232901.12        | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $485472.00         | $19151870.40       | Equities   |
| EA SERIES TRUST                MILITIA LONG/SHO | 2500-12-31      | N/A      | 0.0000% | $31161.00          | $1097802.03        | Equities   |
| ABRDN FDS                      INTL SMALL CAP A | 2500-12-31      | N/A      | 0.0000% | $5926.00           | $213301.04         | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $208.00            | $4041.44           | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1586.00           | $79950.26          | Equities   |
| AMERICAN CENTY ETF TR          SELECT HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $4325.00           | $200203.39         | Equities   |
| AMPLIFY ETF TR                 SEYMOUR CANB ETF | 2500-12-31      | N/A      | 0.0000% | $2361.00           | $67004.47          | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $781.00            | $19817.88          | Equities   |
| ASML HLDG NV                   N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $13738.00          | $19151871.04       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CHINA A SHS PLUS | 2500-12-31      | N/A      | 0.0000% | $354.00            | $9385.74           | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $24501.00          | $257750.52         | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $28334.00          | $2831416.62        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  INVESCO PHLX SM  | 2500-12-31      | N/A      | 0.0000% | $32587.00          | $2634007.21        | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT | 2500-12-31      | N/A      | 0.0000% | $415.00            | $26264.19          | Equities   |
| HARBOR ETF TRUST               SMID CAP CORE    | 2500-12-31      | N/A      | 0.0000% | $282.00            | $7393.48           | Equities   |
| MATTHEWS ASIA FDS              EMERGING MKT DIS | 2500-12-31      | N/A      | 0.0000% | $1122.00           | $33693.66          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $217.00            | $5513.97           | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $70.00             | $1742.84           | Equities   |
| LAMB WESTON HLDGS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $54995.00          | $2366434.85        | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $375.00            | $15506.25          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II DEV MRK EX US    | 2500-12-31      | N/A      | 0.0000% | $94104.00          | $8690504.40        | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 10  YE | 2500-12-31      | N/A      | 0.0000% | $457.00            | $21699.50          | Equities   |
| ATOUR LIFESTYLE HLDGS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $505866.00         | $19152086.76       | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $30512.00          | $1752914.40        | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $125022.00         | $19152120.18       | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $14571.00          | $336960.20         | Equities   |
| ISHARES TR                     CORE HIGH DV ETF | 2500-12-31      | N/A      | 0.0000% | $56784.00          | $1534303.68        | Equities   |
| HARBOR ETF TRUST               EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2459.37           | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $267.00            | $8678.27           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY INTERST | 2500-12-31      | N/A      | 0.0000% | $45471.00          | $2132589.90        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II SWITZLND ALPHA   | 2500-12-31      | N/A      | 0.0000% | $1935.00           | $152871.97         | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $29410.00          | $314098.80         | Equities   |
| WISDOMTREE TR                  1 3 YR LADDERED  | 2500-12-31      | N/A      | 0.0000% | $1163.00           | $58638.46          | Equities   |
| WISDOMTREE TR                  INTK MLTIFACTR   | 2500-12-31      | N/A      | 0.0000% | $2281.00           | $76151.18          | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1878.00           | $74600.55          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL FIN   | 2500-12-31      | N/A      | 0.0000% | $6236.00           | $470630.92         | Equities   |
| ALPS ETF TR                    O SHARES INTL D  | 2500-12-31      | N/A      | 0.0000% | $4144.00           | $134075.39         | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $3648020.00        | $19152105.00       | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1019.30           | Equities   |
| GLOBAL X FDS                   GENOMICS AND BIO | 2500-12-31      | N/A      | 0.0000% | $4529.00           | $199028.72         | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $134533.00         | $19152117.88       | Equities   |
| INVESCO DB COMMDY INDX TRCK FD UNIT             | 2500-12-31      | N/A      | 0.0000% | $616220.00         | $19152117.60       | Equities   |
| ISHARES TR                     RUS MDCP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $1723.00           | $265359.23         | Equities   |
| NOMURA ETF TR                  FOCUSED INTERNAT | 2500-12-31      | N/A      | 0.0000% | $8192.00           | $213770.24         | Equities   |
| SONY GROUP CORP                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $751984.00         | $14874243.52       | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $6424.00           | $159480.94         | Equities   |
| GOLDMAN SACHS ETF TR           S&P 500 PREMIUM  | 2500-12-31      | N/A      | 0.0000% | $22009.00          | $1181663.21        | Equities   |
| PROSHARES TR                   ULTRA S&P 500 EQ | 2500-12-31      | N/A      | 0.0000% | $28648.00          | $1256962.51        | Equities   |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $425.00            | $34226.53          | Equities   |
| SPDR INDEX SHS FDS             STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $401004.00         | $19151951.04       | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $1581.00           | $1125007.98        | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $29360.00          | $712740.42         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  NASDAQ INTERNT   | 2500-12-31      | N/A      | 0.0000% | $54076.00          | $2612952.32        | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV HIGH INCM STRGC  | 2500-12-31      | N/A      | 0.0000% | $12531.00          | $556499.20         | Equities   |
| ISHARES TR                     DEVSMCP EXNA ETF | 2500-12-31      | N/A      | 0.0000% | $20745.00          | $1455838.46        | Equities   |
| RBB FD INC                     US TRSRY 6 MNTH  | 2500-12-31      | N/A      | 0.0000% | $15468.00          | $773786.70         | Equities   |
| PACER FDS TR                   AMERICAN ENERGY  | 2500-12-31      | N/A      | 0.0000% | $12706.00          | $586890.14         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $448000.00         | $19152000.00       | Equities   |
| GERDAU SA                      SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $4299328.00        | $19046023.04       | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS KNOWLEDGE LE | 2500-12-31      | N/A      | 0.0000% | $824.00            | $45380.73          | Equities   |
| AUTOLUS THERAPEUTICS LTD       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1849184.00        | $2607349.44        | Equities   |
| BITWISE DOGECOIN ETF           COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $1451.00           | $24151.90          | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $839.00            | $19498.36          | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $527024.00         | $19152052.16       | Equities   |
| SCHWAB STRATEGIC TR            MUN BD ETF       | 2500-12-31      | N/A      | 0.0000% | $81336.00          | $2091148.56        | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $5508.00           | $137672.46         | Equities   |
| T ROWE PRICE ETF INC           FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $1387.00           | $36750.65          | Equities   |
| UBS AG LONDON BRANCH           ETRACS LKD ETN   | 2500-12-31      | N/A      | 0.0000% | $226.00            | $16104.29          | Equities   |
| PETROLEO BRASILEIRO S A        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $465712.00         | $10175807.20       | Equities   |
| PROSHARES TR                   NANOTECH ETF     | 2500-12-31      | N/A      | 0.0000% | $1617.00           | $115357.27         | Equities   |
| PRECIDIAN ETFS TR              GSK PLC ADRHEDGE | 2500-12-31      | N/A      | 0.0000% | $156.00            | $11198.12          | Equities   |
| BLACKROCK ETF TRUST            ISHARES WORLD EX | 2500-12-31      | N/A      | 0.0000% | $7918.00           | $449210.31         | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $417568.00         | $2062785.92        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $5550.00           | $152888.07         | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $1691120.00        | $14425253.60       | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $6404.00           | $234177.63         | Equities   |
| WISDOMTREE TR                  FLOATNG RAT TREA | 2500-12-31      | N/A      | 0.0000% | $380530.00         | $19152074.90       | Equities   |
| WISDOMTREE TR                  INDIA ERNGS FD   | 2500-12-31      | N/A      | 0.0000% | $21630.00          | $932901.90         | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $2260.00           | $614900.80         | Equities   |
| NORTHERN FDS                   TAX-EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $8917.00           | $459270.08         | Equities   |
| WISDOMTREE TR                  GLOBAL DEFENSE   | 2500-12-31      | N/A      | 0.0000% | $7003.00           | $223717.14         | Equities   |
| NOVO-NORDISK A S               ADR              | 2500-12-31      | N/A      | 0.0000% | $475356.00         | $19152093.24       | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $48288.00          | $2053205.76        | Equities   |
| COLUMBIA ETF TR I              CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $2229.00           | $43978.17          | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $50781.00          | $189413.13         | Equities   |

### Security 645: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.640000%
- **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: ARP1HAOY1, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1HAOY1
- **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:** 3.6400%
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 2024-041 BL | 2054-03-20      | 5.5000%  | 0.0000% | $60000000.00       | $60538833.30       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-076 KB | 2054-05-20      | 6.0000%  | 0.0000% | $50000000.00       | $51424116.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 AL | 2054-05-20      | 5.5000%  | 0.0000% | $32046896.00       | $32591070.11       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-084 BL | 2054-05-20      | 5.7500%  | 0.0000% | $82000000.00       | $83956843.41       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-060 BD | 2053-06-20      | 4.5000%  | 0.0000% | $94400000.00       | $93619972.80       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-060 LT | 2056-04-20      | 4.5000%  | 0.0000% | $73965154.00       | $71886363.35       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-025 CL | 2054-02-20      | 5.5000%  | 0.0000% | $75000000.00       | $55608134.37       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-023 HB | 2054-01-20      | 5.5000%  | 0.0000% | $75000000.00       | $75374666.70       | Agency Collateralized Mortgage Obligation |

### Security 646: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.640000%
- **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: ARP1HAVS6, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1HAVS6
- **C.18 - Value (incl. sponsor support):** $835000000.00
- **C.18.a - Value (excl. sponsor support):** $835000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLBX6110 | 2053-01-01      | 6.0000%  | 0.0000% | $4193872.00        | $2063552.53        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM9977 | 2050-02-01      | 4.0000%  | 0.0000% | $3620000.00        | $2016990.21        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTAL7654 | 2035-09-01      | 3.0000%  | 0.0000% | $2240652.00        | $274993.82         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA0320 | 2030-02-01      | 5.0000%  | 0.0000% | $31539744.00       | $438238.04         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9776 | 2055-01-01      | 5.0000%  | 0.0000% | $15414352.00       | $14106801.13       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2542 | 2055-02-01      | 5.5000%  | 0.0000% | $16775712.00       | $15882051.46       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS4098 | 2036-04-01      | 7.0000%  | 0.0000% | $36252480.00       | $2136377.51        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK9310 | 2033-03-01      | 3.5000%  | 0.0000% | $1557740.00        | $361369.39         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4639 | 2045-11-01      | 4.0000%  | 0.0000% | $24895440.00       | $2283264.04        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB3700 | 2054-07-01      | 6.0000%  | 0.0000% | $2311850.00        | $2333044.15        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U51216 G | 2035-08-01      | 3.5000%  | 0.0000% | $1220826.00        | $296308.76         | Agency Mortgage-Backed Securities         |
| GNII SF 765273 C     | 2031-04-20      | 4.5000%  | 0.0000% | $1517736.00        | $35860.10          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3952 | 2055-08-01      | 6.0000%  | 0.0000% | $150088448.00      | $144670745.72      | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0319 | 2053-11-01      | 6.5000%  | 0.0000% | $3300000.00        | $2579277.82        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5331 | 2048-05-01      | 5.0000%  | 0.0000% | $30548704.00       | $2933785.05        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $3800000.00        | $2658437.21        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1686 | 2052-09-01      | 5.5000%  | 0.0000% | $385000.00         | $270739.80         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6777 | 2054-10-01      | 5.5000%  | 0.0000% | $300000.00         | $251699.93         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE5803 | 2055-07-01      | 5.0000%  | 0.0000% | $1449642.00        | $1420686.22        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH4481 | 2053-10-01      | 6.0000%  | 0.0000% | $3128068.00        | $2854229.88        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC2817 | 2046-09-01      | 3.0000%  | 0.0000% | $2530000.00        | $537369.82         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2293 | 2055-08-01      | 5.5000%  | 0.0000% | $91555705.00       | $88263174.67       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS1015 | 2052-02-01      | 2.0000%  | 0.0000% | $5699184.00        | $3483599.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0379 | 2055-05-01      | 5.0000%  | 0.0000% | $6711368.00        | $5770184.20        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4013 | 2035-05-01      | 2.5000%  | 0.0000% | $32340544.00       | $6692953.75        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFM9890 | 2039-10-01      | 6.5000%  | 0.0000% | $3428052.00        | $1712692.22        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CQAS8540 | 2036-12-01      | 2.5000%  | 0.0000% | $1958956.00        | $754386.86         | Agency Mortgage-Backed Securities         |
| GNRM 2023-001 HD     | 2052-01-20      | 3.5000%  | 0.0000% | $4737056.00        | $3146738.18        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-132 FH     | 2055-08-20      | 4.5401%  | 0.0000% | $57699904.00       | $48038059.03       | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZL3144 | 2037-05-01      | 3.5000%  | 0.0000% | $5764072.00        | $424490.23         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZN2261 | 2033-12-01      | 4.0000%  | 0.0000% | $2909124.00        | $519592.39         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ0357 | 2040-08-01      | 4.5000%  | 0.0000% | $15556848.00       | $1217748.16        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3495 | 2053-07-01      | 5.0000%  | 0.0000% | $5030000.00        | $4003021.95        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF6019 | 2055-12-01      | 5.5000%  | 0.0000% | $4859896.00        | $4398657.61        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN6210 | 2049-03-01      | 4.0000%  | 0.0000% | $5427940.00        | $840548.03         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE5189 | 2052-06-01      | 4.5000%  | 0.0000% | $500000.00         | $378776.60         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV7628 | 2052-03-01      | 3.5000%  | 0.0000% | $490108.00         | $418974.90         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE7429 | 2055-08-01      | 5.5000%  | 0.0000% | $1783420.00        | $1786824.97        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD4061 | 2055-03-01      | 5.0000%  | 0.0000% | $1337076.00        | $1317996.18        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  | 0.0000% | $18569024.00       | $12648244.59       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2271 | 2055-07-01      | 6.0000%  | 0.0000% | $4397664.00        | $3750981.84        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6712 | 2055-04-01      | 6.0000%  | 0.0000% | $3509732.00        | $3596207.71        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA3413 | 2038-07-01      | 4.0000%  | 0.0000% | $7010080.00        | $713276.00         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2949 | 2054-09-01      | 6.0000%  | 0.0000% | $87506048.00       | $83363131.34       | Agency Mortgage-Backed Securities         |
| GNRA 2025-051 FB     | 2055-03-20      | 4.7901%  | 0.0000% | $3000000.00        | $2467885.56        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY0476 | 2055-04-01      | 6.5000%  | 0.0000% | $3703932.00        | $2557214.31        | Agency Mortgage-Backed Securities         |
| GNRA 2021-223 QA     | 2051-10-20      | 2.5000%  | 0.0000% | $400000.00         | $245520.76         | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAB3467 | 2035-02-01      | 4.5000%  | 0.0000% | $300000000.00      | $5747235.03        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD4732 | 2053-06-01      | 4.5000%  | 0.0000% | $392000.00         | $329223.30         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTCA8304 | 2040-12-01      | 2.0000%  | 0.0000% | $1125000.00        | $582959.63         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0149 | 2055-09-01      | 6.0000%  | 0.0000% | $1842378.00        | $1894885.46        | Agency Mortgage-Backed Securities         |
| GNMI SF 778191 X     | 2042-01-15      | 4.0000%  | 0.0000% | $680000.00         | $113154.93         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  | 0.0000% | $1160000.00        | $871937.69         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3591 | 2048-02-01      | 3.5000%  | 0.0000% | $13959824.00       | $4557878.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7790 | 2052-08-01      | 5.0000%  | 0.0000% | $930000.00         | $648599.33         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC K35038 G | 2047-11-01      | 6.0000%  | 0.0000% | $8059870.00        | $535114.78         | Agency Mortgage-Backed Securities         |
| GNRA 2025-044 CF     | 2055-03-20      | 4.8301%  | 0.0000% | $25000000.00       | $23295771.87       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-046 VD     | 2037-03-20      | 5.0000%  | 0.0000% | $10099000.00       | $10097230.87       | Agency Collateralized Mortgage Obligation |
| 04.000 FGPC U51207 G | 2035-07-01      | 4.0000%  | 0.0000% | $1082008.00        | $276011.60         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ2379 | 2054-08-01      | 7.0000%  | 0.0000% | $4888008.00        | $4249542.02        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CNQS0153 | 2031-05-01      | 2.0000%  | 0.0000% | $1466716.00        | $506459.73         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3698 | 2055-11-01      | 5.5000%  | 0.0000% | $5278184.00        | $5317171.26        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA3140 | 2049-08-01      | 4.0000%  | 0.0000% | $1658660.00        | $613085.00         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4724 | 2047-06-01      | 4.5000%  | 0.0000% | $67575000.00       | $6553853.94        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL7461 | 2043-12-01      | 4.0000%  | 0.0000% | $8023728.00        | $1271739.92        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD9241 | 2055-05-01      | 6.5000%  | 0.0000% | $1047724.00        | $375365.41         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL6438 | 2045-02-01      | 3.5000%  | 0.0000% | $4700000.00        | $933764.44         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CTMA4519 | 2042-01-01      | 1.5000%  | 0.0000% | $630000.00         | $381382.78         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4793 | 2055-03-01      | 6.5000%  | 0.0000% | $2036744.00        | $1948238.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1524 | 2055-11-01      | 5.5000%  | 0.0000% | $150072832.00      | $148180004.51      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2953 | 2054-09-01      | 5.5000%  | 0.0000% | $16368020.00       | $16217979.29       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBO8711 | 2050-04-01      | 4.0000%  | 0.0000% | $495000.00         | $336590.84         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5693 | 2053-02-01      | 5.5000%  | 0.0000% | $4927000.00        | $3526165.76        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6004 | 2053-04-01      | 5.5000%  | 0.0000% | $1289164.00        | $1032927.52        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC5564 | 2054-10-01      | 5.5000%  | 0.0000% | $355016.00         | $351662.43         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4384 | 2052-08-01      | 4.5000%  | 0.0000% | $5898000.00        | $4178981.55        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9826 | 2055-01-01      | 6.5000%  | 0.0000% | $22518816.00       | $20309549.39       | Agency Mortgage-Backed Securities         |
| GNRA 2024-183 FA     | 2054-11-20      | 5.1401%  | 0.0000% | $1200000.00        | $747248.17         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLFA2029 | 2053-07-01      | 5.5000%  | 0.0000% | $7503120.00        | $6764651.03        | Agency Mortgage-Backed Securities         |
| GNII SF AC7831 C     | 2042-10-20      | 4.0000%  | 0.0000% | $709982.00         | $65648.35          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBR0963 | 2036-04-01      | 2.0000%  | 0.0000% | $3336892.00        | $1982574.08        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA4938 | 2043-02-01      | 4.5000%  | 0.0000% | $945867.00         | $450952.81         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ6332 | 2050-11-01      | 2.0000%  | 0.0000% | $1541370.00        | $639920.89         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS6748 | 2037-05-01      | 3.5000%  | 0.0000% | $5837352.00        | $3685296.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9465 | 2054-11-01      | 5.0000%  | 0.0000% | $700000.00         | $622006.35         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS6515 | 2046-01-01      | 4.0000%  | 0.0000% | $5810136.00        | $470143.02         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF9221 | 2056-01-01      | 5.5000%  | 0.0000% | $4727080.00        | $4757826.05        | Agency Mortgage-Backed Securities         |
| GNRM 2025-022 EB     | 2055-02-20      | 5.5000%  | 0.0000% | $918368.00         | $906938.50         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLBW8390 | 2052-09-01      | 5.5000%  | 0.0000% | $1279024.00        | $1238851.20        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5245 | 2055-10-01      | 6.0000%  | 0.0000% | $15361312.00       | $14619408.60       | Agency Mortgage-Backed Securities         |
| GNRA 2024-143 FA     | 2054-09-20      | 4.7901%  | 0.0000% | $100000000.00      | $68122292.99       | Agency Collateralized Mortgage Obligation |

### Security 647: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 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: ARP1HC544, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC544
- **C.18 - Value (incl. sponsor support):** $6073000000.00
- **C.18.a - Value (excl. sponsor support):** $6073000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLFM4616 | 2049-05-01      | 3.5000%  | 0.0000% | $158540650.00      | $38972321.47       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4672 | 2051-10-01      | 2.5000%  | 0.0000% | $54431696.00       | $38467071.02       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3117 | 2055-09-01      | 6.0000%  | 0.0000% | $45282226.00       | $42398067.49       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3119 | 2055-09-01      | 6.0000%  | 0.0000% | $49611072.00       | $45567092.35       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0249 | 2055-04-01      | 5.5000%  | 0.0000% | $60643040.00       | $52174530.80       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9288 | 2054-10-01      | 5.5000%  | 0.0000% | $47913440.00       | $44800078.52       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4523 | 2053-04-01      | 5.0000%  | 0.0000% | $52477556.00       | $41912318.81       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  | 0.0000% | $88775946.00       | $52560540.99       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  | 0.0000% | $27486304.00       | $18840061.53       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8098 | 2046-10-01      | 3.0000%  | 0.0000% | $245075766.00      | $52509491.39       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6903 | 2053-08-01      | 5.0000%  | 0.0000% | $60067411.00       | $50360277.93       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8832 | 2054-07-01      | 5.5000%  | 0.0000% | $54012304.00       | $47931261.30       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | 0.0000% | $50000000.00       | $38358048.77       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6246 | 2053-05-01      | 5.0000%  | 0.0000% | $59433350.00       | $43718170.23       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  | 0.0000% | $49133000.00       | $38215864.23       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  | 0.0000% | $63178600.00       | $44296562.48       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8685 | 2054-06-01      | 5.5000%  | 0.0000% | $47633424.00       | $42537152.24       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | 0.0000% | $66509794.00       | $53046257.79       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8830 | 2051-02-01      | 3.0000%  | 0.0000% | $80556396.00       | $44411834.91       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4051 | 2053-07-01      | 5.5000%  | 0.0000% | $50036483.00       | $43661329.60       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4538 | 2052-08-01      | 5.0000%  | 0.0000% | $75090928.00       | $49063865.71       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9365 | 2054-10-01      | 5.5000%  | 0.0000% | $48384064.00       | $43568752.65       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1219 | 2055-10-01      | 5.5000%  | 0.0000% | $54209560.00       | $53265306.48       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  | 0.0000% | $71541375.00       | $40727313.12       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9895 | 2052-09-01      | 5.0000%  | 0.0000% | $49996000.00       | $37866612.38       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9654 | 2047-05-01      | 4.0000%  | 0.0000% | $289565696.00      | $48038734.19       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4499 | 2056-02-01      | 5.0000%  | 0.0000% | $47546624.00       | $47106514.39       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3671 | 2055-07-01      | 6.0000%  | 0.0000% | $59252800.00       | $51634215.43       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | 0.0000% | $51318770.00       | $44231265.52       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0289 | 2055-01-01      | 5.0000%  | 0.0000% | $54332609.00       | $47609299.06       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $142504320.00      | $51492891.22       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | 0.0000% | $62593824.00       | $42118249.51       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | 0.0000% | $80470034.00       | $49341558.16       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4758 | 2053-11-01      | 5.5000%  | 0.0000% | $41429979.00       | $38188347.31       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4290 | 2056-01-01      | 5.5000%  | 0.0000% | $47803904.00       | $48324470.54       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3068 | 2052-10-01      | 5.0000%  | 0.0000% | $54605375.00       | $42052960.23       | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  | 0.0000% | $178874480.00      | $49957210.71       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1897 | 2048-06-01      | 4.5000%  | 0.0000% | $206010945.00      | $46031587.61       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8867 | 2051-02-01      | 3.0000%  | 0.0000% | $71526528.00       | $38717110.22       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  | 0.0000% | $108184704.00      | $41729524.96       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP5613 | 2050-06-01      | 2.5000%  | 0.0000% | $129929920.00      | $48751916.34       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  | 0.0000% | $63385152.00       | $47267694.70       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  | 0.0000% | $60253632.00       | $47067292.24       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3185 | 2055-10-01      | 5.5000%  | 0.0000% | $47032064.00       | $46641477.05       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2875 | 2055-09-01      | 6.0000%  | 0.0000% | $48980313.00       | $44904740.90       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  | 0.0000% | $50839232.00       | $38569323.45       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  | 0.0000% | $49575424.00       | $39809821.53       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3793 | 2055-08-01      | 6.0000%  | 0.0000% | $45241943.00       | $45671845.39       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4518 | 2053-08-01      | 3.5000%  | 0.0000% | $60485000.00       | $46909599.89       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7483 | 2055-01-01      | 6.0000%  | 0.0000% | $50001025.00       | $43694551.45       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3919 | 2052-06-01      | 4.5000%  | 0.0000% | $50715712.00       | $40221698.66       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  | 0.0000% | $50000000.00       | $42577085.51       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9294 | 2054-10-01      | 5.5000%  | 0.0000% | $47261911.00       | $38620311.35       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0867 | 2055-08-01      | 6.0000%  | 0.0000% | $50566640.00       | $50171042.37       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2223 | 2054-08-01      | 6.5000%  | 0.0000% | $79340269.00       | $49560933.33       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5194 | 2055-11-01      | 5.0000%  | 0.0000% | $50011968.00       | $48700669.18       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4438 | 2056-02-01      | 4.5000%  | 0.0000% | $49999000.00       | $48325939.40       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $98426112.00       | $44469466.96       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | 0.0000% | $84092000.00       | $41640091.30       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $61233840.00       | $40052389.68       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $60500017.00       | $48485242.18       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6187 | 2053-05-01      | 5.5000%  | 0.0000% | $61110770.00       | $47005147.63       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4738 | 2049-11-01      | 3.0000%  | 0.0000% | $200089600.00      | $38996221.74       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8356 | 2054-04-01      | 6.5000%  | 0.0000% | $70543995.00       | $49423437.38       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5161 | 2050-02-01      | 3.5000%  | 0.0000% | $102176601.00      | $45495297.50       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  | 0.0000% | $49000000.00       | $41758566.00       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8862 | 2054-07-01      | 6.0000%  | 0.0000% | $49700000.00       | $44783246.72       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9004 | 2054-08-01      | 6.0000%  | 0.0000% | $47804048.00       | $40446213.08       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6637 | 2053-06-01      | 5.5000%  | 0.0000% | $55978380.00       | $43919627.28       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5382 | 2052-04-01      | 3.0000%  | 0.0000% | $70138947.00       | $44136633.99       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4203 | 2056-02-01      | 5.0000%  | 0.0000% | $60270244.00       | $59249652.81       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5823 | 2056-02-01      | 5.0000%  | 0.0000% | $46003584.00       | $43060648.81       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  | 0.0000% | $64280828.00       | $49004877.02       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  | 0.0000% | $65625627.00       | $50499615.59       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0199 | 2053-03-01      | 5.5000%  | 0.0000% | $44786432.00       | $37925063.09       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4111 | 2056-01-01      | 4.5000%  | 0.0000% | $54101476.00       | $51984258.05       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  | 0.0000% | $49895904.00       | $48585491.58       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5529 | 2049-12-01      | 3.0000%  | 0.0000% | $112139522.00      | $40020106.72       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7388 | 2055-01-01      | 6.0000%  | 0.0000% | $63101725.00       | $50049279.53       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1166 | 2055-06-01      | 6.5000%  | 0.0000% | $58334824.00       | $47871672.25       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ6671 | 2054-10-01      | 5.0000%  | 0.0000% | $52224576.00       | $46964373.19       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9163 | 2054-09-01      | 6.5000%  | 0.0000% | $48996520.00       | $39290874.74       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5437 | 2044-05-01      | 4.0000%  | 0.0000% | $226900597.00      | $51121451.01       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6201 | 2053-05-01      | 6.0000%  | 0.0000% | $59545760.00       | $42980796.67       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6756 | 2053-07-01      | 6.0000%  | 0.0000% | $77476480.00       | $53053730.82       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8569 | 2056-01-01      | 5.0000%  | 0.0000% | $42474998.00       | $41842046.35       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  | 0.0000% | $74827264.00       | $53368607.93       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | 0.0000% | $43551761.00       | $39716866.29       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1506 | 2055-11-01      | 5.0000%  | 0.0000% | $53506149.00       | $52656265.00       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7774 | 2052-08-01      | 4.5000%  | 0.0000% | $61645407.00       | $44829310.18       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9165 | 2053-06-01      | 5.5000%  | 0.0000% | $54394791.00       | $43248481.07       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0524 | 2055-06-01      | 5.5000%  | 0.0000% | $52983360.00       | $50421718.75       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2431 | 2055-07-01      | 6.5000%  | 0.0000% | $44699840.00       | $43311524.11       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4632 | 2053-05-01      | 5.5000%  | 0.0000% | $72129040.00       | $52564864.60       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3880 | 2053-02-01      | 6.0000%  | 0.0000% | $65361500.00       | $43857177.64       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2045 | 2055-08-01      | 5.0000%  | 0.0000% | $51173437.00       | $49424912.28       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3610 | 2055-12-01      | 5.0000%  | 0.0000% | $42594515.00       | $39670971.52       | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BM7362 | 2060-01-01      | 3.0000%  | 0.0000% | $75908928.00       | $52393761.49       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6802 | 2056-01-01      | 5.5000%  | 0.0000% | $39116324.00       | $38522390.95       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO8046 | 2042-07-01      | 3.5000%  | 0.0000% | $599600128.00      | $41899119.24       | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0110 | 2056-03-01      | 4.0000%  | 0.0000% | $120365641.00      | $43284978.66       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7110 | 2053-09-01      | 5.5000%  | 0.0000% | $46103862.00       | $37812655.72       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7620 | 2053-12-01      | 6.0000%  | 0.0000% | $60009472.00       | $49430326.47       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7926 | 2054-05-01      | 6.5000%  | 0.0000% | $57501632.00       | $40157219.15       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0896 | 2055-08-01      | 6.5000%  | 0.0000% | $42555904.00       | $40970440.28       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9662 | 2054-10-01      | 5.5000%  | 0.0000% | $52599761.00       | $46734619.81       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9998 | 2054-12-01      | 6.0000%  | 0.0000% | $60951936.00       | $47123036.77       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3331 | 2055-08-01      | 6.0000%  | 0.0000% | $53618915.00       | $52049602.51       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1482 | 2055-05-01      | 5.5000%  | 0.0000% | $56392519.00       | $51185610.29       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3283 | 2055-02-01      | 5.0000%  | 0.0000% | $52360064.00       | $50170486.81       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4753 | 2055-09-01      | 6.0000%  | 0.0000% | $49991000.00       | $46666061.45       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | 0.0000% | $55287740.00       | $46480030.51       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3255 | 2055-10-01      | 5.5000%  | 0.0000% | $49292438.00       | $48244331.28       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3643 | 2055-11-01      | 5.5000%  | 0.0000% | $50333730.00       | $49043795.43       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0446 | 2054-05-01      | 6.0000%  | 0.0000% | $48533479.00       | $42895398.35       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1441 | 2054-01-01      | 5.5000%  | 0.0000% | $45426400.00       | $39535784.46       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  | 0.0000% | $60875008.00       | $45928966.76       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4359 | 2056-03-01      | 5.5000%  | 0.0000% | $40412927.00       | $40364586.44       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5200 | 2055-11-01      | 6.0000%  | 0.0000% | $49964227.00       | $49237213.13       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6345 | 2050-07-01      | 2.5000%  | 0.0000% | $131974881.00      | $47576810.26       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8555 | 2054-05-01      | 6.5000%  | 0.0000% | $68367040.00       | $51635825.29       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9271 | 2053-06-01      | 5.5000%  | 0.0000% | $60192099.00       | $49092888.31       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $67506654.00       | $49117487.01       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $27687547.00       | $20936392.61       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1838 | 2054-09-01      | 6.0000%  | 0.0000% | $51330175.00       | $47524844.72       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2152 | 2051-12-01      | 3.0000%  | 0.0000% | $66660904.00       | $46353950.94       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6909 | 2054-12-01      | 5.0000%  | 0.0000% | $50992897.00       | $47907398.53       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA5113 | 2055-09-01      | 6.5000%  | 0.0000% | $42703488.00       | $43376401.48       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9349 | 2054-10-01      | 5.5000%  | 0.0000% | $59082960.00       | $52789521.23       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1053 | 2055-09-01      | 6.5000%  | 0.0000% | $44208548.00       | $43103441.15       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8361 | 2054-04-01      | 6.5000%  | 0.0000% | $66032624.00       | $39427624.66       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7122 | 2050-09-01      | 2.5000%  | 0.0000% | $114373212.00      | $47607417.24       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7442 | 2053-11-01      | 6.0000%  | 0.0000% | $60052821.00       | $45800118.87       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRQ0030 | 2055-07-01      | 7.0000%  | 0.0000% | $70023552.00       | $48209608.81       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2315 | 2055-08-01      | 6.0000%  | 0.0000% | $49675052.00       | $43273311.21       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6501 | 2056-05-01      | 5.0000%  | 0.0000% | $55242726.00       | $54841485.82       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0379 | 2055-02-01      | 6.0000%  | 0.0000% | $56354569.00       | $45910928.88       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1354 | 2055-04-01      | 6.0000%  | 0.0000% | $49349760.00       | $40117842.67       | Agency Mortgage-Backed Securities |

### Security 648: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC551, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC551
- **C.18 - Value (incl. sponsor support):** $1410000000.00
- **C.18.a - Value (excl. sponsor support):** $1410000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.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 | 2027-12-31      | 3.3750%  | 0.0000% | $1435038000.00     | $1438200149.28     | U.S. Treasuries (including strips) |

### Security 649: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC569, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC569
- **C.18 - Value (incl. sponsor support):** $4026000000.00
- **C.18.a - Value (excl. sponsor support):** $4026000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $1455595500.00     | $1583982341.16     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $795019300.00      | $815480886.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $1735129000.00     | $1707056817.64     | U.S. Treasuries (including strips) |

### Security 650: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC5D4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC5D4
- **C.18 - Value (incl. sponsor support):** $6999000000.00
- **C.18.a - Value (excl. sponsor support):** $6999000000.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.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 | 2028-01-31      | 3.5000%  | 0.0000% | $2098834200.00     | $2101563293.12     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $420500000.00      | $423748021.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $862962000.00      | $860537137.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $1033800000.00     | $1048273572.17     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $121627700.00      | $115756454.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $829600300.00      | $831428315.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 1.0000%  | 0.0000% | $1000000.00        | $999605.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $121215000.00      | $123320070.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $13000000.00       | $17147299.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $94000000.00       | $149393071.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $6000000.00        | $5715642.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $401000000.00      | $402472427.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $904621100.00      | $915322487.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $151000000.00      | $143302768.96      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC5N2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC5N2
- **C.18 - Value (incl. sponsor support):** $1542000000.00
- **C.18.a - Value (excl. sponsor support):** $1542000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $1369592500.00     | $1464450209.38     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $99604500.00       | $108389843.95      | U.S. Treasuries (including strips) |

### Security 652: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC5O0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC5O0
- **C.18 - Value (incl. sponsor support):** $8420000000.00
- **C.18.a - Value (excl. sponsor support):** $8420000000.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $200000000.00      | $425267472.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $574100000.00      | $569211188.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $1381993200.00     | $1400575674.05     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7500%  | 0.0000% | $4556600000.00     | $4540758752.27     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $219665800.00      | $209062033.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $300000000.00      | $284625003.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $1057270000.00     | $1158900036.46     | U.S. Treasuries (including strips) |

### Security 653: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC650, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC650
- **C.18 - Value (incl. sponsor support):** $1409000000.00
- **C.18.a - Value (excl. sponsor support):** $1409000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.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% | $1416297000.00     | $1437180068.35     | U.S. Treasuries (including strips) |

### Security 654: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC7Q3, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1HC7Q3
- **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:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $7938200.00        | $7854182.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $12863000.00       | $14758658.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $177.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $287600.00         | $289612.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8253%  | 0.0000% | $195000.00         | $195076.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.0000%  | 0.0000% | $56763900.00       | $54798052.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7500%  | 0.0000% | $534500.00         | $533056.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $119313100.00      | $117623214.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $89908100.00       | $92061238.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $264000.00         | $271739.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $300000.00         | $612782.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $41941500.00       | $42388497.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $834200.00         | $850836.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $13328700.00       | $13032183.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $12324600.00       | $12240031.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $514700.00         | $510690.36         | U.S. Treasuries (including strips) |

### Security 655: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 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: ARP1HC7U4, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1HC7U4
- **C.18 - Value (incl. sponsor support):** $405000000.00
- **C.18.a - Value (excl. sponsor support):** $405000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $9715800.00        | $9873049.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $1073400.00        | $1091647.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $50000000.00       | $50559281.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $5126600.00        | $3846308.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $28866400.00       | $29402620.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $217229000.00      | $221182860.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $25539100.00       | $25983813.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $4155100.00        | $3610658.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $24613900.00       | $22575138.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $211400.00         | $208111.66         | U.S. Treasuries (including strips) |
| FNMS 03.500 CLCB3255   | 2052-04-01      | 3.5000%  | 0.0000% | $100000.00         | $65468.82          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $20856800.00       | $21184373.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $5056600.00        | $4830100.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $18247800.00       | $18634678.16       | U.S. Treasuries (including strips) |
| GNII SF MA9098 M       | 2051-03-20      | 1.5000%  | 0.0000% | $81800.00          | $54846.50          | Agency Mortgage-Backed Securities  |

### Security 656: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 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: ARP1HC7W0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1HC7W0
- **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:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLDD6868   | 2055-03-01      | 6.5000%  | 0.0000% | $1267630.00        | $1319078.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2336   | 2054-10-01      | 5.5000%  | 0.0000% | $1574003.00        | $1373638.34        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0427   | 2054-10-01      | 6.5000%  | 0.0000% | $11164045.00       | $10333791.28       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9970   | 2053-08-01      | 6.0000%  | 0.0000% | $3070522.00        | $2633250.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2566   | 2055-07-01      | 6.5000%  | 0.0000% | $8794426.00        | $8567146.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1563   | 2055-04-01      | 5.5000%  | 0.0000% | $1069.00           | $993.60            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1994   | 2055-04-01      | 6.5000%  | 0.0000% | $361900.00         | $327943.98         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0426   | 2055-05-01      | 5.0000%  | 0.0000% | $7882353.00        | $7471032.34        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2361   | 2030-01-01      | 4.4700%  | 0.0000% | $13072000.00       | $13167697.93       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8326   | 2054-04-01      | 5.5000%  | 0.0000% | $3047106.00        | $2619549.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7782   | 2054-01-01      | 6.0000%  | 0.0000% | $1121.00           | $907.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL735504   | 2035-04-01      | 6.0000%  | 0.0000% | $38170.00          | $308.17            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $600.00            | $420.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $600.00            | $775.40            | U.S. Treasuries (including strips) |
| FNMS 06.000 CLDA8548   | 2054-02-01      | 6.0000%  | 0.0000% | $8104600.00        | $4817626.06        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $600.00            | $536.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $1400.00           | $1378.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-16      | 0.0000%  | 0.0000% | $1700.00           | $1692.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $100.00            | $99.80             | U.S. Treasuries (including strips) |
| GNII RG CI4173 C       | 2045-10-20      | 4.5000%  | 0.0000% | $1141.00           | $127.58            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-06-09      | 0.0000%  | 0.0000% | $1400.00           | $1394.55           | U.S. Treasuries (including strips) |
| FEPC 06.000 CLSL3337   | 2055-12-01      | 6.0000%  | 0.0000% | $3448.00           | $3472.19           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3685   | 2030-04-01      | 4.2750%  | 0.0000% | $1064.00           | $1066.54           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9626   | 2054-12-01      | 4.5000%  | 0.0000% | $16271163.00       | $13932796.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 K0918263   | 2037-04-01      | 6.5000%  | 0.0000% | $14306.00          | $999.17            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $1000.00           | $1008.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 4.6250%  | 0.0000% | $300.00            | $289.57            | U.S. Treasuries (including strips) |
| FNMS 07.000 CLBX3788   | 2053-01-01      | 7.0000%  | 0.0000% | $1002.00           | $884.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0566   | 2061-09-01      | 5.0000%  | 0.0000% | $1000.00           | $606.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5741   | 2053-07-01      | 6.5000%  | 0.0000% | $1126900.00        | $730516.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CL890769   | 2046-11-01      | 3.5000%  | 0.0000% | $9551.00           | $2429.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9656   | 2054-12-01      | 5.5000%  | 0.0000% | $11386132.00       | $10047732.08       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA1729   | 2049-11-01      | 3.5000%  | 0.0000% | $38917890.00       | $8847465.31        | Agency Mortgage-Backed Securities  |
| GNII RG CJ3389 C       | 2050-02-20      | 5.0000%  | 0.0000% | $42831.00          | $20104.34          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5177   | 2055-02-01      | 5.5000%  | 0.0000% | $7667473.00        | $6710617.78        | Agency Mortgage-Backed Securities  |
| GNII RG CJ9398 C       | 2046-07-20      | 4.0000%  | 0.0000% | $202936.00         | $111694.37         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4959   | 2053-05-01      | 6.5000%  | 0.0000% | $1501.00           | $874.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2897   | 2045-09-01      | 3.5000%  | 0.0000% | $43000000.00       | $10266176.94       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7784   | 2041-07-01      | 4.5000%  | 0.0000% | $1243.00           | $35.98             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ8387   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $935.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I6BF0497   | 2060-07-01      | 3.0000%  | 0.0000% | $45657544.00       | $21086345.93       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1569   | 2052-09-01      | 4.5000%  | 0.0000% | $1001.00           | $706.06            | Agency Mortgage-Backed Securities  |
| FKAR 04.380 WNWN2598   | 2029-06-01      | 4.3800%  | 0.0000% | $1000.00           | $994.85            | Agency Mortgage-Backed Securities  |
| FMAR 841660 G          | 2050-05-01      | 3.1950%  | 0.0000% | $1001.00           | $802.02            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTSC0050   | 2040-02-01      | 3.0000%  | 0.0000% | $2109.00           | $673.26            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $200.00            | $205.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $1100.00           | $734.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $100.19            | U.S. Treasuries (including strips) |
| GNII SF MA6410 M       | 2050-01-20      | 3.5000%  | 0.0000% | $7410.00           | $911.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4775   | 2055-06-01      | 5.5000%  | 0.0000% | $4574.00           | $4322.27           | Agency Mortgage-Backed Securities  |
| GNII SF CV6268 C       | 2053-09-20      | 7.0000%  | 0.0000% | $476614.00         | $377473.72         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4394   | 2056-01-01      | 5.5000%  | 0.0000% | $610400.00         | $616572.99         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4826   | 2055-09-01      | 5.5000%  | 0.0000% | $16995140.00       | $16757458.09       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $2000.00           | $2004.11           | U.S. Treasuries (including strips) |
| FNMS 04.500 CLCB9452   | 2054-11-01      | 4.5000%  | 0.0000% | $1785237.00        | $1574715.53        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6314   | 2050-07-01      | 3.0000%  | 0.0000% | $1005.00           | $392.05            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5536   | 2030-11-01      | 4.0800%  | 0.0000% | $1000.00           | $992.30            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2583   | 2055-01-01      | 5.5000%  | 0.0000% | $8379636.00        | $7695751.84        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8290   | 2053-01-01      | 6.0000%  | 0.0000% | $3283700.00        | $1952309.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ7692   | 2054-11-01      | 5.5000%  | 0.0000% | $5389733.00        | $4722496.14        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $200.00            | $147.30            | U.S. Treasuries (including strips) |
| FNMS 05.500 CLFA4805   | 2056-03-01      | 5.5000%  | 0.0000% | $1040.00           | $1055.99           | Agency Mortgage-Backed Securities  |
| GNII SF MA9172 M       | 2053-08-20      | 6.0000%  | 0.0000% | $10997300.00       | $5877220.97        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $600.00            | $544.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $900.00            | $805.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $1000.00           | $993.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $300.00            | $300.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $500.00            | $497.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $800.00            | $593.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $64.15             | U.S. Treasuries (including strips) |
| FEPC 05.000 CTRB5319   | 2044-11-01      | 5.0000%  | 0.0000% | $14633000.00       | $10756811.19       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7925   | 2052-09-01      | 4.5000%  | 0.0000% | $1935.00           | $1339.08           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0704   | 2051-10-01      | 2.5000%  | 0.0000% | $3445.00           | $1943.65           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8374   | 2053-11-01      | 6.5000%  | 0.0000% | $1900.00           | $858.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9587   | 2047-05-01      | 4.0000%  | 0.0000% | $15896.00          | $2373.14           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS8202   | 2028-04-01      | 4.1400%  | 0.0000% | $15326.00          | $15197.58          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4828   | 2055-09-01      | 5.5000%  | 0.0000% | $9300939.00        | $9221069.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $280341.00         | $213957.54         | Agency Mortgage-Backed Securities  |
| GNII SF DG1232 C       | 2055-01-20      | 6.5000%  | 0.0000% | $2521.00           | $2646.10           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $122000.00         | $123178.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $704800.00         | $709074.33         | U.S. Treasuries (including strips) |
| FEPC 06.500 CLRJ4594   | 2055-08-01      | 6.5000%  | 0.0000% | $10536001.00       | $10014852.72       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9790   | 2055-01-01      | 5.5000%  | 0.0000% | $12514761.00       | $11427584.73       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4424   | 2029-10-01      | 2.1400%  | 0.0000% | $546914.00         | $498262.07         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5073   | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $641.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9921   | 2051-12-01      | 3.0000%  | 0.0000% | $52970.00          | $33858.38          | Agency Mortgage-Backed Securities  |

### Security 657: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 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: ARP1HC7X8, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1HC7X8
- **C.18 - Value (incl. sponsor support):** $2717000000.00
- **C.18.a - Value (excl. sponsor support):** $2717000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLFM1790     | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $448.16            | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M         | 2051-02-20      | 2.5000%  | 0.0000% | $11435745.00       | $4924405.62        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3045     | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $750.74            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5970     | 2056-02-01      | 4.5000%  | 0.0000% | $668054.00         | $638029.57         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5699     | 2055-05-01      | 5.0000%  | 0.0000% | $30086.00          | $27385.46          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5908     | 2055-12-01      | 4.5000%  | 0.0000% | $399756.00         | $377615.51         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTMA5076     | 2043-05-01      | 6.5000%  | 0.0000% | $1409.00           | $260.90            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA6028     | 2056-04-01      | 4.5000%  | 0.0000% | $5371771.00        | $5177156.77        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 U4BF0288     | 2052-03-01      | 4.0000%  | 0.0000% | $32250000.00       | $9749515.56        | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-05-25      | 4.9452%  | 0.0000% | $25000000.00       | $13947024.26       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLFS6385     | 2053-09-01      | 6.5000%  | 0.0000% | $19202000.00       | $11355794.86       | Agency Mortgage-Backed Securities         |
| FNRM CL001MA R25F001     | 2050-01-25      | 6.0000%  | 0.0000% | $1000.00           | $411.68            | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLFS5350     | 2052-10-01      | 4.0000%  | 0.0000% | $2564029.00        | $1797722.04        | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-08-25      | 4.8952%  | 0.0000% | $13198312.00       | $5485232.85        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCB6903     | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $858.52            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9005     | 2051-10-01      | 2.5000%  | 0.0000% | $106047.00         | $68405.63          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4697     | 2053-05-01      | 5.0000%  | 0.0000% | $48327973.00       | $37300830.02       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7305     | 2053-10-01      | 6.0000%  | 0.0000% | $8096.00           | $5905.95           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1893     | 2055-08-01      | 6.5000%  | 0.0000% | $3152955.00        | $3252591.53        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0109     | 2056-04-01      | 4.5000%  | 0.0000% | $5237504.00        | $5046842.11        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7540     | 2055-07-01      | 5.5000%  | 0.0000% | $13307150.00       | $12749443.64       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRQ0115     | 2056-04-01      | 3.5000%  | 0.0000% | $1443983.00        | $1317402.65        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6168     | 2055-12-01      | 5.0000%  | 0.0000% | $16672180.00       | $16264412.84       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0094     | 2056-02-01      | 5.0000%  | 0.0000% | $1917001.00        | $1864986.75        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2231     | 2054-08-01      | 7.0000%  | 0.0000% | $12760000.00       | $9258602.41        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5833     | 2056-01-01      | 5.0000%  | 0.0000% | $39714824.00       | $39040272.80       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0033     | 2040-10-01      | 5.5000%  | 0.0000% | $1143005.00        | $956412.49         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4371     | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $744.68            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0083     | 2056-01-01      | 4.5000%  | 0.0000% | $19011340.00       | $18125678.62       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0118     | 2056-04-01      | 5.0000%  | 0.0000% | $26514935.00       | $26224272.40       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX3447     | 2052-11-01      | 5.5000%  | 0.0000% | $1008.00           | $806.15            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRR0081     | 2041-04-01      | 3.5000%  | 0.0000% | $1536279.00        | $1477927.20        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIRR0037     | 2040-11-01      | 4.5000%  | 0.0000% | $516697.00         | $481496.30         | Agency Mortgage-Backed Securities         |
| GNRA 2025-190 FA         | 2055-11-20      | 4.5401%  | 0.0000% | $84039144.00       | $82423435.99       | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLRJ1860     | 2054-06-01      | 6.5000%  | 0.0000% | $32509370.00       | $22508546.61       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4300     | 2055-06-01      | 5.5000%  | 0.0000% | $8173.00           | $7846.66           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0055     | 2041-01-01      | 5.5000%  | 0.0000% | $2441332.00        | $2323372.13        | Agency Mortgage-Backed Securities         |
| GNRA 2023-185 FA         | 2053-12-20      | 4.7401%  | 0.0000% | $123448217.00      | $34353008.22       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0483 M         | 2055-07-20      | 4.5000%  | 0.0000% | $29277582.00       | $27767159.73       | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M         | 2055-01-20      | 5.5000%  | 0.0000% | $33721524.00       | $25325044.69       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5671     | 2055-04-01      | 4.5000%  | 0.0000% | $41615.00          | $37985.30          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4255     | 2051-02-01      | 2.0000%  | 0.0000% | $59921898.00       | $31906627.32       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7483     | 2055-07-01      | 6.0000%  | 0.0000% | $806907.00         | $642213.89         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0062     | 2055-11-01      | 4.5000%  | 0.0000% | $37048595.00       | $35187957.37       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3159     | 2054-12-01      | 6.0000%  | 0.0000% | $13114666.00       | $10870935.53       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ6865     | 2051-12-01      | 2.0000%  | 0.0000% | $19357000.00       | $11984644.01       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7892     | 2056-03-01      | 5.5000%  | 0.0000% | $526237.00         | $534866.56         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0041     | 2055-08-01      | 6.0000%  | 0.0000% | $66913994.00       | $52274562.23       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4379     | 2055-06-01      | 6.0000%  | 0.0000% | $17547462.00       | $17413581.42       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842     | 2052-12-01      | 5.5000%  | 0.0000% | $2513914.00        | $1794521.39        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA9826     | 2056-04-01      | 5.5000%  | 0.0000% | $4633030.00        | $4711092.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB2223     | 2056-05-01      | 5.0000%  | 0.0000% | $10619708.00       | $10525381.40       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5611     | 2055-02-01      | 4.0000%  | 0.0000% | $37000.00          | $32750.73          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5996     | 2056-03-01      | 4.5000%  | 0.0000% | $19518807.00       | $18738699.26       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5823     | 2055-09-01      | 6.0000%  | 0.0000% | $21032350.00       | $17129585.49       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA6053     | 2056-04-01      | 5.0000%  | 0.0000% | $7999700.00        | $7912005.51        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9664     | 2055-12-01      | 5.5000%  | 0.0000% | $3665767.00        | $3626349.97        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS4928     | 2050-06-01      | 3.5000%  | 0.0000% | $141004.00         | $101632.44         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5910     | 2055-12-01      | 5.5000%  | 0.0000% | $522605.00         | $504547.56         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7343     | 2046-06-01      | 3.0000%  | 0.0000% | $1002.00           | $137.57            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7155     | 2046-05-01      | 3.0000%  | 0.0000% | $1001.00           | $133.55            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8784     | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $197.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4041     | 2052-07-01      | 5.0000%  | 0.0000% | $47348433.00       | $33659647.68       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM3879     | 2050-07-01      | 2.5000%  | 0.0000% | $26347156.00       | $11371213.50       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5750     | 2050-08-01      | 4.0000%  | 0.0000% | $5000.00           | $1143.43           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3185     | 2055-10-01      | 5.5000%  | 0.0000% | $50000000.00       | $49584765.25       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4613     | 2052-09-01      | 4.5000%  | 0.0000% | $71000.00          | $53911.38          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0655     | 2047-11-01      | 3.5000%  | 0.0000% | $664650.00         | $145290.53         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9701     | 2055-09-01      | 6.0000%  | 0.0000% | $1919606.00        | $1876412.73        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE3610     | 2055-07-01      | 5.0000%  | 0.0000% | $23100457.00       | $22344616.36       | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2055-01-25      | 4.5952%  | 0.0000% | $1000000.00        | $679065.47         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQF0693     | 2052-09-01      | 5.5000%  | 0.0000% | $1072775.00        | $480921.03         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8473     | 2054-11-01      | 4.5000%  | 0.0000% | $1403732.00        | $1232158.61        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8384     | 2053-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1140.51           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8276     | 2052-12-01      | 5.0000%  | 0.0000% | $4063.00           | $3102.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8483     | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $186.54            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS8804     | 2047-02-01      | 3.5000%  | 0.0000% | $2000.00           | $322.37            | Agency Mortgage-Backed Securities         |
| FNRM CL004HP R25F004     | 2051-02-25      | 5.5000%  | 0.0000% | $12747000.00       | $8242790.26        | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAH0621     | 2041-01-01      | 3.5000%  | 0.0000% | $1045.00           | $56.65             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8363     | 2053-09-01      | 6.0000%  | 0.0000% | $3000.00           | $1913.39           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8324     | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1420.92           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8393     | 2054-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1696.76           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4607     | 2045-11-01      | 3.5000%  | 0.0000% | $7000000.00        | $1165196.40        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIZS6356     | 2026-08-01      | 5.0000%  | 0.0000% | $284550.00         | $35.35             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9056     | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $794.30            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7576     | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $906.32            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3PRE6051     | 2050-07-01      | 2.5000%  | 0.0000% | $2000.00           | $493.27            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8245     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $740.76            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-07-25      | 4.5452%  | 0.0000% | $10000000.00       | $4525068.18        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2053-09-25      | 4.9452%  | 0.0000% | $2655.00           | $1755.19           | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-02-25      | 4.6452%  | 0.0000% | $900000.00         | $710410.10         | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD1335     | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $706.66            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8177     | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1828.29           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1554     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $723.56            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB1457     | 2040-03-01      | 5.5000%  | 0.0000% | $403956.00         | $277256.21         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0355     | 2035-06-01      | 3.5000%  | 0.0000% | $2000.00           | $387.29            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2884     | 2053-05-01      | 5.5000%  | 0.0000% | $2780.00           | $1824.62           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6313     | 2055-08-01      | 5.5000%  | 0.0000% | $581275.00         | $490382.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3882     | 2055-12-01      | 5.0000%  | 0.0000% | $18529344.00       | $18081138.16       | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-02-25      | 4.5452%  | 0.0000% | $1464680.00        | $1049481.47        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-08-25      | 4.5952%  | 0.0000% | $5684392.00        | $5135796.84        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDC3790     | 2054-10-01      | 5.5000%  | 0.0000% | $1010233.00        | $952868.36         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0396     | 2054-09-01      | 5.5000%  | 0.0000% | $1300000.00        | $992443.96         | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-08-25      | 4.5452%  | 0.0000% | $76803345.00       | $52991584.31       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0555 M         | 2055-08-20      | 5.0000%  | 0.0000% | $5750959.00        | $5609412.46        | Agency Mortgage-Backed Securities         |
| GNII SF MB1068 M         | 2056-04-20      | 4.0000%  | 0.0000% | $655439.00         | $613020.44         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1864     | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $295.46            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG4512     | 2056-03-01      | 4.5000%  | 0.0000% | $1053246.00        | $1015212.57        | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M         | 2054-01-20      | 5.5000%  | 0.0000% | $13476579.00       | $9778354.12        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3982     | 2050-05-01      | 3.5000%  | 0.0000% | $12000.00          | $2453.54           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0117     | 2056-04-01      | 4.5000%  | 0.0000% | $42403320.00       | $40919288.61       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7556     | 2051-05-01      | 3.5000%  | 0.0000% | $6001.00           | $2116.77           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4361     | 2036-06-01      | 2.5000%  | 0.0000% | $129000.00         | $58538.06          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4562     | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $635.62            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8074     | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $520.79            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0902     | 2052-02-01      | 2.5000%  | 0.0000% | $213597.00         | $143100.71         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6401     | 2054-09-01      | 6.0000%  | 0.0000% | $16455000.00       | $12125426.49       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $165.87            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4579     | 2041-11-01      | 4.0000%  | 0.0000% | $1001.00           | $45.62             | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI9374     | 2054-07-01      | 7.0000%  | 0.0000% | $1163063.00        | $960189.37         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA1411     | 2049-09-01      | 3.0000%  | 0.0000% | $2000.00           | $666.44            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8062     | 2050-05-01      | 3.0000%  | 0.0000% | $3000.00           | $712.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725690     | 2034-08-01      | 6.0000%  | 0.0000% | $150000.00         | $974.59            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR4393     | 2051-03-01      | 2.0000%  | 0.0000% | $5000.00           | $2737.88           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3382     | 2054-10-01      | 5.5000%  | 0.0000% | $1076876.00        | $1071853.12        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4133     | 2052-03-01      | 2.5000%  | 0.0000% | $1009.00           | $638.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY6383     | 2053-07-01      | 6.5000%  | 0.0000% | $784018.00         | $708534.85         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7313     | 2055-06-01      | 6.0000%  | 0.0000% | $745895.00         | $469533.23         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4660     | 2056-03-01      | 5.0000%  | 0.0000% | $7008330.00        | $6922788.38        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2232     | 2054-08-01      | 7.0000%  | 0.0000% | $12325000.00       | $9038029.06        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4355     | 2055-06-01      | 5.0000%  | 0.0000% | $5909168.00        | $5610654.87        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE3268     | 2055-06-01      | 7.0000%  | 0.0000% | $1485024.00        | $856130.65         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1285     | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $589.02            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF9488     | 2056-01-01      | 4.5000%  | 0.0000% | $144084.00         | $138513.39         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1797     | 2056-02-01      | 5.0000%  | 0.0000% | $1000896.00        | $945201.00         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1817     | 2056-02-01      | 5.0000%  | 0.0000% | $1001925.00        | $985649.34         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI8216     | 2054-06-01      | 5.5000%  | 0.0000% | $184000.00         | $135181.44         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0851     | 2047-12-01      | 3.5000%  | 0.0000% | $75045930.00       | $19377437.07       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI9484     | 2041-09-01      | 4.5000%  | 0.0000% | $2888.00           | $44.85             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1876     | 2051-10-01      | 3.0000%  | 0.0000% | $442799.00         | $305035.86         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7031     | 2051-01-01      | 4.0000%  | 0.0000% | $4001.00           | $1121.51           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA8645     | 2051-01-01      | 4.0000%  | 0.0000% | $8000.00           | $2650.18           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7411     | 2051-05-01      | 2.0000%  | 0.0000% | $6000.00           | $3659.80           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIDG4926     | 2041-03-01      | 4.0000%  | 0.0000% | $392639.00         | $381957.61         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2029-08-31      | 3.6250%  | 0.0000% | $6276600.00        | $6252051.16        | U.S. Treasuries (including strips)        |
| FEPC 03.500 CLZS3504     | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $120.66            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4474     | 2042-03-01      | 3.5000%  | 0.0000% | $1000.00           | $67.50             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA6051     | 2056-04-01      | 4.0000%  | 0.0000% | $2375.00           | $2233.76           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5437     | 2055-08-01      | 6.0000%  | 0.0000% | $5912239.00        | $5218534.76        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY7139     | 2055-06-01      | 7.0000%  | 0.0000% | $1039621.00        | $1108488.29        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1368     | 2055-07-01      | 6.0000%  | 0.0000% | $2245312.00        | $2273759.23        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB1710     | 2056-05-01      | 5.0000%  | 0.0000% | $9156805.00        | $9097979.65        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378     | 2053-10-01      | 5.5000%  | 0.0000% | $6926459.00        | $5522242.72        | Agency Mortgage-Backed Securities         |
| GNII JM MA8935 M         | 2053-06-20      | 5.0000%  | 0.0000% | $10544773.00       | $7559302.22        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7237     | 2053-10-01      | 5.5000%  | 0.0000% | $258287.00         | $220278.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA7776     | 2056-03-01      | 5.0000%  | 0.0000% | $752147.00         | $742599.25         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4149     | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $446.94            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA5823     | 2056-02-01      | 5.0000%  | 0.0000% | $18238518.00       | $17071765.94       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA8318     | 2056-03-01      | 5.0000%  | 0.0000% | $264029.00         | $260746.39         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2316     | 2055-09-01      | 5.5000%  | 0.0000% | $44216127.00       | $42135605.45       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CJMA0783     | 2026-05-25      | 3.5000%  | 0.0000% | $4906.00           | $0.83              | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4470     | 2036-11-01      | 2.0000%  | 0.0000% | $2002.00           | $1065.00           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA6029     | 2056-04-01      | 5.0000%  | 0.0000% | $8849502.00        | $8725301.44        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA6031     | 2056-04-01      | 6.0000%  | 0.0000% | $9813968.00        | $10037723.01       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB837923     | 2035-08-01      | 6.4270%  | 0.0000% | $7013.00           | $44.80             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5820     | 2055-09-01      | 4.5000%  | 0.0000% | $36000.00          | $33718.05          | Agency Mortgage-Backed Securities         |
| GNRM 2025-194 MP         | 2055-11-20      | 4.5000%  | 0.0000% | $11496000.00       | $11117495.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 GF         | 2065-10-20      | 4.6401%  | 0.0000% | $70414292.00       | $40751491.92       | Agency Collateralized Mortgage Obligation |
| GNRM 2014-76 BP          | 2040-01-20      | 2.2500%  | 0.0000% | $18174000.00       | $867058.01         | Agency Collateralized Mortgage Obligation |
| GNRM 2026-032 M          | 2056-01-20      | 4.5000%  | 0.0000% | $50000000.00       | $48898750.12       | Agency Collateralized Mortgage Obligation |
| GNII SF MA8801 M         | 2053-04-20      | 5.5000%  | 0.0000% | $30825749.00       | $20141502.52       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0119     | 2056-04-01      | 5.5000%  | 0.0000% | $49995.00          | $50531.47          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0116     | 2056-04-01      | 4.0000%  | 0.0000% | $6277830.00        | $5904501.40        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9748     | 2054-11-01      | 5.0000%  | 0.0000% | $1014253.00        | $982333.14         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQN9402     | 2037-02-01      | 2.0000%  | 0.0000% | $2000.00           | $975.41            | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2055-04-25      | 4.5452%  | 0.0000% | $54895000.00       | $37029878.84       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CIQO1427     | 2038-06-01      | 5.5000%  | 0.0000% | $484391.00         | $172967.39         | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2028-03-09      | 3.6300%  | 0.0000% | $7732000.00        | $7725934.25        | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2055-08-25      | 4.5452%  | 0.0000% | $500000.00         | $487109.91         | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CLCB9182     | 2054-09-01      | 7.0000%  | 0.0000% | $12519000.00       | $8330506.43        | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CICB0314     | 2036-04-01      | 1.5000%  | 0.0000% | $325000.00         | $160549.99         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7180     | 2055-07-01      | 6.0000%  | 0.0000% | $3055096.00        | $2247023.63        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC4864     | 2054-10-01      | 6.5000%  | 0.0000% | $1026345.00        | $922309.91         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7980     | 2054-10-01      | 5.5000%  | 0.0000% | $1051249.00        | $699726.97         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2378     | 2054-09-01      | 6.0000%  | 0.0000% | $4119697.00        | $3037274.82        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ4431     | 2054-09-01      | 6.5000%  | 0.0000% | $12504000.00       | $10184868.47       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD3713     | 2055-03-01      | 5.5000%  | 0.0000% | $305116.00         | $301046.26         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZJ9406     | 2032-01-01      | 3.5000%  | 0.0000% | $1366.00           | $73.12             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469     | 2054-10-01      | 5.5000%  | 0.0000% | $288778.00         | $223376.33         | Agency Mortgage-Backed Securities         |
| FMAR 1G2137 G            | 2037-08-01      | 6.8330%  | 0.0000% | $6901.00           | $46.36             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8177     | 2037-09-01      | 3.5000%  | 0.0000% | $6000.00           | $3349.51           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2026-11-04      | 3.6600%  | 0.0000% | $1000000.00        | $1005801.33        | Agency Debentures and Agency Strips       |
| FEPC 04.500 CISB8186     | 2037-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1011.24           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5659     | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $135.99            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS8233     | 2054-05-01      | 7.0000%  | 0.0000% | $13822000.00       | $9175568.63        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS7751     | 2053-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2461.15           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA9502     | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $875.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5608     | 2055-10-01      | 6.0000%  | 0.0000% | $4047757.00        | $3831613.22        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5618     | 2040-02-01      | 5.5000%  | 0.0000% | $810809.00         | $508213.71         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5880     | 2055-11-01      | 6.0000%  | 0.0000% | $339770.00         | $307637.96         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ0632     | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $127.10            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4565     | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $601.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5389     | 2054-06-01      | 6.0000%  | 0.0000% | $1030.00           | $627.47            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438     | 2051-10-01      | 2.5000%  | 0.0000% | $63962.00          | $37684.38          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5162     | 2033-09-01      | 5.0000%  | 0.0000% | $74800.00          | $42535.97          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6051     | 2053-04-01      | 4.5000%  | 0.0000% | $29951.00          | $23706.93          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9961     | 2055-12-01      | 5.5000%  | 0.0000% | $4322650.00        | $4376580.41        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0084     | 2056-01-01      | 5.0000%  | 0.0000% | $69110.00          | $66923.11          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA3667     | 2056-01-01      | 5.0000%  | 0.0000% | $83879.00          | $82604.43          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB3346     | 2052-04-01      | 2.0000%  | 0.0000% | $118181.00         | $79956.33          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0003     | 2040-06-01      | 5.5000%  | 0.0000% | $1109887.00        | $833963.72         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA6052     | 2056-04-01      | 4.5000%  | 0.0000% | $217817.00         | $210193.84         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5877     | 2055-11-01      | 4.5000%  | 0.0000% | $29581906.00       | $27871976.49       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL5109     | 2056-05-01      | 5.5000%  | 0.0000% | $22048742.00       | $22391722.44       | Agency Mortgage-Backed Securities         |
| GNRA 2024-004 BF         | 2054-01-20      | 4.6901%  | 0.0000% | $62740000.00       | $39236595.62       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-043 JA         | 2049-05-20      | 5.5000%  | 0.0000% | $10000000.00       | $3270084.97        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLRJ3508     | 2055-02-01      | 6.0000%  | 0.0000% | $2841240.00        | $2194147.70        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5854     | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $871.53            | Agency Mortgage-Backed Securities         |
| GNRA 2025-001 FP         | 2055-01-20      | 4.5401%  | 0.0000% | $8642982.00        | $4141830.35        | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2055-05-25      | 4.6452%  | 0.0000% | $61352647.00       | $44469627.25       | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2054-03-25      | 4.7452%  | 0.0000% | $43135112.00       | $27761325.52       | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2054-08-25      | 4.7952%  | 0.0000% | $33900000.00       | $14037641.57       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD8194     | 2052-02-01      | 2.5000%  | 0.0000% | $192000.00         | $121288.88         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC5575     | 2051-08-01      | 2.5000%  | 0.0000% | $120252.00         | $72103.59          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391     | 2055-01-01      | 6.0000%  | 0.0000% | $1907.00           | $1521.34           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8058     | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $322.74            | Agency Mortgage-Backed Securities         |
| FKAR 01.250 WNWN2053     | 2027-04-01      | 1.2500%  | 0.0000% | $30000.00          | $27099.51          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6046     | 2053-04-01      | 4.5000%  | 0.0000% | $41668225.00       | $33463874.12       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV5915     | 2055-08-01      | 6.0000%  | 0.0000% | $25184734.00       | $20535376.11       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ7056     | 2052-01-01      | 2.0000%  | 0.0000% | $4005.00           | $2499.09           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9058     | 2054-08-01      | 5.0000%  | 0.0000% | $34850558.00       | $32109550.08       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1394     | 2051-08-01      | 2.5000%  | 0.0000% | $1089820.00        | $745486.19         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6589     | 2055-06-01      | 6.5000%  | 0.0000% | $2997203.00        | $2085287.68        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7645     | 2055-09-01      | 6.0000%  | 0.0000% | $2733144.00        | $2774890.89        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9653     | 2047-07-01      | 4.0000%  | 0.0000% | $510000.00         | $64950.03          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0412     | 2054-09-01      | 5.5000%  | 0.0000% | $1073150.00        | $950374.08         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3025     | 2054-10-01      | 5.5000%  | 0.0000% | $1303230.00        | $1184950.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5349     | 2054-10-01      | 5.5000%  | 0.0000% | $607364.00         | $545208.11         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9503     | 2055-09-01      | 5.5000%  | 0.0000% | $1198519.00        | $1211736.32        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4364     | 2052-08-01      | 3.5000%  | 0.0000% | $3299419.00        | $2249550.63        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0392     | 2052-01-01      | 2.5000%  | 0.0000% | $5004.00           | $3354.83           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725228     | 2034-03-01      | 6.0000%  | 0.0000% | $2203.00           | $10.90             | Agency Mortgage-Backed Securities         |
| FNRM CL070GH R25F070     | 2055-07-25      | 8.0000%  | 0.0000% | $2630365.00        | $2525671.52        | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFS2122     | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1305.09           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2053-10-25      | 4.9452%  | 0.0000% | $50000000.00       | $26480452.44       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLFS0392     | 2052-01-01      | 2.5000%  | 0.0000% | $109504.00         | $73414.72          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2055-11-25      | 4.5452%  | 0.0000% | $500000.00         | $475503.66         | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAB6929     | 2042-11-01      | 3.5000%  | 0.0000% | $9200000.00        | $1268223.30        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2074     | 2055-08-01      | 6.0000%  | 0.0000% | $10747358.00       | $9433506.19        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL4180     | 2055-09-01      | 6.0000%  | 0.0000% | $52888633.00       | $50751918.69       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4807     | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $716.02            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4625     | 2052-06-01      | 3.5000%  | 0.0000% | $4924.00           | $3466.34           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700     | 2052-08-01      | 4.0000%  | 0.0000% | $4002.00           | $2941.84           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ0504     | 2055-08-01      | 7.0000%  | 0.0000% | $216990.00         | $228721.73         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2225     | 2055-08-01      | 6.0000%  | 0.0000% | $4168538.00        | $3092636.95        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796     | 2048-09-01      | 4.5000%  | 0.0000% | $26708738.00       | $8130967.38        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP8111     | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $523.28            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2055-02-25      | 4.6452%  | 0.0000% | $900000.00         | $678803.38         | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFS1374     | 2052-03-01      | 3.0000%  | 0.0000% | $4000.00           | $2693.27           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3686     | 2053-01-01      | 5.0000%  | 0.0000% | $5000.00           | $3645.79           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 GL252790     | 2029-08-01      | 7.5000%  | 0.0000% | $22448.00          | $17.57             | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-03-25      | 4.8452%  | 0.0000% | $4034536.00        | $2822135.92        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLSD5696     | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1587.93           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9369     | 2055-09-01      | 6.0000%  | 0.0000% | $4685827.00        | $3956822.25        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2319     | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $352.79            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362     | 2053-09-01      | 5.5000%  | 0.0000% | $69739.00          | $52434.27          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8334     | 2039-10-01      | 5.0000%  | 0.0000% | $4000.00           | $2646.74           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5599     | 2054-10-01      | 5.5000%  | 0.0000% | $6624280.00        | $5896833.89        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1701     | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $633.13            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8382     | 2053-08-01      | 5.5000%  | 0.0000% | $25503287.00       | $20892552.08       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4244     | 2042-11-01      | 3.5000%  | 0.0000% | $3000010.00        | $415150.53         | Agency Mortgage-Backed Securities         |
| GNRA 2025-134 GF         | 2065-08-20      | 4.6901%  | 0.0000% | $31470821.00       | $24468390.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-019 MF         | 2054-02-20      | 4.6401%  | 0.0000% | $5479056.00        | $3748971.27        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0869 M         | 2055-12-20      | 4.0000%  | 0.0000% | $4021180.00        | $3740779.13        | Agency Mortgage-Backed Securities         |
| GNII SF MB1069 M         | 2056-04-20      | 4.5000%  | 0.0000% | $6140593.00        | $5944063.32        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB1905     | 2056-04-01      | 5.5000%  | 0.0000% | $1753199.00        | $1784126.41        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4659     | 2056-04-01      | 5.0000%  | 0.0000% | $1569702.00        | $1547136.85        | Agency Mortgage-Backed Securities         |
| GNII SF MB0995 M         | 2056-03-20      | 4.5000%  | 0.0000% | $213026.00         | $205833.18         | Agency Mortgage-Backed Securities         |
| GNII SF MB0485 M         | 2055-07-20      | 5.5000%  | 0.0000% | $12903442.00       | $11312558.66       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5854     | 2055-09-01      | 6.0000%  | 0.0000% | $4667689.00        | $4380178.83        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4048     | 2050-06-01      | 3.0000%  | 0.0000% | $5000.00           | $1269.32           | Agency Mortgage-Backed Securities         |
| GNII SF MB0745 M         | 2055-11-20      | 5.0000%  | 0.0000% | $25000.00          | $24625.17          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4785     | 2052-10-01      | 5.0000%  | 0.0000% | $2033.00           | $1423.26           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5654     | 2035-02-01      | 5.0000%  | 0.0000% | $148677.00         | $94233.75          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0362     | 2054-08-01      | 5.5000%  | 0.0000% | $1242959.00        | $893869.80         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4326     | 2051-05-01      | 2.5000%  | 0.0000% | $5052.00           | $2692.48           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAK9325     | 2032-04-01      | 4.0000%  | 0.0000% | $441734.00         | $36538.30          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0480     | 2056-01-01      | 5.0000%  | 0.0000% | $1005955.00        | $986845.50         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC2972     | 2054-10-01      | 5.5000%  | 0.0000% | $1041202.00        | $1035941.90        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4077     | 2041-10-01      | 4.0000%  | 0.0000% | $2633.00           | $175.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6901     | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $632.13            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8550     | 2053-02-01      | 5.5000%  | 0.0000% | $10303685.00       | $8033176.43        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBX3533     | 2056-05-01      | 4.5000%  | 0.0000% | $30953346.00       | $29870009.84       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5830     | 2040-09-01      | 5.5000%  | 0.0000% | $23218.00          | $19065.70          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5558     | 2055-03-01      | 6.0000%  | 0.0000% | $2938993.00        | $2517008.29        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2061     | 2055-08-01      | 5.5000%  | 0.0000% | $4076.00           | $3629.71           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE7805     | 2055-08-01      | 6.5000%  | 0.0000% | $4235712.00        | $4384713.13        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA6064     | 2046-04-01      | 5.0000%  | 0.0000% | $2815006.00        | $2808877.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9012     | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $824.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8544     | 2054-05-01      | 6.0000%  | 0.0000% | $1084.00           | $877.95            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0110     | 2056-04-01      | 5.0000%  | 0.0000% | $25235719.00       | $24878122.68       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG0482     | 2056-01-01      | 4.5000%  | 0.0000% | $422698.00         | $406560.88         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC2407     | 2056-04-01      | 6.5000%  | 0.0000% | $1039.00           | $1108.15           | Agency Mortgage-Backed Securities         |
| GNII SF MA6339 M         | 2049-12-20      | 3.5000%  | 0.0000% | $39631345.00       | $4814401.37        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2026-06-16      | 0.0000%  | 0.0000% | $402100.00         | $400251.95         | U.S. Treasuries (including strips)        |
| FEPC 02.500 CLSD8151     | 2051-06-01      | 2.5000%  | 0.0000% | $2000.00           | $1110.95           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8183     | 2037-10-01      | 3.5000%  | 0.0000% | $1000.00           | $562.03            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8030     | 2049-12-01      | 3.0000%  | 0.0000% | $3951.00           | $657.39            | Agency Mortgage-Backed Securities         |
| FEPC 05.460 6GZM9157     | 2037-08-01      | 5.4600%  | 0.0000% | $2000.00           | $111.28            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1275     | 2052-07-01      | 4.5000%  | 0.0000% | $11958194.00       | $8130552.97        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD5707     | 2054-06-01      | 7.0000%  | 0.0000% | $13692000.00       | $8547155.11        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2194     | 2050-02-01      | 3.0000%  | 0.0000% | $2000.00           | $723.06            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2579     | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $734.54            | Agency Mortgage-Backed Securities         |
| FEPC 05.620 6GZM8956     | 2036-12-01      | 5.6200%  | 0.0000% | $2000.00           | $155.51            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G04153 G     | 2038-03-01      | 5.5000%  | 0.0000% | $17832.00          | $93.97             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2412     | 2055-09-01      | 6.0000%  | 0.0000% | $8403133.00        | $6766807.22        | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M         | 2055-02-20      | 5.5000%  | 0.0000% | $49506193.00       | $37431610.14       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0093     | 2056-02-01      | 4.5000%  | 0.0000% | $63120538.00       | $60449032.42       | Agency Mortgage-Backed Securities         |
| GNRA 2025-041 MF         | 2065-03-20      | 4.4401%  | 0.0000% | $115120475.00      | $45922108.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-019 FA         | 2054-02-20      | 4.6901%  | 0.0000% | $50861500.00       | $31412725.10       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-035 HP         | 2054-10-20      | 4.5000%  | 0.0000% | $15117000.00       | $14845435.03       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLRA7779     | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $3430.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBO9446     | 2053-07-01      | 5.5000%  | 0.0000% | $1126837.00        | $554563.15         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2363     | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $699.21            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-08-25      | 4.5452%  | 0.0000% | $6071563.00        | $2889231.81        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-06-25      | 4.6452%  | 0.0000% | $1900000.00        | $1318670.12        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDE8417     | 2055-08-01      | 5.5000%  | 0.0000% | $51765997.00       | $44301878.09       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV8509     | 2052-05-01      | 3.0000%  | 0.0000% | $4000.00           | $2728.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2709     | 2053-05-01      | 5.5000%  | 0.0000% | $1701575.00        | $852324.38         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD5368     | 2052-07-01      | 2.5000%  | 0.0000% | $960900.00         | $720878.65         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977     | 2053-11-01      | 5.0000%  | 0.0000% | $1008.00           | $838.24            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8089     | 2050-07-01      | 2.5000%  | 0.0000% | $10000.00          | $3409.36           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9878     | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $719.78            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-06-25      | 4.6452%  | 0.0000% | $64294511.00       | $56828723.74       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-06-25      | 4.6452%  | 0.0000% | $1000000.00        | $761187.70         | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-09-25      | 4.5952%  | 0.0000% | $500000.00         | $436118.99         | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-06-25      | 4.6452%  | 0.0000% | $2978949.00        | $2122399.47        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2053-11-25      | 5.1952%  | 0.0000% | $41072683.00       | $17004043.34       | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQC2692     | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $890.45            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE1754     | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $680.67            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-08-25      | 4.5452%  | 0.0000% | $38931766.00       | $23918479.61       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-08-25      | 4.6452%  | 0.0000% | $1500000.00        | $1156663.90        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-04-25      | 4.6952%  | 0.0000% | $24197433.00       | $15847233.23       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2052-08-25      | 5.0000%  | 0.0000% | $28333944.00       | $19105361.94       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-12-25      | 4.5952%  | 0.0000% | $84449170.00       | $75836979.46       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-06-25      | 4.6452%  | 0.0000% | $19075500.00       | $14675854.41       | Agency Collateralized Mortgage Obligation |
| FEPC 05.440 6GZM9084     | 2037-09-01      | 5.4400%  | 0.0000% | $2000.00           | $123.21            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2357     | 2053-02-01      | 6.0000%  | 0.0000% | $105799.00         | $73208.06          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3993     | 2055-10-01      | 6.0000%  | 0.0000% | $39430751.00       | $36914317.03       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4099     | 2035-08-01      | 2.5000%  | 0.0000% | $4992.00           | $1504.93           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7597     | 2053-12-01      | 5.5000%  | 0.0000% | $53870898.00       | $46579424.40       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445     | 2054-08-01      | 6.0000%  | 0.0000% | $257271.00         | $158357.47         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4079     | 2050-07-01      | 3.0000%  | 0.0000% | $3000.00           | $812.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA4972     | 2056-03-01      | 4.5000%  | 0.0000% | $69368338.00       | $66615736.39       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879     | 2052-07-01      | 2.5000%  | 0.0000% | $41749.00          | $31050.15          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4723     | 2056-02-01      | 5.0000%  | 0.0000% | $2827111.00        | $2754082.45        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2476     | 2054-09-01      | 7.0000%  | 0.0000% | $12923000.00       | $8090282.21        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5307     | 2055-11-01      | 4.5000%  | 0.0000% | $24444049.00       | $23085898.61       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4526     | 2056-01-01      | 5.5000%  | 0.0000% | $11053536.00       | $10851857.32       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2644     | 2052-01-01      | 2.5000%  | 0.0000% | $1993754.00        | $1352499.52        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0328     | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $910.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8666     | 2055-09-01      | 6.0000%  | 0.0000% | $4690170.00        | $4790123.61        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6795     | 2055-11-01      | 6.0000%  | 0.0000% | $4408418.00        | $4532915.28        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793     | 2055-08-01      | 6.0000%  | 0.0000% | $25572362.00       | $20227134.23       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0101     | 2056-03-01      | 4.5000%  | 0.0000% | $91408639.00       | $87698935.43       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0026     | 2040-09-01      | 5.5000%  | 0.0000% | $7092.00           | $5751.10           | Agency Mortgage-Backed Securities         |
| GNII SF MB0874 M         | 2056-01-20      | 6.5000%  | 0.0000% | $9652206.00        | $10061679.39       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4437     | 2051-10-01      | 2.0000%  | 0.0000% | $58106.00          | $35077.71          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY0917     | 2055-04-01      | 7.0000%  | 0.0000% | $3619750.00        | $2941747.55        | Agency Mortgage-Backed Securities         |
| GNRA 2025-105 F          | 2065-06-20      | 4.5401%  | 0.0000% | $134396612.00      | $105527754.41      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FA         | 2054-05-20      | 4.7401%  | 0.0000% | $3242989.00        | $2644132.49        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLTA1744     | 2055-12-01      | 5.0000%  | 0.0000% | $1002857.00        | $988072.10         | Agency Mortgage-Backed Securities         |
| GNII SF MA8200 M         | 2052-08-20      | 4.0000%  | 0.0000% | $40648000.00       | $28602949.01       | Agency Mortgage-Backed Securities         |
| GNII SF MB0488 M         | 2055-07-20      | 7.0000%  | 0.0000% | $40175.00          | $23913.77          | Agency Mortgage-Backed Securities         |
| GNII SF MB0994 M         | 2055-11-20      | 4.0000%  | 0.0000% | $40082.00          | $37411.73          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2118     | 2056-02-01      | 5.0000%  | 0.0000% | $300346.00         | $294841.48         | Agency Mortgage-Backed Securities         |

### Security 658: 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: ARP1HC7Z3, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1HC7Z3
- **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):** 2026-05-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ADOBE INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $23617.00          | $5752392.69        | Equities   |
| ALIGN TECHNOLOGY INC           COM              | 2500-12-31      | N/A      | 0.0000% | $4534.00           | $808865.60         | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $9800.00           | $15092.00          | Equities   |
| BRUNSWICK CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $100.00            | $7935.00           | Equities   |
| MCDONALDS CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $3819.00           | $1107815.52        | Equities   |
| TRAVELERS COMPANIES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2573.00           | $777689.25         | Equities   |
| CROWN RESV ACQUISITION CORP I  ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $78950.00          | $794237.00         | Equities   |
| IMMUNITYBIO INC                COM              | 2500-12-31      | N/A      | 0.0000% | $21800.00          | $151728.00         | Equities   |
| DT CLOUD STAR ACQUISITION CORP SHS              | 2500-12-31      | N/A      | 0.0000% | $2604.00           | $29216.88          | Equities   |
| WILLIAMS COS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $124128.00         | $9101064.96        | Equities   |
| LABCORP HOLDINGS INC           COM SHS          | 2500-12-31      | N/A      | 0.0000% | $4553.00           | $1170758.42        | Equities   |
| SMUCKER J M CO                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7754.00           | $750587.20         | Equities   |
| LUCID GROUP INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $75000.00          | $432000.00         | Equities   |
| CONOCOPHILLIPS                 COM              | 2500-12-31      | N/A      | 0.0000% | $20964.00          | $2688633.00        | Equities   |
| NASDAQ INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1448.00           | $132158.96         | Equities   |
| SEALSQ CORP                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $338600.00         | $893904.00         | Equities   |
| HCM III ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $39837.00          | $404345.55         | Equities   |
| K&F GROWTH ACQUISITION CORP II SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $43917.00          | $460250.16         | Equities   |
| ZIMMER BIOMET HOLDINGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $706.00            | $56529.42          | Equities   |
| MCKINLEY ACQUISITION CORP      SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $35247.00          | $356347.17         | Equities   |
| NORWEGIAN CRUISE LINE HLDGS LT SHS              | 2500-12-31      | N/A      | 0.0000% | $551491.00         | $9799995.07        | Equities   |
| THAYER VENTURES ACQ CORP II    CL A             | 2500-12-31      | N/A      | 0.0000% | $12599.00          | $129013.76         | Equities   |
| SONO GROUP N V                 SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $3186.00           | $21505.50          | Equities   |
| WYNN RESORTS LTD               COM              | 2500-12-31      | N/A      | 0.0000% | $4818.00           | $502228.32         | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $27812.00          | $283404.28         | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $70994.00          | $729818.32         | Equities   |
| DUNE ACQUISITION CORP II       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $8837.00           | $91462.95          | Equities   |
| INDIGO ACQUISITION CORP        ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $11621.00          | $118243.68         | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $2417.00           | $24822.59          | Equities   |
| HARTFORD INSURANCE GROUP INC   COM              | 2500-12-31      | N/A      | 0.0000% | $13161.00          | $1798319.04        | Equities   |
| NANO NUCLEAR ENERGY INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $51566.00          | Equities   |
| HUMANA INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $3690.00           | $897112.80         | Equities   |
| MICRON TECHNOLOGY INC          COM              | 2500-12-31      | N/A      | 0.0000% | $18902.00          | $9799930.92        | Equities   |
| MICROCHIP TECHNOLOGY INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $82831.00          | $7468871.27        | Equities   |
| INDIE SEMICONDUCTOR INC        CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $16175.00          | $66155.75          | Equities   |
| HIMS & HERS HEALTH INC         COM CL A         | 2500-12-31      | N/A      | 0.0000% | $102900.00         | $2709357.00        | Equities   |
| UBER TECHNOLOGIES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $73995.00          | $5510407.65        | Equities   |
| STATE STR CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $11500.00          | $1733050.00        | Equities   |
| SERVE ROBOTICS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $30566.00          | Equities   |
| SUI GROUP HOLDINGS LIMITED     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $589110.00         | $854209.50         | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $23088.00          | $9799932.48        | Equities   |
| VIAVI SOLUTIONS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $8400.00           | $382452.00         | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $56788.00          | $590027.32         | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $18627.00          | $198377.55         | Equities   |
| VICI PPTYS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $342657.00         | $9799990.20        | Equities   |
| AARDVARK THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $15452.00          | $80504.92          | Equities   |
| AES CORP                       COM              | 2500-12-31      | N/A      | 0.0000% | $217828.00         | $3147614.60        | Equities   |
| TORO CO                        COM              | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $328125.00         | Equities   |
| CO2 ENERGY TRANSITION CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $5255.00           | $54704.55          | Equities   |
| DEXCOM INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $7090.00           | $408100.40         | Equities   |
| BRIXMOR PPTY GROUP INC         COM              | 2500-12-31      | N/A      | 0.0000% | $11200.00          | $334096.00         | Equities   |
| CYTOMX THERAPEUTICS INC.       COM              | 2500-12-31      | N/A      | 0.0000% | $112500.00         | $455625.00         | Equities   |
| BROADCOM INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $24170.00          | $9799726.50        | Equities   |
| EXPEDITORS INTL WASH INC       COM              | 2500-12-31      | N/A      | 0.0000% | $6381.00           | $949428.99         | Equities   |
| SEMTECH CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $59400.00          | $5838426.00        | Equities   |
| VERASTEM INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $70300.00          | $379620.00         | Equities   |
| VERIZON COMMUNICATIONS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $13000.00          | $605930.00         | Equities   |
| VISHAY INTERTECHNOLOGY INC     COM              | 2500-12-31      | N/A      | 0.0000% | $281438.00         | $7823976.40        | Equities   |
| NORTHERN TR CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $5765.00           | $950244.95         | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $15900.00          | $81090.00          | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $5179.00           | $55104.56          | Equities   |
| NEOGEN CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $1087680.00        | $9799996.80        | Equities   |
| ONDAS INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $900.00            | $8541.00           | Equities   |
| SYSCO CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $132486.00         | $9799989.42        | Equities   |
| SPARK I ACQUISITION CORP       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2696.00           | $30599.60          | Equities   |
| STONEBRIDGE ACQUISITION II COR CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $8538.00           | $86063.04          | Equities   |
| XBP GLOBAL HOLDINGS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17516.00          | $51146.72          | Equities   |
| AON PLC                        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $12642.00          | $4076918.58        | Equities   |
| EVOLUTION GLOBAL ACQUISITION C USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $54525.00          | $545795.25         | Equities   |
| PHUNWARE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $20300.00          | $43848.00          | Equities   |
| PETCO HEALTH & WELLNESS CO INC COM              | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $8120.00           | Equities   |
| BANK OF AMER CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $185325.00         | $9799986.00        | Equities   |
| APPLIED MATLS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $9524.00           | $3643787.16        | Equities   |
| ASANA INC                      CL A             | 2500-12-31      | N/A      | 0.0000% | $18600.00          | $119040.00         | Equities   |
| ROBINHOOD MKTS INC             COM CL A         | 2500-12-31      | N/A      | 0.0000% | $79.00             | $5624.80           | Equities   |
| PRUDENTIAL FINL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $10138.00          | $977505.96         | Equities   |
| SIONNA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $12300.00          | $460389.00         | Equities   |
| PEGASYSTEMS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $84.00             | $2996.28           | Equities   |
| NEWBURY STR II ACQUISITION COR ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $8434.00           | $89231.72          | Equities   |
| APEX TREAS CORP                ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $24098.00          | $240498.04         | Equities   |
| NEBIUS GROUP N.V.              SHS CLASS A      | 2500-12-31      | N/A      | 0.0000% | $11100.00          | $1567209.00        | Equities   |
| CHECK POINT SOFTWARE TECH LTD  ORD              | 2500-12-31      | N/A      | 0.0000% | $49600.00          | $6942016.00        | Equities   |
| QUETTA ACQUISITION CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $2870.00           | $33005.00          | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW         | 2500-12-31      | N/A      | 0.0000% | $20615.00          | $9799958.70        | Equities   |
| CLEAN ENERGY FUELS CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $93700.00          | $214573.00         | Equities   |
| COCA COLA CONS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $383686.00         | Equities   |
| CONAGRA BRANDS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $26620.00          | $378802.60         | Equities   |
| GENERAL MTRS CO                COM              | 2500-12-31      | N/A      | 0.0000% | $36999.00          | $2834863.38        | Equities   |
| QUALYS INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $100.00            | $8960.00           | Equities   |
| PARKER-HANNIFIN CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $7230.00           | $6850425.00        | Equities   |
| FEDEX CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $25219.00          | $9799851.21        | Equities   |
| ROCKET COS INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $400.00            | $5760.00           | Equities   |
| NORFOLK SOUTHN CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $8576.00           | $2676741.12        | Equities   |
| KKR & CO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $197.00            | $19566.04          | Equities   |
| JPMORGAN CHASE & CO            COM              | 2500-12-31      | N/A      | 0.0000% | $31689.00          | $9799823.25        | Equities   |

### Security 659: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC825, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1HC825
- **C.18 - Value (incl. sponsor support):** $527000000.00
- **C.18.a - Value (excl. sponsor support):** $527000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $800.00            | $820.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $1000.00           | $990.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $1903600.00        | $2842227.89        | 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 | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $98.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $200.00            | $175.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $200900.00         | $196430.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $600.00            | $565.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $700.00            | $554.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $700.00            | $510.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $96.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $600.00            | $415.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $556400.00         | $541721.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $400.00            | $527.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $217900.00         | $219460.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $35163000.00       | $35277320.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $24839000.00       | $25326043.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $700.00            | $666.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $6969000.00        | $6095466.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $95.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $300.00            | $200.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $99490400.00       | $99362900.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $17336100.00       | $17177197.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $1392000.00        | $1394783.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100500.00         | $93752.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $98.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $400.00            | $309.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $72.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $34446500.00       | $32690828.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $300.00            | $387.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $500.00            | $530.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $6043000.00        | $6406583.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $213.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $245058100.00      | $249999937.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $53946000.00       | $54395707.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $88700.00          | $91219.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $27200.00          | $57878.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $600.00            | $485.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $133.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $200.00            | $196.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $2000.00           | $1834.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $3000.00           | $3047.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $62.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $2400.00           | $2258.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $900.00            | $963.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $5000000.00        | $5353535.10        | U.S. Treasuries (including strips) |

### Security 660: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 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: ARP1HC8L3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC8L3
- **C.18 - Value (incl. sponsor support):** $4263000000.00
- **C.18.a - Value (excl. sponsor support):** $4263000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **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? Yes, C.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 05.500 CLFS5632 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $834.30            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5306 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $660.23            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $982871566.00      | $800489841.33      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $885.55            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5856 | 2055-10-01      | 7.0000%  | 0.0000% | $1011.00           | $874.23            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7254 | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $644.81            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0065 | 2055-11-01      | 6.0000%  | 0.0000% | $268195909.00      | $241275420.88      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6987 | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $586.48            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4406 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $830.23            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9812 | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $908.58            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2610 | 2052-03-01      | 3.0000%  | 0.0000% | $1003.00           | $839.81            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3956 | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $858.26            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7610 | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $875.74            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0884 | 2055-08-01      | 6.0000%  | 0.0000% | $1122.00           | $926.22            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKMA5002 | 2053-04-01      | 6.0000%  | 0.0000% | $1013.00           | $654.99            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $895.44            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5293 | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $843.18            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $812001734.00      | $634352138.31      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2680 | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $855.29            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5912 | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $916.14            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX4196 | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $620.71            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6884 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $617.40            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1880 | 2056-02-01      | 4.5000%  | 0.0000% | $1006.00           | $829.91            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0007 | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $593.66            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1015 | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $611.25            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3698 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $676.21            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $684.42            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6314 | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $619.95            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $610.58            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $291270407.00      | $197719118.66      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $1010.00           | $738.68            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMB0308 | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $643.01            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG2242 | 2053-04-01      | 4.5000%  | 0.0000% | $1001.00           | $692.24            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3615 | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $914.05            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $842.55            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD3984 | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $698.89            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $848.38            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3789 | 2053-06-01      | 4.5000%  | 0.0000% | $1003.00           | $730.57            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD1507 | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $631.16            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB8132 | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $644.40            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $141048520.00      | $96979790.15       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $702.09            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  | 0.0000% | $1017.00           | $596.08            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4601 | 2037-05-01      | 1.5000%  | 0.0000% | $1006.00           | $615.04            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $700.08            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2035 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $674.66            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0938 | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $902.81            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0658 | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $886.67            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI9293 | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $688.64            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7737 | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $904.87            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS4059 | 2037-08-01      | 1.5000%  | 0.0000% | $1020.00           | $642.23            | Agency Mortgage-Backed Securities |
| FNMS 03.990 MLAM5731 | 2044-06-01      | 3.9900%  | 0.0000% | $1000.00           | $702.86            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  | 0.0000% | $3335830.00        | $1779216.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5856 | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $927.53            | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PZT2351 | 2048-06-01      | 3.5000%  | 0.0000% | $1000.00           | $708.95            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8207 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $664.17            | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8209 | 2052-03-01      | 1.5000%  | 0.0000% | $1000.00           | $637.82            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1164 | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $727.15            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1694 | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0979 | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $643.64            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE0768 | 2052-04-01      | 3.5000%  | 0.0000% | $1006.00           | $690.51            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6056 | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $651.49            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $1001.00           | $613.01            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4208 | 2053-10-01      | 5.5000%  | 0.0000% | $1002.00           | $880.56            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5998 | 2056-03-01      | 5.5000%  | 0.0000% | $15962486.00       | $15883899.31       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6340 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $601.45            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4117 | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $736.88            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2855 | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $916.23            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8503 | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $886.26            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  | 0.0000% | $1071.00           | $640.41            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2001 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $696.38            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7428 | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $840.24            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  | 0.0000% | $380845376.00      | $331918171.05      | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3396 | 2048-05-01      | 3.5000%  | 0.0000% | $1011.00           | $899.83            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3670 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $832.69            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS4754 | 2037-07-01      | 2.5000%  | 0.0000% | $1001.00           | $590.45            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5067 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $911.98            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0552 | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $915.83            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $1006.00           | $732.90            | Agency Mortgage-Backed Securities |
| FNMS 06.500 ZLFP0145 | 2055-02-25      | 6.5000%  | 0.0000% | $1024.00           | $901.71            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH3942 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $617.40            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4978 | 2055-11-01      | 6.0000%  | 0.0000% | $1001.00           | $874.63            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8356 | 2039-12-01      | 3.0000%  | 0.0000% | $1003.00           | $859.72            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1346 | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $681.04            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE0436 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $827.61            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD7549 | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $591.67            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB1693 | 2040-10-01      | 3.0000%  | 0.0000% | $1024.00           | $911.39            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8366 | 2039-12-01      | 3.0000%  | 0.0000% | $1002.00           | $869.17            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8166 | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $597.13            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0992 | 2052-04-01      | 3.0000%  | 0.0000% | $1001.00           | $670.02            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1966 | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $731.50            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD2969 | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $660.84            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $680.90            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $882.67            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  | 0.0000% | $518999902.00      | $417683342.44      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4890 | 2048-11-01      | 3.0000%  | 0.0000% | $1002.00           | $908.63            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4892 | 2051-08-01      | 3.0000%  | 0.0000% | $1011.00           | $895.71            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0011 | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $918.78            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9154 | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $838.39            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5057 | 2055-09-01      | 6.0000%  | 0.0000% | $1037.00           | $706.63            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL1387 | 2055-01-01      | 3.5000%  | 0.0000% | $1000.00           | $847.54            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1552 | 2037-12-01      | 3.0000%  | 0.0000% | $1000.00           | $727.58            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE1094 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $729.68            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD5035 | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $657.99            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2452 | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $829.69            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6824 | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $612.31            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5546 | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $596.93            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3825 | 2053-09-01      | 6.5000%  | 0.0000% | $632050000.00      | $334888792.03      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ3283 | 2054-08-01      | 5.0000%  | 0.0000% | $1001.00           | $828.71            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9074 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $681.93            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ7629 | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $878.80            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  | 0.0000% | $1419676918.00     | $1162047896.08     | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0266 | 2055-04-01      | 6.0000%  | 0.0000% | $1002.00           | $832.98            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0014 | 2055-02-01      | 6.5000%  | 0.0000% | $944493.00         | $727394.79         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ1092 | 2054-03-01      | 7.0000%  | 0.0000% | $1000.00           | $702.66            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2644 | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $678.37            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL4485 | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $889.94            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $701.05            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2908 | 2053-04-01      | 6.5000%  | 0.0000% | $1039.00           | $698.87            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4476 | 2053-12-01      | 6.5000%  | 0.0000% | $1295.00           | $833.96            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA0588 | 2052-04-01      | 2.0000%  | 0.0000% | $1120.00           | $831.38            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9437 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $717.17            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $196037891.00      | $155061340.69      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4083 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $643.69            | Agency Mortgage-Backed Securities |

### Security 661: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 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: ARP1HC8Q2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1HC8Q2
- **C.18 - Value (incl. sponsor support):** $1416000000.00
- **C.18.a - Value (excl. sponsor support):** $1416000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLFA4848   | 2054-09-01      | 5.0000%  | 0.0000% | $545395.00         | $538243.09         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5924   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.52           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1096   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $986.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6707   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $963.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $2093.00           | $1015.33           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6113   | 2056-02-01      | 5.0000%  | 0.0000% | $21554448.00       | $21170566.33       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548   | 2052-01-01      | 2.5000%  | 0.0000% | $97000.00          | $60988.66          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4190   | 2055-05-01      | 6.0000%  | 0.0000% | $53676780.00       | $50140788.91       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7257   | 2050-10-01      | 2.5000%  | 0.0000% | $66034.00          | $33559.58          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $121000.00         | $80723.93          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4030   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $103.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $222000.00         | $156292.28         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2336   | 2055-12-01      | 5.5000%  | 0.0000% | $37250000.00       | $33555631.49       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8769   | 2053-03-01      | 5.0000%  | 0.0000% | $9178899.00        | $6995553.57        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2429   | 2048-10-01      | 4.0000%  | 0.0000% | $1035.00           | $219.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1453   | 2054-08-01      | 6.5000%  | 0.0000% | $12694000.00       | $9406979.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $14345482.00       | $4873576.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8764   | 2053-03-01      | 5.0000%  | 0.0000% | $2310779.00        | $1828560.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448   | 2035-12-01      | 6.0000%  | 0.0000% | $1000.00           | $15.86             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5984   | 2049-05-01      | 5.0000%  | 0.0000% | $1181974.00        | $158615.98         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ1645   | 2050-08-01      | 2.5000%  | 0.0000% | $1281000.00        | $546456.09         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD6679   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $634.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV5395   | 2052-04-01      | 3.5000%  | 0.0000% | $97000.00          | $49339.43          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6507   | 2051-12-01      | 2.0000%  | 0.0000% | $5760870.00        | $3538126.43        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9369   | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $468.00            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC4690   | 2051-08-01      | 2.5000%  | 0.0000% | $1600000.00        | $976499.62         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569   | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1629.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX0440   | 2044-08-01      | 3.5000%  | 0.0000% | $2264312.00        | $704230.02         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA8501   | 2053-07-01      | 6.5000%  | 0.0000% | $20059000.00       | $9055360.05        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8591   | 2032-01-01      | 2.0000%  | 0.0000% | $500000.00         | $82225.84          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I3BF0295   | 2048-08-01      | 4.0000%  | 0.0000% | $1216000.00        | $208546.89         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0838   | 2064-09-01      | 2.5000%  | 0.0000% | $14518623.00       | $11103164.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5367   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $996.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF7683   | 2055-12-01      | 6.5000%  | 0.0000% | $1011.00           | $1050.02           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423   | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $287.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ4491   | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1115.02           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7380   | 2052-05-01      | 3.5000%  | 0.0000% | $1072.00           | $691.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3349   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $669.78            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640   | 2052-09-01      | 4.0000%  | 0.0000% | $4000.00           | $2891.20           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1454.42           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G67717 G   | 2048-11-01      | 4.0000%  | 0.0000% | $409722.00         | $83805.23          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0416   | 2043-01-01      | 3.5000%  | 0.0000% | $1030.00           | $373.27            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC8887   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $634.35            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $1042.00           | $758.15            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8298   | 2053-02-01      | 4.5000%  | 0.0000% | $13541772.00       | $10693065.30       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4381   | 2056-01-01      | 5.0000%  | 0.0000% | $30379000.00       | $29943186.85       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0597   | 2055-06-01      | 6.5000%  | 0.0000% | $62000000.00       | $50008731.88       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2333   | 2056-04-01      | 5.0000%  | 0.0000% | $39265619.00       | $39019317.29       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2373   | 2056-04-01      | 5.0000%  | 0.0000% | $16671767.00       | $16441405.71       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.09             | U.S. Treasuries (including strips) |
| FEPC 05.000 CLRA7574   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $691.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390   | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1514.87           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1433   | 2054-11-01      | 6.0000%  | 0.0000% | $12392000.00       | $9667062.19        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4453   | 2053-08-01      | 5.0000%  | 0.0000% | $33349000.00       | $32847120.26       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-08-18      | 0.0000%  | 0.0000% | $2000.00           | $1978.16           | U.S. Treasuries (including strips) |
| FNMS 06.000 CLDC4444   | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3031.53           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4599   | 2053-11-01      | 6.5000%  | 0.0000% | $73877.00          | $35888.46          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ3096   | 2041-12-01      | 3.5000%  | 0.0000% | $71099099.00       | $3307895.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5141   | 2056-03-01      | 5.5000%  | 0.0000% | $8999555.00        | $8994177.67        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9440   | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $448.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3185   | 2054-10-01      | 5.5000%  | 0.0000% | $3001.00           | $2652.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7928   | 2052-08-01      | 4.5000%  | 0.0000% | $208932.00         | $146124.45         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8486   | 2053-01-01      | 6.0000%  | 0.0000% | $1187958.00        | $772719.25         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA3285   | 2034-03-01      | 4.0000%  | 0.0000% | $2996.00           | $518.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4250   | 2045-01-01      | 3.5000%  | 0.0000% | $2240640.00        | $250204.24         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3PRE6054   | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $50.26             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1014   | 2051-05-01      | 2.0000%  | 0.0000% | $1008.00           | $563.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $14041120.00       | $11346134.45       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022   | 2052-07-01      | 4.0000%  | 0.0000% | $1001.00           | $583.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR6524   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $497.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2598   | 2053-08-01      | 6.0000%  | 0.0000% | $290832.00         | $289755.41         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0131   | 2053-05-01      | 5.5000%  | 0.0000% | $510614.00         | $336213.87         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0462   | 2055-10-01      | 6.0000%  | 0.0000% | $1696993.00        | $1704631.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4216   | 2053-01-01      | 5.5000%  | 0.0000% | $3599440.00        | $2120684.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0545   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $765.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3248   | 2052-04-01      | 3.5000%  | 0.0000% | $7070.00           | $5131.36           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6426   | 2056-04-01      | 5.5000%  | 0.0000% | $69830589.00       | $70793940.80       | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $7762.00           | $6615.27           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-04-15      | 0.0000%  | 0.0000% | $100.00            | $96.54             | U.S. Treasuries (including strips) |
| FNMS 03.000 CLBV2616   | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $643.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6425   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $817.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0449   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2400.87           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFA2667   | 2055-08-01      | 7.0000%  | 0.0000% | $9584000.00        | $9833863.47        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV1703   | 2055-05-01      | 6.0000%  | 0.0000% | $199289.00         | $206753.80         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4942   | 2054-08-01      | 5.5000%  | 0.0000% | $17853683.00       | $15698948.19       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0948   | 2051-04-01      | 2.0000%  | 0.0000% | $67003.00          | $38693.28          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5560   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $544.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104   | 2056-02-01      | 4.0000%  | 0.0000% | $1000.00           | $282.65            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1352   | 2052-07-01      | 3.5000%  | 0.0000% | $1020.00           | $680.26            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1665   | 2052-09-01      | 4.5000%  | 0.0000% | $3868725.00        | $2589118.09        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8511   | 2036-05-01      | 2.0000%  | 0.0000% | $47238.00          | $21729.61          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2747   | 2042-02-01      | 4.0000%  | 0.0000% | $67717016.00       | $4542373.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $2065.00           | $1552.60           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1573.79           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA8431   | 2053-01-01      | 6.5000%  | 0.0000% | $1006.00           | $563.85            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB5393   | 2046-04-01      | 4.5000%  | 0.0000% | $1024.00           | $994.14            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4027   | 2053-10-01      | 6.5000%  | 0.0000% | $135000.00         | $94449.01          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3392   | 2048-01-01      | 4.0000%  | 0.0000% | $535000.00         | $47787.30          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL5883   | 2030-08-01      | 4.0000%  | 0.0000% | $1000.00           | $39.75             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC6513   | 2046-05-01      | 3.5000%  | 0.0000% | $560000.00         | $50050.35          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE8708   | 2055-09-01      | 7.0000%  | 0.0000% | $1045225.00        | $1116607.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMB0292   | 2054-12-01      | 5.5000%  | 0.0000% | $60309.00          | $50260.46          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4789   | 2045-04-01      | 3.0000%  | 0.0000% | $2000.00           | $256.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257451   | 2028-11-01      | 5.5000%  | 0.0000% | $13189848.00       | $27732.13          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7382   | 2052-05-01      | 3.5000%  | 0.0000% | $1040.00           | $661.77            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6561   | 2054-10-01      | 6.0000%  | 0.0000% | $14565774.00       | $13383620.63       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544   | 2051-07-01      | 3.0000%  | 0.0000% | $1008.00           | $556.36            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8617   | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $783.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $1591163.00        | $1187229.76        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7563   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1454.73           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0856   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $631.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7547   | 2053-12-01      | 6.5000%  | 0.0000% | $17336000.00       | $9393394.97        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5599   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $890.18            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTQK0071   | 2039-10-01      | 3.0000%  | 0.0000% | $421019.00         | $182581.46         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH4328   | 2053-11-01      | 6.5000%  | 0.0000% | $3142430.00        | $2135581.34        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U40824 G   | 2028-06-01      | 3.0000%  | 0.0000% | $3465984.00        | $138784.54         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $800.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3566   | 2053-08-01      | 5.0000%  | 0.0000% | $884736.00         | $730182.99         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524   | 2055-04-01      | 5.5000%  | 0.0000% | $61769073.00       | $49923360.07       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7146   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $994.02            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2408   | 2051-12-01      | 2.5000%  | 0.0000% | $144000.00         | $93480.30          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1430   | 2050-03-01      | 3.5000%  | 0.0000% | $3452764.00        | $1158083.51        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4454   | 2051-02-01      | 2.0000%  | 0.0000% | $2334688.00        | $1187578.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4968   | 2054-08-01      | 6.0000%  | 0.0000% | $4888000.00        | $2659842.19        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5800   | 2050-05-01      | 2.5000%  | 0.0000% | $49644608.00       | $18456548.15       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA1790   | 2049-08-01      | 3.0000%  | 0.0000% | $3000.00           | $470.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4979   | 2054-11-01      | 4.5000%  | 0.0000% | $1955370.00        | $1854236.92        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9344   | 2054-09-01      | 7.0000%  | 0.0000% | $1742626.00        | $1834348.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1061.00           | $834.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7167   | 2041-01-01      | 4.0000%  | 0.0000% | $480402.00         | $27683.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE0084   | 2046-12-01      | 3.0000%  | 0.0000% | $540000.00         | $146759.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4601   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $790.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4714   | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $439.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.490 CA824391   | 2035-07-01      | 4.4900%  | 0.0000% | $341000.00         | $30129.95          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1997   | 2054-10-01      | 6.5000%  | 0.0000% | $3001.00           | $3118.34           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5151   | 2053-12-01      | 6.0000%  | 0.0000% | $120760.00         | $89993.64          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNAS8537   | 2026-12-01      | 2.0000%  | 0.0000% | $1001.00           | $11.01             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0547   | 2042-12-01      | 4.0000%  | 0.0000% | $1704.00           | $215.56            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0639   | 2051-06-01      | 3.0000%  | 0.0000% | $1772276.00        | $952155.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725589   | 2034-07-01      | 5.0000%  | 0.0000% | $5043.00           | $40.57             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP6345   | 2050-06-01      | 3.0000%  | 0.0000% | $1591000.00        | $692219.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3175   | 2052-03-01      | 3.5000%  | 0.0000% | $1056.00           | $670.84            | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M       | 2054-10-20      | 6.0000%  | 0.0000% | $26052.00          | $15116.34          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5599   | 2054-05-01      | 5.5000%  | 0.0000% | $1020160.00        | $897191.96         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1927.00           | $1537.29           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $48613529.00       | $28713587.47       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6518   | 2053-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2531.75           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ5685   | 2054-10-01      | 6.5000%  | 0.0000% | $9018200.00        | $6184751.47        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ8451   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $823.48            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1214   | 2051-11-01      | 3.0000%  | 0.0000% | $29110275.00       | $18379719.85       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1554   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $723.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3977   | 2053-04-01      | 5.0000%  | 0.0000% | $48000.00          | $39546.34          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9087   | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $46969.50          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4422   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $706.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3610   | 2052-05-01      | 4.0000%  | 0.0000% | $851651.00         | $581004.20         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3000   | 2051-12-01      | 2.0000%  | 0.0000% | $70000.00          | $45047.20          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8132   | 2050-12-01      | 2.5000%  | 0.0000% | $153717.00         | $67612.48          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0326   | 2045-12-01      | 3.5000%  | 0.0000% | $92120575.00       | $10655094.75       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3955   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $118.38            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD4448   | 2055-03-01      | 7.0000%  | 0.0000% | $1569550.00        | $1669473.26        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0953   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.91           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3024   | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $124.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG5435   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $820.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH0107   | 2053-08-01      | 5.0000%  | 0.0000% | $4473458.00        | $2643635.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3207   | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2652.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $2386.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA3519   | 2053-10-01      | 5.5000%  | 0.0000% | $1897248.00        | $918806.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5276   | 2054-06-01      | 5.5000%  | 0.0000% | $9517400.00        | $7438368.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8350   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $960.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1639   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $414.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8579   | 2055-10-01      | 5.5000%  | 0.0000% | $1137900.00        | $1144115.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735676   | 2035-07-01      | 5.0000%  | 0.0000% | $2755.00           | $24.37             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $945246.00         | $218211.35         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6425   | 2056-04-01      | 5.5000%  | 0.0000% | $29662000.00       | $30171431.68       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6610   | 2053-12-01      | 6.5000%  | 0.0000% | $15310000.00       | $8743509.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7652   | 2054-04-01      | 6.5000%  | 0.0000% | $15854000.00       | $8970154.78        | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $13557925.00       | $6597435.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $782.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0191   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $819.02            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1700   | 2055-03-01      | 6.5000%  | 0.0000% | $63799000.00       | $38835808.83       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT2176   | 2052-02-01      | 2.5000%  | 0.0000% | $264628.00         | $164908.18         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4236   | 2051-01-01      | 1.5000%  | 0.0000% | $68917223.00       | $37516477.56       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1604   | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $100745.81         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $62000.00          | $62193.10          | U.S. Treasuries (including strips) |
| FEPC 04.000 CLRA7543   | 2052-06-01      | 4.0000%  | 0.0000% | $321984.00         | $235308.57         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $3495.00           | $2610.51           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041   | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $875.70            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5132   | 2041-10-01      | 2.5000%  | 0.0000% | $1000.00           | $572.00            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7625   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $888.91            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6681   | 2053-07-01      | 6.0000%  | 0.0000% | $28350199.00       | $15870371.98       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1740.57           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $2000.00           | $342.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $793.28            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8099   | 2050-10-01      | 2.5000%  | 0.0000% | $480041.00         | $196041.84         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV1686   | 2055-05-01      | 5.0000%  | 0.0000% | $2461325.00        | $2386871.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2509   | 2055-02-01      | 6.5000%  | 0.0000% | $1883394.00        | $965067.55         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8178   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $528.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0790   | 2052-09-01      | 5.0000%  | 0.0000% | $2002.00           | $1436.76           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5378   | 2045-12-01      | 5.0000%  | 0.0000% | $1024.00           | $984.22            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2107   | 2051-07-25      | 2.5000%  | 0.0000% | $16181400.00       | $11829220.97       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2809   | 2055-06-01      | 6.5000%  | 0.0000% | $9469000.00        | $9841414.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4841   | 2054-11-01      | 4.5000%  | 0.0000% | $1999800.00        | $1701138.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9955   | 2052-09-01      | 5.0000%  | 0.0000% | $3041940.00        | $1957151.05        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5058   | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $317.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4698   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2998.94           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $1301120.00        | $657055.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL794022   | 2034-09-01      | 5.5000%  | 0.0000% | $2814.00           | $16.86             | Agency Mortgage-Backed Securities  |
| FNMS 03.025 CLAU3968   | 2043-07-01      | 3.0250%  | 0.0000% | $211850.00         | $130192.74         | Agency Mortgage-Backed Securities  |
| 05.000 FRPC G80393 G   | 2036-08-20      | 5.0000%  | 0.0000% | $107379.00         | $14438.03          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7270   | 2054-12-01      | 6.0000%  | 0.0000% | $1138312.00        | $958559.64         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266   | 2052-11-01      | 4.5000%  | 0.0000% | $6581852.00        | $5016881.64        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $328986.00         | $21593.70          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4786   | 2045-04-01      | 3.0000%  | 0.0000% | $250000.00         | $59683.95          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL6324   | 2036-12-01      | 6.5000%  | 0.0000% | $1000.00           | $48.27             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8347   | 2053-08-01      | 4.5000%  | 0.0000% | $24000.00          | $19507.56          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $167621224.00      | $12074307.75       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $18997980.00       | $3328281.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY9175   | 2053-09-01      | 5.5000%  | 0.0000% | $8478688.00        | $7306186.75        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8841   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $57.97             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6041   | 2033-08-01      | 4.0000%  | 0.0000% | $1002.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL4926   | 2044-02-01      | 4.0000%  | 0.0000% | $16291217.00       | $2008510.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9546   | 2046-11-01      | 3.5000%  | 0.0000% | $500000.00         | $70598.06          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0174   | 2057-02-01      | 3.0000%  | 0.0000% | $18000.00          | $5613.97           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6074   | 2050-06-01      | 2.5000%  | 0.0000% | $490000.00         | $159514.69         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3104   | 2052-03-01      | 2.5000%  | 0.0000% | $12000.00          | $7516.46           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD7724   | 2055-04-01      | 7.0000%  | 0.0000% | $346335.00         | $360559.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0553   | 2052-10-01      | 5.5000%  | 0.0000% | $101000.00         | $65098.42          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB2113   | 2041-11-01      | 2.5000%  | 0.0000% | $1000.00           | $607.65            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2629   | 2052-01-01      | 2.5000%  | 0.0000% | $1598000.00        | $968881.57         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL7072   | 2045-05-01      | 4.5000%  | 0.0000% | $245925.00         | $40125.42          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4387   | 2055-10-01      | 6.5000%  | 0.0000% | $1011598.00        | $1067078.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $150.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7592   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.93           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65441 G   | 2047-10-01      | 3.5000%  | 0.0000% | $998948.00         | $64579.86          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3382   | 2049-02-01      | 4.5000%  | 0.0000% | $35342642.00       | $7876397.17        | Agency Mortgage-Backed Securities  |
| GNII JM MA7304 M       | 2051-04-20      | 2.5000%  | 0.0000% | $5340160.00        | $2517961.83        | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M       | 2052-02-20      | 2.0000%  | 0.0000% | $85235870.00       | $51579054.97       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8245   | 2052-09-01      | 4.5000%  | 0.0000% | $668000.00         | $494829.19         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367   | 2053-10-01      | 5.5000%  | 0.0000% | $1289.00           | $950.20            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3703   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $815.66            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7554   | 2052-06-01      | 4.0000%  | 0.0000% | $175000.00         | $114071.12         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI6785   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $670.76            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4323   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $718.06            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7525   | 2050-10-01      | 2.5000%  | 0.0000% | $2827.00           | $1330.01           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188   | 2052-01-01      | 2.0000%  | 0.0000% | $3000.00           | $1859.54           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8107   | 2050-11-01      | 2.5000%  | 0.0000% | $28000.00          | $11622.59          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2389   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $773.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2360   | 2053-05-01      | 6.0000%  | 0.0000% | $1013.00           | $500.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243   | 2052-09-01      | 3.5000%  | 0.0000% | $161000.00         | $117984.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823   | 2054-12-01      | 6.0000%  | 0.0000% | $3000.00           | $1865.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 K0724886   | 2033-06-01      | 5.0000%  | 0.0000% | $3995.00           | $53.76             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7874   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $883.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 RE813984   | 2035-06-01      | 4.5000%  | 0.0000% | $3600000.00        | $25047.89          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4601   | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1463.45           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ2993   | 2054-08-01      | 6.5000%  | 0.0000% | $21162471.00       | $13310547.62       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7963   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $528.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4697   | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2927.78           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD4392   | 2053-10-01      | 4.0000%  | 0.0000% | $14452488.00       | $11098361.37       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5439   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $779.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP7493   | 2042-09-01      | 3.5000%  | 0.0000% | $34530437.00       | $4069585.82        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8482   | 2046-12-01      | 3.0000%  | 0.0000% | $3000.00           | $558.03            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ9979   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $907.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3600   | 2052-05-01      | 3.5000%  | 0.0000% | $75000.00          | $51330.01          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2795   | 2052-02-01      | 3.0000%  | 0.0000% | $7581164.00        | $5037763.28        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3205   | 2037-03-01      | 2.5000%  | 0.0000% | $42000.00          | $23328.13          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4705   | 2056-02-01      | 5.5000%  | 0.0000% | $91318048.00       | $89915680.16       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6793   | 2056-01-01      | 5.5000%  | 0.0000% | $25023786.00       | $24437230.49       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6009   | 2053-03-01      | 5.0000%  | 0.0000% | $35577000.00       | $28969091.00       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $60727188.00       | $30288908.83       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5225   | 2052-11-01      | 5.0000%  | 0.0000% | $34337901.00       | $26970706.45       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0903   | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $60529.20          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0503   | 2055-06-01      | 6.5000%  | 0.0000% | $1028690.00        | $1083869.27        | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBY9934   | 2053-12-01      | 8.0000%  | 0.0000% | $166972.00         | $152431.77         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3144   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $918.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1066   | 2051-07-01      | 2.5000%  | 0.0000% | $775000.00         | $470547.61         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA2929   | 2045-12-01      | 3.5000%  | 0.0000% | $2036169.00        | $279980.84         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7192   | 2055-08-01      | 6.0000%  | 0.0000% | $8001.00           | $8263.51           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB1642   | 2051-09-01      | 3.5000%  | 0.0000% | $49000.00          | $25097.78          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA7398   | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $388.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2751   | 2052-02-01      | 2.5000%  | 0.0000% | $441963.00         | $278544.68         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-08-13      | 0.0000%  | 0.0000% | $7400.00           | $7323.25           | U.S. Treasuries (including strips) |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $126473.00         | $25067.60          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8419   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $290.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY8597   | 2045-04-01      | 3.0000%  | 0.0000% | $70873984.00       | $8605756.02        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922   | 2047-03-01      | 3.5000%  | 0.0000% | $1208000.00        | $237603.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS9738   | 2047-06-01      | 3.0000%  | 0.0000% | $2843880.00        | $796314.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL6685   | 2035-01-01      | 4.0000%  | 0.0000% | $1997.00           | $260.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR4238   | 2043-02-01      | 3.0000%  | 0.0000% | $4016064.00        | $1001417.34        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4985   | 2045-05-01      | 3.5000%  | 0.0000% | $56630176.00       | $10199406.34       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2613   | 2052-01-01      | 2.0000%  | 0.0000% | $168508.00         | $104681.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8561   | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $79.46             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2797   | 2055-08-01      | 5.5000%  | 0.0000% | $41888000.00       | $38471080.77       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2310   | 2048-09-01      | 4.5000%  | 0.0000% | $88180540.00       | $24804966.02       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ9116   | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $88.97             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297   | 2051-02-01      | 3.0000%  | 0.0000% | $1008.00           | $529.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CVAL8047   | 2030-11-01      | 3.5000%  | 0.0000% | $1000.00           | $86.98             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8174   | 2046-02-01      | 3.5000%  | 0.0000% | $197000.00         | $34452.54          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1330   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $741.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2146   | 2053-10-01      | 5.0000%  | 0.0000% | $26020.00          | $20541.38          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0429   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $857.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6108   | 2053-01-01      | 5.5000%  | 0.0000% | $182885.00         | $134605.19         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH0136   | 2053-08-01      | 6.0000%  | 0.0000% | $50000.00          | $29325.49          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5037   | 2054-06-01      | 6.0000%  | 0.0000% | $147091.00         | $82914.69          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $3168483.00        | $2408721.04        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT5904   | 2043-06-01      | 3.5000%  | 0.0000% | $60131328.00       | $8684007.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4076   | 2054-05-01      | 5.5000%  | 0.0000% | $7282752.00        | $6148546.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS9336   | 2032-01-01      | 3.0000%  | 0.0000% | $312688.00         | $25393.88          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $185725.00         | $34645.35          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1415   | 2054-08-01      | 6.5000%  | 0.0000% | $1127225.00        | $833273.12         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708   | 2053-12-01      | 5.5000%  | 0.0000% | $16000.00          | $12114.37          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332   | 2053-06-01      | 6.0000%  | 0.0000% | $9992961.00        | $6337766.94        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1344   | 2049-07-01      | 5.5000%  | 0.0000% | $63572.00          | $38240.56          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $133000.00         | $84826.91          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1045.00           | $947.10            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8797   | 2053-04-01      | 5.5000%  | 0.0000% | $23743025.00       | $20899711.60       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560   | 2053-02-01      | 4.0000%  | 0.0000% | $16048675.00       | $11227472.30       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE7181   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $699.44            | Agency Mortgage-Backed Securities  |
| GNII SF MA9901 M       | 2046-09-20      | 3.0000%  | 0.0000% | $12597000.00       | $9473802.55        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4260   | 2056-02-01      | 5.0000%  | 0.0000% | $35708000.00       | $35006663.97       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6740   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $313.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU4479   | 2043-07-01      | 3.5000%  | 0.0000% | $2014570.00        | $240170.65         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $6904540.00        | $3117979.61        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2838   | 2052-02-01      | 2.0000%  | 0.0000% | $1165912.00        | $708475.00         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2635   | 2052-01-01      | 2.5000%  | 0.0000% | $439619.00         | $273246.90         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856   | 2054-06-01      | 5.5000%  | 0.0000% | $445484.00         | $399958.06         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0086   | 2056-01-01      | 6.0000%  | 0.0000% | $33876000.00       | $32370765.48       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2856   | 2046-09-01      | 3.0000%  | 0.0000% | $1026.00           | $258.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8784   | 2047-02-01      | 3.0000%  | 0.0000% | $130000.00         | $25730.60          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $1943765.00        | $536670.91         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL725162   | 2034-02-01      | 6.0000%  | 0.0000% | $1933.00           | $9.45              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT0966   | 2043-04-01      | 3.0000%  | 0.0000% | $879120.00         | $155764.46         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8509   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $591.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4198   | 2045-05-01      | 3.5000%  | 0.0000% | $1360.00           | $121.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4969   | 2045-05-01      | 3.0000%  | 0.0000% | $33545728.00       | $8141174.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6347   | 2045-12-01      | 4.0000%  | 0.0000% | $8586105.00        | $1537658.71        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB2980   | 2037-03-01      | 2.5000%  | 0.0000% | $15667200.00       | $7733119.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8364   | 2054-04-01      | 6.5000%  | 0.0000% | $69000000.00       | $42860321.89       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2767   | 2052-01-01      | 2.0000%  | 0.0000% | $322707.00         | $208576.98         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3799   | 2047-08-01      | 3.0000%  | 0.0000% | $193997.00         | $52430.52          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8817   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $557.73            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573   | 2046-05-01      | 2.5000%  | 0.0000% | $161000.00         | $101285.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $705.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3596   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $637.62            | Agency Mortgage-Backed Securities  |

### Security 662: 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: ARP1HC8R0, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: ARP1HC8R0
- **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):** 2026-05-07
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| JPMORGAN CHASE & CO            SR GLBL FL NT 27 | 2027-09-22      | 4.4211%  | 0.0000% | $2985000.00        | $3002311.26        | Corporate Debt Securities |
| ING GROEP N.V.                 FR 2.727%040132  | 2032-04-01      | 2.7270%  | 0.0000% | $562000.00         | $510367.23         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        VR 052814-052826 | 2026-05-28      | 5.3790%  | 0.0000% | $35000.00          | $35334.38          | Corporate Debt Securities |
| NRG ENERGY INC                 1LIEN GLBL 29    | 2029-06-15      | 4.4500%  | 0.0000% | $4990000.00        | $4997871.72        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 47    | 2047-01-21      | 5.5410%  | 0.0000% | $191000.00         | $185550.34         | Corporate Debt Securities |
| INTERNATIONAL PAPER CO         SR GLBL NT 6%41  | 2041-11-15      | 6.0000%  | 0.0000% | $25000.00          | $25885.50          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB NT 5.576%36  | 2036-07-23      | 5.5760%  | 0.0000% | $1500000.00        | $1543356.33        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 41    | 2041-11-19      | 2.5250%  | 0.0000% | $33000.00          | $23419.19          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-04-22      | 5.5710%  | 0.0000% | $2270000.00        | $2296917.66        | Corporate Debt Securities |
| NOMURA HLDGS INC               SR GLBL NT 30    | 2030-07-01      | 4.9040%  | 0.0000% | $261000.00         | $264993.42         | Corporate Debt Securities |
| RAYONIER L P                   GLBL NT 2.75%31  | 2031-05-17      | 2.7500%  | 0.0000% | $857000.00         | $781011.00         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48    | 2048-07-24      | 4.0320%  | 0.0000% | $4454000.00        | $3556750.61        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.574%060228  | 2028-06-02      | 4.5740%  | 0.0000% | $208000.00         | $212529.04         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 091021-091026 | 2026-09-10      | 4.2483%  | 0.0000% | $34000.00          | $34233.89          | Corporate Debt Securities |
| STANDARD CHARTERED PLC         SR GLBL 144A 27  | 2027-07-06      | 6.1870%  | 0.0000% | $1053000.00        | $1076421.00        | Corporate Debt Securities |
| STANDARD CHARTERED PLC         SR GLBL 144A 37  | 2037-01-13      | 5.2430%  | 0.0000% | $563000.00         | $558469.74         | Corporate Debt Securities |
| RTX CORPORATION                SR GLBL NT 30    | 2030-07-01      | 2.2500%  | 0.0000% | $4606000.00        | $4251833.14        | Corporate Debt Securities |
| RTX CORPORATION                SR NT 6.4%54     | 2054-03-15      | 6.4000%  | 0.0000% | $360000.00         | $390636.00         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 36    | 2036-04-22      | 5.5720%  | 0.0000% | $2950000.00        | $3034276.26        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 36    | 2036-01-24      | 5.5020%  | 0.0000% | $25000.00          | $25912.30          | Corporate Debt Securities |
| VAR ENERGI ASA                 SR GLBL 144A 35  | 2035-05-22      | 6.5000%  | 0.0000% | $2473000.00        | $2679935.14        | Corporate Debt Securities |
| SCHWAB CHARLES CORP            ALT TIER I PERP  | 2079-12-31      | 5.0000%  | 0.0000% | $1000.00           | $1005.25           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 45    | 2045-11-30      | 5.7500%  | 0.0000% | $140000.00         | $139933.73         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 50    | 2050-11-20      | 2.8750%  | 0.0000% | $923000.00         | $571722.61         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 41    | 2041-09-03      | 2.8500%  | 0.0000% | $32000.00          | $22601.68          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 56    | 2056-10-30      | 2.9870%  | 0.0000% | $11718000.00       | $6835929.66        | Corporate Debt Securities |
| UNION PAC CORP                 GLBL 144A NT 60  | 2060-03-20      | 3.8390%  | 0.0000% | $34000.00          | $24294.89          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-01-27      | 1.9920%  | 0.0000% | $203000.00         | $179266.46         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45    | 2045-10-21      | 4.7500%  | 0.0000% | $31000.00          | $27005.88          | Corporate Debt Securities |
| SEMPRA                         3.8%38           | 2038-02-01      | 3.8000%  | 0.0000% | $1844000.00        | $1572350.12        | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    SR GLBL NT 36    | 2036-09-22      | 5.1360%  | 0.0000% | $1666000.00        | $1620337.16        | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP GLBL -L NT  | 2500-12-31      | 6.1000%  | 0.0000% | $2442000.00        | $2448606.97        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 31    | 2031-03-20      | 5.7410%  | 0.0000% | $450000.00         | $464845.00         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31    | 2031-10-21      | 4.3690%  | 0.0000% | $1309000.00        | $1284655.55        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 42    | 2042-04-22      | 3.2100%  | 0.0000% | $285000.00         | $212830.40         | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 5.25%44  | 2044-02-05      | 5.2500%  | 0.0000% | $615000.00         | $570698.99         | Corporate Debt Securities |
| INTERNATIONAL PAPER CO         CR SEN SR GLBL39 | 2039-11-15      | 7.3000%  | 0.0000% | $550000.00         | $636349.08         | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR NT 4.375%52   | 2052-02-02      | 4.3750%  | 0.0000% | $3000.00           | $2293.30           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28 | 2028-02-24      | 4.8429%  | 0.0000% | $4000.00           | $4055.44           | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 51    | 2051-03-25      | 3.9500%  | 0.0000% | $141000.00         | $89537.86          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-04-22      | 2.6150%  | 0.0000% | $126000.00         | $113169.56         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28    | 2028-02-24      | 2.6400%  | 0.0000% | $2000.00           | $1979.32           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30    | 2030-07-23      | 5.0490%  | 0.0000% | $54000.00          | $55279.49          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.5%26 | 2026-11-16      | 3.5000%  | 0.0000% | $5000.00           | $5062.02           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.8%070844    | 2044-07-08      | 4.8000%  | 0.0000% | $819000.00         | $740223.12         | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT 4%36  | 2036-09-01      | 4.0000%  | 0.0000% | $638000.00         | $590230.10         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 5.25%41    | 2041-11-15      | 5.2500%  | 0.0000% | $3000.00           | $2741.35           | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 55    | 2055-03-15      | 5.5500%  | 0.0000% | $709000.00         | $684963.13         | Corporate Debt Securities |
| COBANK ACB                     PERP JR -I 144A  | 2500-12-31      | 6.2500%  | 0.0000% | $115000.00         | $115528.39         | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53 | 2053-03-01      | 6.7500%  | 0.0000% | $325000.00         | $345872.31         | Corporate Debt Securities |
| PUBLIC SVC CO OKLA             SR GLBL -N NT 36 | 2036-01-15      | 5.4500%  | 0.0000% | $169000.00         | $172538.16         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 6.4%38     | 2038-05-15      | 6.4000%  | 0.0000% | $1278000.00        | $1444796.04        | Corporate Debt Securities |
| KEB HANA BANK                  FR 3.5%          | 2500-12-31      | 3.5000%  | 0.0000% | $300000.00         | $297944.83         | Corporate Debt Securities |
| REPUBLIC SVCS INC              SR GLBL NT 35    | 2035-03-15      | 5.1500%  | 0.0000% | $101000.00         | $103424.76         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR NT 4.875%43   | 2043-11-15      | 4.8750%  | 0.0000% | $197000.00         | $182005.10         | Corporate Debt Securities |
| NISOURCE INC                   SR GLBL NT 55    | 2055-04-01      | 5.8500%  | 0.0000% | $1200000.00        | $1174455.00        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 1.928%042832  | 2032-04-28      | 1.9280%  | 0.0000% | $45000.00          | $39081.47          | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 35    | 2035-01-22      | 5.6760%  | 0.0000% | $949000.00         | $992190.26         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 4%27  | 2027-09-15      | 4.0000%  | 0.0000% | $3000.00           | $3004.83           | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT5.7%34 | 2034-09-15      | 5.7000%  | 0.0000% | $5538000.00        | $5694586.95        | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT5.2%45 | 2045-04-01      | 5.2000%  | 0.0000% | $504000.00         | $443746.24         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 38    | 2038-10-31      | 4.0170%  | 0.0000% | $907000.00         | $790795.16         | Corporate Debt Securities |
| NATL BANK OF CANADA            FR 4.95%020128   | 2028-02-01      | 4.9500%  | 0.0000% | $11952000.00       | $12150851.40       | Corporate Debt Securities |
| SOCIETE GENERALE               FR 5.439%100336  | 2036-10-03      | 5.4390%  | 0.0000% | $240000.00         | $236709.42         | Corporate Debt Securities |
| MIZUHO BANK LTD.               SR GLBL REGS 46  | 2046-04-16      | 5.7720%  | 0.0000% | $1500000.00        | $1488277.00        | Corporate Debt Securities |
| TRUIST FINL CORP               FR 1.887%060729  | 2029-06-07      | 1.8870%  | 0.0000% | $2000.00           | $1908.45           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 31 | 2031-01-28      | 4.7373%  | 0.0000% | $11000.00          | $11025.78          | Corporate Debt Securities |
| USB CAPITAL IX                 PERP JR SB GLBL  | 2079-12-31      | 4.9547%  | 0.0000% | $209000.00         | $165050.32         | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD      JR SB NT 7%65    | 2065-06-01      | 7.0000%  | 0.0000% | $150000.00         | $159004.83         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36    | 2036-10-21      | 4.9390%  | 0.0000% | $15000.00          | $14528.92          | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 46    | 2046-04-01      | 6.7500%  | 0.0000% | $960000.00         | $1010080.80        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 28    | 2028-02-24      | 3.0700%  | 0.0000% | $1097000.00        | $1090416.17        | Corporate Debt Securities |
| COMCAST CORP NEW               GLBL 144A NT 37  | 2037-01-15      | 5.1680%  | 0.0000% | $2396000.00        | $2370993.75        | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT 37    | 2037-03-15      | 6.4500%  | 0.0000% | $2383000.00        | $2602575.58        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 28    | 2028-05-24      | 4.6580%  | 0.0000% | $9000.00           | $9198.58           | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           VR 091124-090828 | 2028-09-08      | 4.6580%  | 0.0000% | $22000.00          | $22242.86          | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 5.65%020134   | 2034-02-01      | 5.6500%  | 0.0000% | $4000.00           | $4221.11           | Corporate Debt Securities |
| BANK OF AMER CORP              FR 1.922%102431  | 2031-10-24      | 1.9220%  | 0.0000% | $491000.00         | $434888.68         | Corporate Debt Securities |
| BPCE                           FR 6.915%011446  | 2046-01-14      | 6.9150%  | 0.0000% | $300000.00         | $312738.25         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 4.026%012230  | 2030-01-22      | 4.0260%  | 0.0000% | $30000.00          | $29980.19          | Corporate Debt Securities |
| APTIV PLC                      SR GLBL NT3.1%51 | 2051-12-01      | 3.1000%  | 0.0000% | $565000.00         | $347062.86         | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2079-12-31      | 4.8750%  | 0.0000% | $10000.00          | $10095.13          | Corporate Debt Securities |
| BANCO SANTANDER SA             SNR NPF GLBL 35  | 2035-11-06      | 5.1270%  | 0.0000% | $2000000.00        | $2001461.00        | Corporate Debt Securities |
| BANK OF AMER CORP              FR 1.898%072331  | 2031-07-23      | 1.8980%  | 0.0000% | $214000.00         | $191836.89         | Corporate Debt Securities |
| BANCO SANTANDER SA             SNR NPF GLBL 29  | 2029-04-15      | 4.6465%  | 0.0000% | $400000.00         | $401179.18         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 5.834%102533  | 2033-10-25      | 5.8340%  | 0.0000% | $8000.00           | $8452.88           | Corporate Debt Securities |
| BANK OF AMER CORP              VR 020422-020428 | 2028-02-04      | 4.7173%  | 0.0000% | $662000.00         | $671653.78         | Corporate Debt Securities |
| BANK OF AMER CORP              FR 3.311%042242  | 2042-04-22      | 3.3110%  | 0.0000% | $1354000.00        | $1035154.36        | Corporate Debt Securities |
| BPCE                           FR 6.027%052836  | 2036-05-28      | 6.0270%  | 0.0000% | $1165000.00        | $1221231.44        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41  | 2041-06-17      | 3.0600%  | 0.0000% | $245000.00         | $187213.08         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.511%012436  | 2036-01-24      | 5.5110%  | 0.0000% | $32000.00          | $33112.51          | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 4.85%020130   | 2030-02-01      | 4.8500%  | 0.0000% | $45000.00          | $45998.11          | Corporate Debt Securities |
| BANK OF AMER CORP              FR 2.496%021331  | 2031-02-13      | 2.4960%  | 0.0000% | $2000.00           | $1858.74           | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F | 2099-12-31      | 4.6250%  | 0.0000% | $144000.00         | $144074.72         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           ALT TIER I PERP  | 2500-12-31      | 6.7090%  | 0.0000% | $283000.00         | $285973.03         | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR NT 5%43       | 2043-09-30      | 5.0000%  | 0.0000% | $15000.00          | $14094.55          | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 4.338%091531  | 2031-09-15      | 4.3380%  | 0.0000% | $390000.00         | $386268.67         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           SR NT 5.203%28   | 2028-02-01      | 5.2030%  | 0.0000% | $1346000.00        | $1382224.86        | Corporate Debt Securities |
| BANK OF AMER CORP              VR 050925-050929 | 2029-05-09      | 4.7762%  | 0.0000% | $200000.00         | $203420.74         | Corporate Debt Securities |
| BANK OF AMER CORP              SR GLBL NT 28    | 2028-12-20      | 3.4190%  | 0.0000% | $401000.00         | $398941.42         | Corporate Debt Securities |
| BANCO SANTANDER SA             SNR NPF GLBL 28  | 2028-03-14      | 5.5520%  | 0.0000% | $13400000.00       | $13600654.58       | Corporate Debt Securities |
| ENTERGY CORP NEW               JR SB GLBL 56    | 2056-06-15      | 6.1000%  | 0.0000% | $25000.00          | $25690.35          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT4.8%31 | 2031-01-15      | 4.8000%  | 0.0000% | $548000.00         | $549117.92         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.173%011630  | 2030-01-16      | 5.1730%  | 0.0000% | $5000.00           | $5136.42           | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     4.4%27           | 2027-07-13      | 4.4000%  | 0.0000% | $100000.00         | $101135.78         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.23%011531   | 2031-01-15      | 5.2300%  | 0.0000% | $7000.00           | $7211.57           | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 29    | 2029-01-15      | 4.8500%  | 0.0000% | $2001000.00        | $2046754.53        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT5.7%36 | 2036-02-04      | 5.7000%  | 0.0000% | $3604000.00        | $3494102.03        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 3.95%042327   | 2027-04-23      | 3.9500%  | 0.0000% | $50000.00          | $49905.40          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.699%012231  | 2031-01-22      | 2.6990%  | 0.0000% | $194000.00         | $181569.89         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR NT 6.484%29   | 2029-10-24      | 6.4840%  | 0.0000% | $450000.00         | $469773.30         | Corporate Debt Securities |
| INTUIT                         SR GLBL NT5.5%53 | 2053-09-15      | 5.5000%  | 0.0000% | $124000.00         | $112917.50         | Corporate Debt Securities |
| INTEL CORP                     SR NT 4.25%42    | 2042-12-15      | 4.2500%  | 0.0000% | $2000.00           | $1662.56           | Corporate Debt Securities |
| METLIFE INC                    SUB GLBL DEB 56  | 2056-03-15      | 5.8500%  | 0.0000% | $1750000.00        | $1741985.00        | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC     SR NT 3.17%27    | 2027-09-11      | 3.1700%  | 0.0000% | $420000.00         | $415255.98         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.164%042029  | 2029-04-20      | 5.1640%  | 0.0000% | $2000.00           | $2023.75           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 39    | 2039-01-24      | 3.8780%  | 0.0000% | $3000.00           | $2618.16           | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT 56    | 2056-11-01      | 2.9370%  | 0.0000% | $107000.00         | $60714.31          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT3.8%52 | 2052-03-15      | 3.8000%  | 0.0000% | $97000.00          | $71291.12          | Corporate Debt Securities |
| CARRIER GLOBAL CORPORATION     GLBL NT 5.9%34   | 2034-03-15      | 5.9000%  | 0.0000% | $7331000.00        | $7772802.71        | Corporate Debt Securities |
| CARRIER GLOBAL CORPORATION     GLBL NT 3.377%40 | 2040-04-05      | 3.3770%  | 0.0000% | $129000.00         | $102983.94         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT3.2%26 | 2026-10-21      | 3.2000%  | 0.0000% | $6000.00           | $5977.38           | Corporate Debt Securities |
| BAT CAPITAL CORP               4.39%37          | 2037-08-15      | 4.3900%  | 0.0000% | $115000.00         | $105469.47         | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 55    | 2055-02-15      | 5.5500%  | 0.0000% | $5000.00           | $4711.21           | Corporate Debt Securities |
| BAC CAP TR XIII                PERP JR SB       | 2500-12-31      | 4.3356%  | 0.0000% | $100000.00         | $76185.00          | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 54    | 2054-04-01      | 6.2500%  | 0.0000% | $929000.00         | $859394.42         | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2500-12-31      | 6.1250%  | 0.0000% | $30000.00          | $31287.85          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 4%46  | 2046-07-15      | 4.0000%  | 0.0000% | $562000.00         | $382551.53         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SUB GLBL NT 41   | 2041-01-25      | 5.4230%  | 0.0000% | $664000.00         | $659365.32         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 53    | 2053-02-06      | 5.5500%  | 0.0000% | $2558000.00        | $2062796.78        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 36    | 2036-07-21      | 5.3730%  | 0.0000% | $13000.00          | $13235.37          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 56   | 2056-03-01      | 5.8500%  | 0.0000% | $403000.00         | $397435.58         | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 54    | 2054-03-15      | 6.7500%  | 0.0000% | $5000.00           | $4780.79           | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT4.5%45 | 2045-02-01      | 4.5000%  | 0.0000% | $9832000.00        | $8566179.16        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 121724-121726 | 2026-12-17      | 4.2777%  | 0.0000% | $25000.00          | $25174.71          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 52    | 2052-04-22      | 3.3280%  | 0.0000% | $202000.00         | $137701.29         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-07-22      | 4.9950%  | 0.0000% | $3000.00           | $3073.01           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-07-25      | 4.8510%  | 0.0000% | $185000.00         | $188202.58         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 29 | 2029-01-24      | 4.4574%  | 0.0000% | $4000.00           | $4011.85           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 32    | 2032-02-04      | 1.9530%  | 0.0000% | $253000.00         | $224005.06         | Corporate Debt Securities |
| KEYCORP                        FR 5.305%012837  | 2037-01-28      | 5.3050%  | 0.0000% | $371000.00         | $369073.48         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.109%101328  | 2028-10-13      | 4.1090%  | 0.0000% | $130000.00         | $129272.05         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 56  | 2056-04-22      | 6.1250%  | 0.0000% | $258000.00         | $250750.49         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 111925-111927 | 2027-11-19      | 4.3148%  | 0.0000% | $66000.00          | $66422.63          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 49    | 2049-01-23      | 5.5500%  | 0.0000% | $620000.00         | $612984.18         | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL NT 33    | 2033-03-20      | 4.3500%  | 0.0000% | $4573000.00        | $4491570.11        | Corporate Debt Securities |
| CAIXABANK S A                  FR 5.402%042237  | 2037-04-22      | 5.4020%  | 0.0000% | $6250000.00        | $6165877.78        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SR NT 1.25%26    | 2026-06-22      | 1.2500%  | 0.0000% | $200000.00         | $200062.89         | Corporate Debt Securities |
| BIOGEN INC                     SR GLBL NT 50    | 2050-05-01      | 3.1500%  | 0.0000% | $2369000.00        | $1546820.78        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL FL NT 28 | 2028-09-08      | 4.4580%  | 0.0000% | $200000.00         | $201682.92         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL NT 29    | 2029-03-30      | 4.8570%  | 0.0000% | $11000.00          | $11117.89          | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 32    | 2032-11-24      | 2.8940%  | 0.0000% | $200000.00         | $181146.13         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           ALT TIER I GLBL  | 2085-11-26      | 6.8750%  | 0.0000% | $871000.00         | $902166.32         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 060424-060427 | 2027-06-04      | 4.4199%  | 0.0000% | $8000.00           | $8084.49           | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 55    | 2055-05-19      | 6.6250%  | 0.0000% | $1955000.00        | $1949894.46        | Corporate Debt Securities |
| BANK OF AMER CORP              FR 3.974%020730  | 2030-02-07      | 3.9740%  | 0.0000% | $19000.00          | $18871.60          | Corporate Debt Securities |
| ASSURED GTY US HLDGS INC       JR SB DB 6.4%66  | 2066-12-15      | 6.3156%  | 0.0000% | $5000.00           | $4336.82           | Corporate Debt Securities |
| ATHENE HOLDING LTD             JR SB GLBL DB 54 | 2054-10-15      | 6.6250%  | 0.0000% | $20000.00          | $19425.01          | Corporate Debt Securities |
| CENCORA INC                    SR GLBL NT 30    | 2030-11-15      | 4.2500%  | 0.0000% | $4736000.00        | $4691577.64        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT5.6%54 | 2054-10-15      | 5.6000%  | 0.0000% | $4622000.00        | $4185606.17        | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP        SR 144A NT 55    | 2055-07-03      | 5.9960%  | 0.0000% | $4000.00           | $3991.07           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48    | 2048-02-22      | 4.2600%  | 0.0000% | $1294000.00        | $1071285.35        | Corporate Debt Securities |
| MORGAN STANLEY                 VR 041924-041328 | 2028-04-13      | 4.6789%  | 0.0000% | $2430000.00        | $2442952.00        | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      SUB GLBL NT 41   | 2041-01-28      | 5.6050%  | 0.0000% | $3000000.00        | $2969951.67        | Corporate Debt Securities |
| NATWEST GROUP PLC              SR GLBL NT 31    | 2031-05-23      | 5.1150%  | 0.0000% | $1988000.00        | $2051769.24        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT5.7%53 | 2053-02-10      | 5.7000%  | 0.0000% | $119000.00         | $112923.46         | Corporate Debt Securities |
| ROYALTY PHARMA PLC             SR GLBL NT3.3%40 | 2040-09-02      | 3.3000%  | 0.0000% | $12000.00          | $9206.00           | Corporate Debt Securities |
| ORANGE S A                     SR GLBL 144A 36  | 2036-01-13      | 5.0000%  | 0.0000% | $379000.00         | $375562.89         | Corporate Debt Securities |
| UNION PAC CORP                 SR NT 3.6%37     | 2037-09-15      | 3.6000%  | 0.0000% | $2000.00           | $1760.80           | Corporate Debt Securities |
| TRUIST FINL CORP               FR 4.597%012732  | 2032-01-27      | 4.5970%  | 0.0000% | $5000.00           | $5000.43           | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT5.4%36 | 2036-07-30      | 5.4000%  | 0.0000% | $261000.00         | $262829.61         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 41    | 2041-03-25      | 3.6500%  | 0.0000% | $100000.00         | $71010.86          | Corporate Debt Securities |
| TRUIST FINL CORP               FR 4.964%102336  | 2036-10-23      | 4.9640%  | 0.0000% | $2000000.00        | $1931910.44        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 071723-071726 | 2026-07-17      | 4.7387%  | 0.0000% | $4256000.00        | $4271453.62        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 37    | 2037-01-15      | 5.0460%  | 0.0000% | $524000.00         | $520901.85         | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT5.2%48 | 2048-07-15      | 5.2000%  | 0.0000% | $15000.00          | $13402.75          | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -K NT  | 2500-12-31      | 6.4500%  | 0.0000% | $574000.00         | $591238.66         | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP GLBL K NT5% | 2500-12-31      | 5.0000%  | 0.0000% | $240000.00         | $240812.27         | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR NT FXD/FLT 37 | 2037-12-28      | 5.4116%  | 0.0000% | $4000.00           | $3303.64           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-07-22      | 4.9790%  | 0.0000% | $1165000.00        | $1187850.25        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.8%081547    | 2047-08-15      | 4.8000%  | 0.0000% | $40000.00          | $33272.40          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     4.812%39         | 2039-03-15      | 4.8120%  | 0.0000% | $15000.00          | $14031.23          | Corporate Debt Securities |
| SALESFORCE INC                 GLBL NT 2.7%41   | 2041-07-15      | 2.7000%  | 0.0000% | $853000.00         | $586859.73         | Corporate Debt Securities |
| SOUTHERN COPPER CORP           SR GLBL NT 45    | 2045-04-23      | 5.8750%  | 0.0000% | $5000.00           | $5068.21           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 4.81%36    | 2036-10-22      | 4.8100%  | 0.0000% | $828000.00         | $803299.84         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 5.4%42     | 2042-01-06      | 5.4000%  | 0.0000% | $304000.00         | $304817.76         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR NT 5%44       | 2044-03-15      | 5.0000%  | 0.0000% | $460000.00         | $408650.20         | Corporate Debt Securities |
| KLA CORP                       SR GLBL NT 52    | 2052-07-15      | 4.9500%  | 0.0000% | $9000.00           | $8232.64           | Corporate Debt Securities |
| KEYBANK NATIONAL ASSOCIATION   FR 5%012633      | 2033-01-26      | 5.0000%  | 0.0000% | $4397000.00        | $4405642.55        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT 49    | 2049-05-01      | 4.3500%  | 0.0000% | $675000.00         | $542348.44         | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT6.2%34 | 2034-04-14      | 6.2000%  | 0.0000% | $165000.00         | $168947.72         | Corporate Debt Securities |
| VERISIGN INC                   SR GLBL NT2.7%31 | 2031-06-15      | 2.7000%  | 0.0000% | $3000000.00        | $2724525.00        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 121724-121729 | 2029-12-17      | 4.6877%  | 0.0000% | $50000.00          | $50516.98          | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP JR SB GLBL  | 2079-12-31      | 4.0000%  | 0.0000% | $17000.00          | $15910.05          | Corporate Debt Securities |
| SYNCHRONY FINANCIAL            SR GLBL NT 6%36  | 2036-07-29      | 6.0000%  | 0.0000% | $420000.00         | $424110.40         | Corporate Debt Securities |
| TELEFONICA EMISONES SA         SR GLBL NT 48    | 2048-03-06      | 4.8950%  | 0.0000% | $996000.00         | $837698.25         | Corporate Debt Securities |
| STARBUCKS CORP                 SR GLBL NT3.5%50 | 2050-11-15      | 3.5000%  | 0.0000% | $19000.00          | $13466.47          | Corporate Debt Securities |
| DELL INC                       6.5%38           | 2038-04-15      | 6.5000%  | 0.0000% | $10000.00          | $10749.98          | Corporate Debt Securities |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL -2027 27 | 2027-11-29      | 6.5500%  | 0.0000% | $766000.00         | $808776.21         | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.4%50 | 2050-03-15      | 3.4000%  | 0.0000% | $20000.00          | $13691.80          | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 060523-060526 | 2026-06-05      | 4.9891%  | 0.0000% | $3411000.00        | $3441061.24        | Corporate Debt Securities |
| DIAGEO CAP PLC                 SR NT 3.875%43   | 2043-04-29      | 3.8750%  | 0.0000% | $115000.00         | $91080.88          | Corporate Debt Securities |
| CLOROX CO DEL                  SR GLBL NT4.6%32 | 2032-05-01      | 4.6000%  | 0.0000% | $9600000.00        | $9687861.33        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           ALT TIER I PERP  | 2079-12-31      | 6.5783%  | 0.0000% | $437000.00         | $435408.95         | Corporate Debt Securities |
| BANK OF AMER CORP              ALT TIER I PERP  | 2079-12-31      | 6.1250%  | 0.0000% | $40000.00          | $40228.02          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 47    | 2047-08-15      | 4.5400%  | 0.0000% | $828000.00         | $681980.82         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP GLBL -M NT  | 2500-12-31      | 5.6250%  | 0.0000% | $672000.00         | $670463.64         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 4.404%090828  | 2028-09-08      | 4.4040%  | 0.0000% | $5619000.00        | $5646652.97        | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52 | 2052-02-28      | 3.9000%  | 0.0000% | $350000.00         | $257742.33         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 5.4%060427    | 2027-06-04      | 5.4000%  | 0.0000% | $187000.00         | $193191.57         | Corporate Debt Securities |
| BANK OF AMER CORP              VR 012425-012431 | 2031-01-24      | 4.6673%  | 0.0000% | $342000.00         | $341941.05         | Corporate Debt Securities |
| BANK OF AMER CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $50000.00          | $52427.92          | Corporate Debt Securities |
| BANK OF AMER CORP              PERP GLBL -UU NT | 2500-12-31      | 6.2500%  | 0.0000% | $91000.00          | $92325.36          | Corporate Debt Securities |
| CONAGRA BRANDS INC             SR GLBL NT5.4%48 | 2048-11-01      | 5.4000%  | 0.0000% | $139000.00         | $122264.40         | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 52    | 2052-03-17      | 4.9500%  | 0.0000% | $50000.00          | $41958.12          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 29 | 2029-03-04      | 4.5285%  | 0.0000% | $14000.00          | $14111.72          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 37  | 2037-05-15      | 4.9260%  | 0.0000% | $1134000.00        | $1128553.97        | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT5.3%53 | 2053-05-15      | 5.3000%  | 0.0000% | $103000.00         | $97639.02          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 30    | 2030-02-13      | 5.1740%  | 0.0000% | $4000.00           | $4100.35           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 35    | 2035-06-11      | 5.4490%  | 0.0000% | $5000.00           | $5174.95           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 33    | 2033-01-25      | 3.0570%  | 0.0000% | $81000.00          | $73851.51          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 31    | 2031-05-07      | 4.9520%  | 0.0000% | $5061000.00        | $5209475.12        | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL30 | 2030-06-15      | 8.7500%  | 0.0000% | $2710000.00        | $3191655.08        | Corporate Debt Securities |
| BANK OF AMER CORP              FR 2.087%061429  | 2029-06-14      | 2.0870%  | 0.0000% | $121000.00         | $116041.93         | Corporate Debt Securities |
| BANK OF AMER CORP              FR 4.456%020632  | 2032-02-06      | 4.4560%  | 0.0000% | $769000.00         | $764999.15         | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 50    | 2050-05-15      | 5.2500%  | 0.0000% | $995000.00         | $930208.09         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 29    | 2029-07-24      | 5.2990%  | 0.0000% | $79000.00          | $81371.63          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT FIX/FLT 28 | 2028-05-01      | 3.5400%  | 0.0000% | $2100000.00        | $2118000.50        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 42    | 2042-04-22      | 3.1570%  | 0.0000% | $574000.00         | $432108.09         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-01-23      | 5.0400%  | 0.0000% | $1635000.00        | $1664004.90        | Corporate Debt Securities |
| F&G GLOBAL FUNDING             SR SEC GLBL 28   | 2028-09-20      | 2.0000%  | 0.0000% | $4718000.00        | $4396856.22        | Corporate Debt Securities |
| DNB BANK ASA                   FR 4.832%033032  | 2032-03-30      | 4.8320%  | 0.0000% | $1000000.00        | $1000846.67        | Corporate Debt Securities |
| COMCAST CORP NEW               GLBL NT 2.887%51 | 2051-11-01      | 2.8870%  | 0.0000% | $244000.00         | $143939.21         | Corporate Debt Securities |
| CITIGROUP INC                  FR 3%112129      | 2029-11-21      | 3.0000%  | 0.0000% | $50000.00          | $47822.00          | Corporate Debt Securities |
| COMMONSPIRIT HEALTH            GLBL 2025A BD 45 | 2045-09-01      | 5.5800%  | 0.0000% | $10000.00          | $9685.35           | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL 144A 37  | 2037-03-23      | 5.0100%  | 0.0000% | $200000.00         | $194609.83         | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 39  | 2039-03-01      | 8.3750%  | 0.0000% | $1603000.00        | $1829561.12        | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D29 | 2029-01-10      | 4.8665%  | 0.0000% | $1250000.00        | $1259033.22        | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT2.9%41 | 2041-04-01      | 2.9000%  | 0.0000% | $1400000.00        | $1006104.56        | Corporate Debt Securities |
| DEVON ENERGY CORP NEW          GLBL NT 5.75%54  | 2054-09-15      | 5.7500%  | 0.0000% | $2000.00           | $1902.82           | Corporate Debt Securities |
| APPALACHIAN PWR CO             -Y 4.5%49        | 2049-03-01      | 4.5000%  | 0.0000% | $25000.00          | $20302.88          | Corporate Debt Securities |
| BANK OF AMER CORP              FR 4.948%072228  | 2028-07-22      | 4.9480%  | 0.0000% | $5499000.00        | $5603808.50        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT3.5%41 | 2041-02-15      | 3.5000%  | 0.0000% | $306000.00         | $246275.43         | Corporate Debt Securities |
| BANK OF AMER CORP              FR 4.078%042340  | 2040-04-23      | 4.0780%  | 0.0000% | $25000.00          | $21758.07          | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 4.247%020230  | 2030-02-02      | 4.2470%  | 0.0000% | $9000.00           | $9008.38           | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL40 | 2040-05-01      | 5.7050%  | 0.0000% | $520000.00         | $538978.19         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 36    | 2036-09-11      | 5.1970%  | 0.0000% | $75000.00          | $73102.78          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 3.2%031032    | 2032-03-10      | 3.2000%  | 0.0000% | $9000.00           | $8326.66           | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 47    | 2047-01-15      | 5.5700%  | 0.0000% | $200000.00         | $197163.17         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 49    | 2049-09-13      | 3.2500%  | 0.0000% | $4000.00           | $2721.49           | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.52%28  | 2028-01-13      | 5.5200%  | 0.0000% | $445000.00         | $460173.02         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 8%032139      | 2039-03-21      | 11.1561% | 0.0000% | $13000.00          | $10881.26          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.808%060330  | 2030-06-03      | 4.8080%  | 0.0000% | $499000.00         | $512334.61         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.866%042233  | 2033-04-22      | 4.8660%  | 0.0000% | $163000.00         | $162009.97         | Corporate Debt Securities |
| LINCOLN NATL CORP IND          LW TIER II 66    | 2066-05-17      | 6.2716%  | 0.0000% | $201000.00         | $167844.83         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33    | 2033-02-24      | 3.1020%  | 0.0000% | $118000.00         | $107289.97         | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT3.7%46 | 2046-04-15      | 3.7000%  | 0.0000% | $411000.00         | $304650.33         | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT4.5%32 | 2032-10-15      | 4.5000%  | 0.0000% | $134000.00         | $131510.95         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 32    | 2032-01-15      | 4.4940%  | 0.0000% | $270000.00         | $268940.92         | Corporate Debt Securities |
| SOUTHERN COPPER CORP           SR NT 5.25%42    | 2042-11-08      | 5.2500%  | 0.0000% | $41000.00          | $40124.79          | Corporate Debt Securities |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT 34    | 2034-04-03      | 5.4380%  | 0.0000% | $5373000.00        | $5500063.39        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-10-22      | 4.5050%  | 0.0000% | $1710000.00        | $1712088.10        | Corporate Debt Securities |
| AT&T INC                       4.9%37           | 2037-08-15      | 4.9000%  | 0.0000% | $292000.00         | $281611.94         | Corporate Debt Securities |
| SOUTHERN CO GAS CAP            SR GLBL NT 26    | 2026-06-15      | 3.2500%  | 0.0000% | $76000.00          | $76830.49          | Corporate Debt Securities |
| ABN AMRO BANK N.V.             VR 120324-120328 | 2028-12-03      | 4.6615%  | 0.0000% | $1200000.00        | $1211788.94        | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -M NT 50 | 2050-04-01      | 3.6500%  | 0.0000% | $36000.00          | $26204.77          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 59    | 2059-09-15      | 3.6500%  | 0.0000% | $272000.00         | $175228.52         | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT 49    | 2049-11-21      | 4.2500%  | 0.0000% | $112000.00         | $92479.61          | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT4.3%36 | 2036-05-14      | 4.3000%  | 0.0000% | $20000.00          | $19262.56          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 55    | 2055-09-15      | 3.5500%  | 0.0000% | $44000.00          | $28553.69          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 56    | 2056-08-15      | 6.0500%  | 0.0000% | $288000.00         | $284237.04         | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.1%43   | 2043-02-01      | 3.1000%  | 0.0000% | $10000.00          | $7221.34           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 3.35%061551   | 2051-06-15      | 3.3500%  | 0.0000% | $50000.00          | $40146.62          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 3.35%030233   | 2033-03-02      | 3.3500%  | 0.0000% | $125000.00         | $115434.65         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 5%061548      | 2048-06-15      | 5.0000%  | 0.0000% | $10000.00          | $8833.10           | Corporate Debt Securities |
| 3M CO                          SR GLBL NT 49    | 2049-08-26      | 3.2500%  | 0.0000% | $168000.00         | $113870.03         | Corporate Debt Securities |
| US BANCORP                     ALT TIER I PERP  | 2079-12-31      | 5.3000%  | 0.0000% | $31000.00          | $31002.12          | Corporate Debt Securities |
| TRUIST FINL CORP               FR 5.711%012435  | 2035-01-24      | 5.7110%  | 0.0000% | $6000.00           | $6251.94           | Corporate Debt Securities |
| HELMERICH & PAYNE INC          SR GLBL NT5.5%34 | 2034-12-01      | 5.5000%  | 0.0000% | $2268000.00        | $2288420.82        | Corporate Debt Securities |
| KEYCORP                        FR 4.789%060133  | 2033-06-01      | 4.7890%  | 0.0000% | $114000.00         | $113763.01         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 4%47  | 2047-11-15      | 4.0000%  | 0.0000% | $2038000.00        | $1376757.31        | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT51 | 2051-07-15      | 3.5000%  | 0.0000% | $651000.00         | $436982.66         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT35 | 2035-01-25      | 6.2500%  | 0.0000% | $2494000.00        | $2674174.18        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR NT 5.2%45     | 2045-07-15      | 5.2000%  | 0.0000% | $145000.00         | $129233.67         | Corporate Debt Securities |
| FOX CORP                       SR GLBL NT 39    | 2039-01-25      | 5.4760%  | 0.0000% | $2225000.00        | $2195430.99        | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -I NT  | 2500-12-31      | 6.7000%  | 0.0000% | $111000.00         | $115397.26         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT3.6%40 | 2040-04-01      | 3.6000%  | 0.0000% | $160000.00         | $115609.60         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 36    | 2036-07-15      | 3.8500%  | 0.0000% | $235000.00         | $195888.75         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT6.7%56 | 2056-02-04      | 6.7000%  | 0.0000% | $1255000.00        | $1180384.67        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 6%55  | 2055-08-03      | 6.0000%  | 0.0000% | $95000.00          | $81089.15          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 54    | 2054-09-27      | 5.3750%  | 0.0000% | $6140000.00        | $4773340.89        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 46    | 2046-02-04      | 6.5500%  | 0.0000% | $205000.00         | $193093.03         | Corporate Debt Securities |
| UBS GROUP AG                   SR 144A NT 27    | 2027-08-05      | 4.7030%  | 0.0000% | $265000.00         | $267963.84         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 013125-013128 | 2028-01-31      | 4.4766%  | 0.0000% | $3428000.00        | $3442020.52        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V | 2500-12-31      | 6.2000%  | 0.0000% | $20000.00          | $20301.40          | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT4.5%47 | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1700.69           | Corporate Debt Securities |
| RTX CORPORATION                SR GLBL NT 53    | 2053-02-27      | 5.3750%  | 0.0000% | $90000.00          | $85481.66          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 49    | 2049-10-01      | 4.8750%  | 0.0000% | $61000.00          | $50375.45          | Corporate Debt Securities |
| WELLS FARGO & CO               VR 012326-012330 | 2030-01-23      | 4.3973%  | 0.0000% | $1300000.00        | $1293518.30        | Corporate Debt Securities |
| HALLIBURTON CO                 SR GLBL NT 5%45  | 2045-11-15      | 5.0000%  | 0.0000% | $44000.00          | $40380.41          | Corporate Debt Securities |
| SOUTHERN CO                    SR GLBL NT 36    | 2036-07-01      | 4.2500%  | 0.0000% | $135000.00         | $125811.71         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.9%081547    | 2047-08-15      | 4.9000%  | 0.0000% | $25000.00          | $21290.21          | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.65%51  | 2051-06-01      | 3.6500%  | 0.0000% | $182000.00         | $126686.00         | Corporate Debt Securities |
| AT&T INC                       GLBL NT 1.65%28  | 2028-02-01      | 1.6500%  | 0.0000% | $5136000.00        | $4918691.56        | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR GLBL NT 37    | 2037-02-01      | 5.9500%  | 0.0000% | $108000.00         | $116027.61         | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 46    | 2046-05-15      | 4.7500%  | 0.0000% | $2000.00           | $1726.08           | Corporate Debt Securities |
| BNP PARIBAS                    FR 3.052%011331  | 2031-01-13      | 3.0520%  | 0.0000% | $2390000.00        | $2262807.12        | Corporate Debt Securities |
| BAC CAP TR XIV                 PERP JR SB -G NT | 2099-01-01      | 4.3356%  | 0.0000% | $65000.00          | $53520.35          | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 27    | 2027-05-09      | 5.8290%  | 0.0000% | $700000.00         | $719591.43         | Corporate Debt Securities |
| BOEING CO                      SR GLBL NT 50    | 2050-02-01      | 3.7500%  | 0.0000% | $630000.00         | $457613.62         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM ALT TIER I GLBL  | 2086-07-28      | 6.5000%  | 0.0000% | $320000.00         | $318832.36         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL FL NT 26 | 2026-10-02      | 4.8779%  | 0.0000% | $3624000.00        | $3651895.14        | Corporate Debt Securities |
| CANADIAN NAT RES LTD MED TERM  SR GLBL NT6.5%37 | 2037-02-15      | 6.5000%  | 0.0000% | $773000.00         | $839038.68         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32 | 2032-11-29      | 6.7000%  | 0.0000% | $87000.00          | $97120.08          | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 55    | 2055-09-30      | 5.7500%  | 0.0000% | $1651000.00        | $1553659.79        | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 6.45%111555   | 2055-11-15      | 6.4500%  | 0.0000% | $175000.00         | $175516.83         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM ALT TIER I GLBL  | 2085-10-28      | 7.0000%  | 0.0000% | $407000.00         | $417296.65         | Corporate Debt Securities |
| CREDIT AGRICOLE S A            FR 4%011033      | 2033-01-10      | 4.0000%  | 0.0000% | $18725000.00       | $18651826.86       | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT6.3%33 | 2033-03-15      | 6.3000%  | 0.0000% | $839000.00         | $890384.56         | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 4.05%081549   | 2049-08-15      | 4.0500%  | 0.0000% | $20000.00          | $16453.75          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36 | 2036-01-15      | 5.2000%  | 0.0000% | $4767000.00        | $4860321.97        | Corporate Debt Securities |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT6.1%55 | 2055-03-15      | 6.1000%  | 0.0000% | $104000.00         | $103836.20         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 55    | 2055-05-15      | 4.3750%  | 0.0000% | $356000.00         | $241578.78         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 66    | 2066-02-04      | 6.8500%  | 0.0000% | $106000.00         | $99102.99          | Corporate Debt Securities |
| MORGAN STANLEY                 SR GLBL NT 32    | 2032-04-01      | 7.2500%  | 0.0000% | $996000.00         | $1132522.00        | Corporate Debt Securities |
| METLIFE INC                    SR GLBL NT 54    | 2054-01-15      | 5.2500%  | 0.0000% | $9000.00           | $8476.85           | Corporate Debt Securities |
| STATE STR CORP                 SR GLBL NT 36    | 2036-10-23      | 4.7840%  | 0.0000% | $5000.00           | $4856.15           | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 2.13%30  | 2030-07-08      | 2.1300%  | 0.0000% | $478000.00         | $434098.89         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 36    | 2036-04-24      | 5.6150%  | 0.0000% | $10977000.00       | $11243695.36       | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL SS NT 37 | 2037-04-15      | 5.5000%  | 0.0000% | $417000.00         | $418268.38         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 2.222%31 | 2031-09-17      | 2.2220%  | 0.0000% | $535000.00         | $469710.77         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.375%072442  | 2042-07-24      | 6.3750%  | 0.0000% | $22983000.00       | $25129842.03       | Corporate Debt Securities |
| STATE STR CORP                 SR GLBL NT 32    | 2032-10-22      | 4.6750%  | 0.0000% | $4000.00           | $3994.92           | Corporate Debt Securities |
| GEORGETOWN UNIV                SR -2023 BD 53   | 2053-04-01      | 5.1150%  | 0.0000% | $1250000.00        | $1149100.52        | Corporate Debt Securities |
| TARGA RES CORP                 SR GLBL NT4.2%33 | 2033-02-01      | 4.2000%  | 0.0000% | $3482000.00        | $3335941.71        | Corporate Debt Securities |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT4.2%31 | 2031-03-01      | 4.2000%  | 0.0000% | $365000.00         | $362336.72         | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 4%42  | 2042-06-20      | 4.0000%  | 0.0000% | $500000.00         | $410662.22         | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL NT 28    | 2028-03-13      | 4.0410%  | 0.0000% | $3685000.00        | $3688006.04        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL NT 37    | 2037-03-10      | 5.2790%  | 0.0000% | $945000.00         | $935986.54         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 32    | 2032-09-15      | 1.8500%  | 0.0000% | $353000.00         | $300283.86         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37 | 2037-01-25      | 6.2000%  | 0.0000% | $4500000.00        | $4814555.00        | Corporate Debt Securities |
| UNION PAC CORP                 GLBL NT 2.891%36 | 2036-04-06      | 2.8910%  | 0.0000% | $59000.00          | $49722.68          | Corporate Debt Securities |
| TRUIST FINL CORP               PERP JR SB GLBL  | 2500-12-31      | 5.1250%  | 0.0000% | $104000.00         | $104936.91         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 2.625%090129  | 2029-09-01      | 2.6250%  | 0.0000% | $5000.00           | $4759.01           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 33    | 2033-01-25      | 2.9630%  | 0.0000% | $20000.00          | $18258.18          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 35    | 2035-07-22      | 5.2940%  | 0.0000% | $11000.00          | $11253.68          | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          SR 144A NT 36    | 2036-05-01      | 5.2500%  | 0.0000% | $500000.00         | $491140.42         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB OO NT | 2500-12-31      | 6.5000%  | 0.0000% | $40000.00          | $41522.24          | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 53    | 2053-04-15      | 5.6250%  | 0.0000% | $80000.00          | $76005.90          | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.4%062332    | 2032-06-23      | 5.4000%  | 0.0000% | $8000000.00        | $8285360.00        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54 | 2054-10-01      | 5.9000%  | 0.0000% | $5000.00           | $4705.36           | Corporate Debt Securities |
| NATWEST MKTS PLC US MEDIUM     VR 092921-092926 | 2026-09-29      | 4.4175%  | 0.0000% | $280000.00         | $281716.09         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025D 55 | 2055-09-15      | 6.2000%  | 0.0000% | $42000.00          | $41808.90          | Corporate Debt Securities |
| MSCI INC                       SR GLBL 144A 30  | 2030-09-01      | 3.6250%  | 0.0000% | $1490000.00        | $1417006.35        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024E 54 | 2054-04-15      | 5.7500%  | 0.0000% | $89000.00          | $81973.97          | Corporate Debt Securities |
| MPLX LP                        5.5%49           | 2049-02-15      | 5.5000%  | 0.0000% | $454000.00         | $416725.84         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR NT 5.625%33   | 2033-09-07      | 5.6250%  | 0.0000% | $9620000.00        | $10113902.82       | Corporate Debt Securities |
| WELLS FARGO & CO               FR 2.572%021131  | 2031-02-11      | 2.5720%  | 0.0000% | $2000.00           | $1863.11           | Corporate Debt Securities |
| WELLS FARGO & CO               VR 012425-012428 | 2028-01-24      | 4.4374%  | 0.0000% | $142000.00         | $142333.60         | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 6%55  | 2055-03-15      | 6.0000%  | 0.0000% | $250000.00         | $249652.50         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.192%041731  | 2031-04-17      | 5.1920%  | 0.0000% | $30000.00          | $30479.25          | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 26    | 2026-09-30      | 4.9500%  | 0.0000% | $36000.00          | $36265.14          | Corporate Debt Securities |
| NEVADA POWER CO                JR SB GLBL NT 55 | 2055-05-15      | 6.2500%  | 0.0000% | $15000.00          | $15451.59          | Corporate Debt Securities |
| HP INC                         SR GLBL NT 6%41  | 2041-09-15      | 6.0000%  | 0.0000% | $55000.00          | $55479.05          | Corporate Debt Securities |
| HONDA MOTOR CO LTD             GLBL NT 4.688%30 | 2030-07-08      | 4.6880%  | 0.0000% | $355000.00         | $357934.04         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.9%53 | 2053-06-01      | 5.9000%  | 0.0000% | $225000.00         | $219599.87         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.042%071930  | 2030-07-19      | 5.0420%  | 0.0000% | $261000.00         | $267320.27         | Corporate Debt Securities |
| NATL BANK OF CANADA            VR 012026-012029 | 2029-01-20      | 4.4279%  | 0.0000% | $1150000.00        | $1152597.30        | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC     SR GLBL NT 32    | 2032-05-12      | 4.4380%  | 0.0000% | $415000.00         | $410528.65         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.238%010930  | 2030-01-09      | 4.2380%  | 0.0000% | $417000.00         | $417096.84         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 37    | 2037-04-21      | 5.3250%  | 0.0000% | $1910000.00        | $1904482.49        | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 36    | 2036-03-15      | 5.1500%  | 0.0000% | $130000.00         | $129845.59         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 49    | 2049-11-15      | 3.2500%  | 0.0000% | $11000.00          | $7247.41           | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.3%51 | 2051-02-15      | 3.3000%  | 0.0000% | $2627000.00        | $1722169.25        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL NT 30    | 2030-09-11      | 4.6310%  | 0.0000% | $2000.00           | $2012.29           | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL NT 31    | 2031-09-08      | 4.5800%  | 0.0000% | $7000.00           | $6981.28           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 31 | 2031-05-07      | 5.1289%  | 0.0000% | $9000.00           | $9249.22           | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           FR 4.439%011432  | 2032-01-14      | 4.4390%  | 0.0000% | $146000.00         | $145567.90         | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR 144A NT 36    | 2036-04-30      | 5.2500%  | 0.0000% | $470000.00         | $469517.47         | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 6.5%111552    | 2052-11-15      | 6.5000%  | 0.0000% | $25000.00          | $24710.54          | Corporate Debt Securities |
| ECOLAB INC                     GLBL NT 2.125%32 | 2032-02-01      | 2.1250%  | 0.0000% | $864000.00         | $762802.68         | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR REGS NT 30    | 2030-09-11      | 4.8500%  | 0.0000% | $4868000.00        | $4861386.28        | Corporate Debt Securities |
| ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46 | 2046-02-01      | 4.9000%  | 0.0000% | $11000.00          | $10094.85          | Corporate Debt Securities |
| BANK OF AMER CORP              FR 5.872%091534  | 2034-09-15      | 5.8720%  | 0.0000% | $11000.00          | $11590.37          | Corporate Debt Securities |
| BANK OF AMER CORP              FR 4.376%042728  | 2028-04-27      | 4.3760%  | 0.0000% | $149000.00         | $148893.42         | Corporate Debt Securities |
| BANK OF AMER CORP              FR 2.592%042931  | 2031-04-29      | 2.5920%  | 0.0000% | $78000.00          | $72037.06          | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT 3%41  | 2041-12-02      | 3.0000%  | 0.0000% | $560000.00         | $419363.47         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 5.245%31 | 2031-01-13      | 5.2450%  | 0.0000% | $13000.00          | $13455.38          | Corporate Debt Securities |
| COMMONSPIRIT HEALTH            -2012 SINK BD 42 | 2042-11-01      | 4.3500%  | 0.0000% | $40000.00          | $35058.37          | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR NT 4.8%48     | 2048-03-15      | 4.8000%  | 0.0000% | $2000.00           | $1595.66           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 27 | 2027-06-09      | 4.4282%  | 0.0000% | $2152000.00        | $2166051.60        | Corporate Debt Securities |
| BANK OF AMER CORP              FR 2.972%020433  | 2033-02-04      | 2.9720%  | 0.0000% | $1425000.00        | $1297647.43        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 45    | 2045-07-20      | 5.1250%  | 0.0000% | $81000.00          | $72642.91          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT4.9%38 | 2038-02-15      | 4.9000%  | 0.0000% | $116000.00         | $113092.85         | Corporate Debt Securities |
| BAKER HUGHES HLDGS LLC         SR GLBL NT 27    | 2027-12-15      | 3.3370%  | 0.0000% | $2269000.00        | $2262428.41        | Corporate Debt Securities |
| CHENIERE ENERGY INC            SR GLBL 144A 56  | 2056-07-30      | 6.0000%  | 0.0000% | $725000.00         | $720500.17         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 091521-091526 | 2026-09-15      | 4.2773%  | 0.0000% | $7114000.00        | $7160284.47        | Corporate Debt Securities |
| ANALOG DEVICES INC             SR GLBL NT2.8%41 | 2041-10-01      | 2.8000%  | 0.0000% | $2752000.00        | $1998655.29        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 2.35%010827   | 2027-01-08      | 2.3500%  | 0.0000% | $2590000.00        | $2575757.88        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 062425-071526 | 2026-07-15      | 4.3089%  | 0.0000% | $1187000.00        | $1189940.69        | Corporate Debt Securities |
| WESTERN UN CO                  SR GLBL NT6.2%40 | 2040-06-21      | 6.2000%  | 0.0000% | $36000.00          | $36859.20          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.4%061446    | 2046-06-14      | 4.4000%  | 0.0000% | $20000.00          | $16367.24          | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL REGS 30  | 2030-05-13      | 3.7500%  | 0.0000% | $813000.00         | $787362.72         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -P 82 | 2082-03-15      | 3.8000%  | 0.0000% | $6000.00           | $5865.66           | Corporate Debt Securities |
| NATWEST MKTS PLC US MEDIUM     SR 16 144A NT 30 | 2030-03-21      | 5.0220%  | 0.0000% | $370000.00         | $375505.78         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.943%012133  | 2033-01-21      | 2.9430%  | 0.0000% | $308000.00         | $279665.00         | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT5.8%54 | 2054-11-15      | 5.8000%  | 0.0000% | $24000.00          | $23804.72          | Corporate Debt Securities |
| VULCAN MATLS CO                SR GLBL NT5.7%54 | 2054-12-01      | 5.7000%  | 0.0000% | $200000.00         | $199240.33         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL30 | 2030-02-01      | 4.0500%  | 0.0000% | $5009000.00        | $4918950.70        | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT5.3%34 | 2034-01-19      | 5.3000%  | 0.0000% | $6517000.00        | $6601065.68        | Corporate Debt Securities |
| ABBVIE INC                     SR NT 4.7%45     | 2045-05-14      | 4.7000%  | 0.0000% | $5154000.00        | $4672524.77        | Corporate Debt Securities |
| WESTERN UN CO                  SR GLBL NT6.2%36 | 2036-11-17      | 6.2000%  | 0.0000% | $50000.00          | $53192.61          | Corporate Debt Securities |
| MIZUHO BANK LTD.               SR GLBL 144A 46  | 2046-04-16      | 5.7720%  | 0.0000% | $400000.00         | $396873.87         | Corporate Debt Securities |
| MELLON CAP IV                  PERP JR SB GLBL  | 2079-12-31      | 4.5119%  | 0.0000% | $77000.00          | $63872.93          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 4%50  | 2050-03-22      | 4.0000%  | 0.0000% | $145000.00         | $109884.22         | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL -B NT 42 | 2042-12-15      | 4.0700%  | 0.0000% | $42000.00          | $36060.46          | Corporate Debt Securities |
| VERTIV HOLDINGS CO             SR GLBL NT 46    | 2046-03-15      | 5.6500%  | 0.0000% | $899000.00         | $873689.40         | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46    | 2046-06-01      | 4.3750%  | 0.0000% | $364000.00         | $292480.42         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.75%081535   | 2035-08-15      | 4.7500%  | 0.0000% | $15000.00          | $14331.29          | Corporate Debt Securities |
| TRUIST BK                      SR -I FLT NT 29  | 2029-01-27      | 4.3174%  | 0.0000% | $2374000.00        | $2373073.55        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 32    | 2032-01-14      | 4.5050%  | 0.0000% | $500000.00         | $498312.36         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.25%080926   | 2026-08-09      | 6.2500%  | 0.0000% | $1550000.00        | $1580213.38        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5.15%090952   | 2052-09-09      | 5.1500%  | 0.0000% | $6000.00           | $5485.77           | Corporate Debt Securities |
| TAMPA ELEC CO                  SR GLBL NT 44    | 2044-05-15      | 4.3500%  | 0.0000% | $671000.00         | $572334.48         | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT 36    | 2036-02-09      | 4.8750%  | 0.0000% | $2186000.00        | $2174324.03        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.108%060827  | 2027-06-08      | 4.1080%  | 0.0000% | $1649000.00        | $1671927.33        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 31    | 2031-09-12      | 4.5270%  | 0.0000% | $1073000.00        | $1066074.86        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.928%101535  | 2035-10-15      | 4.9280%  | 0.0000% | $2420000.00        | $2373277.87        | Corporate Debt Securities |
| SUNTRUST PFD CAP I             PERP JR SB GLBL  | 2079-12-31      | 4.5806%  | 0.0000% | $65000.00          | $49404.75          | Corporate Debt Securities |
| TYSON FOODS INC                SR GLBL NT5.1%48 | 2048-09-28      | 5.1000%  | 0.0000% | $92000.00          | $83740.55          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.244%012431  | 2031-01-24      | 5.2440%  | 0.0000% | $4000.00           | $4127.74           | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.15%012429   | 2029-01-24      | 4.1500%  | 0.0000% | $816000.00         | $820297.60         | Corporate Debt Securities |
| SNAM S.P.A.                    GLBL A 144A NT30 | 2030-05-28      | 5.0000%  | 0.0000% | $3850000.00        | $3953107.28        | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT47 | 2047-06-15      | 5.5000%  | 0.0000% | $268000.00         | $251085.18         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 47    | 2047-12-08      | 3.7340%  | 0.0000% | $3899000.00        | $2835854.04        | Corporate Debt Securities |
| WESTLAKE CORPORATION           SR GLBL NT 35    | 2035-11-15      | 5.5500%  | 0.0000% | $480000.00         | $491940.00         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.892%091536  | 2036-09-15      | 4.8920%  | 0.0000% | $7000.00           | $6842.47           | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 2%091031      | 2031-09-10      | 2.0000%  | 0.0000% | $49000.00          | $43350.19          | Corporate Debt Securities |
| FLEXTRONICS INTL LTD           SR GLBL NT 30    | 2030-05-12      | 4.8750%  | 0.0000% | $4951000.00        | $5057149.44        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36 | 2036-01-25      | 6.1000%  | 0.0000% | $2400000.00        | $2555801.33        | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 43    | 2043-10-02      | 6.2500%  | 0.0000% | $124000.00         | $123411.14         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28 | 2028-07-22      | 4.5872%  | 0.0000% | $550000.00         | $552281.27         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 5.6%41     | 2041-07-15      | 5.6000%  | 0.0000% | $57000.00          | $58424.62          | Corporate Debt Securities |
| BANK OF AMER CORP              JR SB GLBL FL 26 | 2026-12-01      | 4.5790%  | 0.0000% | $600000.00         | $605508.98         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 35    | 2035-01-23      | 5.3360%  | 0.0000% | $8000.00           | $8223.90           | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 53    | 2053-03-09      | 5.1250%  | 0.0000% | $262000.00         | $242300.33         | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT4.5%38 | 2038-04-15      | 4.5000%  | 0.0000% | $90000.00          | $81175.05          | Corporate Debt Securities |
| REGENERON PHARMACEUTICALS      SR GLBL NT 30    | 2030-09-15      | 1.7500%  | 0.0000% | $10426000.00       | $9277654.29        | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 28    | 2028-11-17      | 6.7500%  | 0.0000% | $3000000.00        | $3228097.50        | Corporate Debt Securities |
| RIO TINTO FIN USA LTD          SR NT 5.2%40     | 2040-11-02      | 5.2000%  | 0.0000% | $5000000.00        | $5016905.56        | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL NT 53   | 2053-09-15      | 7.1250%  | 0.0000% | $20000.00          | $20902.12          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.5%50 | 2050-08-01      | 3.5000%  | 0.0000% | $72000.00          | $48255.32          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL 28 BD 50 | 2050-07-01      | 4.9500%  | 0.0000% | $50000.00          | $42374.12          | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $185000.00         | $187669.55         | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.5%54 | 2054-05-15      | 5.5000%  | 0.0000% | $5000.00           | $4645.84           | Corporate Debt Securities |
| CF INDS INC                    SR NT 5.375%44   | 2044-03-15      | 5.3750%  | 0.0000% | $2000.00           | $1888.02           | Corporate Debt Securities |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 35    | 2035-04-15      | 5.9500%  | 0.0000% | $1550000.00        | $1565204.21        | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.1%51 | 2051-12-02      | 3.1000%  | 0.0000% | $1778000.00        | $1181417.78        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 48    | 2048-11-30      | 5.5500%  | 0.0000% | $65000.00          | $58283.88          | Corporate Debt Securities |
| DOMINION ENERGY INC            SR GLBL -B NT 41 | 2041-04-15      | 3.3000%  | 0.0000% | $1009000.00        | $749984.66         | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 3.75%061550   | 2050-06-15      | 3.7500%  | 0.0000% | $30000.00          | $24418.88          | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT 31    | 2031-01-15      | 4.7500%  | 0.0000% | $5476000.00        | $5514957.18        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 28    | 2028-01-10      | 3.8870%  | 0.0000% | $6000000.00        | $6047441.67        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 090524-100526 | 2026-10-05      | 4.3771%  | 0.0000% | $2941000.00        | $2953831.48        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 102324-102227 | 2027-10-22      | 4.3772%  | 0.0000% | $1885000.00        | $1886130.96        | Corporate Debt Securities |
| BNP PARIBAS                    SNR NPF 144A 34  | 2034-01-15      | 4.9160%  | 0.0000% | $790000.00         | $783836.68         | Corporate Debt Securities |
| LAUDER ESTEE COS INC           SR GLBL NT 53    | 2053-05-15      | 5.1500%  | 0.0000% | $600000.00         | $541784.50         | Corporate Debt Securities |
| CITIGROUP INC                  FR 5%093044      | 2044-09-30      | 5.0000%  | 0.0000% | $25000.00          | $22692.67          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-12-01      | 6.5500%  | 0.0000% | $542000.00         | $601245.87         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 45    | 2045-12-15      | 6.1250%  | 0.0000% | $5000000.00        | $5012393.75        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 29 | 2029-01-21      | 4.3675%  | 0.0000% | $8000.00           | $7982.08           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT2.6%30 | 2030-02-07      | 2.6000%  | 0.0000% | $12000.00          | $11233.61          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-07-21      | 2.3830%  | 0.0000% | $61000.00          | $54292.64          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29    | 2029-05-01      | 4.2230%  | 0.0000% | $65000.00          | $65896.85          | Corporate Debt Securities |
| FORTIVE CORP                   SR NT 4.3%46     | 2046-06-15      | 4.3000%  | 0.0000% | $1800000.00        | $1490985.00        | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT4.4%49 | 2049-07-01      | 4.4000%  | 0.0000% | $38000.00          | $29397.35          | Corporate Debt Securities |

### Security 663: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HC8T6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HC8T6
- **C.18 - Value (incl. sponsor support):** $6039000000.00
- **C.18.a - Value (excl. sponsor support):** $6039000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.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 | 2026-06-18      | 0.0000%  | 0.0000% | $378400.00         | $376583.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $57100.00          | $56947.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-18      | 0.0000%  | 0.0000% | $50000000.00       | $48412900.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-23      | 0.0000%  | 0.0000% | $385000.00         | $381804.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $49597500.00       | $48583728.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $400.00            | $403.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $13377800.00       | $12836717.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $39000400.00       | $39883057.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $1129700.00        | $1130270.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $1208500.00        | $1145762.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $16712500.00       | $9220571.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $31785700.00       | $18027049.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $38000.00          | $38229.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $5900.00           | $5970.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $2021500.00        | $1543469.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $32129000.00       | $20294759.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $12155000.00       | $7911658.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $289000.00         | $202401.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $1961700.00        | $2003290.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $1267300.00        | $1246021.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $36186300.00       | $33207779.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-13      | 0.0000%  | 0.0000% | $1000.00           | $989.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $5262800.00        | $5226539.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $607600.00         | $598148.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $4321500.00        | $4254350.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $68303100.00       | $37782329.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $170000.00         | $172669.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $358800.00         | $358804.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $1300500.00        | $1278975.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $64548000.00       | $66247429.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $9207000.00        | $9622448.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $300.00            | $298.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $23572200.00       | $23279197.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $27202600.00       | $23827364.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.0000%  | 0.0000% | $11500.00          | $11430.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-05      | 0.0000%  | 0.0000% | $236100.00         | $236006.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8253%  | 0.0000% | $1268600.00        | $1269098.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $253350000.00      | $262656649.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $4550000.00        | $4699454.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $3182000.00        | $3185821.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $11867200.00       | $12106513.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $1284600.00        | $1321083.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $81500.00          | $80879.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $64900.00          | $57666.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.8033%  | 0.0000% | $164000.00         | $164179.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $1710300.00        | $1715860.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $100000000.00      | $101168093.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $300.00            | $299.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $213072800.00      | $209829864.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $380000.00         | $384960.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $6985600.00        | $6747195.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.0000%  | 0.0000% | $200869300.00      | $193912794.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $1647900.00        | $1649256.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $15089500.00       | $12087340.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $57213800.00       | $56571183.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $78200.00          | $64590.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $685200.00         | $649196.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $7300.00           | $6551.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $1864200.00        | $1802313.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $1000.00           | $940.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $145308000.00      | $141399642.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $14124300.00       | $14049442.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $25573200.00       | $25452574.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $451900.00         | $430496.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $75000400.00       | $77100274.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $124600000.00      | $96352669.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $63551600.00       | $43776216.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $4159200.00        | $2940361.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $56540100.00       | $40547489.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $112341300.00      | $65206305.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $10643800.00       | $6621164.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $170790100.00      | $129746354.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $645100.00         | $644266.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $1669900.00        | $1687758.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $398173000.00      | $384010591.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $300.00            | $300.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $35239900.00       | $34612594.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $60486500.00       | $58427400.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $57507000.00       | $58258666.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $50000000.00       | $49667702.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $15275400.00       | $14645579.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $35300.00          | $35232.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $16516000.00       | $16313811.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $381000.00         | $369710.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $415500.00         | $411102.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $200.00            | $199.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $1000.00           | $1002.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $331100.00         | $335032.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $267089700.00      | $266773702.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $22994600.00       | $22775489.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $34563000.00       | $34604864.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $342900.00         | $342743.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $342000.00         | $344073.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $116612800.00      | $116834296.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $2820800.00        | $2298667.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $56610900.00       | $56251358.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $29941600.00       | $23002242.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $85669300.00       | $65769049.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $108729500.00      | $107041992.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $4200.00           | $2713.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $5090900.00        | $5084375.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-21      | 0.0000%  | 0.0000% | $400000.00         | $396780.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-24      | 0.0000%  | 0.0000% | $250000.00         | $246366.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $4734200.00        | $4228396.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $24251400.00       | $25613106.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $240309800.00      | $190202447.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $8100.00           | $7996.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $140217200.00      | $121860191.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $3562400.00        | $3609361.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $92500.00          | $92998.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $32654400.00       | $28469518.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $815700.00         | $808678.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $86850000.00       | $82731437.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $42419600.00       | $42838999.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $15000.00          | $14789.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $430900.00         | $427781.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $38320000.00       | $35879930.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $263144400.00      | $250693570.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $100.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $1900.00           | $1882.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $53799500.00       | $55662691.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $201.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $31039000.00       | $29350407.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $41115100.00       | $35149102.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $20138100.00       | $17663371.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $16340700.00       | $12057405.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $144700.00         | $145577.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $7058500.00        | $5183527.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $17671900.00       | $13115166.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $3607600.00        | $2314430.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $800.00            | $556.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $5044500.00        | $5036032.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $143000.00         | $143061.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $323051700.00      | $280722316.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $150290900.00      | $141303926.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $10569400.00       | $10604881.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $41800.00          | $40361.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $26791400.00       | $27576871.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $186486900.00      | $186604002.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $810000.00         | $819060.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $100500000.00      | $104024191.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $1528100.00        | $1546055.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $314414800.00      | $320255353.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $2666100.00        | $2747403.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $2000000.00        | $2036402.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $997600.00         | $876096.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $15300.00          | $15244.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $49321911.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8333%  | 0.0000% | $2750100.00        | $2754293.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $1100.00           | $1073.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $520761100.00      | $514862720.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $104600.00         | $104537.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $90000.00          | $90555.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $626400.00         | $620658.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $40531500.00       | $40449355.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $4060200.00        | $4020982.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $248200.00         | $252279.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $232100.00         | $235479.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $13114000.00       | $12989715.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $609800.00         | $613671.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $83970000.00       | $79403658.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $250238100.00      | $155233065.18      | U.S. Treasuries (including strips) |

### Security 664: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCA30, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1HCA30
- **C.18 - Value (incl. sponsor support):** $527000000.00
- **C.18.a - Value (excl. sponsor support):** $527000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2043-02-15      | 0.6250%  | 0.0000% | $24600000.00       | $25888638.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $35054400.00       | $30704931.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $749200.00         | $755073.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $699200.00         | $625488.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $19597300.00       | $14544098.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $1238400.00        | $909439.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $3100300.00        | $2586407.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $20000000.00       | $13921305.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $21373700.00       | $21129545.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $13499900.00       | $13035403.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $19573900.00       | $9524831.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $140230400.00      | $86990729.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $863400.00         | $868726.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $562400.00         | $554772.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $21815100.00       | $21448823.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $22442800.00       | $22776716.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $37901700.00       | $37324841.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $2127800.00        | $2176737.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $413200.00         | $268950.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $26483100.00       | $26045455.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $42358600.00       | $37832996.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $7680000.00        | $7403623.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $398300.00         | $394548.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $84229200.00       | $82921943.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $13414000.00       | $9239958.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $32730000.00       | $23138589.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $18813400.00       | $14548325.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $30814300.00       | $29985486.07       | U.S. Treasuries (including strips) |

### Security 665: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCA48, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1HCA48
- **C.18 - Value (incl. sponsor support):** $3160000000.00
- **C.18.a - Value (excl. sponsor support):** $3160000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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      | 1.8750%  | 0.0000% | $67000.00          | $67208.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $800.00            | $796.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $304300.00         | $233613.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $38900.00          | $29884.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $335000.00         | $343952.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $249235900.00      | $249999766.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $2377000.00        | $2405229.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $1576200.00        | $1668773.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7463%  | 0.0000% | $18626100.00       | $18627869.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $169550000.00      | $169619195.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $15641900.00       | $15221178.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $1585900.00        | $1583867.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $80865000.00       | $79609956.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $4697000.00        | $4685457.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $1935000.00        | $1911311.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $557900.00         | $545256.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $63399600.00       | $62809126.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $696000.00         | $704700.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $35000.00          | $33203.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $596000.00         | $590581.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $636200.00         | $729958.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $22500000.00       | $31075712.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $300.00            | $183.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $100800.00         | $63671.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $9999000.00        | $10208301.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $8000000.00        | $10432107.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $12952700.00       | $12751220.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $12690700.00       | $12779498.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $17000.00          | $17224.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-13      | 0.0000%  | 0.0000% | $6448400.00        | $6381523.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-20      | 0.0000%  | 0.0000% | $4600.00           | $4549.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $56500.00          | $121533.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $1702400.00        | $1768895.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $900.00            | $920.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $219000.00         | $205862.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $3861400.00        | $3971067.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.0000%  | 0.0000% | $2605000.00        | $2589297.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $2702700.00        | $2164979.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $12625200.00       | $14148487.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $94990000.00       | $93923087.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $3028600.00        | $2982505.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $3159100.00        | $3242273.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $135722200.00      | $144664997.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $230000.00         | $243838.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $56045400.00       | $56512608.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $29250000.00       | $29040482.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $97880200.00       | $98198422.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $246511600.00      | $249999991.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $50000.00          | $79650.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.0000%  | 0.0000% | $16513400.00       | $15941507.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $2000000.00        | $3182876.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $623000.00         | $625612.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $247379000.00      | $249747598.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $402600.00         | $389099.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $3965000.00        | $3954389.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $300.00            | $186.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $109000.00         | $68662.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $13120000.00       | $12899714.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $5627100.00        | $9340194.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $1000200.00        | $651027.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $21000.00          | $11616.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-04      | 0.0000%  | 0.0000% | $5947900.00        | $5891418.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $7016600.00        | $6990932.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $5000.00           | $4391.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $14789000.00       | $18471066.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $27369500.00       | $26703627.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $251761800.00      | $249800512.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $90000000.00       | $99678720.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $4000.00           | $4065.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $31952700.00       | $35028601.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $2475900.00        | $3696717.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $27925000.00       | $27982379.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $654300.00         | $639744.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $117702200.00      | $117776109.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $170000.00         | $171402.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $10908500.00       | $10997872.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $175000000.00      | $177586647.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $45189000.00       | $46090199.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $247100000.00      | $244277340.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $5531000.00        | $5353847.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $85000.00          | $81393.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $145.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $1000.00           | $783.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $716100.00         | $374979.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $178900.00         | $169167.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $2876200.00        | $2920691.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $19523100.00       | $21351481.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $7000.00           | $7205.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $989800.00         | $997195.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $6000000.00        | $7914548.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $162000.00         | $160809.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-15      | 1.2500%  | 0.0000% | $130583000.00      | $130201452.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $30692800.00       | $30482193.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $73.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $200.00            | $128.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $46145100.00       | $46139878.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $63629400.00       | $62843342.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $112209100.00      | $112230041.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $400.00            | $276.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $25546900.00       | $25747186.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $4597800.00        | $4838649.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-21      | 0.0000%  | 0.0000% | $3693800.00        | $3664068.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $122100.00         | $122294.64         | U.S. Treasuries (including strips) |

### Security 666: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 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: ARP1HCAD8, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1HCAD8
- **C.18 - Value (incl. sponsor support):** $729000000.00
- **C.18.a - Value (excl. sponsor support):** $729000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLDG5884 | 2056-03-01      | 5.5000%  | 0.0000% | $6632536.00        | $6716446.80        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS6700 | 2052-01-01      | 2.5000%  | 0.0000% | $79000.00          | $55444.44          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6110 | 2050-07-01      | 3.0000%  | 0.0000% | $1400000.00        | $1020683.13        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7502 | 2054-03-01      | 6.0000%  | 0.0000% | $600000.00         | $395660.52         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS6517 | 2052-04-01      | 2.5000%  | 0.0000% | $131000.00         | $90858.99          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5397 | 2053-01-01      | 6.0000%  | 0.0000% | $25000.00          | $15706.83          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5702 | 2053-02-01      | 6.0000%  | 0.0000% | $150000.00         | $105647.90         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $9264368.00        | $7267660.26        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5950 | 2053-03-01      | 4.5000%  | 0.0000% | $14000.00          | $10098.32          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $14522064.00       | $12661053.47       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6302 | 2053-05-01      | 4.5000%  | 0.0000% | $3106000.00        | $2229630.02        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0198 | 2038-09-01      | 5.5000%  | 0.0000% | $1082000.00        | $15904.37          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | 0.0000% | $15515152.00       | $11569463.60       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAB0200 | 2039-01-01      | 5.5000%  | 0.0000% | $1764000.00        | $65936.35          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA6029 | 2056-04-01      | 5.0000%  | 0.0000% | $8629260.00        | $8508150.48        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $66000.00          | $40418.17          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFS6853 | 2039-07-01      | 4.5000%  | 0.0000% | $13543.00          | $9332.40           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7715 | 2054-05-01      | 6.0000%  | 0.0000% | $1490000.00        | $1274086.08        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT5993 | 2043-05-01      | 3.0000%  | 0.0000% | $37500.00          | $4528.50           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS8420 | 2051-08-01      | 4.0000%  | 0.0000% | $20000.00          | $16142.75          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS9453 | 2053-08-01      | 4.5000%  | 0.0000% | $68000.00          | $59179.84          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS8684 | 2047-01-01      | 3.5000%  | 0.0000% | $161000.00         | $34491.25          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $307907.00         | $51789.89          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $596000.00         | $473043.51         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL909067 | 2037-01-01      | 5.5000%  | 0.0000% | $40000.00          | $869.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD4614 | 2040-06-01      | 5.5000%  | 0.0000% | $126340.00         | $10712.79          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAC7614 | 2039-11-01      | 5.5000%  | 0.0000% | $478274.00         | $4645.94           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0964 | 2039-11-01      | 5.5000%  | 0.0000% | $3906000.00        | $99222.54          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL889992 | 2038-06-01      | 5.5000%  | 0.0000% | $16548000.00       | $133622.23         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL909106 | 2037-10-01      | 5.5000%  | 0.0000% | $419027.00         | $34712.80          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | 0.0000% | $211000.00         | $129330.93         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBT9375 | 2051-11-01      | 2.0000%  | 0.0000% | $15432080.00       | $9093411.48        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $135000.00         | $35132.13          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTAB2503 | 2031-03-01      | 4.5000%  | 0.0000% | $370000.00         | $8544.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1408 | 2054-09-01      | 6.0000%  | 0.0000% | $144000.00         | $130426.61         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1232 | 2053-08-01      | 6.0000%  | 0.0000% | $11714256.00       | $10280741.68       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG4141 | 2056-03-01      | 5.5000%  | 0.0000% | $6164310.00        | $6268540.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX4163 | 2052-12-01      | 5.5000%  | 0.0000% | $50000.00          | $31244.94          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY0191 | 2053-05-01      | 5.0000%  | 0.0000% | $1999800.00        | $1637871.72        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV6026 | 2055-08-01      | 6.0000%  | 0.0000% | $2725028.00        | $2306713.44        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX6186 | 2053-02-01      | 5.5000%  | 0.0000% | $910000.00         | $549329.10         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4891 | 2052-10-01      | 4.5000%  | 0.0000% | $15000.00          | $12485.97          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD6437 | 2040-06-01      | 5.0000%  | 0.0000% | $410000.00         | $16297.45          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2321 | 2052-02-01      | 2.5000%  | 0.0000% | $8000.00           | $5203.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5678 | 2052-12-01      | 5.5000%  | 0.0000% | $523000.00         | $376175.10         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2914 | 2052-09-01      | 4.5000%  | 0.0000% | $1242000.00        | $883947.73         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5777 | 2053-08-01      | 5.5000%  | 0.0000% | $12750400.00       | $8800448.38        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7280 | 2053-03-01      | 5.0000%  | 0.0000% | $125000.00         | $100320.27         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $83000.00          | $10138.32          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3240 | 2048-01-01      | 4.5000%  | 0.0000% | $1000000.00        | $110649.24         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA9038 | 2051-02-01      | 2.5000%  | 0.0000% | $242052.00         | $128943.99         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7482 | 2053-11-01      | 6.0000%  | 0.0000% | $1418000.00        | $987095.65         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2963 | 2049-01-01      | 4.5000%  | 0.0000% | $1500000.00        | $88480.50          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBE3695 | 2047-06-01      | 3.5000%  | 0.0000% | $6000.00           | $652.41            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5592 | 2053-02-01      | 5.5000%  | 0.0000% | $3270850.00        | $2307953.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7713 | 2054-04-01      | 6.0000%  | 0.0000% | $456000.00         | $350224.73         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4798 | 2052-10-01      | 5.0000%  | 0.0000% | $261355.00         | $197255.83         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA5658 | 2050-05-01      | 2.5000%  | 0.0000% | $499000.00         | $181922.09         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  | 0.0000% | $2265000.00        | $11260.98          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6123 | 2055-08-01      | 5.5000%  | 0.0000% | $4658360.00        | $4664391.92        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL831869 | 2036-11-01      | 6.5000%  | 0.0000% | $421480.00         | $2182.52           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL589499 | 2031-08-01      | 6.5000%  | 0.0000% | $901120.00         | $710.98            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH7572 | 2041-03-01      | 4.0000%  | 0.0000% | $295000.00         | $35872.10          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6538 | 2053-06-01      | 6.0000%  | 0.0000% | $1604544.00        | $1147947.36        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB3864 | 2052-06-01      | 4.5000%  | 0.0000% | $175000.00         | $121050.43         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK9818 | 2048-09-01      | 5.0000%  | 0.0000% | $256000.00         | $24509.42          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBC9040 | 2031-11-01      | 2.0000%  | 0.0000% | $117000.00         | $14710.35          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6780 | 2053-07-01      | 5.0000%  | 0.0000% | $300000.00         | $237304.24         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7968 | 2054-02-01      | 5.0000%  | 0.0000% | $3286336.00        | $2964837.92        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3481 | 2052-07-01      | 2.5000%  | 0.0000% | $8823872.00        | $5835400.13        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  | 0.0000% | $12000.00          | $8126.13           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM7646 | 2048-05-01      | 4.5000%  | 0.0000% | $3000.00           | $1341.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3930 | 2053-02-01      | 5.5000%  | 0.0000% | $500000.00         | $362702.21         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $4169350.00        | $3126782.37        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  | 0.0000% | $15000.00          | $10421.51          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1812 | 2052-05-01      | 4.0000%  | 0.0000% | $15420800.00       | $10818323.94       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB8719 | 2043-03-01      | 3.0000%  | 0.0000% | $580000.00         | $68312.69          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $16000.00          | $14096.32          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ5299 | 2041-11-01      | 4.0000%  | 0.0000% | $300000.00         | $38196.68          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAH5036 | 2041-02-01      | 5.5000%  | 0.0000% | $3338984.00        | $76868.50          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL9421 | 2031-03-01      | 4.0000%  | 0.0000% | $27531000.00       | $377492.61         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $142000.00         | $31182.24          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8117 | 2055-08-01      | 6.0000%  | 0.0000% | $19762240.00       | $18068675.71       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL4009 | 2043-07-01      | 3.5000%  | 0.0000% | $370000.00         | $65206.81          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAO0800 | 2027-04-01      | 3.0000%  | 0.0000% | $68515.00          | $504.83            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  | 0.0000% | $510279.00         | $107470.29         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR6515 | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $53196.23          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6838 | 2053-08-01      | 5.5000%  | 0.0000% | $11785000.00       | $9930369.33        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $426000.00         | $372197.29         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  | 0.0000% | $9000.00           | $5842.52           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7599 | 2050-11-01      | 2.5000%  | 0.0000% | $109000.00         | $57045.70          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7890 | 2047-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3933.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM1986 | 2049-09-01      | 5.0000%  | 0.0000% | $6841000.00        | $1180921.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5912 | 2053-03-01      | 6.0000%  | 0.0000% | $3550000.00        | $2283272.68        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0373 | 2052-01-01      | 2.5000%  | 0.0000% | $64000.00          | $39354.15          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL985661 | 2038-06-01      | 5.5000%  | 0.0000% | $517000.00         | $11006.79          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9573 | 2051-11-01      | 3.0000%  | 0.0000% | $4745000.00        | $2913498.36        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS9388 | 2050-02-01      | 4.0000%  | 0.0000% | $2563308.00        | $2241273.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL782335 | 2034-05-01      | 5.5000%  | 0.0000% | $323094.00         | $6068.51           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8025 | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $57073.67          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM6523 | 2051-03-01      | 2.5000%  | 0.0000% | $680000.00         | $312261.74         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  | 0.0000% | $8660000.00        | $61605.22          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM7418 | 2051-06-01      | 2.5000%  | 0.0000% | $42000.00          | $22365.20          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL797544 | 2035-04-01      | 6.0000%  | 0.0000% | $112852.00         | $1702.45           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAI9532 | 2041-09-01      | 5.5000%  | 0.0000% | $1119306.00        | $64668.45          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA5178 | 2049-09-01      | 4.5000%  | 0.0000% | $4735488.00        | $4620633.17        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM2899 | 2046-11-04      | 4.5000%  | 0.0000% | $179000.00         | $53403.06          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  | 0.0000% | $370000.00         | $4012.37           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA4818 | 2052-10-01      | 6.0000%  | 0.0000% | $200000.00         | $109927.53         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  | 0.0000% | $21065504.00       | $13387760.37       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  | 0.0000% | $346000.00         | $141709.98         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL889996 | 2038-06-01      | 5.5000%  | 0.0000% | $3341540.00        | $19924.39          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAK5995 | 2027-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $5141.81           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8299 | 2046-11-01      | 3.0000%  | 0.0000% | $95000.00          | $21895.48          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL735580 | 2035-06-01      | 5.0000%  | 0.0000% | $102500.00         | $876.42            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  | 0.0000% | $4561600.00        | $2755605.19        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP1418 | 2050-03-01      | 3.0000%  | 0.0000% | $681000.00         | $142836.22         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR8915 | 2051-05-01      | 2.5000%  | 0.0000% | $16000.00          | $10518.47          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV3162 | 2052-05-01      | 3.0000%  | 0.0000% | $455000.00         | $281573.26         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV3044 | 2052-02-01      | 3.0000%  | 0.0000% | $380000.00         | $198151.66         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY3520 | 2053-06-01      | 5.5000%  | 0.0000% | $5768580.00        | $4161717.60        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV8463 | 2052-04-01      | 2.5000%  | 0.0000% | $395000.00         | $253280.72         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTAL5063 | 2032-01-01      | 4.5000%  | 0.0000% | $841000.00         | $34622.36          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAL0603 | 2039-10-01      | 6.5000%  | 0.0000% | $600000.00         | $14758.32          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAQ9339 | 2028-01-01      | 2.5000%  | 0.0000% | $650000.00         | $19415.34          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  | 0.0000% | $393216.00         | $316.43            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTAL4165 | 2031-01-01      | 4.5000%  | 0.0000% | $500000.00         | $18657.71          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAS1719 | 2044-02-01      | 5.0000%  | 0.0000% | $250000.00         | $41496.52          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA5163 | 2052-02-01      | 2.5000%  | 0.0000% | $12503408.00       | $10647806.13       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1104 | 2049-05-01      | 3.5000%  | 0.0000% | $122000.00         | $26919.72          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM2178 | 2050-01-01      | 3.5000%  | 0.0000% | $30000.00          | $7049.90           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8440 | 2051-08-01      | 2.5000%  | 0.0000% | $75000.00          | $43330.57          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942478 | 2037-08-01      | 6.0000%  | 0.0000% | $1130000.00        | $17026.26          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL934693 | 2038-12-01      | 5.5000%  | 0.0000% | $210700.00         | $1040.35           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4029 | 2052-07-01      | 4.5000%  | 0.0000% | $400000.00         | $286686.22         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1980.84           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3753 | 2052-06-01      | 4.0000%  | 0.0000% | $1000000.00        | $661699.94         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9378 | 2054-10-01      | 6.5000%  | 0.0000% | $42000000.00       | $26451348.27       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8149 | 2054-03-01      | 5.5000%  | 0.0000% | $6253464.00        | $5417869.19        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8256 | 2050-12-01      | 2.5000%  | 0.0000% | $400000.00         | $206062.89         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $137000.00         | $91398.17          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3008 | 2047-05-01      | 4.5000%  | 0.0000% | $25000.00          | $2298.60           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  | 0.0000% | $4999792.00        | $206056.34         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  | 0.0000% | $500000.00         | $245676.18         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3275 | 2048-01-01      | 3.0000%  | 0.0000% | $4000.00           | $593.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1466 | 2055-11-01      | 6.5000%  | 0.0000% | $518514.00         | $529917.68         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL948287 | 2037-07-01      | 5.5000%  | 0.0000% | $397645.00         | $2616.74           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4078 | 2050-07-01      | 2.5000%  | 0.0000% | $498000.00         | $168331.41         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  | 0.0000% | $639000.00         | $309105.11         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIFS6393 | 2038-10-01      | 6.0000%  | 0.0000% | $9801808.00        | $6338594.08        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7997 | 2054-05-01      | 6.0000%  | 0.0000% | $900000.00         | $677983.07         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $2418740.00        | $655408.31         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7898 | 2038-10-01      | 6.5000%  | 0.0000% | $2091544.00        | $1171694.77        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS8459 | 2053-09-01      | 5.0000%  | 0.0000% | $1762710.00        | $1497150.86        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2493 | 2048-10-01      | 4.5000%  | 0.0000% | $671061.00         | $50682.77          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL995655 | 2038-07-01      | 5.5000%  | 0.0000% | $3202000.00        | $21324.81          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA2915 | 2027-02-01      | 3.0000%  | 0.0000% | $20000.00          | $210.45            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM5563 | 2049-10-01      | 5.0000%  | 0.0000% | $4324000.00        | $1576543.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3254 | 2055-10-01      | 5.5000%  | 0.0000% | $21225696.00       | $20897570.71       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA5293 | 2056-04-01      | 5.0000%  | 0.0000% | $54545088.00       | $54148914.92       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  | 0.0000% | $4000.00           | $2995.56           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5471 | 2054-09-01      | 6.0000%  | 0.0000% | $6393400.00        | $4109070.80        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  | 0.0000% | $29556000.00       | $15632597.22       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  | 0.0000% | $1300000.00        | $859105.85         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE6097 | 2055-08-01      | 6.5000%  | 0.0000% | $3144300.00        | $2775434.91        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE5032 | 2055-09-01      | 5.5000%  | 0.0000% | $1805972.00        | $1661638.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  | 0.0000% | $4000.00           | $2678.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $650000.00         | $569418.99         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM3371 | 2047-07-01      | 4.5000%  | 0.0000% | $112000.00         | $32652.89          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1198 | 2049-07-01      | 3.0000%  | 0.0000% | $3000000.00        | $347653.73         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7439 | 2053-11-01      | 6.0000%  | 0.0000% | $25508240.00       | $19309660.48       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2755 | 2055-05-01      | 5.0000%  | 0.0000% | $144284.00         | $137756.74         | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-06-25      | 5.4952%  | 0.0000% | $10000000.00       | $7040658.71        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  | 0.0000% | $70000.00          | $138.27            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR9197 | 2043-03-01      | 3.0000%  | 0.0000% | $1525000.00        | $202785.55         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIBN5296 | 2034-02-01      | 4.0000%  | 0.0000% | $32000.00          | $7856.56           | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-09-25      | 4.5952%  | 0.0000% | $7000000.00        | $5634279.95        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLAH6622 | 2041-03-01      | 4.0000%  | 0.0000% | $95000.00          | $13004.44          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  | 0.0000% | $2090000.00        | $210311.96         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA3287 | 2034-03-01      | 4.0000%  | 0.0000% | $19709.00          | $2723.07           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2588 | 2055-07-01      | 5.0000%  | 0.0000% | $13212144.00       | $12457034.63       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8992 | 2054-08-01      | 5.5000%  | 0.0000% | $2627920.00        | $2212522.69        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX0571 | 2052-11-01      | 5.0000%  | 0.0000% | $9845056.00        | $7195588.22        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA0722 | 2052-03-01      | 2.0000%  | 0.0000% | $18241000.00       | $13659043.37       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7333 | 2053-10-01      | 5.5000%  | 0.0000% | $127407.00         | $102950.18         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5740 | 2050-05-01      | 3.5000%  | 0.0000% | $18000.00          | $6283.17           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6731 | 2053-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4098.62           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6875 | 2053-08-01      | 6.0000%  | 0.0000% | $4400000.00        | $3068831.46        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7046 | 2053-09-01      | 5.0000%  | 0.0000% | $446000.00         | $365259.78         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIFS8060 | 2039-05-01      | 6.0000%  | 0.0000% | $13010260.00       | $8237932.06        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9262 | 2054-10-01      | 5.5000%  | 0.0000% | $20000.00          | $17860.16          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA4192 | 2052-06-01      | 2.0000%  | 0.0000% | $32000.00          | $25264.77          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA3756 | 2034-07-01      | 4.5000%  | 0.0000% | $306524.00         | $29230.19          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  | 0.0000% | $32524992.00       | $18840551.21       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4498 | 2036-12-01      | 2.5000%  | 0.0000% | $10000.00          | $4958.63           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0577 | 2055-06-01      | 6.0000%  | 0.0000% | $399996.00         | $389881.82         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6330 | 2053-05-01      | 6.0000%  | 0.0000% | $1617000.00        | $1145093.38        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7603 | 2053-12-01      | 6.0000%  | 0.0000% | $4072000.00        | $2376288.60        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7456 | 2053-11-01      | 5.5000%  | 0.0000% | $71995.00          | $61439.34          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4018 | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1379.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5473 | 2053-01-01      | 6.0000%  | 0.0000% | $194000.00         | $131270.56         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  | 0.0000% | $4550000.00        | $3103269.91        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA5568 | 2051-11-01      | 2.5000%  | 0.0000% | $12712240.00       | $10938639.57       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3256 | 2052-11-01      | 6.0000%  | 0.0000% | $4837000.00        | $2802141.49        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD4119 | 2040-05-01      | 4.5000%  | 0.0000% | $1549162.00        | $128939.08         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD9324 | 2046-10-01      | 3.5000%  | 0.0000% | $55000.00          | $14799.00          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAT7208 | 2043-06-01      | 4.0000%  | 0.0000% | $300000.00         | $39012.46          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5328 | 2054-04-01      | 6.0000%  | 0.0000% | $6000.00           | $3699.65           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAT6549 | 2043-06-01      | 4.0000%  | 0.0000% | $300000.00         | $40663.87          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBM3279 | 2044-05-01      | 5.5000%  | 0.0000% | $1045000.00        | $215542.14         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9878 | 2053-04-01      | 5.0000%  | 0.0000% | $1866254.00        | $1571969.52        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL735500 | 2035-05-01      | 5.5000%  | 0.0000% | $2720000.00        | $23204.46          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL770858 | 2034-04-01      | 5.5000%  | 0.0000% | $105000.00         | $839.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL773571 | 2034-05-01      | 5.5000%  | 0.0000% | $220000.00         | $2937.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5214 | 2053-12-01      | 5.0000%  | 0.0000% | $463000.00         | $391802.33         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5024 | 2048-11-01      | 3.0000%  | 0.0000% | $5541000.00        | $916446.23         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM4123 | 2030-03-01      | 3.0000%  | 0.0000% | $350000.00         | $31242.62          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBA6884 | 2046-01-01      | 4.5000%  | 0.0000% | $2000.00           | $145.16            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  | 0.0000% | $459000.00         | $236948.54         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9501 | 2054-11-01      | 6.0000%  | 0.0000% | $300072.00         | $261635.02         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8485 | 2054-05-01      | 5.5000%  | 0.0000% | $264999.00         | $229135.47         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT7183 | 2051-08-01      | 2.5000%  | 0.0000% | $400000.00         | $208069.73         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | 0.0000% | $4034352.00        | $2727382.90        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO8944 | 2050-01-01      | 3.0000%  | 0.0000% | $198000.00         | $39137.81          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT0915 | 2051-06-01      | 2.5000%  | 0.0000% | $20517760.00       | $12353037.45       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $19000.00          | $12133.71          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBT2780 | 2051-08-01      | 2.0000%  | 0.0000% | $76000.00          | $41945.40          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  | 0.0000% | $34000.00          | $26181.51          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  | 0.0000% | $100000.00         | $63438.43          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2678 | 2052-01-01      | 2.5000%  | 0.0000% | $3502800.00        | $2311104.26        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS2041 | 2051-08-01      | 2.0000%  | 0.0000% | $527000.00         | $333677.49         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM4742 | 2035-03-01      | 4.0000%  | 0.0000% | $1203000.00        | $288159.67         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  | 0.0000% | $95000.00          | $70427.20          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $149000.00         | $106948.16         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5557 | 2039-12-01      | 4.5000%  | 0.0000% | $23000.00          | $17835.64          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $306000.00         | $245990.71         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $18000.00          | $15606.39          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  | 0.0000% | $20270624.00       | $17666456.96       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL4309 | 2028-10-01      | 4.0000%  | 0.0000% | $2600000.00        | $24997.64          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  | 0.0000% | $9000.00           | $3646.96           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CICA3163 | 2034-02-01      | 4.5000%  | 0.0000% | $68000.00          | $6763.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7077 | 2055-08-01      | 6.0000%  | 0.0000% | $23268448.00       | $21146918.35       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  | 0.0000% | $10499.00          | $5800.61           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  | 0.0000% | $4723208.00        | $4355630.06        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL7660 | 2045-11-01      | 4.5000%  | 0.0000% | $80000.00          | $18519.52          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1202 | 2052-06-01      | 3.0000%  | 0.0000% | $4000.00           | $3157.13           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9704 | 2051-12-01      | 2.0000%  | 0.0000% | $330000.00         | $195929.13         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAS0513 | 2043-08-01      | 2.5000%  | 0.0000% | $132000.00         | $28914.97          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM7290 | 2051-05-01      | 3.0000%  | 0.0000% | $485000.00         | $169997.25         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFS2948 | 2037-09-01      | 4.5000%  | 0.0000% | $3000.00           | $1515.91           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7229 | 2053-10-01      | 5.5000%  | 0.0000% | $23999.00          | $18089.47          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4647 | 2056-01-01      | 5.5000%  | 0.0000% | $6158464.00        | $6147798.85        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS1014 | 2052-02-01      | 2.0000%  | 0.0000% | $50000.00          | $29883.03          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS5394 | 2053-07-01      | 6.5000%  | 0.0000% | $5750000.00        | $4035660.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAA0281 | 2039-04-01      | 5.5000%  | 0.0000% | $89629.00          | $760.80            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAE0042 | 2040-05-01      | 5.5000%  | 0.0000% | $585000.00         | $13124.30          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA1980 | 2044-07-01      | 3.5000%  | 0.0000% | $400000.00         | $24225.76          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA0849 | 2026-08-01      | 4.0000%  | 0.0000% | $24574.00          | $22.36             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAE0115 | 2035-12-01      | 5.5000%  | 0.0000% | $260000.00         | $5196.71           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6191 | 2045-11-01      | 3.5000%  | 0.0000% | $61000.00          | $8168.61           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX1148 | 2052-11-01      | 5.0000%  | 0.0000% | $10372320.00       | $7402772.15        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL735144 | 2034-12-01      | 6.5000%  | 0.0000% | $14000.00          | $122.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS5121 | 2045-06-01      | 4.0000%  | 0.0000% | $97000.00          | $8577.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAL7083 | 2039-10-01      | 6.5000%  | 0.0000% | $210000.00         | $24244.35          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  | 0.0000% | $526000.00         | $41703.40          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5288 | 2053-07-01      | 5.5000%  | 0.0000% | $1600000.00        | $1256077.53        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP7229 | 2050-07-01      | 2.0000%  | 0.0000% | $43361000.00       | $21349097.49       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAD0130 | 2039-08-01      | 6.5000%  | 0.0000% | $828000.00         | $8523.35           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4600 | 2042-08-01      | 4.5000%  | 0.0000% | $21000.00          | $4958.27           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5235 | 2048-09-01      | 5.0000%  | 0.0000% | $464000.00         | $42232.90          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBM4681 | 2044-05-01      | 5.5000%  | 0.0000% | $173000.00         | $41751.23          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNBM3384 | 2027-10-01      | 3.0000%  | 0.0000% | $102786.00         | $1359.80           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO1314 | 2049-08-01      | 3.0000%  | 0.0000% | $120000.00         | $41691.15          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7612 | 2053-12-01      | 6.0000%  | 0.0000% | $65000.00          | $57050.88          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3017 | 2055-09-01      | 6.0000%  | 0.0000% | $21980800.00       | $17491335.18       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3120 | 2052-09-01      | 5.0000%  | 0.0000% | $435000.00         | $306629.56         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3614 | 2052-02-01      | 2.5000%  | 0.0000% | $4163000.00        | $2713288.71        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4524 | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $76709.13          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2996 | 2047-07-01      | 5.0000%  | 0.0000% | $10456.00          | $6737.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3908 | 2053-02-01      | 5.0000%  | 0.0000% | $29201400.00       | $24701934.13       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8821 | 2051-09-01      | 3.0000%  | 0.0000% | $4000000.00        | $2370257.62        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM9645 | 2049-11-01      | 4.5000%  | 0.0000% | $2883384.00        | $1324893.52        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0649 | 2051-12-01      | 2.5000%  | 0.0000% | $1500000.00        | $911242.29         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $12796912.00       | $9134891.75        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $3180564.00        | $2169819.16        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $762.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $14000.00          | $11402.16          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL735871 | 2035-07-01      | 5.5000%  | 0.0000% | $400000.00         | $3383.50           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL731967 | 2033-09-01      | 5.5000%  | 0.0000% | $26692.00          | $151.09            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8251 | 2050-12-01      | 2.5000%  | 0.0000% | $155000.00         | $88041.19          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  | 0.0000% | $550000.00         | $425374.51         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $90.83             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0386 | 2047-09-01      | 4.0000%  | 0.0000% | $1400000.00        | $318435.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL725423 | 2034-05-01      | 5.5000%  | 0.0000% | $6848344.00        | $44684.08          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV1832 | 2028-11-01      | 3.5000%  | 0.0000% | $800000.00         | $35449.17          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  | 0.0000% | $512000.00         | $379567.11         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  | 0.0000% | $250000.00         | $35205.44          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  | 0.0000% | $3244000.00        | $1846755.16        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA1062 | 2027-05-01      | 3.0000%  | 0.0000% | $3000.00           | $20.71             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4210 | 2050-12-01      | 2.5000%  | 0.0000% | $1521196.00        | $663279.02         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $18264000.00       | $11410883.64       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5311 | 2039-03-01      | 5.0000%  | 0.0000% | $33000.00          | $17592.13          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  | 0.0000% | $610000.00         | $477393.81         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $171800.00         | $114853.06         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA5173 | 2050-02-01      | 3.0000%  | 0.0000% | $6061928.00        | $5407751.79        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  | 0.0000% | $130000.00         | $80204.12          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA5162 | 2051-06-01      | 2.5000%  | 0.0000% | $1791574.00        | $1527503.12        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM8356 | 2050-10-01      | 5.0000%  | 0.0000% | $2100000.00        | $712949.73         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFS0516 | 2038-08-01      | 3.0000%  | 0.0000% | $6000.00           | $3002.05           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM3977 | 2050-08-01      | 2.0000%  | 0.0000% | $545000.00         | $241864.13         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1429 | 2052-04-01      | 3.5000%  | 0.0000% | $12584432.00       | $8735397.39        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4929 | 2048-03-01      | 3.5000%  | 0.0000% | $84788000.00       | $24500349.04       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL889974 | 2035-09-01      | 5.0000%  | 0.0000% | $915100.00         | $12196.88          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL995024 | 2037-08-01      | 5.5000%  | 0.0000% | $2060000.00        | $26621.78          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CICB4995 | 2037-10-01      | 4.5000%  | 0.0000% | $8106.00           | $4310.82           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $725525.00         | $554761.95         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4678 | 2052-09-01      | 5.0000%  | 0.0000% | $143000.00         | $98457.90          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9342 | 2054-10-01      | 6.0000%  | 0.0000% | $15385616.00       | $10874840.49       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL909897 | 2037-03-01      | 6.0000%  | 0.0000% | $4250000.00        | $45847.65          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $19000.00          | $15259.24          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5829 | 2040-09-01      | 5.0000%  | 0.0000% | $10000.00          | $8229.58           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9876 | 2051-12-01      | 2.5000%  | 0.0000% | $48000.00          | $30003.64          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5891 | 2048-01-01      | 3.5000%  | 0.0000% | $34000.00          | $14181.64          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAL8127 | 2031-01-01      | 2.0000%  | 0.0000% | $860000.00         | $74336.24          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB8839 | 2043-03-01      | 3.0000%  | 0.0000% | $401400.00         | $70908.77          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5772 | 2053-06-01      | 5.0000%  | 0.0000% | $4800000.00        | $3506333.49        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7079 | 2053-03-01      | 5.5000%  | 0.0000% | $2486000.00        | $1954549.91        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS2386 | 2051-08-01      | 2.0000%  | 0.0000% | $125000.00         | $70700.25          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  | 0.0000% | $9000.00           | $5968.04           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928847 | 2037-11-01      | 6.5000%  | 0.0000% | $34749.00          | $514.19            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL938338 | 2037-07-01      | 6.0000%  | 0.0000% | $3030000.00        | $34146.01          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0439 | 2052-01-01      | 2.5000%  | 0.0000% | $240000.00         | $142449.89         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $486000.00         | $344847.17         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC1854 | 2054-09-01      | 6.0000%  | 0.0000% | $2000000.00        | $1561996.45        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | 0.0000% | $27363.00          | $14625.75          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2893 | 2044-07-01      | 4.0000%  | 0.0000% | $25000.00          | $7268.95           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM8196 | 2048-12-01      | 3.5000%  | 0.0000% | $14000.00          | $6112.08           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA7972 | 2050-09-01      | 3.0000%  | 0.0000% | $8238870.00        | $2949968.38        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2633 | 2052-01-01      | 2.5000%  | 0.0000% | $120335.00         | $70503.91          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFM7464 | 2040-06-01      | 4.5000%  | 0.0000% | $60000.00          | $23044.61          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL4778 | 2032-10-01      | 4.0000%  | 0.0000% | $214998.00         | $9395.79           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9213 | 2054-09-01      | 5.5000%  | 0.0000% | $3233408.00        | $2976405.08        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4324 | 2050-07-01      | 3.5000%  | 0.0000% | $54055.00          | $21156.63          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM6355 | 2050-08-01      | 4.5000%  | 0.0000% | $206000.00         | $54998.17          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFM3522 | 2035-02-01      | 3.0000%  | 0.0000% | $4750.00           | $1014.46           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFM2876 | 2033-09-01      | 4.5000%  | 0.0000% | $15999.00          | $38.70             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAJ2033 | 2041-10-01      | 5.5000%  | 0.0000% | $1015200.00        | $33526.61          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  | 0.0000% | $80179200.00       | $12747046.91       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL815498 | 2035-03-01      | 5.5000%  | 0.0000% | $9000.00           | $108.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR0013 | 2043-02-01      | 3.0000%  | 0.0000% | $203372.00         | $39415.53          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL5083 | 2029-02-01      | 4.0000%  | 0.0000% | $1117000.00        | $1895.19           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR6840 | 2043-02-01      | 3.0000%  | 0.0000% | $72487.00          | $11391.19          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS7568 | 2046-07-01      | 4.5000%  | 0.0000% | $1152000.00        | $95462.90          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL8994 | 2045-09-01      | 4.0000%  | 0.0000% | $31380000.00       | $4123743.35        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAT6546 | 2043-06-01      | 4.0000%  | 0.0000% | $300000.00         | $49734.55          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA0508 | 2053-10-01      | 6.0000%  | 0.0000% | $37855232.00       | $19480252.95       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL816268 | 2035-03-01      | 5.5000%  | 0.0000% | $55205.00          | $266.81            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  | 0.0000% | $400000.00         | $332231.15         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU1028 | 2051-11-01      | 2.0000%  | 0.0000% | $16000.00          | $8367.62           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU8750 | 2052-06-01      | 5.0000%  | 0.0000% | $100000.00         | $73282.81          | Agency Mortgage-Backed Securities         |

### Security 667: MUFG SECURITIES (CANADA) LTD

- **C.1 - Title:** MUFG SECURITIES (CANADA) LTD 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: ARP1HCAH9, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: ARP1HCAH9
- **C.18 - Value (incl. sponsor support):** $1562000000.00
- **C.18.a - Value (excl. sponsor support):** $1562000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLQI6033   | 2054-05-01      | 6.0000%  | 0.0000% | $18665598.00       | $15306595.48       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5292   | 2056-04-01      | 5.5000%  | 0.0000% | $18035352.00       | $18325731.19       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1241   | 2054-04-01      | 6.5000%  | 0.0000% | $8372160.00        | $5904597.75        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $235000.00         | $175048.82         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $499900.00         | $346037.22         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $76500200.00       | $77508669.59       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $16527400.00       | $14786136.69       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $300.00            | $294.35            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $757000.00         | $725071.93         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $54700.00          | $53934.02          | U.S. Treasuries (including strips)        |
| FNMS 02.500 CTMA4388   | 2041-07-01      | 2.5000%  | 0.0000% | $24880600.00       | $13323905.10       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4562   | 2052-03-01      | 2.0000%  | 0.0000% | $1008.00           | $640.70            | Agency Mortgage-Backed Securities         |
| GNII SF MB0307 M       | 2055-04-20      | 5.0000%  | 0.0000% | $2103.00           | $1922.74           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $7281900.00        | $5042446.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $55534300.00       | $40900101.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $5000000.00        | $3876783.51        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $166200.00         | $106624.43         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $18000000.00       | $13281762.63       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $2689300.00        | $2697265.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $5932900.00        | $7826037.85        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $3911200.00        | $3825311.11        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $27948400.00       | $24517670.28       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $2042200.00        | $1945572.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $138500.00         | $72524.23          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $23515500.00       | $24078654.26       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $201.93            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $37980800.00       | $26290798.68       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $9968500.00        | $8025229.71        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $300.00            | $300.62            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $500.00            | $491.83            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $1100300.00        | $802355.92         | U.S. Treasuries (including strips)        |
| FEPC 02.000 CLSD8211   | 2052-05-01      | 2.0000%  | 0.0000% | $999468.00         | $643789.36         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8214   | 2052-05-01      | 3.5000%  | 0.0000% | $35083920.00       | $24122416.88       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2051   | 2048-07-01      | 4.5000%  | 0.0000% | $1010.00           | $288.49            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $3818900.00        | $2993773.65        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $842000.00         | $738528.42         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.91             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $150000.00         | $125136.65         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $70.90             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $14787300.00       | $14876979.16       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $214900.00         | $207505.84         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $999900.00         | $996474.64         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $3080700.00        | $3059294.38        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.06            | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLMA5247   | 2054-01-01      | 6.0000%  | 0.0000% | $52371851.00       | $30573903.58       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0663   | 2054-01-01      | 6.5000%  | 0.0000% | $4645648.00        | $2895960.73        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7151   | 2051-05-01      | 2.0000%  | 0.0000% | $784768.00         | $405700.39         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6919   | 2053-08-01      | 6.0000%  | 0.0000% | $6973091.00        | $5444755.97        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG5764   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.10           | Agency Mortgage-Backed Securities         |
| GNII SF MA3598 M       | 2046-04-20      | 4.0000%  | 0.0000% | $3614000.00        | $311104.65         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3109   | 2055-10-01      | 5.0000%  | 0.0000% | $2919340.00        | $2864627.37        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB837922   | 2035-08-01      | 6.2900%  | 0.0000% | $2186.00           | $9.29              | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2047   | 2054-12-01      | 5.5000%  | 0.0000% | $20551040.00       | $18402293.78       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4647   | 2056-01-01      | 5.5000%  | 0.0000% | $22018720.00       | $21980588.26       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6181   | 2054-08-01      | 5.5000%  | 0.0000% | $24347121.00       | $21503314.45       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3330   | 2052-11-01      | 5.0000%  | 0.0000% | $1018.00           | $769.32            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8177   | 2051-11-01      | 2.0000%  | 0.0000% | $1318.00           | $803.23            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8235   | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $697.44            | Agency Mortgage-Backed Securities         |
| GNII SP 787333 C       | 2054-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1039.95           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9202   | 2054-09-01      | 5.0000%  | 0.0000% | $24138399.00       | $22330295.51       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7421   | 2053-07-01      | 5.0000%  | 0.0000% | $93824.00          | $74860.90          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0109   | 2055-03-01      | 5.5000%  | 0.0000% | $20318923.00       | $17577266.05       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7152   | 2054-02-01      | 5.5000%  | 0.0000% | $837943.00         | $690218.47         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA5456   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $847.16            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.34            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $540700.00         | $539604.17         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $1900.00           | $1881.99           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $1982600.00        | $1874784.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $5752600.00        | $3568576.21        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $1241200.00        | $1077972.94        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $26134400.00       | $26520688.52       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $900.00            | $901.50            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-31      | 3.8333%  | 0.0000% | $2381900.00        | $2385532.40        | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLFS6791   | 2054-01-01      | 6.0000%  | 0.0000% | $28992488.00       | $20252752.36       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1441   | 2055-11-01      | 5.5000%  | 0.0000% | $4453760.00        | $4314122.40        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9690   | 2054-11-01      | 5.0000%  | 0.0000% | $25125320.00       | $22324957.43       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4322   | 2055-10-01      | 3.0000%  | 0.0000% | $296995.00         | $257938.39         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2803   | 2055-02-01      | 5.5000%  | 0.0000% | $30955995.00       | $27591840.60       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7958   | 2054-05-01      | 5.5000%  | 0.0000% | $5802431.00        | $5038677.48        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5701   | 2053-02-01      | 6.0000%  | 0.0000% | $1080.00           | $764.38            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028   | 2055-07-01      | 6.0000%  | 0.0000% | $6554144.00        | $5095595.97        | Agency Mortgage-Backed Securities         |
| GNII SP 785676 C       | 2051-10-20      | 3.5000%  | 0.0000% | $617429.00         | $437248.65         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $818800.00         | $573446.99         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $472900.00         | $297894.32         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $15000000.00       | $15062902.21       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $107.07            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $29390500.00       | $29425797.99       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $2893600.00        | $2885856.73        | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLBX3439   | 2052-11-01      | 5.5000%  | 0.0000% | $1590450.00        | $1500811.37        | Agency Mortgage-Backed Securities         |
| FNRM CL070GC R25F070   | 2045-08-25      | 5.0000%  | 0.0000% | $27000000.00       | $19903598.35       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQE9355   | 2052-09-01      | 5.0000%  | 0.0000% | $960195.00         | $896863.11         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5078   | 2054-02-01      | 6.5000%  | 0.0000% | $11185041.00       | $7515628.95        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $6566600.00        | $4937192.53        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0868   | 2055-03-01      | 6.0000%  | 0.0000% | $28601084.00       | $25901738.54       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL0402   | 2055-03-01      | 6.5000%  | 0.0000% | $1100.00           | $772.57            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7956   | 2054-05-01      | 5.5000%  | 0.0000% | $1295936.00        | $1084154.55        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3310   | 2055-09-01      | 5.5000%  | 0.0000% | $24982080.00       | $23627237.52       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0215   | 2055-01-01      | 5.5000%  | 0.0000% | $24838016.00       | $23845971.32       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3254   | 2055-10-01      | 5.5000%  | 0.0000% | $17880251.00       | $17603842.51       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0719   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $977.00            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5706   | 2056-02-01      | 4.5000%  | 0.0000% | $20556207.00       | $19927878.72       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3829   | 2056-01-01      | 5.5000%  | 0.0000% | $28943572.00       | $28321974.46       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3258   | 2055-11-01      | 5.5000%  | 0.0000% | $144119.00         | $143615.17         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1509   | 2055-11-01      | 5.0000%  | 0.0000% | $1120.00           | $1101.53           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1689   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $946.99            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3550   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.44           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $45719500.00       | $46906423.94       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $9187600.00        | $9429492.55        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $3297600.00        | $3446398.02        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-10-31      | 3.8483%  | 0.0000% | $157300.00         | $157419.71         | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSL4061   | 2055-01-01      | 6.0000%  | 0.0000% | $241536.00         | $231344.18         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4334   | 2041-05-01      | 2.5000%  | 0.0000% | $17945728.00       | $10218902.28       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $1155500.00        | $1091399.05        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-25      | 0.0000%  | 0.0000% | $10093000.00       | $9975396.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $4160000.00        | $3715544.54        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $4261900.00        | $4070997.25        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $800.00            | $794.49            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $1999600.00        | $1397389.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $54584100.00       | $46105537.99       | U.S. Treasuries (including strips)        |
| GNII AP 787809 M       | 2055-01-20      | 4.5000%  | 0.0000% | $10788200.00       | $9738761.61        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $30006800.00       | $24285461.30       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $47216200.00       | $41357723.47       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $300.00            | $306.05            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $25000000.00       | $25313180.39       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $100.00            | $103.49            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $102.58            | U.S. Treasuries (including strips)        |
| FNMS 04.000 CL890834   | 2048-01-01      | 4.0000%  | 0.0000% | $1024.00           | $258.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3468   | 2052-12-01      | 5.5000%  | 0.0000% | $24235277.00       | $19214085.29       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBM3504   | 2031-03-01      | 2.5000%  | 0.0000% | $1025.00           | $77.74             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6716   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $750.05            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1389   | 2055-04-01      | 6.0000%  | 0.0000% | $49293056.00       | $43520526.58       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2443   | 2054-03-01      | 6.5000%  | 0.0000% | $20331272.00       | $17314776.01       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1822   | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.40           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG4140   | 2056-03-01      | 5.0000%  | 0.0000% | $1008.00           | $1001.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0296   | 2055-01-01      | 6.0000%  | 0.0000% | $32489920.00       | $28548684.52       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0318   | 2054-12-01      | 5.0000%  | 0.0000% | $31344594.00       | $28077163.01       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $28407000.00       | $27463969.53       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $200.00            | $229.47            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $979700.00         | $947176.79         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $2581100.00        | $1960818.08        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $3508800.00        | $2496842.77        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $1088900.00        | $750066.44         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $90700.00          | $52645.04          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $1123700.00        | $868952.61         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $13768700.00       | $13810898.75       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $38368700.00       | $43031644.26       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.23             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $115500.00         | $113840.18         | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQJ5180   | 2054-09-01      | 6.0000%  | 0.0000% | $30918525.00       | $23949635.83       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8958   | 2051-02-01      | 2.5000%  | 0.0000% | $32907428.00       | $13917224.42       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8243   | 2052-09-01      | 3.5000%  | 0.0000% | $93233.00          | $68323.56          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5753   | 2052-07-01      | 3.5000%  | 0.0000% | $1001.00           | $806.81            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5220   | 2038-12-01      | 6.0000%  | 0.0000% | $15000.00          | $6235.09           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0909   | 2055-03-01      | 6.0000%  | 0.0000% | $578468.00         | $533461.87         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK2043   | 2048-05-01      | 4.5000%  | 0.0000% | $21736512.00       | $3042588.57        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0585   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $866.06            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4366   | 2041-06-01      | 2.5000%  | 0.0000% | $4430960.00        | $2452779.34        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1021   | 2055-09-01      | 5.5000%  | 0.0000% | $25733198.00       | $24133142.55       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5039   | 2053-06-01      | 5.5000%  | 0.0000% | $20971627.00       | $14932030.52       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF8827   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $884.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9670   | 2054-11-01      | 5.5000%  | 0.0000% | $8303900.00        | $7198599.57        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2100   | 2055-09-01      | 5.5000%  | 0.0000% | $312730.00         | $295755.01         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0214   | 2055-02-01      | 5.5000%  | 0.0000% | $25351.00          | $22116.63          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $98.87             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $1200000.00        | $1194513.09        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $100.00            | $99.75             | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLFS6876   | 2054-01-01      | 6.0000%  | 0.0000% | $21552263.00       | $17619188.61       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0094   | 2055-03-01      | 5.0000%  | 0.0000% | $5301594.00        | $4638332.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6786   | 2054-02-01      | 5.5000%  | 0.0000% | $530221.00         | $393509.93         | Agency Mortgage-Backed Securities         |
| GNII SF MA6656 M       | 2050-05-20      | 3.0000%  | 0.0000% | $1854990.00        | $427334.58         | Agency Mortgage-Backed Securities         |
| GNII SF MB0145 M       | 2055-01-20      | 4.5000%  | 0.0000% | $31190466.00       | $28790399.27       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $379900.00         | $268571.65         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $600.00            | $430.29            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $92700.00          | $94615.51          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $101.19            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $34128800.00       | $33896792.42       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $24100300.00       | $24012821.44       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $44752800.00       | $44771064.28       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $32574800.00       | $31476195.92       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $1957000.00        | $1904362.46        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $289900.00         | $187329.68         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $3900.00           | $3264.18           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $168200.00         | $154298.19         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $11812700.00       | $7890828.65        | U.S. Treasuries (including strips)        |

### Security 668: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 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: ARP1HCAK2, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1HCAK2
- **C.18 - Value (incl. sponsor support):** $606000000.00
- **C.18.a - Value (excl. sponsor support):** $606000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNPL PN DC7271         | 2060-10-15      | 5.6400%  | 0.0000% | $934375.00         | $971520.03         | Agency Mortgage-Backed Securities  |
| GNPL PN DN1574         | 2060-12-15      | 5.8400%  | 0.0000% | $8629759.00        | $8960196.72        | Agency Mortgage-Backed Securities  |
| GNPL PN DL4322         | 2060-11-15      | 5.8000%  | 0.0000% | $3614921.00        | $3802906.36        | Agency Mortgage-Backed Securities  |
| GNPL PN DL4321         | 2060-11-15      | 5.8000%  | 0.0000% | $672727.00         | $707710.57         | Agency Mortgage-Backed Securities  |
| GNPL PN DG0413         | 2060-12-15      | 5.0900%  | 0.0000% | $1611112.00        | $1620461.95        | Agency Mortgage-Backed Securities  |
| GNPL PN DI9904         | 2060-08-15      | 6.3000%  | 0.0000% | $1334665.00        | $1436569.23        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $9952500.00        | $9879368.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $17040600.00       | $16853310.40       | U.S. Treasuries (including strips) |
| GNPL PN CL1969         | 2065-10-15      | 4.1200%  | 0.0000% | $1231678.00        | $1121939.56        | Agency Mortgage-Backed Securities  |
| GNPL PN DM0341         | 2060-10-15      | 6.1700%  | 0.0000% | $4732995.00        | $5081412.14        | Agency Mortgage-Backed Securities  |
| GNPL PN CI3544         | 2064-06-15      | 2.7000%  | 0.0000% | $500000.00         | $422332.95         | Agency Mortgage-Backed Securities  |
| GNPL PN CF1638         | 2064-03-15      | 2.2900%  | 0.0000% | $252166.00         | $206005.86         | Agency Mortgage-Backed Securities  |
| GNPL PN DL7505         | 2060-09-15      | 5.9200%  | 0.0000% | $772635.00         | $817613.71         | Agency Mortgage-Backed Securities  |
| GNPL PN DO5677         | 2061-04-15      | 5.1000%  | 0.0000% | $9480000.00        | $9464892.04        | Agency Mortgage-Backed Securities  |
| GNPL PN CB5880         | 2062-11-15      | 2.7400%  | 0.0000% | $500000.00         | $422858.80         | Agency Mortgage-Backed Securities  |
| GNPL PN CJ8161         | 2063-11-15      | 3.6900%  | 0.0000% | $3500000.00        | $3179430.50        | Agency Mortgage-Backed Securities  |
| GNPL PN DP6820         | 2061-03-15      | 5.1600%  | 0.0000% | $7296000.00        | $7304354.66        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $206057800.00      | $248941812.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $7249100.00        | $7186701.24        | U.S. Treasuries (including strips) |
| GNPL PN DN1568         | 2061-01-15      | 5.2700%  | 0.0000% | $4486164.00        | $4550397.62        | Agency Mortgage-Backed Securities  |
| GNPL PN DN1434         | 2061-02-15      | 5.3400%  | 0.0000% | $2468081.00        | $2551727.61        | Agency Mortgage-Backed Securities  |
| GNPL PN DM8156         | 2061-02-15      | 4.9300%  | 0.0000% | $2394402.00        | $2399032.02        | Agency Mortgage-Backed Securities  |
| GNPL PN DM9070         | 2061-05-15      | 4.4500%  | 0.0000% | $3760000.00        | $3586982.55        | Agency Mortgage-Backed Securities  |
| GNPL PN DM0357         | 2060-12-15      | 4.9500%  | 0.0000% | $577540.00         | $576762.26         | Agency Mortgage-Backed Securities  |
| GNPL PN CF6767         | 2064-04-15      | 2.6500%  | 0.0000% | $500000.00         | $420904.10         | Agency Mortgage-Backed Securities  |
| GNPL PN CL5328         | 2064-07-15      | 2.9000%  | 0.0000% | $500000.00         | $428620.93         | Agency Mortgage-Backed Securities  |
| GNPL PN CV9785         | 2064-09-15      | 5.9800%  | 0.0000% | $1032800.00        | $1106995.72        | Agency Mortgage-Backed Securities  |
| GNPL PN DO6578         | 2061-02-15      | 5.6200%  | 0.0000% | $4843942.00        | $5021032.17        | Agency Mortgage-Backed Securities  |
| GNPL PN DO5676         | 2061-04-15      | 5.1000%  | 0.0000% | $4676711.00        | $4669257.88        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $19751100.00       | $19930089.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $1481300.00        | $1473163.53        | U.S. Treasuries (including strips) |
| GNPL PN DJ5983         | 2060-09-15      | 6.5000%  | 0.0000% | $4041537.00        | $4344371.07        | Agency Mortgage-Backed Securities  |
| GNPL PN CQ9721         | 2060-11-15      | 5.8200%  | 0.0000% | $1834382.00        | $1927754.67        | Agency Mortgage-Backed Securities  |
| GNPL PN CS3817         | 2057-06-15      | 6.6500%  | 0.0000% | $529017.00         | $551966.97         | Agency Mortgage-Backed Securities  |
| GNPL PN DP6819         | 2061-03-15      | 5.1600%  | 0.0000% | $4736000.00        | $4741423.20        | Agency Mortgage-Backed Securities  |
| GNPL PN DP6818         | 2061-03-15      | 5.1600%  | 0.0000% | $5008000.00        | $5013734.67        | Agency Mortgage-Backed Securities  |
| GNPL PN DO7362         | 2061-01-15      | 5.4600%  | 0.0000% | $1324695.00        | $1367185.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $39694300.00       | $39939175.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $14255100.00       | $14283608.10       | U.S. Treasuries (including strips) |
| GNPL PN DN1435         | 2061-02-15      | 5.0500%  | 0.0000% | $961498.00         | $955054.23         | Agency Mortgage-Backed Securities  |
| GNPL PN DO7378         | 2061-04-15      | 5.0400%  | 0.0000% | $1143096.00        | $1141976.91        | Agency Mortgage-Backed Securities  |
| GNPL PN DP6821         | 2061-03-15      | 5.1600%  | 0.0000% | $4032000.00        | $4036617.05        | Agency Mortgage-Backed Securities  |
| GNPL PN CL6604         | 2064-01-15      | 2.7400%  | 0.0000% | $500000.00         | $421753.93         | Agency Mortgage-Backed Securities  |
| GNPL PN CR4170         | 2065-12-15      | 5.9900%  | 0.0000% | $1976046.00        | $2093660.32        | Agency Mortgage-Backed Securities  |
| GNPL PN CW0766         | 2065-08-15      | 5.3400%  | 0.0000% | $1640625.00        | $1682897.62        | Agency Mortgage-Backed Securities  |
| GNPL PN DE9899         | 2060-09-15      | 5.6900%  | 0.0000% | $973217.00         | $1014153.37        | Agency Mortgage-Backed Securities  |
| GNPL PN DE9905         | 2060-11-15      | 5.2000%  | 0.0000% | $3915467.00        | $3993545.51        | Agency Mortgage-Backed Securities  |
| GNPL PN DE9904         | 2060-11-15      | 5.2000%  | 0.0000% | $922255.00         | $940645.76         | Agency Mortgage-Backed Securities  |
| GNPL PN DN3171         | 2061-01-15      | 5.3900%  | 0.0000% | $6000000.00        | $6226693.39        | Agency Mortgage-Backed Securities  |
| GNPL PN DK8581         | 2060-09-15      | 6.0000%  | 0.0000% | $2442217.00        | $2547933.45        | Agency Mortgage-Backed Securities  |
| GNPL PN DK6743         | 2060-10-15      | 4.3600%  | 0.0000% | $3388700.00        | $3236610.13        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $5552800.00        | $5679605.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8253%  | 0.0000% | $1100.00           | $1100.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $101.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $55500.00          | $55500.71          | U.S. Treasuries (including strips) |
| GNPL PN DM0348         | 2060-10-15      | 5.6400%  | 0.0000% | $862198.00         | $899591.52         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0385         | 2061-01-15      | 5.0000%  | 0.0000% | $453892.00         | $457963.27         | Agency Mortgage-Backed Securities  |
| GNPL PN CN2808         | 2065-05-15      | 2.2500%  | 0.0000% | $5017500.00        | $4037984.36        | Agency Mortgage-Backed Securities  |
| GNPL PN DJ5988         | 2060-11-15      | 5.6900%  | 0.0000% | $1251013.00        | $1306259.81        | Agency Mortgage-Backed Securities  |
| GNPL PN CJ8145         | 2064-06-15      | 2.6400%  | 0.0000% | $500000.00         | $420151.36         | Agency Mortgage-Backed Securities  |
| GNPL PN CL5326         | 2064-06-15      | 2.9000%  | 0.0000% | $500000.00         | $428523.09         | Agency Mortgage-Backed Securities  |
| GNPL PN CI1027         | 2063-10-15      | 2.6200%  | 0.0000% | $500000.00         | $418681.86         | Agency Mortgage-Backed Securities  |
| GNPL PN CP8486         | 2065-02-15      | 5.0700%  | 0.0000% | $972628.00         | $959291.49         | Agency Mortgage-Backed Securities  |
| GNPL PN CV9781         | 2064-09-15      | 5.9800%  | 0.0000% | $493671.00         | $520611.90         | Agency Mortgage-Backed Securities  |
| GNPL PN DE9900         | 2060-10-15      | 5.4000%  | 0.0000% | $843505.00         | $865057.09         | Agency Mortgage-Backed Securities  |
| GNPL PN CV7753         | 2060-11-15      | 4.9600%  | 0.0000% | $564715.00         | $565028.93         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ5982         | 2060-09-15      | 6.5000%  | 0.0000% | $7310675.00        | $7911989.60        | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0386         | 2061-01-15      | 5.0000%  | 0.0000% | $1273507.00        | $1284929.96        | Agency Mortgage-Backed Securities  |
| GNPL PN DJ5815         | 2060-12-15      | 5.5400%  | 0.0000% | $1845710.00        | $1914820.40        | Agency Mortgage-Backed Securities  |
| GNPL PN BP3566         | 2060-10-15      | 5.7000%  | 0.0000% | $460279.00         | $480593.63         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $106056100.00      | $106695352.27      | U.S. Treasuries (including strips) |
| GNPL PN DG0416         | 2061-03-15      | 4.8500%  | 0.0000% | $8500000.00        | $8475697.10        | Agency Mortgage-Backed Securities  |
| GNPL PN DK8580         | 2060-09-15      | 6.0000%  | 0.0000% | $601166.00         | $627188.72         | Agency Mortgage-Backed Securities  |

### Security 669: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCAU0, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1HCAU0
- **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:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2030-11-15      | 0.8750%  | 0.0000% | $20430700.00       | $17842384.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $14584300.00       | $14369570.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $6081600.00        | $6103942.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $18138900.00       | $17936294.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $21153700.00       | $21209941.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $15799600.00       | $16150923.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $18831200.00       | $17919891.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $11059100.00       | $11073531.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $24925500.00       | $24738607.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $16701800.00       | $17157998.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $23646100.00       | $23767317.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $1437600.00        | $1460103.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $19966600.00       | $19791867.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $30869400.00       | $27068945.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $16782700.00       | $16086330.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $30440900.00       | $28611645.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $17159100.00       | $17385394.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $18142500.00       | $18310853.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $1271600.00        | $1127951.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $24863500.00       | $24538597.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $15491200.00       | $15404187.64       | U.S. Treasuries (including strips) |

### Security 670: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCAX4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1HCAX4
- **C.18 - Value (incl. sponsor support):** $5869000000.00
- **C.18.a - Value (excl. sponsor support):** $5869000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $247354600.00      | $249999901.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $246134200.00      | $249999943.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $94.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $150355200.00      | $141395768.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $65440800.00       | $61576194.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $2731800.00        | $2772445.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $216307500.00      | $207558666.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $244467200.00      | $249999981.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $247064300.00      | $249999980.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $34061700.00       | $33497947.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $38685900.00       | $39466039.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $3548000.00        | $3718162.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $202339000.00      | $191834871.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $257366800.00      | $249999938.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $193447900.00      | $249999958.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $263524700.00      | $249999826.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $218104100.00      | $205020253.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $162662900.00      | $154115863.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $119404300.00      | $118592589.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $19724000.00       | $19715024.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $248493600.00      | $249999899.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-04-30      | 4.1250%  | 0.0000% | $251320600.00      | $249999910.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $248253500.00      | $248354815.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $225725200.00      | $249999990.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $247796200.00      | $249999392.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $55790600.00       | $55336320.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $249286000.00      | $249999935.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $41700.00          | $54377.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $95628000.00       | $100010066.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $22360100.00       | $21019379.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $247968400.00      | $249999990.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $242879200.00      | $249999941.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $176810900.00      | $177763557.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $20238100.00       | $20590506.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $1100.00           | $1111.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $249647600.00      | $249999907.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $181307700.00      | $183987581.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $251962800.00      | $249999946.80      | U.S. Treasuries (including strips) |

### Security 671: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCB54, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1HCB54
- **C.18 - Value (incl. sponsor support):** $69000000.00
- **C.18.a - Value (excl. sponsor support):** $69000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $13660400.00       | $11890630.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $9200.00           | $9404.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $10790000.00       | $10967224.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $400.00            | $398.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $1300.00           | $1302.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $98.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $98.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $1000.00           | $973.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $759500.00         | $777559.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $200.00            | $195.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $83.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $300.00            | $295.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8023%  | 0.0000% | $10699700.00       | $10704407.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $1500.00           | $974.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $89.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $32178800.00       | $36033218.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $62.08             | U.S. Treasuries (including strips) |

### Security 672: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCBG0, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1HCBG0
- **C.18 - Value (incl. sponsor support):** $348000000.00
- **C.18.a - Value (excl. sponsor support):** $348000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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      | 4.3750%  | 0.0000% | $200.00            | $205.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $900.00            | $1087.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $4100.00           | $5003.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $157600.00         | $148382.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $110.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $61142700.00       | $61497067.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $852600.00         | $845967.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $26003700.00       | $35911207.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $200.00            | $189.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $263836000.00      | $249999916.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $6447300.00        | $6586819.57        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 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: ARP1HCBH8, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1HCBH8
- **C.18 - Value (incl. sponsor support):** $969000000.00
- **C.18.a - Value (excl. sponsor support):** $969000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $104042000.00      | $106293468.88      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $93.99             | U.S. Treasuries (including strips)        |
| GNII SF MB0936 M       | 2056-02-20      | 5.0000%  | 0.0000% | $61492224.00       | $61018018.51       | Agency Mortgage-Backed Securities         |
| GNII SF MB0481 M       | 2055-07-20      | 3.5000%  | 0.0000% | $1280.00           | $1137.45           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-06-09      | 0.0000%  | 0.0000% | $24998200.00       | $24898207.20       | U.S. Treasuries (including strips)        |
| GNII SF CZ8933 C       | 2054-01-20      | 8.0000%  | 0.0000% | $1000.00           | $484.01            | Agency Mortgage-Backed Securities         |
| GNII SF CX5467 C       | 2053-10-20      | 6.5000%  | 0.0000% | $459634.00         | $438124.22         | Agency Mortgage-Backed Securities         |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $85632900.00       | $84114945.24       | Agency Mortgage-Backed Securities         |
| GNII SF MA7937 M       | 2052-03-20      | 3.0000%  | 0.0000% | $2047.00           | $1264.55           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4322   | 2055-10-01      | 3.0000%  | 0.0000% | $1009.00           | $876.31            | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $1000.00           | $659.85            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4247   | 2056-03-01      | 5.0000%  | 0.0000% | $2493488.00        | $2442394.61        | Agency Mortgage-Backed Securities         |
| GNII SF DQ2961 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1008.00           | $1075.84           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC1630   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $620.02            | Agency Mortgage-Backed Securities         |
| GNII SF MA8429 M       | 2052-10-20      | 5.5000%  | 0.0000% | $45741961.00       | $29822670.08       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA2414   | 2045-10-01      | 3.5000%  | 0.0000% | $3372716.00        | $300767.43         | Agency Mortgage-Backed Securities         |
| GNII SF DJ4218 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.47           | Agency Mortgage-Backed Securities         |
| GNII SF DQ1177 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1006.00           | $1064.50           | Agency Mortgage-Backed Securities         |
| GNII SF MA7533 M       | 2051-08-20      | 2.0000%  | 0.0000% | $1024.00           | $551.47            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $22332000.00       | $22409931.28       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $1000.00           | $1018.44           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $21340000.00       | $21151567.80       | U.S. Treasuries (including strips)        |
| GNII SF MA9904 M       | 2053-05-20      | 4.5000%  | 0.0000% | $1024.00           | $921.19            | Agency Mortgage-Backed Securities         |
| GNII ET DJ1248 C       | 2065-05-20      | 7.0000%  | 0.0000% | $1148.00           | $995.67            | Agency Mortgage-Backed Securities         |
| GNII SF MB0685 M       | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $983.09            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2335   | 2056-04-01      | 5.0000%  | 0.0000% | $1029.00           | $1021.93           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9945   | 2055-02-01      | 4.5000%  | 0.0000% | $1458.00           | $1304.17           | Agency Mortgage-Backed Securities         |
| GNII SF MA9728 M       | 2054-05-20      | 7.0000%  | 0.0000% | $1024.00           | $323.01            | Agency Mortgage-Backed Securities         |
| GNII SF DN5621 C       | 2055-10-20      | 7.0000%  | 0.0000% | $1003.00           | $1052.12           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3801   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $974.29            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4498   | 2056-02-01      | 5.5000%  | 0.0000% | $1098.00           | $1112.51           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1564   | 2052-06-01      | 3.0000%  | 0.0000% | $1024.00           | $855.05            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5054   | 2030-09-01      | 4.2500%  | 0.0000% | $1000.00           | $1001.04           | Agency Mortgage-Backed Securities         |
| GNII SF MB0935 M       | 2056-02-20      | 4.5000%  | 0.0000% | $1008.00           | $970.83            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2430   | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $946.37            | Agency Mortgage-Backed Securities         |
| GNII SF MA4321 M       | 2047-02-20      | 3.5000%  | 0.0000% | $1024.00           | $112.99            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.62             | U.S. Treasuries (including strips)        |
| GNMI SP 783685 X       | 2042-10-15      | 3.0000%  | 0.0000% | $2098.00           | $173.84            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18659 G   | 2032-09-01      | 3.0000%  | 0.0000% | $1000.00           | $103.42            | Agency Mortgage-Backed Securities         |
| GNII SF MA5528 M       | 2048-10-20      | 4.0000%  | 0.0000% | $1024.00           | $89.12             | Agency Mortgage-Backed Securities         |
| GNII SF MA8725 M       | 2053-03-20      | 5.0000%  | 0.0000% | $336747520.00      | $247098139.32      | Agency Mortgage-Backed Securities         |
| GNII SF MA8201 M       | 2052-08-20      | 4.5000%  | 0.0000% | $1085.00           | $766.64            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $29350200.00       | $28304883.71       | U.S. Treasuries (including strips)        |
| GNRA 2021-160 DF       | 2051-09-20      | 3.5000%  | 0.0000% | $1032.00           | $680.70            | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQZ9904   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.87           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX XXBM7152   | 2030-03-01      | 4.3734%  | 0.0000% | $1100.00           | $1096.50           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF4936   | 2055-11-01      | 6.5000%  | 0.0000% | $1001.00           | $1055.98           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0670   | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $573.63            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD5421   | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $732.20            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8456   | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $545.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG2960   | 2056-01-01      | 6.0000%  | 0.0000% | $1056.00           | $1083.16           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $100.00            | $100.18            | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSL1308   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $937.53            | Agency Mortgage-Backed Securities         |
| GNII SF CV7430 C       | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.19           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5839   | 2056-01-01      | 5.5000%  | 0.0000% | $1026.00           | $1036.30           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.60             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $33601300.00       | $44986708.75       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $1600.00           | $1555.79           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $300.00            | $289.52            | U.S. Treasuries (including strips)        |
| GNII SF DP9559 C       | 2056-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1060.48           | Agency Mortgage-Backed Securities         |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $5125610.00        | $3084739.17        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $1000.00           | $998.51            | U.S. Treasuries (including strips)        |
| GNRA 2026-047 FV       | 2056-03-20      | 4.5401%  | 0.0000% | $1000.00           | $993.67            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $3800.00           | $3616.85           | U.S. Treasuries (including strips)        |
| GNII SF CV6319 C       | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $934.63            | Agency Mortgage-Backed Securities         |
| GNII SF DN5616 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1188.00           | $1241.48           | Agency Mortgage-Backed Securities         |
| GNMI SP 783279 X       | 2039-07-15      | 5.5000%  | 0.0000% | $2048.00           | $177.16            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA5691   | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.53           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ7240   | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.92           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6091   | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.73           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2614   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $975.59            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA5181   | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1063.85           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $47778000.00       | $48525888.46       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $400.00            | $396.50            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $276300.00         | $302868.61         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.41             | U.S. Treasuries (including strips)        |
| GNII SF DR1664 C       | 2056-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.52           | Agency Mortgage-Backed Securities         |
| GNII SF DP8130 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.59           | Agency Mortgage-Backed Securities         |
| GNII SF CV6243 C       | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $537.94            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM5860   | 2036-01-01      | 2.0000%  | 0.0000% | $1013.00           | $429.03            | Agency Mortgage-Backed Securities         |
| GNII SF CV0621 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $759.72            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5996   | 2056-03-01      | 4.5000%  | 0.0000% | $1744.00           | $1674.30           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9482   | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $917.22            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0201   | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $630.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8668   | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $820.64            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3902   | 2050-01-01      | 2.5000%  | 0.0000% | $1036.00           | $226.10            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $756.73            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $110891000.00      | $107022962.63      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $1000.00           | $1014.49           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $200.00            | $232.96            | U.S. Treasuries (including strips)        |
| GNII SF MB0424 M       | 2055-05-20      | 5.5000%  | 0.0000% | $2088.00           | $1790.91           | Agency Mortgage-Backed Securities         |
| GNII SF CZ0148 C       | 2053-11-20      | 7.0000%  | 0.0000% | $4167502.00        | $3708148.28        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3765   | 2050-10-01      | 2.5000%  | 0.0000% | $1001.00           | $421.51            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDF7585   | 2056-02-01      | 7.0000%  | 0.0000% | $2000.00           | $2140.92           | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2056-04-25      | 4.9452%  | 0.0000% | $1000.00           | $957.34            | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLBM2003   | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $101.51            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4305   | 2051-04-01      | 2.0000%  | 0.0000% | $1792.00           | $1000.73           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2069   | 2050-11-01      | 2.5000%  | 0.0000% | $1040.00           | $690.21            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $49810900.00       | $54416100.59       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.62             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $26868300.00       | $25579546.40       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $400.00            | $357.58            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.71             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $1000.00           | $691.14            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $30966000.00       | $30979989.45       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $17879500.00       | $17927036.02       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $27461300.00       | $27719626.63       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $64.11             | U.S. Treasuries (including strips)        |
| GNII SF CV6949 C       | 2053-06-20      | 6.5000%  | 0.0000% | $1020.00           | $389.40            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $96.37             | U.S. Treasuries (including strips)        |
| GNII SF MA9608 M       | 2054-04-20      | 7.0000%  | 0.0000% | $1000.00           | $326.72            | Agency Mortgage-Backed Securities         |
| GNII SF MA9606 M       | 2054-02-20      | 6.0000%  | 0.0000% | $1488.00           | $789.90            | Agency Mortgage-Backed Securities         |
| GNII SF MB0687 M       | 2055-10-20      | 6.0000%  | 0.0000% | $2024.00           | $2019.93           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ8967   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.11           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI8360   | 2054-06-01      | 6.5000%  | 0.0000% | $1088.00           | $812.00            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3752   | 2050-03-01      | 3.5000%  | 0.0000% | $1662.00           | $361.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2245   | 2054-08-01      | 6.0000%  | 0.0000% | $1094.00           | $860.80            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3580   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.77           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2269   | 2054-05-01      | 5.5000%  | 0.0000% | $62351.00          | $49938.66          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0852   | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $287.22            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7317   | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $881.59            | Agency Mortgage-Backed Securities         |

### Security 674: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 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: ARP1HCBN5, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1HCBN5
- **C.18 - Value (incl. sponsor support):** $2028000000.00
- **C.18.a - Value (excl. sponsor support):** $2028000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $56217100.00       | $55298949.28       | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLQZ6497   | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $957.57            | Agency Mortgage-Backed Securities         |
| GNII SF 004617 M       | 2040-01-20      | 4.5000%  | 0.0000% | $1000.00           | $35.26             | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4581   | 2037-04-01      | 1.5000%  | 0.0000% | $1000.00           | $586.12            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTMA4093   | 2040-08-01      | 2.0000%  | 0.0000% | $1000.00           | $413.85            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5747   | 2056-02-01      | 5.5000%  | 0.0000% | $10625952.00       | $10700641.34       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4924   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $952.25            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7551   | 2055-07-01      | 6.0000%  | 0.0000% | $3024.00           | $2830.49           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0041   | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $859.90            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ7535   | 2055-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3883.68           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0441   | 2054-11-01      | 5.5000%  | 0.0000% | $44392124.00       | $39506940.92       | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M       | 2046-07-20      | 4.0000%  | 0.0000% | $1246088.00        | $117463.94         | Agency Mortgage-Backed Securities         |
| GNII SF MA4070 M       | 2046-11-20      | 4.0000%  | 0.0000% | $1341751.00        | $120650.36         | Agency Mortgage-Backed Securities         |
| GNII SF MA3876 M       | 2041-09-20      | 4.5000%  | 0.0000% | $948595.00         | $84101.78          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA4743   | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1884.05           | Agency Mortgage-Backed Securities         |
| GNII SF MA3520 M       | 2046-03-20      | 3.0000%  | 0.0000% | $2255568.00        | $224775.94         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG2261   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $999.93            | Agency Mortgage-Backed Securities         |
| GNII SF MA0023 M       | 2042-04-20      | 4.0000%  | 0.0000% | $2242217.00        | $112861.48         | Agency Mortgage-Backed Securities         |
| GNII SF MA2678 M       | 2045-03-20      | 3.5000%  | 0.0000% | $1497828.00        | $105504.44         | Agency Mortgage-Backed Securities         |
| GNII SF MA2755 M       | 2045-04-20      | 4.0000%  | 0.0000% | $871000.00         | $72331.32          | Agency Mortgage-Backed Securities         |
| GNII SF MA3522 M       | 2046-03-20      | 4.0000%  | 0.0000% | $3443000.00        | $279463.47         | Agency Mortgage-Backed Securities         |
| GNII SF MA4322 M       | 2047-03-20      | 4.0000%  | 0.0000% | $955374.00         | $79779.75          | Agency Mortgage-Backed Securities         |
| GNII SF MA5468 M       | 2048-09-20      | 5.0000%  | 0.0000% | $1100002.00        | $80504.95          | Agency Mortgage-Backed Securities         |
| GNII SF MA6867 M       | 2050-09-20      | 3.5000%  | 0.0000% | $1024.00           | $280.27            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A91965 G   | 2040-04-01      | 5.0000%  | 0.0000% | $2347577.00        | $59995.59          | Agency Mortgage-Backed Securities         |
| GNMI SF 655140 X       | 2036-04-15      | 6.5000%  | 0.0000% | $1000.00           | $14.67             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8025   | 2049-11-01      | 3.5000%  | 0.0000% | $1007.00           | $122.79            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8170   | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $419.48            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6746   | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1778.71           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454   | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $612.96            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4215   | 2052-01-01      | 2.0000%  | 0.0000% | $3072.00           | $2033.65           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA1860   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $195.23            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4218   | 2052-01-01      | 2.0000%  | 0.0000% | $4096.00           | $2839.85           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4226   | 2052-01-01      | 2.0000%  | 0.0000% | $3048.00           | $2054.54           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ8919   | 2054-11-01      | 7.0000%  | 0.0000% | $1001.00           | $853.92            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6570   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $959.70            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4133   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $632.90            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX9436   | 2053-03-01      | 6.0000%  | 0.0000% | $4036744.00        | $1788601.72        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV5874   | 2055-07-01      | 6.0000%  | 0.0000% | $1153456.00        | $1156045.77        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX2211   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $629.90            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1856   | 2055-06-01      | 5.5000%  | 0.0000% | $1499436.00        | $1515710.95        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX0487   | 2052-10-01      | 5.0000%  | 0.0000% | $1882460.00        | $1377285.52        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1688   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $999.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD4458   | 2055-04-01      | 5.5000%  | 0.0000% | $4460712.00        | $3919133.35        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5693   | 2055-05-01      | 6.5000%  | 0.0000% | $88000.00          | $60421.99          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY9133   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $896.38            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX1920   | 2053-02-01      | 6.0000%  | 0.0000% | $7457784.00        | $6326364.48        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF7884   | 2053-02-01      | 6.0000%  | 0.0000% | $1778044.00        | $1250256.36        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF4033   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $732.59            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV9960   | 2052-06-01      | 4.0000%  | 0.0000% | $139000.00         | $90840.09          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4725   | 2045-04-01      | 3.5000%  | 0.0000% | $7486818.00        | $1719922.76        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX0157   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $853.64            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9010   | 2055-10-01      | 5.5000%  | 0.0000% | $6302632.00        | $6331227.09        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ0470   | 2053-12-01      | 5.5000%  | 0.0000% | $9518719.00        | $8531193.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8543   | 2052-09-01      | 5.0000%  | 0.0000% | $8930005.00        | $6359902.70        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA4797   | 2046-02-01      | 4.0000%  | 0.0000% | $14453280.00       | $3090770.33        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3685   | 2049-06-01      | 4.5000%  | 0.0000% | $52094720.00       | $16779857.06       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1233   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $619.52            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9828   | 2055-09-01      | 6.0000%  | 0.0000% | $4242420.00        | $3882171.59        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDE2089   | 2055-06-01      | 4.5000%  | 0.0000% | $1108531.00        | $875362.14         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4096   | 2053-03-01      | 5.0000%  | 0.0000% | $7296.00           | $5384.44           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDD2613   | 2040-02-01      | 6.0000%  | 0.0000% | $1023716.00        | $849772.94         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9798   | 2055-09-01      | 6.0000%  | 0.0000% | $1664750.00        | $1713814.50        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY7579   | 2054-08-01      | 5.5000%  | 0.0000% | $5134488.00        | $5048750.30        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL0443   | 2055-01-01      | 4.5000%  | 0.0000% | $2016.00           | $1819.98           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4200   | 2056-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1958.16           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8848   | 2054-07-01      | 6.0000%  | 0.0000% | $5582136.00        | $4533481.64        | Agency Mortgage-Backed Securities         |
| GNMI SF 792721 X       | 2041-11-15      | 3.7500%  | 0.0000% | $275050.00         | $29678.96          | Agency Mortgage-Backed Securities         |
| GNMI SF 773931 X       | 2041-11-15      | 4.0000%  | 0.0000% | $311566.00         | $36174.96          | Agency Mortgage-Backed Securities         |
| GNMI SF 778862 X       | 2042-02-15      | 3.5000%  | 0.0000% | $376000.00         | $49957.70          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9976   | 2055-02-01      | 5.5000%  | 0.0000% | $4000.00           | $3387.33           | Agency Mortgage-Backed Securities         |
| GNMI SF 766750 X       | 2042-05-15      | 3.5000%  | 0.0000% | $210261.00         | $32226.27          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3875   | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $696.66            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1380   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.52           | Agency Mortgage-Backed Securities         |
| GNII SF 763040 C       | 2041-04-20      | 4.5000%  | 0.0000% | $1197819.00        | $77480.65          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9440   | 2054-11-01      | 5.5000%  | 0.0000% | $1182180.00        | $1087599.74        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5137   | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $796.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9878   | 2055-08-01      | 6.0000%  | 0.0000% | $2118272.00        | $2160337.94        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2804   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $614.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI1990   | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $731.52            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL0914   | 2041-02-01      | 6.0000%  | 0.0000% | $1000.00           | $21.72             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0237   | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $104.62            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3746   | 2056-03-01      | 5.5000%  | 0.0000% | $10056614.00       | $10153161.70       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC4602   | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1389.11           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY8481   | 2053-08-01      | 5.0000%  | 0.0000% | $11107894.00       | $9049688.34        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6416   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $847.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0832   | 2053-08-01      | 6.5000%  | 0.0000% | $7498216.00        | $6518299.68        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1716   | 2055-01-01      | 5.5000%  | 0.0000% | $2047.00           | $1944.60           | Agency Mortgage-Backed Securities         |
| GNII SF MB0997 M       | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.64           | Agency Mortgage-Backed Securities         |
| GNII SF 736301 C       | 2029-11-20      | 6.0000%  | 0.0000% | $1000.00           | $23.27             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4980   | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $760.46            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8436   | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $880.52            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2778   | 2053-03-01      | 5.5000%  | 0.0000% | $6343093.00        | $4486680.21        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2884   | 2053-05-01      | 5.5000%  | 0.0000% | $6650.00           | $4364.64           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC U95024 G   | 2042-06-01      | 4.5000%  | 0.0000% | $1000.00           | $121.60            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q01721 G   | 2041-07-01      | 5.0000%  | 0.0000% | $2020.00           | $145.82            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q01710 G   | 2041-07-01      | 5.0000%  | 0.0000% | $1987676.00        | $152900.27         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4994   | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $817.56            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3784   | 2053-04-01      | 5.0000%  | 0.0000% | $50000.00          | $37901.60          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8212   | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $669.79            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB8675   | 2054-07-01      | 5.0000%  | 0.0000% | $483567.00         | $466658.26         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8473   | 2054-11-01      | 4.5000%  | 0.0000% | $30269.00          | $26569.32          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8489   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $896.07            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH9541   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $746.77            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8408   | 2054-03-01      | 5.5000%  | 0.0000% | $1001.00           | $720.00            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PRE5059   | 2051-12-01      | 3.0000%  | 0.0000% | $10499088.00       | $5596586.98        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8463   | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $639.67            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8289   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $702.09            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG9964   | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1998.59           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7419   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $443.98            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2793   | 2048-12-01      | 4.5000%  | 0.0000% | $2394664.00        | $519889.90         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3356   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $676.16            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3666   | 2049-06-01      | 4.0000%  | 0.0000% | $376882.00         | $90669.86          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0864   | 2047-12-01      | 4.0000%  | 0.0000% | $20932544.00       | $5474811.94        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY6924   | 2053-09-01      | 6.0000%  | 0.0000% | $1558682.00        | $858396.16         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3328   | 2049-04-01      | 4.0000%  | 0.0000% | $3456.00           | $638.07            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3144   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $918.57            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4428   | 2049-10-01      | 3.0000%  | 0.0000% | $244904704.00      | $42834819.53       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8501   | 2055-08-01      | 6.0000%  | 0.0000% | $2013656.00        | $2072157.21        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0528   | 2047-10-01      | 3.5000%  | 0.0000% | $9964730.00        | $2537786.33        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0156   | 2055-08-01      | 6.0000%  | 0.0000% | $1313630.00        | $1330629.09        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC6360   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.51           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4064   | 2055-03-01      | 6.5000%  | 0.0000% | $5372000.00        | $4069302.55        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5400   | 2055-04-01      | 6.0000%  | 0.0000% | $1943204.00        | $1576320.63        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC9623   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $971.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7237   | 2055-07-01      | 6.0000%  | 0.0000% | $957077.00         | $973995.71         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7823   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $621.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8509   | 2055-08-01      | 6.0000%  | 0.0000% | $1003998.00        | $1031880.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX9762   | 2053-04-01      | 5.5000%  | 0.0000% | $4665416.00        | $3484665.13        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8316   | 2053-04-01      | 5.5000%  | 0.0000% | $36124.00          | $25748.89          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF7343   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $626.66            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB1879   | 2040-12-01      | 4.5000%  | 0.0000% | $2462201.00        | $2455085.24        | Agency Mortgage-Backed Securities         |
| FMAR 842084 G          | 2056-01-01      | 5.1320%  | 0.0000% | $6815846.00        | $6643240.22        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CWBM3440   | 2032-12-01      | 3.0000%  | 0.0000% | $556988.00         | $46247.97          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0786   | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1164.27           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX0285   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $999.21            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM4341   | 2048-02-01      | 4.0000%  | 0.0000% | $42150400.00       | $11911799.68       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY9132   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $998.85            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6219   | 2056-03-01      | 5.0000%  | 0.0000% | $3088.00           | $3023.33           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0508   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $890.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1390   | 2048-03-01      | 4.5000%  | 0.0000% | $7968608.00        | $942229.94         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0303   | 2055-02-01      | 5.5000%  | 0.0000% | $42131360.00       | $37934619.28       | Agency Mortgage-Backed Securities         |
| GNII SF MA0221 M       | 2042-07-20      | 4.0000%  | 0.0000% | $822981.00         | $46085.74          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5990   | 2053-03-01      | 5.5000%  | 0.0000% | $11550000.00       | $9937947.23        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG7295   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.26            | Agency Mortgage-Backed Securities         |
| GNII SF 779602 C       | 2041-11-20      | 4.0000%  | 0.0000% | $2602760.00        | $398838.59         | Agency Mortgage-Backed Securities         |
| GNII SF MA0393 M       | 2042-09-20      | 4.0000%  | 0.0000% | $826360.00         | $53553.16          | Agency Mortgage-Backed Securities         |
| GNII SF MA3735 M       | 2046-06-20      | 3.0000%  | 0.0000% | $1001000.00        | $108396.07         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7479   | 2053-11-01      | 6.0000%  | 0.0000% | $2610640.00        | $1998152.09        | Agency Mortgage-Backed Securities         |
| GNII SF MA0935 M       | 2043-04-20      | 4.0000%  | 0.0000% | $3001970.00        | $230411.85         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG7702   | 2056-04-01      | 5.5000%  | 0.0000% | $23366.00          | $23729.31          | Agency Mortgage-Backed Securities         |
| GNII SF MA4514 M       | 2047-06-20      | 5.5000%  | 0.0000% | $496000.00         | $40606.45          | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $10846976.00       | $995129.16         | Agency Mortgage-Backed Securities         |
| GNII SF BM9738 C       | 2049-10-20      | 4.5000%  | 0.0000% | $1000.00           | $215.47            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0444   | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $818.17            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0933   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $730.28            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0944   | 2054-02-01      | 6.0000%  | 0.0000% | $4000.00           | $2913.80           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0739   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.43           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7211   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $803.73            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6894   | 2056-02-01      | 5.5000%  | 0.0000% | $7310450.00        | $7386148.12        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA4894   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $563.24            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5139   | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $614.21            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1540   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $922.46            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1619   | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $779.88            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1082   | 2054-10-01      | 6.5000%  | 0.0000% | $1024.00           | $924.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7240   | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1530.98           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFM7153   | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $425.08            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0214   | 2055-10-01      | 5.5000%  | 0.0000% | $7550328.00        | $7230843.95        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8945   | 2055-09-01      | 6.5000%  | 0.0000% | $5169064.00        | $5373463.45        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CJMA2308   | 2030-06-01      | 2.5000%  | 0.0000% | $1000.00           | $56.31             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDF1459   | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.43           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF6385   | 2055-12-01      | 6.0000%  | 0.0000% | $2861240.00        | $2676075.01        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1866   | 2044-03-01      | 4.5000%  | 0.0000% | $1000.00           | $177.72            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA3664   | 2054-04-01      | 4.0000%  | 0.0000% | $1000.00           | $915.76            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM7694   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $540.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2191   | 2055-07-01      | 6.5000%  | 0.0000% | $2008.00           | $1636.27           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA1591   | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $749.62            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6092   | 2053-04-01      | 6.0000%  | 0.0000% | $3072.00           | $2003.12           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9392   | 2054-08-01      | 6.5000%  | 0.0000% | $1567744.00        | $1531061.91        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB7565   | 2054-08-01      | 6.5000%  | 0.0000% | $889477.00         | $722880.37         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6564   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $778.38            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8279   | 2046-11-01      | 3.0000%  | 0.0000% | $259071899.00      | $41661008.00       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO5351   | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1020.57           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $67937152.00       | $51646686.22       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $619.85            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347   | 2053-08-01      | 4.5000%  | 0.0000% | $10000.00          | $8128.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5127   | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $211.46            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8297   | 2046-11-01      | 3.0000%  | 0.0000% | $110417596.00      | $28811781.27       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2586   | 2055-03-01      | 6.0000%  | 0.0000% | $4120392.00        | $3909923.72        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS9953   | 2047-07-01      | 3.5000%  | 0.0000% | $1046.00           | $146.74            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9472   | 2047-04-01      | 4.5000%  | 0.0000% | $2024.00           | $394.14            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW5727   | 2052-09-01      | 5.0000%  | 0.0000% | $2254151.00        | $1549200.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE8609   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $985.77            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6584   | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1734.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0102   | 2047-08-01      | 3.5000%  | 0.0000% | $161109944.00      | $34317215.63       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3862   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $595.04            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7579   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.90           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV9704   | 2052-06-01      | 4.5000%  | 0.0000% | $11295.00          | $8305.48           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ2992   | 2054-08-01      | 6.5000%  | 0.0000% | $2008.00           | $1116.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV6441   | 2055-12-01      | 6.0000%  | 0.0000% | $5325783.00        | $5592398.99        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1505   | 2052-07-01      | 4.5000%  | 0.0000% | $1021.00           | $761.38            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ2827   | 2054-09-01      | 6.0000%  | 0.0000% | $2010.00           | $1932.37           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0692   | 2047-11-01      | 3.5000%  | 0.0000% | $11714576.00       | $1205888.99        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE4188   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.82           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ1785   | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $795.04            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $764.79            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3636   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $692.32            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8516   | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $676.20            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2307   | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1392.58           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8062   | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $237.64            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7270   | 2054-12-01      | 6.0000%  | 0.0000% | $1003.00           | $844.61            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6766   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $609.01            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9848   | 2053-09-01      | 5.5000%  | 0.0000% | $4281970.00        | $3510329.05        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8189   | 2052-01-01      | 2.5000%  | 0.0000% | $157226.00         | $97096.87          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7032   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $830.85            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1812.64           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF5327   | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $431.97            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8924   | 2053-03-01      | 5.5000%  | 0.0000% | $2460688.00        | $2073656.38        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE5820   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $257.89            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI5955   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $677.55            | Agency Mortgage-Backed Securities         |
| GNII SF MA5934 M       | 2049-05-20      | 5.5000%  | 0.0000% | $74000.00          | $6155.99           | Agency Mortgage-Backed Securities         |
| GNII SF MA6936 M       | 2050-10-20      | 5.0000%  | 0.0000% | $97000.00          | $25210.65          | Agency Mortgage-Backed Securities         |
| GNII SF MA7369 M       | 2051-05-20      | 3.5000%  | 0.0000% | $34344797.00       | $15187208.84       | Agency Mortgage-Backed Securities         |
| GNII SF MA6337 M       | 2049-12-20      | 2.5000%  | 0.0000% | $360638.00         | $64256.48          | Agency Mortgage-Backed Securities         |
| GNII SF MA6995 M       | 2050-11-20      | 2.5000%  | 0.0000% | $458906.00         | $174223.02         | Agency Mortgage-Backed Securities         |
| GNMI SF AB9108 X       | 2042-10-15      | 3.0000%  | 0.0000% | $886979.00         | $88530.87          | Agency Mortgage-Backed Securities         |
| GNMI SF AA5821 X       | 2042-11-15      | 3.0000%  | 0.0000% | $200000.00         | $24857.97          | Agency Mortgage-Backed Securities         |
| GNII JM MA0774 M       | 2043-02-20      | 2.5000%  | 0.0000% | $247000.00         | $31371.80          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ2149   | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $978.47            | Agency Mortgage-Backed Securities         |
| GNMI SF 732704 X       | 2040-03-15      | 4.5000%  | 0.0000% | $1000.00           | $94.39             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2472   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $861.82            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2474   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $864.10            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5951   | 2041-01-01      | 5.0000%  | 0.0000% | $1000.00           | $965.18            | Agency Mortgage-Backed Securities         |
| GNII SF DN6232 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1024.96           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6014   | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $833.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX6610   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $860.47            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4334   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $747.74            | Agency Mortgage-Backed Securities         |
| GNII SF DN6592 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1047.27           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6549   | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1535.80           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3424   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $850.31            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA6063   | 2046-04-01      | 4.5000%  | 0.0000% | $1000.00           | $977.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG0096   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.07           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0447   | 2050-09-01      | 3.0000%  | 0.0000% | $3072.00           | $1584.39           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2701   | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $916.46            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6822   | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $173.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8098   | 2046-10-01      | 3.0000%  | 0.0000% | $2133.00           | $457.01            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS5742   | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $532.38            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3186   | 2055-11-01      | 5.5000%  | 0.0000% | $55870272.00       | $52839035.71       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5004   | 2045-05-01      | 3.5000%  | 0.0000% | $18267504.00       | $4768565.40        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482   | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $922.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS8013   | 2054-05-01      | 5.0000%  | 0.0000% | $1040.00           | $895.08            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX5699   | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1612.59           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF2915   | 2055-11-01      | 6.5000%  | 0.0000% | $1256771.00        | $1319397.24        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV8741   | 2044-02-01      | 4.5000%  | 0.0000% | $18326427.00       | $3152980.81        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0182   | 2057-01-01      | 4.0000%  | 0.0000% | $3048.00           | $1002.75           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAQ3599   | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $88.83             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0920   | 2031-12-01      | 4.0000%  | 0.0000% | $1000.00           | $44.56             | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX0995   | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $980.89            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX5508   | 2055-02-01      | 6.0000%  | 0.0000% | $2048.00           | $1614.33           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX3694   | 2055-01-01      | 6.5000%  | 0.0000% | $17810147.00       | $15096504.72       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 U4BF0288   | 2052-03-01      | 4.0000%  | 0.0000% | $126017600.00      | $38096451.24       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1459   | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1055.84           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA9502   | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $875.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3914   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $751.54            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX XYBM7227   | 2033-07-01      | 4.3602%  | 0.0000% | $53952816.00       | $53195447.28       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3274   | 2055-08-01      | 6.5000%  | 0.0000% | $1188648.00        | $1242385.11        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW5260   | 2053-03-01      | 5.0000%  | 0.0000% | $3542236.00        | $3357056.09        | Agency Mortgage-Backed Securities         |
| GNII JM MA3278 M       | 2030-12-20      | 2.5000%  | 0.0000% | $491000.00         | $26870.00          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8956   | 2056-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3037.04           | Agency Mortgage-Backed Securities         |
| GNII SF MA3454 M       | 2046-02-20      | 3.5000%  | 0.0000% | $849817.00         | $78744.28          | Agency Mortgage-Backed Securities         |
| GNII SF MA0781 M       | 2043-02-20      | 2.5000%  | 0.0000% | $474805.00         | $60534.30          | Agency Mortgage-Backed Securities         |
| GNII SF MA0933 M       | 2043-04-20      | 3.0000%  | 0.0000% | $2030000.00        | $206152.60         | Agency Mortgage-Backed Securities         |
| GNII SF MA2825 M       | 2045-05-20      | 3.0000%  | 0.0000% | $3409911.00        | $301282.21         | Agency Mortgage-Backed Securities         |
| GNII SF MA5467 M       | 2048-09-20      | 4.5000%  | 0.0000% | $2478999.00        | $181429.28         | Agency Mortgage-Backed Securities         |
| GNII SF MA5470 M       | 2039-02-20      | 6.0000%  | 0.0000% | $198515.00         | $32310.69          | Agency Mortgage-Backed Securities         |
| GNII SF MA4837 M       | 2047-11-20      | 3.5000%  | 0.0000% | $720997.00         | $85080.46          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0501   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $937.23            | Agency Mortgage-Backed Securities         |
| GNII SF MA0852 M       | 2043-03-20      | 3.5000%  | 0.0000% | $672912.00         | $57238.26          | Agency Mortgage-Backed Securities         |
| GNII SF MA0088 M       | 2042-05-20      | 3.5000%  | 0.0000% | $3744904.00        | $253657.21         | Agency Mortgage-Backed Securities         |
| GNII SF MA0699 M       | 2042-12-20      | 3.5000%  | 0.0000% | $1001004.00        | $91163.28          | Agency Mortgage-Backed Securities         |
| GNII SF MA5398 M       | 2048-08-20      | 4.0000%  | 0.0000% | $2000.00           | $178.23            | Agency Mortgage-Backed Securities         |
| GNMI SF 759958 X       | 2041-11-15      | 4.0000%  | 0.0000% | $56563.00          | $5862.52           | Agency Mortgage-Backed Securities         |
| GNII SF MA1678 M       | 2044-02-20      | 4.0000%  | 0.0000% | $820286.00         | $44891.75          | Agency Mortgage-Backed Securities         |
| GNMI SF AB1295 X       | 2042-08-15      | 3.5000%  | 0.0000% | $3499784.00        | $282106.66         | Agency Mortgage-Backed Securities         |
| GNII JM MA7359 M       | 2051-05-20      | 2.5000%  | 0.0000% | $270000.00         | $136400.18         | Agency Mortgage-Backed Securities         |
| GNMI SF AA6698 X       | 2043-01-15      | 3.5000%  | 0.0000% | $1435773.00        | $272568.37         | Agency Mortgage-Backed Securities         |
| GNII SF MA0601 M       | 2027-12-20      | 2.5000%  | 0.0000% | $3029487.00        | $47908.88          | Agency Mortgage-Backed Securities         |
| GNII SF MA2305 M       | 2044-10-20      | 4.5000%  | 0.0000% | $583000.00         | $35960.46          | Agency Mortgage-Backed Securities         |
| GNII SF MA7419 M       | 2051-06-20      | 3.0000%  | 0.0000% | $1040.00           | $497.64            | Agency Mortgage-Backed Securities         |
| GNII SF MA8047 M       | 2052-05-20      | 5.0000%  | 0.0000% | $542000.00         | $337721.20         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ4582   | 2055-10-01      | 5.0000%  | 0.0000% | $9361510.00        | $9180713.71        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1476   | 2055-06-01      | 5.0000%  | 0.0000% | $3008.00           | $2905.78           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA3239   | 2049-03-01      | 5.0000%  | 0.0000% | $94896.00          | $26586.99          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6079   | 2053-04-01      | 5.5000%  | 0.0000% | $3048.00           | $2031.04           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7307   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $737.77            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5607   | 2056-02-01      | 5.5000%  | 0.0000% | $7958260.00        | $8049629.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7536   | 2055-11-01      | 5.5000%  | 0.0000% | $11858500.00       | $11635133.05       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6254   | 2053-05-01      | 5.5000%  | 0.0000% | $7834330.00        | $5982619.24        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4310   | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $700.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTBW2749   | 2046-04-01      | 4.5000%  | 0.0000% | $2081713.00        | $2039987.14        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6113   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $982.65            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0015   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $813.88            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6712   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $925.60            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2717   | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2105.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO5386   | 2049-12-01      | 3.5000%  | 0.0000% | $29622412.00       | $5355607.24        | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL908133   | 2036-11-01      | 8.0000%  | 0.0000% | $1000.00           | $18.19             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY0117   | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $897.09            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6759   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.16           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6336   | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $682.49            | Agency Mortgage-Backed Securities         |
| GNII SF 004695 M       | 2040-05-20      | 4.0000%  | 0.0000% | $1000.00           | $40.85             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3831   | 2055-01-01      | 6.0000%  | 0.0000% | $2016.00           | $1567.48           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX2526   | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $715.25            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX3964   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $889.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1402   | 2055-11-01      | 5.5000%  | 0.0000% | $54424614.00       | $53565153.73       | Agency Mortgage-Backed Securities         |
| GNII SF DQ1409 C       | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.17           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4942   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $469.60            | Agency Mortgage-Backed Securities         |
| GNII JM MA7043 M       | 2050-12-20      | 2.5000%  | 0.0000% | $145000.00         | $53279.64          | Agency Mortgage-Backed Securities         |
| GNII SF MA7316 M       | 2051-04-20      | 4.5000%  | 0.0000% | $5385990.00        | $1844802.18        | Agency Mortgage-Backed Securities         |
| GNII JM MA6566 M       | 2035-04-20      | 2.5000%  | 0.0000% | $188060.00         | $15972.44          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDG1978   | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $1001.29           | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M       | 2048-09-20      | 4.0000%  | 0.0000% | $2511562.00        | $223623.34         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG4605   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.75            | Agency Mortgage-Backed Securities         |
| GNII SF MA5711 M       | 2049-01-20      | 4.5000%  | 0.0000% | $1691024.00        | $104712.58         | Agency Mortgage-Backed Securities         |
| GNII SF MA5596 M       | 2048-11-20      | 4.5000%  | 0.0000% | $3181529.00        | $224597.45         | Agency Mortgage-Backed Securities         |
| GNII SF MA7138 M       | 2051-01-20      | 3.5000%  | 0.0000% | $150255359.00      | $52862989.61       | Agency Mortgage-Backed Securities         |
| GNII SF MA6997 M       | 2050-11-20      | 3.5000%  | 0.0000% | $2590000.00        | $771004.78         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378   | 2053-10-01      | 5.5000%  | 0.0000% | $7000.00           | $5580.87           | Agency Mortgage-Backed Securities         |
| GNII SF MA8046 M       | 2052-05-20      | 4.5000%  | 0.0000% | $3208042.00        | $2233213.39        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $3048.00           | $2503.18           | Agency Mortgage-Backed Securities         |
| GNII SF MA0535 M       | 2042-11-20      | 4.0000%  | 0.0000% | $2200000.00        | $167989.38         | Agency Mortgage-Backed Securities         |
| GNII SF MA2756 M       | 2045-04-20      | 4.5000%  | 0.0000% | $1427478.00        | $89162.25          | Agency Mortgage-Backed Securities         |
| GNII SF MA3174 M       | 2045-10-20      | 4.0000%  | 0.0000% | $807500.00         | $58113.55          | Agency Mortgage-Backed Securities         |
| GNII SF MA2960 M       | 2045-07-20      | 3.0000%  | 0.0000% | $7907639.00        | $816858.66         | Agency Mortgage-Backed Securities         |
| GNII SF MA5330 M       | 2048-07-20      | 4.0000%  | 0.0000% | $1956491.00        | $167421.01         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG3453   | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.17           | Agency Mortgage-Backed Securities         |
| GNII SF MA5020 M       | 2048-02-20      | 4.0000%  | 0.0000% | $57821630.00       | $5431226.42        | Agency Mortgage-Backed Securities         |
| GNII SF MA5599 M       | 2037-09-20      | 6.0000%  | 0.0000% | $92000.00          | $14323.95          | Agency Mortgage-Backed Securities         |
| GNII SF MA4588 M       | 2047-07-20      | 4.5000%  | 0.0000% | $83216836.00       | $7081367.96        | Agency Mortgage-Backed Securities         |
| GNII SF MA6477 M       | 2050-01-20      | 4.5000%  | 0.0000% | $50696.00          | $6118.51           | Agency Mortgage-Backed Securities         |
| GNII SF MA3664 M       | 2046-05-20      | 4.0000%  | 0.0000% | $898003.00         | $80575.48          | Agency Mortgage-Backed Securities         |
| GNII SF MA6089 M       | 2049-07-20      | 3.0000%  | 0.0000% | $470237.00         | $60510.78          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0155   | 2054-12-01      | 5.5000%  | 0.0000% | $2048.00           | $1856.79           | Agency Mortgage-Backed Securities         |
| GNII SF MA4381 M       | 2047-04-20      | 3.0000%  | 0.0000% | $1469840.00        | $208754.84         | Agency Mortgage-Backed Securities         |
| GNII SF MA0022 M       | 2042-04-20      | 3.5000%  | 0.0000% | $113075.00         | $7169.52           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1360   | 2055-05-01      | 5.5000%  | 0.0000% | $1040.00           | $791.51            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY0977   | 2053-06-01      | 6.0000%  | 0.0000% | $1614000.00        | $1299764.50        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX1166   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $581.69            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW0964   | 2052-07-01      | 5.0000%  | 0.0000% | $2534868.00        | $1615273.00        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5502   | 2055-12-01      | 6.0000%  | 0.0000% | $29834496.00       | $29330860.20       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2441   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $755.21            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5017   | 2055-09-01      | 6.0000%  | 0.0000% | $24081824.00       | $20602744.83       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY4128   | 2055-05-01      | 7.0000%  | 0.0000% | $2000.00           | $1571.07           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5063   | 2048-12-01      | 4.5000%  | 0.0000% | $2144.00           | $307.51            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU1822   | 2043-08-01      | 3.5000%  | 0.0000% | $1008093.00        | $118738.22         | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA3672   | 2053-10-01      | 7.5000%  | 0.0000% | $1249598.00        | $709007.51         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ4492   | 2047-11-01      | 4.0000%  | 0.0000% | $2648.00           | $482.90            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5052   | 2055-05-01      | 6.0000%  | 0.0000% | $19488960.00       | $16144012.51       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2447   | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1024.61           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBP2308   | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $339.39            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5047   | 2033-05-01      | 5.0000%  | 0.0000% | $1000.00           | $399.08            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5598   | 2045-01-01      | 5.5000%  | 0.0000% | $1000.00           | $691.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5916   | 2040-12-01      | 5.0000%  | 0.0000% | $1008.00           | $937.55            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDB7124   | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $848.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4200   | 2053-10-01      | 6.0000%  | 0.0000% | $2031.00           | $1139.93           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY9384   | 2055-08-01      | 5.5000%  | 0.0000% | $3048.00           | $2730.16           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3121   | 2055-09-01      | 6.0000%  | 0.0000% | $13501806.00       | $13272115.47       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6028   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.74           | Agency Mortgage-Backed Securities         |
| GNII JM 005328 M       | 2042-03-20      | 3.5000%  | 0.0000% | $1000.00           | $24.65             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3343   | 2055-09-01      | 6.0000%  | 0.0000% | $6438320.00        | $6368052.45        | Agency Mortgage-Backed Securities         |
| GNII MH AD0856 C       | 2033-08-20      | 3.7500%  | 0.0000% | $1000.00           | $198.46            | Agency Mortgage-Backed Securities         |
| GNII SF MA8048 M       | 2052-05-20      | 5.5000%  | 0.0000% | $90000.00          | $48664.23          | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $225450.00         | $154276.90         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5410   | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $921.72            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8883   | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $702.54            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX7590   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $930.18            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PQU8070   | 2052-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1654.59           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI5313   | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.57           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQJ9036   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $866.78            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4227   | 2052-01-01      | 2.0000%  | 0.0000% | $3816.00           | $2557.65           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V81713 G   | 2045-05-01      | 4.0000%  | 0.0000% | $1008.00           | $186.75            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q17095 G   | 2043-04-01      | 3.0000%  | 0.0000% | $196000.00         | $33723.27          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLQB8182   | 2051-01-01      | 1.5000%  | 0.0000% | $1000.00           | $528.65            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4373   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $792.16            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3900   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $734.62            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5353   | 2054-04-01      | 6.0000%  | 0.0000% | $18768.00          | $15016.58          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q34962 G   | 2045-07-01      | 4.0000%  | 0.0000% | $40741027.00       | $6037473.15        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U99179 G   | 2042-09-01      | 4.0000%  | 0.0000% | $134487296.00      | $31347902.46       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7952   | 2054-02-01      | 4.5000%  | 0.0000% | $12324000.00       | $10231932.44       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6521   | 2053-05-01      | 5.0000%  | 0.0000% | $2149850.00        | $1573014.76        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA5514   | 2050-04-01      | 2.5000%  | 0.0000% | $1436190.00        | $542646.90         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ6901   | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5640   | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $822.48            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-12-25      | 4.8452%  | 0.0000% | $1831096.00        | $1774029.61        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLCA6528   | 2050-07-01      | 2.5000%  | 0.0000% | $34615540.00       | $13064465.68       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PQU8069   | 2052-03-01      | 3.0000%  | 0.0000% | $6282728.00        | $4353747.59        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN3673   | 2049-03-01      | 4.5000%  | 0.0000% | $5889240.00        | $1862204.09        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6085   | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $722.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6054   | 2053-04-01      | 5.0000%  | 0.0000% | $3064.00           | $2234.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0734   | 2063-06-01      | 3.5000%  | 0.0000% | $8409696.00        | $5850948.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF9200   | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2047.79           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1378   | 2048-03-01      | 4.0000%  | 0.0000% | $102100000.00      | $13989797.40       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0281   | 2055-01-01      | 5.5000%  | 0.0000% | $508494.00         | $447563.90         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC6459   | 2054-11-01      | 6.0000%  | 0.0000% | $755298.00         | $561209.17         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF6606   | 2055-12-01      | 5.0000%  | 0.0000% | $6942144.00        | $6850521.47        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF0028   | 2055-08-01      | 6.5000%  | 0.0000% | $678986.00         | $718161.77         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ0341   | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $961.40            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9776   | 2055-09-01      | 6.0000%  | 0.0000% | $3114450.00        | $3209940.44        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC3309   | 2054-09-01      | 5.0000%  | 0.0000% | $6308112.00        | $5140791.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8788   | 2055-09-01      | 6.0000%  | 0.0000% | $7111000.00        | $6649701.93        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7258   | 2055-09-01      | 6.0000%  | 0.0000% | $5591540.00        | $4787142.91        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q62997 G   | 2049-04-01      | 4.5000%  | 0.0000% | $9815050.00        | $1841017.01        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8754   | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $848.23            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8329   | 2052-12-01      | 5.5000%  | 0.0000% | $7964710.00        | $5867759.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8534   | 2053-02-01      | 5.0000%  | 0.0000% | $2591699.00        | $2090004.51        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0536   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $700.02            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8322   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $786.90            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8407   | 2054-03-01      | 5.0000%  | 0.0000% | $78000.00          | $62770.48          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 3PSE9100   | 2055-01-01      | 6.5000%  | 0.0000% | $2008.00           | $1385.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7236   | 2055-07-01      | 6.0000%  | 0.0000% | $1321928.00        | $1356297.15        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5135   | 2048-07-01      | 4.0000%  | 0.0000% | $65222398.00       | $17819088.85       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK6180   | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $311.11            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1557   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.29           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8002   | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $233.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0030   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1327   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $990.68            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ9470   | 2054-11-01      | 5.5000%  | 0.0000% | $1021370.00        | $873858.78         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4978   | 2054-02-01      | 5.5000%  | 0.0000% | $1008.00           | $840.60            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9432   | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $850.99            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7935   | 2052-09-01      | 5.0000%  | 0.0000% | $2334568.00        | $1962141.51        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q24956 G   | 2044-02-01      | 4.5000%  | 0.0000% | $1024.00           | $159.96            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6634   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $800.87            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5664   | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $852.17            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTRB5393   | 2046-04-01      | 4.5000%  | 0.0000% | $1008.00           | $978.61            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $797.77            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ6976   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $993.24            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2756   | 2053-05-01      | 5.5000%  | 0.0000% | $98000.00          | $74802.86          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6388   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $585.80            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA3592   | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $388.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG9047   | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $991.13            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8295   | 2046-11-01      | 3.0000%  | 0.0000% | $6081937.00        | $1683525.61        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP5568   | 2050-06-01      | 3.0000%  | 0.0000% | $2654005.00        | $923073.18         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8499   | 2055-08-01      | 6.0000%  | 0.0000% | $1474240.00        | $1029129.81        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8908   | 2055-01-01      | 6.5000%  | 0.0000% | $143216.00         | $102509.87         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4740   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $286.10            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5792   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $876.03            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806   | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1480.70           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3744   | 2049-08-01      | 3.0000%  | 0.0000% | $1301.00           | $135.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD2142   | 2055-03-01      | 6.5000%  | 0.0000% | $1096500.00        | $1128603.78        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5233   | 2053-12-01      | 4.5000%  | 0.0000% | $1000.00           | $848.12            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD8918   | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1085.53           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4584   | 2055-10-01      | 5.5000%  | 0.0000% | $9482.00           | $9167.92           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC2652   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1084.62           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3057   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1003.82           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3909   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.03           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY8599   | 2055-07-01      | 5.5000%  | 0.0000% | $3048.00           | $2971.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841   | 2052-12-01      | 5.0000%  | 0.0000% | $50159739.00       | $37617035.62       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2541   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $803.73            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA2705   | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1603.94           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-09-25      | 4.7452%  | 0.0000% | $5391710.00        | $5283522.18        | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLFA4042   | 2055-12-01      | 6.5000%  | 0.0000% | $2000.00           | $2060.00           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB1997   | 2054-10-01      | 6.5000%  | 0.0000% | $1091832.00        | $1134523.82        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2868   | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $965.48            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-08-25      | 4.7952%  | 0.0000% | $1542.00           | $1505.66           | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQJ1600   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $343.11            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA7151   | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $699.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7882   | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $746.42            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7396   | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $688.09            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-09-25      | 4.6952%  | 0.0000% | $2156690.00        | $2103805.71        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRA7786   | 2052-08-01      | 5.0000%  | 0.0000% | $2048.00           | $1457.65           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6504   | 2053-01-01      | 6.0000%  | 0.0000% | $5044000.00        | $3329765.43        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF4166   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $671.01            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7534   | 2051-02-01      | 2.5000%  | 0.0000% | $1002.00           | $496.23            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $1008.00           | $595.38            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4220   | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $681.49            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0800   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $660.98            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG1936   | 2053-05-01      | 6.0000%  | 0.0000% | $1251704.00        | $979151.33         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD7436   | 2052-02-01      | 3.0000%  | 0.0000% | $2050.00           | $1511.83           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6562   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $566.52            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6716   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $750.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1364   | 2055-10-01      | 6.0000%  | 0.0000% | $4072.00           | $4141.74           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS7687   | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $230.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1109   | 2056-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2928.05           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1838   | 2056-01-01      | 5.0000%  | 0.0000% | $35804707.00       | $35164024.06       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4102   | 2052-07-01      | 4.5000%  | 0.0000% | $68273152.00       | $44915624.06       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3927   | 2052-06-01      | 5.0000%  | 0.0000% | $1008.00           | $729.46            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6201   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $721.81            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN6633   | 2049-05-01      | 4.5000%  | 0.0000% | $18807840.00       | $5558908.42        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9740   | 2055-01-01      | 5.5000%  | 0.0000% | $13961913.00       | $13265399.81       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH5752   | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $151.19            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5332   | 2048-11-01      | 4.5000%  | 0.0000% | $9081233.00        | $2308386.20        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE0708   | 2055-06-01      | 6.5000%  | 0.0000% | $5059896.00        | $4934152.60        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBJ1391   | 2053-09-01      | 7.0000%  | 0.0000% | $11833.00          | $9808.82           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8908   | 2055-08-01      | 6.0000%  | 0.0000% | $1066478.00        | $1092557.01        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK7609   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $307.35            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBK2444   | 2050-05-01      | 2.5000%  | 0.0000% | $21758432.00       | $9563827.04        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7238   | 2055-07-01      | 6.0000%  | 0.0000% | $1912820.00        | $1419809.75        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9529   | 2055-08-01      | 6.0000%  | 0.0000% | $1201756.00        | $1225433.40        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8547   | 2055-09-01      | 5.5000%  | 0.0000% | $1200440.00        | $1215962.80        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD2449   | 2047-01-01      | 3.5000%  | 0.0000% | $17113600.00       | $4000090.31        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0218   | 2057-09-01      | 3.5000%  | 0.0000% | $1999608.00        | $671927.68         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6431   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD3009   | 2055-02-01      | 6.0000%  | 0.0000% | $52000.00          | $40097.60          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0044   | 2055-08-01      | 4.5000%  | 0.0000% | $1008.00           | $319.83            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3013   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $892.34            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V81188 G   | 2044-05-01      | 4.0000%  | 0.0000% | $26718960.00       | $3478997.64        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD6535   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $279.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD8484   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $884.33            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ5642   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $948.93            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1973   | 2055-10-01      | 6.5000%  | 0.0000% | $2002110.00        | $2141813.78        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1596   | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1662.77           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX3662   | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $581.82            | Agency Mortgage-Backed Securities         |
| GNHF PF 785139 H       | 2070-08-20      | 4.5170%  | 0.0000% | $1000.00           | $89.67             | Agency Mortgage-Backed Securities         |
| GNII SF MA3873 M       | 2046-08-20      | 3.0000%  | 0.0000% | $4511594.00        | $520404.60         | Agency Mortgage-Backed Securities         |
| GNII SF MA3596 M       | 2046-04-20      | 3.0000%  | 0.0000% | $2202760.00        | $212827.23         | Agency Mortgage-Backed Securities         |
| GNII SF MA1286 M       | 2043-09-20      | 4.0000%  | 0.0000% | $1408736.00        | $75194.09          | Agency Mortgage-Backed Securities         |
| GNII SF MA3243 M       | 2045-11-20      | 3.0000%  | 0.0000% | $86000.00          | $9525.15           | Agency Mortgage-Backed Securities         |
| GNII SF MA5197 M       | 2048-05-20      | 6.5000%  | 0.0000% | $88000.00          | $12114.07          | Agency Mortgage-Backed Securities         |
| GNII JM MA9294 M       | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $101.20            | Agency Mortgage-Backed Securities         |
| GNII SF MA2445 M       | 2044-12-20      | 3.5000%  | 0.0000% | $1330771.00        | $90062.49          | Agency Mortgage-Backed Securities         |
| GNII SF MA6541 M       | 2050-02-20      | 3.0000%  | 0.0000% | $3465007.00        | $521886.20         | Agency Mortgage-Backed Securities         |
| GNII SF MA7055 M       | 2050-12-20      | 4.0000%  | 0.0000% | $166281562.00      | $50057947.68       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7559   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $725.76            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD8498   | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $514.01            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q46157 G   | 2047-02-01      | 3.5000%  | 0.0000% | $12965808.00       | $2986677.60        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3953   | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1631.66           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ5275   | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $907.15            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ7628   | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.20           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2254   | 2052-07-01      | 3.5000%  | 0.0000% | $7000.00           | $5128.32           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7384   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $888.93            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8135   | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $471.20            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8070   | 2050-06-01      | 4.0000%  | 0.0000% | $1000.00           | $210.09            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6586   | 2054-11-01      | 5.5000%  | 0.0000% | $23625475.00       | $18387420.44       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6307   | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $823.16            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4997   | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $849.62            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6433   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $831.50            | Agency Mortgage-Backed Securities         |
| GNII SF MA7283 M       | 2036-04-20      | 2.0000%  | 0.0000% | $546000.00         | $216177.14         | Agency Mortgage-Backed Securities         |
| GNII SF MA6938 M       | 2050-10-20      | 6.0000%  | 0.0000% | $24000.00          | $5566.84           | Agency Mortgage-Backed Securities         |
| GNII SF MA5600 M       | 2048-11-20      | 6.5000%  | 0.0000% | $153000.00         | $23762.56          | Agency Mortgage-Backed Securities         |
| GNII SF MA7314 M       | 2051-03-20      | 3.5000%  | 0.0000% | $43565525.00       | $17201238.53       | Agency Mortgage-Backed Securities         |
| GNII SF MA4777 M       | 2047-10-20      | 3.0000%  | 0.0000% | $356824230.00      | $45320874.28       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3591   | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $997.98            | Agency Mortgage-Backed Securities         |
| GNII SF MA5331 M       | 2048-06-20      | 4.5000%  | 0.0000% | $69987614.00       | $4813386.81        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6939   | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2063.72           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ4652   | 2055-10-01      | 6.0000%  | 0.0000% | $2016.00           | $1965.59           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY7124   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $927.70            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7553   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $949.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8248   | 2055-09-01      | 6.5000%  | 0.0000% | $2838610.00        | $2940530.58        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1266   | 2055-01-01      | 5.5000%  | 0.0000% | $34122880.00       | $31765144.10       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2127   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $974.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX8482   | 2053-03-01      | 5.0000%  | 0.0000% | $4485264.00        | $3346260.26        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5799   | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $907.07            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9727   | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $931.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW6535   | 2052-07-01      | 5.0000%  | 0.0000% | $2593230.00        | $1342940.14        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8498   | 2055-08-01      | 6.0000%  | 0.0000% | $1439352.00        | $1486261.90        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8907   | 2055-08-01      | 6.0000%  | 0.0000% | $1009188.00        | $1047067.53        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDD9850   | 2040-11-01      | 4.5000%  | 0.0000% | $1215794.00        | $1066314.14        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8211   | 2052-08-01      | 5.0000%  | 0.0000% | $2544900.00        | $1791955.52        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW5857   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $721.88            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5008   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $787.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV7953   | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $729.58            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL0035   | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $831.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2125   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $874.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8557   | 2054-05-01      | 6.5000%  | 0.0000% | $1008.00           | $788.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3881   | 2052-06-01      | 5.0000%  | 0.0000% | $3072.00           | $2115.80           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6030   | 2056-03-01      | 5.5000%  | 0.0000% | $2048.00           | $2058.18           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4339   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1422.24           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0012   | 2055-06-01      | 5.0000%  | 0.0000% | $10733216.00       | $9971381.60        | Agency Mortgage-Backed Securities         |
| GNMI SF 762838 X       | 2041-03-15      | 4.0000%  | 0.0000% | $611524.00         | $22722.83          | Agency Mortgage-Backed Securities         |
| GNII SF AB9088 C       | 2042-10-20      | 3.0000%  | 0.0000% | $1575654.00        | $192464.28         | Agency Mortgage-Backed Securities         |
| GNII SF MA2679 M       | 2045-03-20      | 4.0000%  | 0.0000% | $2358951.00        | $220076.45         | Agency Mortgage-Backed Securities         |
| GNII SF DN4481 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.36           | Agency Mortgage-Backed Securities         |
| GNII SF MA1423 M       | 2028-11-20      | 2.5000%  | 0.0000% | $1274934.00        | $34566.14          | Agency Mortgage-Backed Securities         |
| GNMI SF AA6091 X       | 2043-02-15      | 3.0000%  | 0.0000% | $380000.00         | $51684.57          | Agency Mortgage-Backed Securities         |
| GNII SF MA0756 M       | 2028-02-20      | 2.5000%  | 0.0000% | $2492988.00        | $52057.51          | Agency Mortgage-Backed Securities         |
| GNMI SF 775089 X       | 2041-09-15      | 4.5000%  | 0.0000% | $90624.00          | $5085.72           | Agency Mortgage-Backed Securities         |
| GNII SF AA6042 C       | 2043-01-20      | 3.0000%  | 0.0000% | $1245398.00        | $105869.18         | Agency Mortgage-Backed Securities         |
| GNII SF MA0319 M       | 2042-08-20      | 4.0000%  | 0.0000% | $594999.00         | $35817.36          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0953   | 2055-08-01      | 5.5000%  | 0.0000% | $12526.00          | $11184.34          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4701   | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $743.66            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAK7343   | 2042-02-01      | 4.5000%  | 0.0000% | $3020556.00        | $219042.37         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4406   | 2054-10-01      | 5.0000%  | 0.0000% | $2492584.00        | $2181614.39        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CNMA5748   | 2035-06-01      | 4.5000%  | 0.0000% | $1000.00           | $755.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAL3184   | 2043-01-01      | 4.0000%  | 0.0000% | $1008.00           | $98.86             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4784   | 2052-10-01      | 4.5000%  | 0.0000% | $2048.00           | $1485.46           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3053   | 2049-02-01      | 4.5000%  | 0.0000% | $11478160.00       | $3102469.87        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2295   | 2055-07-01      | 5.5000%  | 0.0000% | $1404528.00        | $1343900.50        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2700   | 2055-08-01      | 5.5000%  | 0.0000% | $1056.00           | $1035.41           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF9085   | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.92           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7302   | 2053-10-01      | 5.5000%  | 0.0000% | $3072.00           | $2554.05           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU1065   | 2051-10-01      | 3.0000%  | 0.0000% | $9241616.00        | $4470194.93        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7797   | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $726.42            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6024   | 2050-06-01      | 2.0000%  | 0.0000% | $18852832.00       | $8839093.87        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY8678   | 2053-11-01      | 5.5000%  | 0.0000% | $50000.00          | $48996.44          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8707   | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1580.39           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA1569   | 2048-04-01      | 5.0000%  | 0.0000% | $1000.00           | $200.07            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI6472   | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $836.33            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6070   | 2050-06-01      | 2.0000%  | 0.0000% | $2144.00           | $867.16            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA4692   | 2052-09-01      | 3.5000%  | 0.0000% | $713813.00         | $647871.23         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG2998   | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $966.61            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI2854   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $745.59            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4079   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $800.31            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE0770   | 2052-04-01      | 3.5000%  | 0.0000% | $3048.00           | $2037.89           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAJ6197   | 2041-12-01      | 3.5000%  | 0.0000% | $2000.00           | $143.54            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO2611   | 2039-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1722.09           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61416 G   | 2042-05-01      | 3.5000%  | 0.0000% | $1000.00           | $235.62            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8029   | 2052-08-01      | 5.0000%  | 0.0000% | $10375920.00       | $7217579.71        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9306   | 2052-09-01      | 5.0000%  | 0.0000% | $5827992.00        | $3649067.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9592   | 2052-09-01      | 5.0000%  | 0.0000% | $1796112.00        | $1141010.89        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA0458   | 2053-09-01      | 6.0000%  | 0.0000% | $1205360.00        | $511877.44         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6821   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $492.37            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB6029   | 2054-06-01      | 5.5000%  | 0.0000% | $4639216.00        | $4179633.15        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY0849   | 2053-05-01      | 5.5000%  | 0.0000% | $3790440.00        | $1785860.21        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6827   | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $228.66            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $5949504.00        | $2021219.14        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0250   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $718.62            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9351   | 2052-09-01      | 5.0000%  | 0.0000% | $5030639.00        | $3302872.51        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB3106   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $995.09            | Agency Mortgage-Backed Securities         |
| GNII SF BD7818 C       | 2047-10-20      | 3.0000%  | 0.0000% | $1000.00           | $110.30            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0103   | 2056-03-01      | 5.5000%  | 0.0000% | $5711656.00        | $5666948.86        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX7238   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $974.52            | Agency Mortgage-Backed Securities         |
| GNMI SF 775151 X       | 2041-10-15      | 4.5000%  | 0.0000% | $1616845.00        | $147609.80         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL1093   | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $882.26            | Agency Mortgage-Backed Securities         |
| GNII SF AB2916 C       | 2042-09-20      | 4.0000%  | 0.0000% | $674748.00         | $113181.81         | Agency Mortgage-Backed Securities         |
| GNII SF 766711 C       | 2042-05-20      | 4.0000%  | 0.0000% | $319000.00         | $33666.14          | Agency Mortgage-Backed Securities         |
| GNII SF MA0138 M       | 2027-06-20      | 2.5000%  | 0.0000% | $2961804.00        | $29572.64          | Agency Mortgage-Backed Securities         |
| GNMI SF 779402 X       | 2027-06-15      | 2.5000%  | 0.0000% | $818400.00         | $6997.76           | Agency Mortgage-Backed Securities         |
| GNII SF AB2338 C       | 2042-08-20      | 4.0000%  | 0.0000% | $1131884.00        | $143820.49         | Agency Mortgage-Backed Securities         |
| GNII SF MA6223 M       | 2049-09-20      | 5.5000%  | 0.0000% | $338532.00         | $40844.25          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY7428   | 2053-08-01      | 6.5000%  | 0.0000% | $1012200.00        | $995104.86         | Agency Mortgage-Backed Securities         |
| GNII SF MA5652 M       | 2048-12-20      | 4.5000%  | 0.0000% | $199496867.00      | $12782528.29       | Agency Mortgage-Backed Securities         |
| GNII SF MA7056 M       | 2050-11-20      | 4.5000%  | 0.0000% | $705255.00         | $168901.94         | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $113724844.00      | $52666683.35       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA8438   | 2039-06-01      | 4.5000%  | 0.0000% | $1000.00           | $40.63             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ4657   | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1819.72           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3718   | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $191.04            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICA7900   | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $386.48            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7213   | 2056-02-01      | 5.5000%  | 0.0000% | $3463908.00        | $3493939.46        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4562   | 2053-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1017.16           | Agency Mortgage-Backed Securities         |
| GNMI SF 778869 X       | 2042-02-15      | 4.0000%  | 0.0000% | $882306.00         | $67357.29          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2834   | 2055-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2810.70           | Agency Mortgage-Backed Securities         |
| GNII SF MA6602 M       | 2050-04-20      | 4.5000%  | 0.0000% | $1000.00           | $173.88            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6025   | 2050-06-01      | 2.0000%  | 0.0000% | $13458544.00       | $6297196.90        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6571   | 2050-08-01      | 2.5000%  | 0.0000% | $15494060.00       | $5598156.42        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5741   | 2056-01-01      | 5.5000%  | 0.0000% | $2118872.00        | $2117996.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4293   | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1006.89           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFA5106   | 2038-03-01      | 2.0000%  | 0.0000% | $103689774.00      | $94232157.16       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2931   | 2055-09-01      | 5.5000%  | 0.0000% | $1120.00           | $1110.78           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAB9163   | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $123.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4239   | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $379.82            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY4456   | 2053-07-01      | 5.5000%  | 0.0000% | $10350896.00       | $8125217.28        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2434   | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1894.27           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2054   | 2055-06-01      | 6.0000%  | 0.0000% | $1807866.00        | $1664790.07        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3484   | 2049-05-01      | 4.0000%  | 0.0000% | $24974944.00       | $6925651.09        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX7077   | 2053-02-01      | 6.0000%  | 0.0000% | $5490189.00        | $3251747.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV5872   | 2055-07-01      | 6.5000%  | 0.0000% | $1175972.00        | $1213007.37        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV5624   | 2052-06-01      | 3.0000%  | 0.0000% | $334214.00         | $244169.65         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 ZLFP0132   | 2055-02-25      | 6.5000%  | 0.0000% | $1000.00           | $705.76            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1725   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $879.73            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4656   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $721.43            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0098   | 2054-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1700.81           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1046   | 2054-11-01      | 5.5000%  | 0.0000% | $36898345.00       | $33208069.09       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5672   | 2055-04-01      | 5.0000%  | 0.0000% | $31778691.00       | $29084617.63       | Agency Mortgage-Backed Securities         |
| GNMI SF AB8350 X       | 2042-10-15      | 2.5000%  | 0.0000% | $404163.00         | $42667.51          | Agency Mortgage-Backed Securities         |
| GNII SF MA0220 M       | 2042-07-20      | 3.5000%  | 0.0000% | $3885000.00        | $278770.92         | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M       | 2047-04-20      | 4.0000%  | 0.0000% | $181859762.00      | $15389626.87       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6124   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $939.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5067   | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1039.61           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4744   | 2052-06-01      | 3.0000%  | 0.0000% | $58665055.00       | $51226061.97       | Agency Mortgage-Backed Securities         |
| GNII BD 769101 C       | 2041-07-20      | 4.0000%  | 0.0000% | $2631909.00        | $121360.41         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA9723   | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $804.65            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4583   | 2055-10-01      | 5.5000%  | 0.0000% | $48514310.00       | $45134728.30       | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8133   | 2051-03-01      | 1.5000%  | 0.0000% | $1000.00           | $549.55            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8063   | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $208.32            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q56256 G   | 2048-05-01      | 4.5000%  | 0.0000% | $13257616.00       | $2770181.72        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9012   | 2052-08-01      | 5.0000%  | 0.0000% | $4072.00           | $2944.56           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-10-25      | 4.7452%  | 0.0000% | $4248700.00        | $3949804.67        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRA7940   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $680.62            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5520   | 2054-05-01      | 6.0000%  | 0.0000% | $877160.00         | $705726.40         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8122   | 2036-10-01      | 1.5000%  | 0.0000% | $3414.00           | $1817.11           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5522   | 2054-05-01      | 6.0000%  | 0.0000% | $6104843.00        | $4841435.90        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9372   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $565.33            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $11267780.00       | $8520316.59        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $3733981.00        | $2716824.97        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQF8280   | 2053-02-01      | 4.0000%  | 0.0000% | $229711.00         | $160253.24         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CKBM7739   | 2054-09-01      | 6.5000%  | 0.0000% | $19592160.00       | $9915229.36        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS9581   | 2047-05-01      | 4.0000%  | 0.0000% | $84889300.00       | $18040052.18       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF7468   | 2055-12-01      | 5.0000%  | 0.0000% | $8876816.00        | $8757186.06        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO4113   | 2049-08-01      | 3.0000%  | 0.0000% | $3580100.00        | $1163738.26        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD3494   | 2051-12-01      | 3.0000%  | 0.0000% | $6289568.00        | $3207507.82        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4224   | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1290.43           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7794   | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $827.55            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT1917   | 2052-01-01      | 2.5000%  | 0.0000% | $7047000.00        | $4015513.07        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4216   | 2052-01-01      | 2.0000%  | 0.0000% | $1024.00           | $665.58            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9273   | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $855.23            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5422   | 2051-06-01      | 3.0000%  | 0.0000% | $3199000.00        | $1759841.15        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1386   | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $817.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5827   | 2056-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1983.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7502   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $749.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7502   | 2053-11-01      | 6.0000%  | 0.0000% | $2024.00           | $1517.21           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4228   | 2052-01-01      | 2.0000%  | 0.0000% | $24874752.00       | $16416804.28       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2517   | 2055-09-01      | 6.0000%  | 0.0000% | $1120.00           | $1098.22           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX7769   | 2053-03-01      | 5.0000%  | 0.0000% | $8977607.00        | $7179290.62        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8754   | 2054-06-01      | 5.5000%  | 0.0000% | $2064.00           | $1894.03           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX3284   | 2053-02-01      | 5.0000%  | 0.0000% | $72525.00          | $51256.00          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY1338   | 2054-02-01      | 5.5000%  | 0.0000% | $10001.00          | $9479.69           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3202   | 2053-06-01      | 5.5000%  | 0.0000% | $29583699.00       | $22360323.64       | Agency Mortgage-Backed Securities         |

### Security 675: 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: ARP1HCBX3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HCBX3
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLTA5121 | 2056-02-01      | 5.5000%  | 0.0000% | $5432000.00        | $5471483.18        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2084 | 2056-01-01      | 5.5000%  | 0.0000% | $5825010.00        | $5883664.84        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ6505 | 2055-09-01      | 4.5000%  | 0.0000% | $7323184.00        | $6995129.21        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9825 | 2055-11-01      | 5.5000%  | 0.0000% | $5443470.00        | $5444395.87        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRC3390 | 2039-11-01      | 4.0000%  | 0.0000% | $7792964.00        | $6588866.86        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5138 | 2041-12-01      | 2.0000%  | 0.0000% | $9500000.00        | $5673705.52        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9136 | 2056-04-01      | 5.0000%  | 0.0000% | $6233655.00        | $6185381.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB1672 | 2056-05-01      | 5.5000%  | 0.0000% | $7437937.00        | $7555133.27        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5655 | 2056-01-01      | 5.0000%  | 0.0000% | $5687000.00        | $5640057.02        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  | 0.0000% | $7056131.00        | $6555292.91        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1505 | 2055-06-01      | 6.5000%  | 0.0000% | $6032161.00        | $5739032.35        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1465 | 2056-05-01      | 5.0000%  | 0.0000% | $5439600.00        | $5406798.00        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1661 | 2056-05-01      | 5.0000%  | 0.0000% | $7549324.00        | $7508110.56        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1377 | 2056-05-01      | 5.0000%  | 0.0000% | $6193690.00        | $6144120.52        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7652 | 2055-11-01      | 6.0000%  | 0.0000% | $6601019.00        | $6236712.42        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB0374 | 2056-04-01      | 6.0000%  | 0.0000% | $5740463.00        | $5932890.97        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9099 | 2056-04-01      | 5.5000%  | 0.0000% | $5961812.00        | $6060126.75        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9034 | 2056-04-01      | 5.0000%  | 0.0000% | $5789316.00        | $5748551.82        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9140 | 2056-04-01      | 5.0000%  | 0.0000% | $7992262.00        | $7931758.32        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0162 | 2056-04-01      | 4.5000%  | 0.0000% | $7024840.00        | $6778984.65        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTRB5387 | 2046-02-01      | 4.5000%  | 0.0000% | $8542275.00        | $8221626.39        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7927 | 2052-09-01      | 4.5000%  | 0.0000% | $10811000.00       | $7669804.37        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7068 | 2052-03-01      | 2.5000%  | 0.0000% | $12384910.00       | $7743848.47        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  | 0.0000% | $9500000.00        | $6044919.20        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6210 | 2054-08-01      | 6.5000%  | 0.0000% | $8072702.00        | $5550644.71        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTSC0295 | 2042-03-01      | 3.5000%  | 0.0000% | $9859081.00        | $6426699.33        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE0359 | 2052-04-01      | 3.5000%  | 0.0000% | $10653770.00       | $6322953.80        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5044 | 2030-11-01      | 1.5000%  | 0.0000% | $28522798.00       | $7189090.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5289 | 2036-03-01      | 5.0000%  | 0.0000% | $7194068.00        | $7101196.96        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $9858775.00        | $7454874.35        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2868 | 2051-11-01      | 3.0000%  | 0.0000% | $9809980.00        | $6377356.16        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | 0.0000% | $6375000.00        | $5867935.19        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN6553 | 2049-03-01      | 4.0000%  | 0.0000% | $44069160.00       | $5765090.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1687 | 2040-06-01      | 6.0000%  | 0.0000% | $7179387.00        | $6249273.73        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1743 | 2052-10-01      | 4.0000%  | 0.0000% | $7435886.00        | $5484260.60        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB0041 | 2056-04-01      | 6.0000%  | 0.0000% | $6217408.00        | $6461860.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0554 | 2056-04-01      | 5.0000%  | 0.0000% | $5857213.00        | $5868844.12        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1110 | 2056-04-01      | 4.5000%  | 0.0000% | $5696518.00        | $5497151.26        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1355 | 2056-04-01      | 5.0000%  | 0.0000% | $5465690.00        | $5425991.48        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7530 | 2056-02-01      | 5.5000%  | 0.0000% | $6209350.00        | $5829116.77        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7558 | 2056-01-01      | 5.5000%  | 0.0000% | $5754264.00        | $5835243.65        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6886 | 2056-03-01      | 5.0000%  | 0.0000% | $7180905.00        | $7111079.31        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4063 | 2055-09-01      | 6.0000%  | 0.0000% | $7289625.00        | $7217976.71        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2740 | 2055-09-01      | 6.0000%  | 0.0000% | $9207060.00        | $6904723.24        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7086 | 2055-11-01      | 5.5000%  | 0.0000% | $5722509.00        | $5531294.20        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7990 | 2055-11-01      | 5.5000%  | 0.0000% | $6400000.00        | $5969588.31        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ7185 | 2055-11-01      | 6.5000%  | 0.0000% | $9943272.00        | $7657695.16        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4709 | 2055-10-01      | 6.0000%  | 0.0000% | $7214048.00        | $7342322.43        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6036 | 2055-10-01      | 5.5000%  | 0.0000% | $6188951.00        | $6004549.79        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7381 | 2055-03-01      | 6.0000%  | 0.0000% | $9381988.00        | $6880126.91        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6888 | 2056-03-01      | 5.0000%  | 0.0000% | $6437385.00        | $6389954.87        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7547 | 2055-07-01      | 6.5000%  | 0.0000% | $8572756.00        | $8227119.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4456 | 2055-01-01      | 5.0000%  | 0.0000% | $7065704.00        | $6937632.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2075 | 2056-04-01      | 5.0000%  | 0.0000% | $7251970.00        | $7189637.71        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1614 | 2056-05-01      | 5.0000%  | 0.0000% | $6635312.00        | $6582208.13        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1462 | 2055-05-01      | 6.5000%  | 0.0000% | $8022374.00        | $7259470.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3654 | 2053-02-01      | 5.5000%  | 0.0000% | $7089830.00        | $6905292.36        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3387 | 2042-09-01      | 3.5000%  | 0.0000% | $8784452.00        | $7927172.90        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSL3663 | 2051-02-01      | 2.0000%  | 0.0000% | $8634473.00        | $6840261.75        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5486 | 2055-12-01      | 4.5000%  | 0.0000% | $7549437.00        | $7019286.11        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1354 | 2056-05-01      | 5.0000%  | 0.0000% | $5736463.00        | $5716022.71        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1013 | 2054-03-01      | 6.5000%  | 0.0000% | $10373131.00       | $7493596.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0056 | 2055-10-01      | 5.5000%  | 0.0000% | $7081000.00        | $6416884.55        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PRE6042 | 2050-04-01      | 3.5000%  | 0.0000% | $89485150.00       | $7835936.04        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5070 | 2031-10-01      | 1.5000%  | 0.0000% | $15094000.00       | $5932630.16        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI0940 | 2054-02-01      | 6.5000%  | 0.0000% | $7576878.00        | $5652719.12        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE0354 | 2052-04-01      | 3.5000%  | 0.0000% | $9735999.00        | $5508381.77        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI0901 | 2054-03-01      | 6.5000%  | 0.0000% | $9784364.00        | $8030418.46        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8583 | 2052-08-01      | 5.0000%  | 0.0000% | $8720442.00        | $6117077.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7139 | 2052-08-01      | 5.0000%  | 0.0000% | $10271863.00       | $7533180.16        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD3245 | 2052-06-01      | 4.0000%  | 0.0000% | $10645851.00       | $7707582.79        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6461 | 2054-10-01      | 6.5000%  | 0.0000% | $8700000.00        | $6387259.76        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8314 | 2039-07-01      | 5.0000%  | 0.0000% | $12723060.00       | $7705641.67        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2547 | 2050-04-01      | 3.5000%  | 0.0000% | $9907747.00        | $6617295.96        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL3218 | 2052-06-01      | 4.0000%  | 0.0000% | $6463933.00        | $5965182.35        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8832 | 2055-11-01      | 6.0000%  | 0.0000% | $5444870.00        | $5587389.52        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0408 | 2056-04-01      | 5.5000%  | 0.0000% | $7422714.00        | $7491571.22        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0226 | 2056-04-01      | 5.0000%  | 0.0000% | $7122779.00        | $7057254.97        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2467 | 2055-12-01      | 5.0000%  | 0.0000% | $5963694.00        | $5881103.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1628 | 2055-06-01      | 6.0000%  | 0.0000% | $7049239.00        | $6711776.14        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1691 | 2055-06-01      | 5.0000%  | 0.0000% | $5939000.00        | $5614707.03        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7157 | 2056-03-01      | 5.0000%  | 0.0000% | $5779443.00        | $5719136.39        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD3645 | 2049-03-01      | 3.5000%  | 0.0000% | $11508628.00       | $8197719.18        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC9162 | 2051-10-01      | 3.0000%  | 0.0000% | $14343049.00       | $8178112.28        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6336 | 2054-09-01      | 6.0000%  | 0.0000% | $6793221.00        | $5561583.48        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE1996 | 2052-05-01      | 4.0000%  | 0.0000% | $14342000.00       | $8328972.54        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3852 | 2053-09-01      | 6.0000%  | 0.0000% | $8430000.00        | $5822057.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO5008 | 2041-03-01      | 6.0000%  | 0.0000% | $5486612.00        | $5614014.17        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8097 | 2036-04-01      | 1.5000%  | 0.0000% | $12250000.00       | $5902698.31        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8384 | 2040-05-01      | 5.0000%  | 0.0000% | $7922622.00        | $5472923.25        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7179 | 2054-06-01      | 4.5000%  | 0.0000% | $9932000.00        | $8107954.35        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61910 G | 2048-05-01      | 3.5000%  | 0.0000% | $19004276.00       | $6935024.32        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8057 | 2035-08-01      | 2.0000%  | 0.0000% | $24078000.00       | $7501841.71        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4546 | 2047-10-01      | 4.0000%  | 0.0000% | $18372256.00       | $5963713.30        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0955 | 2050-01-01      | 3.0000%  | 0.0000% | $12900988.00       | $8330498.64        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4884 | 2054-02-01      | 6.0000%  | 0.0000% | $8709655.00        | $7639632.72        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4731 | 2047-08-01      | 4.0000%  | 0.0000% | $62594000.00       | $6575825.82        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8363 | 2040-02-01      | 5.0000%  | 0.0000% | $8862677.00        | $5962009.95        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | 0.0000% | $8362714.00        | $5436257.22        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3941 | 2055-09-01      | 6.0000%  | 0.0000% | $5945005.00        | $6007360.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7427 | 2056-03-01      | 5.5000%  | 0.0000% | $5360475.00        | $5423673.35        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9182 | 2056-04-01      | 5.5000%  | 0.0000% | $5420660.00        | $5494940.16        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0819 | 2056-04-01      | 4.5000%  | 0.0000% | $6465424.00        | $6239153.56        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7127 | 2055-10-01      | 6.0000%  | 0.0000% | $6308094.00        | $6293048.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9168 | 2055-04-01      | 6.0000%  | 0.0000% | $9660641.00        | $6262691.67        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ4755 | 2055-10-01      | 6.5000%  | 0.0000% | $8435075.00        | $7810113.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3929 | 2055-09-01      | 6.0000%  | 0.0000% | $8116827.00        | $7051385.30        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3326 | 2056-01-01      | 5.0000%  | 0.0000% | $6384424.00        | $6104660.65        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ5918 | 2055-10-01      | 6.5000%  | 0.0000% | $5703878.00        | $5918256.67        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA6208 | 2056-02-01      | 6.0000%  | 0.0000% | $6058872.00        | $6265325.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1000 | 2055-12-01      | 6.0000%  | 0.0000% | $7261252.00        | $7490065.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1929 | 2056-05-01      | 5.0000%  | 0.0000% | $6536410.00        | $6504301.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB1676 | 2056-04-01      | 5.5000%  | 0.0000% | $7559233.00        | $7681643.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1840 | 2056-01-01      | 5.5000%  | 0.0000% | $7809105.00        | $7884483.21        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRR0043 | 2040-11-01      | 6.5000%  | 0.0000% | $7666697.00        | $7491345.46        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB2261 | 2056-05-01      | 6.0000%  | 0.0000% | $6718905.00        | $6947947.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5529 | 2055-10-01      | 5.5000%  | 0.0000% | $7324360.00        | $6278472.13        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ8586 | 2055-11-01      | 6.5000%  | 0.0000% | $6498651.00        | $5722402.20        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL5008 | 2043-02-01      | 3.5000%  | 0.0000% | $41000000.00       | $6030282.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1688 | 2040-06-01      | 6.0000%  | 0.0000% | $7399334.00        | $6687945.51        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1632 | 2037-08-01      | 2.5000%  | 0.0000% | $7619385.00        | $6485364.81        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD5708 | 2054-01-01      | 7.0000%  | 0.0000% | $11405121.00       | $7861165.51        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0223 | 2034-11-01      | 3.0000%  | 0.0000% | $22564917.00       | $5482333.49        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO5134 | 2041-03-01      | 4.0000%  | 0.0000% | $5887883.00        | $5719856.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG4368 | 2053-06-01      | 5.0000%  | 0.0000% | $7602000.00        | $5794538.54        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH2991 | 2053-10-01      | 6.0000%  | 0.0000% | $12584683.00       | $7689872.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2919 | 2056-01-01      | 6.0000%  | 0.0000% | $5966301.00        | $6170832.75        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6171 | 2056-02-01      | 5.0000%  | 0.0000% | $6128893.00        | $6050840.35        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA1893 | 2056-01-01      | 5.0000%  | 0.0000% | $7179000.00        | $7067993.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ6034 | 2056-03-01      | 6.0000%  | 0.0000% | $5318455.00        | $5450420.76        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL3665 | 2049-09-01      | 4.0000%  | 0.0000% | $8688787.00        | $8031127.01        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9735 | 2055-08-01      | 5.5000%  | 0.0000% | $7980417.00        | $6818624.16        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY0361 | 2055-04-01      | 5.5000%  | 0.0000% | $9212524.00        | $8374997.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0914 | 2055-08-01      | 6.0000%  | 0.0000% | $5303866.00        | $5492096.30        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2499 | 2055-09-01      | 5.5000%  | 0.0000% | $5704387.00        | $5573309.27        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0237 | 2055-04-01      | 6.5000%  | 0.0000% | $10442523.00       | $6913858.93        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1969 | 2056-05-01      | 5.0000%  | 0.0000% | $8077668.00        | $7989118.81        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB2262 | 2056-05-01      | 6.0000%  | 0.0000% | $5865168.00        | $6059981.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7319 | 2055-11-01      | 6.0000%  | 0.0000% | $6324471.00        | $6245897.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7018 | 2055-11-01      | 6.0000%  | 0.0000% | $5770931.00        | $5587071.28        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3945 | 2055-09-01      | 6.0000%  | 0.0000% | $6602906.00        | $6263900.17        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1747 | 2056-05-01      | 5.0000%  | 0.0000% | $6246397.00        | $6210272.70        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6955 | 2056-02-01      | 5.0000%  | 0.0000% | $8462379.00        | $8360002.83        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA6293 | 2056-02-01      | 6.5000%  | 0.0000% | $5481994.00        | $5729369.80        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5120 | 2056-02-01      | 5.0000%  | 0.0000% | $6771000.00        | $6681758.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4299 | 2056-01-01      | 5.5000%  | 0.0000% | $7426000.00        | $7486598.09        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5191 | 2056-02-01      | 5.0000%  | 0.0000% | $8263316.00        | $7993866.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9886 | 2055-08-01      | 5.5000%  | 0.0000% | $8554542.00        | $8451518.22        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5660 | 2056-01-01      | 5.0000%  | 0.0000% | $7116054.00        | $7008199.09        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2748 | 2054-11-01      | 6.0000%  | 0.0000% | $8918767.00        | $7776880.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0078 | 2041-03-01      | 6.0000%  | 0.0000% | $7940721.00        | $8069032.54        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5652 | 2056-01-01      | 5.0000%  | 0.0000% | $5493010.00        | $5406989.55        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ4938 | 2055-10-01      | 6.5000%  | 0.0000% | $7995185.00        | $8026328.19        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3645 | 2055-03-01      | 6.0000%  | 0.0000% | $6660223.00        | $6064195.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0055 | 2041-01-01      | 5.5000%  | 0.0000% | $7921557.00        | $7538804.55        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9792 | 2055-03-01      | 6.5000%  | 0.0000% | $15008570.00       | $7025541.78        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4012 | 2040-08-01      | 5.5000%  | 0.0000% | $9980139.00        | $7655950.69        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0054 | 2055-10-01      | 4.5000%  | 0.0000% | $8427332.00        | $7958744.62        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRR0057 | 2040-11-01      | 6.5000%  | 0.0000% | $8451483.00        | $7713826.49        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2664 | 2056-01-01      | 6.0000%  | 0.0000% | $6763322.00        | $6940637.40        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5986 | 2056-03-01      | 4.5000%  | 0.0000% | $6282835.00        | $6056417.42        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0536 | 2055-11-01      | 5.5000%  | 0.0000% | $6572937.00        | $6618024.08        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9103 | 2056-04-01      | 5.0000%  | 0.0000% | $8313057.00        | $8245391.79        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0387 | 2056-04-01      | 5.5000%  | 0.0000% | $5910447.00        | $5992422.28        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ6047 | 2056-03-01      | 6.0000%  | 0.0000% | $5763309.00        | $6026228.46        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX5503 | 2055-02-01      | 6.5000%  | 0.0000% | $9195102.00        | $6218580.41        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1613 | 2056-05-01      | 5.0000%  | 0.0000% | $6773455.00        | $6731986.40        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2307 | 2052-05-01      | 3.5000%  | 0.0000% | $9000000.00        | $6266611.63        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3875 | 2040-07-01      | 5.5000%  | 0.0000% | $6699430.00        | $5516238.82        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI4954 | 2054-05-01      | 6.5000%  | 0.0000% | $7339649.00        | $5513433.13        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI3534 | 2054-04-01      | 5.0000%  | 0.0000% | $8034487.00        | $7138675.78        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8118 | 2052-08-01      | 5.0000%  | 0.0000% | $7961312.00        | $5642463.27        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8179 | 2051-11-01      | 3.0000%  | 0.0000% | $10542845.00       | $5926376.43        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5537 | 2054-09-01      | 5.5000%  | 0.0000% | $7152157.00        | $5294441.20        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ1639 | 2054-08-01      | 6.5000%  | 0.0000% | $11533649.00       | $5499745.36        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60238 G | 2045-10-01      | 3.5000%  | 0.0000% | $48615000.00       | $8332129.78        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5401 | 2046-04-01      | 5.5000%  | 0.0000% | $6639927.00        | $6734808.61        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC1538 | 2035-08-01      | 2.5000%  | 0.0000% | $27850197.00       | $8337650.48        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5114 | 2041-06-01      | 2.0000%  | 0.0000% | $13449667.00       | $7549218.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8353 | 2040-01-01      | 5.5000%  | 0.0000% | $9455777.00        | $6285344.50        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6532 | 2054-08-01      | 4.5000%  | 0.0000% | $8023052.00        | $7317350.58        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4274 | 2047-09-01      | 4.0000%  | 0.0000% | $19632580.00       | $6355983.02        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL4093 | 2052-08-01      | 3.0000%  | 0.0000% | $7779361.00        | $6884637.80        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL3653 | 2053-03-01      | 4.0000%  | 0.0000% | $8187444.00        | $7674755.94        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0181 | 2054-07-01      | 6.0000%  | 0.0000% | $9028259.00        | $8135792.17        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4210 | 2043-04-01      | 3.0000%  | 0.0000% | $50000000.00       | $8397998.93        | Agency Mortgage-Backed Securities |
| 04.000 FGPC G07314 G | 2043-01-01      | 4.0000%  | 0.0000% | $58900000.00       | $6445546.26        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0013 | 2052-07-01      | 3.5000%  | 0.0000% | $8241258.00        | $6904949.70        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2292 | 2055-12-01      | 6.0000%  | 0.0000% | $7379570.00        | $7499035.63        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6954 | 2056-02-01      | 5.0000%  | 0.0000% | $6894324.00        | $6840621.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB2260 | 2056-05-01      | 6.0000%  | 0.0000% | $5290552.00        | $5472760.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7946 | 2056-03-01      | 5.0000%  | 0.0000% | $6247913.00        | $6172088.98        | Agency Mortgage-Backed Securities |
| FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  | 0.0000% | $13019689.00       | $7086824.09        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI6933 | 2054-05-01      | 5.0000%  | 0.0000% | $7515923.00        | $6596756.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3356 | 2040-04-01      | 5.5000%  | 0.0000% | $9923312.00        | $5789297.08        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC9239 | 2051-10-01      | 3.0000%  | 0.0000% | $10009103.00       | $7323676.47        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3680 | 2040-06-01      | 5.0000%  | 0.0000% | $7212260.00        | $6739297.69        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNRD5297 | 2036-04-01      | 5.5000%  | 0.0000% | $5831687.00        | $5982952.54        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8778 | 2053-03-01      | 4.5000%  | 0.0000% | $10435060.00       | $7684701.31        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  | 0.0000% | $11150000.00       | $6850846.92        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G16502 G | 2033-05-01      | 3.5000%  | 0.0000% | $50000000.00       | $6044210.31        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0557 | 2037-07-01      | 2.5000%  | 0.0000% | $11127209.00       | $6886698.02        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $7593965.00        | $6804754.94        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB0244 | 2056-04-01      | 6.0000%  | 0.0000% | $6904163.00        | $7175551.90        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4944 | 2055-04-01      | 6.5000%  | 0.0000% | $12580893.00       | $7474439.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4817 | 2055-09-01      | 5.5000%  | 0.0000% | $6242370.00        | $6003732.40        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9784 | 2056-04-01      | 5.0000%  | 0.0000% | $6090125.00        | $6048266.74        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA8584 | 2056-03-01      | 5.5000%  | 0.0000% | $4374678.00        | $4429475.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7546 | 2056-02-01      | 5.5000%  | 0.0000% | $7709381.00        | $7720892.46        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8065 | 2056-03-01      | 5.0000%  | 0.0000% | $6969274.00        | $6946734.87        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9962 | 2055-12-01      | 5.5000%  | 0.0000% | $6240637.00        | $5864657.84        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1272 | 2055-02-01      | 6.5000%  | 0.0000% | $8954916.00        | $8072715.00        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2643 | 2055-09-01      | 6.5000%  | 0.0000% | $6923106.00        | $6509558.94        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3228 | 2053-01-01      | 3.5000%  | 0.0000% | $6563941.00        | $5911578.31        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB1045 | 2056-04-01      | 5.5000%  | 0.0000% | $7033219.00        | $7127046.05        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9884 | 2056-04-01      | 5.5000%  | 0.0000% | $7961149.00        | $8051405.59        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB0799 | 2056-04-01      | 5.5000%  | 0.0000% | $6420973.00        | $6539122.47        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9980 | 2056-04-01      | 5.5000%  | 0.0000% | $6537236.00        | $6677234.32        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4421 | 2055-04-01      | 6.5000%  | 0.0000% | $9563070.00        | $7076494.87        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1111 | 2056-04-01      | 4.5000%  | 0.0000% | $6920349.00        | $6684572.71        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF1507 | 2052-10-01      | 4.5000%  | 0.0000% | $10511660.00       | $7789020.98        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF6789 | 2053-02-01      | 5.0000%  | 0.0000% | $8019147.00        | $5514232.57        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8368 | 2053-10-01      | 6.0000%  | 0.0000% | $13831000.00       | $8523361.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5281 | 2035-12-01      | 5.0000%  | 0.0000% | $6062157.00        | $5542782.47        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6357 | 2052-07-01      | 4.5000%  | 0.0000% | $9971155.00        | $7824938.45        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3853 | 2040-07-01      | 5.0000%  | 0.0000% | $8830989.00        | $6016001.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CNRD5295 | 2036-04-01      | 4.5000%  | 0.0000% | $7150071.00        | $7147160.92        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  | 0.0000% | $7217837.00        | $5483055.96        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4728 | 2053-11-01      | 6.5000%  | 0.0000% | $10354082.00       | $6864573.80        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8490 | 2055-01-01      | 4.5000%  | 0.0000% | $6721657.00        | $5929966.58        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0649 | 2037-04-01      | 2.5000%  | 0.0000% | $10618418.00       | $6534520.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8335 | 2039-10-01      | 5.5000%  | 0.0000% | $10858021.00       | $6082082.44        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4380 | 2053-11-01      | 6.0000%  | 0.0000% | $7094000.00        | $5682051.91        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB1620 | 2038-07-01      | 2.0000%  | 0.0000% | $9690560.00        | $8144870.61        | Agency Mortgage-Backed Securities |

### Security 676: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCBY1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HCBY1
- **C.18 - Value (incl. sponsor support):** $7563000000.00
- **C.18.a - Value (excl. sponsor support):** $7563000000.00
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.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 | 2026-05-26      | 0.0000%  | 0.0000% | $715600.00         | $713819.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-18      | 0.0000%  | 0.0000% | $17897200.00       | $17329107.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-04      | 0.0000%  | 0.0000% | $1848000.00        | $1830451.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $228337200.00      | $230779122.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-12      | 0.0000%  | 0.0000% | $18361600.00       | $18341530.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $70764600.00       | $71883323.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8483%  | 0.0000% | $286184400.00      | $286402186.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $16871000.00       | $16901772.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $22101400.00       | $22378269.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $20601200.00       | $21020890.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.0000%  | 0.0000% | $1005779200.00     | $970947054.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $634400.00         | $638525.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $575041000.00      | $587077881.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-28      | 0.0000%  | 0.0000% | $217000.00         | $215103.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $282791000.00      | $290091691.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $22998600.00       | $22857908.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $581200.00         | $585424.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $453561600.00      | $432079732.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $352548800.00      | $351879152.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $78204300.00       | $77259799.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $587458000.00      | $588632829.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $115216800.00      | $113806317.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $75813100.00       | $75010694.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $8141200.00        | $8140827.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $73361200.00       | $74567032.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $18196800.00       | $18361703.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $174231200.00      | $175352433.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-20      | 0.0000%  | 0.0000% | $6956500.00        | $6879581.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $742500.00         | $742509.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $24066500.00       | $23859340.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $1058601600.00     | $1048781833.21     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $298083600.00      | $295958099.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $608200.00         | $603730.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $8493600.00        | $8432132.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $911060800.00      | $897209031.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $9030200.00        | $9068029.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.7413%  | 0.0000% | $331895600.00      | $331990854.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $20749900.00       | $20928582.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $588143200.00      | $594721770.16      | U.S. Treasuries (including strips) |

### Security 677: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 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: ARP1HCBZ8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HCBZ8
- **C.18 - Value (incl. sponsor support):** $4456000000.00
- **C.18.a - Value (excl. sponsor support):** $4456000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.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 CLSD7329 | 2055-01-01      | 6.0000%  | 0.0000% | $1485000.00        | $1236324.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7884 | 2054-06-01      | 5.5000%  | 0.0000% | $435248.00         | $427748.47         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5973 | 2056-02-01      | 6.0000%  | 0.0000% | $72674176.00       | $71224189.27       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAE0755 | 2040-01-01      | 7.0000%  | 0.0000% | $1496844.00        | $39662.74          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS6073 | 2053-10-01      | 7.0000%  | 0.0000% | $43600832.00       | $30270672.20       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4053 | 2035-06-01      | 2.5000%  | 0.0000% | $8149344.00        | $2126828.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2414 | 2055-11-01      | 6.0000%  | 0.0000% | $1508936.00        | $1578297.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3822 | 2055-12-01      | 5.0000%  | 0.0000% | $62288100.00       | $60822052.46       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL7521 | 2039-06-01      | 5.0000%  | 0.0000% | $6361250.00        | $662981.67         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL2283 | 2027-08-01      | 3.0000%  | 0.0000% | $1041054.00        | $9899.63           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4733 | 2053-06-01      | 5.0000%  | 0.0000% | $469305.00         | $437071.89         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6406 | 2055-09-01      | 6.0000%  | 0.0000% | $5807760.00        | $5925958.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4207 | 2040-09-01      | 5.0000%  | 0.0000% | $1641356.00        | $1499456.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD8708 | 2040-09-01      | 6.0000%  | 0.0000% | $1471632.00        | $1491251.27        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO5340 | 2041-04-01      | 6.0000%  | 0.0000% | $1529598.00        | $1592073.41        | Agency Mortgage-Backed Securities |
| FNMS 03.500 REAH0979 | 2041-01-01      | 3.5000%  | 0.0000% | $3000000.00        | $84558.61          | Agency Mortgage-Backed Securities |
| GNAR AT MB1091 M     | 2056-04-20      | 3.5000%  | 0.0000% | $10273552.00       | $10040953.07       | Agency Mortgage-Backed Securities |
| GNMI SF 744018 X     | 2041-01-15      | 5.0000%  | 0.0000% | $723417.00         | $6191.72           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0716 | 2030-12-01      | 6.5000%  | 0.0000% | $65116288.00       | $833029.71         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0396 | 2051-05-01      | 2.5000%  | 0.0000% | $35711872.00       | $22495689.80       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6492 | 2056-02-01      | 5.0000%  | 0.0000% | $3263880.00        | $3254099.26        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4995 | 2037-10-01      | 4.5000%  | 0.0000% | $321961.00         | $171220.62         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5823 | 2056-04-01      | 5.0000%  | 0.0000% | $9579104.00        | $9514502.74        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2663 | 2054-10-01      | 5.0000%  | 0.0000% | $19772928.00       | $16724607.25       | Agency Mortgage-Backed Securities |
| GNII SF MA4263 M     | 2047-01-20      | 4.0000%  | 0.0000% | $1355010.00        | $118485.03         | Agency Mortgage-Backed Securities |
| GNII SF AD1744 C     | 2043-02-20      | 3.0000%  | 0.0000% | $647000.00         | $100048.84         | Agency Mortgage-Backed Securities |
| GNII SF MA5469 M     | 2048-09-20      | 5.5000%  | 0.0000% | $279876.00         | $25926.43          | Agency Mortgage-Backed Securities |
| GNPL PN CL5340       | 2057-06-15      | 3.2700%  | 0.0000% | $48300.00          | $42240.17          | Agency Mortgage-Backed Securities |
| GNII SF BX7064 C     | 2050-09-20      | 2.0000%  | 0.0000% | $1156490.00        | $807221.26         | Agency Mortgage-Backed Securities |
| GNII SF DQ8257 C     | 2056-04-20      | 5.5000%  | 0.0000% | $6521728.00        | $6642657.51        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $80016960.00       | $58349101.18       | Agency Mortgage-Backed Securities |
| GNII SF DL2636 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1999714.00        | $978284.51         | Agency Mortgage-Backed Securities |
| GNII SF MB0486 M     | 2055-06-20      | 6.0000%  | 0.0000% | $333946880.00      | $249998613.10      | Agency Mortgage-Backed Securities |
| GNII SF BI3167 C     | 2048-07-20      | 5.0000%  | 0.0000% | $590000.00         | $51333.04          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8295 | 2039-04-01      | 6.0000%  | 0.0000% | $4209232.00        | $1955812.12        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7614 | 2054-11-01      | 5.5000%  | 0.0000% | $1208186.00        | $1210750.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7413 | 2055-08-01      | 6.0000%  | 0.0000% | $15501000.00       | $14003140.46       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7000 | 2055-04-01      | 6.0000%  | 0.0000% | $5181600.00        | $4042912.78        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0904 | 2055-12-01      | 5.5000%  | 0.0000% | $1348994.00        | $1362587.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1861 | 2055-10-01      | 5.5000%  | 0.0000% | $1807126.00        | $1829461.19        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3888 | 2051-01-01      | 4.5000%  | 0.0000% | $3474252.00        | $2463681.17        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZK9956 | 2033-08-01      | 3.5000%  | 0.0000% | $2725520.00        | $329252.38         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8106 | 2036-06-01      | 1.5000%  | 0.0000% | $930709.00         | $466354.09         | Agency Mortgage-Backed Securities |
| GNII JM MB0577 M     | 2040-03-20      | 5.5000%  | 0.0000% | $908301.00         | $863828.86         | Agency Mortgage-Backed Securities |
| GNII SF DM7018 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2771524.00        | $2745173.91        | Agency Mortgage-Backed Securities |
| GNII SF DN2294 C     | 2055-10-20      | 7.0000%  | 0.0000% | $10951840.00       | $11617279.87       | Agency Mortgage-Backed Securities |
| GNII SF MA9881 M     | 2038-09-20      | 6.5000%  | 0.0000% | $214778.00         | $32802.10          | Agency Mortgage-Backed Securities |
| GNII SF MA8692 M     | 2038-02-20      | 3.5000%  | 0.0000% | $404281.00         | $229868.60         | Agency Mortgage-Backed Securities |
| GNII SF CV1576 C     | 2053-06-20      | 6.5000%  | 0.0000% | $3328504.00        | $2797108.90        | Agency Mortgage-Backed Securities |
| GNII SF DL4743 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1432778.00        | $1039694.11        | Agency Mortgage-Backed Securities |
| GNII SF DL4050 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4691200.00        | $4241289.91        | Agency Mortgage-Backed Securities |
| GNII SF DR4622 C     | 2056-04-20      | 5.5000%  | 0.0000% | $2819944.00        | $2884649.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ1827 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2355072.00        | $1597374.37        | Agency Mortgage-Backed Securities |
| GNII ET DI3223 C     | 2065-07-20      | 6.0000%  | 0.0000% | $2161988.00        | $2215238.10        | Agency Mortgage-Backed Securities |
| GNII SF DH6478 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1906942.00        | $1337680.26        | Agency Mortgage-Backed Securities |
| GNII SF DP1203 C     | 2055-12-20      | 6.5000%  | 0.0000% | $6233432.00        | $6646573.11        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4751 | 2037-08-01      | 2.0000%  | 0.0000% | $14522352.00       | $9071121.54        | Agency Mortgage-Backed Securities |
| GNII SF BK1671 C     | 2048-09-20      | 5.0000%  | 0.0000% | $1705722.00        | $167739.36         | Agency Mortgage-Backed Securities |
| GNII SF 005240 M     | 2038-11-20      | 6.0000%  | 0.0000% | $594748.00         | $17234.26          | Agency Mortgage-Backed Securities |
| GNII JM MA9767 M     | 2054-07-20      | 6.0000%  | 0.0000% | $783273.00         | $300934.83         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  | 0.0000% | $176000.00         | $106934.26         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM9367 | 2036-11-01      | 1.5000%  | 0.0000% | $3630940.00        | $1981499.73        | Agency Mortgage-Backed Securities |
| GNPL PN CJ2547       | 2065-04-15      | 4.8500%  | 0.0000% | $254968.00         | $252189.90         | Agency Mortgage-Backed Securities |
| GNII SF BQ7065 C     | 2050-04-20      | 2.7500%  | 0.0000% | $1818368.00        | $275200.26         | Agency Mortgage-Backed Securities |
| GNMI SF AO3542 X     | 2045-08-15      | 3.0000%  | 0.0000% | $150256.00         | $12436.05          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1787 | 2056-01-01      | 4.5000%  | 0.0000% | $1087874.00        | $1048522.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDG3715 | 2041-03-01      | 5.0000%  | 0.0000% | $1001112.00        | $1005415.59        | Agency Mortgage-Backed Securities |
| GNII SF 796468 C     | 2042-09-20      | 4.0000%  | 0.0000% | $182000.00         | $15246.71          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1449 | 2056-02-01      | 4.5000%  | 0.0000% | $1781602.00        | $1720848.68        | Agency Mortgage-Backed Securities |
| GNII SF AB7797 C     | 2042-11-20      | 3.5000%  | 0.0000% | $2200000.00        | $256830.88         | Agency Mortgage-Backed Securities |
| GNII RG CN2091 C     | 2046-01-20      | 3.5000%  | 0.0000% | $225000.00         | $135924.14         | Agency Mortgage-Backed Securities |
| GNII SF DL0105 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3648512.00        | $3534531.75        | Agency Mortgage-Backed Securities |
| GNII SF DP6261 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1185434.00        | $1212634.44        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7950 | 2056-03-01      | 4.5000%  | 0.0000% | $1089378.00        | $1053424.99        | Agency Mortgage-Backed Securities |
| GNII SF CC9791 C     | 2051-04-20      | 3.0000%  | 0.0000% | $74989.00          | $52663.97          | Agency Mortgage-Backed Securities |
| GNII SF BV0541 C     | 2050-10-20      | 3.0000%  | 0.0000% | $292000.00         | $141285.61         | Agency Mortgage-Backed Securities |
| GNII SF BS8230 C     | 2050-03-20      | 5.0000%  | 0.0000% | $1219314.00        | $94730.87          | Agency Mortgage-Backed Securities |
| GNMI SF BS5027 X     | 2050-02-15      | 3.5000%  | 0.0000% | $1338664.00        | $202188.14         | Agency Mortgage-Backed Securities |
| GNII SF DM0775 C     | 2055-08-20      | 7.0000%  | 0.0000% | $5517880.00        | $5840160.11        | Agency Mortgage-Backed Securities |
| GNII SF CW2031 C     | 2053-09-20      | 6.0000%  | 0.0000% | $260000.00         | $266600.73         | Agency Mortgage-Backed Securities |
| GNII SF DQ6801 C     | 2056-04-20      | 4.5000%  | 0.0000% | $1042162.00        | $1019062.48        | Agency Mortgage-Backed Securities |
| GNII SF MB0817 M     | 2055-10-20      | 7.0000%  | 0.0000% | $53677887.00       | $55296651.94       | Agency Mortgage-Backed Securities |
| GNII SF DQ8391 C     | 2056-04-20      | 5.5000%  | 0.0000% | $2558680.00        | $2620519.60        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1874 | 2039-02-01      | 6.0000%  | 0.0000% | $1161500.00        | $746502.70         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CWAP7487 | 2027-09-01      | 3.0000%  | 0.0000% | $600000.00         | $5987.54           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4721 | 2041-01-01      | 6.0000%  | 0.0000% | $1296878.00        | $1325641.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  | 0.0000% | $17958000.00       | $16161723.44       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ7860 | 2027-12-01      | 2.5000%  | 0.0000% | $12818240.00       | $256338.86         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT7228 | 2036-09-01      | 2.0000%  | 0.0000% | $2620000.00        | $1197079.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY2954 | 2053-05-01      | 6.0000%  | 0.0000% | $93859456.00       | $52545912.02       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2955 | 2055-01-01      | 6.0000%  | 0.0000% | $482748.00         | $495533.08         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4796 | 2041-01-01      | 4.0000%  | 0.0000% | $432246.00         | $415249.67         | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBO5009 | 2049-12-01      | 2.5000%  | 0.0000% | $1403352.00        | $479476.56         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0495 | 2054-09-01      | 5.5000%  | 0.0000% | $13143184.00       | $9233622.13        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5308 | 2053-12-01      | 7.5000%  | 0.0000% | $1220806.00        | $924984.70         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBT2055 | 2037-03-01      | 1.5000%  | 0.0000% | $2002560.00        | $1167824.87        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0105 | 2056-03-01      | 6.5000%  | 0.0000% | $26392992.00       | $26561537.53       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA0278 | 2055-10-01      | 7.0000%  | 0.0000% | $1076692.00        | $1041224.72        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0062 | 2041-02-01      | 5.0000%  | 0.0000% | $149704960.00      | $144346439.65      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9796 | 2056-01-01      | 5.0000%  | 0.0000% | $2962628.00        | $2921422.58        | Agency Mortgage-Backed Securities |
| GNII SF MA0155 M     | 2042-06-20      | 4.0000%  | 0.0000% | $846453.00         | $45389.50          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0816 | 2054-01-01      | 6.5000%  | 0.0000% | $1558250.00        | $151439.05         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX3260 | 2055-01-01      | 6.5000%  | 0.0000% | $15861120.00       | $14629352.41       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3082 | 2055-10-01      | 6.5000%  | 0.0000% | $25932800.00       | $24915927.43       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $51965440.00       | $29373452.86       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5418 | 2054-07-01      | 4.5000%  | 0.0000% | $17956384.00       | $15817719.21       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0417 | 2052-11-01      | 5.0000%  | 0.0000% | $18114528.00       | $12109544.81       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG6796 | 2056-04-01      | 4.5000%  | 0.0000% | $47501248.00       | $45838799.32       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM6094 | 2036-02-01      | 1.5000%  | 0.0000% | $312962.00         | $141230.56         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3971 | 2049-08-01      | 3.5000%  | 0.0000% | $449526784.00      | $97881236.79       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFM5789 | 2041-01-01      | 2.5000%  | 0.0000% | $1252000.00        | $611911.38         | Agency Mortgage-Backed Securities |
| GNII SF MB0003 M     | 2039-11-20      | 6.5000%  | 0.0000% | $55967.00          | $33222.78          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE7839 | 2040-08-01      | 6.5000%  | 0.0000% | $1046488.00        | $866854.26         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKBD8965 | 2036-11-01      | 3.0000%  | 0.0000% | $4050000.00        | $487937.17         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2482 | 2036-09-01      | 2.5000%  | 0.0000% | $8031472.00        | $6856772.54        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3863 | 2040-07-01      | 6.0000%  | 0.0000% | $1317794.00        | $1302368.09        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS6135 | 2037-01-01      | 2.5000%  | 0.0000% | $2920000.00        | $1943634.72        | Agency Mortgage-Backed Securities |
| GNMI SF AA6305 X     | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $5963.30           | Agency Mortgage-Backed Securities |
| GNII SF MA5303 M     | 2033-07-20      | 5.0000%  | 0.0000% | $182164.00         | $74739.96          | Agency Mortgage-Backed Securities |
| GNMI SF AB9207 X     | 2042-11-15      | 3.0000%  | 0.0000% | $200000.00         | $17526.65          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9925 | 2056-01-01      | 5.5000%  | 0.0000% | $10160032.00       | $10327293.11       | Agency Mortgage-Backed Securities |
| GNII JM MA4502 M     | 2047-06-20      | 4.0000%  | 0.0000% | $2271412.00        | $89494.40          | Agency Mortgage-Backed Securities |
| GNII SF MA5110 M     | 2033-03-20      | 3.0000%  | 0.0000% | $166500.00         | $17724.08          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG8451 | 2056-04-01      | 4.5000%  | 0.0000% | $9976944.00        | $9637029.52        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA9904 | 2056-04-01      | 6.0000%  | 0.0000% | $4606896.00        | $4724736.31        | Agency Mortgage-Backed Securities |
| GNII SF MA5399 M     | 2048-08-20      | 4.5000%  | 0.0000% | $339492.00         | $25686.10          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBP6552 | 2050-08-01      | 5.0000%  | 0.0000% | $4129392.00        | $2265988.51        | Agency Mortgage-Backed Securities |
| GNII SF 003998 M     | 2037-06-20      | 6.0000%  | 0.0000% | $618000.00         | $6343.84           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0079 | 2055-08-01      | 6.0000%  | 0.0000% | $47321360.00       | $41707391.79       | Agency Mortgage-Backed Securities |
| GNII SP 784328 C     | 2046-11-20      | 3.0000%  | 0.0000% | $20000000.00       | $5579933.38        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2714 | 2055-09-01      | 5.5000%  | 0.0000% | $33366400.00       | $27462507.50       | Agency Mortgage-Backed Securities |
| GNII SF DO7924 C     | 2055-12-20      | 5.0000%  | 0.0000% | $5908150.00        | $5879275.54        | Agency Mortgage-Backed Securities |
| GNII SF DP0660 C     | 2055-12-20      | 4.5000%  | 0.0000% | $4329392.00        | $4175156.63        | Agency Mortgage-Backed Securities |
| GNMI SF 535760 X     | 2031-06-15      | 6.5000%  | 0.0000% | $855960.00         | $6107.87           | Agency Mortgage-Backed Securities |
| GNPL LM CH6568       | 2054-05-15      | 3.1900%  | 0.0000% | $56058.00          | $47641.79          | Agency Mortgage-Backed Securities |
| GNII SF CM9967 C     | 2052-05-20      | 4.0000%  | 0.0000% | $1448712.00        | $1155740.29        | Agency Mortgage-Backed Securities |
| GNII SF MA1519 M     | 2043-08-20      | 2.5000%  | 0.0000% | $390000.00         | $85562.54          | Agency Mortgage-Backed Securities |
| GNII SF MA5598 M     | 2048-09-20      | 5.5000%  | 0.0000% | $518136.00         | $44635.16          | Agency Mortgage-Backed Securities |
| GNMI SF AP9661 X     | 2047-05-15      | 5.0000%  | 0.0000% | $1740642.00        | $75143.39          | Agency Mortgage-Backed Securities |
| GNII SF CZ1232 C     | 2054-02-20      | 6.5000%  | 0.0000% | $1095868.00        | $580523.65         | Agency Mortgage-Backed Securities |
| GNII SF MA9906 M     | 2054-09-20      | 5.5000%  | 0.0000% | $263470.00         | $191864.90         | Agency Mortgage-Backed Securities |
| GNII SF BX2406 C     | 2050-10-20      | 3.0000%  | 0.0000% | $1071674.00        | $484692.88         | Agency Mortgage-Backed Securities |
| GNII SF MA6744 M     | 2035-03-20      | 4.5000%  | 0.0000% | $195236.00         | $48906.10          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4737 | 2055-05-01      | 6.0000%  | 0.0000% | $3862364.00        | $2915496.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0086 | 2056-01-01      | 6.0000%  | 0.0000% | $113728640.00      | $108675260.76      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0009 | 2055-04-01      | 6.0000%  | 0.0000% | $43078592.00       | $31400196.26       | Agency Mortgage-Backed Securities |
| GNII SF MA5744 M     | 2031-10-20      | 7.0000%  | 0.0000% | $377812.00         | $37258.55          | Agency Mortgage-Backed Securities |
| GNMI SF AD1590 X     | 2043-01-15      | 3.0000%  | 0.0000% | $1207812.00        | $80838.91          | Agency Mortgage-Backed Securities |
| GNMI SF AN6559 X     | 2045-07-15      | 4.5000%  | 0.0000% | $7503128.00        | $160579.43         | Agency Mortgage-Backed Securities |
| GNMI SF AD6086 X     | 2050-02-15      | 3.5000%  | 0.0000% | $158862.00         | $22995.27          | Agency Mortgage-Backed Securities |
| GNII ET DN9903 C     | 2065-09-20      | 3.5000%  | 0.0000% | $615502.00         | $551569.02         | Agency Mortgage-Backed Securities |
| GNII SF MA8844 M     | 2033-09-20      | 3.5000%  | 0.0000% | $615660.00         | $444868.39         | Agency Mortgage-Backed Securities |
| GNII SF CU0858 C     | 2053-05-20      | 5.0000%  | 0.0000% | $1173938.00        | $955917.83         | Agency Mortgage-Backed Securities |
| GNII SF DG7442 C     | 2055-04-20      | 7.0000%  | 0.0000% | $6076056.00        | $6446063.36        | Agency Mortgage-Backed Securities |
| GNII SF DF2412 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1103258.00        | $618180.79         | Agency Mortgage-Backed Securities |
| GNII SF DH3948 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1029506.00        | $1074300.68        | Agency Mortgage-Backed Securities |
| GNPL PN DF3013       | 2060-06-15      | 6.0700%  | 0.0000% | $1880000.00        | $1996824.07        | Agency Mortgage-Backed Securities |
| GNII SF DB6699 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1179490.00        | $834975.72         | Agency Mortgage-Backed Securities |
| GNII SF DL2577 C     | 2052-07-20      | 6.5000%  | 0.0000% | $1229850.00        | $1067864.42        | Agency Mortgage-Backed Securities |
| GNII ET DI6892 C     | 2065-03-20      | 4.5000%  | 0.0000% | $646198.00         | $616651.38         | Agency Mortgage-Backed Securities |
| GNII SF DO9418 C     | 2056-01-20      | 3.5000%  | 0.0000% | $8336864.00        | $7354127.24        | Agency Mortgage-Backed Securities |
| GNII SF AU1991 C     | 2046-08-20      | 3.0000%  | 0.0000% | $3774996.00        | $451713.82         | Agency Mortgage-Backed Securities |
| GNII SF DR0872 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1070062.00        | $1090689.11        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2947 | 2055-01-01      | 6.5000%  | 0.0000% | $595539.00         | $619898.92         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB9642 | 2054-08-01      | 6.5000%  | 0.0000% | $4673500.00        | $4093173.71        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO5016 | 2041-02-01      | 6.0000%  | 0.0000% | $2557448.00        | $2639259.95        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4357 | 2040-10-01      | 4.0000%  | 0.0000% | $518231.00         | $492184.25         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKAK4038 | 2042-02-01      | 3.5000%  | 0.0000% | $692000.00         | $25571.00          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5085 | 2050-12-01      | 2.0000%  | 0.0000% | $2575000.00        | $1325889.03        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0607 | 2055-06-01      | 7.0000%  | 0.0000% | $5713660.00        | $5663659.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735141 | 2035-01-01      | 5.5000%  | 0.0000% | $13744000.00       | $104823.46         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3020 | 2056-03-01      | 5.5000%  | 0.0000% | $4034490.00        | $4097261.66        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFM3123 | 2038-03-01      | 2.5000%  | 0.0000% | $4800000.00        | $1111466.79        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3132 | 2056-02-01      | 4.5000%  | 0.0000% | $1911384.00        | $1844374.48        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM6771 | 2041-02-01      | 2.0000%  | 0.0000% | $60000.00          | $31469.65          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5082 | 2056-03-01      | 5.0000%  | 0.0000% | $7889040.00        | $7823957.12        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5116 | 2056-04-01      | 4.5000%  | 0.0000% | $9239584.00        | $8936936.01        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA2665 | 2055-07-01      | 7.0000%  | 0.0000% | $16078336.00       | $14979848.22       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTRB5393 | 2046-04-01      | 4.5000%  | 0.0000% | $90653952.00       | $88010891.82       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4662 | 2052-12-01      | 6.0000%  | 0.0000% | $4415720.00        | $2972660.49        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  | 0.0000% | $21002528.00       | $16232290.95       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CKDG3996 | 2056-03-01      | 5.5000%  | 0.0000% | $3383292.00        | $3411368.63        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBV4937 | 2037-03-01      | 2.0000%  | 0.0000% | $25784.00          | $13425.30          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3706 | 2055-11-01      | 5.5000%  | 0.0000% | $3417652.00        | $3436154.26        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7807 | 2055-08-01      | 6.5000%  | 0.0000% | $25266080.00       | $23400205.24       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB7525 | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $100585.52         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4568 | 2037-03-01      | 2.5000%  | 0.0000% | $27629696.00       | $15553012.00       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5494 | 2054-10-01      | 4.0000%  | 0.0000% | $160000.00         | $141413.01         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD8410 | 2055-05-01      | 7.0000%  | 0.0000% | $2011750.00        | $2172998.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBV1782 | 2045-05-01      | 6.0000%  | 0.0000% | $1531200.00        | $1545330.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5343 | 2053-07-01      | 6.0000%  | 0.0000% | $15050000.00       | $8425948.17        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTFS5176 | 2043-06-01      | 5.0000%  | 0.0000% | $400000.00         | $262673.06         | Agency Mortgage-Backed Securities |
| GNII SP 786335 C     | 2052-09-20      | 4.5000%  | 0.0000% | $800000.00         | $544828.52         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4359 | 2056-01-01      | 5.0000%  | 0.0000% | $11254832.00       | $11125044.64       | Agency Mortgage-Backed Securities |
| GNII SF MA4905 M     | 2034-01-20      | 6.0000%  | 0.0000% | $950000.00         | $118770.51         | Agency Mortgage-Backed Securities |
| GNII SF MB0623 M     | 2055-04-20      | 5.5000%  | 0.0000% | $30864640.00       | $30452357.27       | Agency Mortgage-Backed Securities |
| GNMI SF 402101 X     | 2032-06-15      | 6.5000%  | 0.0000% | $1000799.00        | $6121.11           | Agency Mortgage-Backed Securities |
| GNMI SF 726376 X     | 2039-10-15      | 5.0000%  | 0.0000% | $525000.00         | $6531.40           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1833 | 2041-03-01      | 5.5000%  | 0.0000% | $45460224.00       | $46104243.88       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8509 | 2036-01-01      | 2.0000%  | 0.0000% | $12543408.00       | $5360716.08        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0630 | 2037-03-01      | 2.5000%  | 0.0000% | $14350000.00       | $8106510.64        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTRB5390 | 2046-03-01      | 4.5000%  | 0.0000% | $107299072.00      | $103676155.00      | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA1088 | 2049-07-01      | 4.5000%  | 0.0000% | $4350000.00        | $385074.34         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTCB7854 | 2043-12-01      | 7.0000%  | 0.0000% | $1245122.00        | $182650.28         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBY6513 | 2039-01-01      | 6.0000%  | 0.0000% | $1507992.00        | $788400.78         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG5435 | 2053-06-01      | 5.0000%  | 0.0000% | $1964000.00        | $1610607.61        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB3479 | 2037-02-01      | 1.5000%  | 0.0000% | $1800000.00        | $1122668.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4064 | 2055-11-01      | 5.5000%  | 0.0000% | $2001444.00        | $2004147.21        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3832 | 2053-07-01      | 6.5000%  | 0.0000% | $55973952.00       | $34271228.73       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6295 | 2055-10-01      | 6.0000%  | 0.0000% | $5602568.00        | $5716675.08        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBV5843 | 2055-08-01      | 7.0000%  | 0.0000% | $3222890.00        | $2868556.30        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9515 | 2054-11-01      | 6.5000%  | 0.0000% | $29838656.00       | $26197937.60       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7276 | 2052-08-01      | 5.0000%  | 0.0000% | $2323444.00        | $1748457.67        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV7516 | 2052-05-01      | 2.0000%  | 0.0000% | $742418.00         | $480729.49         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6540 | 2056-01-01      | 5.5000%  | 0.0000% | $14793968.00       | $14769871.88       | Agency Mortgage-Backed Securities |
| GNII SF MA1156 M     | 2043-07-20      | 3.0000%  | 0.0000% | $107000.00         | $11645.71          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG4504 | 2056-03-01      | 6.5000%  | 0.0000% | $12601072.00       | $13159306.27       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5714 | 2056-03-01      | 4.5000%  | 0.0000% | $1890276.00        | $1829216.79        | Agency Mortgage-Backed Securities |
| GNAR AS MA4735 M     | 2047-09-20      | 5.3750%  | 0.0000% | $1000000.00        | $49711.30          | Agency Mortgage-Backed Securities |
| GNAR AF MA6297 M     | 2049-08-20      | 5.1250%  | 0.0000% | $365278.00         | $117529.06         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDG0005 | 2056-01-01      | 4.0000%  | 0.0000% | $1003544.00        | $940439.86         | Agency Mortgage-Backed Securities |
| GNII SF MA5596 M     | 2048-11-20      | 4.5000%  | 0.0000% | $800000.00         | $56475.35          | Agency Mortgage-Backed Securities |
| GNII SF MA6410 M     | 2050-01-20      | 3.5000%  | 0.0000% | $1801058.00        | $221641.24         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3993 | 2050-04-01      | 4.0000%  | 0.0000% | $1002000.00        | $154874.07         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG1013 | 2041-02-01      | 6.0000%  | 0.0000% | $2727892.00        | $2764159.25        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3171 | 2054-06-01      | 6.0000%  | 0.0000% | $5788840.00        | $5371048.48        | Agency Mortgage-Backed Securities |
| FNMS 03.500 U4BF0354 | 2053-01-01      | 3.5000%  | 0.0000% | $4449680.00        | $1916399.23        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRR0043 | 2040-11-01      | 6.5000%  | 0.0000% | $3770950.00        | $3684701.40        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2247 | 2036-11-01      | 2.5000%  | 0.0000% | $25362720.00       | $15304453.88       | Agency Mortgage-Backed Securities |
| GNMI SP 782694 X     | 2039-06-15      | 5.0000%  | 0.0000% | $400000.00         | $6641.42           | Agency Mortgage-Backed Securities |
| GNII ET DN9383 C     | 2065-11-20      | 2.5000%  | 0.0000% | $538500.00         | $443950.88         | Agency Mortgage-Backed Securities |
| GNII SF DP1273 C     | 2056-02-20      | 7.0000%  | 0.0000% | $2829304.00        | $3007095.92        | Agency Mortgage-Backed Securities |
| GNMI SF AD9005 X     | 2043-04-15      | 3.5000%  | 0.0000% | $125000.00         | $17525.55          | Agency Mortgage-Backed Securities |
| GNII JM MA7084 M     | 2050-12-20      | 1.5000%  | 0.0000% | $777733.00         | $518410.97         | Agency Mortgage-Backed Securities |
| GNII SF BR8755 C     | 2050-02-20      | 3.0000%  | 0.0000% | $291000.00         | $87309.93          | Agency Mortgage-Backed Securities |
| GNII SF CU1564 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1708224.00        | $1551136.69        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1292 | 2043-06-01      | 3.0000%  | 0.0000% | $234502144.00      | $141141077.70      | Agency Mortgage-Backed Securities |
| GNPL PN DC7255       | 2060-07-15      | 5.8200%  | 0.0000% | $1815660.00        | $1904513.54        | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $6135680.00        | $3621028.70        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS4654 | 2051-07-01      | 2.0000%  | 0.0000% | $3808000.00        | $2480971.30        | Agency Mortgage-Backed Securities |
| GNII SF DE5795 C     | 2054-10-20      | 7.0000%  | 0.0000% | $12984208.00       | $11535899.13       | Agency Mortgage-Backed Securities |
| GNPL PN CU4661       | 2059-04-15      | 5.5500%  | 0.0000% | $26044.00          | $26577.98          | Agency Mortgage-Backed Securities |
| GNII SF MA8181 M     | 2032-01-20      | 6.5000%  | 0.0000% | $286755.00         | $40506.22          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5981 | 2056-03-01      | 4.5000%  | 0.0000% | $20185376.00       | $19420525.83       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0064 | 2041-03-01      | 3.5000%  | 0.0000% | $4875600.00        | $4639129.86        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA0405 | 2055-12-01      | 7.0000%  | 0.0000% | $7207520.00        | $6997745.34        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA1745 | 2055-12-01      | 5.0000%  | 0.0000% | $1007158.00        | $989037.04         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0081 | 2041-04-01      | 3.5000%  | 0.0000% | $44292992.00       | $42610630.95       | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $860815.00         | $416454.22         | Agency Mortgage-Backed Securities |
| GNII SF MA2443 M     | 2044-11-20      | 2.5000%  | 0.0000% | $405809.00         | $48817.33          | Agency Mortgage-Backed Securities |
| GNII SF DL7883 C     | 2055-08-20      | 6.0000%  | 0.0000% | $10774816.00       | $10500115.26       | Agency Mortgage-Backed Securities |
| GNII SF 004774 M     | 2040-08-20      | 6.0000%  | 0.0000% | $302944.00         | $7201.30           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1050 | 2056-04-01      | 5.0000%  | 0.0000% | $19656000.00       | $19532634.58       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3817 | 2056-03-01      | 5.0000%  | 0.0000% | $9429904.00        | $9359806.19        | Agency Mortgage-Backed Securities |
| GNII SF MA6604 M     | 2039-08-20      | 5.5000%  | 0.0000% | $39000.00          | $5219.58           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1090 | 2052-02-01      | 2.5000%  | 0.0000% | $26408768.00       | $20464489.75       | Agency Mortgage-Backed Securities |
| GNII SF MA8916 M     | 2038-06-20      | 4.5000%  | 0.0000% | $140895.00         | $80583.61          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS8580 | 2039-07-01      | 6.0000%  | 0.0000% | $4900000.00        | $2960855.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7375 | 2054-02-01      | 5.5000%  | 0.0000% | $15003904.00       | $13651843.98       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS7974 | 2054-05-01      | 7.0000%  | 0.0000% | $53302400.00       | $37789327.62       | Agency Mortgage-Backed Securities |
| GNII SF 004804 M     | 2040-09-20      | 6.0000%  | 0.0000% | $1298806.00        | $33196.79          | Agency Mortgage-Backed Securities |
| GNII SF CT6731 C     | 2053-06-20      | 6.5000%  | 0.0000% | $1053560.00        | $1128873.51        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1478 | 2055-02-01      | 5.0000%  | 0.0000% | $600000.00         | $574583.14         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5256 | 2056-01-01      | 5.5000%  | 0.0000% | $19621888.00       | $19592360.32       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8313 | 2056-03-01      | 4.5000%  | 0.0000% | $500544.00         | $482500.39         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3420 | 2055-08-01      | 5.5000%  | 0.0000% | $33731008.00       | $33078584.79       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5881 | 2055-11-01      | 6.5000%  | 0.0000% | $53072128.00       | $46913418.40       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2866 | 2037-01-01      | 3.0000%  | 0.0000% | $48000.00          | $8025.04           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $167512064.00      | $116048253.93      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2296 | 2055-05-01      | 6.0000%  | 0.0000% | $73715328.00       | $61071296.20       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5214 | 2054-07-01      | 6.0000%  | 0.0000% | $2730412.00        | $1291384.80        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | 0.0000% | $44000000.00       | $31954303.96       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM9607 | 2036-11-01      | 1.5000%  | 0.0000% | $404986.00         | $221300.03         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7806 | 2054-12-01      | 5.5000%  | 0.0000% | $6215424.00        | $5658917.38        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3510 | 2055-07-01      | 6.0000%  | 0.0000% | $3086072.00        | $2756197.12        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC1886 | 2036-03-01      | 2.0000%  | 0.0000% | $361010.00         | $189660.57         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4484 | 2053-07-01      | 4.0000%  | 0.0000% | $17408512.00       | $15943871.21       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQA8517 | 2050-04-01      | 2.5000%  | 0.0000% | $2330000.00        | $814278.07         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3551 | 2040-07-01      | 6.5000%  | 0.0000% | $2015880.00        | $1572948.37        | Agency Mortgage-Backed Securities |
| FEPC 06.500 ZLSI2127 | 2054-03-25      | 6.5000%  | 0.0000% | $64023040.00       | $56222391.07       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT8135 | 2052-04-01      | 3.0000%  | 0.0000% | $2419404.00        | $1858498.73        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4352 | 2049-10-01      | 3.0000%  | 0.0000% | $2355316.00        | $525561.03         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX7619 | 2053-05-01      | 6.0000%  | 0.0000% | $1097198.00        | $989663.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBQ7902 | 2050-11-01      | 3.5000%  | 0.0000% | $1399820.00        | $354393.05         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD9769 | 2052-04-01      | 2.5000%  | 0.0000% | $3000000.00        | $2049403.58        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBO0182 | 2049-05-01      | 5.0000%  | 0.0000% | $124000.00         | $48538.02          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4405 | 2040-11-01      | 6.0000%  | 0.0000% | $1119626.00        | $935407.20         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE0024 | 2040-06-01      | 6.0000%  | 0.0000% | $1193000.00        | $1174355.52        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  | 0.0000% | $469594.00         | $268574.56         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7686 | 2055-11-01      | 5.5000%  | 0.0000% | $1311464.00        | $1315342.73        | Agency Mortgage-Backed Securities |
| GNII SF DN5550 C     | 2055-11-20      | 6.5000%  | 0.0000% | $3103228.00        | $3238918.20        | Agency Mortgage-Backed Securities |
| GNII SF DM2321 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1022968.00        | $1062567.38        | Agency Mortgage-Backed Securities |
| GNII SF MA9489 M     | 2054-02-20      | 6.0000%  | 0.0000% | $48622848.00       | $24559271.07       | Agency Mortgage-Backed Securities |
| GNII SF MA9694 M     | 2039-06-20      | 5.0000%  | 0.0000% | $365359.00         | $252084.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8233 | 2054-03-01      | 5.5000%  | 0.0000% | $28000.00          | $23620.87          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0110 | 2056-04-01      | 5.0000%  | 0.0000% | $797258.00         | $785960.66         | Agency Mortgage-Backed Securities |
| GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $1749000.00        | $828055.16         | Agency Mortgage-Backed Securities |
| GNII SF MA1967 M     | 2029-06-20      | 3.5000%  | 0.0000% | $335000.00         | $10114.90          | Agency Mortgage-Backed Securities |
| GNII SF MA9633 M     | 2031-04-20      | 3.0000%  | 0.0000% | $87300.00          | $54770.54          | Agency Mortgage-Backed Securities |
| GNMI SF AA6091 X     | 2043-02-15      | 3.0000%  | 0.0000% | $601000.00         | $81743.22          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3781 | 2056-01-01      | 5.5000%  | 0.0000% | $91529344.00       | $87385505.77       | Agency Mortgage-Backed Securities |
| GNII SF MB0428 M     | 2055-06-20      | 7.5000%  | 0.0000% | $303952.00         | $157611.46         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7640 | 2056-03-01      | 4.5000%  | 0.0000% | $216221.00         | $208425.45         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5717 | 2056-02-01      | 5.0000%  | 0.0000% | $3270664.00        | $3230618.87        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL4870 | 2052-11-01      | 3.5000%  | 0.0000% | $57369920.00       | $52848220.49       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4132 | 2056-02-01      | 5.0000%  | 0.0000% | $64248320.00       | $62786819.93       | Agency Mortgage-Backed Securities |
| GNMI SF AO9363 X     | 2045-11-15      | 3.5000%  | 0.0000% | $676082.00         | $56902.79          | Agency Mortgage-Backed Securities |
| GNII RG CO2850 C     | 2048-03-20      | 3.5000%  | 0.0000% | $225000.00         | $163958.58         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4765 | 2056-02-01      | 5.5000%  | 0.0000% | $5701472.00        | $5804604.02        | Agency Mortgage-Backed Securities |
| GNII SF MB0684 M     | 2055-10-20      | 4.5000%  | 0.0000% | $236579840.00      | $225749051.81      | Agency Mortgage-Backed Securities |
| GNII SF DK9863 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1276602.00        | $1336707.10        | Agency Mortgage-Backed Securities |
| GNII SF DK4679 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1055290.00        | $643018.21         | Agency Mortgage-Backed Securities |
| GNMI SF 758929 X     | 2028-07-15      | 3.0000%  | 0.0000% | $753837.00         | $28041.19          | Agency Mortgage-Backed Securities |
| GNII SF DK7135 C     | 2055-06-20      | 6.5000%  | 0.0000% | $826713.00         | $872144.15         | Agency Mortgage-Backed Securities |
| GNII SF DJ9731 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2426004.00        | $2216805.23        | Agency Mortgage-Backed Securities |
| GNMI SF 705951 X     | 2027-08-15      | 2.5000%  | 0.0000% | $1329354.00        | $102030.26         | Agency Mortgage-Backed Securities |
| GNPL PN DP6826       | 2061-05-15      | 5.0500%  | 0.0000% | $18000000.00       | $18101071.01       | Agency Mortgage-Backed Securities |
| GNII JM MA6811 M     | 2050-08-20      | 3.5000%  | 0.0000% | $630778.00         | $75117.32          | Agency Mortgage-Backed Securities |
| GNII SP 787353 C     | 2054-02-20      | 6.5000%  | 0.0000% | $966069.00         | $650954.66         | Agency Mortgage-Backed Securities |
| GNII ET DP1588 C     | 2066-01-20      | 6.0000%  | 0.0000% | $30771.00          | $31663.08          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA9177 | 2056-04-01      | 4.5000%  | 0.0000% | $3607544.00        | $3490203.15        | Agency Mortgage-Backed Securities |
| GNII SF MA3034 M     | 2045-08-20      | 3.5000%  | 0.0000% | $113000.00         | $9911.57           | Agency Mortgage-Backed Securities |
| GNII SF MA2598 M     | 2043-10-20      | 2.0000%  | 0.0000% | $183586.00         | $53229.28          | Agency Mortgage-Backed Securities |
| GNII SP 783366 M     | 2041-07-20      | 5.0000%  | 0.0000% | $1600000.00        | $55948.29          | Agency Mortgage-Backed Securities |
| GNII SF BJ4176 C     | 2048-10-20      | 4.5000%  | 0.0000% | $1914810.00        | $145112.87         | Agency Mortgage-Backed Securities |
| GNII SF BZ8537 C     | 2051-01-20      | 3.0000%  | 0.0000% | $75302.00          | $49692.79          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF9586 | 2053-03-01      | 6.5000%  | 0.0000% | $4000000.00        | $1923538.61        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4107 | 2053-10-01      | 5.0000%  | 0.0000% | $2000000.00        | $1592402.40        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3802 | 2051-05-01      | 2.0000%  | 0.0000% | $26468672.00       | $14887335.25       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP9250 | 2050-07-01      | 2.5000%  | 0.0000% | $210000.00         | $88317.41          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP7243 | 2050-07-01      | 2.0000%  | 0.0000% | $5917088.00        | $3295130.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3784 | 2056-03-01      | 5.5000%  | 0.0000% | $1222080.00        | $1245409.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG6795 | 2056-04-01      | 4.5000%  | 0.0000% | $17654048.00       | $17075083.50       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA1586 | 2040-04-01      | 6.0000%  | 0.0000% | $1547988.00        | $1217396.55        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7954 | 2054-02-01      | 4.5000%  | 0.0000% | $9213488.00        | $8108402.53        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  | 0.0000% | $6000000.00        | $4097589.68        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTRB5387 | 2046-02-01      | 4.5000%  | 0.0000% | $177857792.00      | $171181601.57      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5076 | 2054-03-01      | 6.5000%  | 0.0000% | $173541120.00      | $127973728.12      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6330 | 2054-06-01      | 5.5000%  | 0.0000% | $9411664.00        | $7236010.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA5286 | 2056-02-01      | 6.0000%  | 0.0000% | $47719120.00       | $49280934.97       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA2528 | 2050-07-01      | 3.5000%  | 0.0000% | $10000000.00       | $8618086.64        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB1764 | 2036-09-01      | 3.0000%  | 0.0000% | $7070368.00        | $3401810.35        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1516 | 2056-05-01      | 5.0000%  | 0.0000% | $20249888.00       | $20087195.90       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7348 | 2056-03-01      | 5.5000%  | 0.0000% | $27485792.00       | $27740479.98       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8439 | 2056-02-01      | 5.0000%  | 0.0000% | $5117392.00        | $4705513.12        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7207 | 2056-02-01      | 4.5000%  | 0.0000% | $1003252.00        | $968923.44         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL4706 | 2056-01-01      | 6.0000%  | 0.0000% | $71998336.00       | $71430971.82       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0617 | 2055-01-01      | 5.0000%  | 0.0000% | $85205632.00       | $76695006.35       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $99990000.00       | $74027547.55       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $7497688.00        | $5142186.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5647 | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $157184.37         | Agency Mortgage-Backed Securities |
| GNII SF 779424 C     | 2042-06-20      | 4.0000%  | 0.0000% | $650000.00         | $49192.60          | Agency Mortgage-Backed Securities |
| GNAR AT 081156 M     | 2034-11-20      | 5.1250%  | 0.0000% | $2700000.00        | $28164.61          | Agency Mortgage-Backed Securities |
| GNMI SF AX5831 X     | 2047-01-15      | 4.0000%  | 0.0000% | $365444.00         | $27729.99          | Agency Mortgage-Backed Securities |
| GNII SF DR6300 C     | 2056-04-20      | 5.5000%  | 0.0000% | $7972992.00        | $8142773.32        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2036 | 2056-01-01      | 6.0000%  | 0.0000% | $7891936.00        | $8102307.29        | Agency Mortgage-Backed Securities |
| GNMI SF 487693 X     | 2039-02-15      | 4.5000%  | 0.0000% | $1376932.00        | $76271.16          | Agency Mortgage-Backed Securities |
| FNMS 08.000 CLMA5287 | 2054-01-01      | 8.0000%  | 0.0000% | $1541588.00        | $688067.59         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2390 | 2056-04-01      | 5.5000%  | 0.0000% | $45903424.00       | $46456529.14       | Agency Mortgage-Backed Securities |
| GNII SF MA9013 M     | 2053-07-20      | 3.5000%  | 0.0000% | $200000.00         | $144283.08         | Agency Mortgage-Backed Securities |
| GNII SF MA8430 M     | 2052-11-20      | 6.0000%  | 0.0000% | $42000.00          | $20081.47          | Agency Mortgage-Backed Securities |
| GNII SF MA9355 M     | 2051-11-20      | 2.0000%  | 0.0000% | $592926.00         | $289184.54         | Agency Mortgage-Backed Securities |
| GNII SF MA9276 M     | 2030-12-20      | 8.0000%  | 0.0000% | $296713.00         | $103573.14         | Agency Mortgage-Backed Securities |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $29741376.00       | $25629059.48       | Agency Mortgage-Backed Securities |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $290438656.00      | $165578857.92      | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS9576 | 2037-08-01      | 1.5000%  | 0.0000% | $2805232.00        | $2084400.89        | Agency Mortgage-Backed Securities |
| GNII JM MA9713 M     | 2054-06-20      | 6.0000%  | 0.0000% | $928725.00         | $323807.39         | Agency Mortgage-Backed Securities |
| GNPL PN CU4659       | 2059-04-15      | 5.6800%  | 0.0000% | $44423.00          | $45702.81          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0219 | 2055-08-01      | 6.0000%  | 0.0000% | $552207.00         | $523777.22         | Agency Mortgage-Backed Securities |
| GNII SF MB0933 M     | 2056-01-20      | 3.5000%  | 0.0000% | $231988.00         | $209366.38         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  | 0.0000% | $91000.00          | $16949.71          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS9491 | 2037-05-01      | 2.5000%  | 0.0000% | $3715000.00        | $2774517.93        | Agency Mortgage-Backed Securities |
| GNII SF DQ6753 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1471942.00        | $1505716.53        | Agency Mortgage-Backed Securities |
| GNII SF CX9988 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1115130.00        | $653583.91         | Agency Mortgage-Backed Securities |
| GNII SF MA7398 M     | 2035-09-20      | 5.5000%  | 0.0000% | $916477.00         | $388215.14         | Agency Mortgage-Backed Securities |
| GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $1012294.00        | $64814.54          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6105 | 2056-04-01      | 5.0000%  | 0.0000% | $14333960.00       | $14196711.14       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA3284 | 2036-09-01      | 2.5000%  | 0.0000% | $1800896.00        | $1546945.74        | Agency Mortgage-Backed Securities |
| GNII SF MA7802 M     | 2035-11-20      | 4.5000%  | 0.0000% | $28691.00          | $14494.39          | Agency Mortgage-Backed Securities |
| GNMI SF 767215 X     | 2041-08-15      | 4.0000%  | 0.0000% | $775000.00         | $20688.06          | Agency Mortgage-Backed Securities |
| GNII AP 786236 M     | 2052-01-20      | 2.5000%  | 0.0000% | $90000.00          | $56096.33          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4978 | 2055-06-01      | 6.0000%  | 0.0000% | $112319800.00      | $93630634.59       | Agency Mortgage-Backed Securities |
| GNMI SF 713877 X     | 2039-08-15      | 4.0000%  | 0.0000% | $513939.00         | $10374.00          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0018 | 2040-08-01      | 5.5000%  | 0.0000% | $5722912.00        | $4634878.08        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5302 | 2055-11-01      | 5.0000%  | 0.0000% | $186690048.00      | $177525500.97      | Agency Mortgage-Backed Securities |
| GNII SF DF6062 C     | 2044-10-20      | 7.0000%  | 0.0000% | $1513640.00        | $1175538.08        | Agency Mortgage-Backed Securities |
| GNII SF MA5907 M     | 2034-04-20      | 4.5000%  | 0.0000% | $254859.00         | $62304.74          | Agency Mortgage-Backed Securities |
| GNII SF DK0069 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1962418.00        | $2036714.13        | Agency Mortgage-Backed Securities |
| GNMI SF 738107 X     | 2041-03-15      | 4.0000%  | 0.0000% | $250000.00         | $15319.03          | Agency Mortgage-Backed Securities |
| GNMI SP 784699 X     | 2048-04-15      | 5.0000%  | 0.0000% | $2218672.00        | $307489.44         | Agency Mortgage-Backed Securities |
| GNMI SF 503515 X     | 2029-03-15      | 7.0000%  | 0.0000% | $2013480.00        | $8129.93           | Agency Mortgage-Backed Securities |
| GNAR AR 080318 M     | 2029-09-20      | 5.3750%  | 0.0000% | $5000000.00        | $5670.90           | Agency Mortgage-Backed Securities |

### Security 678: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 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: ARP1HCC12, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1HCC12
- **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:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLQH5942 | 2053-12-01      | 5.5000%  | 0.0000% | $21818080.00       | $17444285.12       | Agency Mortgage-Backed Securities |
| GNII SF DR8070 C     | 2053-04-20      | 6.0000%  | 0.0000% | $761151.00         | $779422.68         | Agency Mortgage-Backed Securities |
| GNII ET DQ3506 C     | 2066-03-20      | 6.0000%  | 0.0000% | $4303490.00        | $4430561.72        | Agency Mortgage-Backed Securities |
| GNII EP 788330 C     | 2065-03-20      | 7.0000%  | 0.0000% | $1024.00           | $988.33            | Agency Mortgage-Backed Securities |
| GNMI SF 669068 X     | 2037-06-15      | 6.0000%  | 0.0000% | $2103.00           | $14.56             | Agency Mortgage-Backed Securities |
| GNII SF DM3597 C     | 2055-10-20      | 5.0000%  | 0.0000% | $589608.00         | $585066.13         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5466 | 2053-01-01      | 5.5000%  | 0.0000% | $41441152.00       | $31529407.36       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ9684 | 2055-10-01      | 6.5000%  | 0.0000% | $29951456.00       | $30934706.24       | Agency Mortgage-Backed Securities |
| GNCL CL DC7242       | 2067-03-15      | 5.7000%  | 0.0000% | $1008.00           | $1050.93           | Agency Mortgage-Backed Securities |
| GNPL PN DN1564       | 2060-11-15      | 5.4100%  | 0.0000% | $1000.00           | $1029.21           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0539 | 2048-03-01      | 4.0000%  | 0.0000% | $3459000.00        | $764154.87         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL4883 | 2043-02-01      | 3.0000%  | 0.0000% | $4091511.00        | $580314.68         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC2355 | 2056-04-01      | 6.0000%  | 0.0000% | $17660200.00       | $18397978.80       | Agency Mortgage-Backed Securities |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $1008.00           | $762.15            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3617 | 2049-03-01      | 5.0000%  | 0.0000% | $321123.00         | $27599.71          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2351 | 2053-02-01      | 5.0000%  | 0.0000% | $17070848.00       | $11900095.04       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN2591 | 2048-12-01      | 4.0000%  | 0.0000% | $1744539.00        | $573458.58         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8621 | 2031-09-01      | 2.5000%  | 0.0000% | $324402.00         | $34941.19          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL9935 | 2045-08-01      | 3.0000%  | 0.0000% | $46393792.00       | $6546995.21        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0093 | 2049-10-01      | 5.0000%  | 0.0000% | $32390120.00       | $3314962.01        | Agency Mortgage-Backed Securities |
| GNII ET DQ3062 C     | 2066-02-20      | 6.0000%  | 0.0000% | $1984.00           | $1982.30           | Agency Mortgage-Backed Securities |
| GNII SF MB0996 M     | 2056-03-20      | 5.0000%  | 0.0000% | $1040.00           | $1034.86           | Agency Mortgage-Backed Securities |
| GNII SF MA7986 M     | 2052-03-20      | 2.0000%  | 0.0000% | $1024.00           | $617.07            | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $1024.00           | $576.77            | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $1024.00           | $913.13            | Agency Mortgage-Backed Securities |
| GNII ET DQ9979 C     | 2066-04-20      | 6.0000%  | 0.0000% | $1024.00           | $1054.68           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2675 | 2053-09-01      | 5.5000%  | 0.0000% | $6416312.00        | $5879698.31        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1515 | 2046-01-01      | 4.0000%  | 0.0000% | $13498016.00       | $3557459.16        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0947 | 2036-06-01      | 2.5000%  | 0.0000% | $249218.00         | $142625.98         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0578 | 2037-07-01      | 2.5000%  | 0.0000% | $46551.00          | $34486.91          | Agency Mortgage-Backed Securities |
| GNMI SF 775131 X     | 2041-09-15      | 4.0000%  | 0.0000% | $1009.00           | $75.24             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ7366 | 2045-11-01      | 4.0000%  | 0.0000% | $57412480.00       | $9384223.77        | Agency Mortgage-Backed Securities |
| GNII SF MB1069 M     | 2056-04-20      | 4.5000%  | 0.0000% | $62071808.00       | $60085199.78       | Agency Mortgage-Backed Securities |
| GNII SF DS2093 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1008.00           | $1007.89           | Agency Mortgage-Backed Securities |
| GNPL PN DA8499       | 2060-04-15      | 5.7100%  | 0.0000% | $446998.00         | $463523.10         | Agency Mortgage-Backed Securities |
| GNII SF MB1070 M     | 2056-03-20      | 5.0000%  | 0.0000% | $115300864.00      | $115084649.28      | Agency Mortgage-Backed Securities |
| GNMI SF 702547 X     | 2038-11-15      | 5.5000%  | 0.0000% | $1006.00           | $2.95              | Agency Mortgage-Backed Securities |
| GNII SF MA5400 M     | 2048-08-20      | 5.0000%  | 0.0000% | $1023.00           | $66.30             | Agency Mortgage-Backed Securities |
| GNII SF DP1296 C     | 2056-02-20      | 6.0000%  | 0.0000% | $5950904.00        | $6324920.85        | Agency Mortgage-Backed Securities |
| GNII ET DP8318 C     | 2066-03-20      | 6.0000%  | 0.0000% | $889259.00         | $912210.06         | Agency Mortgage-Backed Securities |
| GNII SF DK9197 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1008.00           | $1016.46           | Agency Mortgage-Backed Securities |
| GNII SF DO4015 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3109.00           | $3197.78           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAK9716 | 2042-04-01      | 5.0000%  | 0.0000% | $2533492.00        | $208863.69         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU8868 | 2037-03-01      | 2.0000%  | 0.0000% | $44032419.00       | $25535204.39       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAI4612 | 2031-07-01      | 4.5000%  | 0.0000% | $1386364.00        | $47676.60          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN2844 | 2049-01-01      | 4.0000%  | 0.0000% | $9565479.00        | $439072.57         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4508 | 2043-01-01      | 3.0000%  | 0.0000% | $2402400.00        | $327500.38         | Agency Mortgage-Backed Securities |
| GNII SF MB0424 M     | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $878.30            | Agency Mortgage-Backed Securities |
| GNII ET DR7178 C     | 2066-04-20      | 6.0000%  | 0.0000% | $203310.00         | $209401.85         | Agency Mortgage-Backed Securities |
| GNCL CL DD2255       | 2067-01-15      | 5.2400%  | 0.0000% | $55199.00          | $55745.26          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS3421 | 2042-01-01      | 4.0000%  | 0.0000% | $16625472.00       | $1467098.54        | Agency Mortgage-Backed Securities |
| GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $1010.00           | $90.00             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7336 | 2045-11-01      | 3.5000%  | 0.0000% | $396000.00         | $60265.02          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1189 | 2048-02-01      | 3.5000%  | 0.0000% | $79039744.00       | $11886348.74       | Agency Mortgage-Backed Securities |
| GNMI SF 682587 X     | 2038-04-15      | 5.5000%  | 0.0000% | $1388.00           | $3.57              | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8526 | 2051-01-01      | 2.5000%  | 0.0000% | $59994000.00       | $26744392.45       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS3604 | 2042-10-01      | 3.0000%  | 0.0000% | $21996959.00       | $2081795.90        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8152 | 2037-05-01      | 1.5000%  | 0.0000% | $2698190.00        | $1577016.15        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8750 | 2053-03-01      | 6.0000%  | 0.0000% | $22820064.00       | $15792899.43       | Agency Mortgage-Backed Securities |

### Security 679: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.640000%
- **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: ARP1HCC20, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HCC20
- **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:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SP 786285 X       | 2041-03-15      | 5.0000%  | 0.0000% | $4817096.00        | $1705244.23        | Agency Mortgage-Backed Securities  |
| GNII SF DK5756 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2338344.00        | $2308480.30        | Agency Mortgage-Backed Securities  |
| GNII ET CZ6969 C       | 2064-01-20      | 7.5000%  | 0.0000% | $1992330.00        | $272115.82         | Agency Mortgage-Backed Securities  |
| GNII SF MA6932 M       | 2050-08-20      | 3.0000%  | 0.0000% | $37050624.00       | $11626189.97       | Agency Mortgage-Backed Securities  |
| GNMI SP 784070 X       | 2040-03-15      | 5.5000%  | 0.0000% | $993000.00         | $116693.51         | Agency Mortgage-Backed Securities  |
| GNII SF MA1231 M       | 2038-05-20      | 7.0000%  | 0.0000% | $421761.00         | $30380.39          | Agency Mortgage-Backed Securities  |
| GNII SF MA3521 M       | 2046-03-20      | 3.5000%  | 0.0000% | $11875904.00       | $1095485.28        | Agency Mortgage-Backed Securities  |
| GNII SF MA9827 M       | 2039-08-20      | 7.0000%  | 0.0000% | $189877.00         | $54437.71          | Agency Mortgage-Backed Securities  |
| GNII SF MA6713 M       | 2050-06-20      | 4.5000%  | 0.0000% | $13369792.00       | $3057955.57        | Agency Mortgage-Backed Securities  |
| GNII SF DG5191 C       | 2054-11-20      | 4.0000%  | 0.0000% | $1181322.00        | $1079609.35        | Agency Mortgage-Backed Securities  |
| GNII SF CC3188 C       | 2036-06-20      | 3.0000%  | 0.0000% | $1388734.00        | $962289.23         | Agency Mortgage-Backed Securities  |
| GNMI SP 782551 X       | 2039-02-15      | 5.5000%  | 0.0000% | $200000000.00      | $1858209.08        | Agency Mortgage-Backed Securities  |
| GNII SP 784905 C       | 2050-01-20      | 3.0000%  | 0.0000% | $700000.00         | $318326.94         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $49751600.00       | $79194837.89       | U.S. Treasuries (including strips) |
| GNII SF BV8710 C       | 2050-08-20      | 2.5000%  | 0.0000% | $605364.00         | $391129.32         | Agency Mortgage-Backed Securities  |
| GNII JP 785008 C       | 2030-07-20      | 2.5000%  | 0.0000% | $40000.00          | $5888.94           | Agency Mortgage-Backed Securities  |
| GNMI SF 590371 X       | 2032-07-15      | 6.5000%  | 0.0000% | $12246977.00       | $6584.83           | Agency Mortgage-Backed Securities  |
| GNII SP 788603 M       | 2054-08-20      | 3.5000%  | 0.0000% | $50075648.00       | $45934764.70       | Agency Mortgage-Backed Securities  |
| GNII SF DR8129 C       | 2056-04-20      | 5.0000%  | 0.0000% | $1183696.00        | $1183564.35        | Agency Mortgage-Backed Securities  |
| GNAR AT MA0177 M       | 2042-06-20      | 5.6250%  | 0.0000% | $620000.00         | $13708.34          | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $1415000.00        | $1205952.94        | Agency Mortgage-Backed Securities  |
| GNII SF MA8917 M       | 2038-06-20      | 5.0000%  | 0.0000% | $64673.00          | $37942.35          | Agency Mortgage-Backed Securities  |
| GNII SF MA7742 M       | 2035-07-20      | 4.5000%  | 0.0000% | $56409.00          | $17015.19          | Agency Mortgage-Backed Securities  |
| GNII SF MA8046 M       | 2052-05-20      | 4.5000%  | 0.0000% | $7915808.00        | $5510429.23        | Agency Mortgage-Backed Securities  |
| GNII SF MA7912 M       | 2037-03-20      | 3.5000%  | 0.0000% | $647991.00         | $186280.95         | Agency Mortgage-Backed Securities  |
| GNII SF MA8350 M       | 2052-09-20      | 6.0000%  | 0.0000% | $549655.00         | $273814.15         | Agency Mortgage-Backed Securities  |
| GNII SF DM3849 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1000592.00        | $1045316.65        | Agency Mortgage-Backed Securities  |
| GNII SF 004397 M       | 2039-03-20      | 4.5000%  | 0.0000% | $1238124.00        | $25073.64          | Agency Mortgage-Backed Securities  |
| GNII SF MA0461 M       | 2042-10-20      | 3.0000%  | 0.0000% | $1810000.00        | $181602.91         | Agency Mortgage-Backed Securities  |
| GNII ET DA1964 C       | 2064-01-20      | 7.5000%  | 0.0000% | $658343.00         | $63267.22          | Agency Mortgage-Backed Securities  |
| GNCL CL DC7188         | 2066-12-15      | 5.2100%  | 0.0000% | $4224070.00        | $4200085.49        | Agency Mortgage-Backed Securities  |
| GNII SF MA9666 M       | 2054-05-20      | 4.5000%  | 0.0000% | $300000.00         | $271604.16         | Agency Mortgage-Backed Securities  |
| GNII SF MA8015 M       | 2037-05-20      | 1.5000%  | 0.0000% | $170322.00         | $97923.56          | Agency Mortgage-Backed Securities  |
| GNII SF MA7591 M       | 2051-09-20      | 3.5000%  | 0.0000% | $1073554.00        | $606173.10         | Agency Mortgage-Backed Securities  |
| GNII SF CE9957 C       | 2051-10-20      | 2.5000%  | 0.0000% | $612598.00         | $431285.80         | Agency Mortgage-Backed Securities  |
| GNII SF DR7886 C       | 2056-04-20      | 5.5000%  | 0.0000% | $14470912.00       | $14761481.49       | Agency Mortgage-Backed Securities  |
| GNII ET DN4221 C       | 2065-01-20      | 4.5000%  | 0.0000% | $95369.00          | $91450.07          | Agency Mortgage-Backed Securities  |
| GNII SF DR0867 C       | 2056-04-20      | 5.5000%  | 0.0000% | $5666216.00        | $5768511.35        | Agency Mortgage-Backed Securities  |
| GNII ET DP3239 C       | 2065-12-20      | 4.5000%  | 0.0000% | $72312.00          | $69591.33          | Agency Mortgage-Backed Securities  |
| GNII SF MA5654 M       | 2048-12-20      | 5.5000%  | 0.0000% | $1183108.00        | $83384.09          | Agency Mortgage-Backed Securities  |
| GNII SF MA4961 M       | 2048-01-20      | 3.0000%  | 0.0000% | $840000.00         | $112561.88         | Agency Mortgage-Backed Securities  |
| GNII SF MB0785 M       | 2040-11-20      | 5.0000%  | 0.0000% | $486555.00         | $475501.10         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0387         | 2061-01-15      | 5.0000%  | 0.0000% | $553612.00         | $555776.30         | Agency Mortgage-Backed Securities  |
| GNPL PN DF9973         | 2059-11-15      | 4.9800%  | 0.0000% | $50963.00          | $50595.65          | Agency Mortgage-Backed Securities  |
| GNII SP 785283 C       | 2051-01-20      | 2.5000%  | 0.0000% | $175000.00         | $78438.27          | Agency Mortgage-Backed Securities  |
| GNMI SF 712415 X       | 2039-05-15      | 5.0000%  | 0.0000% | $650000.00         | $8663.68           | Agency Mortgage-Backed Securities  |
| GNII SF DO3647 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1515996.00        | $1620353.69        | Agency Mortgage-Backed Securities  |
| GNMI SF 597878 X       | 2033-02-15      | 5.5000%  | 0.0000% | $1155152.00        | $32169.99          | Agency Mortgage-Backed Securities  |
| GNMI SF AD7472 X       | 2043-04-15      | 3.5000%  | 0.0000% | $38098.00          | $5278.65           | Agency Mortgage-Backed Securities  |
| GNII SF MA7969 M       | 2035-04-20      | 6.0000%  | 0.0000% | $108660.00         | $62727.98          | Agency Mortgage-Backed Securities  |
| GNII RG CM3407 C       | 2049-10-20      | 5.5000%  | 0.0000% | $1515134.00        | $307257.12         | Agency Mortgage-Backed Securities  |
| GNII SF AJ4250 C       | 2044-09-20      | 3.5000%  | 0.0000% | $1623108.00        | $325929.76         | Agency Mortgage-Backed Securities  |
| GNPL PN BP2036         | 2062-07-15      | 3.6600%  | 0.0000% | $369490.00         | $334784.70         | Agency Mortgage-Backed Securities  |
| GNII SF BV8709 C       | 2050-07-20      | 3.0000%  | 0.0000% | $725098.00         | $354835.30         | Agency Mortgage-Backed Securities  |
| GNII SF CC9828 C       | 2051-06-20      | 3.0000%  | 0.0000% | $120434.00         | $71004.10          | Agency Mortgage-Backed Securities  |
| GNAR AF MB0881 M       | 2056-01-20      | 4.5000%  | 0.0000% | $3084732.00        | $3064761.48        | Agency Mortgage-Backed Securities  |
| GNII SP 785327 C       | 2049-10-20      | 3.5000%  | 0.0000% | $80984.00          | $28922.42          | Agency Mortgage-Backed Securities  |
| GNII SP 786107 C       | 2052-03-20      | 3.0000%  | 0.0000% | $200000.00         | $123174.21         | Agency Mortgage-Backed Securities  |
| GNII SF MA5081 M       | 2048-03-20      | 5.5000%  | 0.0000% | $5729848.00        | $639122.23         | Agency Mortgage-Backed Securities  |
| GNII SF 794944 C       | 2035-10-20      | 5.5000%  | 0.0000% | $694016.00         | $55193.40          | Agency Mortgage-Backed Securities  |
| GNII SF DQ4616 C       | 2056-04-20      | 5.5000%  | 0.0000% | $1238433.00        | $1270481.86        | Agency Mortgage-Backed Securities  |
| GNII SF DR8268 C       | 2056-04-20      | 6.0000%  | 0.0000% | $1165332.00        | $1212599.42        | Agency Mortgage-Backed Securities  |
| GNII SF CC9829 C       | 2051-06-20      | 3.0000%  | 0.0000% | $196650.00         | $134386.88         | Agency Mortgage-Backed Securities  |
| GNII SF DK6562 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1296344.00        | $1250479.14        | Agency Mortgage-Backed Securities  |
| GNII JM MB0672 M       | 2055-09-20      | 5.0000%  | 0.0000% | $843795.00         | $829237.75         | Agency Mortgage-Backed Securities  |
| GNII SF AX4344 C       | 2046-10-20      | 3.5000%  | 0.0000% | $305000.00         | $65656.15          | Agency Mortgage-Backed Securities  |
| GNMI SF BE2167 X       | 2048-02-15      | 5.0000%  | 0.0000% | $1211579.00        | $44578.49          | Agency Mortgage-Backed Securities  |
| GNII SF CN3265 C       | 2052-06-20      | 4.5000%  | 0.0000% | $1030846.00        | $974869.20         | Agency Mortgage-Backed Securities  |
| GNII ET DL1360 C       | 2065-05-20      | 3.0000%  | 0.0000% | $109598.00         | $96421.82          | Agency Mortgage-Backed Securities  |
| GNMI SF AX8707 X       | 2047-01-15      | 3.0000%  | 0.0000% | $400000.00         | $113849.46         | Agency Mortgage-Backed Securities  |
| GNII SF CM2070 C       | 2052-05-20      | 4.0000%  | 0.0000% | $2330228.00        | $1663820.34        | Agency Mortgage-Backed Securities  |
| GNII SF DE5707 C       | 2054-09-20      | 5.0000%  | 0.0000% | $754556.00         | $595650.20         | Agency Mortgage-Backed Securities  |
| GNII ET DQ5749 C       | 2066-01-20      | 5.0000%  | 0.0000% | $276601.00         | $276292.80         | Agency Mortgage-Backed Securities  |
| GNII SF MB1065 M       | 2051-12-20      | 2.5000%  | 0.0000% | $835754.00         | $717147.04         | Agency Mortgage-Backed Securities  |
| GNII SF MA5077 M       | 2048-03-20      | 3.5000%  | 0.0000% | $22707500.00       | $2556976.17        | Agency Mortgage-Backed Securities  |

### Security 680: 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: ARP1HCC38, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HCC38
- **C.18 - Value (incl. sponsor support):** $5870000000.00
- **C.18.a - Value (excl. sponsor support):** $5870000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLFA4454 | 2053-06-01      | 6.0000%  | 0.0000% | $49860215.00       | $45535375.52       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3934 | 2055-08-01      | 6.5000%  | 0.0000% | $35562579.00       | $36106098.91       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA6054 | 2056-04-01      | 5.5000%  | 0.0000% | $46412187.00       | $46909287.33       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS8579 | 2042-08-01      | 2.0000%  | 0.0000% | $50000000.00       | $36942164.80       | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0126 | 2056-07-01      | 3.5000%  | 0.0000% | $127063369.00      | $36421625.30       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | 0.0000% | $61010205.00       | $48121142.61       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5675 | 2055-04-01      | 6.5000%  | 0.0000% | $99234331.00       | $57781655.31       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0961 | 2049-07-01      | 3.0000%  | 0.0000% | $59628000.00       | $48613381.95       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3625 | 2051-12-01      | 3.0000%  | 0.0000% | $63163399.00       | $54360711.36       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3305 | 2050-08-01      | 4.0000%  | 0.0000% | $39553720.00       | $36058861.65       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4540 | 2050-02-01      | 3.0000%  | 0.0000% | $73061138.00       | $65610850.46       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3933 | 2055-08-01      | 6.5000%  | 0.0000% | $53252504.00       | $54714550.13       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3844 | 2055-12-01      | 4.5000%  | 0.0000% | $44880350.00       | $42734190.46       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNFA3055 | 2035-05-01      | 6.0000%  | 0.0000% | $53933437.00       | $41288083.84       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4827 | 2053-05-01      | 5.0000%  | 0.0000% | $60314712.00       | $46375928.02       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2707 | 2037-01-01      | 2.0000%  | 0.0000% | $117378054.00      | $64904740.86       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA6056 | 2050-06-01      | 3.5000%  | 0.0000% | $132123250.00      | $57463628.30       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3717 | 2049-06-01      | 4.0000%  | 0.0000% | $154145594.00      | $35762226.43       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  | 0.0000% | $72743504.00       | $36960272.45       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA6032 | 2056-04-01      | 6.5000%  | 0.0000% | $43046571.00       | $44599056.98       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC2003 | 2056-02-01      | 5.0000%  | 0.0000% | $61291252.00       | $60684480.27       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3837 | 2052-06-01      | 3.5000%  | 0.0000% | $69667285.00       | $45631412.33       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3927 | 2055-11-01      | 6.5000%  | 0.0000% | $34962212.00       | $35500269.22       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8737 | 2055-10-01      | 6.0000%  | 0.0000% | $49380993.00       | $43724864.09       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8700 | 2055-09-01      | 6.0000%  | 0.0000% | $61398423.00       | $49781273.42       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5767 | 2045-07-01      | 5.5000%  | 0.0000% | $57876000.00       | $47529626.75       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMB0307 | 2055-03-01      | 5.5000%  | 0.0000% | $46501000.00       | $38082886.76       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3123 | 2052-03-01      | 3.5000%  | 0.0000% | $104694913.00      | $65048478.63       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8521 | 2054-05-01      | 5.0000%  | 0.0000% | $44121922.00       | $37578207.89       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9836 | 2055-01-01      | 6.5000%  | 0.0000% | $46831401.00       | $37856425.97       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0396 | 2051-05-01      | 2.5000%  | 0.0000% | $61479546.00       | $38727311.63       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7801 | 2054-01-01      | 6.5000%  | 0.0000% | $77916051.00       | $51847180.19       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4857 | 2056-03-01      | 5.5000%  | 0.0000% | $43559581.00       | $43631410.58       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3926 | 2055-08-01      | 6.5000%  | 0.0000% | $67019449.00       | $67043010.29       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0748 | 2055-07-01      | 6.5000%  | 0.0000% | $72741415.00       | $67493852.83       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8343 | 2054-04-01      | 6.0000%  | 0.0000% | $63162356.00       | $50152984.38       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7520 | 2053-11-01      | 6.5000%  | 0.0000% | $64338495.00       | $43363707.91       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3930 | 2055-11-01      | 6.5000%  | 0.0000% | $64823899.00       | $65691732.40       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  | 0.0000% | $65814966.00       | $51109228.71       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5883 | 2040-11-01      | 3.5000%  | 0.0000% | $44874549.00       | $41427683.37       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA6036 | 2041-04-01      | 4.0000%  | 0.0000% | $60530360.00       | $58712648.00       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2234 | 2056-03-01      | 5.5000%  | 0.0000% | $59317779.00       | $60432323.12       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1861 | 2056-01-01      | 5.5000%  | 0.0000% | $67343002.00       | $66822366.10       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC2165 | 2056-03-01      | 4.5000%  | 0.0000% | $40326185.00       | $38806096.70       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2441 | 2050-07-01      | 3.0000%  | 0.0000% | $52092416.00       | $44387832.85       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3735 | 2040-01-01      | 6.0000%  | 0.0000% | $46355225.00       | $42175466.53       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3680 | 2055-11-01      | 5.5000%  | 0.0000% | $66926985.00       | $65822598.35       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  | 0.0000% | $79256481.00       | $59703142.02       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7652 | 2055-08-01      | 6.0000%  | 0.0000% | $45178822.00       | $39349574.07       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8936 | 2055-09-01      | 5.5000%  | 0.0000% | $43803688.00       | $42387017.96       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $47000000.00       | $35420290.01       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0869 | 2053-05-01      | 6.0000%  | 0.0000% | $69807213.00       | $52036924.87       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7274 | 2053-10-01      | 6.5000%  | 0.0000% | $77137760.00       | $58473298.12       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0406 | 2055-05-01      | 6.0000%  | 0.0000% | $50000000.00       | $47101138.11       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCA6461 | 2040-07-01      | 2.5000%  | 0.0000% | $145467393.00      | $65124515.92       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4313 | 2052-08-01      | 4.5000%  | 0.0000% | $63076512.00       | $46615015.47       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4134 | 2052-07-01      | 5.0000%  | 0.0000% | $82513512.00       | $51801860.98       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5648 | 2053-02-01      | 6.0000%  | 0.0000% | $62814331.00       | $37746398.11       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN6630 | 2049-05-01      | 3.5000%  | 0.0000% | $171638706.00      | $39761039.33       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9164 | 2052-02-01      | 2.0000%  | 0.0000% | $55251000.00       | $39345654.37       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5037 | 2053-06-01      | 4.5000%  | 0.0000% | $76242343.00       | $60603720.01       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1368 | 2046-11-01      | 3.0000%  | 0.0000% | $400000000.00      | $64098354.78       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC0662 | 2055-07-01      | 4.5000%  | 0.0000% | $51506238.00       | $48503058.61       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9981 | 2055-02-01      | 5.5000%  | 0.0000% | $59555198.00       | $56139979.63       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5416 | 2053-07-01      | 6.0000%  | 0.0000% | $96414879.00       | $66766245.75       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7924 | 2056-04-01      | 5.0000%  | 0.0000% | $48022967.00       | $47502675.51       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA7955 | 2035-11-01      | 2.0000%  | 0.0000% | $100000000.00      | $41084158.82       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2508 | 2055-07-01      | 6.0000%  | 0.0000% | $36367417.00       | $33386531.18       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2736 | 2037-06-01      | 2.5000%  | 0.0000% | $60294024.00       | $51387529.80       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3273 | 2055-10-01      | 6.5000%  | 0.0000% | $58787737.00       | $58561751.41       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3626 | 2052-03-01      | 3.0000%  | 0.0000% | $51504280.00       | $44213909.89       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $38907903.00       | $35261224.81       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5771 | 2040-07-01      | 5.0000%  | 0.0000% | $67991683.00       | $53662235.70       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5894 | 2053-03-01      | 5.0000%  | 0.0000% | $86491010.00       | $64236185.18       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3918 | 2055-11-01      | 6.5000%  | 0.0000% | $35841297.00       | $35163323.29       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3734 | 2040-01-01      | 6.0000%  | 0.0000% | $38450945.00       | $36968842.44       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1820 | 2056-01-01      | 5.0000%  | 0.0000% | $57372953.00       | $56577078.11       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA6002 | 2041-03-01      | 4.0000%  | 0.0000% | $54635608.00       | $52727523.79       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6908 | 2055-12-01      | 5.5000%  | 0.0000% | $40697858.00       | $37778472.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5684 | 2040-04-01      | 5.5000%  | 0.0000% | $90158146.00       | $60957743.08       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5830 | 2040-09-01      | 5.5000%  | 0.0000% | $54113716.00       | $44436043.98       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5711 | 2040-05-01      | 5.0000%  | 0.0000% | $59947455.00       | $38632878.02       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7807 | 2054-01-01      | 6.5000%  | 0.0000% | $66708608.00       | $50704857.52       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3795 | 2052-06-01      | 3.5000%  | 0.0000% | $32673204.00       | $22494829.44       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA7061 | 2050-09-01      | 3.5000%  | 0.0000% | $74930583.00       | $35516667.80       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8522 | 2054-05-01      | 5.0000%  | 0.0000% | $57266249.00       | $49184087.75       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4453 | 2054-01-01      | 5.5000%  | 0.0000% | $49694983.00       | $47365820.48       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3813 | 2055-11-01      | 6.0000%  | 0.0000% | $59166367.00       | $58462223.86       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3928 | 2055-12-01      | 6.5000%  | 0.0000% | $68139115.00       | $68259574.06       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5425 | 2039-07-01      | 5.5000%  | 0.0000% | $81985743.00       | $40181975.51       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1922 | 2056-02-01      | 4.5000%  | 0.0000% | $43766555.00       | $42048117.08       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA4771 | 2039-04-01      | 6.5000%  | 0.0000% | $39108447.00       | $37766245.29       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4551 | 2052-07-01      | 3.0000%  | 0.0000% | $45820000.00       | $39873563.68       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLFA3029 | 2054-04-01      | 7.5000%  | 0.0000% | $41604767.00       | $37197634.92       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA2365 | 2052-07-01      | 4.0000%  | 0.0000% | $45887413.00       | $40315714.80       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3028 | 2049-01-01      | 4.0000%  | 0.0000% | $43048556.00       | $38649307.04       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0642 | 2036-05-01      | 2.5000%  | 0.0000% | $118000000.00      | $60745585.87       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1265 | 2055-10-01      | 6.5000%  | 0.0000% | $42377958.00       | $40639978.37       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3361 | 2052-11-01      | 5.0000%  | 0.0000% | $55766955.00       | $52620330.18       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3929 | 2055-05-01      | 6.5000%  | 0.0000% | $50078737.00       | $49748302.40       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3765 | 2055-09-01      | 6.0000%  | 0.0000% | $57820473.00       | $56179417.83       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3932 | 2055-06-01      | 6.5000%  | 0.0000% | $50016047.00       | $51205344.80       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC2177 | 2056-03-01      | 4.5000%  | 0.0000% | $37072649.00       | $35816987.28       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3630 | 2051-05-01      | 4.0000%  | 0.0000% | $63538808.00       | $58284143.79       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA4770 | 2040-03-01      | 6.0000%  | 0.0000% | $55619313.00       | $55390743.18       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0576 | 2055-06-01      | 6.0000%  | 0.0000% | $49334444.00       | $47835521.65       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2388 | 2056-04-01      | 5.5000%  | 0.0000% | $46648000.00       | $47362381.82       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6348 | 2053-05-01      | 4.5000%  | 0.0000% | $65436932.00       | $52335055.90       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8315 | 2054-04-01      | 5.0000%  | 0.0000% | $50000000.00       | $39856386.24       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9442 | 2054-11-01      | 6.0000%  | 0.0000% | $50000000.00       | $42016663.48       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3471 | 2053-07-01      | 4.0000%  | 0.0000% | $56280234.00       | $51473655.90       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA1074 | 2040-03-01      | 5.5000%  | 0.0000% | $77992905.00       | $50843533.14       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBN9019 | 2051-02-01      | 2.0000%  | 0.0000% | $67559787.00       | $37327518.16       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9324 | 2052-09-01      | 3.5000%  | 0.0000% | $82030269.00       | $68506924.57       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1923 | 2056-02-01      | 4.5000%  | 0.0000% | $42306303.00       | $40689860.41       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8569 | 2054-07-01      | 6.0000%  | 0.0000% | $58602641.00       | $49267685.64       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0737 | 2055-07-01      | 6.5000%  | 0.0000% | $45589715.00       | $44906123.35       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2805 | 2055-09-01      | 6.5000%  | 0.0000% | $54535164.00       | $49296605.32       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3364 | 2052-12-01      | 5.5000%  | 0.0000% | $64717663.00       | $63063478.04       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3924 | 2055-03-01      | 6.5000%  | 0.0000% | $61104408.00       | $60567411.17       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3958 | 2054-09-01      | 6.0000%  | 0.0000% | $40042925.00       | $36083550.71       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA2096 | 2040-07-01      | 5.0000%  | 0.0000% | $55525420.00       | $41927323.61       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC2178 | 2056-03-01      | 4.5000%  | 0.0000% | $43831905.00       | $42344646.62       | Agency Mortgage-Backed Securities |
| FNMS 06.500 ZLFP0154 | 2053-11-01      | 6.5000%  | 0.0000% | $59591012.00       | $62171369.03       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1064 | 2055-09-01      | 6.5000%  | 0.0000% | $56354799.00       | $54542512.32       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0008 | 2055-02-01      | 6.5000%  | 0.0000% | $69198538.00       | $53885812.96       | Agency Mortgage-Backed Securities |

### Security 681: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCC46, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HCC46
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.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 | 2026-06-18      | 0.0000%  | 0.0000% | $70890900.00       | $70550623.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-23      | 0.0000%  | 0.0000% | $540603200.00      | $536116193.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $449500.00         | $448297.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $1888700.00        | $1879634.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $605471200.00      | $585167770.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $159709600.00      | $162085851.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $246272000.00      | $244396392.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-25      | 0.0000%  | 0.0000% | $709995200.00      | $701722335.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-02      | 0.0000%  | 0.0000% | $511072800.00      | $507908748.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-04      | 0.0000%  | 0.0000% | $83710100.00       | $82915188.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $239625600.00      | $236647053.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $114119600.00      | $116681898.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-27      | 0.0000%  | 0.0000% | $4870600.00        | $4813307.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $783800.00         | $801699.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8253%  | 0.0000% | $145428000.00      | $145485153.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-21      | 0.0000%  | 0.0000% | $2042300.00        | $1989253.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-16      | 0.0000%  | 0.0000% | $837699200.00      | $833849134.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-23      | 0.0000%  | 0.0000% | $939094400.00      | $934096539.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $6974700.00        | $6890464.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $71111900.00       | $72069009.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $274518400.00      | $279155699.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $189115000.00      | $190281656.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $46643700.00       | $46396491.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $94075000.00       | $94367993.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $785300.00         | $784285.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $681481000.00      | $690388544.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $7581600.00        | $7508369.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-02      | 0.0000%  | 0.0000% | $25830400.00       | $25747975.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-08      | 0.0000%  | 0.0000% | $741200.00         | $729403.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $14338100.00       | $14259343.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $103352600.00      | $105150149.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $265091200.00      | $269597593.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $11290700.00       | $9812539.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-17      | 0.0000%  | 0.0000% | $1344059200.00     | $1325415754.84     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $570208800.00      | $543168608.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $720000.00         | $713802.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $334353200.00      | $330007277.11      | U.S. Treasuries (including strips) |

### Security 682: 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: ARP1HCC53, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HCC53
- **C.18 - Value (incl. sponsor support):** $2748000000.00
- **C.18.a - Value (excl. sponsor support):** $2748000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLSL3632 | 2055-10-01      | 6.5000%  | 0.0000% | $15758303.00       | $15864371.21       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4441 | 2056-03-01      | 4.5000%  | 0.0000% | $57217265.00       | $55135472.65       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL4767 | 2052-08-01      | 4.0000%  | 0.0000% | $53883017.00       | $50886017.12       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3309 | 2055-01-01      | 6.5000%  | 0.0000% | $66687056.00       | $56682506.50       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1294 | 2052-07-01      | 5.0000%  | 0.0000% | $88887727.00       | $56766598.28       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6570 | 2054-10-01      | 5.5000%  | 0.0000% | $50781000.00       | $48734425.74       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8372 | 2040-03-01      | 5.5000%  | 0.0000% | $91711232.00       | $56686730.62       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6913 | 2054-10-01      | 6.5000%  | 0.0000% | $77419350.00       | $59240518.21       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  | 0.0000% | $102707374.00      | $64876376.43       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  | 0.0000% | $63784536.00       | $49723043.21       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1994 | 2055-07-01      | 6.0000%  | 0.0000% | $68293793.00       | $65364332.88       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2446 | 2055-08-01      | 6.0000%  | 0.0000% | $63106537.00       | $60727955.29       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2831 | 2054-09-01      | 6.5000%  | 0.0000% | $53344978.00       | $51371634.42       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2199 | 2054-08-01      | 5.5000%  | 0.0000% | $65205550.00       | $58796432.20       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3726 | 2055-03-01      | 6.0000%  | 0.0000% | $70609800.00       | $64679572.01       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5520 | 2055-12-01      | 5.5000%  | 0.0000% | $67550000.00       | $66593403.33       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8393 | 2053-02-01      | 4.5000%  | 0.0000% | $59908156.00       | $47910369.32       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5663 | 2056-01-01      | 5.0000%  | 0.0000% | $50222124.00       | $49551234.54       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8364 | 2040-02-01      | 5.5000%  | 0.0000% | $100781276.00      | $62894857.39       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8328 | 2039-09-01      | 5.5000%  | 0.0000% | $102804957.00      | $53296039.00       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8385 | 2040-05-01      | 5.5000%  | 0.0000% | $73808436.00       | $50510123.58       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8579 | 2055-11-01      | 5.5000%  | 0.0000% | $70045264.00       | $65052460.65       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8093 | 2052-10-01      | 5.5000%  | 0.0000% | $86193337.00       | $64179762.04       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8092 | 2052-10-01      | 5.5000%  | 0.0000% | $91975073.00       | $67077865.67       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9065 | 2053-05-01      | 5.5000%  | 0.0000% | $80000000.00       | $65008554.43       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9377 | 2053-07-01      | 5.5000%  | 0.0000% | $67081812.00       | $55398820.57       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4798 | 2055-09-01      | 6.5000%  | 0.0000% | $1507830.00        | $1399803.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3353 | 2056-01-01      | 6.0000%  | 0.0000% | $55130178.00       | $55925210.47       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3642 | 2055-07-01      | 6.5000%  | 0.0000% | $62400501.00       | $54885396.71       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3297 | 2055-01-01      | 6.0000%  | 0.0000% | $63968856.00       | $55455149.61       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | 0.0000% | $68385000.00       | $50114301.53       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTRB5383 | 2046-01-01      | 4.5000%  | 0.0000% | $56222420.00       | $53814862.62       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3470 | 2055-11-01      | 6.0000%  | 0.0000% | $56693956.00       | $56178828.99       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3461 | 2055-10-01      | 6.0000%  | 0.0000% | $55981234.00       | $54043395.21       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0074 | 2041-04-01      | 4.0000%  | 0.0000% | $60118063.00       | $58301047.98       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4442 | 2056-03-01      | 5.5000%  | 0.0000% | $54158457.00       | $54620006.41       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3149 | 2053-03-01      | 5.5000%  | 0.0000% | $71855036.00       | $67500935.41       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3667 | 2054-06-01      | 6.0000%  | 0.0000% | $52557813.00       | $48810333.68       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3471 | 2055-09-01      | 6.0000%  | 0.0000% | $59241948.00       | $57938136.08       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3473 | 2055-11-01      | 6.0000%  | 0.0000% | $55731588.00       | $55925558.45       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4455 | 2056-03-01      | 4.5000%  | 0.0000% | $66491698.00       | $64114607.86       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3465 | 2055-09-01      | 6.0000%  | 0.0000% | $68206646.00       | $65945685.48       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0051 | 2041-01-01      | 3.5000%  | 0.0000% | $71606292.00       | $66919340.48       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7757 | 2052-08-01      | 4.0000%  | 0.0000% | $81998030.00       | $59419932.18       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3481 | 2053-08-01      | 6.5000%  | 0.0000% | $89702459.00       | $54917132.79       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $61752809.00       | $50578334.57       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3097 | 2055-09-01      | 6.0000%  | 0.0000% | $61260592.00       | $54010530.84       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5904 | 2055-10-01      | 6.0000%  | 0.0000% | $54352457.00       | $47690176.04       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  | 0.0000% | $60481775.00       | $47536751.96       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0826 | 2055-02-01      | 5.0000%  | 0.0000% | $56610567.00       | $53467155.07       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1189 | 2055-05-01      | 5.5000%  | 0.0000% | $60773072.00       | $55173308.44       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1470 | 2055-04-01      | 6.5000%  | 0.0000% | $55486243.00       | $50224600.03       | Agency Mortgage-Backed Securities |

### Security 683: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCC61, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HCC61
- **C.18 - Value (incl. sponsor support):** $4506000000.00
- **C.18.a - Value (excl. sponsor support):** $4506000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $23848100.00       | $25457955.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $200.00            | $332.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $23685700.00       | $23567414.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $18946000.00       | $19655053.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $36191400.00       | $36168721.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $10354100.00       | $11110354.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $20459600.00       | $21953952.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $400.00            | $392.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $204872000.00      | $249998398.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $117468300.00      | $249999805.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $259440000.00      | $249999875.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $248627200.00      | $249999792.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $251544000.00      | $249998658.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $68045000.00       | $52193026.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $327397400.00      | $249999851.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $333641600.00      | $249999955.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $307182400.00      | $249999819.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8333%  | 0.0000% | $147200.00         | $147332.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $2447100.00        | $1568715.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $243116800.00      | $249999202.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $141299200.00      | $142274913.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $240019200.00      | $249999303.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $198161400.00      | $144991247.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $343272000.00      | $249999023.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $106195800.00      | $93020057.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $263549600.00      | $249999460.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $246577600.00      | $249999048.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $34600200.00       | $34213726.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $249305600.00      | $249968425.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $248476800.00      | $249997586.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $241586400.00      | $239838595.81      | U.S. Treasuries (including strips) |

### Security 684: FICC - WELLS FARGO BANK N.A

- **C.1 - Title:** FICC - WELLS FARGO BANK N.A 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCCA2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HCCA2
- **C.18 - Value (incl. sponsor support):** $1411000000.00
- **C.18.a - Value (excl. sponsor support):** $1411000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.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 | 2029-02-28      | 4.2500%  | 0.0000% | $12452600.00       | $12648178.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $750375000.00      | $771605181.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $636311300.00      | $654966699.17      | U.S. Treasuries (including strips) |

### Security 685: FICC - WELLS FARGO BANK N.A

- **C.1 - Title:** FICC - WELLS FARGO BANK N.A 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCCB0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1HCCB0
- **C.18 - Value (incl. sponsor support):** $3120000000.00
- **C.18.a - Value (excl. sponsor support):** $3120000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.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 | 2042-05-15      | 3.2500%  | 0.0000% | $558072000.00      | $465568393.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $482366000.00      | $462021198.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $467144000.00      | $331218921.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $500634000.00      | $323503307.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $487527900.00      | $325666369.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $493690000.00      | $441676719.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $349931100.00      | $344487902.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $534148200.00      | $295467747.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $197559300.00      | $192789458.82      | U.S. Treasuries (including strips) |

### Security 686: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCCD6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HCCD6
- **C.18 - Value (incl. sponsor support):** $8970000000.00
- **C.18.a - Value (excl. sponsor support):** $8970000000.00
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $252312000.00      | $249999553.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $154045800.00      | $141143119.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $249052800.00      | $249999071.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $252155200.00      | $249999273.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $255523200.00      | $249998795.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $34464500.00       | $26279419.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $191755200.00      | $249999458.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $249980000.00      | $249999998.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $244059200.00      | $249999600.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $239561600.00      | $249998370.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $244664800.00      | $249999898.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $258281600.00      | $177638464.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $416700800.00      | $249999414.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $243420000.00      | $249999882.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $73100.00          | $75383.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $254072000.00      | $249999675.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 4.6250%  | 0.0000% | $259340000.00      | $249999719.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $202937400.00      | $189089321.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $112535600.00      | $133613390.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $249544000.00      | $249999897.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $256100000.00      | $249999177.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $184155200.00      | $206623513.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $189585600.00      | $231624932.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $258596800.00      | $249998501.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $257624000.00      | $249999881.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $169513600.00      | $169439735.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $251344000.00      | $249999309.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $340966400.00      | $249999182.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $403408000.00      | $249999782.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $11765400.00       | $11881261.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $7910800.00        | $8027680.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $79741200.00       | $88571359.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $241827200.00      | $249997956.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $252206400.00      | $249999278.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $285097600.00      | $249998100.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $104518400.00      | $84548375.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $262706400.00      | $249999971.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $170478600.00      | $180868591.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $248201600.00      | $249998812.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $287206400.00      | $249997446.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $322748700.00      | $249999110.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $253200000.00      | $249999261.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $256048000.00      | $249997217.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $288179200.00      | $249999850.33      | U.S. Treasuries (including strips) |

### Security 687: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCCE4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HCCE4
- **C.18 - Value (incl. sponsor support):** $3956000000.00
- **C.18.a - Value (excl. sponsor support):** $3956000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $249322400.00      | $249999559.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-15      | 1.2500%  | 0.0000% | $250918400.00      | $249997401.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $288084800.00      | $249999305.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $266208000.00      | $249999816.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $286265600.00      | $249999307.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $206860000.00      | $249969336.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $273004800.00      | $249997674.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $243685200.00      | $241789500.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $250720000.00      | $249997503.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $248556800.00      | $249997372.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $248097600.00      | $249999375.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $38657600.00       | $43374116.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $247102000.00      | $249999098.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7500%  | 0.0000% | $250880000.00      | $249996902.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $200236000.00      | $249999911.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $100.00            | $97.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $254113600.00      | $249999614.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $246284000.00      | $249999899.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $4200.00           | $4225.24           | U.S. Treasuries (including strips) |

### Security 688: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN 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: ARP1HCCG9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HCCG9
- **C.18 - Value (incl. sponsor support):** $8099000000.00
- **C.18.a - Value (excl. sponsor support):** $8099000000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 DM4315 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1297468.00        | $1352900.86        | Agency Mortgage-Backed Securities |
| GNII SF MB0531 M     | 2040-08-20      | 6.5000%  | 0.0000% | $765111.00         | $790187.28         | Agency Mortgage-Backed Securities |
| GNMI SF BY2848 X     | 2051-02-15      | 2.5000%  | 0.0000% | $4802472.00        | $3402616.25        | Agency Mortgage-Backed Securities |
| GNPL PN CC7501       | 2049-03-15      | 3.1300%  | 0.0000% | $90409.00          | $75606.43          | Agency Mortgage-Backed Securities |
| GNPL PN CC7502       | 2048-03-15      | 3.0900%  | 0.0000% | $52175.00          | $43208.36          | Agency Mortgage-Backed Securities |
| GNII SF BP7953 C     | 2050-01-20      | 3.5000%  | 0.0000% | $1892070.00        | $711433.64         | Agency Mortgage-Backed Securities |
| GNII SF CI4372 C     | 2039-07-20      | 6.0000%  | 0.0000% | $1455858.00        | $1096324.99        | Agency Mortgage-Backed Securities |
| GNII SF BY0832 C     | 2050-09-20      | 2.0000%  | 0.0000% | $1078442.00        | $490451.00         | Agency Mortgage-Backed Securities |
| GNPL LM CA7651       | 2058-12-15      | 3.1700%  | 0.0000% | $85987.00          | $75054.38          | Agency Mortgage-Backed Securities |
| GNII SF BV7358 C     | 2036-01-20      | 5.0000%  | 0.0000% | $1832080.00        | $229466.68         | Agency Mortgage-Backed Securities |
| GNII SF BP1928 C     | 2049-08-20      | 3.5000%  | 0.0000% | $230000.00         | $43756.69          | Agency Mortgage-Backed Securities |
| GNII ET DO6377 C     | 2059-11-20      | 3.0000%  | 0.0000% | $166256.00         | $145686.18         | Agency Mortgage-Backed Securities |
| GNII SP 784519 C     | 2047-11-20      | 3.5000%  | 0.0000% | $6900000.00        | $1909599.15        | Agency Mortgage-Backed Securities |
| GNII SP 785349 C     | 2051-03-20      | 2.5000%  | 0.0000% | $1065000.00        | $607812.87         | Agency Mortgage-Backed Securities |
| GNAR AT 080913 M     | 2034-05-20      | 5.6250%  | 0.0000% | $1040000.00        | $5926.73           | Agency Mortgage-Backed Securities |
| GNII ET DN9380 C     | 2065-10-20      | 4.5000%  | 0.0000% | $676032.00         | $649046.27         | Agency Mortgage-Backed Securities |
| GNII BD DP1059 C     | 2056-01-20      | 4.0000%  | 0.0000% | $2093784.00        | $1910925.68        | Agency Mortgage-Backed Securities |
| GNII SF DP4457 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1252624.00        | $1296869.36        | Agency Mortgage-Backed Securities |
| GNII ET DP1028 C     | 2065-12-20      | 5.5000%  | 0.0000% | $4599440.00        | $4639569.64        | Agency Mortgage-Backed Securities |
| GNII ET DN7511 C     | 2065-09-20      | 6.5000%  | 0.0000% | $537819.00         | $562266.65         | Agency Mortgage-Backed Securities |
| GNII SP 787154 C     | 2053-11-20      | 6.5000%  | 0.0000% | $3295460.00        | $1812751.86        | Agency Mortgage-Backed Securities |
| GNII SP 787918 C     | 2055-03-20      | 5.0000%  | 0.0000% | $365000.00         | $333148.78         | Agency Mortgage-Backed Securities |
| GNII ET DP1586 C     | 2066-02-20      | 3.5000%  | 0.0000% | $333443.00         | $299884.04         | Agency Mortgage-Backed Securities |
| GNII ET DM2986 C     | 2065-07-20      | 3.0000%  | 0.0000% | $168062.00         | $147514.00         | Agency Mortgage-Backed Securities |
| GNII ET DN6763 C     | 2065-11-20      | 3.0000%  | 0.0000% | $180444.00         | $158185.92         | Agency Mortgage-Backed Securities |
| GNII SF DJ2840 C     | 2055-07-20      | 6.5000%  | 0.0000% | $8101520.00        | $7338350.45        | Agency Mortgage-Backed Securities |
| GNII JM MA6212 M     | 2049-10-20      | 4.5000%  | 0.0000% | $4888544.00        | $994613.66         | Agency Mortgage-Backed Securities |
| GNPL PN DJ5815       | 2060-12-15      | 5.5400%  | 0.0000% | $7050000.00        | $7313978.81        | Agency Mortgage-Backed Securities |
| GNII ET DJ4967 C     | 2065-05-20      | 6.5000%  | 0.0000% | $3371748.00        | $3218721.87        | Agency Mortgage-Backed Securities |
| GNII SF DJ9245 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1989918.00        | $1528850.49        | Agency Mortgage-Backed Securities |
| GNII SF DH6882 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1076304.00        | $1112370.29        | Agency Mortgage-Backed Securities |
| GNII SF MA5597 M     | 2048-11-20      | 5.0000%  | 0.0000% | $200000.00         | $11480.08          | Agency Mortgage-Backed Securities |
| GNII SF DJ9132 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1465570.00        | $1359773.88        | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M     | 2048-01-20      | 3.5000%  | 0.0000% | $48000.00          | $5358.94           | Agency Mortgage-Backed Securities |
| GNII SF DH4937 C     | 2055-07-20      | 6.5000%  | 0.0000% | $842712.00         | $773179.56         | Agency Mortgage-Backed Securities |
| GNII SF DH6849 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2650264.00        | $675685.73         | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $122404000.00      | $14343395.05       | Agency Mortgage-Backed Securities |
| GNII SF DJ1821 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3467476.00        | $2607587.72        | Agency Mortgage-Backed Securities |
| GNII SF DJ3197 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4940048.00        | $5168012.09        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9497 | 2056-03-01      | 6.5000%  | 0.0000% | $1895688.00        | $2001294.03        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7965 | 2056-02-01      | 4.5000%  | 0.0000% | $1074208.00        | $1039578.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2654 | 2056-01-01      | 5.5000%  | 0.0000% | $3211232.00        | $3245323.57        | Agency Mortgage-Backed Securities |
| GNII SF DQ7280 C     | 2056-01-20      | 3.5000%  | 0.0000% | $46311168.00       | $40860399.31       | Agency Mortgage-Backed Securities |
| GNII SF MB0811 M     | 2055-12-20      | 4.0000%  | 0.0000% | $117307776.00      | $108821227.64      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3860 | 2055-01-01      | 6.0000%  | 0.0000% | $2720396.00        | $2464278.61        | Agency Mortgage-Backed Securities |
| GNII SF MA0087 M     | 2042-05-20      | 3.0000%  | 0.0000% | $2042252.00        | $156086.39         | Agency Mortgage-Backed Securities |
| GNMI SF 794520 X     | 2042-07-15      | 3.5000%  | 0.0000% | $4118872.00        | $448338.86         | Agency Mortgage-Backed Securities |
| GNII SF MA0826 M     | 2028-03-20      | 3.0000%  | 0.0000% | $975000.00         | $15330.11          | Agency Mortgage-Backed Securities |
| GNMI SF AB2869 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1170000.00        | $141273.52         | Agency Mortgage-Backed Securities |
| GNII SF MA0623 M     | 2042-12-20      | 2.5000%  | 0.0000% | $5269072.00        | $634980.52         | Agency Mortgage-Backed Securities |
| GNII SP 788440 C     | 2055-11-20      | 5.5000%  | 0.0000% | $30971264.00       | $29053121.05       | Agency Mortgage-Backed Securities |
| GNPL PN DJ0386       | 2061-01-15      | 5.0000%  | 0.0000% | $761206.00         | $768033.78         | Agency Mortgage-Backed Securities |
| GNII SF DH3001 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1014604.00        | $746143.89         | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $396140032.00      | $236433352.05      | Agency Mortgage-Backed Securities |
| GNII SF MA7655 M     | 2051-10-20      | 5.5000%  | 0.0000% | $46000.00          | $14445.63          | Agency Mortgage-Backed Securities |
| GNII JM MA7362 M     | 2049-06-20      | 4.0000%  | 0.0000% | $1780000.00        | $900191.03         | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $240026000.00      | $120199071.14      | Agency Mortgage-Backed Securities |
| GNII SF MA8914 M     | 2038-06-20      | 3.5000%  | 0.0000% | $194136.00         | $122369.98         | Agency Mortgage-Backed Securities |
| GNII SF MA7455 M     | 2031-12-20      | 6.5000%  | 0.0000% | $43047.00          | $15271.19          | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $19829888.00       | $6949925.79        | Agency Mortgage-Backed Securities |
| GNII SF MA6599 M     | 2050-04-20      | 3.0000%  | 0.0000% | $131440000.00      | $26678808.44       | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $46412800.00       | $26142000.78       | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $13277808.00       | $6157113.01        | Agency Mortgage-Backed Securities |
| GNII SF MA9361 M     | 2053-12-20      | 5.0000%  | 0.0000% | $231917.00         | $204080.60         | Agency Mortgage-Backed Securities |
| GNII SF DL4034 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1521060.00        | $1402796.61        | Agency Mortgage-Backed Securities |
| GNII SF DA9483 C     | 2054-05-20      | 6.5000%  | 0.0000% | $4933352.00        | $4774309.95        | Agency Mortgage-Backed Securities |
| GNII SF CX0792 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1070256.00        | $723289.93         | Agency Mortgage-Backed Securities |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $83760384.00       | $63331188.47       | Agency Mortgage-Backed Securities |
| GNII SF MB0624 M     | 2055-08-20      | 6.0000%  | 0.0000% | $2108544.00        | $2071167.31        | Agency Mortgage-Backed Securities |
| GNII SF MB0398 M     | 2040-06-20      | 4.5000%  | 0.0000% | $197841.00         | $182207.13         | Agency Mortgage-Backed Securities |
| GNII SF DB6700 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1917252.00        | $1620558.97        | Agency Mortgage-Backed Securities |
| GNPL PN DK1404       | 2060-10-15      | 5.5300%  | 0.0000% | $2831040.00        | $2920765.71        | Agency Mortgage-Backed Securities |
| GNII SF DJ8018 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1747656.00        | $1248304.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0787 | 2040-07-01      | 6.0000%  | 0.0000% | $6512912.00        | $5701374.65        | Agency Mortgage-Backed Securities |
| GNII SF DK3961 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1130752.00        | $441214.15         | Agency Mortgage-Backed Securities |
| GNII SF DK5706 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1069858.00        | $887921.75         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICC1114 | 2040-09-01      | 6.5000%  | 0.0000% | $1365450.00        | $1398283.68        | Agency Mortgage-Backed Securities |
| GNII SF DE0337 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1344988.00        | $1440058.54        | Agency Mortgage-Backed Securities |
| GNII ET DK8105 C     | 2065-08-20      | 4.0000%  | 0.0000% | $654905.00         | $606223.55         | Agency Mortgage-Backed Securities |
| GNII SF DC7930 C     | 2054-07-20      | 6.5000%  | 0.0000% | $2318600.00        | $833225.12         | Agency Mortgage-Backed Securities |
| GNPL PN DF4296       | 2060-05-15      | 5.3900%  | 0.0000% | $572400.00         | $582827.20         | Agency Mortgage-Backed Securities |
| GNII SF DC3571 C     | 2054-06-20      | 6.0000%  | 0.0000% | $1962402.00        | $1324697.32        | Agency Mortgage-Backed Securities |
| GNII SF DK9705 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2240104.00        | $1294705.63        | Agency Mortgage-Backed Securities |
| GNII SF DK5074 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4971520.00        | $3717505.11        | Agency Mortgage-Backed Securities |
| GNII SF DB8685 C     | 2054-05-20      | 6.0000%  | 0.0000% | $2120352.00        | $2038485.22        | Agency Mortgage-Backed Securities |
| GNII SF MA8767 M     | 2037-01-20      | 3.5000%  | 0.0000% | $474955.00         | $294373.39         | Agency Mortgage-Backed Securities |
| GNII SF DK9874 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1151076.00        | $1212765.10        | Agency Mortgage-Backed Securities |
| GNII SF DE2929 C     | 2054-11-20      | 6.5000%  | 0.0000% | $208129.00         | $216350.77         | Agency Mortgage-Backed Securities |
| GNII SF DG4536 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1389580.00        | $1445964.49        | Agency Mortgage-Backed Securities |
| GNPL PN DF5001       | 2060-11-15      | 5.2900%  | 0.0000% | $753660.00         | $766577.97         | Agency Mortgage-Backed Securities |
| GNII SF DF9108 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1414416.00        | $1468481.28        | Agency Mortgage-Backed Securities |
| GNII SF AO3450 C     | 2047-06-20      | 3.5000%  | 0.0000% | $5687410.00        | $1210027.64        | Agency Mortgage-Backed Securities |
| GNII SF DD6930 C     | 2054-10-20      | 6.5000%  | 0.0000% | $3600940.00        | $1257735.41        | Agency Mortgage-Backed Securities |
| GNII SF DL4891 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2014412.00        | $1413391.17        | Agency Mortgage-Backed Securities |
| GNPL PN DK6735       | 2060-06-15      | 5.8400%  | 0.0000% | $915090.00         | $959699.27         | Agency Mortgage-Backed Securities |
| GNII SF DD7758 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1472566.00        | $1015319.91        | Agency Mortgage-Backed Securities |
| GNII SF MA8799 M     | 2053-04-20      | 4.5000%  | 0.0000% | $10830288.00       | $8411373.54        | Agency Mortgage-Backed Securities |
| GNII SF DK3329 C     | 2040-06-20      | 4.5000%  | 0.0000% | $1168714.00        | $1107487.28        | Agency Mortgage-Backed Securities |
| GNII SF DB5963 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1738134.00        | $1277491.97        | Agency Mortgage-Backed Securities |
| GNII SF DD7702 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2132624.00        | $2053174.76        | Agency Mortgage-Backed Securities |
| GNII ET DJ8924 C     | 2065-05-20      | 6.5000%  | 0.0000% | $5749264.00        | $3834182.27        | Agency Mortgage-Backed Securities |
| GNII RG CQ2914 C     | 2036-02-20      | 6.0000%  | 0.0000% | $1789724.00        | $982086.19         | Agency Mortgage-Backed Securities |
| GNPL PN CW0764       | 2058-12-15      | 6.0300%  | 0.0000% | $44127.00          | $46023.30          | Agency Mortgage-Backed Securities |
| GNII JM 004849 M     | 2040-11-20      | 4.0000%  | 0.0000% | $3000000.00        | $66012.44          | Agency Mortgage-Backed Securities |
| GNII SF DA2552 C     | 2054-07-20      | 7.5000%  | 0.0000% | $614752.00         | $639567.61         | Agency Mortgage-Backed Securities |
| GNII SF CY8670 C     | 2053-12-20      | 7.0000%  | 0.0000% | $3279504.00        | $303259.77         | Agency Mortgage-Backed Securities |
| GNPL PN DA8510       | 2060-06-15      | 5.8400%  | 0.0000% | $858825.00         | $900691.43         | Agency Mortgage-Backed Securities |
| GNII SF DC1659 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1166158.00        | $1246696.47        | Agency Mortgage-Backed Securities |
| GNII SF DB7835 C     | 2054-06-20      | 5.5000%  | 0.0000% | $1725028.00        | $1441063.64        | Agency Mortgage-Backed Securities |
| GNPL PN CY8217       | 2059-01-15      | 5.9200%  | 0.0000% | $48679.00          | $50648.38          | Agency Mortgage-Backed Securities |
| GNII SF DD6905 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2002072.00        | $1408482.11        | Agency Mortgage-Backed Securities |
| GNII JM MB1057 M     | 2056-04-20      | 4.5000%  | 0.0000% | $12190624.00       | $11680507.34       | Agency Mortgage-Backed Securities |
| GNII SF DD7539 C     | 2054-09-20      | 7.5000%  | 0.0000% | $27053600.00       | $26440749.69       | Agency Mortgage-Backed Securities |
| GNII SF DP6315 C     | 2056-01-20      | 5.0000%  | 0.0000% | $2592372.00        | $2580050.93        | Agency Mortgage-Backed Securities |
| GNII SF DQ6793 C     | 2056-03-20      | 4.5000%  | 0.0000% | $1790898.00        | $1731409.97        | Agency Mortgage-Backed Securities |
| GNII SF CW9249 C     | 2055-05-20      | 6.5000%  | 0.0000% | $795104.00         | $740229.84         | Agency Mortgage-Backed Securities |
| GNII SF MB0993 M     | 2056-03-20      | 3.5000%  | 0.0000% | $128526.00         | $116301.58         | Agency Mortgage-Backed Securities |
| GNII SF CY5498 C     | 2054-01-20      | 6.5000%  | 0.0000% | $1126112.00        | $735349.16         | Agency Mortgage-Backed Securities |
| GNII SF CZ7451 C     | 2054-01-20      | 8.0000%  | 0.0000% | $3948552.00        | $3811120.38        | Agency Mortgage-Backed Securities |
| GNII SF CV9457 C     | 2053-07-20      | 5.5000%  | 0.0000% | $1845430.00        | $1598003.68        | Agency Mortgage-Backed Securities |
| GNII SF CZ0103 C     | 2054-01-20      | 7.0000%  | 0.0000% | $10445808.00       | $9066287.89        | Agency Mortgage-Backed Securities |
| GNCL CL DF6557       | 2067-03-15      | 5.8600%  | 0.0000% | $17390464.00       | $18233598.14       | Agency Mortgage-Backed Securities |
| GNII SF MA9424 M     | 2053-12-20      | 6.0000%  | 0.0000% | $13912000.00       | $6701725.82        | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $100120064.00      | $70830861.82       | Agency Mortgage-Backed Securities |
| GNII SF MA8294 M     | 2029-09-20      | 8.5000%  | 0.0000% | $26726.00          | $14137.31          | Agency Mortgage-Backed Securities |
| GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $1770382.00        | $703269.48         | Agency Mortgage-Backed Securities |
| GNII SF MA8913 M     | 2038-11-20      | 3.0000%  | 0.0000% | $103172.00         | $77789.35          | Agency Mortgage-Backed Securities |
| GNII SF MA9899 M     | 2052-07-20      | 2.0000%  | 0.0000% | $189320.00         | $142328.61         | Agency Mortgage-Backed Securities |
| GNII JM MA8191 M     | 2052-08-20      | 3.5000%  | 0.0000% | $10682496.00       | $7631541.85        | Agency Mortgage-Backed Securities |
| GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $8511536.00        | $4757018.94        | Agency Mortgage-Backed Securities |
| GNII SF MA8883 M     | 2053-04-20      | 7.5000%  | 0.0000% | $28407008.00       | $5146530.10        | Agency Mortgage-Backed Securities |
| GNII SF MA8724 M     | 2053-03-20      | 4.5000%  | 0.0000% | $8371152.00        | $6306592.47        | Agency Mortgage-Backed Securities |
| GNII SF MA9359 M     | 2053-02-20      | 4.0000%  | 0.0000% | $1004156.00        | $823057.52         | Agency Mortgage-Backed Securities |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $57371760.00       | $40371027.50       | Agency Mortgage-Backed Securities |
| GNII JM MA8931 M     | 2052-03-20      | 3.0000%  | 0.0000% | $844832.00         | $691640.53         | Agency Mortgage-Backed Securities |
| GNII SF DG9942 C     | 2054-12-20      | 5.5000%  | 0.0000% | $1092800.00        | $1093776.68        | Agency Mortgage-Backed Securities |
| GNII SF DB0521 C     | 2054-06-20      | 6.5000%  | 0.0000% | $1125814.00        | $833290.45         | Agency Mortgage-Backed Securities |
| GNII SF DK6011 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1232084.00        | $1295719.59        | Agency Mortgage-Backed Securities |
| GNII SF DL3167 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2216192.00        | $2323608.46        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1106 | 2032-07-01      | 3.0000%  | 0.0000% | $1600000.00        | $107410.62         | Agency Mortgage-Backed Securities |
| GNII SF DL3542 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1517914.00        | $1572883.87        | Agency Mortgage-Backed Securities |
| GNII ET DL1237 C     | 2065-05-20      | 3.0000%  | 0.0000% | $326648.00         | $286371.20         | Agency Mortgage-Backed Securities |
| GNII SF DL8993 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1416290.00        | $1490760.90        | Agency Mortgage-Backed Securities |
| GNII SF DL7799 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1108380.00        | $943183.87         | Agency Mortgage-Backed Securities |
| GNII SF DG4538 C     | 2054-11-20      | 4.0000%  | 0.0000% | $1967952.00        | $1768690.05        | Agency Mortgage-Backed Securities |
| GNII ET DM0220 C     | 2065-04-20      | 4.0000%  | 0.0000% | $223361.00         | $208497.59         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888538 | 2037-01-01      | 5.5000%  | 0.0000% | $1500000.00        | $12558.30          | Agency Mortgage-Backed Securities |
| GNII SF DL7675 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2975260.00        | $2672959.32        | Agency Mortgage-Backed Securities |
| GNII SF DH7395 C     | 2055-05-20      | 6.5000%  | 0.0000% | $795907.00         | $699080.64         | Agency Mortgage-Backed Securities |
| GNII SF DL5190 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1013806.00        | $1040936.38        | Agency Mortgage-Backed Securities |
| GNPL PN DG8448       | 2060-01-15      | 5.3600%  | 0.0000% | $140767.00         | $142847.06         | Agency Mortgage-Backed Securities |
| GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $21875488.00       | $16536948.12       | Agency Mortgage-Backed Securities |
| GNII SF DM2599 C     | 2055-09-20      | 6.5000%  | 0.0000% | $834850.00         | $889762.57         | Agency Mortgage-Backed Securities |
| GNII SF DL1847 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2857500.00        | $2156850.22        | Agency Mortgage-Backed Securities |
| GNII ET DM1664 C     | 2065-09-20      | 3.5000%  | 0.0000% | $181349.00         | $162123.89         | Agency Mortgage-Backed Securities |
| GNII SF CZ9190 C     | 2054-03-20      | 6.5000%  | 0.0000% | $21845664.00       | $1604228.57        | Agency Mortgage-Backed Securities |
| GNII SF DG9410 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1296510.00        | $966647.42         | Agency Mortgage-Backed Securities |
| GNII SF DJ1934 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1272164.00        | $1332064.14        | Agency Mortgage-Backed Securities |
| GNII ET DM6731 C     | 2065-07-20      | 4.0000%  | 0.0000% | $78951.00          | $73807.40          | Agency Mortgage-Backed Securities |
| GNII SF DM4289 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1489714.00        | $1566449.72        | Agency Mortgage-Backed Securities |
| GNII SF DH6840 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2219388.00        | $763033.14         | Agency Mortgage-Backed Securities |
| GNII SF DD7703 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2496772.00        | $2422023.48        | Agency Mortgage-Backed Securities |
| GNII SF DD7704 C     | 2054-08-20      | 7.0000%  | 0.0000% | $4486856.00        | $4237484.32        | Agency Mortgage-Backed Securities |
| GNII SF MB0285 M     | 2040-03-20      | 6.5000%  | 0.0000% | $164543.00         | $121241.45         | Agency Mortgage-Backed Securities |
| GNII JM MB0673 M     | 2055-10-20      | 5.5000%  | 0.0000% | $83312896.00       | $80321135.30       | Agency Mortgage-Backed Securities |
| GNII SF DG9947 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1042696.00        | $1078130.34        | Agency Mortgage-Backed Securities |
| GNII SP 785663 C     | 2051-10-20      | 2.5000%  | 0.0000% | $3600000.00        | $1969143.17        | Agency Mortgage-Backed Securities |
| GNII ET DO0245 C     | 2065-10-20      | 3.5000%  | 0.0000% | $408261.00         | $366564.28         | Agency Mortgage-Backed Securities |
| GNII SF DI0788 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1019254.00        | $764535.67         | Agency Mortgage-Backed Securities |
| GNII SF MB0306 M     | 2055-04-20      | 4.5000%  | 0.0000% | $49238848.00       | $46263736.49       | Agency Mortgage-Backed Securities |
| GNMI SF 747266 X     | 2040-09-15      | 5.0000%  | 0.0000% | $388491.00         | $24800.17          | Agency Mortgage-Backed Securities |
| GNII SF DI8844 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1252638.00        | $1318904.92        | Agency Mortgage-Backed Securities |
| GNII SF DG2247 C     | 2054-12-20      | 7.0000%  | 0.0000% | $14288880.00       | $13609668.90       | Agency Mortgage-Backed Securities |
| GNII SF DI1642 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1058008.00        | $742163.37         | Agency Mortgage-Backed Securities |
| GNII SF DG9261 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2412628.00        | $333172.15         | Agency Mortgage-Backed Securities |
| GNII SF DH3521 C     | 2040-09-20      | 4.5000%  | 0.0000% | $1529602.00        | $1434041.59        | Agency Mortgage-Backed Securities |
| GNII ET DO5983 C     | 2065-12-20      | 4.0000%  | 0.0000% | $320682.00         | $300565.55         | Agency Mortgage-Backed Securities |
| GNII SP 785660 C     | 2051-10-20      | 2.5000%  | 0.0000% | $237000.00         | $133804.02         | Agency Mortgage-Backed Securities |
| GNAR AF 082581 M     | 2040-07-20      | 5.3750%  | 0.0000% | $12000000.00       | $342250.26         | Agency Mortgage-Backed Securities |
| GNII SF CX2368 C     | 2053-09-20      | 7.0000%  | 0.0000% | $3769296.00        | $2769254.79        | Agency Mortgage-Backed Securities |
| GNII SF DI1585 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1045778.00        | $727462.33         | Agency Mortgage-Backed Securities |
| GNPL PN DF8938       | 2059-12-15      | 5.4800%  | 0.0000% | $52051.00          | $53235.44          | Agency Mortgage-Backed Securities |
| GNMI SP 781210 X     | 2029-09-15      | 6.5000%  | 0.0000% | $6868992.00        | $5371.24           | Agency Mortgage-Backed Securities |
| GNII BD DG6071 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2209640.00        | $2158862.22        | Agency Mortgage-Backed Securities |
| GNII SF DI0930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2131696.00        | $2071252.47        | Agency Mortgage-Backed Securities |
| GNII SF DI8770 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1548190.00        | $1630063.79        | Agency Mortgage-Backed Securities |
| GNPL PN DF3005       | 2060-04-15      | 5.7000%  | 0.0000% | $804000.00         | $836329.29         | Agency Mortgage-Backed Securities |
| GNII SP 784825 C     | 2049-10-20      | 3.5000%  | 0.0000% | $2200000.00        | $84159.89          | Agency Mortgage-Backed Securities |
| GNII SF DE1090 C     | 2054-10-20      | 7.0000%  | 0.0000% | $4523712.00        | $895118.75         | Agency Mortgage-Backed Securities |
| GNII SF DO1865 C     | 2055-11-20      | 6.0000%  | 0.0000% | $4061610.00        | $4186983.15        | Agency Mortgage-Backed Securities |
| GNII SF DQ3099 C     | 2056-04-20      | 6.5000%  | 0.0000% | $1379996.00        | $1463033.27        | Agency Mortgage-Backed Securities |
| GNII SF MB0208 M     | 2055-02-20      | 7.0000%  | 0.0000% | $54289344.00       | $23361720.03       | Agency Mortgage-Backed Securities |
| GNII SF DI4713 C     | 2055-08-20      | 7.0000%  | 0.0000% | $5959608.00        | $6251648.64        | Agency Mortgage-Backed Securities |
| GNII SF DR3231 C     | 2056-04-20      | 4.5000%  | 0.0000% | $2441348.00        | $2371627.98        | Agency Mortgage-Backed Securities |
| GNII SP 785787 C     | 2051-12-20      | 2.5000%  | 0.0000% | $1776000.00        | $971040.75         | Agency Mortgage-Backed Securities |
| GNII SF DR4621 C     | 2056-04-20      | 5.5000%  | 0.0000% | $3210016.00        | $3284554.36        | Agency Mortgage-Backed Securities |
| GNPL PN DG8458       | 2060-05-15      | 5.5200%  | 0.0000% | $522000.00         | $534314.09         | Agency Mortgage-Backed Securities |
| GNII ET DI6471 C     | 2065-04-20      | 6.5000%  | 0.0000% | $568772.00         | $596627.12         | Agency Mortgage-Backed Securities |
| GNII ET DI6068 C     | 2065-04-20      | 2.0000%  | 0.0000% | $311138.00         | $237162.22         | Agency Mortgage-Backed Securities |
| GNII SF DR1379 C     | 2056-04-20      | 5.5000%  | 0.0000% | $6320360.00        | $6453779.99        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0351       | 2060-10-15      | 5.4700%  | 0.0000% | $1202040.00        | $1238909.04        | Agency Mortgage-Backed Securities |
| GNMI SF AZ1638 X     | 2047-02-15      | 4.0000%  | 0.0000% | $466831.00         | $52573.62          | Agency Mortgage-Backed Securities |
| GNII SF DH3837 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3561516.00        | $3304791.91        | Agency Mortgage-Backed Securities |
| GNII SF DO2401 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1875796.00        | $1960656.91        | Agency Mortgage-Backed Securities |
| GNII ET DO0105 C     | 2065-10-20      | 4.5000%  | 0.0000% | $200673.00         | $192837.11         | Agency Mortgage-Backed Securities |
| GNII SF AS6771 C     | 2039-02-20      | 6.0000%  | 0.0000% | $6019136.00        | $478458.80         | Agency Mortgage-Backed Securities |
| GNII SF MB0307 M     | 2055-04-20      | 5.0000%  | 0.0000% | $40000000.00       | $36571308.09       | Agency Mortgage-Backed Securities |
| GNII SF MB0816 M     | 2055-12-20      | 6.5000%  | 0.0000% | $5801592.00        | $6009827.61        | Agency Mortgage-Backed Securities |
| GNII SF MA1088 M     | 2043-06-20      | 2.5000%  | 0.0000% | $632813.00         | $95659.15          | Agency Mortgage-Backed Securities |
| GNMI SF AA6411 X     | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $5427.05           | Agency Mortgage-Backed Securities |
| GNII SF AA6160 C     | 2043-03-20      | 3.5000%  | 0.0000% | $13380000.00       | $1320097.07        | Agency Mortgage-Backed Securities |
| GNAR AF MA1536 M     | 2043-12-20      | 5.1250%  | 0.0000% | $43964992.00       | $633247.29         | Agency Mortgage-Backed Securities |
| GNAR AS MA0107 M     | 2042-05-20      | 5.6250%  | 0.0000% | $637901.00         | $38594.40          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8833 | 2056-03-01      | 5.0000%  | 0.0000% | $3550532.00        | $3509039.28        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3882 | 2056-01-01      | 6.0000%  | 0.0000% | $7963650.00        | $8164194.34        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL4410 | 2044-09-01      | 3.5000%  | 0.0000% | $49534912.00       | $46199239.25       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4711 | 2055-02-01      | 5.0000%  | 0.0000% | $190916096.00      | $185304198.17      | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8966 | 2056-03-01      | 4.5000%  | 0.0000% | $3778632.00        | $3665213.46        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0721 | 2056-04-01      | 4.5000%  | 0.0000% | $12197712.00       | $11790430.40       | Agency Mortgage-Backed Securities |
| GNAR AF MA7068 M     | 2050-10-20      | 5.0000%  | 0.0000% | $113583.00         | $101874.87         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1730 | 2055-05-01      | 6.0000%  | 0.0000% | $26566112.00       | $18636759.57       | Agency Mortgage-Backed Securities |
| GNII SF MA6408 M     | 2049-12-20      | 2.5000%  | 0.0000% | $2100000.00        | $396610.51         | Agency Mortgage-Backed Securities |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $12462096.00       | $6881340.42        | Agency Mortgage-Backed Securities |
| GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $22990144.00       | $11752061.84       | Agency Mortgage-Backed Securities |
| GNII SF MA8426 M     | 2052-11-20      | 4.0000%  | 0.0000% | $3245000.00        | $2360214.08        | Agency Mortgage-Backed Securities |
| GNMI SF 778869 X     | 2042-02-15      | 4.0000%  | 0.0000% | $125000.00         | $9542.79           | Agency Mortgage-Backed Securities |
| GNII SF MA9167 M     | 2053-08-20      | 3.5000%  | 0.0000% | $1045000.00        | $680823.91         | Agency Mortgage-Backed Securities |
| GNII SF MA8621 M     | 2031-09-20      | 7.5000%  | 0.0000% | $264668.00         | $146155.73         | Agency Mortgage-Backed Securities |
| GNII SF MA8042 M     | 2052-05-20      | 2.5000%  | 0.0000% | $158710600.00      | $98384239.24       | Agency Mortgage-Backed Securities |
| GNII SF MA8021 M     | 2037-05-20      | 4.5000%  | 0.0000% | $141434.00         | $104185.70         | Agency Mortgage-Backed Securities |
| GNII SF MA8402 M     | 2032-07-20      | 7.0000%  | 0.0000% | $51069.00          | $11687.70          | Agency Mortgage-Backed Securities |
| GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $6451400.00        | $5930859.16        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT2161 | 2049-03-01      | 5.0000%  | 0.0000% | $5000000.00        | $1759376.32        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0544 | 2036-03-01      | 2.0000%  | 0.0000% | $1200214.00        | $564044.63         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1692 | 2038-02-01      | 2.5000%  | 0.0000% | $697961.00         | $617762.03         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5438 | 2054-05-01      | 6.0000%  | 0.0000% | $695000.00         | $566718.88         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3769 | 2052-05-01      | 3.0000%  | 0.0000% | $11500000.00       | $7882598.20        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE2925 | 2052-05-01      | 4.0000%  | 0.0000% | $16354040.00       | $12096317.77       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $16000000.00       | $13651016.85       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6868 | 2053-08-01      | 5.5000%  | 0.0000% | $281233.00         | $216618.33         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4012 | 2053-06-01      | 6.5000%  | 0.0000% | $1271594.00        | $829237.86         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5830 | 2051-08-01      | 2.5000%  | 0.0000% | $600000.00         | $351128.98         | Agency Mortgage-Backed Securities |
| FNMS 05.500 GO801357 | 2034-08-01      | 5.5000%  | 0.0000% | $1235000.00        | $10030.69          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC1727 | 2035-12-01      | 2.0000%  | 0.0000% | $583134.00         | $238775.43         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $3251000.00        | $2349067.96        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5559 | 2051-07-01      | 2.5000%  | 0.0000% | $46949632.00       | $30231968.35       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ1663 | 2054-08-01      | 6.5000%  | 0.0000% | $10094704.00       | $5631824.96        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8299 | 2039-04-01      | 3.5000%  | 0.0000% | $645498.00         | $422751.06         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0093 | 2040-10-01      | 2.0000%  | 0.0000% | $300000.00         | $144807.87         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5100 | 2052-10-01      | 4.0000%  | 0.0000% | $80533248.00       | $63059413.86       | Agency Mortgage-Backed Securities |
| GNII SF BX4958 C     | 2050-09-20      | 2.5000%  | 0.0000% | $94020.00          | $57108.14          | Agency Mortgage-Backed Securities |
| GNII SF BZ8531 C     | 2051-01-20      | 2.5000%  | 0.0000% | $91000.00          | $61848.40          | Agency Mortgage-Backed Securities |
| GNMI SF CJ2152 X     | 2052-02-15      | 3.0000%  | 0.0000% | $2071224.00        | $1639097.47        | Agency Mortgage-Backed Securities |
| GNCL CL CQ7052       | 2065-07-15      | 5.3500%  | 0.0000% | $1501458.00        | $1512565.37        | Agency Mortgage-Backed Securities |
| GNII SF BY1271 C     | 2050-10-20      | 3.0000%  | 0.0000% | $694854.00         | $353810.89         | Agency Mortgage-Backed Securities |
| GNPL PN BX7719       | 2041-09-15      | 1.9700%  | 0.0000% | $1500000.00        | $962389.52         | Agency Mortgage-Backed Securities |
| GNII SF BR8843 C     | 2050-02-20      | 4.0000%  | 0.0000% | $1513376.00        | $1096511.76        | Agency Mortgage-Backed Securities |
| GNPL PN CF6704       | 2064-02-15      | 2.5500%  | 0.0000% | $461482.00         | $385245.21         | Agency Mortgage-Backed Securities |
| GNII SF BY6450 C     | 2050-11-20      | 3.0000%  | 0.0000% | $825727.00         | $524240.15         | Agency Mortgage-Backed Securities |
| GNII SF BS7618 C     | 2050-06-20      | 3.0000%  | 0.0000% | $546000.00         | $210874.42         | Agency Mortgage-Backed Securities |
| GNII SF MA8644 M     | 2052-11-20      | 3.5000%  | 0.0000% | $6720000.00        | $4631064.34        | Agency Mortgage-Backed Securities |
| GNII SF MA8615 M     | 2038-02-20      | 4.5000%  | 0.0000% | $480243.00         | $281209.25         | Agency Mortgage-Backed Securities |
| GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | 0.0000% | $200000.00         | $79532.18          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0002 | 2056-03-01      | 5.0000%  | 0.0000% | $7465352.00        | $7199483.30        | Agency Mortgage-Backed Securities |
| GNII SF MA9102 M     | 2053-04-20      | 3.5000%  | 0.0000% | $2982500.00        | $1976113.20        | Agency Mortgage-Backed Securities |
| GNII SF MA9850 M     | 2054-08-20      | 5.0000%  | 0.0000% | $75329536.00       | $65082431.64       | Agency Mortgage-Backed Securities |
| GNPL PN BA0358       | 2062-03-15      | 2.9200%  | 0.0000% | $94266.00          | $79901.62          | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $106579456.00      | $73519083.56       | Agency Mortgage-Backed Securities |
| GNII SF MA9669 M     | 2054-05-20      | 6.0000%  | 0.0000% | $3015000.00        | $1884341.01        | Agency Mortgage-Backed Securities |
| GNII SF MA9275 M     | 2029-11-20      | 7.5000%  | 0.0000% | $45884.00          | $13699.10          | Agency Mortgage-Backed Securities |
| GNMI SF BA2521 X     | 2047-04-15      | 5.0000%  | 0.0000% | $222711.00         | $14078.97          | Agency Mortgage-Backed Securities |
| GNMI SF BG6377 X     | 2048-04-15      | 3.0000%  | 0.0000% | $127811.00         | $70318.71          | Agency Mortgage-Backed Securities |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $15710944.00       | $11005076.54       | Agency Mortgage-Backed Securities |
| GNII SF BC7516 C     | 2047-10-20      | 3.5000%  | 0.0000% | $5813370.00        | $712301.55         | Agency Mortgage-Backed Securities |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | 0.0000% | $341971.00         | $133886.51         | Agency Mortgage-Backed Securities |
| GNII SF MA9542 M     | 2054-03-20      | 6.0000%  | 0.0000% | $40269760.00       | $20271224.26       | Agency Mortgage-Backed Securities |
| GNII SF DK4903 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1301084.00        | $701919.70         | Agency Mortgage-Backed Securities |
| GNII ET DK3110 C     | 2065-06-20      | 4.0000%  | 0.0000% | $1221584.00        | $1140736.45        | Agency Mortgage-Backed Securities |
| GNPL PN DJ5977       | 2060-09-15      | 5.3100%  | 0.0000% | $2385000.00        | $2434250.36        | Agency Mortgage-Backed Securities |
| GNII ET DK6630 C     | 2065-05-20      | 6.0000%  | 0.0000% | $2330104.00        | $1528737.52        | Agency Mortgage-Backed Securities |
| GNII ET DK6047 C     | 2065-08-20      | 6.5000%  | 0.0000% | $1566946.00        | $1644534.81        | Agency Mortgage-Backed Securities |
| GNII ET DK8066 C     | 2065-07-20      | 3.0000%  | 0.0000% | $1617908.00        | $1450517.83        | Agency Mortgage-Backed Securities |
| GNII SF DL2561 C     | 2056-04-20      | 4.5000%  | 0.0000% | $2198272.00        | $2104946.56        | Agency Mortgage-Backed Securities |
| GNII SF DJ8368 C     | 2055-06-20      | 7.5000%  | 0.0000% | $2421980.00        | $1963668.21        | Agency Mortgage-Backed Securities |
| GNII SF MA6540 M     | 2050-02-20      | 2.5000%  | 0.0000% | $68000.00          | $13388.44          | Agency Mortgage-Backed Securities |
| GNII SF MA5989 M     | 2049-06-20      | 5.5000%  | 0.0000% | $60000.00          | $6047.08           | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $1331000.00        | $217219.58         | Agency Mortgage-Backed Securities |
| GNII BD DK5793 C     | 2055-08-20      | 4.0000%  | 0.0000% | $1028888.00        | $931736.26         | Agency Mortgage-Backed Securities |
| GNII SF DK6034 C     | 2055-08-20      | 6.5000%  | 0.0000% | $763715.00         | $801576.92         | Agency Mortgage-Backed Securities |
| GNII SF DK3078 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5096000.00        | $4574790.31        | Agency Mortgage-Backed Securities |
| GNII SF DL3637 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1276944.00        | $1343954.24        | Agency Mortgage-Backed Securities |
| GNII SP 788197 C     | 2055-09-20      | 5.5000%  | 0.0000% | $13293040.00       | $12821056.84       | Agency Mortgage-Backed Securities |
| GNAR AF 082373 M     | 2039-08-20      | 5.3750%  | 0.0000% | $45000000.00       | $688299.83         | Agency Mortgage-Backed Securities |
| GNII SP 787108 C     | 2053-11-20      | 6.5000%  | 0.0000% | $6539544.00        | $4377562.59        | Agency Mortgage-Backed Securities |
| GNMI SP 784605 X     | 2042-01-15      | 4.5000%  | 0.0000% | $27000.00          | $7007.43           | Agency Mortgage-Backed Securities |
| GNII SP 784115 M     | 2046-02-20      | 3.0000%  | 0.0000% | $92446.00          | $10715.06          | Agency Mortgage-Backed Securities |
| GNII SP 787259 C     | 2051-02-20      | 2.0000%  | 0.0000% | $1500000.00        | $1054400.33        | Agency Mortgage-Backed Securities |
| GNII SP 786474 C     | 2053-01-20      | 5.0000%  | 0.0000% | $800000.00         | $584983.99         | Agency Mortgage-Backed Securities |
| GNII SP 788195 C     | 2055-09-20      | 5.5000%  | 0.0000% | $45195008.00       | $43110931.11       | Agency Mortgage-Backed Securities |
| GNII SP 785944 C     | 2052-02-20      | 3.0000%  | 0.0000% | $1900000.00        | $1174187.82        | Agency Mortgage-Backed Securities |
| GNII ET DN9376 C     | 2065-11-20      | 2.0000%  | 0.0000% | $304726.00         | $234595.67         | Agency Mortgage-Backed Securities |
| GNII SF DP6262 C     | 2056-04-20      | 5.5000%  | 0.0000% | $3087552.00        | $3143287.12        | Agency Mortgage-Backed Securities |
| GNII SF DN5755 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1665378.00        | $1753061.57        | Agency Mortgage-Backed Securities |
| GNII SP 784110 C     | 2045-11-20      | 5.0000%  | 0.0000% | $354000.00         | $95195.59          | Agency Mortgage-Backed Securities |
| GNII SP 788310 C     | 2055-09-20      | 5.0000%  | 0.0000% | $32114368.00       | $30708059.01       | Agency Mortgage-Backed Securities |
| GNII SP 785788 C     | 2051-12-20      | 2.5000%  | 0.0000% | $604800.00         | $353957.94         | Agency Mortgage-Backed Securities |
| GNII SF 626951 C     | 2045-06-20      | 3.0000%  | 0.0000% | $5425648.00        | $2292983.05        | Agency Mortgage-Backed Securities |
| GNII SP 786247 C     | 2052-07-20      | 4.0000%  | 0.0000% | $1348000.00        | $866765.63         | Agency Mortgage-Backed Securities |
| GNII SP 785568 C     | 2051-08-20      | 2.5000%  | 0.0000% | $2200000.00        | $1228372.46        | Agency Mortgage-Backed Securities |
| GNAR AS 082971 M     | 2041-10-20      | 5.1250%  | 0.0000% | $336914.00         | $139731.74         | Agency Mortgage-Backed Securities |
| GNMI SF AE3296 X     | 2046-10-15      | 2.5000%  | 0.0000% | $742785.00         | $403631.52         | Agency Mortgage-Backed Securities |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $20000000.00       | $17509809.79       | Agency Mortgage-Backed Securities |
| GNMI SF CR2378 X     | 2053-02-15      | 6.5000%  | 0.0000% | $2570832.00        | $2450941.35        | Agency Mortgage-Backed Securities |
| GNII SF CQ8289 C     | 2052-10-20      | 4.0000%  | 0.0000% | $1015090.00        | $698278.77         | Agency Mortgage-Backed Securities |
| GNII SF CI6311 C     | 2052-01-20      | 3.0000%  | 0.0000% | $5104768.00        | $2553421.32        | Agency Mortgage-Backed Securities |
| GNII ET DI1788 C     | 2065-03-20      | 6.0000%  | 0.0000% | $2880664.00        | $2386818.62        | Agency Mortgage-Backed Securities |
| GNII SF MA9904 M     | 2053-05-20      | 4.5000%  | 0.0000% | $259112000.00      | $233097790.37      | Agency Mortgage-Backed Securities |
| GNPL PN CF5134       | 2063-05-15      | 2.7500%  | 0.0000% | $50000.00          | $42412.20          | Agency Mortgage-Backed Securities |
| GNII SF CL0623 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1073472.00        | $757170.75         | Agency Mortgage-Backed Securities |
| GNII SF MA9902 M     | 2054-08-20      | 3.5000%  | 0.0000% | $166874.00         | $133330.07         | Agency Mortgage-Backed Securities |
| GNII SF CS7222 C     | 2053-03-20      | 6.5000%  | 0.0000% | $1492006.00        | $974713.60         | Agency Mortgage-Backed Securities |
| GNII SF AG8727 C     | 2045-07-20      | 3.0000%  | 0.0000% | $2040724.00        | $361950.74         | Agency Mortgage-Backed Securities |
| GNPL PN CB0950       | 2063-04-15      | 2.8000%  | 0.0000% | $77897.00          | $66423.00          | Agency Mortgage-Backed Securities |
| GNPL PN CU6227       | 2058-11-15      | 6.4400%  | 0.0000% | $48265.00          | $51911.47          | Agency Mortgage-Backed Securities |
| GNII SF BY6448 C     | 2050-11-20      | 3.0000%  | 0.0000% | $958499.00         | $610155.86         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1339 | 2056-04-01      | 4.5000%  | 0.0000% | $2843272.00        | $2746398.88        | Agency Mortgage-Backed Securities |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $48000.00          | $13771.77          | Agency Mortgage-Backed Securities |
| GNII SF DL5783 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1036308.00        | $1089545.60        | Agency Mortgage-Backed Securities |
| GNII SF DK8613 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1781026.00        | $1527069.48        | Agency Mortgage-Backed Securities |
| GNII SF DL5078 C     | 2055-10-20      | 5.5000%  | 0.0000% | $149199.00         | $153213.36         | Agency Mortgage-Backed Securities |
| GNII ET DL1369 C     | 2065-08-20      | 6.5000%  | 0.0000% | $3961916.00        | $3983376.52        | Agency Mortgage-Backed Securities |
| GNAR AF 082888 M     | 2041-07-20      | 5.3750%  | 0.0000% | $6705904.00        | $153867.25         | Agency Mortgage-Backed Securities |
| GNII SF DP2431 C     | 2056-04-20      | 5.5000%  | 0.0000% | $2577156.00        | $2619742.36        | Agency Mortgage-Backed Securities |
| GNMI SF 711227 X     | 2040-03-15      | 5.0000%  | 0.0000% | $325000.00         | $22751.71          | Agency Mortgage-Backed Securities |
| GNII SF CY1079 C     | 2053-11-20      | 7.0000%  | 0.0000% | $2074704.00        | $1184017.48        | Agency Mortgage-Backed Securities |
| GNII RG CM2645 C     | 2046-10-20      | 3.5000%  | 0.0000% | $644108.00         | $393949.97         | Agency Mortgage-Backed Securities |
| GNII SF CT3714 C     | 2053-04-20      | 5.0000%  | 0.0000% | $1108380.00        | $770797.16         | Agency Mortgage-Backed Securities |
| GNPL PN DJ0342       | 2060-10-15      | 5.7000%  | 0.0000% | $850824.00         | $888393.30         | Agency Mortgage-Backed Securities |
| GNII SF DI7929 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1821942.00        | $643339.77         | Agency Mortgage-Backed Securities |
| GNII SF DJ9323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1052814.00        | $916215.61         | Agency Mortgage-Backed Securities |
| GNII SF DO6114 C     | 2056-02-20      | 6.0000%  | 0.0000% | $128118.00         | $133893.07         | Agency Mortgage-Backed Securities |
| GNII SF DK6523 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1128058.00        | $1011422.75        | Agency Mortgage-Backed Securities |
| GNII SF DK7625 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1736978.00        | $1816992.45        | Agency Mortgage-Backed Securities |
| GNII RG CN5904 C     | 2050-10-20      | 4.0000%  | 0.0000% | $1515000.00        | $1003833.04        | Agency Mortgage-Backed Securities |
| GNII ET DQ0268 C     | 2066-02-20      | 6.0000%  | 0.0000% | $778342.00         | $799488.09         | Agency Mortgage-Backed Securities |
| GNII SF DK7267 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3916608.00        | $2256072.87        | Agency Mortgage-Backed Securities |
| GNII SF DO6403 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1372416.00        | $1406003.90        | Agency Mortgage-Backed Securities |
| GNII SF DI2007 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1790988.00        | $1646291.78        | Agency Mortgage-Backed Securities |
| GNPL PN DJ6838       | 2060-07-15      | 5.8500%  | 0.0000% | $505582.00         | $531398.49         | Agency Mortgage-Backed Securities |
| GNII SF DK1977 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1231654.00        | $1018880.39        | Agency Mortgage-Backed Securities |
| GNII SF DD1695 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1721946.00        | $1801168.19        | Agency Mortgage-Backed Securities |
| GNII SF DJ9879 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1695330.00        | $1636393.13        | Agency Mortgage-Backed Securities |
| GNII SP 785791 C     | 2051-12-20      | 2.5000%  | 0.0000% | $900000.00         | $538742.61         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7665 | 2055-11-01      | 6.0000%  | 0.0000% | $22643264.00       | $22530715.79       | Agency Mortgage-Backed Securities |
| GNII SF DJ4714 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2974184.00        | $3135381.64        | Agency Mortgage-Backed Securities |
| GNII SF DK5768 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1049744.00        | $1087651.95        | Agency Mortgage-Backed Securities |
| GNII SF DJ3199 C     | 2055-08-20      | 6.5000%  | 0.0000% | $6927768.00        | $6264035.60        | Agency Mortgage-Backed Securities |
| GNII SF AS9196 C     | 2046-04-20      | 3.5000%  | 0.0000% | $200000.00         | $57219.98          | Agency Mortgage-Backed Securities |
| GNII SF DK4891 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1136160.00        | $1051682.56        | Agency Mortgage-Backed Securities |
| GNII SF DK4173 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1133698.00        | $735855.04         | Agency Mortgage-Backed Securities |
| GNII SP 785702 C     | 2051-10-20      | 2.5000%  | 0.0000% | $2823600.00        | $1597154.59        | Agency Mortgage-Backed Securities |
| GNII SF DK1609 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3381680.00        | $2892152.26        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7273 | 2056-02-01      | 5.0000%  | 0.0000% | $1777400.00        | $1760578.59        | Agency Mortgage-Backed Securities |
| GNII SF DI1896 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1780884.00        | $1447187.98        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY2302 | 2055-05-01      | 5.0000%  | 0.0000% | $1017870.00        | $644342.18         | Agency Mortgage-Backed Securities |
| GNII JM MB0014 M     | 2054-11-20      | 6.0000%  | 0.0000% | $1621068.00        | $726222.05         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5624 | 2056-02-01      | 5.5000%  | 0.0000% | $5002112.00        | $5078893.80        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5709 | 2056-02-01      | 5.5000%  | 0.0000% | $10597296.00       | $10690966.24       | Agency Mortgage-Backed Securities |
| GNMI SF BQ0724 X     | 2049-10-15      | 3.5000%  | 0.0000% | $619213.00         | $74650.36          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2564 | 2056-05-01      | 5.0000%  | 0.0000% | $2536584.00        | $2511529.60        | Agency Mortgage-Backed Securities |
| GNII SF BJ4364 C     | 2048-10-20      | 4.5000%  | 0.0000% | $1471278.00        | $161368.70         | Agency Mortgage-Backed Securities |
| GNPL PN BK3082       | 2061-12-15      | 3.2400%  | 0.0000% | $69601.00          | $61357.21          | Agency Mortgage-Backed Securities |
| GNII SF MA5818 M     | 2049-03-20      | 4.5000%  | 0.0000% | $800000.00         | $56651.73          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2143 | 2056-05-01      | 5.0000%  | 0.0000% | $9627530.00        | $9542025.77        | Agency Mortgage-Backed Securities |
| GNII RG CN2044 C     | 2048-01-20      | 3.5000%  | 0.0000% | $950000.00         | $684384.34         | Agency Mortgage-Backed Securities |
| GNII SF MA5712 M     | 2049-01-20      | 5.0000%  | 0.0000% | $2022150.00        | $113779.94         | Agency Mortgage-Backed Securities |
| GNII SF DI1762 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1137346.00        | $677454.55         | Agency Mortgage-Backed Securities |
| GNII SF DI4711 C     | 2055-08-20      | 7.0000%  | 0.0000% | $15163376.00       | $15606396.43       | Agency Mortgage-Backed Securities |
| GNII SF MB0553 M     | 2055-07-20      | 4.0000%  | 0.0000% | $1015716.00        | $935187.85         | Agency Mortgage-Backed Securities |
| GNII SF MA5397 M     | 2048-08-20      | 3.5000%  | 0.0000% | $6190000.00        | $667124.04         | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $25980920.00       | $2858632.93        | Agency Mortgage-Backed Securities |
| GNII SF MA6174 M     | 2046-04-20      | 1.5000%  | 0.0000% | $189680.00         | $118670.36         | Agency Mortgage-Backed Securities |
| GNII SF MA5333 M     | 2048-07-20      | 5.5000%  | 0.0000% | $2561116.00        | $242647.46         | Agency Mortgage-Backed Securities |
| GNMI SF 666025 X     | 2038-03-15      | 5.0000%  | 0.0000% | $353661.00         | $11724.15          | Agency Mortgage-Backed Securities |
| GNMI SF AB3754 X     | 2027-09-15      | 3.0000%  | 0.0000% | $3000000.00        | $46494.29          | Agency Mortgage-Backed Securities |
| GNMI SF AO0535 X     | 2045-08-15      | 4.5000%  | 0.0000% | $2359548.00        | $214783.61         | Agency Mortgage-Backed Securities |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $795000.00         | $595408.96         | Agency Mortgage-Backed Securities |
| GNII SF CN8576 C     | 2052-07-20      | 3.5000%  | 0.0000% | $7528304.00        | $3059979.01        | Agency Mortgage-Backed Securities |
| GNII SF 779620 C     | 2041-11-20      | 4.5000%  | 0.0000% | $3499024.00        | $109539.15         | Agency Mortgage-Backed Securities |
| GNII SF MA9245 M     | 2053-10-20      | 7.5000%  | 0.0000% | $1011286.00        | $202305.28         | Agency Mortgage-Backed Securities |
| GNII SF AA3019 C     | 2042-10-20      | 3.5000%  | 0.0000% | $8032736.00        | $578216.19         | Agency Mortgage-Backed Securities |
| GNII RG CO9031 C     | 2049-04-20      | 6.0000%  | 0.0000% | $1046802.00        | $383734.64         | Agency Mortgage-Backed Securities |
| GNII SF MA9726 M     | 2054-06-20      | 6.0000%  | 0.0000% | $311990272.00      | $179671666.29      | Agency Mortgage-Backed Securities |
| GNMI SF BA2375 X     | 2047-06-15      | 4.5000%  | 0.0000% | $187169.00         | $10443.40          | Agency Mortgage-Backed Securities |
| GNII SF MA9491 M     | 2053-12-20      | 7.0000%  | 0.0000% | $14886560.00       | $4932999.02        | Agency Mortgage-Backed Securities |
| GNII SF MA8423 M     | 2052-06-20      | 2.5000%  | 0.0000% | $42320000.00       | $24962334.09       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1968 | 2056-05-01      | 5.0000%  | 0.0000% | $16252576.00       | $16098839.28       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9876 | 2056-04-01      | 5.0000%  | 0.0000% | $1000250.00        | $989061.18         | Agency Mortgage-Backed Securities |
| GNMI SF 770132 X     | 2042-03-15      | 3.5000%  | 0.0000% | $1024340.00        | $243675.78         | Agency Mortgage-Backed Securities |
| GNII SF DJ2707 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1213380.00        | $1014502.31        | Agency Mortgage-Backed Securities |
| GNII SF DN2500 C     | 2055-10-20      | 5.0000%  | 0.0000% | $3034424.00        | $3012853.37        | Agency Mortgage-Backed Securities |
| GNII ET DJ4293 C     | 2063-12-20      | 4.5000%  | 0.0000% | $792486.00         | $753902.70         | Agency Mortgage-Backed Securities |
| GNII SF DK1608 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3801380.00        | $3231948.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ9134 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2393032.00        | $2104603.19        | Agency Mortgage-Backed Securities |
| GNPL PN DJ4707       | 2060-08-15      | 6.1200%  | 0.0000% | $1050000.00        | $1121179.88        | Agency Mortgage-Backed Securities |
| GNII SF DM7305 C     | 2055-08-20      | 6.5000%  | 0.0000% | $745699.00         | $789116.89         | Agency Mortgage-Backed Securities |
| GNII SF DM2602 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1433448.00        | $1506021.53        | Agency Mortgage-Backed Securities |
| GNPL PN DJ6860       | 2060-12-15      | 5.6300%  | 0.0000% | $774000.00         | $808145.57         | Agency Mortgage-Backed Securities |
| GNII ET DM3067 C     | 2065-09-20      | 4.0000%  | 0.0000% | $865422.00         | $801865.63         | Agency Mortgage-Backed Securities |
| GNII SF MA9606 M     | 2054-02-20      | 6.0000%  | 0.0000% | $460000.00         | $244190.22         | Agency Mortgage-Backed Securities |
| GNMI SF BA5780 X     | 2047-05-15      | 5.0000%  | 0.0000% | $1714808.00        | $104544.79         | Agency Mortgage-Backed Securities |
| GNPL PN CN2883       | 2059-04-15      | 6.0200%  | 0.0000% | $28429.00          | $29756.64          | Agency Mortgage-Backed Securities |
| GNII SF MA8613 M     | 2033-01-20      | 3.5000%  | 0.0000% | $70172.00          | $42848.80          | Agency Mortgage-Backed Securities |
| GNII ET DN3442 C     | 2065-09-20      | 3.0000%  | 0.0000% | $322436.00         | $285616.91         | Agency Mortgage-Backed Securities |
| GNII SF DM4318 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1942008.00        | $2030103.15        | Agency Mortgage-Backed Securities |
| GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $2452620.00        | $2126842.35        | Agency Mortgage-Backed Securities |
| GNII SF DM4283 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2401584.00        | $2524455.98        | Agency Mortgage-Backed Securities |
| GNII SF DK6443 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1055410.00        | $269095.59         | Agency Mortgage-Backed Securities |
| GNPL PN DJ6839       | 2060-07-15      | 5.8500%  | 0.0000% | $1378850.00        | $1449258.10        | Agency Mortgage-Backed Securities |
| GNII SF DK0291 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1863130.00        | $1745356.47        | Agency Mortgage-Backed Securities |
| GNII SF DK6522 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2377240.00        | $1962113.42        | Agency Mortgage-Backed Securities |
| GNII SF BD0560 C     | 2048-09-20      | 4.5000%  | 0.0000% | $117000.00         | $21815.65          | Agency Mortgage-Backed Securities |
| GNII SF DJ3205 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1396918.00        | $1415004.48        | Agency Mortgage-Backed Securities |
| GNII SF DM3846 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3029440.00        | $3192662.42        | Agency Mortgage-Backed Securities |
| GNII SF DJ2846 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6830712.00        | $6419599.18        | Agency Mortgage-Backed Securities |
| GNII ET DN8689 C     | 2065-10-20      | 6.5000%  | 0.0000% | $304416.00         | $320357.77         | Agency Mortgage-Backed Securities |
| GNII ET DM6729 C     | 2065-08-20      | 3.0000%  | 0.0000% | $754783.00         | $664891.28         | Agency Mortgage-Backed Securities |
| GNII SF DM7880 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1175462.00        | $1238292.57        | Agency Mortgage-Backed Securities |
| GNII SF DK6518 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1151304.00        | $968515.83         | Agency Mortgage-Backed Securities |
| GNII SF DM4376 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1723350.00        | $1800194.33        | Agency Mortgage-Backed Securities |
| GNII ET DN1719 C     | 2065-10-20      | 6.5000%  | 0.0000% | $207330.00         | $218040.55         | Agency Mortgage-Backed Securities |
| GNII SF DM4590 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1283142.00        | $1138721.43        | Agency Mortgage-Backed Securities |
| GNII SF DJ9840 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2109036.00        | $128578.72         | Agency Mortgage-Backed Securities |
| GNII SF DJ3037 C     | 2055-08-20      | 6.5000%  | 0.0000% | $13131056.00       | $12756958.91       | Agency Mortgage-Backed Securities |
| GNCL CL DJ5989       | 2067-04-15      | 5.7500%  | 0.0000% | $928048.00         | $971921.42         | Agency Mortgage-Backed Securities |
| GNII SF DK4923 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2049316.00        | $1499495.25        | Agency Mortgage-Backed Securities |
| GNII ET DN5074 C     | 2065-10-20      | 4.0000%  | 0.0000% | $685533.00         | $635714.70         | Agency Mortgage-Backed Securities |
| GNII SF DK3076 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6236488.00        | $5193396.70        | Agency Mortgage-Backed Securities |
| GNII SF DP1198 C     | 2055-12-20      | 6.5000%  | 0.0000% | $2699588.00        | $2875332.03        | Agency Mortgage-Backed Securities |
| GNII ET DN8828 C     | 2065-11-20      | 3.5000%  | 0.0000% | $115244.00         | $103240.16         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8811 | 2055-11-01      | 6.0000%  | 0.0000% | $1213932.00        | $1251539.70        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL3367 | 2055-10-01      | 7.0000%  | 0.0000% | $25965000.00       | $22757358.69       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6319 | 2055-10-01      | 5.5000%  | 0.0000% | $1200476.00        | $1187043.95        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5472 | 2054-09-01      | 6.5000%  | 0.0000% | $838000.00         | $483755.75         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5602 | 2055-01-01      | 6.5000%  | 0.0000% | $903212.00         | $521049.84         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2707 | 2052-04-01      | 3.5000%  | 0.0000% | $300000.00         | $188973.94         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0485 | 2040-05-01      | 6.0000%  | 0.0000% | $4199768.00        | $3888368.07        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $3835756.00        | $2721707.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDB1840 | 2039-04-01      | 6.0000%  | 0.0000% | $1362354.00        | $752192.70         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  | 0.0000% | $19000.00          | $14380.23          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7028 | 2052-08-01      | 4.5000%  | 0.0000% | $90000.00          | $65241.99          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3770 | 2040-06-01      | 6.0000%  | 0.0000% | $1953386.00        | $1921666.65        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI7406 | 2054-06-01      | 6.5000%  | 0.0000% | $466690.00         | $354931.08         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5117 | 2041-07-01      | 1.5000%  | 0.0000% | $2700000.00        | $1547798.93        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  | 0.0000% | $75000.00          | $5821.33           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5392 | 2046-03-01      | 5.5000%  | 0.0000% | $16288160.00       | $15978726.33       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1053 | 2048-01-01      | 3.5000%  | 0.0000% | $283000.00         | $39317.01          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  | 0.0000% | $5000000.00        | $3744455.97        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4804 | 2052-11-01      | 4.0000%  | 0.0000% | $42000.00          | $32075.47          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0991 | 2054-12-01      | 4.5000%  | 0.0000% | $4400592.00        | $4034256.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1237 | 2055-08-01      | 6.0000%  | 0.0000% | $3382308.00        | $2864664.33        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4616 | 2055-06-01      | 6.0000%  | 0.0000% | $4730000.00        | $4145905.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1743 | 2054-12-01      | 5.0000%  | 0.0000% | $12701000.00       | $11743722.22       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7589 | 2056-02-01      | 4.5000%  | 0.0000% | $3463636.00        | $3353578.91        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7593 | 2053-12-01      | 6.5000%  | 0.0000% | $2972950.00        | $1728492.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4937 | 2056-01-01      | 5.5000%  | 0.0000% | $2833756.00        | $2870149.85        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7525 | 2056-02-01      | 4.5000%  | 0.0000% | $11018656.00       | $10629275.30       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6745 | 2056-02-01      | 5.0000%  | 0.0000% | $5014112.00        | $4948726.44        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1556 | 2055-12-01      | 6.0000%  | 0.0000% | $4761608.00        | $4845940.48        | Agency Mortgage-Backed Securities |
| GNII ET DQ7471 C     | 2066-03-20      | 5.0000%  | 0.0000% | $400202.00         | $399758.47         | Agency Mortgage-Backed Securities |
| GNII SF AU6346 C     | 2046-09-20      | 3.0000%  | 0.0000% | $7684824.00        | $1394531.72        | Agency Mortgage-Backed Securities |
| GNII ET DP3225 C     | 2065-12-20      | 6.5000%  | 0.0000% | $1975210.00        | $2078394.12        | Agency Mortgage-Backed Securities |
| GNII SF AM4971 C     | 2045-04-20      | 3.5000%  | 0.0000% | $7917000.00        | $771475.25         | Agency Mortgage-Backed Securities |
| GNII SF 002729 M     | 2029-03-20      | 6.5000%  | 0.0000% | $10473342.00       | $7781.19           | Agency Mortgage-Backed Securities |
| GNII SF CQ6104 C     | 2052-10-20      | 4.5000%  | 0.0000% | $4052952.00        | $3083180.57        | Agency Mortgage-Backed Securities |
| GNII ET DP1358 C     | 2065-11-20      | 5.5000%  | 0.0000% | $201165.00         | $202671.19         | Agency Mortgage-Backed Securities |
| GNII SF MA8722 M     | 2044-11-20      | 3.5000%  | 0.0000% | $3577500.00        | $2443228.60        | Agency Mortgage-Backed Securities |
| GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $55107456.00       | $39660944.96       | Agency Mortgage-Backed Securities |
| GNII SF DO6504 C     | 2055-12-20      | 5.0000%  | 0.0000% | $4094168.00        | $4073077.40        | Agency Mortgage-Backed Securities |
| GNII SF DQ7311 C     | 2056-03-20      | 3.5000%  | 0.0000% | $6010464.00        | $5311522.11        | Agency Mortgage-Backed Securities |
| GNII SF AD1812 C     | 2043-03-20      | 3.0000%  | 0.0000% | $8251952.00        | $1451030.98        | Agency Mortgage-Backed Securities |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $125000000.00      | $112489657.82      | Agency Mortgage-Backed Securities |
| GNII SF AD2190 C     | 2043-02-20      | 3.5000%  | 0.0000% | $3875000.00        | $242529.08         | Agency Mortgage-Backed Securities |
| GNII RG CQ5549 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1976362.00        | $911735.47         | Agency Mortgage-Backed Securities |
| GNII RG CM2413 C     | 2038-11-20      | 6.5000%  | 0.0000% | $1129238.00        | $879054.41         | Agency Mortgage-Backed Securities |
| GNII SF DQ8389 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1847460.00        | $1894935.21        | Agency Mortgage-Backed Securities |
| GNII SF MB0202 M     | 2055-02-20      | 4.0000%  | 0.0000% | $44245440.00       | $39945244.70       | Agency Mortgage-Backed Securities |
| GNMI SF AU0790 X     | 2046-08-15      | 3.0000%  | 0.0000% | $55955.00          | $15126.14          | Agency Mortgage-Backed Securities |
| GNII SF DP9784 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1257458.00        | $1302923.76        | Agency Mortgage-Backed Securities |
| GNII SF MB0182 M     | 2040-02-20      | 6.5000%  | 0.0000% | $164321.00         | $139884.16         | Agency Mortgage-Backed Securities |
| GNII ET DP1538 C     | 2062-10-20      | 4.0000%  | 0.0000% | $154263.00         | $144519.59         | Agency Mortgage-Backed Securities |
| GNII ET DQ3980 C     | 2066-02-20      | 6.0000%  | 0.0000% | $1149242.00        | $1182648.51        | Agency Mortgage-Backed Securities |
| GNII SF CU9136 C     | 2053-06-20      | 6.0000%  | 0.0000% | $1127636.00        | $710472.80         | Agency Mortgage-Backed Securities |
| GNII SF 004984 M     | 2041-03-20      | 5.5000%  | 0.0000% | $506790.00         | $20143.43          | Agency Mortgage-Backed Securities |
| GNII SF CV6328 C     | 2053-06-20      | 5.5000%  | 0.0000% | $2902684.00        | $2152913.97        | Agency Mortgage-Backed Securities |
| GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $33000000.00       | $31509113.23       | Agency Mortgage-Backed Securities |
| GNII SF CX9987 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1263932.00        | $807705.80         | Agency Mortgage-Backed Securities |
| GNMI SF 462838 X     | 2028-07-15      | 6.5000%  | 0.0000% | $26443775.00       | $8622.61           | Agency Mortgage-Backed Securities |
| GNII SF CT5318 C     | 2052-08-20      | 2.5000%  | 0.0000% | $2184832.00        | $1039755.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2368 | 2055-09-01      | 5.5000%  | 0.0000% | $8277392.00        | $7860636.62        | Agency Mortgage-Backed Securities |
| GNII ET DP1355 C     | 2065-11-20      | 4.0000%  | 0.0000% | $460746.00         | $431792.32         | Agency Mortgage-Backed Securities |
| GNII ET DP7192 C     | 2065-11-20      | 2.0000%  | 0.0000% | $132715.00         | $102417.25         | Agency Mortgage-Backed Securities |
| GNII SF DP4799 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1108124.00        | $1135244.84        | Agency Mortgage-Backed Securities |
| GNII SF DP4503 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1516854.00        | $1247727.27        | Agency Mortgage-Backed Securities |
| GNII SF DP1205 C     | 2056-01-20      | 6.5000%  | 0.0000% | $35921472.00       | $38292194.16       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5954 | 2056-03-01      | 4.5000%  | 0.0000% | $52365632.00       | $50439245.19       | Agency Mortgage-Backed Securities |
| GNII ET DQ0557 C     | 2065-11-20      | 5.5000%  | 0.0000% | $469477.00         | $474543.95         | Agency Mortgage-Backed Securities |
| GNMI SF 704194 X     | 2039-01-15      | 5.5000%  | 0.0000% | $381245.00         | $5928.22           | Agency Mortgage-Backed Securities |
| GNII SF DJ9122 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4088880.00        | $3281842.53        | Agency Mortgage-Backed Securities |
| GNPL PN DJ5973       | 2060-08-15      | 6.4900%  | 0.0000% | $601400.00         | $636730.98         | Agency Mortgage-Backed Securities |
| GNII SF CY8715 C     | 2053-12-20      | 7.0000%  | 0.0000% | $4669488.00        | $387404.92         | Agency Mortgage-Backed Securities |
| GNII SF DJ3776 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1453450.00        | $970935.51         | Agency Mortgage-Backed Securities |
| GNPL PN DC7222       | 2060-02-15      | 5.2800%  | 0.0000% | $61392.00          | $61982.12          | Agency Mortgage-Backed Securities |
| GNII SF DH7868 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1879270.00        | $949887.28         | Agency Mortgage-Backed Securities |
| GNII SF MA8488 M     | 2052-12-20      | 4.0000%  | 0.0000% | $2869132.00        | $2160883.85        | Agency Mortgage-Backed Securities |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $11894240.00       | $7553241.92        | Agency Mortgage-Backed Securities |
| GNII SF DK4324 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1217854.00        | $1252037.48        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9186 | 2054-01-01      | 6.0000%  | 0.0000% | $11684464.00       | $8000013.52        | Agency Mortgage-Backed Securities |
| GNII SF MA8323 M     | 2037-10-20      | 6.5000%  | 0.0000% | $189355.00         | $152579.88         | Agency Mortgage-Backed Securities |
| GNII SF CZ1221 C     | 2054-03-20      | 7.5000%  | 0.0000% | $2761908.00        | $2871983.63        | Agency Mortgage-Backed Securities |
| GNII SF DG7336 C     | 2055-03-20      | 6.5000%  | 0.0000% | $9139104.00        | $8212702.14        | Agency Mortgage-Backed Securities |
| GNII SF CV9810 C     | 2053-06-20      | 5.0000%  | 0.0000% | $1415068.00        | $725416.26         | Agency Mortgage-Backed Securities |
| GNII SF DJ5311 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1207198.00        | $1269651.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ1929 C     | 2055-05-20      | 6.5000%  | 0.0000% | $806216.00         | $845266.71         | Agency Mortgage-Backed Securities |
| GNII SF CU9626 C     | 2053-05-20      | 6.5000%  | 0.0000% | $2265352.00        | $1113175.66        | Agency Mortgage-Backed Securities |
| GNII SF DG9937 C     | 2054-12-20      | 7.0000%  | 0.0000% | $2395476.00        | $1932222.98        | Agency Mortgage-Backed Securities |
| GNII ET DG6444 C     | 2065-09-20      | 6.5000%  | 0.0000% | $505681.00         | $531628.24         | Agency Mortgage-Backed Securities |
| GNII ET DA9111 C     | 2064-02-20      | 7.5000%  | 0.0000% | $100019.00         | $103149.67         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $37000.00          | $31297.85          | Agency Mortgage-Backed Securities |
| GNII SF MA8943 M     | 2053-05-20      | 3.0000%  | 0.0000% | $1165306.00        | $745604.59         | Agency Mortgage-Backed Securities |
| GNII SF CV6855 C     | 2053-07-20      | 7.0000%  | 0.0000% | $692226.00         | $518699.13         | Agency Mortgage-Backed Securities |
| GNII SF DH4975 C     | 2055-07-20      | 6.5000%  | 0.0000% | $841909.00         | $883381.25         | Agency Mortgage-Backed Securities |
| GNII SF DF1200 C     | 2054-08-20      | 4.0000%  | 0.0000% | $1290340.00        | $1171970.35        | Agency Mortgage-Backed Securities |
| GNII SF DJ4952 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1030508.00        | $797130.93         | Agency Mortgage-Backed Securities |
| GNII SF DH6875 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2741524.00        | $1038132.52        | Agency Mortgage-Backed Securities |
| GNII SF MA5018 M     | 2048-02-20      | 3.0000%  | 0.0000% | $130000.00         | $17078.34          | Agency Mortgage-Backed Securities |
| GNII SF MA3936 M     | 2046-09-20      | 3.0000%  | 0.0000% | $4873536.00        | $584631.14         | Agency Mortgage-Backed Securities |
| GNII SF MA5498 M     | 2033-09-20      | 4.0000%  | 0.0000% | $2250000.00        | $231272.21         | Agency Mortgage-Backed Securities |
| GNII SF MA5651 M     | 2048-12-20      | 4.0000%  | 0.0000% | $5000000.00        | $437364.88         | Agency Mortgage-Backed Securities |
| GNII JM MA7188 M     | 2051-01-20      | 4.0000%  | 0.0000% | $3887000.00        | $1137978.17        | Agency Mortgage-Backed Securities |
| GNII SF MA5820 M     | 2049-03-20      | 5.5000%  | 0.0000% | $6880368.00        | $526825.82         | Agency Mortgage-Backed Securities |
| GNII SF MA6286 M     | 2049-10-20      | 4.5000%  | 0.0000% | $167819008.00      | $20741041.22       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1851 | 2056-05-01      | 4.5000%  | 0.0000% | $10976520.00       | $10671120.28       | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $766420992.00      | $176560622.94      | Agency Mortgage-Backed Securities |
| GNII SF MA7052 M     | 2050-12-20      | 2.5000%  | 0.0000% | $6425000.00        | $2538066.67        | Agency Mortgage-Backed Securities |
| GNII SF MA4966 M     | 2048-01-20      | 5.5000%  | 0.0000% | $636386.00         | $94980.34          | Agency Mortgage-Backed Securities |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $1067016.00        | $491063.34         | Agency Mortgage-Backed Securities |
| GNII JM MA6985 M     | 2050-11-20      | 2.0000%  | 0.0000% | $1225000.00        | $597544.06         | Agency Mortgage-Backed Securities |
| GNII SF MA7292 M     | 2032-09-20      | 6.5000%  | 0.0000% | $530024.00         | $286923.33         | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $6357000.00        | $2627753.29        | Agency Mortgage-Backed Securities |
| GNII SF AX5500 C     | 2046-12-20      | 3.0000%  | 0.0000% | $3280792.00        | $596079.30         | Agency Mortgage-Backed Securities |
| GNMI SF 590440 X     | 2032-09-15      | 6.5000%  | 0.0000% | $4000000.00        | $22223.95          | Agency Mortgage-Backed Securities |
| GNII SF DL8571 C     | 2055-07-20      | 7.5000%  | 0.0000% | $448301.00         | $326701.77         | Agency Mortgage-Backed Securities |
| GNII SF DM2712 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2578120.00        | $2706277.33        | Agency Mortgage-Backed Securities |
| GNII SF DL8788 C     | 2055-08-20      | 7.0000%  | 0.0000% | $3096056.00        | $3275676.57        | Agency Mortgage-Backed Securities |
| GNII SF DL5968 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1350470.00        | $1180321.43        | Agency Mortgage-Backed Securities |
| GNII SF DO7582 C     | 2055-12-20      | 4.0000%  | 0.0000% | $1603520.00        | $1477826.61        | Agency Mortgage-Backed Securities |
| GNII ET DI6473 C     | 2065-05-20      | 6.0000%  | 0.0000% | $112172672.00      | $91125686.66       | Agency Mortgage-Backed Securities |
| GNII SF 004696 M     | 2040-05-20      | 4.5000%  | 0.0000% | $669328.00         | $21726.69          | Agency Mortgage-Backed Securities |
| GNII SF DI1931 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1946596.00        | $1619317.73        | Agency Mortgage-Backed Securities |
| GNII SF DM3840 C     | 2055-08-20      | 6.5000%  | 0.0000% | $745062.00         | $782056.67         | Agency Mortgage-Backed Securities |
| GNII ET DM3988 C     | 2065-09-20      | 3.0000%  | 0.0000% | $383025.00         | $335007.38         | Agency Mortgage-Backed Securities |
| GNII SF DR1421 C     | 2041-04-20      | 4.0000%  | 0.0000% | $1453238.00        | $1416356.60        | Agency Mortgage-Backed Securities |
| GNII ET DO4470 C     | 2065-10-20      | 3.5000%  | 0.0000% | $345098.00         | $310852.85         | Agency Mortgage-Backed Securities |
| GNII SF AV7468 C     | 2046-09-20      | 3.5000%  | 0.0000% | $5000000.00        | $565544.26         | Agency Mortgage-Backed Securities |
| GNII SF DK3964 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2479090.00        | $1430113.59        | Agency Mortgage-Backed Securities |
| GNII SF DK8324 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1471348.00        | $1555197.07        | Agency Mortgage-Backed Securities |
| GNII SF DP0663 C     | 2055-12-20      | 5.0000%  | 0.0000% | $7464750.00        | $7427949.89        | Agency Mortgage-Backed Securities |
| GNII SF MB0869 M     | 2055-12-20      | 4.0000%  | 0.0000% | $92382880.00       | $85940930.05       | Agency Mortgage-Backed Securities |
| GNII SF DK5116 C     | 2055-06-20      | 6.5000%  | 0.0000% | $5313824.00        | $4014623.04        | Agency Mortgage-Backed Securities |
| GNII SF DJ9120 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1501292.00        | $1535112.61        | Agency Mortgage-Backed Securities |
| GNII SF DK4962 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1449338.00        | $1527645.72        | Agency Mortgage-Backed Securities |
| GNII SF DK5354 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5242920.00        | $4433219.41        | Agency Mortgage-Backed Securities |
| GNII ET DQ0864 C     | 2066-01-20      | 3.5000%  | 0.0000% | $261760.00         | $235243.29         | Agency Mortgage-Backed Securities |
| GNII SF DQ3303 C     | 2056-02-20      | 4.5000%  | 0.0000% | $2090464.00        | $2024881.45        | Agency Mortgage-Backed Securities |
| GNII ET DK5230 C     | 2065-11-20      | 6.5000%  | 0.0000% | $336196.00         | $353614.94         | Agency Mortgage-Backed Securities |
| GNII SF DK7328 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1030868.00        | $827256.86         | Agency Mortgage-Backed Securities |
| GNII SF DP1269 C     | 2056-02-20      | 7.0000%  | 0.0000% | $4206936.00        | $4474265.06        | Agency Mortgage-Backed Securities |
| GNII SF DP4662 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1128330.00        | $1152041.93        | Agency Mortgage-Backed Securities |
| GNII SF DP8511 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1343174.00        | $1420402.86        | Agency Mortgage-Backed Securities |
| GNII SF DP0658 C     | 2055-12-20      | 4.5000%  | 0.0000% | $4450640.00        | $4296269.57        | Agency Mortgage-Backed Securities |
| GNII SF MA9641 M     | 2036-06-20      | 7.0000%  | 0.0000% | $156424.00         | $149717.50         | Agency Mortgage-Backed Securities |
| GNII SF DN9150 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1771052.00        | $1862915.95        | Agency Mortgage-Backed Securities |
| GNII ET DN9905 C     | 2065-08-20      | 4.5000%  | 0.0000% | $319352.00         | $306734.15         | Agency Mortgage-Backed Securities |
| GNII ET DP1354 C     | 2065-11-20      | 3.5000%  | 0.0000% | $458090.00         | $411315.49         | Agency Mortgage-Backed Securities |
| GNMI SF BE0143 X     | 2048-01-15      | 4.0000%  | 0.0000% | $111000.00         | $47747.94          | Agency Mortgage-Backed Securities |
| GNII ET DP9900 C     | 2065-08-20      | 2.0000%  | 0.0000% | $167501.00         | $128944.67         | Agency Mortgage-Backed Securities |
| GNII ET DP1564 C     | 2062-09-20      | 2.5000%  | 0.0000% | $105457.00         | $87001.08          | Agency Mortgage-Backed Securities |
| GNII SF BB3762 C     | 2047-10-20      | 3.5000%  | 0.0000% | $112000.00         | $42908.31          | Agency Mortgage-Backed Securities |
| GNII SF CX2369 C     | 2053-09-20      | 7.0000%  | 0.0000% | $4316912.00        | $1240832.05        | Agency Mortgage-Backed Securities |
| GNII SF CX3731 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1091936.00        | $804582.91         | Agency Mortgage-Backed Securities |
| GNCL CL CX6396       | 2066-01-15      | 5.7400%  | 0.0000% | $2439996.00        | $2574185.75        | Agency Mortgage-Backed Securities |
| GNII SF DA9894 C     | 2054-05-20      | 6.5000%  | 0.0000% | $3124640.00        | $1901584.04        | Agency Mortgage-Backed Securities |
| GNII SF CZ0104 C     | 2054-01-20      | 7.0000%  | 0.0000% | $5256720.00        | $4520365.75        | Agency Mortgage-Backed Securities |
| GNII ET DB6839 C     | 2063-11-20      | 7.5000%  | 0.0000% | $148785.00         | $153509.51         | Agency Mortgage-Backed Securities |
| GNII ET CZ8013 C     | 2063-12-20      | 7.5000%  | 0.0000% | $891229.00         | $239903.57         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1494 | 2055-12-01      | 5.5000%  | 0.0000% | $11694608.00       | $11820001.49       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1452 | 2055-12-01      | 6.0000%  | 0.0000% | $4140216.00        | $4258451.17        | Agency Mortgage-Backed Securities |
| GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $20255200.00       | $2270734.26        | Agency Mortgage-Backed Securities |
| GNII ET DB5669 C     | 2057-09-20      | 2.5000%  | 0.0000% | $63183.00          | $50588.91          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA4490 | 2056-01-01      | 7.0000%  | 0.0000% | $2167136.00        | $2303859.07        | Agency Mortgage-Backed Securities |
| GNII SF MA8019 M     | 2037-05-20      | 3.5000%  | 0.0000% | $368341.00         | $173143.86         | Agency Mortgage-Backed Securities |
| GNII JM MA7581 M     | 2051-09-20      | 3.5000%  | 0.0000% | $1708152.00        | $762584.36         | Agency Mortgage-Backed Securities |
| GNII SF MA7289 M     | 2034-10-20      | 5.0000%  | 0.0000% | $661753.00         | $303839.38         | Agency Mortgage-Backed Securities |
| GNII SF MA6598 M     | 2050-04-20      | 2.5000%  | 0.0000% | $14598920.00       | $3392314.81        | Agency Mortgage-Backed Securities |
| GNII SF MA7651 M     | 2051-10-20      | 3.5000%  | 0.0000% | $725000.00         | $428049.29         | Agency Mortgage-Backed Securities |
| GNII SF MA7592 M     | 2051-09-20      | 4.0000%  | 0.0000% | $34896.00          | $17788.20          | Agency Mortgage-Backed Securities |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $109829120.00      | $47022795.06       | Agency Mortgage-Backed Securities |
| GNII SF DG9315 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1390616.00        | $1081902.48        | Agency Mortgage-Backed Securities |
| GNII ET DE2217 C     | 2064-10-20      | 7.5000%  | 0.0000% | $1121124.00        | $362493.84         | Agency Mortgage-Backed Securities |
| GNII JM MA8194 M     | 2052-08-20      | 5.0000%  | 0.0000% | $1660050.00        | $987263.19         | Agency Mortgage-Backed Securities |
| GNCL CL CS8941       | 2066-12-15      | 5.6400%  | 0.0000% | $36066432.00       | $36532061.65       | Agency Mortgage-Backed Securities |
| GNII ET DA6969 C     | 2063-12-20      | 7.5000%  | 0.0000% | $551083.00         | $37412.95          | Agency Mortgage-Backed Securities |
| GNMI SF AL9314 X     | 2045-03-15      | 3.0000%  | 0.0000% | $10850960.00       | $1005288.39        | Agency Mortgage-Backed Securities |
| GNII JM MA7697 M     | 2051-11-20      | 3.5000%  | 0.0000% | $2391060.00        | $1582489.77        | Agency Mortgage-Backed Securities |
| GNII SF CV1491 C     | 2053-05-20      | 6.5000%  | 0.0000% | $2260224.00        | $1604620.58        | Agency Mortgage-Backed Securities |
| GNCL CL DF6555       | 2067-09-15      | 5.8300%  | 0.0000% | $1896506.00        | $1985720.28        | Agency Mortgage-Backed Securities |
| GNII SF DD4247 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1196138.00        | $1233367.86        | Agency Mortgage-Backed Securities |
| GNII SF MA6708 M     | 2050-05-20      | 2.0000%  | 0.0000% | $350000.00         | $124511.32         | Agency Mortgage-Backed Securities |
| GNII SF DH6854 C     | 2055-02-20      | 7.0000%  | 0.0000% | $5938080.00        | $880395.03         | Agency Mortgage-Backed Securities |
| GNII SF MA6955 M     | 2050-10-20      | 1.5000%  | 0.0000% | $337697.00         | $125409.65         | Agency Mortgage-Backed Securities |
| GNII SF CI1248 C     | 2051-12-20      | 2.5000%  | 0.0000% | $7555304.00        | $4735606.45        | Agency Mortgage-Backed Securities |
| GNII SF DD0077 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1919514.00        | $1754691.92        | Agency Mortgage-Backed Securities |
| GNII SF CG8222 C     | 2052-03-20      | 2.0000%  | 0.0000% | $2019012.00        | $1458491.04        | Agency Mortgage-Backed Securities |
| GNII SF DB8686 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1770456.00        | $1594332.11        | Agency Mortgage-Backed Securities |
| GNII SF MA7771 M     | 2051-12-20      | 4.5000%  | 0.0000% | $25000.00          | $13749.92          | Agency Mortgage-Backed Securities |
| GNMI SF AD6371 X     | 2048-03-15      | 3.0000%  | 0.0000% | $2373660.00        | $1312439.46        | Agency Mortgage-Backed Securities |
| GNII SF CF1107 C     | 2051-06-20      | 3.0000%  | 0.0000% | $3541936.00        | $2630533.69        | Agency Mortgage-Backed Securities |
| GNII SF MA7396 M     | 2034-09-20      | 4.5000%  | 0.0000% | $114394.00         | $29014.21          | Agency Mortgage-Backed Securities |
| GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $12533440.00       | $6365937.59        | Agency Mortgage-Backed Securities |
| GNII SF MA6341 M     | 2049-11-20      | 4.5000%  | 0.0000% | $4500000.00        | $558066.00         | Agency Mortgage-Backed Securities |
| GNPL PN CV6100       | 2059-02-15      | 6.7000%  | 0.0000% | $195195.00         | $211296.04         | Agency Mortgage-Backed Securities |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $124828160.00      | $72429937.77       | Agency Mortgage-Backed Securities |
| GNMI SF BU8662 X     | 2050-07-15      | 2.5000%  | 0.0000% | $10104672.00       | $3874416.70        | Agency Mortgage-Backed Securities |
| GNMI SF AE6978 X     | 2043-08-15      | 3.0000%  | 0.0000% | $1453700.00        | $409363.68         | Agency Mortgage-Backed Securities |
| GNII SF CK9592 C     | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $530440.15         | Agency Mortgage-Backed Securities |
| GNII SF CX4169 C     | 2054-02-20      | 7.5000%  | 0.0000% | $1577160.00        | $1316157.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6318 M     | 2032-12-20      | 7.0000%  | 0.0000% | $53725.00          | $7106.45           | Agency Mortgage-Backed Securities |
| GNII SF CX4161 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1863324.00        | $1784986.43        | Agency Mortgage-Backed Securities |
| GNII ET DP7341 C     | 2065-02-20      | 3.5000%  | 0.0000% | $218722.00         | $196897.37         | Agency Mortgage-Backed Securities |
| GNII SF DR2368 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1061806.00        | $1092694.53        | Agency Mortgage-Backed Securities |
| GNPL PN DH1759       | 2060-03-15      | 5.6000%  | 0.0000% | $332201.00         | $341359.38         | Agency Mortgage-Backed Securities |
| GNII SF DH4640 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1043730.00        | $554878.05         | Agency Mortgage-Backed Securities |
| GNII ET DQ0555 C     | 2065-04-20      | 7.0000%  | 0.0000% | $138820.00         | $145534.22         | Agency Mortgage-Backed Securities |
| GNII SF CH0583 C     | 2051-09-20      | 2.5000%  | 0.0000% | $1748826.00        | $1096742.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY3084 | 2055-05-01      | 5.0000%  | 0.0000% | $235529.00         | $231704.39         | Agency Mortgage-Backed Securities |
| GNII SF DR1201 C     | 2056-04-20      | 4.5000%  | 0.0000% | $2128000.00        | $2037651.50        | Agency Mortgage-Backed Securities |
| GNII RG CM5273 C     | 2048-03-20      | 3.5000%  | 0.0000% | $2475000.00        | $1630209.83        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8620 | 2055-03-01      | 6.0000%  | 0.0000% | $6000000.00        | $4579172.99        | Agency Mortgage-Backed Securities |
| GNMI SF CL6201 X     | 2052-03-15      | 4.0000%  | 0.0000% | $31678.00          | $22600.72          | Agency Mortgage-Backed Securities |
| GNII SF AV5013 C     | 2046-10-20      | 3.0000%  | 0.0000% | $2138012.00        | $314611.59         | Agency Mortgage-Backed Securities |
| GNII ET DO9803 C     | 2065-12-20      | 2.0000%  | 0.0000% | $1549184.00        | $1192635.35        | Agency Mortgage-Backed Securities |
| GNII ET DN4520 C     | 2065-12-20      | 3.0000%  | 0.0000% | $85041.00          | $75155.83          | Agency Mortgage-Backed Securities |
| GNII SF DP4455 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1305742.00        | $1351698.34        | Agency Mortgage-Backed Securities |
| GNII RG CM4717 C     | 2049-10-20      | 4.5000%  | 0.0000% | $1200000.00        | $717690.90         | Agency Mortgage-Backed Securities |
| GNII ET DP3022 C     | 2065-12-20      | 2.0000%  | 0.0000% | $4560056.00        | $3518003.19        | Agency Mortgage-Backed Securities |
| GNMI SF 595412 X     | 2032-09-15      | 6.5000%  | 0.0000% | $5999576.00        | $37983.04          | Agency Mortgage-Backed Securities |
| GNII ET DP1585 C     | 2062-10-20      | 3.0000%  | 0.0000% | $190453.00         | $167590.02         | Agency Mortgage-Backed Securities |
| GNMI SF AE0391 X     | 2045-04-15      | 3.5000%  | 0.0000% | $117727.00         | $5928.54           | Agency Mortgage-Backed Securities |
| GNII SF DR9537 C     | 2056-04-20      | 6.0000%  | 0.0000% | $1265680.00        | $1314715.40        | Agency Mortgage-Backed Securities |
| GNII RG CL6778 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1308496.00        | $905495.22         | Agency Mortgage-Backed Securities |
| GNII ET DN7933 C     | 2065-11-20      | 4.0000%  | 0.0000% | $285615.00         | $267675.85         | Agency Mortgage-Backed Securities |
| GNII SP 785532 C     | 2051-06-20      | 3.0000%  | 0.0000% | $200000.00         | $106994.10         | Agency Mortgage-Backed Securities |
| GNMI SP 782725 X     | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $2019628.27        | Agency Mortgage-Backed Securities |
| GNII SF DN0864 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2314896.00        | $2196236.33        | Agency Mortgage-Backed Securities |
| GNII SF 004921 M     | 2041-01-20      | 3.5000%  | 0.0000% | $224000.00         | $13210.98          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5701 | 2055-10-01      | 7.0000%  | 0.0000% | $1050356.00        | $843736.16         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3408 | 2055-09-01      | 6.5000%  | 0.0000% | $10137168.00       | $8766220.78        | Agency Mortgage-Backed Securities |
| GNMI SP 784638 X     | 2046-09-15      | 4.0000%  | 0.0000% | $377000.00         | $97865.37          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ8092 | 2055-11-01      | 5.0000%  | 0.0000% | $1420070.00        | $1404488.80        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6532 | 2055-10-01      | 6.0000%  | 0.0000% | $9227472.00        | $9100475.26        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2626 | 2055-09-01      | 6.0000%  | 0.0000% | $15174360.00       | $14782746.01       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5813 | 2040-07-01      | 3.0000%  | 0.0000% | $487145.00         | $397777.17         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5667 | 2040-03-01      | 3.5000%  | 0.0000% | $5601672.00        | $4452566.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8380 | 2055-07-01      | 5.5000%  | 0.0000% | $1068344.00        | $1074288.94        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8554 | 2055-02-01      | 6.0000%  | 0.0000% | $1443940.00        | $1299152.13        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5442 | 2054-08-01      | 4.5000%  | 0.0000% | $140000.00         | $123351.65         | Agency Mortgage-Backed Securities |
| GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $5489024.00        | $553953.94         | Agency Mortgage-Backed Securities |
| GNII SF CR7709 C     | 2052-12-20      | 6.0000%  | 0.0000% | $1068058.00        | $1106617.12        | Agency Mortgage-Backed Securities |
| GNII SF MA5195 M     | 2048-05-20      | 5.5000%  | 0.0000% | $33336440.00       | $2380988.74        | Agency Mortgage-Backed Securities |
| GNAR AF MA4664 M     | 2047-08-20      | 5.3750%  | 0.0000% | $25000000.00       | $1677735.56        | Agency Mortgage-Backed Securities |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $514932.00         | $52451.72          | Agency Mortgage-Backed Securities |
| GNII SF MA4808 M     | 2032-10-20      | 3.0000%  | 0.0000% | $355977.00         | $35115.73          | Agency Mortgage-Backed Securities |
| GNII SF MA7195 M     | 2051-02-20      | 3.5000%  | 0.0000% | $405863.00         | $147819.33         | Agency Mortgage-Backed Securities |
| GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $500000.00         | $19486.87          | Agency Mortgage-Backed Securities |
| GNII SF MA5685 M     | 2034-01-20      | 4.5000%  | 0.0000% | $672216.00         | $62642.12          | Agency Mortgage-Backed Securities |
| GNAR AF MA1688 M     | 2044-01-20      | 5.6250%  | 0.0000% | $249903.00         | $26484.96          | Agency Mortgage-Backed Securities |
| GNII SF MA0933 M     | 2043-04-20      | 3.0000%  | 0.0000% | $114000.00         | $11577.04          | Agency Mortgage-Backed Securities |
| GNII SF MA5631 M     | 2032-12-20      | 8.0000%  | 0.0000% | $184393.00         | $9092.91           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7554 | 2056-02-01      | 5.0000%  | 0.0000% | $37401472.00       | $36981426.39       | Agency Mortgage-Backed Securities |
| GNII SF MA3662 M     | 2046-05-20      | 3.0000%  | 0.0000% | $3344796.00        | $353998.22         | Agency Mortgage-Backed Securities |
| GNII SF MA5174 M     | 2028-04-20      | 7.5000%  | 0.0000% | $90446.00          | $12002.32          | Agency Mortgage-Backed Securities |
| GNII SF MA4003 M     | 2046-10-20      | 3.0000%  | 0.0000% | $40488768.00       | $4974775.68        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1015 | 2056-04-01      | 5.0000%  | 0.0000% | $1653404.00        | $1655412.52        | Agency Mortgage-Backed Securities |
| GNII JM MA3001 M     | 2030-06-20      | 3.0000%  | 0.0000% | $2380680.00        | $56547.64          | Agency Mortgage-Backed Securities |
| GNII SF MA0786 M     | 2043-02-20      | 5.0000%  | 0.0000% | $2592564.00        | $126512.90         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA5478 | 2056-02-01      | 6.0000%  | 0.0000% | $2603652.00        | $2701373.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4906 | 2056-01-01      | 5.5000%  | 0.0000% | $7674744.00        | $7784241.10        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4831 | 2056-02-01      | 5.5000%  | 0.0000% | $4702752.00        | $4778259.63        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1460 | 2055-12-01      | 6.0000%  | 0.0000% | $6114224.00        | $6122756.55        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5754 | 2056-01-01      | 6.5000%  | 0.0000% | $15070096.00       | $15594432.89       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4001 | 2055-04-01      | 5.5000%  | 0.0000% | $6930000.00        | $6539344.81        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY1887 | 2055-04-01      | 7.0000%  | 0.0000% | $1359200.00        | $1086187.89        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0083 | 2056-01-01      | 4.5000%  | 0.0000% | $79266.00          | $75573.32          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1511 | 2055-12-01      | 5.5000%  | 0.0000% | $11603376.00       | $11677982.94       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0082 | 2041-04-01      | 4.0000%  | 0.0000% | $45065344.00       | $43993339.60       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF5465 | 2052-12-01      | 5.0000%  | 0.0000% | $1100000.00        | $796432.46         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6065 | 2055-04-01      | 6.0000%  | 0.0000% | $2943540.00        | $2626307.57        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | 0.0000% | $382567.00         | $260280.50         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4825 | 2041-01-01      | 6.0000%  | 0.0000% | $3918184.00        | $4011988.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4628 | 2040-11-01      | 5.5000%  | 0.0000% | $1509990.00        | $1135709.02        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT1468 | 2046-11-01      | 3.0000%  | 0.0000% | $2650000.00        | $814672.82         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5559 | 2054-05-01      | 5.5000%  | 0.0000% | $1968000.00        | $1641822.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $1085212.00        | $677910.83         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6052 | 2054-05-01      | 5.5000%  | 0.0000% | $6445784.00        | $5505031.12        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8134 | 2036-10-01      | 3.0000%  | 0.0000% | $4984088.00        | $2305704.38        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8364 | 2040-02-01      | 5.5000%  | 0.0000% | $1105824.00        | $690114.73         | Agency Mortgage-Backed Securities |
| GNMI SF 737796 X     | 2040-12-15      | 3.5000%  | 0.0000% | $49000000.00       | $2101761.66        | Agency Mortgage-Backed Securities |
| GNMI SF 721979 X     | 2028-03-15      | 2.5000%  | 0.0000% | $1962682.00        | $118024.20         | Agency Mortgage-Backed Securities |
| GNMI SF 716857 X     | 2039-04-15      | 4.5000%  | 0.0000% | $680179.00         | $117066.60         | Agency Mortgage-Backed Securities |
| GNII SF 547245 C     | 2031-02-20      | 3.5000%  | 0.0000% | $709603.00         | $22515.44          | Agency Mortgage-Backed Securities |
| GNII SF DO9048 C     | 2055-12-20      | 6.0000%  | 0.0000% | $146958.00         | $153463.86         | Agency Mortgage-Backed Securities |
| GNMI SF 570019 X     | 2032-07-15      | 6.5000%  | 0.0000% | $17186624.00       | $22101.30          | Agency Mortgage-Backed Securities |
| GNII SF DM4604 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1301948.00        | $1382095.87        | Agency Mortgage-Backed Securities |
| GNPL PN DN1567       | 2060-11-15      | 5.3700%  | 0.0000% | $312404.00         | $320604.14         | Agency Mortgage-Backed Securities |
| GNII SF DM6723 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4789264.00        | $4553711.75        | Agency Mortgage-Backed Securities |
| GNII SF 005055 M     | 2041-05-20      | 4.5000%  | 0.0000% | $11275000.00       | $411087.79         | Agency Mortgage-Backed Securities |
| GNII SF DG0944 C     | 2054-10-20      | 5.5000%  | 0.0000% | $2612456.00        | $2119068.38        | Agency Mortgage-Backed Securities |
| GNII SF DP7816 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2398188.00        | $2566586.59        | Agency Mortgage-Backed Securities |
| GNII SF BL0914 C     | 2049-03-20      | 4.5000%  | 0.0000% | $1189876.00        | $210370.59         | Agency Mortgage-Backed Securities |
| GNII SF BP5506 C     | 2049-09-20      | 5.5000%  | 0.0000% | $2153700.00        | $719796.71         | Agency Mortgage-Backed Securities |
| GNII SF MB0935 M     | 2056-02-20      | 4.5000%  | 0.0000% | $143191552.00      | $137911072.13      | Agency Mortgage-Backed Securities |
| GNII JM MB0855 M     | 2053-07-20      | 2.0000%  | 0.0000% | $1143168.00        | $895946.33         | Agency Mortgage-Backed Securities |
| GNII SF MB0459 M     | 2040-07-20      | 5.5000%  | 0.0000% | $429787.00         | $377941.20         | Agency Mortgage-Backed Securities |
| GNII SF MB0203 M     | 2055-02-20      | 4.5000%  | 0.0000% | $23006000.00       | $21454804.47       | Agency Mortgage-Backed Securities |
| GNII SF DG9251 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1750742.00        | $670006.83         | Agency Mortgage-Backed Securities |
| GNII SF DF7247 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1208850.00        | $1015950.27        | Agency Mortgage-Backed Securities |
| GNII ET DQ4006 C     | 2066-01-20      | 5.5000%  | 0.0000% | $575260.00         | $581209.28         | Agency Mortgage-Backed Securities |
| GNII RG CP0028 C     | 2044-07-20      | 3.5000%  | 0.0000% | $975000.00         | $500521.67         | Agency Mortgage-Backed Securities |
| GNII SF BD3899 C     | 2048-01-20      | 3.5000%  | 0.0000% | $1848000.00        | $435395.63         | Agency Mortgage-Backed Securities |
| GNCL CL CP2700       | 2066-09-15      | 5.5500%  | 0.0000% | $303908.00         | $317037.99         | Agency Mortgage-Backed Securities |
| GNPL PN CP1102       | 2058-02-15      | 5.5000%  | 0.0000% | $36150.00          | $36318.44          | Agency Mortgage-Backed Securities |
| GNII SF BH8543 C     | 2048-07-20      | 4.5000%  | 0.0000% | $106585.00         | $38003.46          | Agency Mortgage-Backed Securities |
| GNII SF DQ7961 C     | 2056-03-20      | 4.5000%  | 0.0000% | $1127972.00        | $1090605.52        | Agency Mortgage-Backed Securities |
| GNII RG CN6338 C     | 2047-06-20      | 3.5000%  | 0.0000% | $400000.00         | $231069.43         | Agency Mortgage-Backed Securities |
| GNII SF BE9832 C     | 2048-06-20      | 4.5000%  | 0.0000% | $93222.00          | $9157.65           | Agency Mortgage-Backed Securities |
| GNII SF DG9664 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1847364.00        | $1133299.53        | Agency Mortgage-Backed Securities |
| GNII SF DD6434 C     | 2054-07-20      | 7.0000%  | 0.0000% | $17248320.00       | $15495866.54       | Agency Mortgage-Backed Securities |
| GNII ET DF5599 C     | 2062-09-20      | 5.0000%  | 0.0000% | $670123.00         | $495583.51         | Agency Mortgage-Backed Securities |
| GNII SF DF7250 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1638032.00        | $1037479.97        | Agency Mortgage-Backed Securities |
| GNII SF DG9298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $5134936.00        | $2769601.58        | Agency Mortgage-Backed Securities |
| GNII SF MA5528 M     | 2048-10-20      | 4.0000%  | 0.0000% | $400000.00         | $34812.21          | Agency Mortgage-Backed Securities |
| GNII ET DC9727 C     | 2063-12-20      | 7.5000%  | 0.0000% | $275446.00         | $281522.07         | Agency Mortgage-Backed Securities |
| GNII SF MA3596 M     | 2046-04-20      | 3.0000%  | 0.0000% | $54065472.00       | $5223721.35        | Agency Mortgage-Backed Securities |
| GNII SF MA4691 M     | 2032-09-20      | 3.5000%  | 0.0000% | $625000.00         | $59887.54          | Agency Mortgage-Backed Securities |
| GNII SF MA7863 M     | 2033-01-20      | 7.5000%  | 0.0000% | $93245.00          | $36045.01          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6291 | 2056-02-01      | 5.0000%  | 0.0000% | $3258350.00        | $3226932.71        | Agency Mortgage-Backed Securities |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $1146000.00        | $818619.79         | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $77974784.00       | $46126400.88       | Agency Mortgage-Backed Securities |
| GNII JM MA7927 M     | 2052-03-20      | 2.5000%  | 0.0000% | $5399810.00        | $3574580.69        | Agency Mortgage-Backed Securities |
| GNII SF MA8263 M     | 2052-09-20      | 2.0000%  | 0.0000% | $3591816.00        | $2113177.26        | Agency Mortgage-Backed Securities |
| GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $20000000.00       | $14131647.54       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7505 | 2056-02-01      | 4.5000%  | 0.0000% | $8567664.00        | $8249506.21        | Agency Mortgage-Backed Securities |
| GNII SF MA8642 M     | 2051-01-20      | 2.5000%  | 0.0000% | $11975088.00       | $7446635.50        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8977 | 2056-03-01      | 5.0000%  | 0.0000% | $2370600.00        | $2353383.82        | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $6835000.00        | $5008323.55        | Agency Mortgage-Backed Securities |
| GNMI SP 782723 X     | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $2078569.12        | Agency Mortgage-Backed Securities |
| GNII SP 783069 M     | 2040-06-20      | 5.0000%  | 0.0000% | $5200000.00        | $145479.14         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9628 | 2055-12-01      | 6.0000%  | 0.0000% | $17883712.00       | $16823552.80       | Agency Mortgage-Backed Securities |
| GNII SP 786662 C     | 2053-03-20      | 5.0000%  | 0.0000% | $3000000.00        | $2115420.28        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9617 | 2055-12-01      | 5.0000%  | 0.0000% | $4152320.00        | $4094932.69        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ7670 | 2055-11-01      | 6.5000%  | 0.0000% | $3031128.00        | $3150450.76        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1653 | 2054-09-01      | 5.5000%  | 0.0000% | $1600000.00        | $1498895.53        | Agency Mortgage-Backed Securities |
| GNII SP 787665 M     | 2047-01-20      | 3.5000%  | 0.0000% | $91356288.00       | $73416907.80       | Agency Mortgage-Backed Securities |
| GNII SP 785388 C     | 2051-02-20      | 2.5000%  | 0.0000% | $150000000.00      | $76391501.73       | Agency Mortgage-Backed Securities |
| GNMI SP 783996 X     | 2044-06-15      | 5.0000%  | 0.0000% | $17706688.00       | $2322811.56        | Agency Mortgage-Backed Securities |
| GNII SP 784479 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1131616.00        | $355910.81         | Agency Mortgage-Backed Securities |
| GNII SF DQ8252 C     | 2056-04-20      | 5.5000%  | 0.0000% | $2866812.00        | $2915939.28        | Agency Mortgage-Backed Securities |
| GNMI SP 784093 X     | 2040-06-15      | 5.0000%  | 0.0000% | $4554952.00        | $517745.82         | Agency Mortgage-Backed Securities |
| GNII SP 784207 C     | 2040-05-20      | 5.5000%  | 0.0000% | $1500000.00        | $107039.93         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1106 | 2055-08-01      | 6.0000%  | 0.0000% | $127050880.00      | $110602879.89      | Agency Mortgage-Backed Securities |
| GNII SP 786723 C     | 2052-11-20      | 3.5000%  | 0.0000% | $8921040.00        | $5222813.08        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4359 | 2040-10-01      | 4.0000%  | 0.0000% | $1526840.00        | $1438605.21        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2004 | 2056-02-01      | 5.0000%  | 0.0000% | $13643472.00       | $13259684.46       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA6151 | 2056-02-01      | 4.5000%  | 0.0000% | $4075928.00        | $3922436.37        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA6814 | 2056-02-01      | 4.5000%  | 0.0000% | $3306932.00        | $3187126.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8721 | 2055-09-01      | 5.5000%  | 0.0000% | $6029264.00        | $5756035.03        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5052 | 2051-04-01      | 2.0000%  | 0.0000% | $1033000.00        | $584140.08         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4167 | 2052-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $1438459.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7165 | 2053-09-01      | 6.0000%  | 0.0000% | $3557176.00        | $2332838.93        | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU8037 | 2051-12-01      | 2.5000%  | 0.0000% | $1384000.00        | $1030226.84        | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU7450 | 2050-07-01      | 2.5000%  | 0.0000% | $4533984.00        | $2350387.43        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4333 | 2052-08-01      | 4.0000%  | 0.0000% | $38816576.00       | $27732138.04       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV2234 | 2052-01-01      | 3.0000%  | 0.0000% | $1460948.00        | $910269.70         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7105 | 2053-09-01      | 5.5000%  | 0.0000% | $16082880.00       | $12593541.20       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2783 | 2056-04-01      | 5.0000%  | 0.0000% | $16784512.00       | $16760926.03       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0963 | 2052-01-01      | 3.5000%  | 0.0000% | $969000.00         | $589074.58         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0241 | 2048-01-01      | 3.0000%  | 0.0000% | $9660000.00        | $2673983.48        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4712 | 2052-12-01      | 4.5000%  | 0.0000% | $2186800.00        | $1785682.81        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8336 | 2039-10-01      | 6.0000%  | 0.0000% | $6880808.00        | $3920492.73        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2463 | 2053-04-01      | 5.5000%  | 0.0000% | $2202636.00        | $2172356.03        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6603 | 2053-04-01      | 5.0000%  | 0.0000% | $5805000.00        | $5141922.88        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE1497 | 2052-05-01      | 4.0000%  | 0.0000% | $244000.00         | $154440.22         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8504 | 2052-08-01      | 5.0000%  | 0.0000% | $10944160.00       | $7220341.62        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3380 | 2053-07-01      | 6.5000%  | 0.0000% | $28329312.00       | $19647552.69       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN6394 | 2036-05-01      | 1.5000%  | 0.0000% | $1000000.00        | $507460.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1925 | 2055-02-01      | 5.5000%  | 0.0000% | $1196662.00        | $692157.06         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9683 | 2055-07-01      | 5.5000%  | 0.0000% | $605096.00         | $500767.84         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE2750 | 2055-06-01      | 7.0000%  | 0.0000% | $1123498.00        | $960528.83         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0006 | 2051-04-01      | 2.5000%  | 0.0000% | $785000.00         | $488270.98         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2651 | 2056-02-01      | 5.0000%  | 0.0000% | $3115320.00        | $3129412.24        | Agency Mortgage-Backed Securities |
| GNII ET DO2118 C     | 2062-04-20      | 3.0000%  | 0.0000% | $133342.00         | $116870.32         | Agency Mortgage-Backed Securities |
| GNII SF DR0183 C     | 2056-04-20      | 5.5000%  | 0.0000% | $3649660.00        | $3735914.44        | Agency Mortgage-Backed Securities |
| GNII SF DR0075 C     | 2056-04-20      | 5.0000%  | 0.0000% | $7329390.00        | $7328574.81        | Agency Mortgage-Backed Securities |
| GNII SF AU1995 C     | 2046-08-20      | 3.0000%  | 0.0000% | $2172648.00        | $305082.29         | Agency Mortgage-Backed Securities |
| GNII SF DI0933 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2377604.00        | $2505749.84        | Agency Mortgage-Backed Securities |
| GNII SF DI6415 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3741020.00        | $2613406.91        | Agency Mortgage-Backed Securities |
| GNII SF DO2348 C     | 2055-12-20      | 6.5000%  | 0.0000% | $2156120.00        | $2255889.14        | Agency Mortgage-Backed Securities |
| GNII SF DO6089 C     | 2055-12-20      | 6.0000%  | 0.0000% | $124340.00         | $129475.64         | Agency Mortgage-Backed Securities |
| GNII SF DO2216 C     | 2055-11-20      | 5.0000%  | 0.0000% | $2368436.00        | $2356441.79        | Agency Mortgage-Backed Securities |
| GNII SF MB0747 M     | 2055-11-20      | 6.0000%  | 0.0000% | $118108160.00      | $119060182.41      | Agency Mortgage-Backed Securities |
| GNII SF DR8067 C     | 2056-04-20      | 5.5000%  | 0.0000% | $4579064.00        | $4670689.04        | Agency Mortgage-Backed Securities |
| GNII ET DO9847 C     | 2065-12-20      | 2.0000%  | 0.0000% | $450950.00         | $347594.62         | Agency Mortgage-Backed Securities |
| GNII SF DO8488 C     | 2055-12-20      | 5.5000%  | 0.0000% | $5606240.00        | $5478304.81        | Agency Mortgage-Backed Securities |
| GNII SF DL7676 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4248544.00        | $4200756.81        | Agency Mortgage-Backed Securities |
| GNII SF DI8401 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1407412.00        | $1461554.98        | Agency Mortgage-Backed Securities |
| GNII SF AX4342 C     | 2046-10-20      | 3.5000%  | 0.0000% | $128008.00         | $36328.49          | Agency Mortgage-Backed Securities |
| GNII SF DK0799 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1773452.00        | $1860749.74        | Agency Mortgage-Backed Securities |
| GNII SF DL2428 C     | 2055-07-20      | 5.0000%  | 0.0000% | $5123272.00        | $5073017.35        | Agency Mortgage-Backed Securities |
| GNMI SF AW2784 X     | 2046-10-15      | 2.5000%  | 0.0000% | $476604.00         | $241179.59         | Agency Mortgage-Backed Securities |
| GNII SF DM0771 C     | 2055-08-20      | 6.5000%  | 0.0000% | $401375.00         | $422464.04         | Agency Mortgage-Backed Securities |
| GNII ET DL1240 C     | 2064-11-20      | 4.0000%  | 0.0000% | $141063.00         | $131654.49         | Agency Mortgage-Backed Securities |
| GNII SF AV2218 C     | 2046-10-20      | 3.0000%  | 0.0000% | $4142408.00        | $866651.43         | Agency Mortgage-Backed Securities |
| GNMI SF 592312 X     | 2032-08-15      | 6.5000%  | 0.0000% | $1057272.00        | $20213.56          | Agency Mortgage-Backed Securities |
| GNII SF 003308 M     | 2032-11-20      | 6.5000%  | 0.0000% | $9711120.00        | $33000.82          | Agency Mortgage-Backed Securities |
| GNII SF DM3342 C     | 2055-08-20      | 6.5000%  | 0.0000% | $5901712.00        | $5715420.20        | Agency Mortgage-Backed Securities |
| GNPL PN DK6736       | 2060-06-15      | 5.8400%  | 0.0000% | $902000.00         | $945971.15         | Agency Mortgage-Backed Securities |
| GNII SF DJ9762 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1001988.00        | $1085800.65        | Agency Mortgage-Backed Securities |
| GNII SF DH9291 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2866912.00        | $1844432.79        | Agency Mortgage-Backed Securities |
| GNII SF DK0285 C     | 2055-05-20      | 5.0000%  | 0.0000% | $5769384.00        | $5699167.81        | Agency Mortgage-Backed Securities |
| GNII SF DK1425 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2223428.00        | $1890585.19        | Agency Mortgage-Backed Securities |
| GNII SF DJ3087 C     | 2055-08-20      | 6.5000%  | 0.0000% | $8081280.00        | $7350561.72        | Agency Mortgage-Backed Securities |
| GNII SF DG6115 C     | 2055-01-20      | 6.0000%  | 0.0000% | $1019060.00        | $669911.05         | Agency Mortgage-Backed Securities |
| GNII SF DJ4813 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1688854.00        | $1701170.03        | Agency Mortgage-Backed Securities |
| GNII SF DJ9322 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1278012.00        | $1342704.92        | Agency Mortgage-Backed Securities |
| GNII SF DK5098 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2363192.00        | $2339356.61        | Agency Mortgage-Backed Securities |
| GNII ET DJ5522 C     | 2065-04-20      | 2.0000%  | 0.0000% | $1204612.00        | $918205.11         | Agency Mortgage-Backed Securities |
| GNII SF DH9287 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1141638.00        | $1170408.98        | Agency Mortgage-Backed Securities |
| GNII SF DE9639 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1998826.00        | $2080621.78        | Agency Mortgage-Backed Securities |
| GNII ET DG3951 C     | 2066-02-20      | 6.0000%  | 0.0000% | $1008794.00        | $1038579.65        | Agency Mortgage-Backed Securities |
| GNII SF DH4858 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1517142.00        | $1429627.30        | Agency Mortgage-Backed Securities |
| GNII SF DG7337 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2470324.00        | $2597632.13        | Agency Mortgage-Backed Securities |
| GNII SF DH6779 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3367668.00        | $1205765.99        | Agency Mortgage-Backed Securities |
| GNII ET DG6618 C     | 2063-12-20      | 7.5000%  | 0.0000% | $87771.00          | $90549.17          | Agency Mortgage-Backed Securities |
| GNII SF DE1089 C     | 2054-10-20      | 7.0000%  | 0.0000% | $14236432.00       | $2225907.21        | Agency Mortgage-Backed Securities |
| GNII SF DD7724 C     | 2054-09-20      | 6.0000%  | 0.0000% | $1220762.00        | $1233610.18        | Agency Mortgage-Backed Securities |
| GNII SF DN3061 C     | 2055-10-20      | 6.5000%  | 0.0000% | $10794288.00       | $10763890.51       | Agency Mortgage-Backed Securities |
| GNII SF MA9604 M     | 2054-04-20      | 5.0000%  | 0.0000% | $415000.00         | $350964.92         | Agency Mortgage-Backed Securities |
| GNII JM MA9351 M     | 2053-11-20      | 6.5000%  | 0.0000% | $1477412.00        | $270953.56         | Agency Mortgage-Backed Securities |
| GNII SF DM4390 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2755276.00        | $2852830.99        | Agency Mortgage-Backed Securities |
| GNII SF DN8382 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1116674.00        | $1165158.20        | Agency Mortgage-Backed Securities |
| GNII SF MA8766 M     | 2032-12-20      | 3.0000%  | 0.0000% | $205836.00         | $155435.43         | Agency Mortgage-Backed Securities |
| GNII SF DN2461 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4054888.00        | $4266568.69        | Agency Mortgage-Backed Securities |
| GNII SF DP2927 C     | 2056-01-20      | 4.5000%  | 0.0000% | $1535370.00        | $1384637.91        | Agency Mortgage-Backed Securities |
| GNII SF CH8580 C     | 2051-11-20      | 2.5000%  | 0.0000% | $1290120.00        | $986569.29         | Agency Mortgage-Backed Securities |
| GNII SF CV5804 C     | 2054-01-20      | 7.5000%  | 0.0000% | $18432000.00       | $17240181.12       | Agency Mortgage-Backed Securities |
| GNII SF MA7420 M     | 2051-06-20      | 3.5000%  | 0.0000% | $8199000.00        | $3757832.30        | Agency Mortgage-Backed Securities |
| GNII SF CP9343 C     | 2052-11-20      | 5.0000%  | 0.0000% | $1913814.00        | $1689556.10        | Agency Mortgage-Backed Securities |
| GNII SF AA6243 C     | 2043-04-20      | 3.5000%  | 0.0000% | $35000000.00       | $3032978.10        | Agency Mortgage-Backed Securities |
| GNMI SF AB9108 X     | 2042-10-15      | 3.0000%  | 0.0000% | $4400000.00        | $439171.44         | Agency Mortgage-Backed Securities |
| GNCL CS CV1941       | 2065-10-15      | 5.2500%  | 0.0000% | $8834608.00        | $8954813.15        | Agency Mortgage-Backed Securities |
| GNII SF AJ4255 C     | 2044-10-20      | 3.5000%  | 0.0000% | $1399322.00        | $363584.89         | Agency Mortgage-Backed Securities |
| GNII SF CR6442 C     | 2052-12-20      | 5.0000%  | 0.0000% | $1212326.00        | $1074578.93        | Agency Mortgage-Backed Securities |
| GNMI SF AB9109 X     | 2042-10-15      | 3.0000%  | 0.0000% | $1050000.00        | $106590.71         | Agency Mortgage-Backed Securities |
| GNMI SF AL0786 X     | 2045-01-15      | 3.0000%  | 0.0000% | $66830.00          | $6026.79           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2334 | 2055-09-01      | 6.0000%  | 0.0000% | $16623680.00       | $14547443.96       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3910 | 2055-09-01      | 6.0000%  | 0.0000% | $789189.00         | $803200.59         | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $8139344.00        | $3608340.55        | Agency Mortgage-Backed Securities |
| GNII JM MA7303 M     | 2051-04-20      | 2.0000%  | 0.0000% | $66230000.00       | $35744164.04       | Agency Mortgage-Backed Securities |
| GNII SF BY1275 C     | 2050-10-20      | 2.0000%  | 0.0000% | $1109224.00        | $396342.34         | Agency Mortgage-Backed Securities |
| GNII SF CR9715 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1273386.00        | $1312819.35        | Agency Mortgage-Backed Securities |
| GNII SF BZ4587 C     | 2033-05-20      | 6.0000%  | 0.0000% | $1514488.00        | $445758.61         | Agency Mortgage-Backed Securities |
| GNII SF CJ2963 C     | 2052-02-20      | 5.0000%  | 0.0000% | $1205474.00        | $1050449.39        | Agency Mortgage-Backed Securities |
| GNII SF CT0189 C     | 2053-06-20      | 6.0000%  | 0.0000% | $922570.00         | $690833.22         | Agency Mortgage-Backed Securities |
| GNII SF CX4164 C     | 2054-02-20      | 7.5000%  | 0.0000% | $2870500.00        | $2614029.15        | Agency Mortgage-Backed Securities |
| GNII SF BT6867 C     | 2050-05-20      | 3.0000%  | 0.0000% | $3355000.00        | $770616.58         | Agency Mortgage-Backed Securities |
| GNPL PN CV7749       | 2060-08-15      | 5.6800%  | 0.0000% | $1260000.00        | $1310399.97        | Agency Mortgage-Backed Securities |
| GNII SF CX4168 C     | 2054-02-20      | 7.5000%  | 0.0000% | $1621730.00        | $1339377.41        | Agency Mortgage-Backed Securities |
| GNII ET CZ7108 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1584726.00        | $299962.72         | Agency Mortgage-Backed Securities |
| GNII ET CW8951 C     | 2063-06-20      | 6.0000%  | 0.0000% | $5995240.00        | $3162675.16        | Agency Mortgage-Backed Securities |
| GNII SF CT3929 C     | 2053-03-20      | 6.0000%  | 0.0000% | $24315.00          | $24712.42          | Agency Mortgage-Backed Securities |
| GNPL PN CC5104       | 2063-06-15      | 2.9900%  | 0.0000% | $56772.00          | $49124.57          | Agency Mortgage-Backed Securities |
| GNII SF CV0430 C     | 2053-07-20      | 7.0000%  | 0.0000% | $1626416.00        | $1383725.24        | Agency Mortgage-Backed Securities |
| GNII SF CX7173 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1250010.00        | $1195112.49        | Agency Mortgage-Backed Securities |
| GNII SF CI6776 C     | 2048-03-20      | 3.5000%  | 0.0000% | $1146078.00        | $652104.86         | Agency Mortgage-Backed Securities |
| GNII SF BH6397 C     | 2036-02-20      | 3.0000%  | 0.0000% | $1241700.00        | $266805.85         | Agency Mortgage-Backed Securities |
| GNII SF BX4933 C     | 2050-08-20      | 3.0000%  | 0.0000% | $879148.00         | $620723.76         | Agency Mortgage-Backed Securities |
| GNII RG CL7221 C     | 2046-04-20      | 4.5000%  | 0.0000% | $4928656.00        | $2883928.20        | Agency Mortgage-Backed Securities |
| GNII SF BV8721 C     | 2050-07-20      | 2.5000%  | 0.0000% | $827055.00         | $451404.97         | Agency Mortgage-Backed Securities |
| GNII SF MA9995 M     | 2033-01-20      | 3.0000%  | 0.0000% | $81079.00          | $61912.11          | Agency Mortgage-Backed Securities |
| GNII SF BV3235 C     | 2039-10-20      | 6.0000%  | 0.0000% | $1300000.00        | $399167.19         | Agency Mortgage-Backed Securities |
| GNII ET CP6434 C     | 2062-09-20      | 5.5000%  | 0.0000% | $600000.00         | $238362.98         | Agency Mortgage-Backed Securities |
| GNII SF BZ4615 C     | 2039-01-20      | 6.5000%  | 0.0000% | $2573256.00        | $713034.62         | Agency Mortgage-Backed Securities |
| GNII RG CI8163 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1058782.00        | $549524.67         | Agency Mortgage-Backed Securities |
| GNPL PN CH2695       | 2057-07-15      | 3.2300%  | 0.0000% | $76780.00          | $66686.66          | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $463249408.00      | $110478799.90      | Agency Mortgage-Backed Securities |
| GNII SF CZ1218 C     | 2054-03-20      | 8.0000%  | 0.0000% | $2443820.00        | $2618281.75        | Agency Mortgage-Backed Securities |
| GNII SF AM1139 C     | 2045-03-20      | 3.5000%  | 0.0000% | $9866464.00        | $1804692.28        | Agency Mortgage-Backed Securities |
| GNII SF MA9941 M     | 2039-10-20      | 6.5000%  | 0.0000% | $151542.00         | $93194.57          | Agency Mortgage-Backed Securities |
| GNPL PN CY8218       | 2059-01-15      | 6.9300%  | 0.0000% | $136184.00         | $147146.43         | Agency Mortgage-Backed Securities |
| GNII SF CX2662 C     | 2053-08-20      | 5.5000%  | 0.0000% | $7308144.00        | $5864131.72        | Agency Mortgage-Backed Securities |
| GNII SF CZ1793 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1092178.00        | $282112.12         | Agency Mortgage-Backed Securities |
| GNII ET DM7095 C     | 2065-09-20      | 3.5000%  | 0.0000% | $365391.00         | $327442.04         | Agency Mortgage-Backed Securities |
| GNII SF DO2206 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1476148.00        | $1521860.44        | Agency Mortgage-Backed Securities |
| GNPL PN CJ1374       | 2065-03-15      | 5.3900%  | 0.0000% | $1484828.00        | $1519054.23        | Agency Mortgage-Backed Securities |
| GNII SF DN5547 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1282526.00        | $1350439.24        | Agency Mortgage-Backed Securities |
| GNII SF DM4586 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1259790.00        | $1187450.57        | Agency Mortgage-Backed Securities |
| GNII SF DM8506 C     | 2055-10-20      | 6.0000%  | 0.0000% | $281322.00         | $290095.72         | Agency Mortgage-Backed Securities |
| GNII SF DN2067 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1963322.00        | $2061267.99        | Agency Mortgage-Backed Securities |
| GNII SF DM3433 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2453876.00        | $2569261.18        | Agency Mortgage-Backed Securities |
| GNPL PN DM8124       | 2060-12-15      | 5.7900%  | 0.0000% | $1198210.00        | $1265061.24        | Agency Mortgage-Backed Securities |
| GNII ET DM3950 C     | 2065-08-20      | 3.0000%  | 0.0000% | $705328.00         | $621492.40         | Agency Mortgage-Backed Securities |
| GNII ET DP1755 C     | 2065-09-20      | 2.0000%  | 0.0000% | $342213.00         | $261637.22         | Agency Mortgage-Backed Securities |
| GNII ET DM1796 C     | 2065-10-20      | 3.0000%  | 0.0000% | $503367.00         | $446541.65         | Agency Mortgage-Backed Securities |
| GNMI SF CD3257 X     | 2051-06-15      | 2.5000%  | 0.0000% | $8844256.00        | $6109915.06        | Agency Mortgage-Backed Securities |
| GNII SF DO2215 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2110564.00        | $2217214.78        | Agency Mortgage-Backed Securities |
| GNII ET DM2755 C     | 2065-07-20      | 4.0000%  | 0.0000% | $361663.00         | $334992.95         | Agency Mortgage-Backed Securities |
| GNII SF DM7932 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1419550.00        | $1492478.56        | Agency Mortgage-Backed Securities |
| GNMI SP 785718 X     | 2050-03-15      | 2.5000%  | 0.0000% | $3707512.00        | $2381703.48        | Agency Mortgage-Backed Securities |
| GNII SF DN0030 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1630492.00        | $1692109.06        | Agency Mortgage-Backed Securities |
| GNII ET DN4219 C     | 2065-05-20      | 3.0000%  | 0.0000% | $357621.00         | $314389.36         | Agency Mortgage-Backed Securities |
| GNII ET DN3104 C     | 2065-09-20      | 4.0000%  | 0.0000% | $196870.00         | $184200.26         | Agency Mortgage-Backed Securities |
| GNMI SP 780813 X     | 2028-06-15      | 6.5000%  | 0.0000% | $49344512.00       | $36747.84          | Agency Mortgage-Backed Securities |
| GNII SP 788170 C     | 2055-09-20      | 6.5000%  | 0.0000% | $163773696.00      | $151151232.85      | Agency Mortgage-Backed Securities |
| GNII SF DL4912 C     | 2055-08-20      | 6.5000%  | 0.0000% | $959950.00         | $715338.77         | Agency Mortgage-Backed Securities |
| GNMI SF 487694 X     | 2039-02-15      | 5.0000%  | 0.0000% | $1350914.00        | $77100.17          | Agency Mortgage-Backed Securities |
| GNII SF DP1201 C     | 2055-12-20      | 6.5000%  | 0.0000% | $3409716.00        | $3635911.56        | Agency Mortgage-Backed Securities |
| GNII SF BY6409 C     | 2050-10-20      | 2.5000%  | 0.0000% | $308890.00         | $185327.10         | Agency Mortgage-Backed Securities |
| GNII SF BZ4588 C     | 2032-03-20      | 7.0000%  | 0.0000% | $1142648.00        | $334222.04         | Agency Mortgage-Backed Securities |
| GNII ET DN4317 C     | 2065-08-20      | 2.0000%  | 0.0000% | $83529.00          | $63731.89          | Agency Mortgage-Backed Securities |
| GNII SF DO6777 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2242780.00        | $2441297.55        | Agency Mortgage-Backed Securities |
| GNPL PN CA4910       | 2063-05-15      | 2.5700%  | 0.0000% | $50000.00          | $41918.05          | Agency Mortgage-Backed Securities |
| GNII SF DP6260 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1662962.00        | $1705696.06        | Agency Mortgage-Backed Securities |
| GNII ET DL9268 C     | 2065-08-20      | 2.0000%  | 0.0000% | $274635.00         | $210646.14         | Agency Mortgage-Backed Securities |
| GNII SP 785615 C     | 2051-08-20      | 2.5000%  | 0.0000% | $175000.00         | $90989.14          | Agency Mortgage-Backed Securities |
| GNII SP 787236 C     | 2054-01-20      | 6.5000%  | 0.0000% | $18545000.00       | $9471177.69        | Agency Mortgage-Backed Securities |
| GNII SP 786202 C     | 2052-03-20      | 3.5000%  | 0.0000% | $1000000.00        | $633711.50         | Agency Mortgage-Backed Securities |
| GNPL PN DM6438       | 2060-11-15      | 5.0300%  | 0.0000% | $304331.00         | $304680.04         | Agency Mortgage-Backed Securities |
| GNII SP 787355 C     | 2054-02-20      | 6.0000%  | 0.0000% | $100000.00         | $76412.29          | Agency Mortgage-Backed Securities |
| GNII SP 785622 C     | 2051-09-20      | 2.5000%  | 0.0000% | $445600.00         | $241000.53         | Agency Mortgage-Backed Securities |
| GNII SF DN5508 C     | 2055-11-20      | 5.0000%  | 0.0000% | $3507160.00        | $3487706.86        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1852 | 2056-05-01      | 4.5000%  | 0.0000% | $7453160.00        | $7204843.07        | Agency Mortgage-Backed Securities |
| GNII SF DO2347 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1265572.00        | $1333660.06        | Agency Mortgage-Backed Securities |
| GNMI SP 782565 X     | 2039-02-15      | 5.0000%  | 0.0000% | $16900000.00       | $301327.94         | Agency Mortgage-Backed Securities |
| GNII ET DM6160 C     | 2065-08-20      | 4.0000%  | 0.0000% | $289827.00         | $268676.19         | Agency Mortgage-Backed Securities |
| GNMI SP 784715 X     | 2048-05-15      | 4.0000%  | 0.0000% | $648638.00         | $54690.51          | Agency Mortgage-Backed Securities |
| GNII AP 787362 M     | 2051-05-20      | 2.5000%  | 0.0000% | $60000.00          | $43693.74          | Agency Mortgage-Backed Securities |
| GNII SF DN3199 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1163676.00        | $1209930.19        | Agency Mortgage-Backed Securities |
| GNII SP 787544 M     | 2053-09-20      | 3.5000%  | 0.0000% | $5225000.00        | $3990979.28        | Agency Mortgage-Backed Securities |
| GNII ET DN6796 C     | 2065-12-20      | 6.5000%  | 0.0000% | $250225.00         | $263134.93         | Agency Mortgage-Backed Securities |
| GNII ET DN7932 C     | 2065-11-20      | 3.5000%  | 0.0000% | $496141.00         | $444319.93         | Agency Mortgage-Backed Securities |
| GNMI SF 590213 X     | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $5856.87           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3429 | 2055-09-01      | 6.0000%  | 0.0000% | $264977.00         | $216285.38         | Agency Mortgage-Backed Securities |
| GNII SF 004636 M     | 2040-02-20      | 4.5000%  | 0.0000% | $6053944.00        | $215933.90         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2569 | 2056-05-01      | 5.0000%  | 0.0000% | $1186200.00        | $1181973.31        | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $387500.00         | $43731.61          | Agency Mortgage-Backed Securities |
| GNII SF MA2962 M     | 2045-07-20      | 4.0000%  | 0.0000% | $2500928.00        | $193842.69         | Agency Mortgage-Backed Securities |
| GNII JM MA4185 M     | 2047-01-20      | 3.5000%  | 0.0000% | $571908.00         | $24201.39          | Agency Mortgage-Backed Securities |
| GNMI SF AA5391 X     | 2042-06-15      | 3.5000%  | 0.0000% | $14975000.00       | $1161077.10        | Agency Mortgage-Backed Securities |
| GNMI SF AA0268 X     | 2041-12-15      | 3.7500%  | 0.0000% | $88560.00          | $54538.74          | Agency Mortgage-Backed Securities |
| GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | 0.0000% | $64125440.00       | $6944001.90        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8692 | 2056-03-01      | 4.5000%  | 0.0000% | $13493968.00       | $13020967.15       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4259 | 2040-10-01      | 5.5000%  | 0.0000% | $5621160.00        | $4893231.66        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA5426 | 2054-01-01      | 4.5000%  | 0.0000% | $18878688.00       | $18282442.40       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4050 | 2040-08-01      | 5.5000%  | 0.0000% | $377261.00         | $364404.75         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2473 | 2052-07-01      | 5.0000%  | 0.0000% | $63832.00          | $44800.32          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4074 | 2040-09-01      | 5.5000%  | 0.0000% | $1126360.00        | $1105466.97        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO5071 | 2041-03-01      | 5.5000%  | 0.0000% | $1014300.00        | $1038423.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  | 0.0000% | $111000.00         | $9250.44           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX3341 | 2055-01-01      | 5.0000%  | 0.0000% | $1547166.00        | $1422254.19        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CKMA4294 | 2051-03-01      | 1.5000%  | 0.0000% | $264000.00         | $151023.03         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3688 | 2049-06-01      | 4.5000%  | 0.0000% | $440000.00         | $36827.01          | Agency Mortgage-Backed Securities |
| GNII SF DQ0872 C     | 2056-01-20      | 5.5000%  | 0.0000% | $2031924.00        | $2104769.02        | Agency Mortgage-Backed Securities |
| GNII SP 787699 M     | 2049-03-20      | 3.0000%  | 0.0000% | $97697920.00       | $76613088.68       | Agency Mortgage-Backed Securities |
| GNII SF DP7550 C     | 2056-02-20      | 6.0000%  | 0.0000% | $191420.00         | $198696.17         | Agency Mortgage-Backed Securities |
| GNMI SF 711731 X     | 2043-03-15      | 3.0000%  | 0.0000% | $1293144.00        | $447725.94         | Agency Mortgage-Backed Securities |
| GNII SP 784189 C     | 2046-08-20      | 3.5000%  | 0.0000% | $51239440.00       | $9421650.41        | Agency Mortgage-Backed Securities |
| GNMI SP 782726 X     | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $1800071.61        | Agency Mortgage-Backed Securities |
| GNMI SP 783321 X     | 2040-12-15      | 5.5000%  | 0.0000% | $15000000.00       | $467057.74         | Agency Mortgage-Backed Securities |
| GNII SF 673398 C     | 2046-07-20      | 3.0000%  | 0.0000% | $1750000.00        | $379893.13         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL1063 | 2040-09-01      | 5.5000%  | 0.0000% | $162016000.00      | $2381388.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6347 | 2055-12-01      | 5.5000%  | 0.0000% | $9643456.00        | $9874125.38        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL5209 | 2056-04-01      | 5.0000%  | 0.0000% | $47448000.00       | $47235042.83       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2702 | 2054-08-01      | 6.0000%  | 0.0000% | $19547232.00       | $12294528.29       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL5163 | 2054-03-25      | 6.5000%  | 0.0000% | $239646720.00      | $249999964.20      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0994 | 2055-12-01      | 6.0000%  | 0.0000% | $6973440.00        | $6219992.86        | Agency Mortgage-Backed Securities |
| GNMI SF 779084 X     | 2042-04-15      | 3.0000%  | 0.0000% | $32500000.00       | $2496377.42        | Agency Mortgage-Backed Securities |
| GNMI SF 779074 X     | 2042-04-15      | 3.5000%  | 0.0000% | $1712998.00        | $167141.70         | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M     | 2043-03-20      | 3.5000%  | 0.0000% | $1000000.00        | $85060.55          | Agency Mortgage-Backed Securities |
| GNII SF AB7500 C     | 2042-11-20      | 3.5000%  | 0.0000% | $284000.00         | $6253.97           | Agency Mortgage-Backed Securities |
| GNMI SF AA0219 X     | 2042-04-15      | 3.0000%  | 0.0000% | $862021.00         | $92237.38          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7111 | 2054-02-01      | 6.0000%  | 0.0000% | $21307808.00       | $17755863.25       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7397 | 2055-01-01      | 5.5000%  | 0.0000% | $1371900.00        | $1206727.37        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1769 | 2037-06-01      | 2.5000%  | 0.0000% | $4913008.00        | $4448907.31        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2229 | 2038-08-01      | 5.5000%  | 0.0000% | $57105000.00       | $662708.72         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PZA3228 | 2047-02-01      | 3.5000%  | 0.0000% | $3200000.00        | $252267.56         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN1979 | 2035-04-01      | 2.0000%  | 0.0000% | $1775818.00        | $388931.23         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC1538 | 2035-08-01      | 2.5000%  | 0.0000% | $500000.00         | $149687.46         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG6788 | 2053-07-01      | 5.0000%  | 0.0000% | $576443.00         | $543694.93         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5361 | 2045-08-01      | 6.5000%  | 0.0000% | $457429.00         | $386651.79         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1502 | 2052-07-01      | 4.5000%  | 0.0000% | $757409.00         | $552346.28         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG1674 | 2053-05-01      | 6.5000%  | 0.0000% | $7771440.00        | $5561922.07        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQI2983 | 2054-03-01      | 4.0000%  | 0.0000% | $1019898.00        | $844098.09         | Agency Mortgage-Backed Securities |
| GNII SF DI5723 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2049524.00        | $2154496.13        | Agency Mortgage-Backed Securities |
| GNII SF DO1081 C     | 2056-02-20      | 6.0000%  | 0.0000% | $376866.00         | $390723.45         | Agency Mortgage-Backed Securities |
| GNII SF DK6525 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2302556.00        | $2138586.46        | Agency Mortgage-Backed Securities |
| GNMI SF 697852 X     | 2039-02-15      | 5.0000%  | 0.0000% | $1376420.00        | $6409.77           | Agency Mortgage-Backed Securities |
| GNII SF DQ0722 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1249842.00        | $1272406.09        | Agency Mortgage-Backed Securities |
| GNII SF DI1926 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2438120.00        | $1966409.81        | Agency Mortgage-Backed Securities |
| GNII SF DD4242 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1120712.00        | $1155229.81        | Agency Mortgage-Backed Securities |
| GNII ET CZ6958 C     | 2063-12-20      | 7.5000%  | 0.0000% | $846020.00         | $629711.86         | Agency Mortgage-Backed Securities |
| GNPL PN DC4402       | 2059-07-15      | 5.8900%  | 0.0000% | $41981.00          | $43853.81          | Agency Mortgage-Backed Securities |
| GNII SF CV5745 C     | 2053-12-20      | 8.0000%  | 0.0000% | $33076416.00       | $29882418.04       | Agency Mortgage-Backed Securities |
| GNII SF CU4768 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1548474.00        | $1297669.80        | Agency Mortgage-Backed Securities |
| GNII SF CQ9881 C     | 2052-10-20      | 4.5000%  | 0.0000% | $289782.00         | $255067.01         | Agency Mortgage-Backed Securities |
| GNII SF CZ3430 C     | 2054-01-20      | 6.5000%  | 0.0000% | $1074702.00        | $666891.51         | Agency Mortgage-Backed Securities |
| GNII RG CM0722 C     | 2047-07-20      | 3.5000%  | 0.0000% | $859587.00         | $515826.66         | Agency Mortgage-Backed Securities |
| GNII ET CV5472 C     | 2063-05-20      | 6.5000%  | 0.0000% | $11738896.00       | $5243662.72        | Agency Mortgage-Backed Securities |
| GNII SF CZ1219 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1078286.00        | $1140289.96        | Agency Mortgage-Backed Securities |
| GNII SF CZ1215 C     | 2054-03-20      | 7.5000%  | 0.0000% | $1082736.00        | $1117338.62        | Agency Mortgage-Backed Securities |
| GNII SF CV9047 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1289250.00        | $1008834.14        | Agency Mortgage-Backed Securities |
| GNII SF DI1654 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2246580.00        | $1292967.28        | Agency Mortgage-Backed Securities |
| GNMI SF AE3318 X     | 2046-07-15      | 2.5000%  | 0.0000% | $945058.00         | $585644.15         | Agency Mortgage-Backed Securities |
| GNII JM MA8479 M     | 2052-11-20      | 4.0000%  | 0.0000% | $6000000.00        | $4319076.20        | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | 0.0000% | $65121280.00       | $39407048.71       | Agency Mortgage-Backed Securities |
| GNII SF DM7897 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1652514.00        | $1733264.20        | Agency Mortgage-Backed Securities |
| GNII SF DL5793 C     | 2046-02-20      | 6.5000%  | 0.0000% | $755445.00         | $782690.14         | Agency Mortgage-Backed Securities |
| GNII SF MA7710 M     | 2051-11-20      | 5.0000%  | 0.0000% | $25000.00          | $10264.23          | Agency Mortgage-Backed Securities |
| GNII SF DL7674 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3517096.00        | $3688550.04        | Agency Mortgage-Backed Securities |
| GNII SF MA6683 M     | 2035-07-20      | 2.5000%  | 0.0000% | $400000.00         | $92856.24          | Agency Mortgage-Backed Securities |
| GNII SF DK8397 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1670482.00        | $1766765.22        | Agency Mortgage-Backed Securities |
| GNII SF DL8958 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1927434.00        | $1365788.84        | Agency Mortgage-Backed Securities |
| GNII SF MA6542 M     | 2050-02-20      | 3.5000%  | 0.0000% | $64732000.00       | $9114548.40        | Agency Mortgage-Backed Securities |
| GNII SF DL8119 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1433132.00        | $1503147.48        | Agency Mortgage-Backed Securities |
| GNII SF MA8241 M     | 2037-09-20      | 3.0000%  | 0.0000% | $1194470.00        | $728852.27         | Agency Mortgage-Backed Securities |
| GNII ET DL6746 C     | 2065-08-20      | 3.0000%  | 0.0000% | $199304.00         | $175617.84         | Agency Mortgage-Backed Securities |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $52552896.00       | $37136118.35       | Agency Mortgage-Backed Securities |
| GNII SF MA8871 M     | 2053-04-20      | 1.5000%  | 0.0000% | $212718.00         | $154044.27         | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M     | 2051-12-20      | 3.5000%  | 0.0000% | $35000.00          | $21389.96          | Agency Mortgage-Backed Securities |
| GNII SF MA7451 M     | 2036-12-20      | 4.5000%  | 0.0000% | $135341.00         | $99502.42          | Agency Mortgage-Backed Securities |
| GNII SF DL5182 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4104688.00        | $4307904.64        | Agency Mortgage-Backed Securities |
| GNII SF MA6748 M     | 2032-12-20      | 6.5000%  | 0.0000% | $913514.00         | $269330.37         | Agency Mortgage-Backed Securities |
| GNII SF MA6688 M     | 2034-11-20      | 5.0000%  | 0.0000% | $634921.00         | $118043.83         | Agency Mortgage-Backed Securities |
| GNII SF MA7971 M     | 2028-06-20      | 7.0000%  | 0.0000% | $99214.00          | $36349.99          | Agency Mortgage-Backed Securities |
| GNII SF DK8399 C     | 2055-07-20      | 7.0000%  | 0.0000% | $4313336.00        | $4561708.96        | Agency Mortgage-Backed Securities |
| GNII JM MA7579 M     | 2051-09-20      | 2.5000%  | 0.0000% | $115000.00         | $69025.18          | Agency Mortgage-Backed Securities |
| GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $7695208.00        | $2106196.04        | Agency Mortgage-Backed Securities |
| GNPL PN CB6590       | 2063-02-15      | 2.8500%  | 0.0000% | $98914.00          | $84758.18          | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  | 0.0000% | $634827.00         | $372114.09         | Agency Mortgage-Backed Securities |
| GNII RG CH5613 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1050932.00        | $561856.99         | Agency Mortgage-Backed Securities |
| GNII SF BZ8527 C     | 2046-01-20      | 2.5000%  | 0.0000% | $84070.00          | $49741.04          | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $10030880.00       | $1939911.35        | Agency Mortgage-Backed Securities |
| GNII SF DK8325 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2394332.00        | $2529643.81        | Agency Mortgage-Backed Securities |
| GNII SF DL4507 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2640528.00        | $2766298.85        | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $402228224.00      | $217922188.95      | Agency Mortgage-Backed Securities |
| GNII SF DK5601 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1601618.00        | $1677534.40        | Agency Mortgage-Backed Securities |
| GNII RG CN9974 C     | 2042-07-20      | 3.5000%  | 0.0000% | $2175000.00        | $1212892.17        | Agency Mortgage-Backed Securities |
| GNPL PN CD0901       | 2063-08-15      | 3.0000%  | 0.0000% | $7962912.00        | $6865176.07        | Agency Mortgage-Backed Securities |
| GNPL PN CA0648       | 2063-05-15      | 2.8300%  | 0.0000% | $71337.00          | $60990.21          | Agency Mortgage-Backed Securities |
| GNMI SF BX6816 X     | 2050-11-15      | 2.5000%  | 0.0000% | $514958.00         | $242554.59         | Agency Mortgage-Backed Securities |
| GNII SF CD0467 C     | 2051-09-20      | 3.0000%  | 0.0000% | $1100066.00        | $888927.25         | Agency Mortgage-Backed Securities |
| GNII SF BZ1783 C     | 2040-06-20      | 5.0000%  | 0.0000% | $1491558.00        | $565656.54         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA5833 | 2056-02-01      | 6.0000%  | 0.0000% | $1068786.00        | $1111546.17        | Agency Mortgage-Backed Securities |
| GNII SF DR3507 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1380204.00        | $1419047.85        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8887 | 2055-07-01      | 5.0000%  | 0.0000% | $2156008.00        | $1916142.79        | Agency Mortgage-Backed Securities |
| GNII SF DO2405 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1201290.00        | $1242881.28        | Agency Mortgage-Backed Securities |
| GNII SF DO1018 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1781550.00        | $1882453.38        | Agency Mortgage-Backed Securities |
| GNII SF MA4781 M     | 2047-10-20      | 5.0000%  | 0.0000% | $2235000.00        | $188843.23         | Agency Mortgage-Backed Securities |
| GNII SF MA5793 M     | 2034-03-20      | 4.5000%  | 0.0000% | $134799.00         | $17681.11          | Agency Mortgage-Backed Securities |
| GNMI SF 672353 X     | 2037-10-15      | 7.0000%  | 0.0000% | $1200000.00        | $21305.20          | Agency Mortgage-Backed Securities |
| GNII SF MA5764 M     | 2049-02-20      | 4.5000%  | 0.0000% | $20000000.00       | $1382474.59        | Agency Mortgage-Backed Securities |
| GNII SF MA6217 M     | 2049-10-20      | 2.5000%  | 0.0000% | $1700000.00        | $289800.06         | Agency Mortgage-Backed Securities |
| GNII JM MA6213 M     | 2049-10-20      | 5.0000%  | 0.0000% | $536222.00         | $27116.18          | Agency Mortgage-Backed Securities |
| GNMI SF 702983 X     | 2039-02-15      | 5.0000%  | 0.0000% | $7619120.00        | $980637.27         | Agency Mortgage-Backed Securities |
| GNII SF MA5506 M     | 2030-10-20      | 8.5000%  | 0.0000% | $86295.00          | $34720.78          | Agency Mortgage-Backed Securities |
| GNII SF BV8707 C     | 2050-07-20      | 2.5000%  | 0.0000% | $1159914.00        | $437677.84         | Agency Mortgage-Backed Securities |
| GNII RG CN9847 C     | 2045-03-20      | 2.5000%  | 0.0000% | $1365548.00        | $867318.53         | Agency Mortgage-Backed Securities |
| GNII SF DP7758 C     | 2056-01-20      | 4.5000%  | 0.0000% | $2376644.00        | $2304082.07        | Agency Mortgage-Backed Securities |
| GNMI SF BC7378 X     | 2047-11-15      | 3.5000%  | 0.0000% | $1383986.00        | $99332.21          | Agency Mortgage-Backed Securities |
| GNII SF BT0812 C     | 2050-03-20      | 3.0000%  | 0.0000% | $200000.00         | $39129.58          | Agency Mortgage-Backed Securities |
| GNMI SF BC8602 X     | 2047-09-15      | 3.0000%  | 0.0000% | $677731.00         | $284910.12         | Agency Mortgage-Backed Securities |
| GNPL PN CC9269       | 2063-04-15      | 2.7200%  | 0.0000% | $56656.00          | $48035.75          | Agency Mortgage-Backed Securities |
| GNPL PN BV7052       | 2062-05-15      | 3.1700%  | 0.0000% | $93098.00          | $81735.00          | Agency Mortgage-Backed Securities |
| GNII SF MA4070 M     | 2046-11-20      | 4.0000%  | 0.0000% | $1778974.00        | $159965.49         | Agency Mortgage-Backed Securities |
| GNII RG CH5841 C     | 2050-01-20      | 5.5000%  | 0.0000% | $4626768.00        | $2287352.73        | Agency Mortgage-Backed Securities |
| GNII RG CH5857 C     | 2049-07-20      | 5.5000%  | 0.0000% | $2779924.00        | $804227.06         | Agency Mortgage-Backed Securities |
| GNMI SF BU8320 X     | 2050-05-15      | 2.5000%  | 0.0000% | $6610608.00        | $1453302.82        | Agency Mortgage-Backed Securities |
| GNII SF MA3939 M     | 2046-09-20      | 4.5000%  | 0.0000% | $13637140.00       | $1215826.21        | Agency Mortgage-Backed Securities |
| GNII SF MA9514 M     | 2031-06-20      | 7.0000%  | 0.0000% | $90881.00          | $52837.53          | Agency Mortgage-Backed Securities |
| GNII SF MA5306 M     | 2028-10-20      | 6.5000%  | 0.0000% | $534789.00         | $53465.12          | Agency Mortgage-Backed Securities |
| GNII ET DP1565 C     | 2062-06-20      | 3.5000%  | 0.0000% | $79472.00          | $70992.92          | Agency Mortgage-Backed Securities |
| GNII SF DN6550 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1816826.00        | $1913032.78        | Agency Mortgage-Backed Securities |
| GNII SF DL2626 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1955170.00        | $2056826.41        | Agency Mortgage-Backed Securities |
| GNII ET DK9471 C     | 2065-06-20      | 3.0000%  | 0.0000% | $284824.00         | $249645.51         | Agency Mortgage-Backed Securities |
| GNII SF DP4688 C     | 2056-02-20      | 5.0000%  | 0.0000% | $3646972.00        | $3637368.57        | Agency Mortgage-Backed Securities |
| GNII SF DN0005 C     | 2055-09-20      | 6.5000%  | 0.0000% | $992942.00         | $1046708.23        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $225000.00         | $142060.81         | Agency Mortgage-Backed Securities |
| GNII SF DP0295 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2055936.00        | $2238568.62        | Agency Mortgage-Backed Securities |
| GNII SF MA9751 M     | 2039-06-20      | 6.5000%  | 0.0000% | $457911.00         | $333208.97         | Agency Mortgage-Backed Securities |
| GNII SF DQ0717 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1974816.00        | $1970354.45        | Agency Mortgage-Backed Securities |
| GNII RG CN9813 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1467946.00        | $819888.26         | Agency Mortgage-Backed Securities |
| GNII SF DN6677 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1088480.00        | $1094340.17        | Agency Mortgage-Backed Securities |
| GNII SF DK8316 C     | 2055-06-20      | 6.5000%  | 0.0000% | $892586.00         | $944148.56         | Agency Mortgage-Backed Securities |
| GNII SF DK4964 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1202448.00        | $1014035.67        | Agency Mortgage-Backed Securities |
| GNPL PN DK6737       | 2060-06-15      | 5.8400%  | 0.0000% | $659835.00         | $692000.98         | Agency Mortgage-Backed Securities |
| GNMI SF BG9698 X     | 2048-06-15      | 4.0000%  | 0.0000% | $700000.00         | $394723.44         | Agency Mortgage-Backed Securities |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $101211648.00      | $73437282.23       | Agency Mortgage-Backed Securities |
| GNII SF BS6433 C     | 2050-01-20      | 3.5000%  | 0.0000% | $1568108.00        | $395807.16         | Agency Mortgage-Backed Securities |
| GNII SF MA8777 M     | 2030-06-20      | 8.5000%  | 0.0000% | $42155.00          | $27174.89          | Agency Mortgage-Backed Securities |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $10349760.00       | $2998953.20        | Agency Mortgage-Backed Securities |
| GNII SF CO2819 C     | 2052-07-20      | 2.5000%  | 0.0000% | $1218852.00        | $948801.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA5609 | 2056-02-01      | 5.5000%  | 0.0000% | $67535760.00       | $68285039.24       | Agency Mortgage-Backed Securities |
| GNII SF BS8546 C     | 2050-12-20      | 2.5000%  | 0.0000% | $100000.00         | $48575.22          | Agency Mortgage-Backed Securities |
| GNII SF BT8614 C     | 2050-07-20      | 2.5000%  | 0.0000% | $3073720.00        | $821492.99         | Agency Mortgage-Backed Securities |
| GNII SF CA0502 C     | 2050-12-20      | 2.0000%  | 0.0000% | $1000000.00        | $540721.50         | Agency Mortgage-Backed Securities |
| GNII SF BC5293 C     | 2047-08-20      | 3.5000%  | 0.0000% | $5100000.00        | $835390.86         | Agency Mortgage-Backed Securities |
| GNMI SF BU8315 X     | 2050-05-15      | 2.5000%  | 0.0000% | $10233520.00       | $4093263.10        | Agency Mortgage-Backed Securities |
| GNMI SF BU8321 X     | 2050-05-15      | 2.5000%  | 0.0000% | $23057536.00       | $6596096.04        | Agency Mortgage-Backed Securities |
| GNII SF MA2891 M     | 2045-06-20      | 3.0000%  | 0.0000% | $2805000.00        | $259514.58         | Agency Mortgage-Backed Securities |
| GNPL PN BP9045       | 2061-10-15      | 3.0800%  | 0.0000% | $46117.00          | $40190.97          | Agency Mortgage-Backed Securities |
| GNII SF 004678 M     | 2040-04-20      | 4.5000%  | 0.0000% | $322996.00         | $10551.48          | Agency Mortgage-Backed Securities |
| GNII SF DK9378 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3108010.00        | $2239452.77        | Agency Mortgage-Backed Securities |
| GNII SF DL7073 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4455304.00        | $4441906.36        | Agency Mortgage-Backed Securities |
| GNII ET DL9328 C     | 2065-09-20      | 6.5000%  | 0.0000% | $13000000.00       | $13500917.51       | Agency Mortgage-Backed Securities |
| GNII SF DK9546 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1449264.00        | $1517698.01        | Agency Mortgage-Backed Securities |
| GNII ET DJ8945 C     | 2065-05-20      | 6.5000%  | 0.0000% | $4444088.00        | $3380283.93        | Agency Mortgage-Backed Securities |
| GNII SF DK4922 C     | 2051-06-20      | 6.5000%  | 0.0000% | $887500.00         | $930574.95         | Agency Mortgage-Backed Securities |
| GNII JM 004827 M     | 2040-10-20      | 4.0000%  | 0.0000% | $3368184.00        | $60036.97          | Agency Mortgage-Backed Securities |
| GNII SF DH4052 C     | 2055-03-20      | 6.5000%  | 0.0000% | $4316728.00        | $4520825.19        | Agency Mortgage-Backed Securities |
| GNII SF DK5755 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2474772.00        | $2582736.13        | Agency Mortgage-Backed Securities |
| GNII SF DK8402 C     | 2055-07-20      | 7.0000%  | 0.0000% | $29581376.00       | $31290816.90       | Agency Mortgage-Backed Securities |
| GNII SF DL2220 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1014720.00        | $1054799.22        | Agency Mortgage-Backed Securities |
| GNII SF DL5031 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2873612.00        | $3014604.21        | Agency Mortgage-Backed Securities |
| GNII SF DK4323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4764136.00        | $4443622.76        | Agency Mortgage-Backed Securities |
| GNII ET DL8502 C     | 2065-03-20      | 3.0000%  | 0.0000% | $367231.00         | $323237.19         | Agency Mortgage-Backed Securities |
| GNII ET DO0092 C     | 2065-09-20      | 3.5000%  | 0.0000% | $275456.00         | $247071.64         | Agency Mortgage-Backed Securities |
| GNII SF DI0929 C     | 2055-02-20      | 7.0000%  | 0.0000% | $10447488.00       | $9543401.59        | Agency Mortgage-Backed Securities |
| GNII SF DI1641 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1296430.00        | $975214.39         | Agency Mortgage-Backed Securities |
| GNII SF DK5864 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1115946.00        | $1158791.39        | Agency Mortgage-Backed Securities |
| GNII SF DK7301 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2080392.00        | $727987.67         | Agency Mortgage-Backed Securities |
| GNMI SF 651901 X     | 2036-04-15      | 5.5000%  | 0.0000% | $367219.00         | $12909.20          | Agency Mortgage-Backed Securities |
| GNII SF DK4932 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2096632.00        | $1819041.46        | Agency Mortgage-Backed Securities |
| GNII SF 004245 M     | 2038-09-20      | 6.0000%  | 0.0000% | $151600000.00      | $1245345.56        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8259 | 2055-11-01      | 5.5000%  | 0.0000% | $10696608.00       | $10736256.13       | Agency Mortgage-Backed Securities |
| GNII ET DL0349 C     | 2065-08-20      | 3.5000%  | 0.0000% | $118038.00         | $105721.43         | Agency Mortgage-Backed Securities |
| GNII SF DK1492 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3112496.00        | $2599448.90        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8146 | 2055-11-01      | 5.5000%  | 0.0000% | $3019708.00        | $2931639.57        | Agency Mortgage-Backed Securities |
| GNII SF DM2237 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1515610.00        | $1592615.01        | Agency Mortgage-Backed Securities |
| GNII RG CP0023 C     | 2042-07-20      | 3.5000%  | 0.0000% | $450000.00         | $259419.33         | Agency Mortgage-Backed Securities |
| GNMI SF BR6083 X     | 2049-12-15      | 3.5000%  | 0.0000% | $306422.00         | $30997.75          | Agency Mortgage-Backed Securities |
| GNII SF DL2034 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3136840.00        | $3346187.49        | Agency Mortgage-Backed Securities |
| GNII ET DN9366 C     | 2065-11-20      | 2.0000%  | 0.0000% | $464071.00         | $357268.63         | Agency Mortgage-Backed Securities |
| GNPL PN DJ5992       | 2060-11-15      | 5.2700%  | 0.0000% | $660725.00         | $671005.41         | Agency Mortgage-Backed Securities |
| GNII ET DR3634 C     | 2066-02-20      | 6.0000%  | 0.0000% | $10028591.00       | $10329070.98       | Agency Mortgage-Backed Securities |
| GNII SF DR9223 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1253976.00        | $1282750.43        | Agency Mortgage-Backed Securities |
| GNII SF AZ1974 C     | 2047-04-20      | 3.5000%  | 0.0000% | $162352.00         | $33787.93          | Agency Mortgage-Backed Securities |
| GNII SF DI8276 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2006240.00        | $480699.96         | Agency Mortgage-Backed Securities |
| GNII ET DO0339 C     | 2065-09-20      | 2.0000%  | 0.0000% | $500473.00         | $384338.86         | Agency Mortgage-Backed Securities |
| GNII SF DK4802 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2487152.00        | $2462614.61        | Agency Mortgage-Backed Securities |
| GNII SF DJ8280 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1236558.00        | $1310091.11        | Agency Mortgage-Backed Securities |
| GNII SF DJ9838 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1544990.00        | $1501458.34        | Agency Mortgage-Backed Securities |
| GNII SF DO5621 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1341846.00        | $1335302.53        | Agency Mortgage-Backed Securities |
| GNII SF DK5758 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2760044.00        | $2890390.86        | Agency Mortgage-Backed Securities |
| GNII SF DO6110 C     | 2056-02-20      | 6.0000%  | 0.0000% | $193292.00         | $201758.95         | Agency Mortgage-Backed Securities |
| GNII SF DO7935 C     | 2055-12-20      | 4.5000%  | 0.0000% | $3210740.00        | $3097535.27        | Agency Mortgage-Backed Securities |
| GNII SF DK4954 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1424858.00        | $1488021.99        | Agency Mortgage-Backed Securities |
| GNII SF DK6380 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4980832.00        | $4203016.46        | Agency Mortgage-Backed Securities |
| GNII ET DO0114 C     | 2065-10-20      | 3.0000%  | 0.0000% | $193812.00         | $171083.89         | Agency Mortgage-Backed Securities |
| GNII SF AV9455 C     | 2046-12-20      | 3.0000%  | 0.0000% | $2909752.00        | $379999.88         | Agency Mortgage-Backed Securities |
| GNII SF DL5983 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1202216.00        | $1253617.67        | Agency Mortgage-Backed Securities |
| GNAR AT MB0832 M     | 2055-12-20      | 4.5000%  | 0.0000% | $1294614.00        | $1285551.46        | Agency Mortgage-Backed Securities |
| GNII SF MB0150 M     | 2054-12-20      | 7.0000%  | 0.0000% | $84178.00          | $35952.78          | Agency Mortgage-Backed Securities |
| GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $222000000.00      | $198903405.01      | Agency Mortgage-Backed Securities |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $25587360.00       | $18454341.13       | Agency Mortgage-Backed Securities |
| GNII SF MB0340 M     | 2040-05-20      | 5.0000%  | 0.0000% | $103870.00         | $88780.26          | Agency Mortgage-Backed Securities |
| GNII SF MB0364 M     | 2055-05-20      | 4.5000%  | 0.0000% | $11122976.00       | $10465986.39       | Agency Mortgage-Backed Securities |
| GNII SF MB0257 M     | 2055-03-20      | 4.5000%  | 0.0000% | $83842176.00       | $78702860.78       | Agency Mortgage-Backed Securities |
| GNII ET DD6091 C     | 2064-09-20      | 6.5000%  | 0.0000% | $28940256.00       | $12300438.45       | Agency Mortgage-Backed Securities |
| GNII SF DD1696 C     | 2054-07-20      | 7.0000%  | 0.0000% | $4005384.00        | $3445178.58        | Agency Mortgage-Backed Securities |
| GNII RG CW5913 C     | 2052-04-20      | 2.0000%  | 0.0000% | $1318252.00        | $572625.39         | Agency Mortgage-Backed Securities |
| GNII SF DH1043 C     | 2054-12-20      | 7.0000%  | 0.0000% | $8823488.00        | $2379319.78        | Agency Mortgage-Backed Securities |
| GNII SF DG1170 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1722124.00        | $1241382.05        | Agency Mortgage-Backed Securities |
| GNII ET DA2481 C     | 2064-01-20      | 7.5000%  | 0.0000% | $528233.00         | $392911.71         | Agency Mortgage-Backed Securities |
| GNCL CL DD2255       | 2067-01-15      | 5.2400%  | 0.0000% | $1590006.00        | $1605740.88        | Agency Mortgage-Backed Securities |
| GNII SF DE0666 C     | 2054-09-20      | 6.5000%  | 0.0000% | $13124704.00       | $11491251.15       | Agency Mortgage-Backed Securities |
| GNCL CL CY8222       | 2065-11-15      | 5.6500%  | 0.0000% | $3432884.00        | $3478714.34        | Agency Mortgage-Backed Securities |
| GNMI SF AN7592 X     | 2045-07-15      | 3.0000%  | 0.0000% | $162673.00         | $17176.58          | Agency Mortgage-Backed Securities |
| GNPL PN CY8224       | 2059-02-15      | 5.7200%  | 0.0000% | $60545.00          | $62335.90          | Agency Mortgage-Backed Securities |
| GNII SF DI5724 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1914012.00        | $2017067.09        | Agency Mortgage-Backed Securities |
| GNII SF DI8419 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2249400.00        | $2134308.18        | Agency Mortgage-Backed Securities |
| GNII SF CZ0473 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1040312.00        | $318767.28         | Agency Mortgage-Backed Securities |
| GNII SF CV0623 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1173248.00        | $947388.29         | Agency Mortgage-Backed Securities |
| GNII SF MA9422 M     | 2054-01-20      | 5.0000%  | 0.0000% | $2220000.00        | $1899441.25        | Agency Mortgage-Backed Securities |
| GNII SF DN6153 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2733220.00        | $2719964.77        | Agency Mortgage-Backed Securities |
| GNII SF DN2922 C     | 2056-02-20      | 6.0000%  | 0.0000% | $1730496.00        | $1800039.58        | Agency Mortgage-Backed Securities |
| GNII SF DM6672 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1353122.00        | $1444596.38        | Agency Mortgage-Backed Securities |
| GNII SF DN0842 C     | 2055-10-20      | 6.5000%  | 0.0000% | $3725176.00        | $3911087.94        | Agency Mortgage-Backed Securities |
| GNII ET DN3815 C     | 2065-11-20      | 6.5000%  | 0.0000% | $4300000.00        | $4033352.85        | Agency Mortgage-Backed Securities |
| GNII SF DI8945 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1266612.00        | $1335251.10        | Agency Mortgage-Backed Securities |
| GNII ET DI4080 C     | 2065-05-20      | 6.5000%  | 0.0000% | $3934624.00        | $2982453.21        | Agency Mortgage-Backed Securities |
| GNII SF MA8702 M     | 2030-06-20      | 8.5000%  | 0.0000% | $37624.00          | $24702.10          | Agency Mortgage-Backed Securities |
| GNII SF DN0819 C     | 2055-10-20      | 6.0000%  | 0.0000% | $5447040.00        | $5579168.60        | Agency Mortgage-Backed Securities |
| GNII SF DL7994 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1040246.00        | $827512.31         | Agency Mortgage-Backed Securities |
| GNII SF MA8940 M     | 2051-04-20      | 1.5000%  | 0.0000% | $129146.00         | $92879.10          | Agency Mortgage-Backed Securities |
| GNII SF DL5820 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1040876.00        | $1097368.80        | Agency Mortgage-Backed Securities |
| GNII SF MA8616 M     | 2038-02-20      | 5.0000%  | 0.0000% | $161318.00         | $88090.59          | Agency Mortgage-Backed Securities |
| GNII SF MA8649 M     | 2053-01-20      | 6.0000%  | 0.0000% | $1600000.00        | $745196.74         | Agency Mortgage-Backed Securities |
| GNII SF MA8182 M     | 2037-11-20      | 7.0000%  | 0.0000% | $90303.00          | $33760.28          | Agency Mortgage-Backed Securities |
| GNII ET DM9219 C     | 2066-03-20      | 6.0000%  | 0.0000% | $162200.00         | $166991.27         | Agency Mortgage-Backed Securities |
| GNII SF DM4575 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1141188.00        | $1195658.64        | Agency Mortgage-Backed Securities |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $7000000.00        | $938377.32         | Agency Mortgage-Backed Securities |
| GNMI SF AB2892 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1300000.00        | $96676.16          | Agency Mortgage-Backed Securities |
| GNII SF MA8265 M     | 2052-08-20      | 3.0000%  | 0.0000% | $3830412.00        | $2344686.50        | Agency Mortgage-Backed Securities |
| GNII SF DM3341 C     | 2055-08-20      | 6.5000%  | 0.0000% | $5721888.00        | $5857073.33        | Agency Mortgage-Backed Securities |
| GNII SF DM4288 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1432784.00        | $1244362.18        | Agency Mortgage-Backed Securities |
| GNII SF DN0028 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1479268.00        | $1295789.33        | Agency Mortgage-Backed Securities |
| GNII SF DM6644 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1128980.00        | $1190162.85        | Agency Mortgage-Backed Securities |
| GNII SF MA9073 M     | 2038-07-20      | 6.5000%  | 0.0000% | $220594.00         | $133007.26         | Agency Mortgage-Backed Securities |
| GNII ET DO1592 C     | 2066-01-20      | 6.0000%  | 0.0000% | $701164.00         | $721382.08         | Agency Mortgage-Backed Securities |
| GNII SF DO1917 C     | 2055-11-20      | 6.5000%  | 0.0000% | $4986560.00        | $5236958.53        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZL0058 | 2034-11-01      | 3.5000%  | 0.0000% | $360000.00         | $58379.78          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL8582 | 2044-10-01      | 4.0000%  | 0.0000% | $6980000.00        | $955292.53         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8127 | 2036-11-01      | 1.5000%  | 0.0000% | $7060264.00        | $3838139.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1762 | 2040-10-01      | 6.0000%  | 0.0000% | $26597500.00       | $25948419.97       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8287 | 2053-01-01      | 4.5000%  | 0.0000% | $1456840.00        | $1155301.01        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | 0.0000% | $30318624.00       | $18590375.51       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3460 | 2040-04-01      | 6.0000%  | 0.0000% | $1215364.00        | $992723.46         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  | 0.0000% | $65207296.00       | $49534958.05       | Agency Mortgage-Backed Securities |
| GNII SF DL3992 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1564276.00        | $1640028.62        | Agency Mortgage-Backed Securities |
| GNPL PN BW3037       | 2062-11-15      | 3.0000%  | 0.0000% | $51282.00          | $44430.56          | Agency Mortgage-Backed Securities |
| GNII SF BZ4350 C     | 2051-03-20      | 2.5000%  | 0.0000% | $6238288.00        | $4051978.37        | Agency Mortgage-Backed Securities |
| GNII SF DL6673 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1184062.00        | $1227718.41        | Agency Mortgage-Backed Securities |
| GNPL PN BX1617       | 2062-06-15      | 2.7200%  | 0.0000% | $50000.00          | $42440.81          | Agency Mortgage-Backed Securities |
| GNII SF MB0998 M     | 2056-03-20      | 6.0000%  | 0.0000% | $113321344.00      | $116283788.86      | Agency Mortgage-Backed Securities |
| GNII SF BX4959 C     | 2050-09-20      | 2.5000%  | 0.0000% | $66560.00          | $39063.97          | Agency Mortgage-Backed Securities |
| GNII SF MB0622 M     | 2055-09-20      | 5.0000%  | 0.0000% | $74000000.00       | $72520296.30       | Agency Mortgage-Backed Securities |
| GNII SF DM1112 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2379820.00        | $2495065.62        | Agency Mortgage-Backed Securities |
| GNII SF DL5860 C     | 2055-08-20      | 6.5000%  | 0.0000% | $831887.00         | $885666.32         | Agency Mortgage-Backed Securities |
| GNII SF DL5795 C     | 2052-08-20      | 6.5000%  | 0.0000% | $1300766.00        | $1364073.65        | Agency Mortgage-Backed Securities |
| GNPL PN BT3353       | 2062-03-15      | 3.1000%  | 0.0000% | $76954.00          | $66874.41          | Agency Mortgage-Backed Securities |
| GNII SF DL1848 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2606648.00        | $2159140.32        | Agency Mortgage-Backed Securities |
| GNII ET DM3713 C     | 2065-11-20      | 3.5000%  | 0.0000% | $139342.00         | $125020.09         | Agency Mortgage-Backed Securities |
| GNII SF DQ7308 C     | 2056-03-20      | 3.5000%  | 0.0000% | $9224160.00        | $8151303.44        | Agency Mortgage-Backed Securities |
| GNII ET DM3951 C     | 2065-08-20      | 3.5000%  | 0.0000% | $895317.00         | $801591.77         | Agency Mortgage-Backed Securities |
| GNII SF DM4204 C     | 2055-10-20      | 7.0000%  | 0.0000% | $2217616.00        | $2301702.54        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5996 | 2056-03-01      | 4.5000%  | 0.0000% | $15099376.00       | $14495899.56       | Agency Mortgage-Backed Securities |
| GNII SF DL5817 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1339496.00        | $1222261.02        | Agency Mortgage-Backed Securities |
| GNAR AT MB0637 M     | 2055-08-20      | 3.5000%  | 0.0000% | $1546930.00        | $1498986.61        | Agency Mortgage-Backed Securities |
| GNII SF DI0837 C     | 2055-04-20      | 6.5000%  | 0.0000% | $812796.00         | $678352.01         | Agency Mortgage-Backed Securities |
| GNII SF MB0060 M     | 2033-12-20      | 1.5000%  | 0.0000% | $44681.00          | $32936.17          | Agency Mortgage-Backed Securities |
| GNII SF MA6218 M     | 2049-10-20      | 3.0000%  | 0.0000% | $2574644.00        | $381718.26         | Agency Mortgage-Backed Securities |
| GNII SF BV0540 C     | 2050-10-20      | 3.0000%  | 0.0000% | $288000.00         | $126250.77         | Agency Mortgage-Backed Securities |
| GNII RG CO9606 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1129438.00        | $645172.92         | Agency Mortgage-Backed Securities |
| GNII RG CN6848 C     | 2050-11-20      | 3.0000%  | 0.0000% | $1044122.00        | $668987.02         | Agency Mortgage-Backed Securities |
| GNII SF DP8767 C     | 2056-01-20      | 4.5000%  | 0.0000% | $3772712.00        | $3606292.89        | Agency Mortgage-Backed Securities |
| GNII SF BD0384 C     | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $36085.53          | Agency Mortgage-Backed Securities |
| GNII SF DL5818 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2478184.00        | $2371324.10        | Agency Mortgage-Backed Securities |
| GNII SF BT1706 C     | 2050-06-20      | 3.0000%  | 0.0000% | $55046912.00       | $15612409.06       | Agency Mortgage-Backed Securities |
| GNII SF DL0675 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1113852.00        | $1136562.77        | Agency Mortgage-Backed Securities |
| GNII SF DL6425 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3331270.00        | $3238283.87        | Agency Mortgage-Backed Securities |
| GNII SF DL9836 C     | 2055-09-20      | 5.0000%  | 0.0000% | $4023370.00        | $3989688.99        | Agency Mortgage-Backed Securities |
| GNII SF DQ7312 C     | 2056-03-20      | 3.5000%  | 0.0000% | $1801594.00        | $1591523.77        | Agency Mortgage-Backed Securities |
| GNII SF BH6400 C     | 2036-03-20      | 3.5000%  | 0.0000% | $3312836.00        | $960227.80         | Agency Mortgage-Backed Securities |
| GNII SF CK6045 C     | 2043-06-20      | 3.0000%  | 0.0000% | $1092556.00        | $467276.13         | Agency Mortgage-Backed Securities |
| GNII SF CM4447 C     | 2052-05-20      | 2.5000%  | 0.0000% | $3796464.00        | $2326638.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4703 | 2053-05-01      | 4.5000%  | 0.0000% | $494399.00         | $355453.84         | Agency Mortgage-Backed Securities |
| GNII SF BK0185 C     | 2048-11-20      | 4.5000%  | 0.0000% | $2986632.00        | $199926.28         | Agency Mortgage-Backed Securities |
| GNII RG CK9490 C     | 2050-01-20      | 4.0000%  | 0.0000% | $1677000.00        | $967282.56         | Agency Mortgage-Backed Securities |
| GNII SF BE9379 C     | 2048-01-20      | 3.5000%  | 0.0000% | $2530852.00        | $254628.72         | Agency Mortgage-Backed Securities |
| GNMI SF BP7268 X     | 2049-09-15      | 2.5000%  | 0.0000% | $650221.00         | $285623.89         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA5606 | 2056-05-01      | 5.0000%  | 0.0000% | $75810304.00       | $75128828.33       | Agency Mortgage-Backed Securities |
| GNII SF BW6307 C     | 2050-08-20      | 2.5000%  | 0.0000% | $1140980.00        | $615999.85         | Agency Mortgage-Backed Securities |
| GNPL PN CG6819       | 2057-06-15      | 3.0600%  | 0.0000% | $46571.00          | $40109.98          | Agency Mortgage-Backed Securities |
| GNII RG CM2670 C     | 2049-10-20      | 4.0000%  | 0.0000% | $574047.00         | $408473.33         | Agency Mortgage-Backed Securities |
| GNII SF BW6141 C     | 2050-08-20      | 2.5000%  | 0.0000% | $1085306.00        | $396825.35         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA5593 | 2056-05-01      | 5.0000%  | 0.0000% | $91770112.00       | $91782664.11       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3213 | 2056-02-01      | 4.5000%  | 0.0000% | $1893010.00        | $1824936.96        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4836 | 2055-12-01      | 5.5000%  | 0.0000% | $1120942.00        | $1140201.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA8149 | 2056-03-01      | 5.5000%  | 0.0000% | $11157792.00       | $10670660.76       | Agency Mortgage-Backed Securities |
| GNAR AT MA0243 M     | 2042-07-20      | 5.3750%  | 0.0000% | $6940000.00        | $202766.38         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1495 | 2055-12-01      | 5.5000%  | 0.0000% | $4315808.00        | $4354066.86        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX2192 | 2054-12-01      | 6.0000%  | 0.0000% | $4281980.00        | $3862349.69        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3379 | 2054-10-01      | 5.5000%  | 0.0000% | $3829236.00        | $3723496.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9837 | 2055-08-01      | 6.0000%  | 0.0000% | $21765824.00       | $16116074.32       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1515 | 2054-05-01      | 5.5000%  | 0.0000% | $792936.00         | $614536.48         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1420 | 2054-05-01      | 5.5000%  | 0.0000% | $30014000.00       | $24753083.68       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0062 | 2055-11-01      | 4.5000%  | 0.0000% | $13448032.00       | $12772651.07       | Agency Mortgage-Backed Securities |
| GNII ET DL9178 C     | 2065-07-20      | 2.0000%  | 0.0000% | $2513744.00        | $1925122.32        | Agency Mortgage-Backed Securities |
| GNII SF DL4803 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1608158.00        | $1456312.96        | Agency Mortgage-Backed Securities |
| GNII SF DL7681 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1920684.00        | $2008061.28        | Agency Mortgage-Backed Securities |
| GNII ET DM1651 C     | 2065-07-20      | 3.5000%  | 0.0000% | $426121.00         | $381147.39         | Agency Mortgage-Backed Securities |
| GNII SF DI1735 C     | 2055-02-20      | 7.0000%  | 0.0000% | $4155104.00        | $1797636.42        | Agency Mortgage-Backed Securities |
| GNII JM MB0079 M     | 2054-12-20      | 5.5000%  | 0.0000% | $1978332.00        | $997979.40         | Agency Mortgage-Backed Securities |
| GNII ET DN3812 C     | 2065-11-20      | 6.5000%  | 0.0000% | $14300000.00       | $13671227.43       | Agency Mortgage-Backed Securities |
| GNII SF CC9794 C     | 2051-04-20      | 3.0000%  | 0.0000% | $124977.00         | $89745.59          | Agency Mortgage-Backed Securities |
| GNII SF DN0011 C     | 2055-09-20      | 6.5000%  | 0.0000% | $922730.00         | $970424.64         | Agency Mortgage-Backed Securities |
| GNII SF DN0010 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3830960.00        | $3866575.38        | Agency Mortgage-Backed Securities |
| GNII SF DI1742 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2112690.00        | $329558.37         | Agency Mortgage-Backed Securities |
| GNII SF DM8570 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1797096.00        | $1893626.32        | Agency Mortgage-Backed Securities |
| GNII SF DM3838 C     | 2055-08-20      | 6.5000%  | 0.0000% | $871697.00         | $740471.13         | Agency Mortgage-Backed Securities |
| GNII SF DM6246 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1178170.00        | $1171196.55        | Agency Mortgage-Backed Securities |
| GNII SF DM4786 C     | 2055-12-20      | 6.0000%  | 0.0000% | $220868.00         | $230009.53         | Agency Mortgage-Backed Securities |
| GNII SF DO1080 C     | 2056-02-20      | 6.0000%  | 0.0000% | $204521.00         | $212403.93         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1870 | 2056-04-01      | 4.5000%  | 0.0000% | $1354900.00        | $1312593.25        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB2275 | 2056-05-01      | 6.0000%  | 0.0000% | $14486048.00       | $14857504.07       | Agency Mortgage-Backed Securities |
| GNMI SF 586602 X     | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $9527.93           | Agency Mortgage-Backed Securities |
| GNII SF 005211 M     | 2041-10-20      | 3.0000%  | 0.0000% | $238000.00         | $16603.54          | Agency Mortgage-Backed Securities |
| GNII SF DM3109 C     | 2055-11-20      | 6.5000%  | 0.0000% | $3292932.00        | $3440383.38        | Agency Mortgage-Backed Securities |
| GNII ET DM7154 C     | 2065-10-20      | 6.5000%  | 0.0000% | $8000000.00        | $8357870.62        | Agency Mortgage-Backed Securities |
| GNII ET DM3748 C     | 2065-09-20      | 3.5000%  | 0.0000% | $407490.00         | $365282.71         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLTA7774 | 2056-03-01      | 4.0000%  | 0.0000% | $2049592.00        | $1934657.40        | Agency Mortgage-Backed Securities |
| GNII ET DR8016 C     | 2066-03-20      | 6.5000%  | 0.0000% | $1766970.00        | $1861596.74        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7959 | 2056-03-01      | 4.5000%  | 0.0000% | $6386704.00        | $6169088.56        | Agency Mortgage-Backed Securities |
| GNII ET DO2119 C     | 2062-04-20      | 3.5000%  | 0.0000% | $169592.00         | $150978.15         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7844 | 2056-02-01      | 5.0000%  | 0.0000% | $1043000.00        | $1034364.90        | Agency Mortgage-Backed Securities |
| GNII ET DI6826 C     | 2063-12-20      | 7.5000%  | 0.0000% | $172369.00         | $177824.22         | Agency Mortgage-Backed Securities |
| GNMI SF AZ5517 X     | 2047-04-15      | 3.0000%  | 0.0000% | $319683.00         | $193757.78         | Agency Mortgage-Backed Securities |
| GNII SF CJ2817 C     | 2052-01-20      | 2.5000%  | 0.0000% | $1750000.00        | $1148953.36        | Agency Mortgage-Backed Securities |
| GNII SF CB6524 C     | 2051-05-20      | 3.0000%  | 0.0000% | $6312976.00        | $3905118.33        | Agency Mortgage-Backed Securities |
| GNII SF AK2600 C     | 2044-11-20      | 3.5000%  | 0.0000% | $1642758.00        | $196260.96         | Agency Mortgage-Backed Securities |
| GNAR AF MA9977 M     | 2054-10-20      | 6.0000%  | 0.0000% | $1629552.00        | $712200.57         | Agency Mortgage-Backed Securities |
| GNII SF BP1915 C     | 2049-08-20      | 3.5000%  | 0.0000% | $1902488.00        | $347165.87         | Agency Mortgage-Backed Securities |
| GNII SF CL6988 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1035000.00        | $905534.10         | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M     | 2050-01-20      | 3.0000%  | 0.0000% | $44096256.00       | $7452094.13        | Agency Mortgage-Backed Securities |
| GNII JM MA6330 M     | 2049-12-20      | 3.5000%  | 0.0000% | $15000000.00       | $1536117.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO5060 | 2041-03-01      | 6.0000%  | 0.0000% | $1122050.00        | $1162244.67        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $80971520.00       | $64037911.22       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL5459 | 2041-09-01      | 5.5000%  | 0.0000% | $769760.00         | $55818.16          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO4961 | 2041-02-01      | 6.5000%  | 0.0000% | $1057692.00        | $1097815.09        | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PRE5071 | 2056-02-01      | 6.5000%  | 0.0000% | $56422976.00       | $51922438.25       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH0132 | 2053-08-01      | 5.0000%  | 0.0000% | $1460716.00        | $868201.42         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF8333 | 2053-03-01      | 5.0000%  | 0.0000% | $465045.00         | $375817.84         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3212 | 2055-07-01      | 5.5000%  | 0.0000% | $5687096.00        | $4964747.01        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAR1203 | 2042-12-01      | 3.0000%  | 0.0000% | $100000.00         | $32679.07          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7887 | 2041-09-01      | 3.0000%  | 0.0000% | $500000.00         | $66587.73          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $2962668.00        | $2212718.11        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5288 | 2044-04-01      | 6.5000%  | 0.0000% | $46694.00          | $17829.18          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI8643 | 2054-07-01      | 6.0000%  | 0.0000% | $1433602.00        | $1457731.60        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5389 | 2046-02-01      | 5.5000%  | 0.0000% | $1120996.00        | $1124876.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9383 | 2053-07-01      | 6.0000%  | 0.0000% | $16417216.00       | $12514268.30       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6384 | 2054-08-01      | 5.0000%  | 0.0000% | $15128032.00       | $12099396.93       | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PSE9120 | 2055-10-01      | 6.5000%  | 0.0000% | $62360384.00       | $58063321.29       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3886 | 2053-02-01      | 4.5000%  | 0.0000% | $1144000.00        | $859640.54         | Agency Mortgage-Backed Securities |

### Security 689: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN 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: ARP1HCD78, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HCD78
- **C.18 - Value (incl. sponsor support):** $8909000000.00
- **C.18.a - Value (excl. sponsor support):** $8909000000.00
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 DJ9881 C     | 2055-07-20      | 6.5000%  | 0.0000% | $837405.00         | $776622.62         | Agency Mortgage-Backed Securities |
| GNII ET DJ6085 C     | 2065-08-20      | 3.5000%  | 0.0000% | $406128.00         | $363682.61         | Agency Mortgage-Backed Securities |
| GNII SF DI8727 C     | 2055-07-20      | 6.5000%  | 0.0000% | $768322.00         | $797908.76         | Agency Mortgage-Backed Securities |
| GNII SF MB0054 M     | 2035-10-20      | 1.5000%  | 0.0000% | $50010.00          | $38238.51          | Agency Mortgage-Backed Securities |
| GNMI SF 697181 X     | 2038-09-15      | 6.5000%  | 0.0000% | $1723576.00        | $25974.58          | Agency Mortgage-Backed Securities |
| GNII ET DQ6621 C     | 2066-02-20      | 6.0000%  | 0.0000% | $597891.00         | $615220.32         | Agency Mortgage-Backed Securities |
| GNII SF DQ4488 C     | 2056-02-20      | 6.5000%  | 0.0000% | $4803600.00        | $5208466.11        | Agency Mortgage-Backed Securities |
| GNII SF MB0027 M     | 2054-09-20      | 6.0000%  | 0.0000% | $5777000.00        | $3575252.29        | Agency Mortgage-Backed Securities |
| GNII SF DI5726 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1980152.00        | $2085120.43        | Agency Mortgage-Backed Securities |
| GNII SF CY1078 C     | 2053-11-20      | 7.0000%  | 0.0000% | $1759510.00        | $1826574.11        | Agency Mortgage-Backed Securities |
| GNII SF DI0932 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3456430.00        | $3398519.82        | Agency Mortgage-Backed Securities |
| GNCL CL CS3813       | 2066-02-15      | 5.6900%  | 0.0000% | $43558.00          | $45270.12          | Agency Mortgage-Backed Securities |
| GNII SF CW4861 C     | 2053-07-20      | 6.5000%  | 0.0000% | $1783424.00        | $1640536.67        | Agency Mortgage-Backed Securities |
| GNII SF DI6464 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1708640.00        | $1045560.15        | Agency Mortgage-Backed Securities |
| GNII SF DK4957 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1120702.00        | $1168395.62        | Agency Mortgage-Backed Securities |
| GNII SF MB0197 M     | 2043-11-20      | 1.5000%  | 0.0000% | $102251.00         | $77023.76          | Agency Mortgage-Backed Securities |
| GNII SF DL3099 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2294856.00        | $2402355.49        | Agency Mortgage-Backed Securities |
| GNII SF DL0106 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5769672.00        | $5573920.41        | Agency Mortgage-Backed Securities |
| GNII SF DL3100 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2319384.00        | $2432553.84        | Agency Mortgage-Backed Securities |
| GNII SF DL0272 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1740818.00        | $1839288.84        | Agency Mortgage-Backed Securities |
| GNII SF DL3557 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2999896.00        | $2420056.35        | Agency Mortgage-Backed Securities |
| GNII ET DK6233 C     | 2060-11-20      | 3.0000%  | 0.0000% | $188530.00         | $164632.94         | Agency Mortgage-Backed Securities |
| GNMI SF 736749 X     | 2042-08-15      | 3.0000%  | 0.0000% | $2000000.00        | $223621.05         | Agency Mortgage-Backed Securities |
| GNII SF DK5669 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1329116.00        | $1121997.72        | Agency Mortgage-Backed Securities |
| GNII SF DK0042 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1007782.00        | $1045741.90        | Agency Mortgage-Backed Securities |
| GNII SF DK0415 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1281852.00        | $998672.20         | Agency Mortgage-Backed Securities |
| GNPL PN DK6734       | 2060-06-15      | 5.8400%  | 0.0000% | $250965.00         | $263199.17         | Agency Mortgage-Backed Securities |
| GNII SF DK5583 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2659932.00        | $2750817.38        | Agency Mortgage-Backed Securities |
| GNPL PN DK6739       | 2060-09-15      | 5.5800%  | 0.0000% | $3900000.00        | $4043477.81        | Agency Mortgage-Backed Securities |
| GNII SF DK7935 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1601280.00        | $1681772.27        | Agency Mortgage-Backed Securities |
| GNII SF DL0803 C     | 2055-09-20      | 6.0000%  | 0.0000% | $15244736.00       | $15658570.37       | Agency Mortgage-Backed Securities |
| GNII SF DH6837 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3208650.00        | $1751751.42        | Agency Mortgage-Backed Securities |
| GNII SF DK4804 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4619952.00        | $3301006.13        | Agency Mortgage-Backed Securities |
| GNII SF DK4963 C     | 2050-07-20      | 6.5000%  | 0.0000% | $766618.00         | $457972.56         | Agency Mortgage-Backed Securities |
| GNII ET DL4532 C     | 2065-07-20      | 3.5000%  | 0.0000% | $322950.00         | $289058.14         | Agency Mortgage-Backed Securities |
| GNII ET DM2763 C     | 2065-07-20      | 3.0000%  | 0.0000% | $317459.00         | $278815.81         | Agency Mortgage-Backed Securities |
| GNII SF DL0403 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5713464.00        | $5129111.78        | Agency Mortgage-Backed Securities |
| GNII SF 004656 M     | 2040-03-20      | 4.0000%  | 0.0000% | $1125000.00        | $46877.34          | Agency Mortgage-Backed Securities |
| GNII SF DL2575 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1424196.00        | $1492380.27        | Agency Mortgage-Backed Securities |
| GNII ET DP7709 C     | 2066-01-20      | 3.0000%  | 0.0000% | $218572.00         | $193335.89         | Agency Mortgage-Backed Securities |
| GNII ET DL4814 C     | 2062-05-20      | 3.0000%  | 0.0000% | $248075.00         | $216780.47         | Agency Mortgage-Backed Securities |
| GNII SF DP9762 C     | 2056-02-20      | 6.0000%  | 0.0000% | $226966.00         | $237126.42         | Agency Mortgage-Backed Securities |
| GNII RG CN9814 C     | 2046-11-20      | 2.5000%  | 0.0000% | $1667728.00        | $849880.87         | Agency Mortgage-Backed Securities |
| GNII ET DQ0009 C     | 2065-08-20      | 2.0000%  | 0.0000% | $251592.00         | $194159.48         | Agency Mortgage-Backed Securities |
| GNII SF DL2510 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1691462.00        | $1653993.37        | Agency Mortgage-Backed Securities |
| GNII ET DQ0558 C     | 2066-01-20      | 5.0000%  | 0.0000% | $295412.00         | $295082.85         | Agency Mortgage-Backed Securities |
| GNII SF BF1665 C     | 2048-09-20      | 4.5000%  | 0.0000% | $1793280.00        | $304101.82         | Agency Mortgage-Backed Securities |
| GNII SF MB0995 M     | 2056-03-20      | 4.5000%  | 0.0000% | $31678976.00       | $30609335.72       | Agency Mortgage-Backed Securities |
| GNII SF MB0626 M     | 2055-09-20      | 7.0000%  | 0.0000% | $3629336.00        | $3364536.49        | Agency Mortgage-Backed Securities |
| GNII SF DI1118 C     | 2055-02-20      | 6.5000%  | 0.0000% | $24793760.00       | $26129885.37       | Agency Mortgage-Backed Securities |
| GNII SF MB0999 M     | 2055-08-20      | 6.5000%  | 0.0000% | $81622.00          | $85671.06          | Agency Mortgage-Backed Securities |
| GNII ET DO0253 C     | 2059-10-20      | 3.0000%  | 0.0000% | $127385.00         | $111776.68         | Agency Mortgage-Backed Securities |
| GNII SF DR1063 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1411512.00        | $1423485.54        | Agency Mortgage-Backed Securities |
| GNII ET DI7721 C     | 2065-03-20      | 6.5000%  | 0.0000% | $2869732.00        | $2405134.25        | Agency Mortgage-Backed Securities |
| GNII SF DM0768 C     | 2055-08-20      | 6.5000%  | 0.0000% | $23353.00          | $24583.93          | Agency Mortgage-Backed Securities |
| GNII SF DL4798 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1380484.00        | $1447749.51        | Agency Mortgage-Backed Securities |
| GNPL PN DM0345       | 2060-10-15      | 5.5100%  | 0.0000% | $2784000.00        | $2898288.51        | Agency Mortgage-Backed Securities |
| GNII SF DL5183 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4736856.00        | $4970154.28        | Agency Mortgage-Backed Securities |
| GNII ET DL9723 C     | 2065-08-20      | 3.0000%  | 0.0000% | $975788.00         | $868526.92         | Agency Mortgage-Backed Securities |
| GNII SF DK6585 C     | 2055-07-20      | 7.0000%  | 0.0000% | $4182720.00        | $3017684.85        | Agency Mortgage-Backed Securities |
| GNII ET DK8685 C     | 2065-06-20      | 3.5000%  | 0.0000% | $474192.00         | $424416.06         | Agency Mortgage-Backed Securities |
| GNII SF DK6023 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1310308.00        | $1377465.94        | Agency Mortgage-Backed Securities |
| GNII SF DM7725 C     | 2055-09-20      | 6.5000%  | 0.0000% | $763317.00         | $710170.25         | Agency Mortgage-Backed Securities |
| GNII ET DM2686 C     | 2065-07-20      | 3.5000%  | 0.0000% | $605430.00         | $541974.99         | Agency Mortgage-Backed Securities |
| GNII ET DN9253 C     | 2064-12-20      | 4.5000%  | 0.0000% | $128566.00         | $123444.84         | Agency Mortgage-Backed Securities |
| GNII SF DP1200 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2822124.00        | $3007363.03        | Agency Mortgage-Backed Securities |
| GNII SF DJ9834 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3353588.00        | $3008976.97        | Agency Mortgage-Backed Securities |
| GNCL CL CN7573       | 2066-12-15      | 5.7800%  | 0.0000% | $5257848.00        | $5470975.45        | Agency Mortgage-Backed Securities |
| GNII SF DK8395 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2325468.00        | $2457010.35        | Agency Mortgage-Backed Securities |
| GNII SF DN5841 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1547490.00        | $1646078.07        | Agency Mortgage-Backed Securities |
| GNII SF DP0659 C     | 2055-12-20      | 4.5000%  | 0.0000% | $5069090.00        | $4889872.58        | Agency Mortgage-Backed Securities |
| GNII SF DQ1366 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1590138.00        | $1692793.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CQMA0446 | 2040-05-01      | 5.5000%  | 0.0000% | $583458.00         | $18066.72          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4795 | 2037-11-01      | 3.0000%  | 0.0000% | $900000.00         | $591798.30         | Agency Mortgage-Backed Securities |
| GNII SF DP4538 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1781712.00        | $1845263.09        | Agency Mortgage-Backed Securities |
| GNII SF DL3739 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3029600.00        | $3187099.39        | Agency Mortgage-Backed Securities |
| GNII SF BV8689 C     | 2050-07-20      | 2.5000%  | 0.0000% | $860393.00         | $515952.72         | Agency Mortgage-Backed Securities |
| GNII SF DP0180 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1362838.00        | $1438088.00        | Agency Mortgage-Backed Securities |
| GNII SF DP0664 C     | 2055-12-20      | 5.0000%  | 0.0000% | $7917864.00        | $7875488.43        | Agency Mortgage-Backed Securities |
| GNII SF DM6671 C     | 2055-09-20      | 6.5000%  | 0.0000% | $803877.00         | $857294.09         | Agency Mortgage-Backed Securities |
| GNMI SF BC3009 X     | 2047-12-15      | 3.0000%  | 0.0000% | $769953.00         | $269185.83         | Agency Mortgage-Backed Securities |
| GNII SF DK7937 C     | 2055-07-20      | 6.5000%  | 0.0000% | $997304.00         | $1041136.47        | Agency Mortgage-Backed Securities |
| GNII RG CN5009 C     | 2051-07-20      | 3.0000%  | 0.0000% | $1000000.00        | $620441.58         | Agency Mortgage-Backed Securities |
| GNII SF BI3168 C     | 2048-07-20      | 5.0000%  | 0.0000% | $615000.00         | $26556.87          | Agency Mortgage-Backed Securities |
| GNMI SF BM0259 X     | 2049-09-15      | 2.5000%  | 0.0000% | $25000.00          | $18011.97          | Agency Mortgage-Backed Securities |
| GNMI SF BN0304 X     | 2049-09-15      | 2.5000%  | 0.0000% | $363069.00         | $198698.29         | Agency Mortgage-Backed Securities |
| GNII SF BT4758 C     | 2050-03-20      | 3.0000%  | 0.0000% | $15330976.00       | $2022294.24        | Agency Mortgage-Backed Securities |
| GNII JM MA4501 M     | 2047-06-20      | 3.5000%  | 0.0000% | $1500000.00        | $58276.28          | Agency Mortgage-Backed Securities |
| GNMI SF BF1113 X     | 2048-01-15      | 5.0000%  | 0.0000% | $199721.00         | $24925.16          | Agency Mortgage-Backed Securities |
| GNAR AF MA1851 M     | 2044-04-20      | 5.5000%  | 0.0000% | $75004800.00       | $1046662.87        | Agency Mortgage-Backed Securities |
| GNII SF MA9308 M     | 2053-10-20      | 7.0000%  | 0.0000% | $14270112.00       | $4105026.39        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3982 | 2050-05-01      | 3.5000%  | 0.0000% | $4040000.00        | $826026.47         | Agency Mortgage-Backed Securities |
| GNMI SF AA1783 X     | 2042-10-15      | 3.0000%  | 0.0000% | $3000000.00        | $327579.65         | Agency Mortgage-Backed Securities |
| GNII SF MA0941 M     | 2036-08-20      | 7.0000%  | 0.0000% | $750000.00         | $43735.56          | Agency Mortgage-Backed Securities |
| GNII SF AO4762 C     | 2045-08-20      | 3.5000%  | 0.0000% | $1040000.00        | $163290.99         | Agency Mortgage-Backed Securities |
| GNMI SF BN0298 X     | 2049-08-15      | 2.5000%  | 0.0000% | $698478.00         | $421070.88         | Agency Mortgage-Backed Securities |
| GNII RG CO2773 C     | 2047-06-20      | 3.5000%  | 0.0000% | $175000.00         | $94403.23          | Agency Mortgage-Backed Securities |
| GNII SF CP8538 C     | 2052-05-20      | 2.5000%  | 0.0000% | $1125656.00        | $877461.10         | Agency Mortgage-Backed Securities |
| GNII SF AB7786 C     | 2043-01-20      | 3.5000%  | 0.0000% | $1300000.00        | $182534.90         | Agency Mortgage-Backed Securities |
| GNII SF MA1157 M     | 2043-07-20      | 3.5000%  | 0.0000% | $227000.00         | $21512.80          | Agency Mortgage-Backed Securities |
| GNMI SF BK5544 X     | 2049-09-15      | 3.0000%  | 0.0000% | $25000.00          | $5954.08           | Agency Mortgage-Backed Securities |
| GNII SF BM7534 C     | 2050-02-20      | 3.5000%  | 0.0000% | $200000.00         | $44755.01          | Agency Mortgage-Backed Securities |
| GNII SF BR0796 C     | 2050-01-20      | 4.0000%  | 0.0000% | $3098584.00        | $1339383.69        | Agency Mortgage-Backed Securities |
| GNII SF BT9467 C     | 2050-04-20      | 4.0000%  | 0.0000% | $20675040.00       | $4658503.33        | Agency Mortgage-Backed Securities |
| GNII SF CB4530 C     | 2046-03-20      | 2.5000%  | 0.0000% | $92028.00          | $58171.58          | Agency Mortgage-Backed Securities |
| GNII SF MA5817 M     | 2049-03-20      | 4.0000%  | 0.0000% | $2781864.00        | $216212.58         | Agency Mortgage-Backed Securities |
| GNII SF MA5082 M     | 2048-03-20      | 6.0000%  | 0.0000% | $46000.00          | $5053.65           | Agency Mortgage-Backed Securities |
| GNII SF DO5482 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1613574.00        | $1675894.85        | Agency Mortgage-Backed Securities |
| GNII SF DI7987 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1131490.00        | $807092.89         | Agency Mortgage-Backed Securities |
| GNII ET DO9790 C     | 2065-11-20      | 2.0000%  | 0.0000% | $161168.00         | $124076.42         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6534 | 2056-02-01      | 5.0000%  | 0.0000% | $1305148.00        | $1301231.72        | Agency Mortgage-Backed Securities |
| GNII SF DR5357 C     | 2056-04-20      | 4.5000%  | 0.0000% | $6936912.00        | $6656903.55        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8967 | 2056-03-01      | 4.5000%  | 0.0000% | $3882284.00        | $3773864.98        | Agency Mortgage-Backed Securities |
| GNMI SF AS4932 X     | 2046-05-15      | 4.5000%  | 0.0000% | $87000.00          | $26229.84          | Agency Mortgage-Backed Securities |
| GNII SF DM6191 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5942344.00        | $6227402.67        | Agency Mortgage-Backed Securities |
| GNII SF DM3434 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2635964.00        | $2760171.19        | Agency Mortgage-Backed Securities |
| GNII JM MA7527 M     | 2051-07-20      | 4.0000%  | 0.0000% | $1065678.00        | $314946.19         | Agency Mortgage-Backed Securities |
| GNII SF DM4687 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1741982.00        | $1738951.16        | Agency Mortgage-Backed Securities |
| GNII SF DM6559 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1658818.00        | $1721292.80        | Agency Mortgage-Backed Securities |
| GNII SF DL7057 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2753096.00        | $2784195.84        | Agency Mortgage-Backed Securities |
| GNII SF DM0872 C     | 2055-09-20      | 4.5000%  | 0.0000% | $6031744.00        | $5817275.69        | Agency Mortgage-Backed Securities |
| GNII SF DL5821 C     | 2055-10-20      | 7.0000%  | 0.0000% | $1527572.00        | $1597555.26        | Agency Mortgage-Backed Securities |
| GNII ET DM1754 C     | 2065-09-20      | 3.5000%  | 0.0000% | $362754.00         | $324849.31         | Agency Mortgage-Backed Securities |
| GNII SF DL8258 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1489728.00        | $1561423.30        | Agency Mortgage-Backed Securities |
| GNII SF DM3589 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4100192.00        | $4322767.64        | Agency Mortgage-Backed Securities |
| GNII SF MA8612 M     | 2037-02-20      | 3.0000%  | 0.0000% | $315912.00         | $185119.74         | Agency Mortgage-Backed Securities |
| GNII SF DM3005 C     | 2055-09-20      | 6.5000%  | 0.0000% | $848991.00         | $892992.85         | Agency Mortgage-Backed Securities |
| GNII JM MA8560 M     | 2053-01-20      | 5.5000%  | 0.0000% | $1000000.00        | $353357.87         | Agency Mortgage-Backed Securities |
| GNII ET CV1309 C     | 2063-11-20      | 7.5000%  | 0.0000% | $124031.00         | $127798.56         | Agency Mortgage-Backed Securities |
| GNCL CL CZ7777       | 2066-03-15      | 5.6500%  | 0.0000% | $6536832.00        | $6546476.37        | Agency Mortgage-Backed Securities |
| GNPL PN CY1383       | 2059-04-15      | 5.5000%  | 0.0000% | $22211.00          | $22595.49          | Agency Mortgage-Backed Securities |
| GNII SF 635171 C     | 2047-02-20      | 3.0000%  | 0.0000% | $5454976.00        | $2283230.35        | Agency Mortgage-Backed Securities |
| GNII SP 786862 C     | 2052-02-20      | 3.0000%  | 0.0000% | $3000000.00        | $2043059.14        | Agency Mortgage-Backed Securities |
| GNII SP 786701 C     | 2052-03-20      | 2.5000%  | 0.0000% | $140235.00         | $83969.17          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6530 | 2054-08-01      | 6.5000%  | 0.0000% | $55349248.00       | $41704977.90       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  | 0.0000% | $1597000.00        | $1132341.80        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4288 | 2043-08-01      | 3.0000%  | 0.0000% | $38000000.00       | $7931192.04        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC4230 | 2051-07-01      | 2.5000%  | 0.0000% | $1000000.00        | $432577.10         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1631 | 2052-09-01      | 5.0000%  | 0.0000% | $10725000.00       | $7638923.30        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQB9007 | 2051-02-01      | 1.5000%  | 0.0000% | $42589.00          | $12633.57          | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PQU7337 | 2049-11-01      | 3.5000%  | 0.0000% | $5000000.00        | $574794.12         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN7323 | 2036-08-01      | 1.5000%  | 0.0000% | $2936824.00        | $1528552.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTDC1070 | 2044-08-01      | 5.5000%  | 0.0000% | $1027252.00        | $474282.51         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6544 | 2055-12-01      | 5.5000%  | 0.0000% | $2811940.00        | $2855736.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1502 | 2055-04-01      | 5.5000%  | 0.0000% | $2649028.00        | $2653411.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBU5364 | 2039-12-01      | 6.0000%  | 0.0000% | $1023592.00        | $665025.38         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7475 | 2053-07-01      | 6.5000%  | 0.0000% | $61455.00          | $43857.67          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9887 | 2052-10-01      | 5.0000%  | 0.0000% | $54772096.00       | $40341658.92       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6543 | 2055-12-01      | 5.5000%  | 0.0000% | $16404576.00       | $16671650.63       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4508 | 2040-11-01      | 6.0000%  | 0.0000% | $1003980.00        | $1020867.57        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  | 0.0000% | $932568.00         | $128396.80         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA6064 | 2046-04-01      | 5.0000%  | 0.0000% | $13127888.00       | $13099305.67       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4245 | 2055-01-01      | 5.5000%  | 0.0000% | $52080384.00       | $50934145.86       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1719 | 2055-06-01      | 5.0000%  | 0.0000% | $3787784.00        | $3684385.58        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAB1182 | 2040-07-01      | 5.0000%  | 0.0000% | $2272000.00        | $123264.46         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS5598 | 2037-08-01      | 1.5000%  | 0.0000% | $6125464.00        | $4081372.50        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD3913 | 2055-03-01      | 6.5000%  | 0.0000% | $2528140.00        | $2619212.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8036 | 2055-09-01      | 6.0000%  | 0.0000% | $5280616.00        | $5163712.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0832 | 2056-01-01      | 6.0000%  | 0.0000% | $1409772.00        | $1367462.75        | Agency Mortgage-Backed Securities |
| GNMI SF 766428 X     | 2046-11-15      | 2.5000%  | 0.0000% | $1073232.00        | $538528.37         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTDF9570 | 2046-02-01      | 4.5000%  | 0.0000% | $2276472.00        | $2212316.92        | Agency Mortgage-Backed Securities |
| GNII SF AC0282 C     | 2043-01-20      | 3.5000%  | 0.0000% | $3008250.00        | $375254.21         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0048 | 2040-12-01      | 5.0000%  | 0.0000% | $9835824.00        | $9113479.54        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9686 | 2054-12-01      | 7.0000%  | 0.0000% | $9607900.00        | $6648318.47        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  | 0.0000% | $700000.00         | $660625.80         | Agency Mortgage-Backed Securities |
| GNII SF MA0939 M     | 2043-04-20      | 6.0000%  | 0.0000% | $2023000.00        | $92324.99          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDG2614 | 2041-03-01      | 5.5000%  | 0.0000% | $1077734.00        | $1093196.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCB6293 | 2043-05-01      | 6.0000%  | 0.0000% | $1029104.00        | $623625.47         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF9078 | 2041-01-01      | 6.0000%  | 0.0000% | $1552990.00        | $1585135.78        | Agency Mortgage-Backed Securities |
| GNII SF AB9531 C     | 2042-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $162790.37         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX3225 | 2054-12-01      | 6.5000%  | 0.0000% | $1528732.00        | $1610046.91        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3685 | 2055-11-01      | 5.5000%  | 0.0000% | $787504.00         | $782123.16         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX4056 | 2054-12-01      | 4.5000%  | 0.0000% | $1340176.00        | $749967.40         | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0174 | 2057-02-01      | 3.0000%  | 0.0000% | $8000000.00        | $2495097.46        | Agency Mortgage-Backed Securities |
| FNMS 06.000 I3BF0576 | 2049-06-01      | 6.0000%  | 0.0000% | $9549392.00        | $7011736.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5901 | 2035-11-01      | 5.5000%  | 0.0000% | $1455202.00        | $1239113.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3965 | 2055-08-01      | 6.0000%  | 0.0000% | $377290.00         | $314186.29         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5430 | 2044-07-01      | 6.0000%  | 0.0000% | $40514000.00       | $23002190.01       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4545 | 2040-07-01      | 5.5000%  | 0.0000% | $1156932.00        | $1150748.63        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6853 | 2051-04-01      | 2.0000%  | 0.0000% | $7900000.00        | $4155990.27        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0985 | 2055-06-01      | 6.5000%  | 0.0000% | $5211280.00        | $5444111.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG8420 | 2056-05-01      | 5.0000%  | 0.0000% | $7384920.00        | $7331281.69        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4419 | 2040-11-01      | 5.5000%  | 0.0000% | $2498692.00        | $2476215.83        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO2177 | 2039-06-01      | 6.5000%  | 0.0000% | $4016344.00        | $2916097.36        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI0213 | 2054-02-01      | 6.5000%  | 0.0000% | $10297.00          | $5111.29           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1566 | 2051-09-01      | 2.5000%  | 0.0000% | $3097100.00        | $1959283.93        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2946 | 2055-01-01      | 6.5000%  | 0.0000% | $432426.00         | $454363.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6382 | 2040-12-01      | 5.5000%  | 0.0000% | $1971654.00        | $1482945.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG8372 | 2056-05-01      | 5.0000%  | 0.0000% | $6914552.00        | $6838912.18        | Agency Mortgage-Backed Securities |
| GNII SF DI1925 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2741036.00        | $2638166.12        | Agency Mortgage-Backed Securities |
| GNII ET DI1857 C     | 2065-02-20      | 6.0000%  | 0.0000% | $1762032.00        | $1799315.86        | Agency Mortgage-Backed Securities |
| GNII SF MB0743 M     | 2055-11-20      | 4.0000%  | 0.0000% | $85820160.00       | $79490916.60       | Agency Mortgage-Backed Securities |
| GNII SF DI4712 C     | 2055-08-20      | 7.0000%  | 0.0000% | $5464816.00        | $5712285.09        | Agency Mortgage-Backed Securities |
| GNMI SF 711498 X     | 2040-03-15      | 5.0000%  | 0.0000% | $9538608.00        | $2280665.25        | Agency Mortgage-Backed Securities |
| GNPL PN CZ2392       | 2059-03-15      | 5.7300%  | 0.0000% | $70193.00          | $72380.76          | Agency Mortgage-Backed Securities |
| GNII SF DI2714 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4914560.00        | $5183842.74        | Agency Mortgage-Backed Securities |
| GNII SF DA6814 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1789830.00        | $1336765.15        | Agency Mortgage-Backed Securities |
| GNPL PN DB4200       | 2059-12-15      | 5.5900%  | 0.0000% | $277670.00         | $285222.72         | Agency Mortgage-Backed Securities |
| GNII SF DE9915 C     | 2054-11-20      | 6.5000%  | 0.0000% | $4467950.00        | $2309907.46        | Agency Mortgage-Backed Securities |
| GNII SF CX4160 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1530730.00        | $1614577.95        | Agency Mortgage-Backed Securities |
| GNII SF DM7907 C     | 2055-10-20      | 7.0000%  | 0.0000% | $1234548.00        | $1283678.62        | Agency Mortgage-Backed Securities |
| GNII ET DM9464 C     | 2065-10-20      | 3.5000%  | 0.0000% | $80260.00          | $71970.98          | Agency Mortgage-Backed Securities |
| GNII SF DM7896 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1283116.00        | $1349876.44        | Agency Mortgage-Backed Securities |
| GNII SF DM6189 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2774808.00        | $2533366.63        | Agency Mortgage-Backed Securities |
| GNII SF DM4206 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1063464.00        | $1120966.55        | Agency Mortgage-Backed Securities |
| GNII ET DM6730 C     | 2065-09-20      | 3.5000%  | 0.0000% | $191226.00         | $171211.96         | Agency Mortgage-Backed Securities |
| GNII SF MA8727 M     | 2053-03-20      | 6.0000%  | 0.0000% | $1700000.00        | $783664.06         | Agency Mortgage-Backed Securities |
| GNII SF DN5059 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4755888.00        | $4969896.48        | Agency Mortgage-Backed Securities |
| GNII SF DN2311 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1682160.00        | $1767908.50        | Agency Mortgage-Backed Securities |
| GNII SF MA9362 M     | 2053-12-20      | 5.5000%  | 0.0000% | $1757128.00        | $1324433.02        | Agency Mortgage-Backed Securities |
| GNII SF AD6080 C     | 2050-02-20      | 3.0000%  | 0.0000% | $70065280.00       | $15406661.18       | Agency Mortgage-Backed Securities |
| GNII SF AD8821 C     | 2043-03-20      | 3.5000%  | 0.0000% | $2342000.00        | $383167.53         | Agency Mortgage-Backed Securities |
| GNII SF DL6441 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2268772.00        | $2123100.88        | Agency Mortgage-Backed Securities |
| GNII SF CV0624 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1079666.00        | $1100452.58        | Agency Mortgage-Backed Securities |
| GNII SF DK8396 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2426844.00        | $2557792.89        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0359       | 2060-11-15      | 5.4000%  | 0.0000% | $2332000.00        | $2383903.41        | Agency Mortgage-Backed Securities |
| GNII SF DR3508 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1150150.00        | $1187086.56        | Agency Mortgage-Backed Securities |
| GNII SF DL2511 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3587172.00        | $2010160.70        | Agency Mortgage-Backed Securities |
| GNII JM MB0445 M     | 2055-04-20      | 2.0000%  | 0.0000% | $834048.00         | $641923.93         | Agency Mortgage-Backed Securities |
| GNII JM MB0474 M     | 2055-07-20      | 6.5000%  | 0.0000% | $30777760.00       | $23304330.60       | Agency Mortgage-Backed Securities |
| GNII SF DK1491 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4075336.00        | $3203464.16        | Agency Mortgage-Backed Securities |
| GNII SF DO4014 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1367852.00        | $1439298.63        | Agency Mortgage-Backed Securities |
| GNII SF DK8327 C     | 2055-06-20      | 7.0000%  | 0.0000% | $4040288.00        | $4266184.06        | Agency Mortgage-Backed Securities |
| GNII SF DK7512 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4332968.00        | $4405056.72        | Agency Mortgage-Backed Securities |
| GNII SF DO2320 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1181080.00        | $1223403.24        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2661 | 2053-04-01      | 5.5000%  | 0.0000% | $145972.00         | $108005.51         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ3734 | 2054-09-01      | 6.0000%  | 0.0000% | $1157240.00        | $794046.83         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB1221 | 2045-12-01      | 6.0000%  | 0.0000% | $1749088.00        | $1813030.57        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4055 | 2040-08-01      | 5.5000%  | 0.0000% | $2037040.00        | $2022956.04        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4763 | 2052-12-01      | 6.0000%  | 0.0000% | $1663616.00        | $1256272.42        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA1744 | 2049-11-01      | 4.0000%  | 0.0000% | $29758560.00       | $5607796.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7539 | 2053-11-01      | 6.0000%  | 0.0000% | $2293300.00        | $2074938.51        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4719 | 2041-01-01      | 4.0000%  | 0.0000% | $1908670.00        | $1771221.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF5650 | 2040-11-01      | 6.0000%  | 0.0000% | $1780262.00        | $1813917.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4403 | 2052-08-01      | 5.0000%  | 0.0000% | $400000.00         | $288212.07         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  | 0.0000% | $3008664.00        | $2326925.41        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF6570 | 2055-12-01      | 7.0000%  | 0.0000% | $1756956.00        | $1864082.99        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4570 | 2040-12-01      | 5.0000%  | 0.0000% | $1042470.00        | $940928.93         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ8026 | 2054-11-01      | 7.0000%  | 0.0000% | $10269920.00       | $7698800.56        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1528 | 2048-04-01      | 3.5000%  | 0.0000% | $2605000.00        | $524179.67         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICA9422 | 2036-03-01      | 1.5000%  | 0.0000% | $1572122.00        | $660822.28         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ8690 | 2054-11-01      | 4.5000%  | 0.0000% | $3772748.00        | $3271022.19        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3107 | 2055-12-01      | 4.5000%  | 0.0000% | $1157664.00        | $1115631.11        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7527 | 2055-09-01      | 7.0000%  | 0.0000% | $1007192.00        | $475893.96         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8178 | 2053-02-01      | 6.0000%  | 0.0000% | $2510000.00        | $1326896.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE6027 | 2040-08-01      | 6.0000%  | 0.0000% | $905094.00         | $906716.30         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8810 | 2055-09-01      | 6.0000%  | 0.0000% | $3917684.00        | $4012231.22        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF5681 | 2055-11-01      | 6.5000%  | 0.0000% | $1170806.00        | $1215491.67        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCA6783 | 2040-08-01      | 2.0000%  | 0.0000% | $200000.00         | $92529.70          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO5345 | 2041-05-01      | 6.0000%  | 0.0000% | $1107500.00        | $1151304.21        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8274 | 2046-11-01      | 3.0000%  | 0.0000% | $69000000.00       | $11373444.81       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3827 | 2053-08-01      | 6.5000%  | 0.0000% | $706229.00         | $408842.23         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $66552000.00       | $31291557.28       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZN6003 | 2034-05-01      | 2.5000%  | 0.0000% | $1508520.00        | $301836.33         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1405 | 2054-11-01      | 5.0000%  | 0.0000% | $5341464.00        | $4562459.00        | Agency Mortgage-Backed Securities |
| FNMS 03.500 U4BM7754 | 2055-09-01      | 3.5000%  | 0.0000% | $28413088.00       | $24172880.17       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7535 | 2055-07-01      | 5.5000%  | 0.0000% | $2145128.00        | $2165209.88        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX5835 | 2055-02-01      | 4.5000%  | 0.0000% | $3377676.00        | $3212189.88        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4508 | 2055-06-01      | 6.5000%  | 0.0000% | $5063264.00        | $3183745.87        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP1737 | 2051-02-01      | 2.0000%  | 0.0000% | $785592.00         | $557230.34         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ4052 | 2055-04-01      | 7.0000%  | 0.0000% | $8289000.00        | $7325644.51        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0203 | 2053-11-01      | 6.5000%  | 0.0000% | $23000000.00       | $14973578.52       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1132 | 2056-02-01      | 4.5000%  | 0.0000% | $1137000.00        | $1092702.91        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4915 | 2056-01-01      | 4.5000%  | 0.0000% | $1560806.00        | $1506202.23        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5108 | 2056-03-01      | 4.5000%  | 0.0000% | $8558592.00        | $8250519.55        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7048 | 2056-01-01      | 4.5000%  | 0.0000% | $1236364.00        | $1191642.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5142 | 2056-03-01      | 4.5000%  | 0.0000% | $1147460.00        | $1106802.03        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7031 | 2056-02-01      | 4.5000%  | 0.0000% | $2138472.00        | $2001534.05        | Agency Mortgage-Backed Securities |
| GNMI SF AB1086 X     | 2042-11-15      | 3.0000%  | 0.0000% | $2000000.00        | $234274.60         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB0298 | 2056-04-01      | 4.5000%  | 0.0000% | $1370216.00        | $1324294.58        | Agency Mortgage-Backed Securities |
| GNII SF MA5300 M     | 2033-07-20      | 3.5000%  | 0.0000% | $1250000.00        | $104728.33         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1157 | 2056-02-01      | 6.0000%  | 0.0000% | $1899294.00        | $1967156.83        | Agency Mortgage-Backed Securities |
| GNMI SF 774060 X     | 2048-03-15      | 3.0000%  | 0.0000% | $2553212.00        | $1411932.80        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5374 | 2056-03-01      | 4.5000%  | 0.0000% | $1285572.00        | $1246171.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDG1004 | 2041-02-01      | 5.5000%  | 0.0000% | $2367424.00        | $2389785.02        | Agency Mortgage-Backed Securities |
| GNAR AF MA2010 M     | 2044-06-20      | 5.6250%  | 0.0000% | $63087616.00       | $692858.81         | Agency Mortgage-Backed Securities |
| GNPL PN CL4456       | 2064-03-15      | 2.6500%  | 0.0000% | $1147282.00        | $964810.43         | Agency Mortgage-Backed Securities |
| GNPL LM CD6002       | 2060-07-15      | 3.1100%  | 0.0000% | $90794.00          | $79342.15          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2050 | 2051-02-01      | 4.0000%  | 0.0000% | $250000.00         | $151582.62         | Agency Mortgage-Backed Securities |
| GNII SF MA9965 M     | 2054-10-20      | 5.5000%  | 0.0000% | $30002000.00       | $22682928.95       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4577 | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $103472.21         | Agency Mortgage-Backed Securities |
| GNII RG CP0111 C     | 2042-07-20      | 3.5000%  | 0.0000% | $175000.00         | $117585.04         | Agency Mortgage-Backed Securities |
| GNCL CL CP2692       | 2066-12-15      | 5.4500%  | 0.0000% | $54943.00          | $56745.31          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8152 | 2051-07-01      | 2.0000%  | 0.0000% | $300000.00         | $170332.10         | Agency Mortgage-Backed Securities |
| GNII SF AE5433 C     | 2043-08-20      | 3.5000%  | 0.0000% | $4011000.00        | $492326.22         | Agency Mortgage-Backed Securities |
| GNII SF BX4932 C     | 2050-08-20      | 2.5000%  | 0.0000% | $1788732.00        | $1000414.07        | Agency Mortgage-Backed Securities |
| GNII SF BW4478 C     | 2035-10-20      | 5.0000%  | 0.0000% | $3450468.00        | $869526.92         | Agency Mortgage-Backed Securities |
| GNII SF MA4260 M     | 2047-02-20      | 2.5000%  | 0.0000% | $355000.00         | $73746.54          | Agency Mortgage-Backed Securities |
| GNPL PN CM1224       | 2064-06-15      | 2.7800%  | 0.0000% | $623597.00         | $530951.28         | Agency Mortgage-Backed Securities |
| GNII SF MB0870 M     | 2055-12-20      | 4.5000%  | 0.0000% | $260112384.00      | $249999826.21      | Agency Mortgage-Backed Securities |
| GNII SF BW4890 C     | 2050-09-20      | 3.0000%  | 0.0000% | $1600606.00        | $454555.98         | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $276521472.00      | $207669102.84      | Agency Mortgage-Backed Securities |
| GNII ET DQ4927 C     | 2066-04-20      | 5.0000%  | 0.0000% | $50000000.00       | $49973288.90       | Agency Mortgage-Backed Securities |
| GNII SF BY6430 C     | 2050-10-20      | 3.0000%  | 0.0000% | $452449.00         | $309829.05         | Agency Mortgage-Backed Securities |
| GNII SF BW8856 C     | 2035-10-20      | 5.0000%  | 0.0000% | $9328080.00        | $2972726.02        | Agency Mortgage-Backed Securities |
| GNPL PN BU2235       | 2063-11-15      | 3.0000%  | 0.0000% | $53457.00          | $46382.71          | Agency Mortgage-Backed Securities |
| GNII SF DL4804 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2530936.00        | $1483798.47        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $2045000.00        | $1409163.81        | Agency Mortgage-Backed Securities |
| GNII SF BU8612 C     | 2050-07-20      | 3.0000%  | 0.0000% | $700000.00         | $329632.17         | Agency Mortgage-Backed Securities |
| GNII SF DK8326 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2731700.00        | $2885209.37        | Agency Mortgage-Backed Securities |
| GNII SF CA2414 C     | 2050-12-20      | 2.0000%  | 0.0000% | $1173738.00        | $688913.41         | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $3959776.00        | $376187.41         | Agency Mortgage-Backed Securities |
| GNMI SF BR6606 X     | 2050-02-15      | 3.0000%  | 0.0000% | $10000000.00       | $1763423.91        | Agency Mortgage-Backed Securities |
| GNII SF BT0882 C     | 2050-04-20      | 3.5000%  | 0.0000% | $11917000.00       | $4430503.94        | Agency Mortgage-Backed Securities |
| GNII SF DQ7903 C     | 2056-02-20      | 6.0000%  | 0.0000% | $163927.00         | $170121.17         | Agency Mortgage-Backed Securities |
| GNAR AF MB1087 M     | 2056-03-20      | 5.5000%  | 0.0000% | $928130.00         | $941363.79         | Agency Mortgage-Backed Securities |
| GNMI SF BS8439 X     | 2050-05-15      | 3.5000%  | 0.0000% | $200000.00         | $52379.24          | Agency Mortgage-Backed Securities |
| GNII SF DQ7306 C     | 2056-03-20      | 3.5000%  | 0.0000% | $75136128.00       | $66397241.92       | Agency Mortgage-Backed Securities |
| GNII SF MB0236 M     | 2040-03-20      | 6.5000%  | 0.0000% | $437912.00         | $397888.76         | Agency Mortgage-Backed Securities |
| GNII SF MB0421 M     | 2055-06-20      | 4.0000%  | 0.0000% | $132400640.00      | $121713754.62      | Agency Mortgage-Backed Securities |
| GNII RG CO0390 C     | 2050-11-20      | 2.5000%  | 0.0000% | $3055990.00        | $1747502.43        | Agency Mortgage-Backed Securities |
| GNII ET DM1797 C     | 2065-10-20      | 3.5000%  | 0.0000% | $1582954.00        | $1425469.75        | Agency Mortgage-Backed Securities |
| GNII RG CN9851 C     | 2049-10-20      | 4.0000%  | 0.0000% | $358329.00         | $231939.98         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ0335 | 2053-11-01      | 7.0000%  | 0.0000% | $28999000.00       | $13702888.05       | Agency Mortgage-Backed Securities |
| GNII RG CK9540 C     | 2047-09-20      | 4.0000%  | 0.0000% | $1600000.00        | $1178585.17        | Agency Mortgage-Backed Securities |
| GNII SF CE9959 C     | 2051-10-20      | 3.0000%  | 0.0000% | $465759.00         | $343769.47         | Agency Mortgage-Backed Securities |
| GNMI SF CJ2165 X     | 2052-04-15      | 3.5000%  | 0.0000% | $713781.00         | $605562.01         | Agency Mortgage-Backed Securities |
| GNMI SF BS5088 X     | 2050-03-15      | 3.5000%  | 0.0000% | $519556.00         | $49534.26          | Agency Mortgage-Backed Securities |
| GNII SF BY9474 C     | 2035-06-20      | 6.0000%  | 0.0000% | $2694212.00        | $679366.08         | Agency Mortgage-Backed Securities |
| GNII SF MA9908 M     | 2054-09-20      | 6.5000%  | 0.0000% | $50000000.00       | $21996320.25       | Agency Mortgage-Backed Securities |
| GNII SF CC9795 C     | 2051-04-20      | 3.0000%  | 0.0000% | $134977.00         | $91531.46          | Agency Mortgage-Backed Securities |
| GNII RG CH2012 C     | 2039-12-20      | 5.0000%  | 0.0000% | $1118724.00        | $681010.62         | Agency Mortgage-Backed Securities |
| GNII SF BW6335 C     | 2050-09-20      | 2.0000%  | 0.0000% | $1072550.00        | $700750.68         | Agency Mortgage-Backed Securities |
| GNII RG CG8656 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1021020.00        | $457420.28         | Agency Mortgage-Backed Securities |
| GNII SF BY7980 C     | 2050-10-20      | 3.0000%  | 0.0000% | $311000.00         | $133400.68         | Agency Mortgage-Backed Securities |
| GNII SF MA9910 M     | 2054-09-20      | 7.5000%  | 0.0000% | $181115.00         | $48008.13          | Agency Mortgage-Backed Securities |
| GNII RG CH5779 C     | 2049-10-20      | 5.5000%  | 0.0000% | $1303904.00        | $718518.91         | Agency Mortgage-Backed Securities |
| GNII SF BW8885 C     | 2039-01-20      | 7.0000%  | 0.0000% | $2091328.00        | $1059204.72        | Agency Mortgage-Backed Securities |
| GNII SF CM1520 C     | 2033-09-20      | 6.5000%  | 0.0000% | $1451068.00        | $770421.66         | Agency Mortgage-Backed Securities |
| GNII SF CB4513 C     | 2046-02-20      | 2.5000%  | 0.0000% | $117440.00         | $63254.72          | Agency Mortgage-Backed Securities |
| GNII SF CH0843 C     | 2051-10-20      | 3.0000%  | 0.0000% | $338269.00         | $272570.73         | Agency Mortgage-Backed Securities |
| GNII SF CM4442 C     | 2052-06-20      | 2.5000%  | 0.0000% | $3140532.00        | $905284.57         | Agency Mortgage-Backed Securities |
| GNII SF MA7170 M     | 2035-09-20      | 5.0000%  | 0.0000% | $384283.00         | $220131.27         | Agency Mortgage-Backed Securities |
| GNII SF MA5857 M     | 2032-11-20      | 7.5000%  | 0.0000% | $71433.00          | $8319.75           | Agency Mortgage-Backed Securities |
| GNII JM MA6144 M     | 2049-09-20      | 3.0000%  | 0.0000% | $1151644.00        | $68404.85          | Agency Mortgage-Backed Securities |
| GNMI SP 787712 X     | 2045-11-15      | 5.5000%  | 0.0000% | $404000.00         | $339426.37         | Agency Mortgage-Backed Securities |
| GNAR FB 082448 M     | 2039-12-20      | 5.7500%  | 0.0000% | $4000000.00        | $33393.56          | Agency Mortgage-Backed Securities |
| GNPL PN DM8150       | 2060-11-15      | 5.5000%  | 0.0000% | $1692960.00        | $1750009.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3585 | 2055-11-01      | 5.0000%  | 0.0000% | $31736640.00       | $30360050.88       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSL2634 | 2052-04-01      | 1.5000%  | 0.0000% | $2070856.00        | $1534300.30        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5746 | 2040-06-01      | 5.5000%  | 0.0000% | $264000.00         | $207587.38         | Agency Mortgage-Backed Securities |
| GNII SF DI9237 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3170420.00        | $3317769.26        | Agency Mortgage-Backed Securities |
| GNII SF DO9804 C     | 2040-12-20      | 4.0000%  | 0.0000% | $1407164.00        | $1348974.50        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA9056 | 2056-03-01      | 6.0000%  | 0.0000% | $2204430.00        | $2092690.63        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0299 | 2056-04-01      | 5.0000%  | 0.0000% | $3158700.00        | $3138875.30        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9502 | 2056-02-01      | 6.5000%  | 0.0000% | $3053924.00        | $3214147.19        | Agency Mortgage-Backed Securities |
| GNII SF DI7137 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1009468.00        | $910019.12         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0704 | 2056-04-01      | 5.0000%  | 0.0000% | $3703908.00        | $3684998.73        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9166 | 2056-03-01      | 6.5000%  | 0.0000% | $5400256.00        | $5667438.76        | Agency Mortgage-Backed Securities |
| GNPL PN DI7401       | 2060-05-15      | 5.7800%  | 0.0000% | $250163.00         | $261059.19         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $50545664.00       | $41166406.63       | Agency Mortgage-Backed Securities |
| GNII SF DL6983 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3613484.00        | $2781565.47        | Agency Mortgage-Backed Securities |
| GNII SF BZ8510 C     | 2050-12-20      | 3.0000%  | 0.0000% | $114000.00         | $62793.59          | Agency Mortgage-Backed Securities |
| GNII SF DM4682 C     | 2055-11-20      | 6.0000%  | 0.0000% | $104512160.00      | $104907107.46      | Agency Mortgage-Backed Securities |
| GNII JM MB0013 M     | 2054-10-20      | 5.5000%  | 0.0000% | $2899080.00        | $2127319.87        | Agency Mortgage-Backed Securities |
| GNII SF DI1700 C     | 2055-03-20      | 7.0000%  | 0.0000% | $4236480.00        | $3103386.16        | Agency Mortgage-Backed Securities |
| GNII ET DM2576 C     | 2065-07-20      | 3.0000%  | 0.0000% | $938036.00         | $463623.64         | Agency Mortgage-Backed Securities |
| GNII SF DM1117 C     | 2055-08-20      | 6.0000%  | 0.0000% | $7021928.00        | $7110279.05        | Agency Mortgage-Backed Securities |
| GNII SF MB0256 M     | 2050-10-20      | 4.0000%  | 0.0000% | $104369000.00      | $94354379.24       | Agency Mortgage-Backed Securities |
| GNII SF DM3338 C     | 2055-08-20      | 6.5000%  | 0.0000% | $801895.00         | $849100.88         | Agency Mortgage-Backed Securities |
| GNII SF DM3053 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1505366.00        | $1584501.19        | Agency Mortgage-Backed Securities |
| GNMI SF 710994 X     | 2039-11-15      | 5.0000%  | 0.0000% | $14081952.00       | $745288.71         | Agency Mortgage-Backed Securities |
| GNII SF DM6964 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4894216.00        | $5129807.18        | Agency Mortgage-Backed Securities |
| GNII ET DM7096 C     | 2065-09-20      | 3.0000%  | 0.0000% | $202930.00         | $178925.10         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5386 | 2054-06-01      | 4.5000%  | 0.0000% | $23504896.00       | $20852560.65       | Agency Mortgage-Backed Securities |
| GNCL CL DM1417       | 2068-01-15      | 5.8300%  | 0.0000% | $1514220.00        | $1573902.06        | Agency Mortgage-Backed Securities |
| GNII SF DM6679 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3030952.00        | $3178142.02        | Agency Mortgage-Backed Securities |
| GNII SF DM4244 C     | 2055-10-20      | 7.0000%  | 0.0000% | $1797868.00        | $1863931.54        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF5652 | 2040-11-01      | 6.0000%  | 0.0000% | $1880598.00        | $1917194.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6231 | 2052-11-01      | 5.0000%  | 0.0000% | $20628320.00       | $18018055.59       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9404 | 2055-09-01      | 7.0000%  | 0.0000% | $2632872.00        | $2619139.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5680 | 2055-12-01      | 6.0000%  | 0.0000% | $10197680.00       | $10410976.40       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0416 | 2052-01-01      | 3.0000%  | 0.0000% | $2091000.00        | $1295990.65        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9454 | 2051-11-01      | 3.5000%  | 0.0000% | $23424064.00       | $13066656.25       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFM5791 | 2040-01-01      | 4.0000%  | 0.0000% | $1800000.00        | $615996.14         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4396 | 2040-10-01      | 6.0000%  | 0.0000% | $1019530.00        | $1030999.96        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG8268 | 2041-05-01      | 6.0000%  | 0.0000% | $1623326.00        | $1688613.47        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5214 | 2050-12-01      | 2.0000%  | 0.0000% | $718180.00         | $378669.62         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4675 | 2049-11-01      | 3.0000%  | 0.0000% | $1630000.00        | $506123.60         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLAL9057 | 2038-05-01      | 7.5000%  | 0.0000% | $4000000.00        | $644463.38         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQH4902 | 2053-11-01      | 4.5000%  | 0.0000% | $294949.00         | $268720.96         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE5973 | 2040-07-01      | 6.0000%  | 0.0000% | $2076884.00        | $1875515.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7077 | 2055-05-01      | 6.0000%  | 0.0000% | $1064904.00        | $1082185.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE6003 | 2040-07-01      | 5.5000%  | 0.0000% | $1021400.00        | $919478.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE7829 | 2040-08-01      | 5.5000%  | 0.0000% | $2926916.00        | $2901610.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE3178 | 2040-07-01      | 6.0000%  | 0.0000% | $370957.00         | $293526.04         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7041 | 2054-12-01      | 4.5000%  | 0.0000% | $3610088.00        | $3436004.92        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2238 | 2055-07-01      | 6.5000%  | 0.0000% | $3122072.00        | $2606276.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6288 | 2055-04-01      | 6.0000%  | 0.0000% | $3746116.00        | $3552656.89        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA5933 | 2035-06-01      | 2.0000%  | 0.0000% | $117890.00         | $42738.93          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBW0439 | 2037-05-01      | 2.0000%  | 0.0000% | $41431.00          | $28330.76          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3007 | 2040-01-01      | 6.0000%  | 0.0000% | $1223386.00        | $845465.30         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6057 | 2052-02-01      | 3.0000%  | 0.0000% | $6645000.00        | $4334740.63        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD0393 | 2051-10-01      | 3.0000%  | 0.0000% | $14346688.00       | $8091902.36        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5238 | 2052-07-01      | 5.0000%  | 0.0000% | $1411272.00        | $1004487.26        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6226 | 2054-08-01      | 6.0000%  | 0.0000% | $7157584.00        | $5745266.80        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4370 | 2039-03-01      | 5.0000%  | 0.0000% | $1850000.00        | $26830.62          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD1217 | 2052-03-01      | 2.0000%  | 0.0000% | $2274000.00        | $1404055.43        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1593 | 2040-06-01      | 6.0000%  | 0.0000% | $1586168.00        | $1156784.67        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS9493 | 2038-05-01      | 7.5000%  | 0.0000% | $4738280.00        | $247441.33         | Agency Mortgage-Backed Securities |
| GNII SF DR0873 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1239512.00        | $1259994.39        | Agency Mortgage-Backed Securities |
| GNII ET DO5982 C     | 2065-11-20      | 3.5000%  | 0.0000% | $941191.00         | $845168.65         | Agency Mortgage-Backed Securities |
| GNPL PN AT8564       | 2061-03-15      | 4.9700%  | 0.0000% | $487500.00         | $481643.82         | Agency Mortgage-Backed Securities |
| GNII SF DO9136 C     | 2055-11-20      | 7.0000%  | 0.0000% | $712469.00         | $743166.18         | Agency Mortgage-Backed Securities |
| GNII SF DI2094 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1337818.00        | $1375278.03        | Agency Mortgage-Backed Securities |
| GNII SF 004469 M     | 2039-06-20      | 5.0000%  | 0.0000% | $26243936.00       | $713238.36         | Agency Mortgage-Backed Securities |
| GNII SF DI4703 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3577568.00        | $3809970.94        | Agency Mortgage-Backed Securities |
| GNII SF DR6301 C     | 2056-04-20      | 6.0000%  | 0.0000% | $2021090.00        | $2099389.72        | Agency Mortgage-Backed Securities |
| GNII SF DL4913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1479800.00        | $1114330.29        | Agency Mortgage-Backed Securities |
| GNII SF DL5981 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1866360.00        | $1338222.01        | Agency Mortgage-Backed Securities |
| GNII SF AQ9175 C     | 2045-11-20      | 3.0000%  | 0.0000% | $13622208.00       | $2075739.57        | Agency Mortgage-Backed Securities |
| GNII SF DK8317 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1106178.00        | $1161986.47        | Agency Mortgage-Backed Securities |
| GNII SF DL3948 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2101484.00        | $2192709.99        | Agency Mortgage-Backed Securities |
| GNII ET DO5057 C     | 2066-02-20      | 3.5000%  | 0.0000% | $280347.00         | $252169.87         | Agency Mortgage-Backed Securities |
| GNII SF DL2624 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1398396.00        | $1469451.86        | Agency Mortgage-Backed Securities |
| GNII SF DG9948 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1629392.00        | $1683468.77        | Agency Mortgage-Backed Securities |
| GNII SF DK7591 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3049900.00        | $3221098.15        | Agency Mortgage-Backed Securities |
| GNII SF DL5885 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1187614.00        | $1009281.39        | Agency Mortgage-Backed Securities |
| GNII SF DK5769 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2253636.00        | $1871081.89        | Agency Mortgage-Backed Securities |
| GNII SF DL2100 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1199570.00        | $1119159.40        | Agency Mortgage-Backed Securities |
| GNII ET DD7296 C     | 2063-11-20      | 7.5000%  | 0.0000% | $200739.00         | $206789.20         | Agency Mortgage-Backed Securities |
| GNII SF DF4970 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1827670.00        | $1670463.11        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0343       | 2060-10-15      | 5.7000%  | 0.0000% | $2162760.00        | $2258259.67        | Agency Mortgage-Backed Securities |
| GNII SF DJ8369 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1579852.00        | $1673714.40        | Agency Mortgage-Backed Securities |
| GNII SF DJ2484 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2407730.00        | $2543583.37        | Agency Mortgage-Backed Securities |
| GNII ET DH3104 C     | 2065-01-20      | 3.5000%  | 0.0000% | $1038856.00        | $924905.67         | Agency Mortgage-Backed Securities |
| GNII SF DD4241 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1441022.00        | $1486051.71        | Agency Mortgage-Backed Securities |
| GNPL PN DH1758       | 2060-03-15      | 5.6000%  | 0.0000% | $388677.00         | $399392.35         | Agency Mortgage-Backed Securities |
| GNII SF DG3904 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1617646.00        | $508145.99         | Agency Mortgage-Backed Securities |
| GNII SF DH1568 C     | 2055-01-20      | 7.0000%  | 0.0000% | $3535528.00        | $954933.31         | Agency Mortgage-Backed Securities |
| GNII SF DH3331 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1283264.00        | $141183.60         | Agency Mortgage-Backed Securities |
| GNII SF DG9995 C     | 2055-01-20      | 7.0000%  | 0.0000% | $3044600.00        | $1641924.89        | Agency Mortgage-Backed Securities |
| GNII SF DG7223 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1094650.00        | $1135444.64        | Agency Mortgage-Backed Securities |
| GNII ET DF3627 C     | 2063-12-20      | 7.5000%  | 0.0000% | $733413.00         | $606356.74         | Agency Mortgage-Backed Securities |
| GNII SF DJ6831 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1476240.00        | $997255.23         | Agency Mortgage-Backed Securities |
| GNII SF MA8773 M     | 2038-12-20      | 6.5000%  | 0.0000% | $488677.00         | $406675.36         | Agency Mortgage-Backed Securities |
| GNII SF DN6000 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1421106.00        | $1497010.08        | Agency Mortgage-Backed Securities |
| GNII SF MA9855 M     | 2054-08-20      | 7.5000%  | 0.0000% | $1430580.00        | $333435.22         | Agency Mortgage-Backed Securities |
| GNII SF DM7868 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2071780.00        | $2163449.62        | Agency Mortgage-Backed Securities |
| GNII SF MA9420 M     | 2052-12-20      | 4.0000%  | 0.0000% | $2170336.00        | $1685926.55        | Agency Mortgage-Backed Securities |
| GNII SF DN2537 C     | 2055-10-20      | 5.5000%  | 0.0000% | $3625736.00        | $3452245.49        | Agency Mortgage-Backed Securities |
| GNPL PN DN1555       | 2060-12-15      | 5.6300%  | 0.0000% | $735120.00         | $769173.17         | Agency Mortgage-Backed Securities |
| GNII SF MA9483 M     | 2051-09-20      | 3.0000%  | 0.0000% | $310000.00         | $208887.27         | Agency Mortgage-Backed Securities |
| GNII SF DM3857 C     | 2055-08-20      | 6.5000%  | 0.0000% | $897618.00         | $942874.36         | Agency Mortgage-Backed Securities |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $23156448.00       | $16849041.55       | Agency Mortgage-Backed Securities |
| GNII SF MA9237 M     | 2053-10-20      | 3.5000%  | 0.0000% | $20000.00          | $13840.65          | Agency Mortgage-Backed Securities |
| GNII SF MA9387 M     | 2039-01-20      | 4.5000%  | 0.0000% | $391737.00         | $345460.51         | Agency Mortgage-Backed Securities |
| GNII SF CT5313 C     | 2051-12-20      | 2.5000%  | 0.0000% | $1664566.00        | $956547.03         | Agency Mortgage-Backed Securities |
| GNII SF CY4585 C     | 2053-10-20      | 6.5000%  | 0.0000% | $1700590.00        | $816759.67         | Agency Mortgage-Backed Securities |
| GNMI SF CR2381 X     | 2053-03-15      | 6.0000%  | 0.0000% | $4091192.00        | $3991137.53        | Agency Mortgage-Backed Securities |
| GNII SF AG2866 C     | 2043-10-20      | 3.5000%  | 0.0000% | $875000.00         | $89900.76          | Agency Mortgage-Backed Securities |
| GNCL CL CX6399       | 2066-11-15      | 5.6000%  | 0.0000% | $15573104.00       | $16276682.99       | Agency Mortgage-Backed Securities |
| GNII SF MA0850 M     | 2043-03-20      | 2.5000%  | 0.0000% | $4115144.00        | $538620.59         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5491 | 2055-12-01      | 5.5000%  | 0.0000% | $53314112.00       | $48260554.36       | Agency Mortgage-Backed Securities |
| GNII JM MA6810 M     | 2050-08-20      | 3.0000%  | 0.0000% | $750000.00         | $169889.86         | Agency Mortgage-Backed Securities |
| GNII SF MA8070 M     | 2037-06-20      | 1.5000%  | 0.0000% | $382912.00         | $182020.24         | Agency Mortgage-Backed Securities |
| GNII SF DN4726 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2964264.00        | $3060531.76        | Agency Mortgage-Backed Securities |
| GNMI SF 752201 X     | 2046-05-15      | 2.5000%  | 0.0000% | $2186840.00        | $1184968.44        | Agency Mortgage-Backed Securities |
| GNAR AT 082431 M     | 2039-12-20      | 5.1250%  | 0.0000% | $4400000.00        | $124285.39         | Agency Mortgage-Backed Securities |
| GNII ET DN9882 C     | 2065-08-20      | 4.0000%  | 0.0000% | $694223.00         | $642931.00         | Agency Mortgage-Backed Securities |
| GNMI SF 723741 X     | 2040-04-15      | 5.0000%  | 0.0000% | $1326824.00        | $319030.02         | Agency Mortgage-Backed Securities |
| GNII ET DO3778 C     | 2064-02-20      | 6.5000%  | 0.0000% | $90806.00          | $95323.78          | Agency Mortgage-Backed Securities |
| GNII SF DN6083 C     | 2055-11-20      | 6.5000%  | 0.0000% | $4487616.00        | $4712837.09        | Agency Mortgage-Backed Securities |
| GNII SF DN2295 C     | 2055-10-20      | 7.0000%  | 0.0000% | $10854700.00       | $11513356.38       | Agency Mortgage-Backed Securities |
| GNII SF DN2296 C     | 2055-10-20      | 7.0000%  | 0.0000% | $3917932.00        | $4154567.68        | Agency Mortgage-Backed Securities |
| GNII ET DN4824 C     | 2065-11-20      | 6.5000%  | 0.0000% | $3015816.00        | $3172206.08        | Agency Mortgage-Backed Securities |
| GNII EP 787494 C     | 2063-08-20      | 2.0000%  | 0.0000% | $7617776.00        | $4743430.90        | Agency Mortgage-Backed Securities |
| GNII ET DN3615 C     | 2065-10-20      | 3.5000%  | 0.0000% | $1269420.00        | $1138728.40        | Agency Mortgage-Backed Securities |
| GNMI SF 617024 X     | 2036-03-15      | 5.0000%  | 0.0000% | $703790.00         | $25444.44          | Agency Mortgage-Backed Securities |
| GNII AP 784924 M     | 2047-02-20      | 3.0000%  | 0.0000% | $847722.00         | $269863.24         | Agency Mortgage-Backed Securities |
| GNII SP 785558 C     | 2051-07-20      | 2.5000%  | 0.0000% | $400000.00         | $218879.48         | Agency Mortgage-Backed Securities |
| GNII SP 786045 C     | 2052-02-20      | 2.0000%  | 0.0000% | $8138992.00        | $4982628.11        | Agency Mortgage-Backed Securities |
| GNII SF DN7155 C     | 2055-11-20      | 6.0000%  | 0.0000% | $15682512.00       | $16267308.25       | Agency Mortgage-Backed Securities |
| GNII SF DM8066 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1370842.00        | $1431285.73        | Agency Mortgage-Backed Securities |
| GNII SF DI3144 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2107968.00        | $2175884.14        | Agency Mortgage-Backed Securities |
| GNII SF DO3097 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1458506.00        | $1455216.53        | Agency Mortgage-Backed Securities |
| GNII SF DO1811 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1686912.00        | $1764272.27        | Agency Mortgage-Backed Securities |
| GNII SF DM4281 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2093592.00        | $2182468.01        | Agency Mortgage-Backed Securities |
| GNII ET DO0093 C     | 2065-10-20      | 4.0000%  | 0.0000% | $646400.00         | $599860.56         | Agency Mortgage-Backed Securities |
| GNII ET DO5903 C     | 2065-11-20      | 3.5000%  | 0.0000% | $649875.00         | $585705.58         | Agency Mortgage-Backed Securities |
| GNII SF DI5722 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1991832.00        | $2098353.81        | Agency Mortgage-Backed Securities |
| GNII SF DN8233 C     | 2055-11-20      | 7.0000%  | 0.0000% | $1433062.00        | $1493087.92        | Agency Mortgage-Backed Securities |
| GNII ET DP0452 C     | 2065-12-20      | 4.0000%  | 0.0000% | $256437.00         | $240520.90         | Agency Mortgage-Backed Securities |
| GNPL PN DM6441       | 2060-12-15      | 5.4000%  | 0.0000% | $392464.00         | $404303.61         | Agency Mortgage-Backed Securities |
| GNII ET DN9362 C     | 2065-11-20      | 4.5000%  | 0.0000% | $487290.00         | $468613.46         | Agency Mortgage-Backed Securities |
| GNII SF CC9792 C     | 2051-04-20      | 3.0000%  | 0.0000% | $103012.00         | $59564.68          | Agency Mortgage-Backed Securities |
| GNII SF DM7353 C     | 2055-11-20      | 6.5000%  | 0.0000% | $3825120.00        | $3999403.61        | Agency Mortgage-Backed Securities |
| GNII SF DN8118 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2847648.00        | $2883040.36        | Agency Mortgage-Backed Securities |
| GNII SF DM3436 C     | 2055-09-20      | 6.5000%  | 0.0000% | $6651120.00        | $6967798.63        | Agency Mortgage-Backed Securities |
| GNII ET DN9904 C     | 2065-08-20      | 4.0000%  | 0.0000% | $378330.00         | $350436.97         | Agency Mortgage-Backed Securities |
| GNII SF DP0775 C     | 2056-01-20      | 6.0000%  | 0.0000% | $3655740.00        | $3781821.49        | Agency Mortgage-Backed Securities |
| GNII ET DP0145 C     | 2065-12-20      | 3.0000%  | 0.0000% | $1235836.00        | $1092056.38        | Agency Mortgage-Backed Securities |
| GNII SF DM3898 C     | 2055-09-20      | 6.5000%  | 0.0000% | $753243.00         | $797347.81         | Agency Mortgage-Backed Securities |
| GNII ET DO0104 C     | 2065-10-20      | 3.0000%  | 0.0000% | $685981.00         | $601033.18         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX6480 | 2055-02-01      | 6.0000%  | 0.0000% | $1393374.00        | $1422778.35        | Agency Mortgage-Backed Securities |
| GNPL PN DN1563       | 2060-11-15      | 5.4100%  | 0.0000% | $210794.00         | $216951.77         | Agency Mortgage-Backed Securities |
| GNII ET DN1183 C     | 2065-08-20      | 2.0000%  | 0.0000% | $479043.00         | $367875.76         | Agency Mortgage-Backed Securities |
| GNII SF DM3432 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2866740.00        | $3004101.82        | Agency Mortgage-Backed Securities |
| GNII SF CA9373 C     | 2035-09-20      | 5.0000%  | 0.0000% | $1580306.00        | $288379.62         | Agency Mortgage-Backed Securities |
| GNII SF CC0829 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771922.00        | $807600.67         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1611 | 2054-12-01      | 4.5000%  | 0.0000% | $1663870.00        | $1582600.48        | Agency Mortgage-Backed Securities |
| GNII SF DI2717 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3987596.00        | $4192516.43        | Agency Mortgage-Backed Securities |
| GNII SF DM7809 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1004618.00        | $1055905.75        | Agency Mortgage-Backed Securities |
| GNII SF DM8072 C     | 2056-01-20      | 5.0000%  | 0.0000% | $2204576.00        | $2188330.93        | Agency Mortgage-Backed Securities |
| GNII SF BY6424 C     | 2045-10-20      | 3.0000%  | 0.0000% | $219676.00         | $91314.84          | Agency Mortgage-Backed Securities |
| GNII SF DN2312 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1007806.00        | $1001986.69        | Agency Mortgage-Backed Securities |
| GNII ET DM6747 C     | 2065-01-20      | 3.0000%  | 0.0000% | $319716.00         | $280764.32         | Agency Mortgage-Backed Securities |
| GNII SF DM3343 C     | 2055-08-20      | 6.5000%  | 0.0000% | $6077552.00        | $6368813.91        | Agency Mortgage-Backed Securities |
| GNII SF DI4921 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1618376.00        | $1716242.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5831 | 2040-09-01      | 6.0000%  | 0.0000% | $70599280.00       | $51598230.58       | Agency Mortgage-Backed Securities |
| GNII ET DM2985 C     | 2065-02-20      | 2.0000%  | 0.0000% | $313295.00         | $239756.31         | Agency Mortgage-Backed Securities |
| GNII SF MB0554 M     | 2055-08-20      | 4.5000%  | 0.0000% | $56000000.00       | $53416030.35       | Agency Mortgage-Backed Securities |
| GNII ET DM1665 C     | 2065-09-20      | 4.0000%  | 0.0000% | $234507.00         | $219349.20         | Agency Mortgage-Backed Securities |
| GNII ET DM3746 C     | 2065-09-20      | 4.5000%  | 0.0000% | $216768.00         | $208184.53         | Agency Mortgage-Backed Securities |
| GNII SF DL5886 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1291088.00        | $893345.51         | Agency Mortgage-Backed Securities |
| GNII ET DM2754 C     | 2065-08-20      | 3.5000%  | 0.0000% | $777889.00         | $438262.14         | Agency Mortgage-Backed Securities |
| GNII ET DQ8235 C     | 2066-02-20      | 6.5000%  | 0.0000% | $6600944.00        | $6954484.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3820 | 2053-01-01      | 6.0000%  | 0.0000% | $220000.00         | $149341.40         | Agency Mortgage-Backed Securities |
| GNII SF CV0444 C     | 2053-08-20      | 7.0000%  | 0.0000% | $1298762.00        | $968524.26         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6524 | 2051-03-01      | 2.5000%  | 0.0000% | $28871000.00       | $14374532.95       | Agency Mortgage-Backed Securities |
| GNII SF AJ9335 C     | 2044-10-20      | 3.5000%  | 0.0000% | $9448336.00        | $1081235.73        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3699 | 2056-03-01      | 4.5000%  | 0.0000% | $2471724.00        | $2383396.28        | Agency Mortgage-Backed Securities |
| GNII SF MA1447 M     | 2043-11-20      | 3.0000%  | 0.0000% | $1070662.00        | $140742.47         | Agency Mortgage-Backed Securities |
| GNMI SF BE0144 X     | 2048-01-15      | 4.0000%  | 0.0000% | $28000.00          | $9612.36           | Agency Mortgage-Backed Securities |
| GNMI SF AE6948 X     | 2043-06-15      | 3.0000%  | 0.0000% | $1194248.00        | $95012.66          | Agency Mortgage-Backed Securities |
| GNII SF MA6038 M     | 2049-07-20      | 3.0000%  | 0.0000% | $6320590.00        | $765727.71         | Agency Mortgage-Backed Securities |
| GNCL CL CR5667       | 2064-01-15      | 6.5200%  | 0.0000% | $2742704.00        | $2908048.52        | Agency Mortgage-Backed Securities |
| GNII SF BI4636 C     | 2048-07-20      | 5.0000%  | 0.0000% | $1195030.00        | $529540.58         | Agency Mortgage-Backed Securities |
| GNII SF BX4961 C     | 2050-09-20      | 3.0000%  | 0.0000% | $168849.00         | $99856.32          | Agency Mortgage-Backed Securities |
| GNII SF AD6163 C     | 2050-06-20      | 2.5000%  | 0.0000% | $20081472.00       | $9775369.35        | Agency Mortgage-Backed Securities |
| GNII SF BW4519 C     | 2033-02-20      | 6.5000%  | 0.0000% | $2544728.00        | $806074.19         | Agency Mortgage-Backed Securities |
| GNMI SF CR2379 X     | 2053-03-15      | 5.5000%  | 0.0000% | $3091452.00        | $2954607.60        | Agency Mortgage-Backed Securities |
| GNMI SF BG5671 X     | 2048-07-15      | 3.0000%  | 0.0000% | $1144388.00        | $650185.59         | Agency Mortgage-Backed Securities |
| GNII SF BW8884 C     | 2032-07-20      | 7.5000%  | 0.0000% | $1094792.00        | $331839.64         | Agency Mortgage-Backed Securities |
| GNII SF BW8882 C     | 2034-01-20      | 7.0000%  | 0.0000% | $2868000.00        | $971674.22         | Agency Mortgage-Backed Securities |
| GNII SF BW8883 C     | 2031-05-20      | 7.0000%  | 0.0000% | $1225350.00        | $312088.88         | Agency Mortgage-Backed Securities |
| GNII SF CG9023 C     | 2051-10-20      | 2.5000%  | 0.0000% | $275000.00         | $179763.79         | Agency Mortgage-Backed Securities |
| GNII SF CC9793 C     | 2051-04-20      | 3.0000%  | 0.0000% | $149971.00         | $94726.04          | Agency Mortgage-Backed Securities |
| GNII SF CX4163 C     | 2054-02-20      | 7.5000%  | 0.0000% | $3467544.00        | $3253887.70        | Agency Mortgage-Backed Securities |
| GNII SF CW8158 C     | 2053-12-20      | 7.0000%  | 0.0000% | $1146368.00        | $510419.50         | Agency Mortgage-Backed Securities |
| GNII SF CW4833 C     | 2053-08-20      | 6.0000%  | 0.0000% | $1224902.00        | $1237341.02        | Agency Mortgage-Backed Securities |
| GNII SF CT7413 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1393744.00        | $1473534.76        | Agency Mortgage-Backed Securities |
| GNII SF CK4920 C     | 2052-01-20      | 3.5000%  | 0.0000% | $146807.00         | $67367.20          | Agency Mortgage-Backed Securities |
| GNII SF BY6411 C     | 2050-10-20      | 3.0000%  | 0.0000% | $283535.00         | $199696.04         | Agency Mortgage-Backed Securities |
| GNII SF CX2638 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1204938.00        | $670221.26         | Agency Mortgage-Backed Securities |
| GNII SF CV6269 C     | 2053-09-20      | 7.0000%  | 0.0000% | $32835776.00       | $26447703.39       | Agency Mortgage-Backed Securities |
| GNII SF CB4516 C     | 2051-02-20      | 3.0000%  | 0.0000% | $76752.00          | $49748.54          | Agency Mortgage-Backed Securities |
| GNII JM MA6398 M     | 2050-01-20      | 2.5000%  | 0.0000% | $1945000.00        | $150259.56         | Agency Mortgage-Backed Securities |
| GNCL CL CW0767       | 2066-04-15      | 5.8300%  | 0.0000% | $27253.00          | $28764.63          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8316 | 2054-04-01      | 5.0000%  | 0.0000% | $140000.00         | $120180.75         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO5241 | 2041-01-01      | 5.0000%  | 0.0000% | $1581194.00        | $1592380.01        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS6335 | 2037-04-01      | 2.5000%  | 0.0000% | $1969258.00        | $1295719.20        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7419 | 2053-11-01      | 6.0000%  | 0.0000% | $3219840.00        | $2805794.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4775 | 2053-06-01      | 6.0000%  | 0.0000% | $7702890.00        | $4642157.98        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1239 | 2051-12-01      | 3.5000%  | 0.0000% | $645000.00         | $403626.16         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA5337 | 2053-09-01      | 5.0000%  | 0.0000% | $214515712.00      | $213387955.28      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM8189 | 2038-08-01      | 3.0000%  | 0.0000% | $14000.00          | $5559.43           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4187 | 2056-01-01      | 5.0000%  | 0.0000% | $3500000.00        | $3445569.30        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4191 | 2053-03-01      | 5.5000%  | 0.0000% | $460000.00         | $308362.45         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7611 | 2053-12-01      | 6.5000%  | 0.0000% | $1162892.00        | $553660.47         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1170 | 2055-05-01      | 6.0000%  | 0.0000% | $10992656.00       | $8400324.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1337 | 2040-10-01      | 6.0000%  | 0.0000% | $3186080.00        | $3244099.79        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4788 | 2037-07-01      | 1.5000%  | 0.0000% | $2015024.00        | $1376627.76        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF1891 | 2055-10-01      | 5.0000%  | 0.0000% | $2194708.00        | $2166623.49        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3805 | 2055-12-01      | 4.5000%  | 0.0000% | $1105104.00        | $1066301.07        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8684 | 2053-04-01      | 4.5000%  | 0.0000% | $14586272.00       | $11961884.43       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0940 | 2054-12-01      | 6.0000%  | 0.0000% | $9325104.00        | $8539606.09        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5337 | 2039-03-01      | 3.5000%  | 0.0000% | $131764.00         | $54306.88          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9562 | 2054-10-01      | 6.5000%  | 0.0000% | $32400000.00       | $25419722.33       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2527 | 2054-07-01      | 5.5000%  | 0.0000% | $2127748.00        | $1565972.46        | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBN8101 | 2049-03-01      | 3.0000%  | 0.0000% | $2180016.00        | $325270.68         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU1751 | 2052-02-01      | 3.0000%  | 0.0000% | $1096766.00        | $495963.87         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA0924 | 2055-12-01      | 4.5000%  | 0.0000% | $1303038.00        | $1255962.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $4047824.00        | $2882095.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6446 | 2056-04-01      | 5.0000%  | 0.0000% | $132674304.00      | $131996972.22      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR6165 | 2051-03-01      | 2.0000%  | 0.0000% | $549717.00         | $339040.33         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3853 | 2055-09-01      | 6.5000%  | 0.0000% | $9801360.00        | $7645067.90        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3637 | 2056-01-01      | 5.5000%  | 0.0000% | $9307888.00        | $9382486.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1805 | 2055-09-01      | 6.0000%  | 0.0000% | $15833040.00       | $14354998.67       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBN5294 | 2034-02-01      | 4.0000%  | 0.0000% | $828224.00         | $125374.43         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5953 | 2056-03-01      | 4.5000%  | 0.0000% | $13195872.00       | $12775031.36       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2653 | 2056-01-01      | 5.5000%  | 0.0000% | $22668640.00       | $22792685.91       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRR0080 | 2041-04-01      | 3.0000%  | 0.0000% | $2686276.00        | $2548615.45        | Agency Mortgage-Backed Securities |
| GNII SF MA1449 M     | 2043-11-20      | 4.0000%  | 0.0000% | $3392060.00        | $180376.22         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDF8628 | 2056-01-01      | 4.0000%  | 0.0000% | $1135554.00        | $1066903.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7535 | 2053-10-01      | 6.0000%  | 0.0000% | $2758816.00        | $2210122.93        | Agency Mortgage-Backed Securities |
| GNMI SF 793306 X     | 2042-03-15      | 3.3750%  | 0.0000% | $2491950.00        | $110179.64         | Agency Mortgage-Backed Securities |
| GNII SF MA4897 M     | 2041-09-20      | 2.0000%  | 0.0000% | $365611.00         | $136388.80         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG2994 | 2056-02-01      | 6.5000%  | 0.0000% | $9045088.00        | $8844282.32        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9563 | 2056-04-01      | 5.0000%  | 0.0000% | $6840896.00        | $6769876.19        | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $5719000.00        | $418553.63         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG7256 | 2056-04-01      | 5.0000%  | 0.0000% | $1200566.00        | $1197398.64        | Agency Mortgage-Backed Securities |
| GNII SF MA5369 M     | 2033-08-20      | 4.5000%  | 0.0000% | $1432328.00        | $185430.20         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG9279 | 2056-05-01      | 5.0000%  | 0.0000% | $5933456.00        | $5912313.78        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8257 | 2056-03-01      | 4.5000%  | 0.0000% | $622397.00         | $599929.21         | Agency Mortgage-Backed Securities |
| GNII SF DI0829 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1298052.00        | $1117453.00        | Agency Mortgage-Backed Securities |
| GNII SF DR9445 C     | 2056-04-20      | 6.0000%  | 0.0000% | $5174520.00        | $5367148.40        | Agency Mortgage-Backed Securities |
| GNII SF AZ7823 C     | 2047-04-20      | 3.5000%  | 0.0000% | $295000.00         | $74558.14          | Agency Mortgage-Backed Securities |
| GNII ET DM1663 C     | 2065-08-20      | 3.0000%  | 0.0000% | $291779.00         | $257711.84         | Agency Mortgage-Backed Securities |
| GNII ET DL6751 C     | 2065-08-20      | 3.5000%  | 0.0000% | $474876.00         | $425278.51         | Agency Mortgage-Backed Securities |
| GNII SF DI8711 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3960540.00        | $3764431.88        | Agency Mortgage-Backed Securities |
| GNII SF DK5860 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1257046.00        | $1340036.73        | Agency Mortgage-Backed Securities |
| GNII SF DR5178 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1059660.00        | $1068648.86        | Agency Mortgage-Backed Securities |
| GNII SF DK8398 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2968160.00        | $3140084.38        | Agency Mortgage-Backed Securities |
| GNII SF DL0504 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1081272.00        | $1121252.48        | Agency Mortgage-Backed Securities |
| GNII ET DM1756 C     | 2065-06-20      | 3.5000%  | 0.0000% | $254867.00         | $228302.44         | Agency Mortgage-Backed Securities |
| GNII SF DL8787 C     | 2055-08-20      | 7.0000%  | 0.0000% | $8843984.00        | $9365611.63        | Agency Mortgage-Backed Securities |
| GNII SF DM2606 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3210540.00        | $3371879.97        | Agency Mortgage-Backed Securities |
| GNII SF DM3054 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1208238.00        | $1272041.75        | Agency Mortgage-Backed Securities |
| GNII SF DP6316 C     | 2056-01-20      | 5.0000%  | 0.0000% | $6313984.00        | $6291680.73        | Agency Mortgage-Backed Securities |
| GNII ET DQ8608 C     | 2066-04-20      | 6.0000%  | 0.0000% | $5567920.00        | $5734753.44        | Agency Mortgage-Backed Securities |
| GNII SF DP1202 C     | 2056-01-20      | 6.5000%  | 0.0000% | $3586964.00        | $3824735.67        | Agency Mortgage-Backed Securities |
| GNII SF DP4722 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1047044.00        | $1110002.90        | Agency Mortgage-Backed Securities |
| GNII ET DN9887 C     | 2065-08-20      | 4.0000%  | 0.0000% | $230735.00         | $215938.65         | Agency Mortgage-Backed Securities |
| GNII SF DN8873 C     | 2056-02-20      | 6.0000%  | 0.0000% | $198717.00         | $206222.49         | Agency Mortgage-Backed Securities |
| GNII SF DP2335 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1639960.00        | $1653869.78        | Agency Mortgage-Backed Securities |
| GNII SF BA9842 C     | 2047-08-20      | 3.0000%  | 0.0000% | $2220772.00        | $344242.88         | Agency Mortgage-Backed Securities |
| GNII SF DQ4618 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1743080.00        | $1784646.45        | Agency Mortgage-Backed Securities |
| GNII SF DJ2829 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3758280.00        | $3533202.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ5314 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1209680.00        | $843115.61         | Agency Mortgage-Backed Securities |
| GNII ET DK3301 C     | 2065-05-20      | 6.5000%  | 0.0000% | $1946282.00        | $2041535.69        | Agency Mortgage-Backed Securities |
| GNII SF DK6647 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1646918.00        | $1729231.42        | Agency Mortgage-Backed Securities |
| GNII ET DK8680 C     | 2065-07-20      | 4.5000%  | 0.0000% | $293464.00         | $281414.04         | Agency Mortgage-Backed Securities |
| GNII SF DK5132 C     | 2055-06-20      | 5.0000%  | 0.0000% | $6423352.00        | $6351488.30        | Agency Mortgage-Backed Securities |
| GNII SF DK4925 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1663752.00        | $1495437.09        | Agency Mortgage-Backed Securities |
| GNPL PN CU1280       | 2058-06-15      | 4.9100%  | 0.0000% | $26844.00          | $26192.13          | Agency Mortgage-Backed Securities |
| GNAR AF MA1463 M     | 2043-11-20      | 5.1250%  | 0.0000% | $78805920.00       | $1630919.54        | Agency Mortgage-Backed Securities |
| GNII SF DB6463 C     | 2054-11-20      | 5.5000%  | 0.0000% | $1278014.00        | $1278197.10        | Agency Mortgage-Backed Securities |
| GNPL PN DF8940       | 2060-01-15      | 5.0600%  | 0.0000% | $90775.00          | $90666.66          | Agency Mortgage-Backed Securities |
| GNII SF MA2444 M     | 2044-12-20      | 3.0000%  | 0.0000% | $350000.00         | $26475.46          | Agency Mortgage-Backed Securities |
| GNCL CL DC7242       | 2067-03-15      | 5.7000%  | 0.0000% | $1419394.00        | $1479845.52        | Agency Mortgage-Backed Securities |
| GNII SF MA4450 M     | 2047-05-20      | 3.0000%  | 0.0000% | $13294832.00       | $1802941.78        | Agency Mortgage-Backed Securities |
| GNCL CL DC7207       | 2067-04-15      | 5.3000%  | 0.0000% | $9217888.00        | $9284500.55        | Agency Mortgage-Backed Securities |
| GNII SF MA7417 M     | 2051-06-20      | 2.0000%  | 0.0000% | $1220156.00        | $631833.49         | Agency Mortgage-Backed Securities |
| GNII JM MA8193 M     | 2052-08-20      | 4.5000%  | 0.0000% | $2500000.00        | $1804197.30        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1508 | 2055-12-01      | 5.5000%  | 0.0000% | $3046800.00        | $2763156.71        | Agency Mortgage-Backed Securities |
| GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $252600000.00      | $147393143.73      | Agency Mortgage-Backed Securities |
| GNII JM MA7638 M     | 2051-10-20      | 2.0000%  | 0.0000% | $8345000.00        | $4969947.83        | Agency Mortgage-Backed Securities |
| GNII SF MA6709 M     | 2050-06-20      | 2.5000%  | 0.0000% | $68012160.00       | $18877334.22       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0307 | 2039-01-01      | 5.5000%  | 0.0000% | $417315000.00      | $3147150.56        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0207 | 2055-01-01      | 5.0000%  | 0.0000% | $800000.00         | $754966.27         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA6528 | 2056-02-01      | 5.5000%  | 0.0000% | $11722608.00       | $11829215.34       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0240 | 2047-08-01      | 3.5000%  | 0.0000% | $595990.00         | $82922.18          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5776 | 2056-02-01      | 4.5000%  | 0.0000% | $9861904.00        | $9501705.72        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5454 | 2056-02-01      | 5.0000%  | 0.0000% | $9873650.00        | $9775593.73        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7696 | 2056-03-01      | 5.5000%  | 0.0000% | $2216500.00        | $2248900.23        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7550 | 2053-11-01      | 6.0000%  | 0.0000% | $1780050.00        | $1452593.74        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9740 | 2055-08-01      | 6.5000%  | 0.0000% | $3373550.00        | $2058839.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7933 | 2055-07-01      | 6.0000%  | 0.0000% | $4024848.00        | $4018960.71        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDB9769 | 2054-08-01      | 7.5000%  | 0.0000% | $1111836.00        | $592069.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL904601 | 2036-11-01      | 6.0000%  | 0.0000% | $29263744.00       | $555463.77         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  | 0.0000% | $2399744.00        | $1276588.00        | Agency Mortgage-Backed Securities |
| GNII SF 711773 C     | 2033-06-20      | 3.5000%  | 0.0000% | $2817308.00        | $731980.08         | Agency Mortgage-Backed Securities |
| GNII SF DP9429 C     | 2056-01-20      | 5.0000%  | 0.0000% | $3313508.00        | $2814889.71        | Agency Mortgage-Backed Securities |
| GNII SF CM0733 C     | 2052-06-20      | 4.5000%  | 0.0000% | $274936.00         | $249368.53         | Agency Mortgage-Backed Securities |
| GNII ET DQ6603 C     | 2066-03-20      | 6.0000%  | 0.0000% | $13529328.00       | $13923674.07       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICC0790 | 2040-07-01      | 6.5000%  | 0.0000% | $1080034.00        | $1097341.11        | Agency Mortgage-Backed Securities |
| GNII RG CQ2915 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771140.00        | $1088771.83        | Agency Mortgage-Backed Securities |
| GNII ET DQ0863 C     | 2066-01-20      | 4.0000%  | 0.0000% | $199376.00         | $187016.29         | Agency Mortgage-Backed Securities |
| GNMI SF 582339 X     | 2032-09-15      | 6.5000%  | 0.0000% | $33202176.00       | $32857.75          | Agency Mortgage-Backed Securities |
| GNII SF CM2446 C     | 2036-03-20      | 6.0000%  | 0.0000% | $1713212.00        | $948947.12         | Agency Mortgage-Backed Securities |
| GNMI SF 589193 X     | 2032-06-15      | 6.5000%  | 0.0000% | $252890.00         | $6795.04           | Agency Mortgage-Backed Securities |
| GNII RG CI4462 C     | 2044-07-20      | 4.0000%  | 0.0000% | $1616490.00        | $843826.79         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDG5849 | 2041-03-01      | 5.5000%  | 0.0000% | $1135498.00        | $1163437.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2553 | 2053-09-01      | 4.5000%  | 0.0000% | $6697304.00        | $6203527.05        | Agency Mortgage-Backed Securities |
| GNII SF MA5798 M     | 2031-05-20      | 7.0000%  | 0.0000% | $90448.00          | $19468.45          | Agency Mortgage-Backed Securities |
| GNII JM MA7306 M     | 2051-03-20      | 3.5000%  | 0.0000% | $1384486.00        | $397617.31         | Agency Mortgage-Backed Securities |
| GNII SF MA8077 M     | 2028-10-20      | 5.0000%  | 0.0000% | $44214.00          | $26370.12          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS6396 | 2038-11-01      | 6.0000%  | 0.0000% | $6307248.00        | $3578876.63        | Agency Mortgage-Backed Securities |
| GNII JM MA6757 M     | 2050-07-20      | 3.0000%  | 0.0000% | $2201156.00        | $334490.51         | Agency Mortgage-Backed Securities |
| GNII JM MA6646 M     | 2050-05-20      | 3.0000%  | 0.0000% | $11500000.00       | $1899552.36        | Agency Mortgage-Backed Securities |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $35235328.00       | $17145897.37       | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $3200000.00        | $189019.00         | Agency Mortgage-Backed Securities |
| GNII JM MA6678 M     | 2035-06-20      | 2.5000%  | 0.0000% | $200000.00         | $84656.02          | Agency Mortgage-Backed Securities |
| GNII SF MA5531 M     | 2048-10-20      | 5.5000%  | 0.0000% | $20640000.00       | $1549383.63        | Agency Mortgage-Backed Securities |
| GNII SF MA7053 M     | 2050-12-20      | 3.0000%  | 0.0000% | $84803200.00       | $27878208.33       | Agency Mortgage-Backed Securities |
| GNII SF MA6153 M     | 2049-08-20      | 3.0000%  | 0.0000% | $4414608.00        | $599923.00         | Agency Mortgage-Backed Securities |
| GNII JM MA6921 M     | 2050-10-20      | 2.0000%  | 0.0000% | $1048440.00        | $484927.08         | Agency Mortgage-Backed Securities |
| GNII SF MA5265 M     | 2048-05-20      | 4.5000%  | 0.0000% | $5159664.00        | $356571.94         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2105 | 2056-04-01      | 5.0000%  | 0.0000% | $2795492.00        | $2781220.39        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLTB1327 | 2056-04-01      | 4.0000%  | 0.0000% | $8336670.00        | $7840915.10        | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8100000.00        | $665338.50         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1092 | 2056-04-01      | 5.0000%  | 0.0000% | $1157102.00        | $1147842.61        | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M     | 2047-12-20      | 3.0000%  | 0.0000% | $50000.00          | $6616.30           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB2000 | 2056-05-01      | 4.5000%  | 0.0000% | $3179972.00        | $3074024.87        | Agency Mortgage-Backed Securities |
| GNII SF MA6089 M     | 2049-07-20      | 3.0000%  | 0.0000% | $6984208.00        | $898737.97         | Agency Mortgage-Backed Securities |
| GNII SF MA4126 M     | 2046-11-20      | 3.0000%  | 0.0000% | $23465504.00       | $3073529.55        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3584 | 2056-03-01      | 4.5000%  | 0.0000% | $7303576.00        | $7040256.81        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3828 | 2056-03-01      | 4.5000%  | 0.0000% | $5155744.00        | $4981575.01        | Agency Mortgage-Backed Securities |
| GNAR AF MA5774 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8000000.00        | $535042.45         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1826 | 2056-04-01      | 4.5000%  | 0.0000% | $1726250.00        | $1670770.05        | Agency Mortgage-Backed Securities |
| GNII SF DJ5199 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1720148.00        | $1802202.60        | Agency Mortgage-Backed Securities |
| GNII SF DK0294 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4226936.00        | $2448428.38        | Agency Mortgage-Backed Securities |
| GNII SF MA8620 M     | 2038-09-20      | 7.0000%  | 0.0000% | $40991.00          | $26418.53          | Agency Mortgage-Backed Securities |
| GNII SF DJ9835 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2110604.00        | $1987454.82        | Agency Mortgage-Backed Securities |
| GNII SF DF1317 C     | 2054-10-20      | 6.5000%  | 0.0000% | $72881.00          | $74368.90          | Agency Mortgage-Backed Securities |
| GNII SF DG2202 C     | 2054-11-20      | 6.5000%  | 0.0000% | $57500.00          | $51179.05          | Agency Mortgage-Backed Securities |
| GNII SF MA8132 M     | 2034-08-20      | 7.0000%  | 0.0000% | $53475.00          | $13610.25          | Agency Mortgage-Backed Securities |
| GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $13137776.00       | $10367978.76       | Agency Mortgage-Backed Securities |
| GNII SF DH1813 C     | 2055-02-20      | 6.5000%  | 0.0000% | $844654.00         | $423792.40         | Agency Mortgage-Backed Securities |
| GNII BD DJ1394 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1079226.00        | $1078306.26        | Agency Mortgage-Backed Securities |
| GNII SF DG1191 C     | 2054-12-20      | 7.0000%  | 0.0000% | $3458540.00        | $1477248.79        | Agency Mortgage-Backed Securities |
| GNII SF MA7963 M     | 2037-04-20      | 3.0000%  | 0.0000% | $185185.00         | $94112.82          | Agency Mortgage-Backed Securities |
| GNII SF MA8562 M     | 2052-09-20      | 1.5000%  | 0.0000% | $180350.00         | $128405.32         | Agency Mortgage-Backed Securities |
| GNPL PN DH1760       | 2060-03-15      | 5.6000%  | 0.0000% | $387345.00         | $398023.63         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5738 | 2053-08-01      | 6.5000%  | 0.0000% | $5000000.00        | $2827804.79        | Agency Mortgage-Backed Securities |
| GNII SF DG3818 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1015688.00        | $1044356.43        | Agency Mortgage-Backed Securities |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $413059072.00      | $249999531.59      | Agency Mortgage-Backed Securities |
| GNII SF DF4828 C     | 2054-07-20      | 7.0000%  | 0.0000% | $7016940.00        | $1389647.28        | Agency Mortgage-Backed Securities |
| GNII SF CQ7639 C     | 2039-11-20      | 5.5000%  | 0.0000% | $1495322.00        | $1188177.68        | Agency Mortgage-Backed Securities |
| GNII SF CX4165 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1235262.00        | $1129926.28        | Agency Mortgage-Backed Securities |
| GNII SF CT8321 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1117136.00        | $671125.89         | Agency Mortgage-Backed Securities |
| GNII SF CT9598 C     | 2053-04-20      | 5.0000%  | 0.0000% | $1057058.00        | $846538.35         | Agency Mortgage-Backed Securities |
| GNII SF DG4625 C     | 2054-12-20      | 4.0000%  | 0.0000% | $1012708.00        | $927637.01         | Agency Mortgage-Backed Securities |
| GNII SF CX3732 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1193546.00        | $486489.76         | Agency Mortgage-Backed Securities |
| GNII SF DG2298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $4351568.00        | $4269938.15        | Agency Mortgage-Backed Securities |
| GNAR AT MA4798 M     | 2047-10-20      | 5.1250%  | 0.0000% | $3000000.00        | $186569.62         | Agency Mortgage-Backed Securities |
| GNII SF MA6158 M     | 2049-09-20      | 5.5000%  | 0.0000% | $6385960.00        | $846658.46         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2478 | 2037-04-01      | 2.5000%  | 0.0000% | $11311760.00       | $9619943.91        | Agency Mortgage-Backed Securities |
| GNII SF MA2826 M     | 2045-05-20      | 3.5000%  | 0.0000% | $4089500.00        | $305414.73         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0806 | 2056-02-01      | 5.0000%  | 0.0000% | $2921120.00        | $2895072.62        | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $50000000.00       | $5101871.37        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3457 | 2056-03-01      | 4.5000%  | 0.0000% | $1473218.00        | $1418563.21        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CKBW9737 | 2053-05-01      | 6.5000%  | 0.0000% | $6295600.00        | $1565309.23        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5632 | 2055-08-01      | 6.0000%  | 0.0000% | $2787900.00        | $2373800.65        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4118 | 2056-01-01      | 6.0000%  | 0.0000% | $3762684.00        | $3596387.17        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9106 | 2055-11-01      | 5.0000%  | 0.0000% | $1826146.00        | $1800195.95        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5544 | 2055-11-01      | 5.0000%  | 0.0000% | $2779020.00        | $2734500.28        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | 0.0000% | $280000.00         | $189291.17         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0073 | 2055-12-01      | 4.0000%  | 0.0000% | $138598144.00      | $127429222.65      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0186 | 2055-12-01      | 6.0000%  | 0.0000% | $7517740.00        | $7709853.28        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2371 | 2051-12-01      | 2.5000%  | 0.0000% | $37123000.00       | $22196147.08       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA3811 | 2056-01-01      | 6.0000%  | 0.0000% | $1835586.00        | $1878373.03        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX9891 | 2053-02-01      | 6.5000%  | 0.0000% | $3502920.00        | $3241400.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3427 | 2053-06-01      | 5.5000%  | 0.0000% | $2457580.00        | $1480684.13        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7319 | 2052-08-01      | 5.0000%  | 0.0000% | $19925664.00       | $15520539.74       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQAS4272 | 2035-01-01      | 3.0000%  | 0.0000% | $2121096.00        | $424270.74         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5107 | 2056-04-01      | 4.5000%  | 0.0000% | $15268576.00       | $14731744.17       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9202 | 2056-02-01      | 6.0000%  | 0.0000% | $1069418.00        | $1088036.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3455 | 2056-03-01      | 4.5000%  | 0.0000% | $1642152.00        | $1590088.45        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFA5570 | 2038-11-01      | 3.0000%  | 0.0000% | $100797184.00      | $96141026.08       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF9076 | 2041-01-01      | 6.0000%  | 0.0000% | $4849200.00        | $4956957.41        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF9075 | 2041-01-01      | 6.0000%  | 0.0000% | $1878448.00        | $1930367.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8757 | 2054-08-01      | 6.0000%  | 0.0000% | $13059000.00       | $10820471.57       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  | 0.0000% | $11000.00          | $8112.55           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8795 | 2054-08-01      | 6.0000%  | 0.0000% | $8591312.00        | $6527524.76        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4601 | 2035-10-01      | 2.0000%  | 0.0000% | $36818.00          | $15535.51          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3659 | 2056-03-01      | 5.0000%  | 0.0000% | $3592880.00        | $3553102.44        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8358 | 2054-04-01      | 6.5000%  | 0.0000% | $68300000.00       | $41062334.67       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1075 | 2056-01-01      | 4.5000%  | 0.0000% | $1105242.00        | $1063524.84        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ7564 | 2050-11-01      | 2.5000%  | 0.0000% | $425000.00         | $179393.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKBQ6292 | 2050-11-01      | 3.0000%  | 0.0000% | $1100000.00        | $841822.50         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDA6793 | 2056-04-01      | 5.0000%  | 0.0000% | $7416512.00        | $7357156.01        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3059 | 2055-05-01      | 5.5000%  | 0.0000% | $6969792.00        | $6131558.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1584 | 2040-11-01      | 6.0000%  | 0.0000% | $8345952.00        | $8526919.83        | Agency Mortgage-Backed Securities |
| GNII ET DN9911 C     | 2065-06-20      | 3.0000%  | 0.0000% | $588893.00         | $517748.49         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4394 | 2056-01-01      | 5.5000%  | 0.0000% | $23685000.00       | $23924526.89       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL4557 | 2055-03-01      | 4.5000%  | 0.0000% | $78079616.00       | $74899388.40       | Agency Mortgage-Backed Securities |
| GNII SF DP1602 C     | 2055-12-20      | 4.0000%  | 0.0000% | $5804664.00        | $5321633.89        | Agency Mortgage-Backed Securities |
| GNII SF DP1270 C     | 2056-02-20      | 7.0000%  | 0.0000% | $2338496.00        | $2487803.53        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB2009 | 2056-05-01      | 4.5000%  | 0.0000% | $1785054.00        | $1725893.74        | Agency Mortgage-Backed Securities |
| GNII SF DP1199 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1908102.00        | $2029560.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  | 0.0000% | $12060688.00       | $11911160.01       | Agency Mortgage-Backed Securities |
| GNII SF MA6475 M     | 2050-02-20      | 3.5000%  | 0.0000% | $99732352.00       | $12906611.00       | Agency Mortgage-Backed Securities |
| GNII SF DF1313 C     | 2054-09-20      | 4.5000%  | 0.0000% | $1278170.00        | $1213718.56        | Agency Mortgage-Backed Securities |
| GNII ET CZ4390 C     | 2064-01-20      | 7.5000%  | 0.0000% | $150913.00         | $155625.69         | Agency Mortgage-Backed Securities |
| GNII SF CA2314 C     | 2051-01-20      | 2.0000%  | 0.0000% | $1556660.00        | $1112589.89        | Agency Mortgage-Backed Securities |
| GNII RG CI8172 C     | 2049-11-20      | 5.5000%  | 0.0000% | $6845480.00        | $2664208.89        | Agency Mortgage-Backed Securities |
| GNII SF CG1117 C     | 2052-02-20      | 2.0000%  | 0.0000% | $1023998.00        | $569049.68         | Agency Mortgage-Backed Securities |
| GNII SF MA6934 M     | 2050-10-20      | 4.0000%  | 0.0000% | $9046704.00        | $2599859.77        | Agency Mortgage-Backed Securities |
| GNII SF DD7535 C     | 2054-09-20      | 7.5000%  | 0.0000% | $2466040.00        | $2610223.35        | Agency Mortgage-Backed Securities |
| GNII SF DA9707 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1027972.00        | $333884.25         | Agency Mortgage-Backed Securities |
| GNII ET DA4374 C     | 2063-02-20      | 7.5000%  | 0.0000% | $92672.00          | $95582.76          | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $362969600.00      | $200552420.78      | Agency Mortgage-Backed Securities |
| GNII SF BY3432 C     | 2050-09-20      | 3.5000%  | 0.0000% | $160000.00         | $88247.54          | Agency Mortgage-Backed Securities |
| GNII RG CI4389 C     | 2039-08-20      | 6.0000%  | 0.0000% | $2208372.00        | $1372110.46        | Agency Mortgage-Backed Securities |
| GNCL CS CV6109       | 2066-04-15      | 8.7800%  | 0.0000% | $36080768.00       | $37875309.15       | Agency Mortgage-Backed Securities |
| GNPL PN DC7233       | 2060-03-15      | 5.8200%  | 0.0000% | $267126.00         | $278993.80         | Agency Mortgage-Backed Securities |
| GNII SF CZ1171 C     | 2054-03-20      | 7.5000%  | 0.0000% | $17053952.00       | $16207806.81       | Agency Mortgage-Backed Securities |
| GNII SF MA9996 M     | 2039-11-20      | 3.5000%  | 0.0000% | $453187.00         | $325512.93         | Agency Mortgage-Backed Securities |
| GNII ET CZ7086 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1376960.00        | $145098.36         | Agency Mortgage-Backed Securities |
| GNII RG CI8166 C     | 2047-11-20      | 4.0000%  | 0.0000% | $524776.00         | $289452.24         | Agency Mortgage-Backed Securities |
| GNII SF DP9484 C     | 2056-02-20      | 4.5000%  | 0.0000% | $4852880.00        | $4644792.13        | Agency Mortgage-Backed Securities |
| GNII SF MA9905 M     | 2054-09-20      | 5.0000%  | 0.0000% | $50655808.00       | $43465378.44       | Agency Mortgage-Backed Securities |
| GNII SF MA9959 M     | 2051-11-20      | 2.5000%  | 0.0000% | $9930000.00        | $7512609.44        | Agency Mortgage-Backed Securities |
| GNII ET DP1996 C     | 2065-11-20      | 6.5000%  | 0.0000% | $1678646.00        | $1765696.09        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA1524 | 2043-07-01      | 3.0000%  | 0.0000% | $2530488.00        | $352778.61         | Agency Mortgage-Backed Securities |
| GNII ET DN4810 C     | 2065-09-20      | 2.0000%  | 0.0000% | $735284.00         | $565346.08         | Agency Mortgage-Backed Securities |
| GNPL LM CF7692       | 2060-04-15      | 3.4100%  | 0.0000% | $42928.00          | $38140.50          | Agency Mortgage-Backed Securities |
| GNII SF CX6597 C     | 2053-10-20      | 7.0000%  | 0.0000% | $6823584.00        | $5223940.41        | Agency Mortgage-Backed Securities |
| GNII SF DD0482 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1957204.00        | $2049126.92        | Agency Mortgage-Backed Securities |
| GNII SF DI8319 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1440286.00        | $825064.74         | Agency Mortgage-Backed Securities |
| GNII ET DO6607 C     | 2065-05-20      | 4.0000%  | 0.0000% | $359599.00         | $335042.60         | Agency Mortgage-Backed Securities |
| GNII SF DM7811 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1430094.00        | $1503791.44        | Agency Mortgage-Backed Securities |
| GNII SF DO9419 C     | 2056-01-20      | 3.5000%  | 0.0000% | $28470300.00       | $25119898.02       | Agency Mortgage-Backed Securities |
| GNII SF DR5172 C     | 2056-04-20      | 4.5000%  | 0.0000% | $1057110.00        | $1032379.97        | Agency Mortgage-Backed Securities |
| GNII SF MA9935 M     | 2033-09-20      | 3.5000%  | 0.0000% | $215530.00         | $189775.82         | Agency Mortgage-Backed Securities |
| GNPL PN CJ1929       | 2064-05-15      | 2.7000%  | 0.0000% | $1173286.00        | $991016.20         | Agency Mortgage-Backed Securities |
| GNII RG CE3913 C     | 2049-05-20      | 5.5000%  | 0.0000% | $2775524.00        | $903279.15         | Agency Mortgage-Backed Securities |
| GNMI SF AD2254 X     | 2043-03-15      | 3.5000%  | 0.0000% | $100249.00         | $11368.85          | Agency Mortgage-Backed Securities |
| GNII SF DI2013 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2636984.00        | $2373534.48        | Agency Mortgage-Backed Securities |
| GNII SF DR5257 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1238342.00        | $1266756.45        | Agency Mortgage-Backed Securities |
| GNII SF DI3258 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1468170.00        | $1094296.48        | Agency Mortgage-Backed Securities |
| GNII SF DO9199 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1707040.00        | $1824407.31        | Agency Mortgage-Backed Securities |
| GNII ET DP1971 C     | 2066-01-20      | 6.5000%  | 0.0000% | $1254032.00        | $1319563.84        | Agency Mortgage-Backed Securities |
| GNII ET DP3241 C     | 2065-10-20      | 2.5000%  | 0.0000% | $208185.00         | $171825.50         | Agency Mortgage-Backed Securities |
| GNII SF CB4544 C     | 2051-04-20      | 2.5000%  | 0.0000% | $73015.00          | $40025.42          | Agency Mortgage-Backed Securities |
| FEPC 07.000 3PQU8178 | 2054-03-01      | 7.0000%  | 0.0000% | $1807500.00        | $1214522.45        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1855 | 2049-12-01      | 3.0000%  | 0.0000% | $249999000.00      | $64737153.24       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4390 | 2040-10-01      | 6.0000%  | 0.0000% | $1056410.00        | $628959.35         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4407 | 2040-11-01      | 6.0000%  | 0.0000% | $2043780.00        | $1981698.19        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0298 | 2035-01-01      | 2.5000%  | 0.0000% | $1218000.00        | $326705.96         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1260 | 2039-09-01      | 6.0000%  | 0.0000% | $22752768.00       | $16628971.07       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  | 0.0000% | $6448520.00        | $3690468.98        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $484000.00         | $367861.89         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF5634 | 2055-11-01      | 7.0000%  | 0.0000% | $2140972.00        | $2149994.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6504 | 2055-12-01      | 6.0000%  | 0.0000% | $7492344.00        | $7804436.40        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN4415 | 2035-12-01      | 1.5000%  | 0.0000% | $9687936.00        | $4097896.45        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5232 | 2048-05-01      | 4.0000%  | 0.0000% | $1796530.00        | $388175.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1396 | 2056-02-01      | 6.0000%  | 0.0000% | $2322952.00        | $2401128.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7730 | 2053-12-01      | 6.0000%  | 0.0000% | $1055364.00        | $915618.05         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM1567 | 2047-02-01      | 3.0000%  | 0.0000% | $2915000.00        | $580547.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0729 | 2055-12-01      | 6.0000%  | 0.0000% | $1590018.00        | $1653628.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4512 | 2040-11-01      | 6.0000%  | 0.0000% | $1019900.00        | $1024155.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6907 | 2053-08-01      | 5.0000%  | 0.0000% | $202000.00         | $155640.89         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTQK0347 | 2040-08-01      | 2.5000%  | 0.0000% | $5800752.00        | $2955746.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG2617 | 2041-03-01      | 6.0000%  | 0.0000% | $11975936.00       | $12319935.98       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDA6807 | 2056-04-01      | 4.5000%  | 0.0000% | $3144796.00        | $3040520.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF1735 | 2040-10-01      | 6.0000%  | 0.0000% | $1855100.00        | $1733867.78        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF3663 | 2055-11-01      | 6.5000%  | 0.0000% | $2683312.00        | $2793078.02        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8776 | 2055-09-01      | 6.5000%  | 0.0000% | $18860060.00       | $18276858.11       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8496 | 2054-11-01      | 5.5000%  | 0.0000% | $1288026.00        | $1283188.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9125 | 2055-10-01      | 6.0000%  | 0.0000% | $1236920.00        | $1298155.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0372 | 2055-02-01      | 5.5000%  | 0.0000% | $1400126.00        | $1406447.58        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD3992 | 2055-03-01      | 7.0000%  | 0.0000% | $1183336.00        | $1259818.91        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE3499 | 2055-07-01      | 7.0000%  | 0.0000% | $3208352.00        | $2710331.89        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8864 | 2055-01-01      | 6.0000%  | 0.0000% | $3597052.00        | $3435394.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO5342 | 2041-04-01      | 6.0000%  | 0.0000% | $1572388.00        | $1636101.69        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6767 | 2054-05-01      | 5.5000%  | 0.0000% | $354947.00         | $298644.02         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $519000.00         | $183134.52         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZK9936 | 2033-06-01      | 3.5000%  | 0.0000% | $1625450.00        | $206323.86         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6576 | 2048-05-01      | 4.0000%  | 0.0000% | $1788202.00        | $261845.45         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8083 | 2036-01-01      | 1.5000%  | 0.0000% | $1620854.00        | $703851.06         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS3915 | 2038-05-01      | 7.5000%  | 0.0000% | $2646028.00        | $245466.37         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0781 | 2051-11-01      | 3.0000%  | 0.0000% | $1110000.00        | $606280.12         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1302 | 2039-10-01      | 5.5000%  | 0.0000% | $100000.00         | $76145.35          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB1193 | 2036-07-01      | 1.5000%  | 0.0000% | $100000.00         | $70778.74          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS2421 | 2038-10-01      | 7.0000%  | 0.0000% | $1600000.00        | $6292.59           | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB1348 | 2037-02-01      | 1.5000%  | 0.0000% | $4281536.00        | $3219060.85        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8124 | 2036-10-01      | 2.5000%  | 0.0000% | $1815258.00        | $859630.85         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1385 | 2038-02-01      | 2.5000%  | 0.0000% | $21880608.00       | $16873141.54       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2750 | 2056-03-01      | 4.5000%  | 0.0000% | $1595622.00        | $1544737.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8730 | 2055-10-01      | 6.0000%  | 0.0000% | $2663796.00        | $2054705.67        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE7960 | 2040-08-01      | 5.5000%  | 0.0000% | $1933304.00        | $1701773.61        | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0237 | 2041-06-01      | 4.0000%  | 0.0000% | $825000.00         | $173657.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 I3BF0324 | 2048-09-01      | 3.5000%  | 0.0000% | $525000.00         | $209944.08         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7108 | 2054-10-01      | 6.5000%  | 0.0000% | $20298000.00       | $14318945.65       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4679 | 2053-05-01      | 5.0000%  | 0.0000% | $2536812.00        | $2079663.10        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7554 | 2052-04-01      | 2.5000%  | 0.0000% | $1500000.00        | $925930.03         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0093 | 2049-10-01      | 5.0000%  | 0.0000% | $1379602.00        | $141195.16         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2317 | 2053-01-01      | 6.0000%  | 0.0000% | $800000.00         | $516843.79         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZJ0873 | 2040-12-01      | 4.0000%  | 0.0000% | $700000.00         | $75189.17          | Agency Mortgage-Backed Securities |
| FEPC 05.000 3VZN0794 | 2043-10-01      | 5.0000%  | 0.0000% | $1445470.00        | $153767.46         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2952 | 2053-05-01      | 4.5000%  | 0.0000% | $1550000.00        | $1048459.33        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1047 | 2052-07-01      | 4.5000%  | 0.0000% | $832204.00         | $584261.25         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD0294 | 2050-03-01      | 4.5000%  | 0.0000% | $1200000.00        | $228158.90         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9997 | 2052-06-01      | 4.0000%  | 0.0000% | $568539.00         | $396673.83         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG6745 | 2056-04-01      | 6.0000%  | 0.0000% | $6208464.00        | $6368228.47        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5076 | 2056-03-01      | 5.0000%  | 0.0000% | $17863520.00       | $17643028.12       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6349 | 2053-04-01      | 5.0000%  | 0.0000% | $34528128.00       | $29863227.40       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  | 0.0000% | $36708000.00       | $21198348.54       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6695 | 2056-04-01      | 5.0000%  | 0.0000% | $2018620.00        | $2016032.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5130 | 2056-03-01      | 5.0000%  | 0.0000% | $3523452.00        | $3497407.38        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBQ6674 | 2036-10-01      | 1.5000%  | 0.0000% | $392756.00         | $211093.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG8395 | 2056-05-01      | 5.5000%  | 0.0000% | $11627488.00       | $11919018.84       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9353 | 2052-09-01      | 5.0000%  | 0.0000% | $3307372.00        | $2365755.79        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB7203 | 2038-07-01      | 6.0000%  | 0.0000% | $1632036.00        | $646801.62         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBV4648 | 2037-03-01      | 1.5000%  | 0.0000% | $2555336.00        | $1496269.95        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBV6378 | 2055-12-01      | 7.0000%  | 0.0000% | $3369356.00        | $3400809.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7540 | 2053-11-01      | 6.0000%  | 0.0000% | $3190808.00        | $3136179.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2448 | 2055-06-01      | 5.0000%  | 0.0000% | $31098848.00       | $29140666.53       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2253 | 2056-03-01      | 5.5000%  | 0.0000% | $55359872.00       | $54317781.78       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4599 | 2053-11-01      | 6.5000%  | 0.0000% | $13214512.00       | $6419433.16        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS1310 | 2037-04-01      | 2.5000%  | 0.0000% | $6825064.00        | $3921679.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8024 | 2055-09-01      | 5.5000%  | 0.0000% | $3749124.00        | $3483332.18        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9393 | 2055-09-01      | 6.5000%  | 0.0000% | $20285920.00       | $18891699.76       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF1811 | 2040-10-01      | 5.5000%  | 0.0000% | $2373152.00        | $2362420.56        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5323 | 2049-03-01      | 3.5000%  | 0.0000% | $400000.00         | $53584.66          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3767 | 2056-03-01      | 5.0000%  | 0.0000% | $8378304.00        | $8311924.38        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD1033 | 2055-02-01      | 5.0000%  | 0.0000% | $3987020.00        | $3634431.14        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7146 | 2052-04-01      | 3.5000%  | 0.0000% | $539315.00         | $393177.99         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9054 | 2055-09-01      | 7.0000%  | 0.0000% | $1110144.00        | $1127597.77        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF0738 | 2055-10-01      | 4.5000%  | 0.0000% | $1721232.00        | $1651052.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4764 | 2055-07-01      | 5.5000%  | 0.0000% | $2000000.00        | $1782422.46        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7810 | 2056-03-01      | 4.5000%  | 0.0000% | $1546576.00        | $1489367.49        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7029 | 2056-01-01      | 4.5000%  | 0.0000% | $1036254.00        | $1003868.12        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX3636 | 2055-01-01      | 6.5000%  | 0.0000% | $13585.00          | $9267.26           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4602 | 2037-05-01      | 2.0000%  | 0.0000% | $1968706.00        | $1149118.44        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | 0.0000% | $2500000.00        | $1705080.35        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995793 | 2036-09-01      | 5.5000%  | 0.0000% | $289892864.00      | $3973407.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0893 | 2054-12-01      | 5.5000%  | 0.0000% | $1148368.00        | $1147757.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7003 | 2055-04-01      | 6.0000%  | 0.0000% | $3842244.00        | $1932280.98        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4515 | 2037-01-01      | 1.5000%  | 0.0000% | $28177152.00       | $15799858.36       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5998 | 2055-05-01      | 5.5000%  | 0.0000% | $1565654.00        | $1576951.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS2872 | 2042-08-01      | 3.5000%  | 0.0000% | $4000000.00        | $2524899.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3392 | 2055-10-01      | 5.5000%  | 0.0000% | $56066480.00       | $56000414.65       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1162 | 2055-04-01      | 6.0000%  | 0.0000% | $7246896.00        | $5847542.37        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDG8258 | 2041-04-01      | 5.5000%  | 0.0000% | $1170346.00        | $1204297.22        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI0295 | 2054-02-01      | 6.0000%  | 0.0000% | $1287270.00        | $1099740.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4191 | 2040-09-01      | 6.0000%  | 0.0000% | $1406648.00        | $1432704.91        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD0210 | 2051-10-01      | 2.5000%  | 0.0000% | $9266448.00        | $6437283.31        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6361 | 2053-07-01      | 5.5000%  | 0.0000% | $2378172.00        | $1727944.44        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $1029702.00        | $748971.28         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8194 | 2052-02-01      | 2.5000%  | 0.0000% | $225000.00         | $142135.40         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3063 | 2056-03-01      | 4.5000%  | 0.0000% | $2255916.00        | $2177633.47        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3856 | 2056-03-01      | 4.5000%  | 0.0000% | $1827814.00        | $1769003.79        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3783 | 2052-06-01      | 4.0000%  | 0.0000% | $27500000.00       | $18261518.62       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ9745 | 2051-02-01      | 2.0000%  | 0.0000% | $2050000.00        | $1125833.30        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG5080 | 2041-03-01      | 4.5000%  | 0.0000% | $2300368.00        | $2286493.87        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTCB9301 | 2044-10-01      | 6.5000%  | 0.0000% | $3173896.00        | $2645446.23        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9175 | 2056-02-01      | 4.5000%  | 0.0000% | $1404830.00        | $1355421.65        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1394 | 2051-08-01      | 2.5000%  | 0.0000% | $25337152.00       | $17331758.37       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9539 | 2056-01-01      | 5.0000%  | 0.0000% | $36858880.00       | $36334764.96       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF9929 | 2056-01-01      | 6.5000%  | 0.0000% | $1319574.00        | $1410157.44        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO5054 | 2041-02-01      | 6.0000%  | 0.0000% | $1196828.00        | $1228706.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3660 | 2055-07-01      | 6.0000%  | 0.0000% | $2151150.00        | $1789164.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3478 | 2055-07-01      | 6.0000%  | 0.0000% | $6504960.00        | $5431119.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5906 | 2055-12-01      | 6.0000%  | 0.0000% | $2633736.00        | $2722147.29        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTQK1587 | 2042-08-01      | 3.5000%  | 0.0000% | $1172810.00        | $700358.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF1717 | 2040-10-01      | 4.5000%  | 0.0000% | $1206026.00        | $1160767.56        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7909 | 2046-09-01      | 3.0000%  | 0.0000% | $22767744.00       | $3194546.45        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF6512 | 2056-01-01      | 4.5000%  | 0.0000% | $1100210.00        | $1059985.48        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF6878 | 2056-01-01      | 4.5000%  | 0.0000% | $1001722.00        | $966235.12         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTFM9892 | 2031-09-01      | 5.0000%  | 0.0000% | $1195928.00        | $14891.00          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0782 | 2037-02-01      | 2.0000%  | 0.0000% | $12244688.00       | $6550555.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG5520 | 2056-03-01      | 6.0000%  | 0.0000% | $3075260.00        | $3161260.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG3060 | 2056-02-01      | 6.5000%  | 0.0000% | $5004312.00        | $4758923.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5648 | 2056-04-01      | 5.0000%  | 0.0000% | $1260712.00        | $1253421.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888219 | 2037-03-01      | 5.5000%  | 0.0000% | $77548800.00       | $472331.59         | Agency Mortgage-Backed Securities |
| GNII SP 784894 C     | 2048-02-20      | 3.5000%  | 0.0000% | $300000.00         | $75367.34          | Agency Mortgage-Backed Securities |
| GNII SP 785616 C     | 2051-09-20      | 2.5000%  | 0.0000% | $213803520.00      | $120200440.20      | Agency Mortgage-Backed Securities |
| GNII SP 788188 C     | 2055-09-20      | 5.5000%  | 0.0000% | $59500864.00       | $56090621.96       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5133 | 2056-02-01      | 5.5000%  | 0.0000% | $58121856.00       | $58020195.41       | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $31313472.00       | $14983617.72       | Agency Mortgage-Backed Securities |
| GNII JM MA8866 M     | 2053-05-20      | 5.0000%  | 0.0000% | $992031.00         | $628994.58         | Agency Mortgage-Backed Securities |
| GNII SF MA8395 M     | 2037-11-20      | 3.5000%  | 0.0000% | $109066.00         | $67059.58          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5886 | 2056-01-01      | 4.5000%  | 0.0000% | $1969528.00        | $1877334.29        | Agency Mortgage-Backed Securities |
| GNII SF MA8245 M     | 2037-09-20      | 5.0000%  | 0.0000% | $344531.00         | $238521.28         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5801 | 2056-02-01      | 5.5000%  | 0.0000% | $19998000.00       | $20205037.97       | Agency Mortgage-Backed Securities |
| GNII JM MA8784 M     | 2053-04-20      | 3.0000%  | 0.0000% | $825000.00         | $670969.54         | Agency Mortgage-Backed Securities |
| GNII SF DJ1822 C     | 2055-04-20      | 7.0000%  | 0.0000% | $4290904.00        | $1270608.08        | Agency Mortgage-Backed Securities |
| GNII SF DH2870 C     | 2055-01-20      | 7.0000%  | 0.0000% | $14807472.00       | $15127818.94       | Agency Mortgage-Backed Securities |
| GNCL CL DF5002       | 2068-01-15      | 5.1000%  | 0.0000% | $1062118.00        | $1051251.82        | Agency Mortgage-Backed Securities |
| GNII SF DH4942 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1648304.00        | $1479032.45        | Agency Mortgage-Backed Securities |
| GNII SF DH6963 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2403056.00        | $2014047.13        | Agency Mortgage-Backed Securities |
| GNII SF MA8341 M     | 2052-08-20      | 1.5000%  | 0.0000% | $143199.00         | $102474.95         | Agency Mortgage-Backed Securities |
| GNII SF CS3934 C     | 2053-01-20      | 5.0000%  | 0.0000% | $2088192.00        | $406166.58         | Agency Mortgage-Backed Securities |
| GNII SF DE5800 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2036956.00        | $2124355.92        | Agency Mortgage-Backed Securities |
| GNPL PN DC7261       | 2060-09-15      | 5.6000%  | 0.0000% | $435204.00         | $457519.83         | Agency Mortgage-Backed Securities |
| GNII SF AC0186 C     | 2042-12-20      | 3.5000%  | 0.0000% | $3208800.00        | $277023.65         | Agency Mortgage-Backed Securities |
| GNII SF MA4102 M     | 2031-11-20      | 3.0000%  | 0.0000% | $265000.00         | $26196.74          | Agency Mortgage-Backed Securities |
| GNII SF MA3873 M     | 2046-08-20      | 3.0000%  | 0.0000% | $472646144.00      | $54518919.02       | Agency Mortgage-Backed Securities |
| GNII ET DE0811 C     | 2064-09-20      | 7.0000%  | 0.0000% | $20725952.00       | $4182268.73        | Agency Mortgage-Backed Securities |
| GNPL PN DC7180       | 2059-09-15      | 5.4700%  | 0.0000% | $89557.00          | $91588.72          | Agency Mortgage-Backed Securities |
| GNII ET DC5225 C     | 2064-04-20      | 7.5000%  | 0.0000% | $1259580.00        | $832555.55         | Agency Mortgage-Backed Securities |
| GNII SF MA4779 M     | 2047-10-20      | 4.0000%  | 0.0000% | $475000.00         | $49028.42          | Agency Mortgage-Backed Securities |
| GNII SF DG1168 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1071922.00        | $705411.61         | Agency Mortgage-Backed Securities |
| GNII SF DP4583 C     | 2056-01-20      | 6.0000%  | 0.0000% | $188502.00         | $194590.30         | Agency Mortgage-Backed Securities |
| GNII ET DQ3979 C     | 2066-02-20      | 5.5000%  | 0.0000% | $547671.00         | $553313.96         | Agency Mortgage-Backed Securities |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $10083024.00       | $8142548.53        | Agency Mortgage-Backed Securities |
| GNII SF DQ7309 C     | 2056-03-20      | 3.5000%  | 0.0000% | $46908544.00       | $41452249.36       | Agency Mortgage-Backed Securities |
| GNII SF MB0871 M     | 2056-01-20      | 5.0000%  | 0.0000% | $181300000.00      | $179472005.92      | Agency Mortgage-Backed Securities |
| GNII RG CO2147 C     | 2050-06-20      | 3.5000%  | 0.0000% | $275000.00         | $152790.42         | Agency Mortgage-Backed Securities |
| GNII SF BJ0020 C     | 2048-10-20      | 4.5000%  | 0.0000% | $2876716.00        | $1354349.54        | Agency Mortgage-Backed Securities |
| GNII SF MB0260 M     | 2055-02-20      | 6.0000%  | 0.0000% | $346131456.00      | $203287690.17      | Agency Mortgage-Backed Securities |
| GNII SF CN8591 C     | 2052-08-20      | 2.5000%  | 0.0000% | $1488630.00        | $429137.63         | Agency Mortgage-Backed Securities |
| GNII RG CP1989 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1290868.00        | $676089.05         | Agency Mortgage-Backed Securities |
| GNMI SF 590432 X     | 2032-09-15      | 6.5000%  | 0.0000% | $2393000.00        | $6632.34           | Agency Mortgage-Backed Securities |
| GNII SF 004832 M     | 2040-10-20      | 3.5000%  | 0.0000% | $501375.00         | $26590.56          | Agency Mortgage-Backed Securities |
| GNPL PN DN1564       | 2060-11-15      | 5.4100%  | 0.0000% | $207507.00         | $213568.75         | Agency Mortgage-Backed Securities |
| GNII ET DN1751 C     | 2066-01-20      | 6.0000%  | 0.0000% | $196172.00         | $201924.82         | Agency Mortgage-Backed Securities |
| GNII SF AU6348 C     | 2046-09-20      | 3.0000%  | 0.0000% | $4884224.00        | $1006745.96        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL8446 | 2044-09-01      | 4.0000%  | 0.0000% | $54136512.00       | $5623009.05        | Agency Mortgage-Backed Securities |
| GNII SF BM9287 C     | 2049-08-20      | 4.0000%  | 0.0000% | $1511336.00        | $757640.68         | Agency Mortgage-Backed Securities |
| GNPL PN CG6812       | 2064-07-15      | 2.7700%  | 0.0000% | $5934744.00        | $5033710.27        | Agency Mortgage-Backed Securities |
| GNPL LM CC2600       | 2060-12-15      | 3.2500%  | 0.0000% | $81599.00          | $72075.06          | Agency Mortgage-Backed Securities |
| GNII SF CA4178 C     | 2051-09-20      | 3.0000%  | 0.0000% | $1653974.00        | $676299.10         | Agency Mortgage-Backed Securities |
| GNII SF BY6417 C     | 2050-10-20      | 3.0000%  | 0.0000% | $406503.00         | $258261.63         | Agency Mortgage-Backed Securities |
| GNII SF CE9948 C     | 2051-09-20      | 3.0000%  | 0.0000% | $95463.00          | $69325.18          | Agency Mortgage-Backed Securities |
| GNPL PN CC1884       | 2063-05-15      | 2.5800%  | 0.0000% | $1519996.00        | $1267143.50        | Agency Mortgage-Backed Securities |
| GNII SF CH0830 C     | 2051-10-20      | 3.0000%  | 0.0000% | $536873.00         | $433618.35         | Agency Mortgage-Backed Securities |
| GNII SF DK7589 C     | 2055-06-20      | 7.0000%  | 0.0000% | $17299392.00       | $17886451.63       | Agency Mortgage-Backed Securities |
| GNII SF DL0387 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1006274.00        | $898052.88         | Agency Mortgage-Backed Securities |
| GNII SF DK2770 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1842782.00        | $1289338.69        | Agency Mortgage-Backed Securities |
| GNII SF MA7142 M     | 2051-01-20      | 5.5000%  | 0.0000% | $60000.00          | $12525.86          | Agency Mortgage-Backed Securities |
| GNII SF DL3649 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1089936.00        | $888133.33         | Agency Mortgage-Backed Securities |
| GNII JM MA6856 M     | 2050-09-20      | 3.0000%  | 0.0000% | $2500000.00        | $445896.86         | Agency Mortgage-Backed Securities |
| GNII SF MA1155 M     | 2043-07-20      | 2.5000%  | 0.0000% | $3637248.00        | $510917.96         | Agency Mortgage-Backed Securities |
| GNII SF MA1094 M     | 2038-08-20      | 5.5000%  | 0.0000% | $2288452.00        | $91686.19          | Agency Mortgage-Backed Securities |
| GNII SF MA4836 M     | 2047-11-20      | 3.0000%  | 0.0000% | $3785000.00        | $478944.53         | Agency Mortgage-Backed Securities |
| GNMI SF 613046 X     | 2033-09-15      | 5.0000%  | 0.0000% | $830992.00         | $9420.66           | Agency Mortgage-Backed Securities |
| GNII SF MA1135 M     | 2028-07-20      | 3.5000%  | 0.0000% | $7222270.00        | $187814.90         | Agency Mortgage-Backed Securities |
| GNII SF MA6819 M     | 2050-08-20      | 2.5000%  | 0.0000% | $124760064.00      | $41352399.48       | Agency Mortgage-Backed Securities |
| GNII SF DK9229 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2803328.00        | $2784721.14        | Agency Mortgage-Backed Securities |
| GNII SF DK6036 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1049334.00        | $1103137.75        | Agency Mortgage-Backed Securities |
| GNAR AF MA6166 M     | 2049-09-20      | 5.3750%  | 0.0000% | $1057290.00        | $123852.49         | Agency Mortgage-Backed Securities |
| GNII ET DK8082 C     | 2065-07-20      | 3.0000%  | 0.0000% | $411450.00         | $362948.18         | Agency Mortgage-Backed Securities |
| GNII SF DK7577 C     | 2055-08-20      | 6.5000%  | 0.0000% | $795105.00         | $844587.37         | Agency Mortgage-Backed Securities |
| GNII JM MA6400 M     | 2050-01-20      | 3.5000%  | 0.0000% | $4100000.00        | $266070.24         | Agency Mortgage-Backed Securities |
| GNII SF DK2768 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1364096.00        | $1179263.14        | Agency Mortgage-Backed Securities |
| GNII JM MA6588 M     | 2050-04-20      | 2.5000%  | 0.0000% | $500000.00         | $63271.59          | Agency Mortgage-Backed Securities |
| GNII SF DK5757 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4564440.00        | $4139777.08        | Agency Mortgage-Backed Securities |
| GNII SF DK2909 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1023310.00        | $1081146.06        | Agency Mortgage-Backed Securities |
| GNII SF DJ9121 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2704052.00        | $2541137.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ8284 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1413342.00        | $1483482.47        | Agency Mortgage-Backed Securities |
| GNII SF DL2477 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1899470.00        | $1983234.07        | Agency Mortgage-Backed Securities |
| GNII SP 787109 C     | 2053-11-20      | 6.5000%  | 0.0000% | $1337634.00        | $971342.34         | Agency Mortgage-Backed Securities |
| GNII SP 785612 C     | 2051-09-20      | 2.5000%  | 0.0000% | $315000.00         | $180361.24         | Agency Mortgage-Backed Securities |
| GNII SP 785842 C     | 2052-01-20      | 2.5000%  | 0.0000% | $90000.00          | $51587.30          | Agency Mortgage-Backed Securities |
| GNII SP 785066 C     | 2048-12-20      | 4.5000%  | 0.0000% | $11349456.00       | $1457582.38        | Agency Mortgage-Backed Securities |
| GNII SP 784474 C     | 2048-02-20      | 3.5000%  | 0.0000% | $5800000.00        | $1372912.72        | Agency Mortgage-Backed Securities |
| GNII SP 786884 C     | 2052-06-20      | 2.0000%  | 0.0000% | $55687808.00       | $35428197.79       | Agency Mortgage-Backed Securities |
| GNII SF DN8780 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1343052.00        | $1419697.28        | Agency Mortgage-Backed Securities |
| GNII SF DP0179 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2061148.00        | $2162361.44        | Agency Mortgage-Backed Securities |
| GNII SP 786483 C     | 2052-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $3035157.73        | Agency Mortgage-Backed Securities |
| GNAR AF 082794 M     | 2041-04-20      | 5.6250%  | 0.0000% | $30000000.00       | $692115.90         | Agency Mortgage-Backed Securities |
| GNII SP 788185 C     | 2055-09-20      | 5.5000%  | 0.0000% | $28561888.00       | $26180845.36       | Agency Mortgage-Backed Securities |
| GNMI SF 759264 X     | 2041-02-15      | 4.0000%  | 0.0000% | $1397290.00        | $160834.34         | Agency Mortgage-Backed Securities |
| GNII SP 785231 C     | 2050-12-20      | 3.5000%  | 0.0000% | $22590000.00       | $11059517.44       | Agency Mortgage-Backed Securities |
| GNII SP 785821 C     | 2051-12-20      | 2.5000%  | 0.0000% | $4300000.00        | $2511326.60        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1635 | 2052-09-01      | 5.5000%  | 0.0000% | $17486752.00       | $11946162.27       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8535 | 2055-05-01      | 6.5000%  | 0.0000% | $2519528.00        | $1550793.68        | Agency Mortgage-Backed Securities |
| FEPC 04.500 3VZT1138 | 2044-02-01      | 4.5000%  | 0.0000% | $3200000.00        | $524979.02         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD0178 | 2049-01-01      | 4.5000%  | 0.0000% | $11104976.00       | $2390373.11        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZN4056 | 2049-03-01      | 5.5000%  | 0.0000% | $1008754.00        | $163003.34         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD5620 | 2054-06-01      | 7.0000%  | 0.0000% | $133565.00         | $80217.31          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS1050 | 2034-07-01      | 7.5000%  | 0.0000% | $1862000.00        | $16182.49          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5779 | 2048-03-01      | 4.5000%  | 0.0000% | $1210000.00        | $201261.52         | Agency Mortgage-Backed Securities |
| GNCL CL CU4629       | 2066-02-15      | 6.0500%  | 0.0000% | $1024808.00        | $1088372.34        | Agency Mortgage-Backed Securities |
| GNII SF CK2711 C     | 2052-02-20      | 3.5000%  | 0.0000% | $774500.00         | $590545.85         | Agency Mortgage-Backed Securities |
| GNII SF DI1691 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1168400.00        | $663544.41         | Agency Mortgage-Backed Securities |
| GNII RG CL3180 C     | 2044-12-20      | 2.5000%  | 0.0000% | $1147576.00        | $446493.30         | Agency Mortgage-Backed Securities |
| GNII SF CF4072 C     | 2052-10-20      | 2.5000%  | 0.0000% | $1144686.00        | $887202.39         | Agency Mortgage-Backed Securities |
| GNII SF CC6453 C     | 2051-05-20      | 2.5000%  | 0.0000% | $1897826.00        | $1212348.87        | Agency Mortgage-Backed Securities |
| GNII SF BZ8528 C     | 2051-01-20      | 2.5000%  | 0.0000% | $93538.00          | $57322.44          | Agency Mortgage-Backed Securities |
| GNII SF CC9830 C     | 2046-06-20      | 3.0000%  | 0.0000% | $67782.00          | $48563.11          | Agency Mortgage-Backed Securities |
| GNII SF CI0180 C     | 2032-07-20      | 7.0000%  | 0.0000% | $1128454.00        | $318744.85         | Agency Mortgage-Backed Securities |
| GNII JM MB0733 M     | 2055-11-20      | 5.5000%  | 0.0000% | $981049.00         | $959137.22         | Agency Mortgage-Backed Securities |
| GNII RG CQ2806 C     | 2039-09-20      | 6.0000%  | 0.0000% | $2254684.00        | $1486975.54        | Agency Mortgage-Backed Securities |
| GNII ET DL1505 C     | 2065-08-20      | 6.5000%  | 0.0000% | $2417632.00        | $2533207.55        | Agency Mortgage-Backed Securities |
| GNII SF DL5825 C     | 2050-09-20      | 6.5000%  | 0.0000% | $1011316.00        | $1062587.60        | Agency Mortgage-Backed Securities |
| GNII SF DL4851 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1420564.00        | $1248675.89        | Agency Mortgage-Backed Securities |
| GNII SF DL5796 C     | 2050-09-20      | 6.5000%  | 0.0000% | $1185798.00        | $1243170.55        | Agency Mortgage-Backed Securities |
| GNII JM MA7869 M     | 2052-02-20      | 1.5000%  | 0.0000% | $554856.00         | $327950.46         | Agency Mortgage-Backed Securities |
| GNII SF DM0622 C     | 2055-08-20      | 5.0000%  | 0.0000% | $4363592.00        | $4325297.07        | Agency Mortgage-Backed Securities |
| GNII ET DL9724 C     | 2065-07-20      | 3.5000%  | 0.0000% | $300623.00         | $268961.07         | Agency Mortgage-Backed Securities |
| GNII SF DK0382 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1317394.00        | $818553.60         | Agency Mortgage-Backed Securities |
| GNII SF DL4911 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1201930.00        | $1137041.19        | Agency Mortgage-Backed Securities |
| GNII SF DL4887 C     | 2055-08-20      | 6.5000%  | 0.0000% | $971118.00         | $732665.17         | Agency Mortgage-Backed Securities |
| GNII SF DL6650 C     | 2055-08-20      | 6.5000%  | 0.0000% | $977241.00         | $733428.04         | Agency Mortgage-Backed Securities |
| GNII SF MA8920 M     | 2037-05-20      | 6.5000%  | 0.0000% | $216019.00         | $159049.54         | Agency Mortgage-Backed Securities |
| GNII SF DK9796 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1162928.00        | $1196076.15        | Agency Mortgage-Backed Securities |
| GNII SF DK8209 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1284012.00        | $1330430.57        | Agency Mortgage-Backed Securities |
| GNII SF DL3173 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1447624.00        | $1507299.78        | Agency Mortgage-Backed Securities |
| GNII SF DK7576 C     | 2055-08-20      | 6.5000%  | 0.0000% | $789088.00         | $837029.51         | Agency Mortgage-Backed Securities |
| GNMI SF AD5950 X     | 2043-03-15      | 3.5000%  | 0.0000% | $25000.00          | $5302.38           | Agency Mortgage-Backed Securities |
| GNII RG CQ6275 C     | 2051-08-20      | 3.5000%  | 0.0000% | $2300000.00        | $1423560.91        | Agency Mortgage-Backed Securities |
| GNII SF DI0791 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1511330.00        | $1160114.19        | Agency Mortgage-Backed Securities |
| GNII ET DO0115 C     | 2065-04-20      | 4.0000%  | 0.0000% | $753738.00         | $699239.47         | Agency Mortgage-Backed Securities |
| GNII SF MB0685 M     | 2055-09-20      | 5.0000%  | 0.0000% | $212000000.00      | $208414775.11      | Agency Mortgage-Backed Securities |
| GNII RG CN9953 C     | 2045-10-20      | 3.5000%  | 0.0000% | $200000.00         | $129078.58         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB2304 | 2056-05-01      | 4.5000%  | 0.0000% | $4914704.00        | $4751815.97        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB2170 | 2056-03-01      | 6.0000%  | 0.0000% | $1745862.00        | $1796344.18        | Agency Mortgage-Backed Securities |
| GNPL PN CP1213       | 2058-06-15      | 5.0000%  | 0.0000% | $41229.00          | $40469.75          | Agency Mortgage-Backed Securities |
| GNII RG CO2849 C     | 2042-10-20      | 3.5000%  | 0.0000% | $300000.00         | $194459.77         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL3251 | 2052-05-01      | 2.5000%  | 0.0000% | $404000.00         | $335162.36         | Agency Mortgage-Backed Securities |
| GNII SF MA4724 M     | 2047-09-20      | 6.0000%  | 0.0000% | $900000.00         | $99937.91          | Agency Mortgage-Backed Securities |
| GNII SF MA5024 M     | 2048-02-20      | 6.0000%  | 0.0000% | $366000.00         | $54992.10          | Agency Mortgage-Backed Securities |
| GNII SF MA9725 M     | 2054-06-20      | 5.5000%  | 0.0000% | $4800500.00        | $3576162.76        | Agency Mortgage-Backed Securities |
| GNCL CL CN7571       | 2066-11-15      | 5.6850%  | 0.0000% | $3191504.00        | $3322456.46        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLTB0719 | 2056-04-01      | 4.0000%  | 0.0000% | $3884204.00        | $3653219.02        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1562 | 2056-04-01      | 4.5000%  | 0.0000% | $3700190.00        | $3574120.83        | Agency Mortgage-Backed Securities |
| GNII SF DO2326 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1319206.00        | $1388609.14        | Agency Mortgage-Backed Securities |
| GNII SF DO6998 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1576622.00        | $1661757.92        | Agency Mortgage-Backed Securities |
| GNII SP 785730 C     | 2051-11-20      | 3.0000%  | 0.0000% | $3572760.00        | $2050893.65        | Agency Mortgage-Backed Securities |
| GNII SF DJ9366 C     | 2055-05-20      | 7.0000%  | 0.0000% | $12088080.00       | $12764829.33       | Agency Mortgage-Backed Securities |
| GNII SF DK0295 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2619676.00        | $2251864.34        | Agency Mortgage-Backed Securities |
| GNII SF DO6482 C     | 2055-12-20      | 5.0000%  | 0.0000% | $8958192.00        | $8641810.94        | Agency Mortgage-Backed Securities |
| GNII SF 004195 M     | 2038-07-20      | 6.0000%  | 0.0000% | $1739958.00        | $18600.51          | Agency Mortgage-Backed Securities |
| GNII SF DF9826 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1142914.00        | $338491.00         | Agency Mortgage-Backed Securities |
| GNII SF AV5009 C     | 2046-10-20      | 3.0000%  | 0.0000% | $1801326.00        | $100693.40         | Agency Mortgage-Backed Securities |
| GNII SF AR4870 C     | 2046-03-20      | 4.0000%  | 0.0000% | $5796672.00        | $749924.42         | Agency Mortgage-Backed Securities |
| GNII SF DJ5211 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2853708.00        | $2726868.68        | Agency Mortgage-Backed Securities |
| GNII SF 002615 M     | 2028-07-20      | 6.5000%  | 0.0000% | $14974976.00       | $7378.76           | Agency Mortgage-Backed Securities |
| GNII SF DH3436 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1115654.00        | $415803.60         | Agency Mortgage-Backed Securities |
| GNII SF DH6973 C     | 2052-03-20      | 7.0000%  | 0.0000% | $1089976.00        | $1127174.82        | Agency Mortgage-Backed Securities |
| GNII SF DI1906 C     | 2055-05-20      | 6.5000%  | 0.0000% | $25234752.00       | $27088430.28       | Agency Mortgage-Backed Securities |
| GNII SF DK1426 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1573454.00        | $1648031.44        | Agency Mortgage-Backed Securities |
| GNII ET DJ6888 C     | 2065-05-20      | 6.0000%  | 0.0000% | $1026050.00        | $1049732.69        | Agency Mortgage-Backed Securities |
| GNII SP 787276 C     | 2054-02-20      | 6.0000%  | 0.0000% | $800000.00         | $654486.16         | Agency Mortgage-Backed Securities |
| GNII SF AR9014 C     | 2046-05-20      | 3.0000%  | 0.0000% | $4669584.00        | $1096341.99        | Agency Mortgage-Backed Securities |
| GNII SF DG7347 C     | 2055-04-20      | 6.0000%  | 0.0000% | $9722384.00        | $10013797.74       | Agency Mortgage-Backed Securities |
| GNII SF DJ3196 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4524648.00        | $4731815.65        | Agency Mortgage-Backed Securities |
| GNII SF DR3665 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1968860.00        | $1983318.07        | Agency Mortgage-Backed Securities |
| GNII SF DH4974 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1334382.00        | $1392124.49        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA5594 | 2055-11-01      | 6.5000%  | 0.0000% | $2504232.00        | $2605277.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY5526 | 2055-05-01      | 5.0000%  | 0.0000% | $1005950.00        | $954235.11         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6161 | 2055-05-01      | 5.0000%  | 0.0000% | $1513262.00        | $1465443.84        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA6935 | 2056-01-01      | 6.5000%  | 0.0000% | $2305816.00        | $2425473.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4783 | 2056-02-01      | 5.5000%  | 0.0000% | $5661368.00        | $5750359.16        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4862 | 2056-02-01      | 6.0000%  | 0.0000% | $2991844.00        | $3078000.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0201 | 2055-02-01      | 5.5000%  | 0.0000% | $5023672.00        | $4381195.36        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5942 | 2056-01-01      | 4.0000%  | 0.0000% | $79891328.00       | $74441646.97       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDF1739 | 2040-10-01      | 6.5000%  | 0.0000% | $1019102.00        | $961992.98         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1416 | 2055-04-01      | 6.0000%  | 0.0000% | $8289264.00        | $5163974.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE6388 | 2040-08-01      | 6.0000%  | 0.0000% | $3998264.00        | $2817129.59        | Agency Mortgage-Backed Securities |
| GNMI SF AA6300 X     | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $5790.94           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5223 | 2055-11-01      | 5.0000%  | 0.0000% | $55778368.00       | $54384335.59       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3354 | 2052-04-01      | 2.5000%  | 0.0000% | $59667200.00       | $41155863.67       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF9372 | 2056-01-01      | 6.5000%  | 0.0000% | $3450196.00        | $3586428.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0508 | 2056-04-01      | 5.0000%  | 0.0000% | $4544140.00        | $4494430.64        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  | 0.0000% | $160000.00         | $95731.35          | Agency Mortgage-Backed Securities |
| GNII SF DH6974 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1056412.00        | $1094366.08        | Agency Mortgage-Backed Securities |
| GNMI SF BC1138 X     | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $31919.43          | Agency Mortgage-Backed Securities |
| GNII ET DM7102 C     | 2062-08-20      | 4.0000%  | 0.0000% | $395012.00         | $365995.76         | Agency Mortgage-Backed Securities |
| GNII SF DM4367 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2673384.00        | $2771175.96        | Agency Mortgage-Backed Securities |
| GNII ET DJ7641 C     | 2062-08-20      | 3.0000%  | 0.0000% | $109835.00         | $95690.09          | Agency Mortgage-Backed Securities |
| GNII SF DL8066 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3229228.00        | $3380517.90        | Agency Mortgage-Backed Securities |
| GNII SF DM0766 C     | 2055-08-20      | 6.5000%  | 0.0000% | $39101.00          | $41199.24          | Agency Mortgage-Backed Securities |
| GNII SF DM3906 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1062310.00        | $1101481.05        | Agency Mortgage-Backed Securities |
| GNII ET DM7831 C     | 2062-03-20      | 3.0000%  | 0.0000% | $83466.00          | $73007.21          | Agency Mortgage-Backed Securities |
| GNII SF DK6721 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2451660.00        | $2162165.67        | Agency Mortgage-Backed Securities |
| GNII SF DK1836 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1277138.00        | $1342993.15        | Agency Mortgage-Backed Securities |
| GNII SF DK5604 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2362388.00        | $2171151.23        | Agency Mortgage-Backed Securities |
| GNII SF DK6507 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1327318.00        | $1097399.85        | Agency Mortgage-Backed Securities |
| GNII SF DG9247 C     | 2055-02-20      | 7.5000%  | 0.0000% | $1566804.00        | $1618802.57        | Agency Mortgage-Backed Securities |
| GNII SF DK0827 C     | 2055-07-20      | 6.5000%  | 0.0000% | $846769.00         | $848758.34         | Agency Mortgage-Backed Securities |
| GNII SF DM0774 C     | 2055-08-20      | 7.0000%  | 0.0000% | $3565616.00        | $3774718.29        | Agency Mortgage-Backed Securities |
| GNII SF DK0845 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1307178.00        | $1376317.81        | Agency Mortgage-Backed Securities |
| GNII SF DK3171 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1735144.00        | $1740737.55        | Agency Mortgage-Backed Securities |
| GNII SF DN7248 C     | 2056-02-20      | 6.5000%  | 0.0000% | $4716280.00        | $5051543.72        | Agency Mortgage-Backed Securities |
| GNII ET DK3339 C     | 2065-04-20      | 7.0000%  | 0.0000% | $536878.00         | $560856.71         | Agency Mortgage-Backed Securities |
| GNII SF DM4377 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1872352.00        | $1953668.13        | Agency Mortgage-Backed Securities |
| GNPL PN DK6753       | 2060-12-15      | 5.2500%  | 0.0000% | $338032.00         | $344178.19         | Agency Mortgage-Backed Securities |
| GNII SF DM4663 C     | 2055-11-20      | 5.5000%  | 0.0000% | $10189120.00       | $10492817.23       | Agency Mortgage-Backed Securities |
| GNII SF BA9845 C     | 2047-08-20      | 3.5000%  | 0.0000% | $2295680.00        | $1026800.78        | Agency Mortgage-Backed Securities |
| GNII SF DK7137 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2810252.00        | $2511142.45        | Agency Mortgage-Backed Securities |
| GNII SF DH6977 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1273272.00        | $896201.74         | Agency Mortgage-Backed Securities |
| GNII SF MA9540 M     | 2054-03-20      | 5.0000%  | 0.0000% | $8719500.00        | $7172426.54        | Agency Mortgage-Backed Securities |
| GNAR AF MA1775 M     | 2044-03-20      | 5.6250%  | 0.0000% | $71215616.00       | $1714571.55        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4516 | 2056-02-01      | 4.5000%  | 0.0000% | $100664320.00      | $95850916.82       | Agency Mortgage-Backed Securities |
| GNII RG CN9880 C     | 2049-11-20      | 4.0000%  | 0.0000% | $369036.00         | $246100.57         | Agency Mortgage-Backed Securities |
| GNII SF MA9698 M     | 2038-03-20      | 7.0000%  | 0.0000% | $164370.00         | $97838.90          | Agency Mortgage-Backed Securities |
| GNAR AF MA1934 M     | 2044-05-20      | 5.6250%  | 0.0000% | $72049360.00       | $790290.24         | Agency Mortgage-Backed Securities |
| GNII SF MA8876 M     | 2053-05-20      | 4.0000%  | 0.0000% | $1487000.00        | $1125903.11        | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $29374.00          | $25042.44          | Agency Mortgage-Backed Securities |
| GNII SF MA9172 M     | 2053-08-20      | 6.0000%  | 0.0000% | $10680000.00       | $5707648.24        | Agency Mortgage-Backed Securities |
| GNII SF MA8460 M     | 2037-12-20      | 5.0000%  | 0.0000% | $80057.00          | $42626.74          | Agency Mortgage-Backed Securities |
| GNMI SF 766458 X     | 2047-04-15      | 3.0000%  | 0.0000% | $1049372.00        | $604899.72         | Agency Mortgage-Backed Securities |
| GNMI SF BA6976 X     | 2047-07-15      | 5.0000%  | 0.0000% | $124267.00         | $27690.21          | Agency Mortgage-Backed Securities |
| GNAR FB MA1114 M     | 2043-06-20      | 6.2500%  | 0.0000% | $1364762.00        | $61899.22          | Agency Mortgage-Backed Securities |
| GNII SF MA9667 M     | 2054-05-20      | 5.0000%  | 0.0000% | $4073288.00        | $3525295.30        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3671 | 2051-11-01      | 2.5000%  | 0.0000% | $27473920.00       | $22546615.72       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5486 | 2054-06-01      | 6.5000%  | 0.0000% | $2936850.00        | $2515166.49        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1059 | 2056-02-01      | 4.5000%  | 0.0000% | $3660860.00        | $3534567.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5148 | 2038-09-01      | 5.0000%  | 0.0000% | $1324000.00        | $760075.92         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6503 | 2054-07-01      | 6.0000%  | 0.0000% | $7189960.00        | $6212721.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889641 | 2037-08-01      | 5.5000%  | 0.0000% | $140758000.00      | $1973551.95        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6426 | 2051-03-01      | 2.0000%  | 0.0000% | $85000.00          | $39298.01          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1606 | 2056-02-01      | 5.0000%  | 0.0000% | $36849.00          | $36363.41          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5721 | 2056-03-01      | 4.5000%  | 0.0000% | $2059096.00        | $1986784.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5045 | 2056-03-01      | 5.5000%  | 0.0000% | $7795704.00        | $7975140.27        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1588 | 2056-02-01      | 6.0000%  | 0.0000% | $8695488.00        | $8917263.87        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3028 | 2056-03-01      | 4.5000%  | 0.0000% | $13216200.00       | $12702679.04       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3767 | 2050-10-01      | 6.0000%  | 0.0000% | $2236204.00        | $2023613.55        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG2537 | 2056-02-01      | 4.5000%  | 0.0000% | $2153820.00        | $2075820.09        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG2540 | 2056-02-01      | 4.5000%  | 0.0000% | $1849132.00        | $1783202.34        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF9573 | 2041-01-01      | 4.0000%  | 0.0000% | $1020042.00        | $986355.20         | Agency Mortgage-Backed Securities |
| FNMS 03.500 GLCA1661 | 2048-05-01      | 3.5000%  | 0.0000% | $900000.00         | $301136.98         | Agency Mortgage-Backed Securities |
| FEPC 01.500 3RRF5008 | 2035-09-01      | 1.5000%  | 0.0000% | $12912160.00       | $2888470.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0916 | 2056-02-01      | 6.0000%  | 0.0000% | $2282352.00        | $2380206.29        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCA5685 | 2040-05-01      | 2.0000%  | 0.0000% | $1925000.00        | $746556.03         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3420 | 2055-10-01      | 6.0000%  | 0.0000% | $119354624.00      | $114752892.19      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3038 | 2055-10-01      | 5.5000%  | 0.0000% | $20119760.00       | $19561812.26       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR7747 | 2051-02-01      | 2.0000%  | 0.0000% | $214579.00         | $151218.73         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT8129 | 2037-04-01      | 2.0000%  | 0.0000% | $222054.00         | $144416.55         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8107 | 2052-08-01      | 4.5000%  | 0.0000% | $4437056.00        | $3345349.82        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRC3529 | 2040-06-01      | 4.5000%  | 0.0000% | $3147504.00        | $2903163.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0816 | 2054-04-01      | 5.5000%  | 0.0000% | $2249572.00        | $1784797.40        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU7102 | 2051-12-01      | 2.5000%  | 0.0000% | $2700000.00        | $1633704.95        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDB4872 | 2054-12-01      | 4.5000%  | 0.0000% | $30953.00          | $29226.58          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO5346 | 2041-04-01      | 6.0000%  | 0.0000% | $1083116.00        | $1126666.29        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAQ7913 | 2032-12-01      | 3.5000%  | 0.0000% | $600000.00         | $61365.19          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4067 | 2052-06-01      | 5.0000%  | 0.0000% | $500000.00         | $370318.23         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5983 | 2051-08-01      | 2.5000%  | 0.0000% | $853000.00         | $491558.48         | Agency Mortgage-Backed Securities |
| GNII SF DO3746 C     | 2055-12-20      | 6.5000%  | 0.0000% | $7189608.00        | $7519435.69        | Agency Mortgage-Backed Securities |
| GNII SF DF9107 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1299572.00        | $1363660.53        | Agency Mortgage-Backed Securities |
| GNII SF MB0343 M     | 2040-02-20      | 6.5000%  | 0.0000% | $185373.00         | $185281.56         | Agency Mortgage-Backed Securities |
| GNII SF BS7617 C     | 2050-06-20      | 2.5000%  | 0.0000% | $1133158.00        | $643661.49         | Agency Mortgage-Backed Securities |
| GNPL PN BQ4198       | 2061-08-15      | 3.2300%  | 0.0000% | $49051.00          | $43141.64          | Agency Mortgage-Backed Securities |
| GNPL PN CP4186       | 2058-01-15      | 5.7000%  | 0.0000% | $34651.00          | $35034.68          | Agency Mortgage-Backed Securities |
| GNII SF BJ5407 C     | 2048-10-20      | 4.5000%  | 0.0000% | $2168792.00        | $376959.26         | Agency Mortgage-Backed Securities |
| GNII SF BW4522 C     | 2035-04-20      | 6.5000%  | 0.0000% | $2790036.00        | $907712.03         | Agency Mortgage-Backed Securities |
| GNMI SF 749262 X     | 2041-06-15      | 4.5000%  | 0.0000% | $6814640.00        | $1873478.78        | Agency Mortgage-Backed Securities |
| GNMI SF 558897 X     | 2032-08-15      | 6.5000%  | 0.0000% | $2000000.00        | $32297.61          | Agency Mortgage-Backed Securities |
| GNMI SF 729032 X     | 2040-02-15      | 4.5000%  | 0.0000% | $2359760.00        | $258548.27         | Agency Mortgage-Backed Securities |
| GNII SF DN2297 C     | 2055-10-20      | 7.0000%  | 0.0000% | $4048384.00        | $4292297.78        | Agency Mortgage-Backed Securities |
| GNII SP 784670 C     | 2048-01-20      | 3.5000%  | 0.0000% | $10000000.00       | $2340230.55        | Agency Mortgage-Backed Securities |
| GNII SF DN0029 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1784806.00        | $1860577.41        | Agency Mortgage-Backed Securities |
| GNII SP 784987 C     | 2046-04-20      | 3.5000%  | 0.0000% | $11431340.00       | $3806620.48        | Agency Mortgage-Backed Securities |
| GNII SF DN0581 C     | 2055-09-20      | 6.5000%  | 0.0000% | $10599600.00       | $9790084.18        | Agency Mortgage-Backed Securities |
| GNMI SF 548529 X     | 2031-09-15      | 6.5000%  | 0.0000% | $3075000.00        | $405745.53         | Agency Mortgage-Backed Securities |
| GNII ET DN1720 C     | 2065-11-20      | 3.5000%  | 0.0000% | $685703.00         | $615276.99         | Agency Mortgage-Backed Securities |
| GNII SF 004881 M     | 2040-12-20      | 3.5000%  | 0.0000% | $1041708.00        | $59476.92          | Agency Mortgage-Backed Securities |
| GNII SF DN0003 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2825468.00        | $2929607.28        | Agency Mortgage-Backed Securities |
| GNII ET DN4291 C     | 2065-08-20      | 2.0000%  | 0.0000% | $2105224.00        | $1616738.48        | Agency Mortgage-Backed Securities |
| GNII SF DN5546 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1393702.00        | $1473968.41        | Agency Mortgage-Backed Securities |
| GNPL PN DN1576       | 2061-01-15      | 5.4400%  | 0.0000% | $449488.00         | $464148.63         | Agency Mortgage-Backed Securities |
| GNII SF DN0851 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4127360.00        | $4330155.70        | Agency Mortgage-Backed Securities |
| GNII SF DQ8993 C     | 2056-03-20      | 6.0000%  | 0.0000% | $218998.00         | $229137.34         | Agency Mortgage-Backed Securities |
| GNII SF DQ4623 C     | 2056-04-20      | 6.0000%  | 0.0000% | $1639164.00        | $1712097.51        | Agency Mortgage-Backed Securities |
| GNII SF DQ7305 C     | 2056-03-20      | 3.5000%  | 0.0000% | $1408168.00        | $1244405.02        | Agency Mortgage-Backed Securities |
| GNII ET DQ5722 C     | 2066-01-20      | 5.0000%  | 0.0000% | $410018.00         | $409293.26         | Agency Mortgage-Backed Securities |
| GNII SF DQ4619 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1944674.00        | $1988224.11        | Agency Mortgage-Backed Securities |
| GNII ET DQ0860 C     | 2066-01-20      | 6.5000%  | 0.0000% | $508597.00         | $535213.10         | Agency Mortgage-Backed Securities |
| GNII SP 787044 C     | 2048-06-20      | 3.5000%  | 0.0000% | $5543064.00        | $3919959.81        | Agency Mortgage-Backed Securities |
| GNII SP 786928 C     | 2053-09-20      | 6.5000%  | 0.0000% | $100000.00         | $60093.31          | Agency Mortgage-Backed Securities |
| GNII SF AA3027 C     | 2042-11-20      | 3.5000%  | 0.0000% | $9894400.00        | $823157.58         | Agency Mortgage-Backed Securities |
| GNII SP 785161 C     | 2050-10-20      | 3.0000%  | 0.0000% | $1500000.00        | $552275.61         | Agency Mortgage-Backed Securities |
| GNII SF MA2519 M     | 2045-01-20      | 2.5000%  | 0.0000% | $282800.00         | $31606.71          | Agency Mortgage-Backed Securities |
| GNII SF DK1877 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1125954.00        | $815044.32         | Agency Mortgage-Backed Securities |
| GNII SF MA5714 M     | 2049-01-20      | 6.0000%  | 0.0000% | $1725000.00        | $113118.44         | Agency Mortgage-Backed Securities |
| GNII SF DJ9125 C     | 2055-05-20      | 6.5000%  | 0.0000% | $10796096.00       | $8315382.08        | Agency Mortgage-Backed Securities |
| GNII SF DH8886 C     | 2055-02-20      | 7.0000%  | 0.0000% | $24526496.00       | $22048881.36       | Agency Mortgage-Backed Securities |
| GNII ET DK3902 C     | 2065-04-20      | 6.5000%  | 0.0000% | $1754426.00        | $1840782.42        | Agency Mortgage-Backed Securities |
| GNII SF DJ3204 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2340350.00        | $2348749.86        | Agency Mortgage-Backed Securities |
| GNII SF DJ2119 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1753246.00        | $1817541.34        | Agency Mortgage-Backed Securities |
| GNII SF DH1814 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1360004.00        | $603897.37         | Agency Mortgage-Backed Securities |
| GNII ET DH7706 C     | 2063-12-20      | 7.5000%  | 0.0000% | $551252.00         | $569860.91         | Agency Mortgage-Backed Securities |
| GNII ET DK0958 C     | 2065-05-20      | 6.5000%  | 0.0000% | $45518720.00       | $39805206.69       | Agency Mortgage-Backed Securities |
| GNII SF DJ9321 C     | 2055-07-20      | 6.5000%  | 0.0000% | $744674.00         | $563428.01         | Agency Mortgage-Backed Securities |
| GNII SF DK3962 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1362898.00        | $567831.25         | Agency Mortgage-Backed Securities |
| GNII SF DK5754 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1114960.00        | $1061552.15        | Agency Mortgage-Backed Securities |
| GNII SF MA5690 M     | 2031-08-20      | 7.0000%  | 0.0000% | $53730.00          | $11408.89          | Agency Mortgage-Backed Securities |
| GNII SF DH9417 C     | 2055-07-20      | 6.5000%  | 0.0000% | $985382.00         | $1029567.42        | Agency Mortgage-Backed Securities |
| GNII SF DJ2498 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4206784.00        | $3761525.84        | Agency Mortgage-Backed Securities |
| GNII SF DK6448 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1208060.00        | $1009124.93        | Agency Mortgage-Backed Securities |
| GNII SF MA8102 M     | 2052-06-20      | 5.0000%  | 0.0000% | $30000.00          | $20473.45          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA4304 | 2056-01-01      | 7.0000%  | 0.0000% | $6635464.00        | $7022633.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA8999 | 2056-03-01      | 6.0000%  | 0.0000% | $3832616.00        | $3927660.31        | Agency Mortgage-Backed Securities |
| GNII SF MA9776 M     | 2054-07-20      | 4.0000%  | 0.0000% | $1782684.00        | $1548250.34        | Agency Mortgage-Backed Securities |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $77048320.00       | $56291723.72       | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | 0.0000% | $24883100.00       | $19844963.14       | Agency Mortgage-Backed Securities |
| GNII SF MA9777 M     | 2054-06-20      | 4.5000%  | 0.0000% | $22747360.00       | $20847739.80       | Agency Mortgage-Backed Securities |
| GNII SF MA9538 M     | 2054-02-20      | 4.0000%  | 0.0000% | $80488.00          | $69833.44          | Agency Mortgage-Backed Securities |
| GNII SF MA9019 M     | 2053-07-20      | 6.5000%  | 0.0000% | $143000.00         | $54685.79          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7410 | 2053-11-01      | 6.5000%  | 0.0000% | $3620250.00        | $2906152.15        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0555 | 2056-04-01      | 5.0000%  | 0.0000% | $5711144.00        | $5718081.77        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB1615 | 2056-04-01      | 6.0000%  | 0.0000% | $2910852.00        | $3016717.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7370 | 2053-10-01      | 6.0000%  | 0.0000% | $2802164.00        | $2802364.59        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA7035 | 2056-02-01      | 4.5000%  | 0.0000% | $1442062.00        | $1393376.83        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA9404 | 2056-04-01      | 4.5000%  | 0.0000% | $6844432.00        | $6605083.66        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7130 | 2056-03-01      | 5.0000%  | 0.0000% | $10894000.00       | $10752891.73       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4807 | 2056-04-01      | 5.0000%  | 0.0000% | $141851136.00      | $140785944.33      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2145 | 2056-05-01      | 5.0000%  | 0.0000% | $2361344.00        | $2359917.22        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB2346 | 2056-04-01      | 4.5000%  | 0.0000% | $120673920.00      | $116450574.15      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1549 | 2056-04-01      | 5.0000%  | 0.0000% | $1434676.00        | $1434672.81        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4040 | 2055-04-01      | 6.5000%  | 0.0000% | $23469000.00       | $20644580.44       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG8363 | 2056-05-01      | 4.5000%  | 0.0000% | $7399456.00        | $7142776.27        | Agency Mortgage-Backed Securities |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $12765008.00       | $5911554.68        | Agency Mortgage-Backed Securities |
| GNII SF MA6765 M     | 2050-07-20      | 2.5000%  | 0.0000% | $4450000.00        | $1351409.54        | Agency Mortgage-Backed Securities |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $186030336.00      | $11919676.08       | Agency Mortgage-Backed Securities |
| GNII JM MA6855 M     | 2050-09-20      | 2.5000%  | 0.0000% | $3910000.00        | $1173426.83        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7276 | 2056-05-01      | 5.5000%  | 0.0000% | $2199860.00        | $2234674.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDG8259 | 2041-04-01      | 5.5000%  | 0.0000% | $1034600.00        | $1064250.14        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG6707 | 2056-03-01      | 6.0000%  | 0.0000% | $1731291.00        | $1784776.52        | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $27654240.00       | $14490818.15       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9446 | 2036-03-01      | 2.5000%  | 0.0000% | $33206440.00       | $13450647.98       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG8469 | 2056-05-01      | 4.5000%  | 0.0000% | $1125608.00        | $1088218.68        | Agency Mortgage-Backed Securities |
| GNII SF MA7830 M     | 2052-01-20      | 4.0000%  | 0.0000% | $203710.00         | $121898.05         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0879 | 2051-11-01      | 2.5000%  | 0.0000% | $10000000.00       | $7781818.65        | Agency Mortgage-Backed Securities |
| GNII SF MA7470 M     | 2051-07-20      | 1.5000%  | 0.0000% | $126560.00         | $72701.29          | Agency Mortgage-Backed Securities |
| GNII SF MA7858 M     | 2033-11-20      | 5.0000%  | 0.0000% | $425078.00         | $93738.12          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3675 | 2055-11-01      | 6.0000%  | 0.0000% | $1448250.00        | $1231292.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG9810 | 2056-05-01      | 5.0000%  | 0.0000% | $3033876.00        | $3007959.96        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA2644 | 2055-05-01      | 7.0000%  | 0.0000% | $19595840.00       | $18515964.63       | Agency Mortgage-Backed Securities |
| GNII SF MA7452 M     | 2034-04-20      | 5.0000%  | 0.0000% | $1284562.00        | $394391.34         | Agency Mortgage-Backed Securities |
| GNII SF MA7943 M     | 2038-10-20      | 6.0000%  | 0.0000% | $413517.00         | $175944.17         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4152 | 2051-02-01      | 4.0000%  | 0.0000% | $30950432.00       | $28422133.96       | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $57365632.00       | $39445931.25       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3386 | 2055-10-01      | 5.5000%  | 0.0000% | $20863712.00       | $19352076.48       | Agency Mortgage-Backed Securities |
| GNII SF MA7232 M     | 2034-04-20      | 5.0000%  | 0.0000% | $149774.00         | $43689.46          | Agency Mortgage-Backed Securities |
| GNPL PN DB4202       | 2060-01-15      | 5.3800%  | 0.0000% | $200890.00         | $204117.29         | Agency Mortgage-Backed Securities |
| GNII SF CZ4872 C     | 2054-01-20      | 6.0000%  | 0.0000% | $1577138.00        | $1610897.29        | Agency Mortgage-Backed Securities |
| GNII SF MA8542 M     | 2038-10-20      | 7.0000%  | 0.0000% | $168031.00         | $123907.90         | Agency Mortgage-Backed Securities |
| GNPL PN DJ6842       | 2060-07-15      | 5.9300%  | 0.0000% | $3634000.00        | $3840176.35        | Agency Mortgage-Backed Securities |
| GNII SF DB2483 C     | 2054-05-20      | 7.0000%  | 0.0000% | $985362.00         | $313683.07         | Agency Mortgage-Backed Securities |
| GNPL PN DJ5978       | 2060-09-15      | 5.6500%  | 0.0000% | $3810000.00        | $3942396.00        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8274 | 2052-04-01      | 2.0000%  | 0.0000% | $43000.00          | $30400.72          | Agency Mortgage-Backed Securities |
| GNII SF DJ1895 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2790512.00        | $1731595.35        | Agency Mortgage-Backed Securities |
| GNII SF MA7058 M     | 2050-12-20      | 5.5000%  | 0.0000% | $56699.00          | $15081.74          | Agency Mortgage-Backed Securities |
| GNII SF MA8986 M     | 2038-07-20      | 5.0000%  | 0.0000% | $354780.00         | $208643.92         | Agency Mortgage-Backed Securities |
| GNII SF DK4686 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2073316.00        | $552697.45         | Agency Mortgage-Backed Securities |
| GNII SF DE5819 C     | 2054-12-20      | 7.5000%  | 0.0000% | $3882000.00        | $3920733.16        | Agency Mortgage-Backed Securities |
| GNII SF DL1187 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1084208.00        | $999672.19         | Agency Mortgage-Backed Securities |
| GNII SF MA9309 M     | 2053-11-20      | 7.5000%  | 0.0000% | $5377456.00        | $1179497.65        | Agency Mortgage-Backed Securities |
| GNII SF DC0128 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1781776.00        | $1348157.03        | Agency Mortgage-Backed Securities |
| GNII SF DJ3076 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1170116.00        | $1229496.38        | Agency Mortgage-Backed Securities |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $40000.00          | $21219.95          | Agency Mortgage-Backed Securities |
| GNII SF DK4921 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1168770.00        | $1181459.63        | Agency Mortgage-Backed Securities |
| GNII ET DK0959 C     | 2065-05-20      | 7.0000%  | 0.0000% | $22616672.00       | $19862564.44       | Agency Mortgage-Backed Securities |
| GNII SF DJ9249 C     | 2055-05-20      | 7.0000%  | 0.0000% | $3445048.00        | $1491342.02        | Agency Mortgage-Backed Securities |
| GNII SF DK1822 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1158014.00        | $1217018.35        | Agency Mortgage-Backed Securities |
| GNII SF MA9846 M     | 2046-10-20      | 3.0000%  | 0.0000% | $1620936.00        | $1258044.84        | Agency Mortgage-Backed Securities |
| GNPL PN DC7221       | 2060-02-15      | 5.3100%  | 0.0000% | $52909.00          | $53517.67          | Agency Mortgage-Backed Securities |
| GNII SF DK3170 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1597612.00        | $1690957.92        | Agency Mortgage-Backed Securities |
| GNII ET DE6706 C     | 2064-08-20      | 7.5000%  | 0.0000% | $92455.00          | $95197.79          | Agency Mortgage-Backed Securities |
| GNII SF CV0637 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1777186.00        | $1803051.33        | Agency Mortgage-Backed Securities |
| GNII SF AD8811 C     | 2043-03-20      | 3.0000%  | 0.0000% | $5683000.00        | $852357.17         | Agency Mortgage-Backed Securities |
| GNII SF MB0238 M     | 2029-10-20      | 7.5000%  | 0.0000% | $30603.00          | $23715.48          | Agency Mortgage-Backed Securities |
| GNII SF 004700 M     | 2040-05-20      | 6.5000%  | 0.0000% | $3602236.00        | $50351.68          | Agency Mortgage-Backed Securities |
| GNII SF 003362 M     | 2033-03-20      | 6.0000%  | 0.0000% | $1092000.00        | $5624.72           | Agency Mortgage-Backed Securities |
| GNPL PN CQ9722       | 2061-01-15      | 5.0200%  | 0.0000% | $1710000.00        | $1709086.75        | Agency Mortgage-Backed Securities |
| GNAR AF MB0825 M     | 2055-12-20      | 5.0000%  | 0.0000% | $492204.00         | $492877.84         | Agency Mortgage-Backed Securities |
| GNII ET DK8084 C     | 2065-07-20      | 4.0000%  | 0.0000% | $1024830.00        | $947763.01         | Agency Mortgage-Backed Securities |
| GNII ET DF5642 C     | 2064-09-20      | 7.5000%  | 0.0000% | $139110.00         | $143828.87         | Agency Mortgage-Backed Securities |
| GNII JM MA9159 M     | 2053-09-20      | 5.5000%  | 0.0000% | $300000.00         | $138247.45         | Agency Mortgage-Backed Securities |
| GNII SF DG2299 C     | 2055-01-20      | 7.0000%  | 0.0000% | $20610040.00       | $20864174.66       | Agency Mortgage-Backed Securities |
| GNII SF DH2897 C     | 2053-02-20      | 2.5000%  | 0.0000% | $1159274.00        | $944848.88         | Agency Mortgage-Backed Securities |
| GNII SF DG9177 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1742620.00        | $773279.19         | Agency Mortgage-Backed Securities |
| GNII SF MA9330 M     | 2038-12-20      | 6.5000%  | 0.0000% | $77990.00          | $32171.62          | Agency Mortgage-Backed Securities |
| GNII SF DL8195 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1514920.00        | $1498454.71        | Agency Mortgage-Backed Securities |
| GNII SF DK9379 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4259120.00        | $2906945.66        | Agency Mortgage-Backed Securities |
| GNII ET DL6419 C     | 2065-08-20      | 3.0000%  | 0.0000% | $856246.00         | $753411.74         | Agency Mortgage-Backed Securities |
| GNII SF MA9539 M     | 2054-03-20      | 4.5000%  | 0.0000% | $1834514.00        | $1618632.55        | Agency Mortgage-Backed Securities |
| GNII JM MA9289 M     | 2053-11-20      | 4.0000%  | 0.0000% | $1527254.00        | $1344296.92        | Agency Mortgage-Backed Securities |
| GNII ET DE4526 C     | 2063-11-20      | 7.5000%  | 0.0000% | $56960.00          | $58884.77          | Agency Mortgage-Backed Securities |
| GNII SF DE8867 C     | 2054-09-20      | 5.5000%  | 0.0000% | $2228772.00        | $1901474.97        | Agency Mortgage-Backed Securities |
| GNII SF DB6753 C     | 2054-06-20      | 5.5000%  | 0.0000% | $1708364.00        | $1691398.10        | Agency Mortgage-Backed Securities |
| GNII SF DB2848 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1290696.00        | $1200482.55        | Agency Mortgage-Backed Securities |
| GNII SF MB0144 M     | 2055-01-20      | 4.0000%  | 0.0000% | $5500000.00        | $4961211.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8799 | 2055-07-01      | 5.5000%  | 0.0000% | $1402936.00        | $1413561.18        | Agency Mortgage-Backed Securities |
| GNII BD CZ6895 C     | 2054-01-20      | 7.0000%  | 0.0000% | $2162960.00        | $982298.48         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5786 | 2056-01-01      | 4.5000%  | 0.0000% | $16552032.00       | $15949553.83       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5713 | 2056-02-01      | 4.5000%  | 0.0000% | $8944080.00        | $8615280.48        | Agency Mortgage-Backed Securities |
| GNII SF CR2583 C     | 2052-11-20      | 5.0000%  | 0.0000% | $1160436.00        | $1018955.70        | Agency Mortgage-Backed Securities |
| GNPL PN DE5569       | 2060-02-15      | 5.3600%  | 0.0000% | $359305.00         | $364616.72         | Agency Mortgage-Backed Securities |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $115000000.00      | $95185125.96       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5900 | 2055-08-01      | 6.5000%  | 0.0000% | $1801298.00        | $1883807.04        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW8874 | 2052-09-01      | 4.0000%  | 0.0000% | $1203102.00        | $1070627.26        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9939 | 2052-06-01      | 3.5000%  | 0.0000% | $5424160.00        | $2988671.40        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL0351 | 2050-01-01      | 4.0000%  | 0.0000% | $11841280.00       | $9724016.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX0433 | 2052-11-01      | 6.0000%  | 0.0000% | $205000.00         | $118398.55         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA9922 | 2056-04-01      | 6.5000%  | 0.0000% | $3945824.00        | $4112150.27        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5983 | 2056-03-01      | 4.5000%  | 0.0000% | $39221888.00       | $37800530.46       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCA5878 | 2039-05-01      | 6.0000%  | 0.0000% | $1657924.00        | $154114.09         | Agency Mortgage-Backed Securities |
| GNII SF MA7536 M     | 2051-08-20      | 3.5000%  | 0.0000% | $58541.00          | $31045.38          | Agency Mortgage-Backed Securities |
| GNII SF MA7648 M     | 2051-10-20      | 2.0000%  | 0.0000% | $3973270.00        | $2244012.24        | Agency Mortgage-Backed Securities |
| GNII JM MA8478 M     | 2052-12-20      | 3.5000%  | 0.0000% | $1157776.00        | $698993.06         | Agency Mortgage-Backed Securities |
| GNII JM MA8867 M     | 2053-05-20      | 5.5000%  | 0.0000% | $650000.00         | $366176.15         | Agency Mortgage-Backed Securities |
| GNII JM MA9410 M     | 2053-11-20      | 5.5000%  | 0.0000% | $700000.00         | $505921.39         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1006 | 2052-06-01      | 3.0000%  | 0.0000% | $56289000.00       | $45652960.52       | Agency Mortgage-Backed Securities |
| GNII SF MA8320 M     | 2037-09-20      | 5.0000%  | 0.0000% | $294990.00         | $170152.38         | Agency Mortgage-Backed Securities |
| GNII SF MA8458 M     | 2037-10-20      | 4.0000%  | 0.0000% | $25000.00          | $14066.76          | Agency Mortgage-Backed Securities |
| GNII SF MA7829 M     | 2052-01-20      | 3.5000%  | 0.0000% | $4133248.00        | $2579296.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4189 | 2056-01-01      | 5.0000%  | 0.0000% | $77710000.00       | $76107252.48       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  | 0.0000% | $22342496.00       | $6735548.46        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA3351 | 2048-04-01      | 3.0000%  | 0.0000% | $1865440.00        | $116277.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAB0206 | 2035-04-01      | 5.5000%  | 0.0000% | $498331520.00      | $4974383.82        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  | 0.0000% | $394268.00         | $69266.43          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0104 | 2055-03-01      | 5.5000%  | 0.0000% | $49519168.00       | $44792473.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDB6189 | 2039-07-01      | 6.0000%  | 0.0000% | $1032810.00        | $723690.01         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8481 | 2055-11-01      | 6.0000%  | 0.0000% | $9738384.00        | $9936283.00        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ6251 | 2055-10-01      | 7.0000%  | 0.0000% | $1109684.00        | $1168815.36        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $13140128.00       | $9479676.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2512 | 2056-01-01      | 5.0000%  | 0.0000% | $23876640.00       | $23065464.58       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6934 | 2055-04-01      | 6.5000%  | 0.0000% | $513713.00         | $537869.32         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ7054 | 2055-10-01      | 7.0000%  | 0.0000% | $1027914.00        | $1086548.58        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2187 | 2055-04-01      | 6.5000%  | 0.0000% | $8234460.00        | $7281993.33        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA4579 | 2056-01-01      | 4.5000%  | 0.0000% | $260561.00         | $252330.31         | Agency Mortgage-Backed Securities |
| GNII SF DP4491 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1452208.00        | $1535972.75        | Agency Mortgage-Backed Securities |
| GNMI SF 757400 X     | 2046-11-15      | 2.5000%  | 0.0000% | $95406.00          | $49980.53          | Agency Mortgage-Backed Securities |
| GNCL CL DO8097       | 2068-03-15      | 4.6300%  | 0.0000% | $362416.00         | $352978.59         | Agency Mortgage-Backed Securities |
| GNII SF DF9098 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1564464.00        | $1634827.77        | Agency Mortgage-Backed Securities |
| GNII SF DR3574 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1674988.00        | $1715470.04        | Agency Mortgage-Backed Securities |
| GNAR AT 080947 M     | 2034-06-20      | 5.6250%  | 0.0000% | $40044480.00       | $775343.55         | Agency Mortgage-Backed Securities |
| GNII SF DI6864 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1031298.00        | $711122.29         | Agency Mortgage-Backed Securities |
| GNII SF DO3236 C     | 2055-08-20      | 6.0000%  | 0.0000% | $19763.00          | $20501.02          | Agency Mortgage-Backed Securities |
| GNII SF DH6859 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1325744.00        | $916116.36         | Agency Mortgage-Backed Securities |
| GNII SF DF1599 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2212968.00        | $1178454.87        | Agency Mortgage-Backed Securities |
| GNII SF DH8895 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2432344.00        | $2130752.56        | Agency Mortgage-Backed Securities |
| GNII SP 786980 C     | 2052-06-20      | 3.0000%  | 0.0000% | $25530000.00       | $17662011.92       | Agency Mortgage-Backed Securities |
| GNAR AF 082137 M     | 2038-08-20      | 5.3750%  | 0.0000% | $49999990.00       | $74434.93          | Agency Mortgage-Backed Securities |
| GNMI SF 757397 X     | 2046-10-15      | 2.5000%  | 0.0000% | $315587.00         | $141192.91         | Agency Mortgage-Backed Securities |
| GNII SF DH3164 C     | 2055-03-20      | 6.0000%  | 0.0000% | $9399220.00        | $7679173.83        | Agency Mortgage-Backed Securities |
| GNII ET DO3795 C     | 2065-12-20      | 6.5000%  | 0.0000% | $52007232.00       | $53884565.96       | Agency Mortgage-Backed Securities |
| GNII SF DG9173 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1164804.00        | $487103.14         | Agency Mortgage-Backed Securities |
| GNAR AS 082775 M     | 2041-03-20      | 5.7500%  | 0.0000% | $625516.00         | $32021.15          | Agency Mortgage-Backed Securities |
| GNII SP 785619 C     | 2051-09-20      | 2.5000%  | 0.0000% | $113853824.00      | $67455211.28       | Agency Mortgage-Backed Securities |
| GNII ET DB3359 C     | 2065-10-20      | 6.5000%  | 0.0000% | $1228028.00        | $1291330.47        | Agency Mortgage-Backed Securities |
| GNAR AT 081843 M     | 2037-02-20      | 5.6250%  | 0.0000% | $1575000.00        | $11731.36          | Agency Mortgage-Backed Securities |
| GNCL CL DD8086       | 2067-05-15      | 5.8400%  | 0.0000% | $28300288.00       | $29089510.70       | Agency Mortgage-Backed Securities |
| GNII ET DO0457 C     | 2065-11-20      | 6.5000%  | 0.0000% | $6487160.00        | $6091593.91        | Agency Mortgage-Backed Securities |
| GNII ET DO1101 C     | 2066-03-20      | 6.0000%  | 0.0000% | $2703276.00        | $2783077.81        | Agency Mortgage-Backed Securities |
| GNAR AF MB1078 M     | 2056-03-20      | 3.5000%  | 0.0000% | $17885536.00       | $17252860.99       | Agency Mortgage-Backed Securities |
| GNPL PN DH1763       | 2060-04-15      | 5.8100%  | 0.0000% | $136065.00         | $142122.15         | Agency Mortgage-Backed Securities |
| GNII ET DG4212 C     | 2065-01-20      | 6.0000%  | 0.0000% | $1509830.00        | $1245004.09        | Agency Mortgage-Backed Securities |
| GNII ET DQ4391 C     | 2066-03-20      | 3.5000%  | 0.0000% | $100323.00         | $90320.81          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9974 | 2055-04-01      | 5.5000%  | 0.0000% | $2130396.00        | $2131567.31        | Agency Mortgage-Backed Securities |
| GNII SF DD4244 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1881950.00        | $1947017.62        | Agency Mortgage-Backed Securities |
| GNII ET CZ8643 C     | 2064-01-20      | 7.5000%  | 0.0000% | $5868568.00        | $865345.09         | Agency Mortgage-Backed Securities |
| GNII SF MB0751 M     | 2054-01-20      | 8.0000%  | 0.0000% | $302848.00         | $314937.57         | Agency Mortgage-Backed Securities |
| GNII SF DG3522 C     | 2054-11-20      | 7.0000%  | 0.0000% | $2104748.00        | $1380160.63        | Agency Mortgage-Backed Securities |
| GNAR AS 082678 M     | 2040-11-20      | 5.6250%  | 0.0000% | $8000000.00        | $175072.12         | Agency Mortgage-Backed Securities |
| GNII ET DG7338 C     | 2065-03-20      | 6.5000%  | 0.0000% | $4540856.00        | $3893190.91        | Agency Mortgage-Backed Securities |
| GNII SF DI5725 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2874508.00        | $3028681.55        | Agency Mortgage-Backed Securities |
| GNII SP 785657 C     | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $58089.37          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5389 | 2055-10-01      | 7.0000%  | 0.0000% | $1119800.00        | $1145735.47        | Agency Mortgage-Backed Securities |
| GNII SF DH6363 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1534230.00        | $629673.71         | Agency Mortgage-Backed Securities |
| GNPL PN DG8450       | 2060-01-15      | 5.3600%  | 0.0000% | $193083.00         | $195936.12         | Agency Mortgage-Backed Securities |
| GNII SF DI8913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1691170.00        | $1777555.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $86534144.00       | $11267706.61       | Agency Mortgage-Backed Securities |
| GNII ET DF5637 C     | 2063-11-20      | 7.5000%  | 0.0000% | $433316.00         | $445817.53         | Agency Mortgage-Backed Securities |
| GNII ET DM3068 C     | 2065-09-20      | 4.5000%  | 0.0000% | $948325.00         | $919555.74         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC2393 | 2056-04-01      | 6.0000%  | 0.0000% | $59958208.00       | $62666968.42       | Agency Mortgage-Backed Securities |
| GNII SF DN3238 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1730932.00        | $1789294.74        | Agency Mortgage-Backed Securities |
| GNII ET DJ5614 C     | 2065-04-20      | 2.0000%  | 0.0000% | $609637.00         | $455189.87         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1255 | 2055-10-01      | 6.0000%  | 0.0000% | $50989888.00       | $46595807.37       | Agency Mortgage-Backed Securities |
| GNII SF DL5794 C     | 2050-08-20      | 6.5000%  | 0.0000% | $1174818.00        | $1033334.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888477 | 2037-07-01      | 5.5000%  | 0.0000% | $380410000.00      | $2645752.51        | Agency Mortgage-Backed Securities |
| GNII SF DM2601 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1629588.00        | $1618937.15        | Agency Mortgage-Backed Securities |
| GNII SF DI1930 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1496714.00        | $1194065.54        | Agency Mortgage-Backed Securities |
| GNAR AT MB0759 M     | 2055-11-20      | 3.0000%  | 0.0000% | $359484.00         | $344792.87         | Agency Mortgage-Backed Securities |
| GNII SF DH3519 C     | 2040-09-20      | 5.0000%  | 0.0000% | $1551712.00        | $908096.39         | Agency Mortgage-Backed Securities |
| GNII SF DH6930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1031736.00        | $893091.09         | Agency Mortgage-Backed Securities |
| GNII SF DL4774 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1454112.00        | $1503946.89        | Agency Mortgage-Backed Securities |
| GNII SF DL2635 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1745106.00        | $1246976.61        | Agency Mortgage-Backed Securities |
| GNII SF DK5670 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1052992.00        | $1106463.48        | Agency Mortgage-Backed Securities |
| GNII SF DD4245 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1046596.00        | $1080676.56        | Agency Mortgage-Backed Securities |
| GNII SF MA9877 M     | 2039-11-20      | 4.5000%  | 0.0000% | $160045.00         | $112402.45         | Agency Mortgage-Backed Securities |
| GNII SF DH6154 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1140562.00        | $1195638.25        | Agency Mortgage-Backed Securities |
| GNII ET DL9220 C     | 2065-08-20      | 2.5000%  | 0.0000% | $108553.00         | $89220.52          | Agency Mortgage-Backed Securities |
| GNII ET DM1753 C     | 2065-09-20      | 3.0000%  | 0.0000% | $385846.00         | $340805.03         | Agency Mortgage-Backed Securities |
| GNII SF DM0777 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4223632.00        | $4466159.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0214 | 2029-10-01      | 5.0000%  | 0.0000% | $4000000.00        | $41429.03          | Agency Mortgage-Backed Securities |
| GNII SF MA9236 M     | 2050-06-20      | 3.0000%  | 0.0000% | $452777.00         | $300897.06         | Agency Mortgage-Backed Securities |
| GNPL PN DJ0385       | 2061-01-15      | 5.0000%  | 0.0000% | $709843.00         | $716210.07         | Agency Mortgage-Backed Securities |
| GNII SF DL2576 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1111084.00        | $1166553.05        | Agency Mortgage-Backed Securities |
| GNII SF DL6856 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2781456.00        | $2644155.20        | Agency Mortgage-Backed Securities |
| GNII SF DL6857 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3248880.00        | $2693375.33        | Agency Mortgage-Backed Securities |
| GNII ET DM2579 C     | 2065-07-20      | 4.5000%  | 0.0000% | $1064326.00        | $907115.74         | Agency Mortgage-Backed Securities |
| GNII SF DL3101 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4909576.00        | $5140148.36        | Agency Mortgage-Backed Securities |
| GNII SF DM1735 C     | 2055-09-20      | 6.0000%  | 0.0000% | $4090064.00        | $4093786.05        | Agency Mortgage-Backed Securities |
| GNPL PN DL7517       | 2060-12-15      | 4.7000%  | 0.0000% | $296400.00         | $289490.57         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2778 | 2055-09-01      | 5.5000%  | 0.0000% | $592000.00         | $572813.28         | Agency Mortgage-Backed Securities |
| GNII SF MA8397 M     | 2037-11-20      | 4.5000%  | 0.0000% | $228446.00         | $120304.37         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1466 | 2052-08-01      | 5.0000%  | 0.0000% | $70000000.00       | $50964604.68       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1042 | 2052-06-01      | 3.0000%  | 0.0000% | $15000000.00       | $9125532.29        | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8343 | 2055-07-01      | 6.5000%  | 0.0000% | $1196482.00        | $1223995.37        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS9316 | 2038-01-01      | 3.5000%  | 0.0000% | $1200000.00        | $244224.43         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB1541 | 2037-03-01      | 2.0000%  | 0.0000% | $414000.00         | $331273.54         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $7000.00           | $5093.16           | Agency Mortgage-Backed Securities |
| FEPC 07.000 3PQU8293 | 2055-02-01      | 7.0000%  | 0.0000% | $1138384.00        | $1185375.82        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5538 | 2048-11-01      | 5.0000%  | 0.0000% | $1174000.00        | $229918.22         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBU4945 | 2054-08-01      | 7.0000%  | 0.0000% | $1102928.00        | $879246.86         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE4044 | 2052-06-01      | 2.5000%  | 0.0000% | $193630.00         | $139856.08         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC1598 | 2035-10-01      | 2.0000%  | 0.0000% | $419211.00         | $163150.22         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8149 | 2051-06-01      | 1.5000%  | 0.0000% | $1735906.00        | $993665.10         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG7871 | 2056-04-01      | 4.5000%  | 0.0000% | $2305132.00        | $2230660.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3474 | 2053-05-01      | 5.5000%  | 0.0000% | $3176000.00        | $2770352.22        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7541 | 2053-11-01      | 6.5000%  | 0.0000% | $5995440.00        | $5422107.29        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQCA0722 | 2047-10-01      | 3.5000%  | 0.0000% | $2711456.00        | $1143623.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4795 | 2054-01-01      | 6.0000%  | 0.0000% | $43206400.00       | $33211969.89       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  | 0.0000% | $1300000.00        | $870908.20         | Agency Mortgage-Backed Securities |

### Security 690: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 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: ARP1HCE36, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1HCE36
- **C.18 - Value (incl. sponsor support):** $79000000.00
- **C.18.a - Value (excl. sponsor support):** $79000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $173.50            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $400.00            | $398.91            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $576800.00         | $577552.71         | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2055-07-25      | 4.9952%  | 0.0000% | $16833280.00       | $14171290.76       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2056-03-25      | 4.5452%  | 0.0000% | $33196422.00       | $30848586.56       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $11000.00          | $10330.54          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $1300.00           | $807.07            | U.S. Treasuries (including strips)        |
| Fannie Mae             | 2055-12-25      | 4.8952%  | 0.0000% | $42399400.00       | $35762510.10       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-12-25      | 5.0452%  | 0.0000% | $1000.00           | $825.25            | Agency Collateralized Mortgage Obligation |

### Security 691: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA 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: ARP1HCE77, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1HCE77
- **C.18 - Value (incl. sponsor support):** $1054000000.00
- **C.18.a - Value (excl. sponsor support):** $1054000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLDG0021     | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.34           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3833     | 2052-06-01      | 3.0000%  | 0.0000% | $100000.00         | $69539.88          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1570     | 2055-11-01      | 5.5000%  | 0.0000% | $2208000.00        | $2219955.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5362     | 2055-12-01      | 5.5000%  | 0.0000% | $1050395.00        | $1058556.24        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3347     | 2056-03-01      | 5.5000%  | 0.0000% | $5011759.00        | $5094722.96        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3465     | 2054-09-01      | 6.0000%  | 0.0000% | $11346.00          | $7799.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD9578     | 2055-05-01      | 6.5000%  | 0.0000% | $1651287.00        | $1706323.04        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U99054 G     | 2043-06-01      | 4.0000%  | 0.0000% | $6200000.00        | $829873.14         | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2027-04-12      | 3.3300%  | 0.0000% | $14000.00          | $13958.38          | Agency Debentures and Agency Strips       |
| FEPC 03.000 CLZS9822     | 2046-09-01      | 3.0000%  | 0.0000% | $165478.00         | $35413.85          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1704     | 2049-01-01      | 4.5000%  | 0.0000% | $400000.00         | $77693.98          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8273     | 2038-12-01      | 5.5000%  | 0.0000% | $9000.00           | $4023.66           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4569     | 2044-06-01      | 3.5000%  | 0.0000% | $5635.00           | $348.17            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8315     | 2039-07-01      | 5.5000%  | 0.0000% | $1000.00           | $534.80            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZT1159     | 2044-02-01      | 3.5000%  | 0.0000% | $474167.00         | $73455.63          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB0870     | 2037-07-01      | 2.0000%  | 0.0000% | $23573.00          | $15381.71          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4570     | 2044-06-01      | 4.0000%  | 0.0000% | $28629.00          | $1645.04           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 ZLSI2126     | 2054-03-25      | 6.5000%  | 0.0000% | $8000.00           | $7025.27           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8463     | 2054-09-01      | 6.0000%  | 0.0000% | $120000.00         | $74961.67          | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2027-08-23      | 1.1000%  | 0.0000% | $30000.00          | $29028.61          | Agency Debentures and Agency Strips       |
| FEPC 06.000 CISB8329     | 2039-09-01      | 6.0000%  | 0.0000% | $5000.00           | $2861.49           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB2668     | 2050-08-01      | 2.5000%  | 0.0000% | $88000.00          | $35659.92          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8090     | 2050-09-01      | 2.0000%  | 0.0000% | $12000.00          | $5523.47           | Agency Mortgage-Backed Securities         |
| 5.75 FHLB 26 S           | 2026-06-12      | 5.7500%  | 0.0000% | $40000.00          | $40968.35          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-09-08      | 0.8500%  | 0.0000% | $100000.00         | $96241.78          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-11-04      | 0.8400%  | 0.0000% | $25000.00          | $23984.12          | Agency Debentures and Agency Strips       |
| FEPC 05.500 CLZI9164     | 2039-09-01      | 5.5000%  | 0.0000% | $268342.00         | $11264.04          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1385     | 2038-02-01      | 2.5000%  | 0.0000% | $1000.00           | $771.15            | Agency Mortgage-Backed Securities         |
| 4.75 FHLB 34 HS          | 2034-03-10      | 4.7500%  | 0.0000% | $75000.00          | $77397.17          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-11-17      | 2.0000%  | 0.0000% | $25000.00          | $24521.76          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-03-25      | 2.7500%  | 0.0000% | $40000.00          | $39730.30          | Agency Debentures and Agency Strips       |
| FEPC 03.500 CLZS4638     | 2045-11-01      | 3.5000%  | 0.0000% | $487037.00         | $48022.28          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8512     | 2036-05-01      | 2.0000%  | 0.0000% | $85999.00          | $40450.43          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS7187     | 2027-09-01      | 4.0000%  | 0.0000% | $150000.00         | $39.88             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0813     | 2037-06-01      | 2.5000%  | 0.0000% | $23000.00          | $14770.05          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8053     | 2035-07-01      | 2.5000%  | 0.0000% | $12000.00          | $3255.32           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 ZLZT1206     | 2036-10-01      | 6.5000%  | 0.0000% | $580000.00         | $10087.15          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0728     | 2031-01-01      | 7.0000%  | 0.0000% | $5970000.00        | $1463.91           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8471     | 2044-09-01      | 3.5000%  | 0.0000% | $1000.00           | $73.26             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8261     | 2038-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1040.10           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1221     | 2042-09-01      | 4.5000%  | 0.0000% | $3997.00           | $309.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA5857     | 2040-10-01      | 3.5000%  | 0.0000% | $1112354.00        | $993884.05         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3182     | 2047-11-01      | 3.5000%  | 0.0000% | $765118.00         | $94271.86          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3770     | 2055-05-01      | 6.0000%  | 0.0000% | $105476.00         | $87390.56          | Agency Mortgage-Backed Securities         |
| GNII SF MA9966 M         | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $580.24            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS7259     | 2054-02-01      | 7.0000%  | 0.0000% | $5000000.00        | $2686633.35        | Agency Mortgage-Backed Securities         |
| GNMI SF 687924 X         | 2038-09-15      | 6.0000%  | 0.0000% | $435656.00         | $1505.87           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4717     | 2056-04-01      | 5.0000%  | 0.0000% | $4232.00           | $4213.97           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1565     | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.44           | Agency Mortgage-Backed Securities         |
| GNMI SP 782517 X         | 2038-12-15      | 6.0000%  | 0.0000% | $335317.00         | $6034.55           | Agency Mortgage-Backed Securities         |
| GNMI SP 782615 X         | 2035-06-15      | 7.0000%  | 0.0000% | $350000.00         | $8879.53           | Agency Mortgage-Backed Securities         |
| GNMI SP 782365 X         | 2038-07-15      | 6.0000%  | 0.0000% | $2392116.00        | $16378.99          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CNMA5457     | 2034-07-01      | 6.0000%  | 0.0000% | $103387.00         | $46182.30          | Agency Mortgage-Backed Securities         |
| GNMI SF 617710 X         | 2037-09-15      | 6.5000%  | 0.0000% | $231986.00         | $2189.47           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CNMA4822     | 2032-10-01      | 4.0000%  | 0.0000% | $115000.00         | $43406.62          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ3881     | 2048-01-01      | 3.5000%  | 0.0000% | $1796963.00        | $412522.61         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5612     | 2055-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2718.82           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ8429     | 2050-12-01      | 2.0000%  | 0.0000% | $420000.00         | $156122.61         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CNMA5811     | 2035-07-01      | 5.5000%  | 0.0000% | $1085368.00        | $625700.88         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL895096     | 2036-08-01      | 6.0000%  | 0.0000% | $3954.00           | $38.33             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBP5147     | 2050-04-01      | 4.0000%  | 0.0000% | $1096915.00        | $197253.39         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8141     | 2056-01-01      | 5.0000%  | 0.0000% | $1086893.00        | $1075906.90        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG3562     | 2056-03-01      | 4.5000%  | 0.0000% | $1088522.00        | $1054388.91        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1218     | 2056-02-01      | 5.5000%  | 0.0000% | $1252837.00        | $1273372.74        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2870     | 2050-03-01      | 3.0000%  | 0.0000% | $157000.00         | $55399.07          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 NP844834     | 2036-03-01      | 5.5000%  | 0.0000% | $10074415.00       | $2204.73           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4723     | 2037-09-01      | 2.5000%  | 0.0000% | $6000.00           | $3736.82           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4782     | 2052-10-01      | 3.5000%  | 0.0000% | $17000.00          | $12620.32          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3404     | 2056-04-01      | 5.5000%  | 0.0000% | $3527536.00        | $3560153.56        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAU1592     | 2043-07-01      | 2.5000%  | 0.0000% | $65000.00          | $24033.56          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIRR0050     | 2040-12-01      | 6.0000%  | 0.0000% | $92453.00          | $85487.15          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX6441     | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $52711.40          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5542     | 2053-01-01      | 5.5000%  | 0.0000% | $4000.00           | $3034.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG3183     | 2056-04-01      | 5.0000%  | 0.0000% | $1917147.00        | $1912175.73        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1034     | 2056-02-01      | 5.0000%  | 0.0000% | $1301605.00        | $1291958.64        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG4206     | 2056-03-01      | 5.5000%  | 0.0000% | $53760.00          | $54559.95          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6866     | 2053-10-01      | 5.0000%  | 0.0000% | $65000.00          | $57405.56          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3552     | 2056-01-01      | 5.5000%  | 0.0000% | $1088927.00        | $1102362.21        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1353     | 2056-03-01      | 5.5000%  | 0.0000% | $1397350.00        | $1419189.92        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3277     | 2055-10-01      | 6.5000%  | 0.0000% | $27433915.00       | $24025050.47       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFA2477     | 2054-02-01      | 7.0000%  | 0.0000% | $1543751.00        | $1025306.85        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8871     | 2055-07-01      | 6.5000%  | 0.0000% | $3001.00           | $3173.34           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6877     | 2055-05-01      | 6.5000%  | 0.0000% | $3235.00           | $3135.76           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7235     | 2055-07-01      | 6.5000%  | 0.0000% | $2107.00           | $2039.67           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7009     | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $701.53            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6999     | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $979.90            | Agency Mortgage-Backed Securities         |
| GNMI SF 697713 X         | 2038-12-15      | 6.5000%  | 0.0000% | $28697.00          | $303.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA6095     | 2041-04-01      | 6.0000%  | 0.0000% | $658305.00         | $683310.93         | Agency Mortgage-Backed Securities         |
| GNMI SF 617332 X         | 2036-12-15      | 6.5000%  | 0.0000% | $252451.00         | $2616.74           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5969     | 2056-02-01      | 4.0000%  | 0.0000% | $15305.00          | $14220.28          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5509     | 2039-10-01      | 6.0000%  | 0.0000% | $2750.00           | $1839.78           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5735     | 2055-06-01      | 5.5000%  | 0.0000% | $5761884.00        | $4935318.93        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ9975     | 2048-05-01      | 4.0000%  | 0.0000% | $1846652.00        | $365718.77         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5917     | 2040-12-01      | 5.5000%  | 0.0000% | $1020.00           | $988.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA6029     | 2056-04-01      | 5.0000%  | 0.0000% | $5047.00           | $4976.17           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4156     | 2035-10-01      | 2.5000%  | 0.0000% | $999981.00         | $299116.37         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5771     | 2040-07-01      | 5.0000%  | 0.0000% | $9842931.00        | $7768504.32        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA5099     | 2038-07-01      | 4.0000%  | 0.0000% | $3478.00           | $2168.59           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4497     | 2036-12-01      | 2.0000%  | 0.0000% | $16000.00          | $8648.56           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6971     | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.43           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1561     | 2055-09-01      | 5.5000%  | 0.0000% | $2063.00           | $1998.21           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA6038     | 2041-04-01      | 5.0000%  | 0.0000% | $16524541.00       | $16542908.92       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA6006     | 2041-03-01      | 6.0000%  | 0.0000% | $500900.00         | $512766.02         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAE0104     | 2037-04-01      | 5.5000%  | 0.0000% | $31000.00          | $569.12            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA4961     | 2043-03-01      | 5.0000%  | 0.0000% | $63544.00          | $41636.96          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA3470     | 2049-05-01      | 3.5000%  | 0.0000% | $20951488.00       | $3451011.72        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2306     | 2048-09-01      | 4.0000%  | 0.0000% | $1019.00           | $189.54            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0032     | 2040-10-01      | 5.0000%  | 0.0000% | $20901.00          | $18083.03          | Agency Mortgage-Backed Securities         |
| GNMI SF AY4224 X         | 2047-05-15      | 5.0000%  | 0.0000% | $1603.00           | $10.49             | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD6951     | 2052-02-01      | 2.0000%  | 0.0000% | $2570.00           | $1679.17           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC3259     | 2051-06-01      | 2.0000%  | 0.0000% | $7194.00           | $4512.47           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC0885     | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $50793.55          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO5147     | 2041-03-01      | 5.5000%  | 0.0000% | $2000.00           | $2043.91           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL323703     | 2028-01-01      | 8.0000%  | 0.0000% | $7332.00           | $0.20              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 ZC310233     | 2044-03-25      | 3.5000%  | 0.0000% | $1081388.00        | $848216.99         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2387     | 2050-04-01      | 3.0000%  | 0.0000% | $315000.00         | $98810.86          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIQO4327     | 2040-07-01      | 3.5000%  | 0.0000% | $88196.00          | $77706.44          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8162     | 2037-07-01      | 2.5000%  | 0.0000% | $3926.00           | $2396.12           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8495     | 2054-12-01      | 6.0000%  | 0.0000% | $83334.00          | $57537.81          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF4343     | 2056-04-01      | 5.5000%  | 0.0000% | $1434245.00        | $1471853.14        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5435     | 2055-11-01      | 5.5000%  | 0.0000% | $2049750.00        | $1700680.58        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF5840     | 2055-11-01      | 6.5000%  | 0.0000% | $1063178.00        | $1115449.58        | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2029-07-06      | 1.6100%  | 0.0000% | $2000.00           | $1866.47           | Agency Debentures and Agency Strips       |
| FNMS 06.000 CLDE7206     | 2055-08-01      | 6.0000%  | 0.0000% | $3024.00           | $2460.57           | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2029-05-02      | 3.1500%  | 0.0000% | $45000.00          | $44678.52          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-10-14      | 1.1500%  | 0.0000% | $25000.00          | $24035.43          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-05-27      | 1.0400%  | 0.0000% | $25000.00          | $24388.45          | Agency Debentures and Agency Strips       |
| FNMS 04.500 CLDE6739     | 2055-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2860.14           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0107     | 2056-06-01      | 4.5000%  | 0.0000% | $300000.00         | $69256.25          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3175     | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $825.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3974     | 2056-03-01      | 5.5000%  | 0.0000% | $3721074.00        | $3779201.60        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1332     | 2056-03-01      | 5.0000%  | 0.0000% | $1247070.00        | $1239617.24        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8340     | 2056-01-01      | 5.5000%  | 0.0000% | $1164730.00        | $1179451.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8694     | 2055-12-01      | 5.5000%  | 0.0000% | $3440.00           | $3464.96           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4797     | 2051-03-01      | 2.0000%  | 0.0000% | $35000.00          | $18868.14          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU6878     | 2052-02-01      | 3.0000%  | 0.0000% | $3000.00           | $2063.99           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG4431     | 2056-04-01      | 5.5000%  | 0.0000% | $1389000.00        | $1401865.69        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2050-02-25      | 2.5000%  | 0.0000% | $1000000.00        | $211019.63         | Agency Collateralized Mortgage Obligation |
| FNMS 01.500 CICB0314     | 2036-04-01      | 1.5000%  | 0.0000% | $16001218.00       | $7904601.19        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL905400     | 2036-11-01      | 6.0000%  | 0.0000% | $4700000.00        | $91728.39          | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CNFM4985     | 2030-12-01      | 1.5000%  | 0.0000% | $2000.00           | $592.96            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG7837     | 2056-04-01      | 5.5000%  | 0.0000% | $1265925.00        | $1294967.29        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG6644     | 2056-05-01      | 6.0000%  | 0.0000% | $2521248.00        | $2614008.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8687     | 2048-08-01      | 5.5000%  | 0.0000% | $15945735.00       | $12574338.48       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8776     | 2056-02-01      | 5.5000%  | 0.0000% | $2879765.00        | $2913564.50        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG4396     | 2056-04-01      | 5.5000%  | 0.0000% | $1611600.00        | $1626527.54        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA1620     | 2051-05-01      | 2.5000%  | 0.0000% | $7585900.00        | $5843790.59        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG5666     | 2056-04-01      | 6.0000%  | 0.0000% | $2031912.00        | $2091709.81        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0764     | 2040-12-01      | 4.0000%  | 0.0000% | $1275000.00        | $71715.04          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM0240     | 2045-09-01      | 4.0000%  | 0.0000% | $293356.00         | $46649.78          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG7941     | 2056-04-01      | 5.5000%  | 0.0000% | $1191116.00        | $1202157.12        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG6058     | 2056-04-01      | 5.0000%  | 0.0000% | $3302958.00        | $3268755.79        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2051-05-25      | 5.0000%  | 0.0000% | $2250000.00        | $1239495.60        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLAB9136     | 2043-04-01      | 2.5000%  | 0.0000% | $2002145.00        | $354134.89         | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2052-07-25      | 5.0000%  | 0.0000% | $23855000.00       | $14718487.56       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ5597     | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $902.17            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4684     | 2052-06-01      | 4.5000%  | 0.0000% | $68000.00          | $46894.26          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4602     | 2037-05-01      | 2.0000%  | 0.0000% | $35142.00          | $20512.11          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6554     | 2055-04-01      | 6.5000%  | 0.0000% | $2103911.00        | $1586621.27        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5529     | 2054-11-01      | 4.5000%  | 0.0000% | $18991.00          | $16762.78          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6870     | 2053-08-01      | 5.5000%  | 0.0000% | $3451000.00        | $2714615.71        | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2026-12-14      | 1.6000%  | 0.0000% | $50000.00          | $49637.77          | Agency Debentures and Agency Strips       |
| FNMS 03.500 CLAS4797     | 2045-04-01      | 3.5000%  | 0.0000% | $480000.00         | $59945.16          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3PQU8084     | 2052-07-01      | 4.5000%  | 0.0000% | $26597.00          | $23861.74          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV7102     | 2044-03-01      | 4.0000%  | 0.0000% | $15070611.00       | $2258048.51        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8488     | 2046-12-01      | 3.0000%  | 0.0000% | $910000.00         | $250066.07         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0118     | 2056-06-01      | 4.5000%  | 0.0000% | $350000.00         | $71038.99          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC0165     | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $50066.07          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG4400     | 2056-04-01      | 5.5000%  | 0.0000% | $1244950.00        | $1271353.59        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6562     | 2052-01-01      | 2.5000%  | 0.0000% | $99000.00          | $56085.84          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG4229     | 2056-04-01      | 6.5000%  | 0.0000% | $1428458.00        | $1500919.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG7893     | 2056-04-01      | 5.0000%  | 0.0000% | $1911000.00        | $1890167.76        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5977     | 2056-04-01      | 5.0000%  | 0.0000% | $2903389.00        | $2901614.38        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5978     | 2056-04-01      | 5.0000%  | 0.0000% | $312793.00         | $312396.93         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBU8670     | 2052-05-01      | 4.5000%  | 0.0000% | $35000.00          | $20250.26          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL745802     | 2036-07-01      | 6.0000%  | 0.0000% | $48947000.00       | $1197248.98        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG5413     | 2056-03-01      | 6.5000%  | 0.0000% | $1463600.00        | $1546468.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG8972     | 2056-05-01      | 5.5000%  | 0.0000% | $1052543.00        | $1074863.81        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0299     | 2055-01-01      | 5.5000%  | 0.0000% | $5000.00           | $4418.63           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT929971     | 2028-09-01      | 5.5000%  | 0.0000% | $12547.00          | $261.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG6645     | 2056-05-01      | 6.0000%  | 0.0000% | $2861003.00        | $2963324.86        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1111     | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $60569.32          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG2727     | 2056-02-01      | 5.5000%  | 0.0000% | $2737027.00        | $2764680.50        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2056-02-25      | 4.4952%  | 0.0000% | $83765000.00       | $83022405.88       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDG9077     | 2056-05-01      | 5.5000%  | 0.0000% | $465660.00         | $474828.64         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG9051     | 2056-05-01      | 5.5000%  | 0.0000% | $1215413.00        | $1242531.97        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8177     | 2037-09-01      | 3.5000%  | 0.0000% | $1000.00           | $558.25            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4735     | 2047-09-01      | 3.5000%  | 0.0000% | $1028.00           | $114.25            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0859     | 2050-05-01      | 3.5000%  | 0.0000% | $3621.00           | $1934.92           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8260     | 2038-10-01      | 5.0000%  | 0.0000% | $4028.00           | $2125.28           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8511     | 2036-05-01      | 2.0000%  | 0.0000% | $30000.00          | $13800.09          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3759     | 2042-09-01      | 3.5000%  | 0.0000% | $1001.00           | $99.48             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS8712     | 2033-08-01      | 4.0000%  | 0.0000% | $2234.00           | $161.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 4PZL0908     | 2034-02-01      | 5.0000%  | 0.0000% | $8067.00           | $139.38            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2507     | 2047-01-01      | 3.0000%  | 0.0000% | $100000.00         | $30985.52          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZJ9240     | 2028-03-01      | 5.0000%  | 0.0000% | $3924707.00        | $17166.09          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-01-28      | 1.7000%  | 0.0000% | $40000.00          | $39566.26          | Agency Debentures and Agency Strips       |
| FEPC 03.000 CLZL9890     | 2045-07-01      | 3.0000%  | 0.0000% | $240141.00         | $23253.19          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7905     | 2052-10-01      | 4.5000%  | 0.0000% | $23963.00          | $18743.19          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3PQU8088     | 2052-06-01      | 4.5000%  | 0.0000% | $33972.00          | $30474.26          | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2026-05-01      | 5.1700%  | 0.0000% | $719000.00         | $737482.89         | Agency Debentures and Agency Strips       |
| FEPC 02.000 CIQN9473     | 2037-02-01      | 2.0000%  | 0.0000% | $145257.00         | $75374.16          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3PQU8085     | 2052-06-01      | 4.5000%  | 0.0000% | $22781.00          | $20782.60          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2050-02-25      | 5.5000%  | 0.0000% | $12190930.00       | $4037466.86        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD8340     | 2053-07-01      | 4.5000%  | 0.0000% | $23000.00          | $18838.04          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8213     | 2052-05-01      | 3.0000%  | 0.0000% | $3000.00           | $2055.50           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQH7895     | 2054-01-01      | 4.5000%  | 0.0000% | $13529.00          | $12634.51          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8144     | 2037-03-01      | 1.5000%  | 0.0000% | $1000.00           | $580.33            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD5214     | 2054-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1747.30           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL254548     | 2032-12-01      | 5.5000%  | 0.0000% | $5881000.00        | $15879.59          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8204     | 2052-04-01      | 2.0000%  | 0.0000% | $7000.00           | $4489.85           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2076     | 2046-11-01      | 3.5000%  | 0.0000% | $55000.00          | $11450.95          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI7350     | 2038-04-01      | 4.5000%  | 0.0000% | $6904.00           | $23.69             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3538     | 2042-08-01      | 3.5000%  | 0.0000% | $4278.00           | $349.94            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ6573     | 2032-06-01      | 6.5000%  | 0.0000% | $78712.00          | $11.15             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI7346     | 2038-04-01      | 5.5000%  | 0.0000% | $8224850.00        | $50658.51          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8476     | 2054-11-01      | 6.0000%  | 0.0000% | $110013.00         | $74223.78          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6837     | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $0.04              | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0379     | 2034-12-01      | 3.5000%  | 0.0000% | $25000.00          | $5485.18           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4791     | 2048-09-01      | 4.5000%  | 0.0000% | $1000000.00        | $77718.14          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0401     | 2028-04-01      | 7.5000%  | 0.0000% | $255907.00         | $15.21             | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-05-24      | 3.3000%  | 0.0000% | $50000.00          | $50444.30          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-11-12      | 0.8400%  | 0.0000% | $25000.00          | $23962.03          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-08-24      | 0.9200%  | 0.0000% | $40000.00          | $38585.27          | Agency Debentures and Agency Strips       |
| FNMS 06.500 CLFA4403     | 2055-12-01      | 6.5000%  | 0.0000% | $3037.00           | $2810.90           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA5119     | 2052-06-01      | 2.0000%  | 0.0000% | $29734833.00       | $23736511.75       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7624     | 2054-03-01      | 6.5000%  | 0.0000% | $300000.00         | $187244.48         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA4022     | 2050-03-01      | 4.5000%  | 0.0000% | $9001.00           | $1047.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2831     | 2046-03-01      | 4.0000%  | 0.0000% | $4000.00           | $2698.33           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4054     | 2038-02-01      | 2.5000%  | 0.0000% | $11599.00          | $6982.40           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3356     | 2048-05-01      | 3.5000%  | 0.0000% | $206026.00         | $22649.71          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3939     | 2050-02-01      | 3.5000%  | 0.0000% | $9000.00           | $1179.91           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2036-01-25      | 5.5000%  | 0.0000% | $29724125.00       | $27753065.78       | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQZ7517     | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2028.86           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE7743     | 2055-07-01      | 7.0000%  | 0.0000% | $1005808.00        | $383898.44         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5441     | 2056-05-01      | 5.5000%  | 0.0000% | $45190081.00       | $46182344.73       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5736     | 2055-06-01      | 6.0000%  | 0.0000% | $19000.00          | $15144.33          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0205     | 2055-02-01      | 6.0000%  | 0.0000% | $61310.00          | $46805.44          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2060     | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $822.50            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1404     | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $815.92            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA4402     | 2055-11-01      | 6.5000%  | 0.0000% | $11512156.00       | $12156091.87       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7593     | 2050-11-01      | 2.0000%  | 0.0000% | $1800000.00        | $885307.37         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE5131     | 2055-07-01      | 6.5000%  | 0.0000% | $5000.00           | $4316.42           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX2559     | 2052-11-01      | 5.0000%  | 0.0000% | $204671.00         | $152386.39         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0977     | 2032-02-01      | 4.0000%  | 0.0000% | $36917.00          | $1784.42           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3132     | 2027-09-01      | 3.5000%  | 0.0000% | $14000.00          | $281.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL886294     | 2036-08-01      | 6.0000%  | 0.0000% | $363533.00         | $2300.11           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB6018     | 2042-08-01      | 3.5000%  | 0.0000% | $319896.00         | $21584.87          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3693     | 2049-07-01      | 4.0000%  | 0.0000% | $8634457.00        | $819880.96         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0101     | 2056-03-01      | 4.5000%  | 0.0000% | $5000.00           | $4797.08           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQY0316     | 2055-04-01      | 4.5000%  | 0.0000% | $49860.00          | $39268.95          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0076     | 2055-12-01      | 5.5000%  | 0.0000% | $11000.00          | $10502.53          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-02-25      | 5.0952%  | 0.0000% | $509134.00         | $260980.64         | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2050-12-25      | 5.5000%  | 0.0000% | $500000.00         | $395296.00         | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-03-25      | 4.9952%  | 0.0000% | $21900000.00       | $14772367.12       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2036-07-25      | 5.5000%  | 0.0000% | $4634927.00        | $4527213.27        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2050-12-25      | 5.5000%  | 0.0000% | $18042157.00       | $14952551.17       | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQA5770     | 2050-01-01      | 3.0000%  | 0.0000% | $100000.00         | $31800.06          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2036-08-25      | 5.0000%  | 0.0000% | $7465000.00        | $7169742.86        | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLQA3399     | 2049-10-01      | 4.0000%  | 0.0000% | $3000.00           | $431.71            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2050-06-25      | 5.5000%  | 0.0000% | $4100000.00        | $761557.61         | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRA1877     | 2049-11-01      | 5.0000%  | 0.0000% | $300000.00         | $67570.49          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1272     | 2052-07-01      | 4.5000%  | 0.0000% | $70000.00          | $45396.42          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8370     | 2040-03-01      | 4.5000%  | 0.0000% | $28000.00          | $23592.67          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8329     | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2364.48           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE8121     | 2052-07-01      | 3.0000%  | 0.0000% | $16880.00          | $12949.46          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8244     | 2052-09-01      | 4.0000%  | 0.0000% | $7000.00           | $5231.30           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3PQU8093     | 2052-08-01      | 4.5000%  | 0.0000% | $22534.00          | $9035.93           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD5485     | 2051-09-01      | 2.5000%  | 0.0000% | $85074.00          | $62003.16          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2190     | 2052-10-01      | 4.5000%  | 0.0000% | $20000.00          | $14479.95          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0446     | 2054-08-01      | 5.5000%  | 0.0000% | $512000.00         | $442842.28         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2047     | 2050-07-01      | 2.5000%  | 0.0000% | $135518.00         | $92916.62          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBW2490     | 2056-02-01      | 5.5000%  | 0.0000% | $2528512.00        | $2588121.30        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1258     | 2055-10-01      | 6.5000%  | 0.0000% | $1086064.00        | $1102191.91        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR3257     | 2051-02-01      | 2.0000%  | 0.0000% | $2016.00           | $929.36            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3644     | 2051-12-01      | 2.0000%  | 0.0000% | $89000.00          | $55391.27          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4131     | 2052-01-01      | 2.0000%  | 0.0000% | $122010.00         | $76266.22          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6621     | 2046-02-01      | 3.5000%  | 0.0000% | $777931.00         | $70995.65          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDF5697     | 2040-12-01      | 5.0000%  | 0.0000% | $525370.00         | $516617.64         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 R3BF0029     | 2037-09-01      | 6.0000%  | 0.0000% | $800000.00         | $92131.64          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA6216     | 2051-11-01      | 2.0000%  | 0.0000% | $97991.00          | $58172.49          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2269     | 2046-12-01      | 3.0000%  | 0.0000% | $116397.00         | $26752.26          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1719     | 2052-10-01      | 5.5000%  | 0.0000% | $50000.00          | $34480.45          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZM9304     | 2042-07-01      | 3.5000%  | 0.0000% | $20674.00          | $711.44            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD5368     | 2052-07-01      | 2.5000%  | 0.0000% | $9079.00           | $6811.17           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2278     | 2046-12-01      | 3.0000%  | 0.0000% | $40079.00          | $8999.00           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5196     | 2052-06-01      | 3.5000%  | 0.0000% | $1200.00           | $911.14            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZJ5163     | 2031-07-01      | 7.0000%  | 0.0000% | $5012.00           | $12.41             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM4689     | 2047-10-01      | 4.5000%  | 0.0000% | $131910.00         | $18331.02          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1337     | 2042-08-01      | 3.5000%  | 0.0000% | $67993.00          | $6209.87           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1383     | 2045-02-01      | 4.0000%  | 0.0000% | $540795.00         | $22811.89          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2474     | 2047-01-01      | 3.0000%  | 0.0000% | $200000.00         | $53772.65          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2276     | 2046-12-01      | 3.0000%  | 0.0000% | $48156.00          | $12978.22          | Agency Mortgage-Backed Securities         |
| GNCL CL DF4994           | 2067-04-15      | 6.2400%  | 0.0000% | $32248.00          | $33990.64          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890101     | 2039-02-01      | 6.0000%  | 0.0000% | $5150000.00        | $76427.89          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1014     | 2055-09-01      | 5.5000%  | 0.0000% | $751000.00         | $719487.54         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8866     | 2054-09-01      | 6.0000%  | 0.0000% | $55796.00          | $43179.55          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG6637     | 2056-05-01      | 6.0000%  | 0.0000% | $1090599.00        | $1139147.38        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA0490     | 2054-07-01      | 6.5000%  | 0.0000% | $3037928.00        | $1900416.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG5917     | 2056-04-01      | 5.5000%  | 0.0000% | $2055386.00        | $2055174.44        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG6560     | 2056-03-01      | 5.0000%  | 0.0000% | $1207593.00        | $1205374.38        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA0228     | 2054-12-01      | 4.0000%  | 0.0000% | $51483817.00       | $44799895.76       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG6640     | 2056-05-01      | 6.0000%  | 0.0000% | $3306788.00        | $3443779.41        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFA3278     | 2038-03-01      | 2.0000%  | 0.0000% | $1044660.00        | $898705.82         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5914     | 2056-04-01      | 5.0000%  | 0.0000% | $2217000.00        | $2203651.93        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB0164     | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.54           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX2286     | 2054-12-01      | 6.0000%  | 0.0000% | $18530.00          | $18808.96          | Agency Mortgage-Backed Securities         |
| GNII SP 783050 M         | 2040-07-20      | 5.0000%  | 0.0000% | $500000.00         | $15499.18          | Agency Mortgage-Backed Securities         |
| GNMI SP 781969 X         | 2035-08-15      | 5.0000%  | 0.0000% | $541613.00         | $9395.27           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1940     | 2055-07-01      | 6.0000%  | 0.0000% | $2048.00           | $1953.91           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL2168     | 2052-04-01      | 2.5000%  | 0.0000% | $2019.00           | $1607.63           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0543     | 2028-07-01      | 6.0000%  | 0.0000% | $42939.00          | $15.36             | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZS0712     | 2032-04-01      | 8.0000%  | 0.0000% | $8529.00           | $147.94            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS3204     | 2041-06-01      | 5.0000%  | 0.0000% | $400000.00         | $21605.28          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0614     | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $23089.67          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8120     | 2051-01-01      | 1.5000%  | 0.0000% | $15000.00          | $8081.50           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1381     | 2044-11-01      | 4.0000%  | 0.0000% | $390000.00         | $28981.54          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6705     | 2053-02-01      | 4.5000%  | 0.0000% | $17000.00          | $14480.06          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8122     | 2036-10-01      | 1.5000%  | 0.0000% | $1000.00           | $532.25            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTSC0297     | 2038-10-01      | 5.5000%  | 0.0000% | $339779.00         | $19610.84          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4218     | 2053-11-01      | 6.5000%  | 0.0000% | $98000.00          | $67670.49          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2254     | 2052-07-01      | 3.5000%  | 0.0000% | $1366.00           | $1000.75           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC U92272 G     | 2043-12-01      | 4.5000%  | 0.0000% | $400000.00         | $78255.74          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0496     | 2047-02-01      | 3.0000%  | 0.0000% | $55040.00          | $23736.64          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7549     | 2052-06-01      | 4.0000%  | 0.0000% | $20000.00          | $15140.95          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3251     | 2053-07-01      | 6.0000%  | 0.0000% | $2023.00           | $1448.12           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ9686     | 2054-11-01      | 6.0000%  | 0.0000% | $91185.00          | $78530.17          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7784     | 2052-08-01      | 4.5000%  | 0.0000% | $45000.00          | $32576.00          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM3000     | 2047-04-01      | 4.0000%  | 0.0000% | $144000.00         | $30180.51          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4785     | 2046-12-01      | 3.0000%  | 0.0000% | $301036.00         | $77104.24          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3208     | 2046-04-01      | 3.5000%  | 0.0000% | $7178.00           | $570.52            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3213     | 2046-07-01      | 3.5000%  | 0.0000% | $4255.00           | $276.66            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3WZN0398     | 2033-08-01      | 3.5000%  | 0.0000% | $4233.00           | $367.39            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1369     | 2043-12-01      | 4.0000%  | 0.0000% | $25000.00          | $1534.13           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC D98784 G     | 2031-09-01      | 4.0000%  | 0.0000% | $255593.00         | $2804.25           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2277     | 2046-12-01      | 3.0000%  | 0.0000% | $58596.00          | $14598.02          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0628     | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $13395.66          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C91295 G     | 2030-04-01      | 4.5000%  | 0.0000% | $1295000.00        | $16131.84          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3211     | 2046-05-01      | 3.5000%  | 0.0000% | $1003.00           | $77.55             | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C91309 G     | 2030-07-01      | 4.5000%  | 0.0000% | $610399.00         | $8060.03           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0480     | 2042-10-01      | 3.5000%  | 0.0000% | $500000.00         | $82556.87          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL831610     | 2036-06-01      | 6.0000%  | 0.0000% | $374880.00         | $1492.31           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5680     | 2049-03-01      | 5.0000%  | 0.0000% | $9807224.00        | $1334350.87        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIBV6012     | 2040-07-01      | 4.5000%  | 0.0000% | $25224.00          | $24288.83          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC4749     | 2051-08-01      | 2.0000%  | 0.0000% | $4115.00           | $2630.52           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB9394     | 2051-03-01      | 2.0000%  | 0.0000% | $25000.00          | $12245.08          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6155     | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $127.33            | Agency Mortgage-Backed Securities         |
| FNMS 08.500 K2589586     | 2031-05-01      | 8.5000%  | 0.0000% | $1000000.00        | $4397.17           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD4256     | 2052-01-01      | 2.5000%  | 0.0000% | $21148.00          | $13969.76          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG5891     | 2056-03-01      | 5.5000%  | 0.0000% | $2751543.00        | $2788918.66        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA5133     | 2056-01-01      | 6.0000%  | 0.0000% | $34928491.00       | $35202772.33       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4102     | 2050-02-01      | 3.5000%  | 0.0000% | $4000.00           | $1741.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG3329     | 2056-03-01      | 5.0000%  | 0.0000% | $2302460.00        | $2296285.16        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6014     | 2050-06-01      | 3.0000%  | 0.0000% | $12000.00          | $4215.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG4346     | 2056-04-01      | 4.5000%  | 0.0000% | $1034289.00        | $1001992.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5442     | 2056-05-01      | 5.5000%  | 0.0000% | $2271.00           | $2313.96           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1333     | 2056-03-01      | 5.0000%  | 0.0000% | $1667679.00        | $1657364.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG5650     | 2056-05-01      | 6.0000%  | 0.0000% | $1073010.00        | $1121398.82        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG4388     | 2056-04-01      | 5.5000%  | 0.0000% | $1492800.00        | $1515804.88        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIRC2550     | 2037-04-01      | 2.5000%  | 0.0000% | $7000.00           | $3904.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA4408     | 2054-09-01      | 6.0000%  | 0.0000% | $3072.00           | $2986.15           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFA1529     | 2038-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1600.30           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF8742     | 2055-12-01      | 4.5000%  | 0.0000% | $1172925.00        | $1083705.49        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5205     | 2034-08-01      | 5.5000%  | 0.0000% | $35216.00          | $17269.25          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4516     | 2037-01-01      | 2.0000%  | 0.0000% | $3010.00           | $1639.56           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLMA4929     | 2053-02-01      | 7.0000%  | 0.0000% | $23000.00          | $8991.86           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDE6737     | 2055-08-01      | 4.5000%  | 0.0000% | $6003.00           | $5707.11           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM3041     | 2049-08-01      | 5.5000%  | 0.0000% | $425000.00         | $99016.02          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG5668     | 2056-04-01      | 5.5000%  | 0.0000% | $1492250.00        | $1531556.69        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM6149     | 2036-02-01      | 2.0000%  | 0.0000% | $30340.00          | $12583.11          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM8988     | 2036-09-01      | 2.0000%  | 0.0000% | $2000.00           | $956.30            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL899499     | 2037-05-01      | 6.0000%  | 0.0000% | $2235231.00        | $7422.96           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL555424     | 2033-05-01      | 5.5000%  | 0.0000% | $5762.00           | $20.59             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM5563     | 2049-10-01      | 5.0000%  | 0.0000% | $780000.00         | $284390.43         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5201     | 2038-11-01      | 5.5000%  | 0.0000% | $18000.00          | $9161.40           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA1493     | 2043-05-01      | 2.5000%  | 0.0000% | $29787.00          | $6433.32           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1874     | 2051-10-01      | 3.0000%  | 0.0000% | $1400000.00        | $828162.04         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBC1171     | 2046-06-01      | 3.5000%  | 0.0000% | $5500000.00        | $635558.13         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8779     | 2051-02-01      | 2.0000%  | 0.0000% | $600000.00         | $323887.96         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8163     | 2054-03-01      | 6.0000%  | 0.0000% | $3583000.00        | $2662631.51        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV8459     | 2052-04-01      | 3.0000%  | 0.0000% | $104639.00         | $72030.86          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1290     | 2052-10-01      | 5.0000%  | 0.0000% | $1241000.00        | $889438.51         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9330     | 2055-10-01      | 6.0000%  | 0.0000% | $3354309.00        | $3500113.96        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF5841     | 2055-11-01      | 4.5000%  | 0.0000% | $3357985.00        | $3247161.66        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL1926     | 2049-01-01      | 3.5000%  | 0.0000% | $3022.00           | $2607.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0171     | 2057-01-01      | 4.0000%  | 0.0000% | $1000.00           | $259.51            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6522     | 2055-06-01      | 6.0000%  | 0.0000% | $77374.00          | $78748.71          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7990     | 2055-07-01      | 6.0000%  | 0.0000% | $3011.00           | $2946.00           | Agency Mortgage-Backed Securities         |
| GNMI SP 781904 X         | 2035-04-15      | 5.0000%  | 0.0000% | $4077839.00        | $56579.15          | Agency Mortgage-Backed Securities         |
| GNMI SF 698218 X         | 2039-06-15      | 5.0000%  | 0.0000% | $91099.00          | $3244.46           | Agency Mortgage-Backed Securities         |
| GNII SP 783356 C         | 2041-06-20      | 6.0000%  | 0.0000% | $45000.00          | $1347.25           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1253     | 2042-11-01      | 4.0000%  | 0.0000% | $398000.00         | $40260.88          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL4044     | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $986.82            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL4043     | 2056-01-01      | 6.0000%  | 0.0000% | $1049.00           | $1078.91           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL4050     | 2052-06-01      | 3.0000%  | 0.0000% | $111293.00         | $96900.72          | Agency Mortgage-Backed Securities         |
| GNII SP 783389 C         | 2039-08-20      | 6.0000%  | 0.0000% | $1000000.00        | $22243.98          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG9397     | 2056-05-01      | 5.5000%  | 0.0000% | $5130.00           | $5214.96           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1686     | 2056-03-01      | 5.0000%  | 0.0000% | $2371358.00        | $2364924.59        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0970     | 2055-03-01      | 6.0000%  | 0.0000% | $17476613.00       | $13452928.67       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2595     | 2048-08-01      | 5.0000%  | 0.0000% | $3314161.00        | $3146335.46        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2772     | 2052-02-01      | 2.0000%  | 0.0000% | $1478330.00        | $901205.02         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU6329     | 2051-12-01      | 2.5000%  | 0.0000% | $1111212.00        | $676353.06         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRR0073     | 2041-04-01      | 3.5000%  | 0.0000% | $3217.00           | $3073.71           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBT2752     | 2036-08-01      | 2.0000%  | 0.0000% | $170000.00         | $70960.51          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTBM5440     | 2038-11-01      | 4.5000%  | 0.0000% | $4000.00           | $539.35            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 GLBM5227     | 2039-12-01      | 5.5000%  | 0.0000% | $85000.00          | $27681.82          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 U4BF0247     | 2051-06-01      | 4.5000%  | 0.0000% | $2761364.00        | $755696.00         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5722     | 2045-09-01      | 3.5000%  | 0.0000% | $690000.00         | $63087.97          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5108     | 2053-08-01      | 6.0000%  | 0.0000% | $19753.00          | $12177.26          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3738     | 2034-08-01      | 3.0000%  | 0.0000% | $53000.00          | $4653.30           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2029-01-16      | 3.9200%  | 0.0000% | $14000.00          | $14091.33          | Agency Debentures and Agency Strips       |
| FNMS 06.500 CLFA5448     | 2056-04-01      | 6.5000%  | 0.0000% | $23569864.00       | $24743292.30       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX5000     | 2055-02-01      | 6.0000%  | 0.0000% | $129591.00         | $72448.06          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5443     | 2056-04-01      | 5.5000%  | 0.0000% | $44347793.00       | $45063724.08       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA5132     | 2056-03-01      | 6.0000%  | 0.0000% | $16128293.00       | $16470517.34       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5139     | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $3145.75           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6092     | 2053-10-01      | 6.0000%  | 0.0000% | $100000.00         | $63428.88          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA4762     | 2055-05-01      | 6.5000%  | 0.0000% | $11216609.00       | $11720375.71       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8685     | 2051-09-01      | 3.0000%  | 0.0000% | $1400000.00        | $756052.07         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2237     | 2046-10-01      | 4.0000%  | 0.0000% | $426000.00         | $267003.09         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6561     | 2055-02-01      | 6.0000%  | 0.0000% | $12778.00          | $12883.66          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA6056     | 2056-04-01      | 6.5000%  | 0.0000% | $16613704.00       | $17349892.30       | Agency Mortgage-Backed Securities         |
| GNMI SF 662584 X         | 2037-09-15      | 6.5000%  | 0.0000% | $6189125.00        | $53498.36          | Agency Mortgage-Backed Securities         |
| GNMI SF 705406 X         | 2039-01-15      | 6.5000%  | 0.0000% | $589915.00         | $2016.32           | Agency Mortgage-Backed Securities         |
| GNMI SF 700933 X         | 2038-11-15      | 6.0000%  | 0.0000% | $127499.00         | $1867.16           | Agency Mortgage-Backed Securities         |
| GNMI SF 677527 X         | 2037-11-15      | 6.0000%  | 0.0000% | $809875.00         | $6666.10           | Agency Mortgage-Backed Securities         |
| GNMI SF 689876 X         | 2038-09-15      | 6.5000%  | 0.0000% | $497597.00         | $4031.70           | Agency Mortgage-Backed Securities         |
| GNMI SF 682229 X         | 2049-07-15      | 4.0000%  | 0.0000% | $13034.00          | $1634.11           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1261     | 2056-02-01      | 5.0000%  | 0.0000% | $1307683.00        | $1298673.08        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0434     | 2051-11-01      | 2.5000%  | 0.0000% | $180000.00         | $102690.32         | Agency Mortgage-Backed Securities         |
| GNII SF 763450 C         | 2031-05-20      | 5.0000%  | 0.0000% | $2063.00           | $66.64             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA5409     | 2052-09-01      | 3.5000%  | 0.0000% | $990176.00         | $920304.67         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4307     | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $440.56            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM5423     | 2051-01-01      | 2.5000%  | 0.0000% | $487674.00         | $258457.95         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5341     | 2054-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1690.28           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4598     | 2052-05-01      | 2.5000%  | 0.0000% | $18000.00          | $12033.50          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5272     | 2054-02-01      | 6.0000%  | 0.0000% | $162267.00         | $91177.44          | Agency Mortgage-Backed Securities         |
| GNMI SF 696528 X         | 2038-08-15      | 6.0000%  | 0.0000% | $92000.00          | $220.62            | Agency Mortgage-Backed Securities         |
| GNMI SF 677019 X         | 2038-05-15      | 6.5000%  | 0.0000% | $1841150.00        | $16016.79          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7989     | 2055-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2879.01           | Agency Mortgage-Backed Securities         |
| GNMI SF 677202 X         | 2038-08-15      | 6.5000%  | 0.0000% | $3461153.00        | $87811.16          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG6012     | 2056-04-01      | 5.5000%  | 0.0000% | $1006805.00        | $1032742.38        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG8336     | 2056-04-01      | 6.0000%  | 0.0000% | $4035063.00        | $4199360.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG7892     | 2056-04-01      | 5.0000%  | 0.0000% | $1693397.00        | $1688145.40        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0287     | 2054-12-01      | 6.0000%  | 0.0000% | $1597761.00        | $1063056.18        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG1298     | 2056-02-01      | 6.5000%  | 0.0000% | $5000.00           | $5254.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG6932     | 2056-04-01      | 6.5000%  | 0.0000% | $1032883.00        | $1096985.90        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0689     | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1038.61           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE6915     | 2055-12-01      | 6.5000%  | 0.0000% | $1365975.00        | $1442222.33        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRAL4741     | 2044-01-01      | 4.5000%  | 0.0000% | $700000.00         | $85447.67          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1918     | 2050-02-01      | 3.0000%  | 0.0000% | $5733000.00        | $3588234.14        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2227     | 2055-10-01      | 6.0000%  | 0.0000% | $1818000.00        | $1619778.81        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL9546     | 2046-11-01      | 3.5000%  | 0.0000% | $26100000.00       | $3685218.57        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM1577     | 2034-09-01      | 3.5000%  | 0.0000% | $7000.00           | $1353.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF2415     | 2055-11-01      | 6.5000%  | 0.0000% | $1256284.00        | $1333015.86        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3300     | 2055-11-01      | 5.5000%  | 0.0000% | $2064.00           | $2078.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 R3BF0056     | 2039-07-01      | 6.0000%  | 0.0000% | $327386.00         | $50077.29          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4063     | 2056-01-01      | 5.5000%  | 0.0000% | $2052.00           | $2027.80           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF7645     | 2055-12-01      | 5.5000%  | 0.0000% | $1566821.00        | $1504681.39        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIDF7749     | 2040-12-01      | 4.0000%  | 0.0000% | $260374.00         | $250240.08         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK7936     | 2048-11-01      | 4.0000%  | 0.0000% | $2000000.00        | $350155.89         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA6054     | 2056-04-01      | 5.5000%  | 0.0000% | $35519766.00       | $35900202.44       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8299     | 2046-11-01      | 3.0000%  | 0.0000% | $2940836.00        | $677800.23         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PRE6029     | 2050-02-01      | 3.0000%  | 0.0000% | $280000.00         | $29180.73          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT0987     | 2043-04-01      | 3.0000%  | 0.0000% | $12984170.00       | $2637184.08        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8964     | 2045-06-01      | 4.5000%  | 0.0000% | $1577926.00        | $162818.96         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL829141     | 2035-10-01      | 6.0000%  | 0.0000% | $95749.00          | $769.35            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL252717     | 2029-09-01      | 7.5000%  | 0.0000% | $141827.00         | $53.57             | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2027-09-29      | 4.0000%  | 0.0000% | $52000.00          | $52265.33          | Agency Debentures and Agency Strips       |
| FNMS 05.500 CLBX8180     | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $760.69            | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIRC1880     | 2036-03-01      | 1.5000%  | 0.0000% | $20401.00          | $8938.71           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4119     | 2052-03-01      | 2.5000%  | 0.0000% | $15000000.00       | $9697721.39        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBT6754     | 2036-09-01      | 2.0000%  | 0.0000% | $500000.00         | $264149.70         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC1873     | 2054-09-01      | 6.0000%  | 0.0000% | $3480000.00        | $2768300.97        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4614     | 2045-05-01      | 3.5000%  | 0.0000% | $5127.00           | $517.18            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PZA3224     | 2046-11-01      | 4.0000%  | 0.0000% | $2074.00           | $141.49            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8044     | 2050-02-01      | 3.0000%  | 0.0000% | $11000.00          | $1921.22           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6429     | 2054-05-01      | 5.5000%  | 0.0000% | $8000.00           | $6719.07           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5883     | 2054-06-01      | 6.5000%  | 0.0000% | $100000.00         | $72625.86          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN2802     | 2035-07-01      | 2.5000%  | 0.0000% | $13814.00          | $5200.29           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA6226     | 2050-01-01      | 3.5000%  | 0.0000% | $198151.00         | $53467.42          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN1779     | 2035-03-01      | 2.5000%  | 0.0000% | $5000.00           | $1458.74           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8236     | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $725.49            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8266     | 2038-11-01      | 5.5000%  | 0.0000% | $3000.00           | $1435.83           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8215     | 2052-05-01      | 4.0000%  | 0.0000% | $8000.00           | $5483.23           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8225     | 2052-07-01      | 3.0000%  | 0.0000% | $46000.00          | $32548.57          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8206     | 2052-04-01      | 3.0000%  | 0.0000% | $29000.00          | $19414.08          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6706     | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $867.78            | Agency Mortgage-Backed Securities         |
| GNMI SF 664352 X         | 2037-09-15      | 6.5000%  | 0.0000% | $66169.00          | $1406.29           | Agency Mortgage-Backed Securities         |
| GNMI SP 782451 X         | 2038-10-15      | 6.5000%  | 0.0000% | $1250000.00        | $7983.80           | Agency Mortgage-Backed Securities         |
| GNMI SF 658701 X         | 2037-05-15      | 6.0000%  | 0.0000% | $2363930.00        | $27960.95          | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZA0674     | 2030-04-01      | 8.0000%  | 0.0000% | $30247.00          | $5.15              | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4586     | 2044-10-01      | 4.0000%  | 0.0000% | $550000.00         | $37644.12          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0751     | 2031-05-01      | 7.0000%  | 0.0000% | $856095.00         | $339.04            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2254     | 2038-08-01      | 5.5000%  | 0.0000% | $1000.00           | $7.22              | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZI0724     | 2033-09-01      | 7.5000%  | 0.0000% | $7053.00           | $159.26            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PZA3218     | 2046-09-01      | 4.0000%  | 0.0000% | $622590.00         | $52459.99          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN2103     | 2048-12-01      | 4.5000%  | 0.0000% | $83819.00          | $4174.80           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4668     | 2046-06-01      | 3.5000%  | 0.0000% | $477059.00         | $51171.94          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4768     | 2048-05-01      | 3.5000%  | 0.0000% | $332940.00         | $36848.93          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4761     | 2046-12-01      | 3.0000%  | 0.0000% | $286000.00         | $64982.21          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT1859     | 2049-03-01      | 5.0000%  | 0.0000% | $421000.00         | $77740.83          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-10-21      | 3.7500%  | 0.0000% | $55000.00          | $54860.05          | Agency Debentures and Agency Strips       |
| FEPC 04.500 CLZT1953     | 2049-05-01      | 4.5000%  | 0.0000% | $57000.00          | $5095.75           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-12-29      | 0.8750%  | 0.0000% | $25000.00          | $23858.40          | Agency Debentures and Agency Strips       |
| 07.000 FGPC G05394 G     | 2035-05-01      | 7.0000%  | 0.0000% | $26323.00          | $1153.80           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA3518     | 2053-10-01      | 5.5000%  | 0.0000% | $150283.00         | $90426.94          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2051-03-25      | 5.0000%  | 0.0000% | $30426493.00       | $17214098.11       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLDC5086     | 2054-10-01      | 5.0000%  | 0.0000% | $1177576.00        | $1028757.69        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 K2253973     | 2031-07-01      | 6.5000%  | 0.0000% | $26011196.00       | $14526.02          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC6823     | 2054-12-01      | 5.5000%  | 0.0000% | $1479103.00        | $1492684.52        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2056-03-25      | 4.4452%  | 0.0000% | $35635482.00       | $35477639.22       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDF2912     | 2055-11-01      | 6.5000%  | 0.0000% | $1419766.00        | $1502471.34        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3016     | 2052-03-01      | 2.5000%  | 0.0000% | $1000000.00        | $638966.37         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA4119     | 2049-09-01      | 4.0000%  | 0.0000% | $275000.00         | $67940.92          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF7656     | 2056-01-01      | 5.5000%  | 0.0000% | $4251368.00        | $4309225.14        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB2949     | 2037-02-01      | 2.0000%  | 0.0000% | $7327731.00        | $4371525.29        | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2028-12-11      | 1.0500%  | 0.0000% | $25000.00          | $23311.45          | Agency Debentures and Agency Strips       |
| FNMS 04.500 CLCB4093     | 2052-07-01      | 4.5000%  | 0.0000% | $830458.00         | $558767.91         | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2026-11-23      | 1.4300%  | 0.0000% | $40000.00          | $39737.98          | Agency Debentures and Agency Strips       |
| FNMS 06.000 CLFA5129     | 2056-04-01      | 6.0000%  | 0.0000% | $15614182.00       | $16330194.48       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5267     | 2051-05-01      | 3.0000%  | 0.0000% | $35115.00          | $17522.98          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188     | 2052-01-01      | 2.0000%  | 0.0000% | $27000.00          | $16735.87          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8243     | 2052-09-01      | 3.5000%  | 0.0000% | $6000.00           | $4396.96           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8218     | 2052-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1973.58           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8921     | 2027-11-01      | 6.0000%  | 0.0000% | $2500000.00        | $1102.35           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQA1029     | 2049-07-01      | 5.5000%  | 0.0000% | $16223.00          | $3343.91           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8705     | 2033-07-01      | 3.5000%  | 0.0000% | $1000.00           | $74.62             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4608     | 2045-03-01      | 4.0000%  | 0.0000% | $632080.00         | $51044.56          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4607     | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4611     | 2045-04-01      | 4.0000%  | 0.0000% | $999000.00         | $63195.03          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7522     | 2052-06-01      | 4.5000%  | 0.0000% | $35000.00          | $22930.78          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA7615     | 2052-10-01      | 5.5000%  | 0.0000% | $49000.00          | $37318.52          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0979     | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $643.64            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC U99076 G     | 2043-12-01      | 4.5000%  | 0.0000% | $300000.00         | $50553.55          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8135     | 2052-10-01      | 5.5000%  | 0.0000% | $40000.00          | $27358.75          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC2103     | 2036-07-01      | 2.0000%  | 0.0000% | $1878.00           | $1070.01           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS2140     | 2038-05-01      | 6.5000%  | 0.0000% | $2345.00           | $29.62             | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8141     | 2037-02-01      | 2.0000%  | 0.0000% | $2002.00           | $1118.69           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB0571     | 2036-10-01      | 2.0000%  | 0.0000% | $40287.00          | $21946.03          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB0424     | 2035-10-01      | 2.0000%  | 0.0000% | $2000.00           | $776.12            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2026-07-27      | 1.0000%  | 0.0000% | $20000.00          | $19923.71          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-06-15      | 1.2500%  | 0.0000% | $120000.00         | $58594.17          | Agency Debentures and Agency Strips       |
| FEPC 03.500 CLZS4633     | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $92.56             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4730     | 2047-08-01      | 3.5000%  | 0.0000% | $484000.00         | $49603.22          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8624     | 2031-10-01      | 2.5000%  | 0.0000% | $40000.00          | $4583.98           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4599     | 2045-01-01      | 3.5000%  | 0.0000% | $64000.00          | $5182.95           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-08-26      | 0.9000%  | 0.0000% | $25000.00          | $24110.53          | Agency Debentures and Agency Strips       |
| FEPC 03.000 CIZS8646     | 2032-03-01      | 3.0000%  | 0.0000% | $24930.00          | $2521.88           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-05-04      | 1.2000%  | 0.0000% | $90000.00          | $34306.99          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-08-20      | 1.1000%  | 0.0000% | $15000.00          | $14911.53          | Agency Debentures and Agency Strips       |
| FEPC 04.500 CTZS8833     | 2027-06-01      | 4.5000%  | 0.0000% | $296446.00         | $14.66             | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2026-12-23      | 1.0500%  | 0.0000% | $30000.00          | $29595.07          | Agency Debentures and Agency Strips       |
| FNMS 04.000 CLCA1119     | 2048-02-01      | 4.0000%  | 0.0000% | $1309622.00        | $297651.80         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA9390     | 2051-03-01      | 2.5000%  | 0.0000% | $2430.00           | $1559.47           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8240     | 2052-07-01      | 2.0000%  | 0.0000% | $2008.00           | $1314.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDB4377     | 2054-05-01      | 4.5000%  | 0.0000% | $1037461.00        | $817681.32         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8432     | 2054-05-01      | 6.0000%  | 0.0000% | $8866.00           | $5322.95           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ2940     | 2045-09-01      | 3.5000%  | 0.0000% | $675000.00         | $72000.97          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2767     | 2055-03-01      | 6.5000%  | 0.0000% | $1145739.00        | $1185369.57        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8276     | 2052-12-01      | 5.0000%  | 0.0000% | $14000.00          | $10691.61          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8360     | 2053-09-01      | 4.5000%  | 0.0000% | $30426.00          | $25173.92          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8438     | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $735.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT257500     | 2028-11-01      | 6.0000%  | 0.0000% | $5277564.00        | $15780.67          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4020     | 2052-07-01      | 4.0000%  | 0.0000% | $8000.00           | $5467.27           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9297     | 2055-09-01      | 6.0000%  | 0.0000% | $1101365.00        | $1144662.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF2913     | 2055-11-01      | 6.5000%  | 0.0000% | $3000.00           | $2900.94           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA2674     | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1732.26           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB3860     | 2052-06-01      | 4.5000%  | 0.0000% | $50194402.00       | $33257487.94       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0631     | 2052-02-01      | 3.0000%  | 0.0000% | $7000.00           | $4369.32           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6833     | 2053-01-01      | 5.0000%  | 0.0000% | $186700.00         | $148971.03         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1256     | 2055-10-01      | 6.0000%  | 0.0000% | $1347622.00        | $1042382.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CNMA5848     | 2035-09-01      | 5.5000%  | 0.0000% | $1159150.00        | $933729.79         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3418     | 2054-10-01      | 6.5000%  | 0.0000% | $3028.00           | $2703.63           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1291     | 2042-12-01      | 4.0000%  | 0.0000% | $3400000.00        | $411147.46         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6599     | 2052-09-01      | 3.5000%  | 0.0000% | $4000.00           | $3109.13           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF3243     | 2055-11-01      | 5.0000%  | 0.0000% | $1012822.00        | $978378.60         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF3811     | 2055-12-01      | 5.0000%  | 0.0000% | $1451573.00        | $1311851.08        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS9447     | 2047-04-01      | 3.0000%  | 0.0000% | $2777155.00        | $357605.32         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA6039     | 2041-04-01      | 5.5000%  | 0.0000% | $468213.00         | $475710.04         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0911     | 2054-12-01      | 6.0000%  | 0.0000% | $10188.00          | $6458.54           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS8166     | 2047-02-01      | 4.0000%  | 0.0000% | $6126151.00        | $4774691.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5010     | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $700.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5297     | 2054-03-01      | 6.5000%  | 0.0000% | $89209.00          | $39069.91          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1563     | 2055-06-01      | 6.5000%  | 0.0000% | $100265.00         | $76266.69          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3321     | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1859.43           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL2254     | 2053-10-01      | 3.0000%  | 0.0000% | $2067.00           | $1753.53           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL2820     | 2052-05-01      | 4.5000%  | 0.0000% | $7071.00           | $6680.16           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB1717     | 2056-05-01      | 5.5000%  | 0.0000% | $4000.00           | $4067.10           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL5046     | 2056-04-01      | 6.0000%  | 0.0000% | $2076.00           | $2170.72           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5107     | 2053-08-01      | 5.5000%  | 0.0000% | $282638.00         | $206102.22         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4962     | 2053-03-01      | 4.0000%  | 0.0000% | $2500000.00        | $1955748.68        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0630     | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1272.43           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8759     | 2051-09-01      | 2.5000%  | 0.0000% | $350000.00         | $206576.55         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM6411     | 2045-11-01      | 3.5000%  | 0.0000% | $4000.00           | $1565.54           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS0097     | 2047-07-01      | 5.0000%  | 0.0000% | $2447578.00        | $1176074.75        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG3188     | 2056-04-01      | 5.0000%  | 0.0000% | $4093025.00        | $4064467.85        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDG5235     | 2041-04-01      | 5.0000%  | 0.0000% | $1175631.00        | $1198188.75        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG5922     | 2056-04-01      | 6.0000%  | 0.0000% | $1685260.00        | $1756040.69        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG5703     | 2056-04-01      | 5.5000%  | 0.0000% | $1088606.00        | $1114647.15        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG6055     | 2056-03-01      | 5.5000%  | 0.0000% | $6133455.00        | $6223251.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1957     | 2056-04-01      | 5.5000%  | 0.0000% | $1126941.00        | $1155532.12        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF9124     | 2055-12-01      | 6.0000%  | 0.0000% | $1388721.00        | $1423042.11        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9611     | 2054-12-01      | 5.0000%  | 0.0000% | $136846558.00      | $127561038.48      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG5632     | 2056-04-01      | 6.0000%  | 0.0000% | $1593123.00        | $1657938.95        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG4382     | 2056-04-01      | 5.5000%  | 0.0000% | $1290568.00        | $1302521.96        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0188     | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $853.30            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4053     | 2035-06-01      | 2.5000%  | 0.0000% | $29000.00          | $7568.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC2817     | 2046-09-01      | 3.0000%  | 0.0000% | $16523798.00       | $3509640.46        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRAV7116     | 2044-03-01      | 4.5000%  | 0.0000% | $200000.00         | $38175.89          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA6061     | 2041-04-01      | 5.0000%  | 0.0000% | $24018739.00       | $24261274.89       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBT1825     | 2036-06-01      | 2.0000%  | 0.0000% | $293000.00         | $147848.70         | Agency Mortgage-Backed Securities         |

### Security 692: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES 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: ARP1HCE85, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1HCE85
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MA3311 M       | 2045-12-20      | 4.0000%  | 0.0000% | $1000.00           | $83.68             | Agency Mortgage-Backed Securities         |
| GNII SF MA5264 M       | 2048-06-20      | 4.0000%  | 0.0000% | $1000.00           | $84.45             | Agency Mortgage-Backed Securities         |
| GNII SF BW5983 C       | 2050-07-20      | 3.5000%  | 0.0000% | $4365240.00        | $3412229.30        | Agency Mortgage-Backed Securities         |
| GNRA 2025-117 FA       | 2055-07-20      | 4.7901%  | 0.0000% | $1078900.00        | $945694.22         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-022 TF       | 2052-02-20      | 3.5000%  | 0.0000% | $49997568.00       | $21146915.90       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-172 GF       | 2055-10-20      | 4.6401%  | 0.0000% | $46224329.00       | $43542475.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 FC       | 2055-07-20      | 4.7401%  | 0.0000% | $99748376.00       | $89464262.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 FC       | 2053-09-20      | 4.8401%  | 0.0000% | $50000000.00       | $13180364.92       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $23110400.00       | $23140558.43       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.71             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $700.00            | $689.69            | U.S. Treasuries (including strips)        |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1533.00           | $254.28            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4584   | 2056-02-01      | 5.0000%  | 0.0000% | $1023.00           | $999.21            | Agency Mortgage-Backed Securities         |
| GNII SF MA5137 M       | 2048-04-20      | 4.0000%  | 0.0000% | $153126144.00      | $11548039.01       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1459   | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $685.93            | Agency Mortgage-Backed Securities         |
| GNII SF MA3522 M       | 2046-03-20      | 4.0000%  | 0.0000% | $2780.00           | $225.65            | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $1024.00           | $684.69            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $1000.00           | $735.62            | U.S. Treasuries (including strips)        |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $1000.00           | $69.34             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $300.00            | $328.85            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $86.78             | U.S. Treasuries (including strips)        |
| GNRA 2025-004 FH       | 2055-01-20      | 4.9401%  | 0.0000% | $26135429.00       | $16594113.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $1000.00           | $626.64            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA       | 2054-10-20      | 4.7901%  | 0.0000% | $80956209.00       | $58354711.09       | Agency Collateralized Mortgage Obligation |
| GNII SF MA5595 M       | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $87.28             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4306   | 2056-02-01      | 5.5000%  | 0.0000% | $25710100.00       | $25127829.74       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $464.80            | Agency Mortgage-Backed Securities         |
| GNRA 2023-020 TF       | 2053-02-20      | 4.5401%  | 0.0000% | $50000000.00       | $22838845.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-188 FB       | 2055-11-20      | 5.0401%  | 0.0000% | $100000000.00      | $84448351.97       | Agency Collateralized Mortgage Obligation |
| GNII SF MA9726 M       | 2054-06-20      | 6.0000%  | 0.0000% | $70173992.00       | $40412407.71       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2002   | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $972.16            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2384   | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1043.84           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6706   | 2054-01-01      | 4.5000%  | 0.0000% | $25000.00          | $21694.45          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $700.00            | $688.01            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $1100.00           | $1123.99           | U.S. Treasuries (including strips)        |
| GNRA 2025-174 YF       | 2055-09-20      | 4.6401%  | 0.0000% | $85012094.00       | $81996607.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-223 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $1344.00           | $771.83            | Agency Collateralized Mortgage Obligation |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $6661760.00        | $4395767.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-07-20      | 4.5000%  | 0.0000% | $1024.00           | $830.84            | Agency Mortgage-Backed Securities         |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $3024.00           | $2970.40           | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $827.70            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-08-25      | 0.0000%  | 0.0000% | $100.00            | $98.82             | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSD3600   | 2053-08-01      | 5.5000%  | 0.0000% | $1052.00           | $845.97            | Agency Mortgage-Backed Securities         |
| GNRA 2025-061 FE       | 2055-04-20      | 4.6901%  | 0.0000% | $535778.00         | $436491.05         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB       | 2055-02-20      | 4.7901%  | 0.0000% | $61635600.00       | $43463170.44       | Agency Collateralized Mortgage Obligation |
| GNII SF MA4383 M       | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $84.62             | Agency Mortgage-Backed Securities         |
| GNRA 2025-131 AF       | 2055-08-20      | 4.8901%  | 0.0000% | $1000.00           | $951.36            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 YF       | 2055-03-20      | 4.8401%  | 0.0000% | $1415500.00        | $819122.55         | Agency Collateralized Mortgage Obligation |
| GNII SF MA8567 M       | 2053-01-20      | 4.0000%  | 0.0000% | $23226112.00       | $17100878.97       | Agency Mortgage-Backed Securities         |
| GNMI SF 778869 X       | 2042-02-15      | 4.0000%  | 0.0000% | $1000.00           | $76.34             | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $638.77            | Agency Mortgage-Backed Securities         |
| GNMI SF 790794 X       | 2042-07-15      | 3.5000%  | 0.0000% | $1000.00           | $161.48            | Agency Mortgage-Backed Securities         |
| GNII SF MA7880 M       | 2052-02-20      | 2.0000%  | 0.0000% | $120015872.00      | $71630617.01       | Agency Mortgage-Backed Securities         |
| GNII SF MA9849 M       | 2054-08-20      | 4.5000%  | 0.0000% | $1120.00           | $1029.63           | Agency Mortgage-Backed Securities         |
| GNRA 2024-126 FW       | 2054-08-20      | 4.7901%  | 0.0000% | $100000000.00      | $56418483.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 FN       | 2055-11-20      | 5.0401%  | 0.0000% | $149835998.00      | $126293738.19      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 FG       | 2055-05-20      | 5.0401%  | 0.0000% | $1000.00           | $674.84            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 FN       | 2055-04-20      | 4.9401%  | 0.0000% | $11660152.00       | $10024085.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-062 FE       | 2055-04-20      | 4.6901%  | 0.0000% | $9509575.00        | $5884932.72        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-152 FH       | 2055-09-20      | 4.7401%  | 0.0000% | $100000000.00      | $89705756.66       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $1100.00           | $1033.05           | U.S. Treasuries (including strips)        |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $1593050.00        | $1286467.92        | Agency Mortgage-Backed Securities         |
| GNII SF MB0092 M       | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $782.97            | Agency Mortgage-Backed Securities         |
| GNII SF MB0260 M       | 2055-02-20      | 6.0000%  | 0.0000% | $2032.00           | $1193.42           | Agency Mortgage-Backed Securities         |
| GNII AP 787887 M       | 2055-01-20      | 4.0000%  | 0.0000% | $1000.00           | $739.71            | Agency Mortgage-Backed Securities         |
| GNRA 2025-169 FC       | 2055-10-20      | 4.6401%  | 0.0000% | $99997500.00       | $93952722.55       | Agency Collateralized Mortgage Obligation |
| GNII SF MA8427 M       | 2052-11-20      | 4.5000%  | 0.0000% | $1000.00           | $732.75            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7575   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $923.51            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $203.31            | Agency Mortgage-Backed Securities         |
| GNRA 2025-131 FW       | 2055-08-20      | 4.7401%  | 0.0000% | $100000000.00      | $96834418.16       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-175 BF       | 2051-10-20      | 3.5000%  | 0.0000% | $39053465.00       | $24755584.17       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $26031600.00       | $26046813.38       | U.S. Treasuries (including strips)        |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $601.83            | Agency Mortgage-Backed Securities         |
| GNRA 2025-022 FA       | 2055-02-20      | 4.7501%  | 0.0000% | $99908700.00       | $76586219.82       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $26297600.00       | $16037932.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH       | 2054-10-20      | 4.8401%  | 0.0000% | $12875200.00       | $8056775.77        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLTA0839   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $962.46            | Agency Mortgage-Backed Securities         |
| GNMI SF 793264 X       | 2042-03-15      | 3.5000%  | 0.0000% | $1000.00           | $91.96             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $19306100.00       | $19016248.77       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $800.00            | $795.06            | U.S. Treasuries (including strips)        |
| GNRA 2024-084 FA       | 2054-05-20      | 4.7701%  | 0.0000% | $31098856.00       | $26165751.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FD       | 2055-02-20      | 4.7101%  | 0.0000% | $4212500.00        | $2995227.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 FE       | 2055-11-20      | 5.0901%  | 0.0000% | $39748550.00       | $34214505.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 YF       | 2054-09-20      | 4.8401%  | 0.0000% | $121282752.00      | $87493786.12       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ       | 2055-06-20      | 4.8401%  | 0.0000% | $23718880.00       | $21826033.95       | Agency Collateralized Mortgage Obligation |
| GNII SF MA6818 M       | 2050-08-20      | 2.0000%  | 0.0000% | $1000.00           | $413.36            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $638.48            | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $5407.00           | $782.94            | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $2047.00           | $149.46            | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $1024.00           | $94.34             | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $1038.00           | $95.63             | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $1024.00           | $104.49            | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M       | 2049-04-20      | 4.5000%  | 0.0000% | $297852.00         | $24116.85          | Agency Mortgage-Backed Securities         |
| GNII SF MA5596 M       | 2048-11-20      | 4.5000%  | 0.0000% | $1104.00           | $77.94             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1918   | 2051-10-01      | 3.0000%  | 0.0000% | $45937451.00       | $26763977.87       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6059   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.67           | Agency Mortgage-Backed Securities         |
| GNRA 2021-214 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $541535.00         | $332679.54         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $49998423.00       | $27278719.82       | Agency Collateralized Mortgage Obligation |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $684.31            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-12-25      | 5.0452%  | 0.0000% | $1000.00           | $825.25            | Agency Collateralized Mortgage Obligation |

### Security 693: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA 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: ARP1HCE93, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1HCE93
- **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:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLBC2848 | 2046-09-01      | 3.0000%  | 0.0000% | $223312555.00      | $40355501.15       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP8083 | 2050-08-01      | 2.0000%  | 0.0000% | $86823462.00       | $40608626.54       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8078 | 2046-10-01      | 3.0000%  | 0.0000% | $183689944.00      | $39837675.23       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB6204 | 2042-09-01      | 3.0000%  | 0.0000% | $251271923.00      | $36847870.89       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP8078 | 2050-08-01      | 2.0000%  | 0.0000% | $18993645.00       | $8930114.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8654 | 2047-01-01      | 3.5000%  | 0.0000% | $309136065.00      | $40450212.06       | Agency Mortgage-Backed Securities |

### Security 694: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 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: ARP1HCEA0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1HCEA0
- **C.18 - Value (incl. sponsor support):** $1616000000.00
- **C.18.a - Value (excl. sponsor support):** $1616000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAR 842047 G                                      | 2054-04-01      | 4.8330%  | 0.0000% | $1360091.00        | $1235662.01        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8168                               | 2037-08-01      | 2.5000%  | 0.0000% | $16943322.00       | $10218425.37       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2433                               | 2047-01-01      | 3.5000%  | 0.0000% | $5265593.00        | $1665073.24        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9470                               | 2054-11-01      | 5.0000%  | 0.0000% | $3065708.00        | $2685364.14        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9565                               | 2053-08-01      | 5.5000%  | 0.0000% | $21426989.00       | $17012685.46       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4273                               | 2052-07-01      | 5.0000%  | 0.0000% | $44096.00          | $29797.80          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8790                               | 2053-04-01      | 5.0000%  | 0.0000% | $94460.00          | $71002.79          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3988                               | 2050-11-01      | 2.5000%  | 0.0000% | $8332273.00        | $3507716.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9973                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.43           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7577                               | 2052-06-01      | 5.0000%  | 0.0000% | $324741.00         | $203347.52         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8113                               | 2050-12-01      | 2.0000%  | 0.0000% | $396159.00         | $205039.65         | Agency Mortgage-Backed Securities         |
| FKAR 04.340 WNWN1267                               | 2028-08-01      | 4.3400%  | 0.0000% | $13536.00          | $13537.94          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2054-11-25      | 4.8952%  | 0.0000% | $2048.00           | $1581.97           | Agency Collateralized Mortgage Obligation |
| GNII SF MA9017 M                                   | 2053-07-20      | 5.5000%  | 0.0000% | $114080099.00      | $79568398.54       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL956942                               | 2037-12-01      | 6.5000%  | 0.0000% | $1680292.00        | $5126.40           | Agency Mortgage-Backed Securities         |
| GNII SP 784039 M                                   | 2045-05-20      | 5.0000%  | 0.0000% | $35000.00          | $2395.34           | Agency Mortgage-Backed Securities         |
| GNMI SP 781746 X                                   | 2034-05-15      | 5.0000%  | 0.0000% | $125000.00         | $1768.68           | Agency Mortgage-Backed Securities         |
| GNMI SP 781516 X                                   | 2032-09-15      | 6.5000%  | 0.0000% | $410052.00         | $786.54            | Agency Mortgage-Backed Securities         |
| GNII SP 786553 C                                   | 2049-07-20      | 4.5000%  | 0.0000% | $2032.00           | $1419.27           | Agency Mortgage-Backed Securities         |
| GNII SF MA2605 M                                   | 2045-02-20      | 5.5000%  | 0.0000% | $3032.00           | $197.40            | Agency Mortgage-Backed Securities         |
| GNII SF MA1376 M                                   | 2043-10-20      | 4.0000%  | 0.0000% | $2004.00           | $105.04            | Agency Mortgage-Backed Securities         |
| GNII SF MA0857 M                                   | 2043-03-20      | 6.0000%  | 0.0000% | $1000.00           | $37.45             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA4341                               | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.32           | Agency Mortgage-Backed Securities         |
| GNII SF MA3309 M                                   | 2045-12-20      | 3.0000%  | 0.0000% | $1000.00           | $106.85            | Agency Mortgage-Backed Securities         |
| GNII SF MA0225 M                                   | 2038-03-20      | 6.0000%  | 0.0000% | $1003.00           | $34.05             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA2637                               | 2056-01-01      | 4.5000%  | 0.0000% | $1584866.00        | $1523470.48        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0860                               | 2055-04-01      | 5.5000%  | 0.0000% | $5096.00           | $4907.51           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4009                               | 2055-09-01      | 5.5000%  | 0.0000% | $347913.00         | $344807.08         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC9127                               | 2055-07-01      | 4.5000%  | 0.0000% | $3747272.00        | $3572168.28        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ8036                               | 2055-11-01      | 5.0000%  | 0.0000% | $6000.00           | $5952.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3485                               | 2055-09-01      | 5.5000%  | 0.0000% | $6431136.00        | $6273773.86        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3898                               | 2051-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1380.85           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4957                               | 2056-04-01      | 5.5000%  | 0.0000% | $20496.00          | $20873.92          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA3861                               | 2052-04-01      | 2.5000%  | 0.0000% | $2910468.00        | $2426988.95        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2297                               | 2055-04-01      | 6.5000%  | 0.0000% | $1305876.00        | $1059106.02        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX4371                               | 2053-04-01      | 6.5000%  | 0.0000% | $7002.00           | $6704.56           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA1191                               | 2052-08-01      | 3.5000%  | 0.0000% | $4948139.00        | $4020458.52        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3732                               | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $952.02            | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M                                   | 2053-06-20      | 5.5000%  | 0.0000% | $1016303.00        | $703489.63         | Agency Mortgage-Backed Securities         |
| GNII SF MA8429 M                                   | 2052-10-20      | 5.5000%  | 0.0000% | $22781754.00       | $14853161.48       | Agency Mortgage-Backed Securities         |
| GNII SF MA8346 M                                   | 2052-10-20      | 4.0000%  | 0.0000% | $135365.00         | $96886.99          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4551                               | 2052-07-01      | 3.0000%  | 0.0000% | $3100000.00        | $2697687.63        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB0693                               | 2036-06-01      | 2.0000%  | 0.0000% | $4707200.00        | $2396488.99        | Agency Mortgage-Backed Securities         |
| GNMI SF 456155 X                                   | 2028-04-15      | 6.5000%  | 0.0000% | $321750.00         | $92.10             | Agency Mortgage-Backed Securities         |
| GNII SF MB0624 M                                   | 2055-08-20      | 6.0000%  | 0.0000% | $4576628.00        | $4495501.30        | Agency Mortgage-Backed Securities         |
| GNII SF MB0996 M                                   | 2056-03-20      | 5.0000%  | 0.0000% | $2788410.00        | $2774635.73        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4096                               | 2050-08-01      | 2.5000%  | 0.0000% | $4099.00           | $1468.51           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4182                               | 2050-11-01      | 2.0000%  | 0.0000% | $2101.00           | $1054.73           | Agency Mortgage-Backed Securities         |
| GNII SF 005203 M                                   | 2041-10-20      | 4.0000%  | 0.0000% | $1000.00           | $45.75             | Agency Mortgage-Backed Securities         |
| GNMI SP 781210 X                                   | 2029-09-15      | 6.5000%  | 0.0000% | $532000.00         | $416.00            | Agency Mortgage-Backed Securities         |
| GNMI SF CU0262 X                                   | 2053-08-15      | 6.5000%  | 0.0000% | $4000.00           | $4080.84           | Agency Mortgage-Backed Securities         |
| GNMI SF 464756 X                                   | 2028-08-15      | 6.5000%  | 0.0000% | $1500000.00        | $1205.54           | Agency Mortgage-Backed Securities         |
| GNMI SF 464835 X                                   | 2028-09-15      | 6.5000%  | 0.0000% | $862654.00         | $693.83            | Agency Mortgage-Backed Securities         |
| GNMI SF 460872 X                                   | 2028-07-15      | 6.5000%  | 0.0000% | $25000.00          | $4.69              | Agency Mortgage-Backed Securities         |
| GNII SF MA9780 M                                   | 2054-07-20      | 6.0000%  | 0.0000% | $5000.00           | $2850.50           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS9398                               | 2053-10-01      | 3.0000%  | 0.0000% | $3190930.00        | $2531548.83        | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M                                   | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $811.37            | Agency Mortgage-Backed Securities         |
| GNII SF MA6480 M                                   | 2050-02-20      | 6.0000%  | 0.0000% | $3529.00           | $357.09            | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M                                   | 2053-05-20      | 5.5000%  | 0.0000% | $2000.00           | $1375.25           | Agency Mortgage-Backed Securities         |
| GNII SF MA7471 M                                   | 2051-07-20      | 2.0000%  | 0.0000% | $2000.00           | $1067.16           | Agency Mortgage-Backed Securities         |
| GNII SF MA7479 M                                   | 2051-07-20      | 6.0000%  | 0.0000% | $1000.00           | $234.59            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA3265                               | 2056-01-01      | 5.5000%  | 0.0000% | $12264.00          | $12335.92          | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M                                   | 2052-04-20      | 3.5000%  | 0.0000% | $44777722.00       | $29546614.09       | Agency Mortgage-Backed Securities         |
| GNII SF MA7137 M                                   | 2051-01-20      | 3.0000%  | 0.0000% | $794445.00         | $278434.95         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4910                               | 2056-04-01      | 5.0000%  | 0.0000% | $41239.00          | $41295.49          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB0185                               | 2056-04-01      | 5.5000%  | 0.0000% | $2067034.00        | $2105322.82        | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M                                   | 2053-02-20      | 5.5000%  | 0.0000% | $126987.00         | $79291.59          | Agency Mortgage-Backed Securities         |
| GNII SF MA5402 M                                   | 2036-04-20      | 6.0000%  | 0.0000% | $755998.00         | $98171.50          | Agency Mortgage-Backed Securities         |
| GNII SF MA4842 M                                   | 2039-08-20      | 6.0000%  | 0.0000% | $199000.00         | $15883.02          | Agency Mortgage-Backed Securities         |
| GNII SF 766711 C                                   | 2042-05-20      | 4.0000%  | 0.0000% | $1079.00           | $113.87            | Agency Mortgage-Backed Securities         |
| GNMI SP 781598 X                                   | 2033-05-15      | 5.0000%  | 0.0000% | $200000.00         | $1584.62           | Agency Mortgage-Backed Securities         |
| GNII SP 786429 C                                   | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $700.25            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6358                               | 2056-04-01      | 5.0000%  | 0.0000% | $157255.00         | $155421.99         | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 KF                                   | 2054-10-20      | 4.6601%  | 0.0000% | $2004.00           | $1543.90           | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRJ6023                               | 2056-03-01      | 5.5000%  | 0.0000% | $106087.00         | $107739.49         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0093                               | 2056-02-01      | 4.5000%  | 0.0000% | $5898064.00        | $5648435.09        | Agency Mortgage-Backed Securities         |
| GNRA 2022-170 FA                                   | 2052-09-20      | 4.6401%  | 0.0000% | $25698.00          | $15397.92          | Agency Collateralized Mortgage Obligation |
| GNII SF 004169 M                                   | 2038-06-20      | 5.5000%  | 0.0000% | $25000.00          | $295.08            | Agency Mortgage-Backed Securities         |
| GNMI SF 550162 X                                   | 2031-07-15      | 6.5000%  | 0.0000% | $510000.00         | $501.89            | Agency Mortgage-Backed Securities         |
| GNMI SF 555824 X                                   | 2031-06-15      | 6.5000%  | 0.0000% | $911331.00         | $1236.25           | Agency Mortgage-Backed Securities         |
| GNMI SP 781014 X                                   | 2029-04-15      | 6.0000%  | 0.0000% | $230000.00         | $360.46            | Agency Mortgage-Backed Securities         |
| GNMI SF 486470 X                                   | 2028-08-15      | 6.5000%  | 0.0000% | $990000.00         | $216.79            | Agency Mortgage-Backed Securities         |
| GNMI SF 486598 X                                   | 2028-10-15      | 6.5000%  | 0.0000% | $1885697.00        | $1169.37           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2028-05-31      | 3.6250%  | 0.0000% | $145341000.00      | $146590609.18      | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRA9268                               | 2053-06-01      | 5.5000%  | 0.0000% | $74954446.00       | $58421947.69       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY1161                               | 2053-04-01      | 5.5000%  | 0.0000% | $67700.00          | $65416.24          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0437                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $993.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA5333                               | 2050-03-01      | 3.0000%  | 0.0000% | $3216788.00        | $1203384.86        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7078                               | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $539.80            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5843                               | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $999.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG6736                               | 2056-04-01      | 5.5000%  | 0.0000% | $226419.00         | $230126.96         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879                               | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $743.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1859                               | 2056-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1002.14           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4622                               | 2052-06-01      | 2.0000%  | 0.0000% | $555011.00         | $366743.15         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM1056                               | 2049-06-01      | 5.5000%  | 0.0000% | $9927809.00        | $2290522.58        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4599                               | 2052-05-01      | 3.0000%  | 0.0000% | $566162.00         | $388294.46         | Agency Mortgage-Backed Securities         |
| GNII SF MA8878 M                                   | 2053-05-20      | 5.0000%  | 0.0000% | $15050.00          | $11681.01          | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M                                   | 2053-01-20      | 6.0000%  | 0.0000% | $4000.00           | $1893.78           | Agency Mortgage-Backed Securities         |
| GNII SF MA2684 M                                   | 2031-05-20      | 6.5000%  | 0.0000% | $100000.00         | $10346.17          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1572                               | 2048-09-01      | 3.0000%  | 0.0000% | $5819982.00        | $1410318.48        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4413                               | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $598.32            | Agency Mortgage-Backed Securities         |
| GNII ET DJ6158 C                                   | 2065-04-20      | 7.0000%  | 0.0000% | $4061.00           | $345.57            | Agency Mortgage-Backed Securities         |
| GNII SF MA2679 M                                   | 2045-03-20      | 4.0000%  | 0.0000% | $4036.00           | $376.54            | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M                                   | 2052-10-20      | 5.0000%  | 0.0000% | $10627.00          | $7536.10           | Agency Mortgage-Backed Securities         |
| GNII SF MA3377 M                                   | 2046-01-20      | 4.0000%  | 0.0000% | $4113.00           | $331.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2232                               | 2056-03-01      | 5.5000%  | 0.0000% | $40749999.00       | $41081734.66       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0102                               | 2056-03-01      | 5.0000%  | 0.0000% | $1436144.00        | $1408036.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5760                               | 2055-07-01      | 5.5000%  | 0.0000% | $560220.00         | $486374.93         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL2052                               | 2055-08-01      | 5.0000%  | 0.0000% | $577000.00         | $550242.53         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2475                               | 2055-05-01      | 5.5000%  | 0.0000% | $1120.00           | $947.32            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ2700                               | 2029-12-01      | 4.5200%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL3153                               | 2051-01-01      | 3.5000%  | 0.0000% | $1001.00           | $880.18            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA5525                               | 2056-01-01      | 4.5000%  | 0.0000% | $2438036.00        | $2340833.99        | Agency Mortgage-Backed Securities         |
| GNII SF 003473 M                                   | 2033-11-20      | 5.5000%  | 0.0000% | $110000.00         | $1160.84           | Agency Mortgage-Backed Securities         |
| GNII SF 004245 M                                   | 2038-09-20      | 6.0000%  | 0.0000% | $225000.00         | $1848.30           | Agency Mortgage-Backed Securities         |
| GNII SF 003295 M                                   | 2032-10-20      | 5.5000%  | 0.0000% | $381469.00         | $1743.56           | Agency Mortgage-Backed Securities         |
| GNMI SF 582407 X                                   | 2032-11-15      | 6.5000%  | 0.0000% | $150000.00         | $578.21            | Agency Mortgage-Backed Securities         |
| GNII SF 003487 M                                   | 2033-12-20      | 5.0000%  | 0.0000% | $80169.00          | $844.25            | Agency Mortgage-Backed Securities         |
| GNMI SF 604723 X                                   | 2033-10-15      | 6.0000%  | 0.0000% | $300000.00         | $862.19            | Agency Mortgage-Backed Securities         |
| GNII SF 004370 M                                   | 2039-02-20      | 5.5000%  | 0.0000% | $25000.00          | $353.67            | Agency Mortgage-Backed Securities         |
| GNII SF 003133 M                                   | 2031-09-20      | 6.5000%  | 0.0000% | $25000.00          | $29.71             | Agency Mortgage-Backed Securities         |
| GNRA 2026-045 FM                                   | 2056-03-20      | 4.3901%  | 0.0000% | $15216016.00       | $15207111.48       | Agency Collateralized Mortgage Obligation |
| GNII SF MA5334 M                                   | 2048-07-20      | 6.0000%  | 0.0000% | $2000.00           | $249.86            | Agency Mortgage-Backed Securities         |
| GNII SF MA4906 M                                   | 2035-12-20      | 6.5000%  | 0.0000% | $156678.00         | $19477.69          | Agency Mortgage-Backed Securities         |
| GNII SF MA1096 M                                   | 2038-11-20      | 6.5000%  | 0.0000% | $1987.00           | $109.65            | Agency Mortgage-Backed Securities         |
| GNII SF MA4724 M                                   | 2047-09-20      | 6.0000%  | 0.0000% | $2018.00           | $224.08            | Agency Mortgage-Backed Securities         |
| GNII SF MA4509 M                                   | 2046-12-20      | 3.0000%  | 0.0000% | $5490880.00        | $709373.90         | Agency Mortgage-Backed Securities         |
| GNII SF MA3033 M                                   | 2045-08-20      | 3.0000%  | 0.0000% | $2824.00           | $339.68            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2031-06-30      | 4.2500%  | 0.0000% | $1000.00           | $1021.51           | U.S. Treasuries (including strips)        |
| GNMI SF CU0277 X                                   | 2053-09-15      | 7.0000%  | 0.0000% | $20022.00          | $19743.33          | Agency Mortgage-Backed Securities         |
| GNII SF MB1070 M                                   | 2056-03-20      | 5.0000%  | 0.0000% | $15571237.00       | $15542037.47       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2027-06-30      | 3.7500%  | 0.0000% | $17116100.00       | $17308843.36       | U.S. Treasuries (including strips)        |
| GNII SF MA7533 M                                   | 2051-08-20      | 2.0000%  | 0.0000% | $1845625.00        | $993957.21         | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M                                   | 2052-06-20      | 4.0000%  | 0.0000% | $21459.00          | $14711.67          | Agency Mortgage-Backed Securities         |
| GNII SF CB4292 C                                   | 2051-03-20      | 4.0000%  | 0.0000% | $18234.00          | $12248.48          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1070                               | 2052-04-01      | 3.5000%  | 0.0000% | $2945760.00        | $1798529.55        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7879                               | 2053-02-01      | 5.5000%  | 0.0000% | $5003.00           | $3781.07           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8205                               | 2052-04-01      | 2.5000%  | 0.0000% | $21200231.00       | $13781400.26       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8553                               | 2053-02-01      | 6.0000%  | 0.0000% | $1649652.00        | $1196606.44        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.57             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2053-05-15      | 3.6250%  | 0.0000% | $900.00            | $728.04            | U.S. Treasuries (including strips)        |
| GNMI SF 486873 X                                   | 2029-01-15      | 6.5000%  | 0.0000% | $451732.00         | $255.03            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-07-31      | 3.8253%  | 0.0000% | $400.00            | $400.14            | U.S. Treasuries (including strips)        |
| GNMI SP 781553 X                                   | 2032-11-15      | 6.5000%  | 0.0000% | $1029.00           | $2.93              | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M                                   | 2047-04-20      | 4.0000%  | 0.0000% | $4016.00           | $339.85            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB0634                               | 2056-04-01      | 5.5000%  | 0.0000% | $1230380.00        | $1258113.45        | Agency Mortgage-Backed Securities         |
| GNII SF MA5822 M                                   | 2049-03-20      | 6.5000%  | 0.0000% | $1000.00           | $115.41            | Agency Mortgage-Backed Securities         |
| GNII SF MA5881 M                                   | 2038-11-20      | 6.5000%  | 0.0000% | $1000.00           | $114.74            | Agency Mortgage-Backed Securities         |
| GNII SF MA6338 M                                   | 2049-12-20      | 3.0000%  | 0.0000% | $1000.00           | $163.20            | Agency Mortgage-Backed Securities         |
| GNII SF MA5597 M                                   | 2048-11-20      | 5.0000%  | 0.0000% | $1002.00           | $57.52             | Agency Mortgage-Backed Securities         |
| GNII SF MA6339 M                                   | 2049-12-20      | 3.5000%  | 0.0000% | $1711128.00        | $207867.21         | Agency Mortgage-Backed Securities         |
| GNII SF MA8044 M                                   | 2052-05-20      | 3.5000%  | 0.0000% | $63764225.00       | $42120165.91       | Agency Mortgage-Backed Securities         |
| GNII SF MA6415 M                                   | 2049-10-20      | 6.0000%  | 0.0000% | $2001.00           | $277.18            | Agency Mortgage-Backed Securities         |
| GNII SF MA6159 M                                   | 2049-09-20      | 6.0000%  | 0.0000% | $1000.00           | $118.67            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2036-02-15      | 4.5000%  | 0.0000% | $900.00            | $919.26            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2033-02-15      | 3.5000%  | 0.0000% | $1200.00           | $1157.26           | U.S. Treasuries (including strips)        |
| GNRA 2026-003 FN                                   | 2056-01-20      | 4.7401%  | 0.0000% | $15834953.00       | $15481195.49       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-047 KF                                   | 2056-03-20      | 4.8901%  | 0.0000% | $1000.00           | $899.70            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2033-08-15      | 3.8750%  | 0.0000% | $800.00            | $787.06            | U.S. Treasuries (including strips)        |
| GNII SF 003931 M                                   | 2036-12-20      | 6.0000%  | 0.0000% | $90000.00          | $997.98            | Agency Mortgage-Backed Securities         |
| GNII SF 003598 M                                   | 2034-08-20      | 6.0000%  | 0.0000% | $25083.00          | $241.83            | Agency Mortgage-Backed Securities         |
| GNII SF 004468 M                                   | 2039-06-20      | 4.5000%  | 0.0000% | $125000.00         | $3239.49           | Agency Mortgage-Backed Securities         |
| GNMI SF 609409 X                                   | 2033-05-15      | 6.0000%  | 0.0000% | $108891.00         | $252.10            | Agency Mortgage-Backed Securities         |
| GNMI SF 468164 X                                   | 2028-08-15      | 6.5000%  | 0.0000% | $1433212.00        | $735.30            | Agency Mortgage-Backed Securities         |
| GNII SF 004005 M                                   | 2037-07-20      | 5.5000%  | 0.0000% | $85000.00          | $771.28            | Agency Mortgage-Backed Securities         |
| GNII SF 003611 M                                   | 2034-09-20      | 6.0000%  | 0.0000% | $50000.00          | $515.00            | Agency Mortgage-Backed Securities         |
| GNII SF 003227 M                                   | 2032-04-20      | 6.0000%  | 0.0000% | $145000.00         | $357.35            | Agency Mortgage-Backed Securities         |
| GNII SF MB0935 M                                   | 2056-02-20      | 4.5000%  | 0.0000% | $1284170.00        | $1236813.62        | Agency Mortgage-Backed Securities         |
| GNII SF DQ9693 C                                   | 2056-04-20      | 6.5000%  | 0.0000% | $103875.00         | $111065.65         | Agency Mortgage-Backed Securities         |
| GNII SF MA5528 M                                   | 2048-10-20      | 4.0000%  | 0.0000% | $696999.00         | $60660.20          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA3709                               | 2056-01-01      | 5.5000%  | 0.0000% | $78050.00          | $79929.83          | Agency Mortgage-Backed Securities         |
| GNII SF MA8427 M                                   | 2052-11-20      | 4.5000%  | 0.0000% | $1257000.00        | $921062.57         | Agency Mortgage-Backed Securities         |
| GNII SF MA7826 M                                   | 2052-01-20      | 2.0000%  | 0.0000% | $9477884.00        | $5606693.02        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL4332                               | 2055-09-01      | 6.5000%  | 0.0000% | $497020.00         | $494806.10         | Agency Mortgage-Backed Securities         |
| GNMI SP 781576 X                                   | 2033-03-15      | 6.5000%  | 0.0000% | $358433.00         | $512.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2239                               | 2056-03-01      | 5.5000%  | 0.0000% | $19175600.00       | $19211822.26       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0439                               | 2055-05-01      | 6.0000%  | 0.0000% | $3391410.00        | $2943816.97        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2241                               | 2056-03-01      | 5.5000%  | 0.0000% | $31280640.00       | $31461077.15       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2237                               | 2056-03-01      | 5.5000%  | 0.0000% | $21253139.00       | $21528279.33       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7935                               | 2054-01-01      | 6.0000%  | 0.0000% | $1033670.00        | $853516.53         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG1602                               | 2056-02-01      | 4.5000%  | 0.0000% | $68194.00          | $65666.02          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9524                               | 2054-11-01      | 6.5000%  | 0.0000% | $1024.00           | $1004.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8085                               | 2054-02-01      | 6.0000%  | 0.0000% | $1001.00           | $844.91            | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-107       A-1    20291025 1.2 | 2029-10-25      | 1.2280%  | 0.0000% | $38000.00          | $18929.90          | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLCB2054                               | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $588.49            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBL5691                               | 2027-03-01      | 1.7700%  | 0.0000% | $1619872.00        | $1589290.17        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3616                               | 2052-05-01      | 4.0000%  | 0.0000% | $2730000.00        | $1946932.06        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBN8937                               | 2049-06-01      | 3.5000%  | 0.0000% | $1934962.00        | $431512.32         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8192                               | 2052-02-01      | 1.5000%  | 0.0000% | $730263.00         | $453800.60         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG7216                               | 2053-07-01      | 5.0000%  | 0.0000% | $439000.00         | $360715.31         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3060                               | 2050-07-01      | 3.0000%  | 0.0000% | $3510099.00        | $1079205.74        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2053-10-25      | 4.9452%  | 0.0000% | $1000.00           | $524.12            | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLFM9538                               | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $584.50            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2042-11-15      | 4.2230%  | 0.0000% | $1650.00           | $376.77            | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFS4930                               | 2050-07-01      | 3.0000%  | 0.0000% | $3908424.00        | $2791530.51        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4261                               | 2036-02-01      | 2.0000%  | 0.0000% | $134618.00         | $58154.62          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY4721                               | 2053-06-01      | 7.0000%  | 0.0000% | $1001337.00        | $1073943.68        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2434                               | 2055-07-01      | 6.0000%  | 0.0000% | $183406.00         | $165374.22         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM8017                               | 2056-05-01      | 4.7820%  | 0.0000% | $1262810.00        | $1260720.26        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2584                               | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $3403.57           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6320                               | 2053-05-01      | 5.5000%  | 0.0000% | $1008.00           | $760.69            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3847                               | 2050-10-01      | 2.5000%  | 0.0000% | $2838685.00        | $1118580.01        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8100                               | 2050-10-01      | 3.0000%  | 0.0000% | $1093.00           | $337.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF1317                               | 2052-10-01      | 5.5000%  | 0.0000% | $8683.00           | $6160.27           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC9627                               | 2055-01-01      | 6.0000%  | 0.0000% | $1434913.00        | $1300673.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE1755                               | 2055-06-01      | 5.5000%  | 0.0000% | $2476855.00        | $2409876.78        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH2482                               | 2053-10-01      | 5.5000%  | 0.0000% | $854154.00         | $697749.96         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0414                               | 2051-05-01      | 2.5000%  | 0.0000% | $23708250.00       | $13486255.60       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2054-11-25      | 4.8952%  | 0.0000% | $21408.00          | $15945.11          | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLCA6738                               | 2050-08-01      | 3.0000%  | 0.0000% | $3523548.00        | $1277911.24        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4798                               | 2052-10-01      | 5.0000%  | 0.0000% | $3146572.00        | $2374852.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3647                               | 2052-05-01      | 5.0000%  | 0.0000% | $2482372.00        | $1592063.12        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB4698                               | 2052-09-01      | 6.0000%  | 0.0000% | $2346796.00        | $1668554.54        | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank                           | 2036-08-12      | 2.2200%  | 0.0000% | $3000.00           | $2413.34           | Agency Debentures and Agency Strips       |
| MNRM CL004A2 R19M004                               | 2031-02-25      | 3.6100%  | 0.0000% | $31000.00          | $25004.80          | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2056-04-25      | 4.9452%  | 0.0000% | $12185.00          | $12139.95          | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCB4686                               | 2052-09-01      | 5.0000%  | 0.0000% | $3138963.00        | $2127536.93        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD4526                               | 2052-03-01      | 2.0000%  | 0.0000% | $3421694.00        | $2419076.86        | Agency Mortgage-Backed Securities         |
| FKAR 02.770 WNWN0077                               | 2040-03-01      | 2.7700%  | 0.0000% | $1179.00           | $926.48            | Agency Mortgage-Backed Securities         |
| FKAR 04.350 WNWN1643                               | 2035-06-01      | 4.3500%  | 0.0000% | $1010.00           | $985.76            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8114                               | 2050-12-01      | 2.5000%  | 0.0000% | $600462.00         | $261565.49         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2046-11-25      | 4.1830%  | 0.0000% | $19023.00          | $1610.57           | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2049-10-25      | 4.2596%  | 0.0000% | $1000.00           | $280.27            | Agency Collateralized Mortgage Obligation |
| GNII SF 002547 M                                   | 2028-02-20      | 6.5000%  | 0.0000% | $25000.00          | $9.64              | Agency Mortgage-Backed Securities         |
| GNII SF DI2248 C                                   | 2055-07-20      | 6.5000%  | 0.0000% | $10151.00          | $10807.92          | Agency Mortgage-Backed Securities         |
| GNII SF 003272 M                                   | 2032-08-20      | 5.5000%  | 0.0000% | $35042.00          | $221.58            | Agency Mortgage-Backed Securities         |
| GNII SF 003330 M                                   | 2032-12-20      | 4.5000%  | 0.0000% | $25000.00          | $546.73            | Agency Mortgage-Backed Securities         |
| GNII SF 003214 M                                   | 2032-03-20      | 6.0000%  | 0.0000% | $404000.00         | $1149.93           | Agency Mortgage-Backed Securities         |
| GNII SF DP3314 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $13013.00          | $13770.14          | Agency Mortgage-Backed Securities         |
| GNII SF DP3331 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $41688.00          | $44136.37          | Agency Mortgage-Backed Securities         |
| GNII SF 003544 M                                   | 2034-04-20      | 5.5000%  | 0.0000% | $152865.00         | $1833.24           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0810                               | 2055-04-01      | 6.5000%  | 0.0000% | $7002.00           | $7174.65           | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M                                   | 2050-06-20      | 3.0000%  | 0.0000% | $10276299.00       | $2450760.13        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS6348                               | 2050-09-01      | 4.5000%  | 0.0000% | $1561000.00        | $1154352.93        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS5444                               | 2051-11-01      | 2.0000%  | 0.0000% | $3587999.00        | $2418791.59        | Agency Mortgage-Backed Securities         |
| GNII SF DA9885 C                                   | 2054-04-20      | 7.5000%  | 0.0000% | $543477.00         | $422181.11         | Agency Mortgage-Backed Securities         |
| GNII SF MA7987 M                                   | 2052-03-20      | 2.5000%  | 0.0000% | $27976.00          | $17082.30          | Agency Mortgage-Backed Securities         |
| GNRA 2023-070 FA                                   | 2053-05-20      | 4.6401%  | 0.0000% | $2758.00           | $1875.32           | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQZ3143                               | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $877.65            | Agency Mortgage-Backed Securities         |
| GNMI SF 493674 X                                   | 2028-12-15      | 6.5000%  | 0.0000% | $194456.00         | $399.35            | Agency Mortgage-Backed Securities         |
| GNMI SP 781468 X                                   | 2032-07-15      | 6.5000%  | 0.0000% | $508220.00         | $994.49            | Agency Mortgage-Backed Securities         |
| GNMI SF 565489 X                                   | 2032-07-15      | 6.5000%  | 0.0000% | $390000.00         | $1944.48           | Agency Mortgage-Backed Securities         |
| GNII SF 004143 M                                   | 2038-05-20      | 5.0000%  | 0.0000% | $80000.00          | $973.96            | Agency Mortgage-Backed Securities         |
| GNII SF 004168 M                                   | 2038-06-20      | 5.0000%  | 0.0000% | $45000.00          | $584.24            | Agency Mortgage-Backed Securities         |
| GNII SP 786077 C                                   | 2052-03-20      | 3.0000%  | 0.0000% | $1000.00           | $608.13            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5757                               | 2055-07-01      | 4.0000%  | 0.0000% | $27000.00          | $24497.41          | Agency Mortgage-Backed Securities         |
| GNMI SP 781459 X                                   | 2032-06-15      | 6.0000%  | 0.0000% | $167000.00         | $494.02            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL5147                               | 2056-05-01      | 5.5000%  | 0.0000% | $21141807.00       | $21569728.93       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA6052                               | 2056-04-01      | 4.5000%  | 0.0000% | $6648272.00        | $6415595.78        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL5165                               | 2056-01-01      | 5.5000%  | 0.0000% | $19713293.00       | $19935275.64       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470                               | 2054-09-01      | 5.5000%  | 0.0000% | $2636193.00        | $1994898.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM2317                               | 2049-12-01      | 5.0000%  | 0.0000% | $1000.00           | $334.44            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS8557                               | 2052-05-01      | 4.0000%  | 0.0000% | $8694916.00        | $6945455.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1227                               | 2055-10-01      | 5.5000%  | 0.0000% | $7070256.00        | $6795461.88        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0084                               | 2056-01-01      | 5.0000%  | 0.0000% | $6000.00           | $5810.14           | Agency Mortgage-Backed Securities         |
| GNII SF MA5135 M                                   | 2048-04-20      | 3.0000%  | 0.0000% | $1000.00           | $146.12            | Agency Mortgage-Backed Securities         |
| GNII SF MA3806 M                                   | 2046-05-20      | 5.0000%  | 0.0000% | $149356.00         | $14253.35          | Agency Mortgage-Backed Securities         |
| GNII SF MA5140 M                                   | 2048-04-20      | 5.5000%  | 0.0000% | $1000.00           | $100.92            | Agency Mortgage-Backed Securities         |
| GNII SF MA3804 M                                   | 2046-07-20      | 4.0000%  | 0.0000% | $1009.00           | $90.69             | Agency Mortgage-Backed Securities         |
| GNII SF MA5020 M                                   | 2048-02-20      | 4.0000%  | 0.0000% | $3004.00           | $282.17            | Agency Mortgage-Backed Securities         |
| GNII SF MA4586 M                                   | 2047-07-20      | 3.5000%  | 0.0000% | $1000.00           | $115.73            | Agency Mortgage-Backed Securities         |
| GNII SF MA6043 M                                   | 2049-05-20      | 5.5000%  | 0.0000% | $3000.00           | $253.40            | Agency Mortgage-Backed Securities         |
| GNII SF MA5710 M                                   | 2049-01-20      | 4.0000%  | 0.0000% | $4736806.00        | $359221.53         | Agency Mortgage-Backed Securities         |
| GNII SF MA5195 M                                   | 2048-05-20      | 5.5000%  | 0.0000% | $2001.00           | $142.92            | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M                                   | 2049-04-20      | 4.5000%  | 0.0000% | $1001.00           | $81.05             | Agency Mortgage-Backed Securities         |
| GNII SF MA4010 M                                   | 2032-10-20      | 6.5000%  | 0.0000% | $1000.00           | $154.60            | Agency Mortgage-Backed Securities         |
| GNII SF MA2967 M                                   | 2038-12-20      | 6.5000%  | 0.0000% | $1000.00           | $93.94             | Agency Mortgage-Backed Securities         |
| GNII SF MA6158 M                                   | 2049-09-20      | 5.5000%  | 0.0000% | $1000.00           | $132.58            | Agency Mortgage-Backed Securities         |
| GNII SF MA4592 M                                   | 2038-12-20      | 6.5000%  | 0.0000% | $55000.00          | $8052.48           | Agency Mortgage-Backed Securities         |
| GNII SF MA1158 M                                   | 2043-07-20      | 4.0000%  | 0.0000% | $99446.00          | $8233.06           | Agency Mortgage-Backed Securities         |
| GNII SF MA3106 M                                   | 2045-09-20      | 4.0000%  | 0.0000% | $1013.00           | $68.47             | Agency Mortgage-Backed Securities         |
| GNII SF DG1265 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $4938.00           | $5018.74           | Agency Mortgage-Backed Securities         |
| GNII SF MA3808 M                                   | 2036-04-20      | 6.0000%  | 0.0000% | $4005.00           | $384.46            | Agency Mortgage-Backed Securities         |
| GNII SF MA5651 M                                   | 2048-12-20      | 4.0000%  | 0.0000% | $31433000.00       | $2749538.04        | Agency Mortgage-Backed Securities         |
| GNII SF MA6414 M                                   | 2049-12-20      | 5.5000%  | 0.0000% | $1010.00           | $106.25            | Agency Mortgage-Backed Securities         |
| GNII SF MA6656 M                                   | 2050-05-20      | 3.0000%  | 0.0000% | $114107055.00      | $26286874.87       | Agency Mortgage-Backed Securities         |
| GNII SF MA5141 M                                   | 2048-04-20      | 6.0000%  | 0.0000% | $2003.00           | $181.30            | Agency Mortgage-Backed Securities         |
| GNII SF MA6344 M                                   | 2038-10-20      | 6.0000%  | 0.0000% | $1000.00           | $174.92            | Agency Mortgage-Backed Securities         |
| GNII SF 004399 M                                   | 2039-03-20      | 5.5000%  | 0.0000% | $50000.00          | $950.99            | Agency Mortgage-Backed Securities         |
| GNII SF 003171 M                                   | 2031-12-20      | 5.5000%  | 0.0000% | $75121.00          | $304.26            | Agency Mortgage-Backed Securities         |
| GNII SF 003865 M                                   | 2036-06-20      | 6.0000%  | 0.0000% | $121000.00         | $1238.39           | Agency Mortgage-Backed Securities         |
| GNII SF 003851 M                                   | 2036-05-20      | 5.5000%  | 0.0000% | $208129.00         | $2147.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7603                               | 2050-10-01      | 5.0000%  | 0.0000% | $1000.00           | $772.62            | Agency Mortgage-Backed Securities         |
| GNII SF 003359 M                                   | 2033-03-20      | 5.0000%  | 0.0000% | $570000.00         | $4191.38           | Agency Mortgage-Backed Securities         |
| GNRM 2026-010 AE                                   | 2056-01-20      | 4.5000%  | 0.0000% | $25164907.00       | $24286834.13       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLMA6029                               | 2056-04-01      | 5.0000%  | 0.0000% | $497000.00         | $490024.73         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5761                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $794.75            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4465                               | 2051-11-01      | 2.0000%  | 0.0000% | $6785428.00        | $4155372.74        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4563                               | 2052-03-01      | 2.5000%  | 0.0000% | $11171.00          | $7117.36           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3065                               | 2055-10-01      | 5.5000%  | 0.0000% | $204742.00         | $196569.57         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9569                               | 2055-12-01      | 5.5000%  | 0.0000% | $2852512.00        | $2899354.77        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ9180                               | 2055-11-01      | 5.0000%  | 0.0000% | $12694.00          | $12336.51          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL3560                               | 2052-01-01      | 2.5000%  | 0.0000% | $1604004.00        | $1343623.61        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM8020                               | 2056-04-01      | 4.6810%  | 0.0000% | $13776239.00       | $13760228.34       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0116                               | 2056-04-01      | 4.0000%  | 0.0000% | $126436134.00      | $118917258.05      | Agency Mortgage-Backed Securities         |
| GNRA 2025-169 FB                                   | 2055-10-20      | 4.6401%  | 0.0000% | $186000.00         | $185019.46         | Agency Collateralized Mortgage Obligation |
| GNII SF MA6936 M                                   | 2050-10-20      | 5.0000%  | 0.0000% | $2000.00           | $519.81            | Agency Mortgage-Backed Securities         |
| GNII SF MA2305 M                                   | 2044-10-20      | 4.5000%  | 0.0000% | $4008.00           | $247.22            | Agency Mortgage-Backed Securities         |
| GNII SF MA3243 M                                   | 2045-11-20      | 3.0000%  | 0.0000% | $1000.00           | $110.76            | Agency Mortgage-Backed Securities         |
| GNII SF MA3375 M                                   | 2046-01-20      | 3.0000%  | 0.0000% | $2005.00           | $215.37            | Agency Mortgage-Backed Securities         |
| GNII SF AA3114 C                                   | 2043-03-20      | 3.5000%  | 0.0000% | $232925.00         | $20354.10          | Agency Mortgage-Backed Securities         |
| GNII SF MA1286 M                                   | 2043-09-20      | 4.0000%  | 0.0000% | $1005.00           | $53.64             | Agency Mortgage-Backed Securities         |
| GNII SF MA3172 M                                   | 2045-10-20      | 3.0000%  | 0.0000% | $3471.00           | $357.06            | Agency Mortgage-Backed Securities         |
| GNII SF MA4195 M                                   | 2047-01-20      | 3.0000%  | 0.0000% | $143997.00         | $19160.94          | Agency Mortgage-Backed Securities         |
| GNII SF MA3458 M                                   | 2046-02-20      | 5.5000%  | 0.0000% | $13973.00          | $1089.60           | Agency Mortgage-Backed Securities         |
| GNII SF MA3109 M                                   | 2045-09-20      | 5.5000%  | 0.0000% | $209000.00         | $19196.53          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.50             | U.S. Treasuries (including strips)        |
| GNII SF MA1678 M                                   | 2044-02-20      | 4.0000%  | 0.0000% | $46822.00          | $2562.43           | Agency Mortgage-Backed Securities         |
| GNII SF 004521 M                                   | 2039-08-20      | 5.5000%  | 0.0000% | $187000.00         | $4769.85           | Agency Mortgage-Backed Securities         |
| GNII SF 003692 M                                   | 2035-03-20      | 6.0000%  | 0.0000% | $26112.00          | $368.94            | Agency Mortgage-Backed Securities         |
| GNMI SF 569159 X                                   | 2032-03-15      | 6.5000%  | 0.0000% | $25000.00          | $37.78             | Agency Mortgage-Backed Securities         |
| GNII SF 004072 M                                   | 2038-01-20      | 5.5000%  | 0.0000% | $44000.00          | $412.93            | Agency Mortgage-Backed Securities         |
| GNII SF 003306 M                                   | 2032-11-20      | 5.5000%  | 0.0000% | $50000.00          | $215.48            | Agency Mortgage-Backed Securities         |
| GNII SF 003829 M                                   | 2036-03-20      | 5.0000%  | 0.0000% | $150000.00         | $1796.42           | Agency Mortgage-Backed Securities         |
| GNMI SF 481471 X                                   | 2028-08-15      | 6.5000%  | 0.0000% | $1562911.00        | $1742.98           | Agency Mortgage-Backed Securities         |
| GNMI SF 457822 X                                   | 2028-10-15      | 6.5000%  | 0.0000% | $927889.00         | $882.36            | Agency Mortgage-Backed Securities         |
| GNII SF 003555 M                                   | 2034-05-20      | 5.0000%  | 0.0000% | $106000.00         | $1463.49           | Agency Mortgage-Backed Securities         |
| GNII SF 003879 M                                   | 2036-07-20      | 6.0000%  | 0.0000% | $55077.00          | $446.06            | Agency Mortgage-Backed Securities         |
| GNII SF 595201 C                                   | 2032-11-20      | 5.5000%  | 0.0000% | $25000.00          | $153.68            | Agency Mortgage-Backed Securities         |
| GNRA 2025-006 EF                                   | 2055-01-20      | 4.7401%  | 0.0000% | $2801.00           | $1722.60           | Agency Collateralized Mortgage Obligation |
| GNMI SF 602212 X                                   | 2033-03-15      | 6.0000%  | 0.0000% | $150000.00         | $1054.91           | Agency Mortgage-Backed Securities         |
| GNII SF 003554 M                                   | 2034-05-20      | 4.5000%  | 0.0000% | $115000.00         | $1591.46           | Agency Mortgage-Backed Securities         |
| GNII SF 003864 M                                   | 2036-06-20      | 5.5000%  | 0.0000% | $30000.00          | $283.13            | Agency Mortgage-Backed Securities         |
| GNII SF 003489 M                                   | 2033-12-20      | 6.0000%  | 0.0000% | $331000.00         | $2975.40           | Agency Mortgage-Backed Securities         |
| GNII SF 005264 M                                   | 2041-12-20      | 5.5000%  | 0.0000% | $55000.00          | $1790.91           | Agency Mortgage-Backed Securities         |
| GNMI SF 574466 X                                   | 2032-03-15      | 6.5000%  | 0.0000% | $25024.00          | $46.81             | Agency Mortgage-Backed Securities         |
| GNII SF 003428 M                                   | 2033-08-20      | 5.0000%  | 0.0000% | $172203.00         | $1910.93           | Agency Mortgage-Backed Securities         |
| GNII SF 004423 M                                   | 2039-04-20      | 4.5000%  | 0.0000% | $165000.00         | $3414.52           | Agency Mortgage-Backed Securities         |
| GNMI SF 605633 X                                   | 2034-08-15      | 5.5000%  | 0.0000% | $75000.00          | $2279.01           | Agency Mortgage-Backed Securities         |
| GNII SF 003808 M                                   | 2036-01-20      | 6.0000%  | 0.0000% | $150000.00         | $1872.61           | Agency Mortgage-Backed Securities         |
| GNII SF 004268 M                                   | 2038-10-20      | 6.0000%  | 0.0000% | $88000.00          | $802.77            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2035-05-15      | 4.2500%  | 0.0000% | $800.00            | $807.90            | U.S. Treasuries (including strips)        |
| GNII SF 794944 C                                   | 2035-10-20      | 5.5000%  | 0.0000% | $969396.00         | $77093.69          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX3761                               | 2052-12-01      | 6.0000%  | 0.0000% | $466419.00         | $335454.83         | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M                                   | 2047-06-20      | 4.0000%  | 0.0000% | $1001.00           | $92.22             | Agency Mortgage-Backed Securities         |
| GNII SF MA4264 M                                   | 2047-02-20      | 4.5000%  | 0.0000% | $1008.00           | $91.77             | Agency Mortgage-Backed Securities         |
| GNMI SF 778655 X                                   | 2041-12-15      | 3.5000%  | 0.0000% | $1000.00           | $160.22            | Agency Mortgage-Backed Securities         |
| GNII SF MA4170 M                                   | 2032-01-20      | 3.0000%  | 0.0000% | $996200.00         | $85606.55          | Agency Mortgage-Backed Securities         |
| GNII SF MA4512 M                                   | 2047-06-20      | 4.5000%  | 0.0000% | $2009.00           | $167.37            | Agency Mortgage-Backed Securities         |
| GNII SF MA5467 M                                   | 2048-09-20      | 4.5000%  | 0.0000% | $5001.00           | $366.01            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9162                               | 2054-09-01      | 6.5000%  | 0.0000% | $642354.00         | $554931.60         | Agency Mortgage-Backed Securities         |
| GNII SF MA3667 M                                   | 2046-05-20      | 5.5000%  | 0.0000% | $1000.00           | $83.80             | Agency Mortgage-Backed Securities         |
| GNII SF MA2757 M                                   | 2045-03-20      | 5.0000%  | 0.0000% | $5026.00           | $341.37            | Agency Mortgage-Backed Securities         |
| GNII SF MA5598 M                                   | 2048-09-20      | 5.5000%  | 0.0000% | $5201.00           | $448.04            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3278                               | 2055-09-01      | 5.5000%  | 0.0000% | $12136.00          | $12199.33          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0118                               | 2056-04-01      | 5.0000%  | 0.0000% | $2011.00           | $1988.95           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0109                               | 2056-04-01      | 4.5000%  | 0.0000% | $7053472.00        | $6796703.07        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS4469                               | 2037-01-01      | 2.2600%  | 0.0000% | $1002.00           | $756.02            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7416                               | 2054-02-01      | 4.7330%  | 0.0000% | $2231.00           | $1619.65           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA5515                               | 2054-10-01      | 4.5000%  | 0.0000% | $12327760.00       | $11934590.75       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA5042                               | 2056-02-01      | 6.0000%  | 0.0000% | $1987772.00        | $1917665.96        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA4761                               | 2055-09-01      | 6.5000%  | 0.0000% | $1049.00           | $1037.47           | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M                                   | 2051-02-20      | 2.5000%  | 0.0000% | $1002.00           | $431.48            | Agency Mortgage-Backed Securities         |
| GNII SF MA5878 M                                   | 2049-03-20      | 5.0000%  | 0.0000% | $9125.00           | $657.46            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS5845                               | 2050-04-01      | 4.5000%  | 0.0000% | $1008.00           | $719.52            | Agency Mortgage-Backed Securities         |
| GNII SF MA7191 M                                   | 2051-02-20      | 1.5000%  | 0.0000% | $1000.00           | $499.90            | Agency Mortgage-Backed Securities         |
| GNII SF MA5767 M                                   | 2049-02-20      | 6.0000%  | 0.0000% | $1221989.00        | $84040.45          | Agency Mortgage-Backed Securities         |
| GNII SF MA3735 M                                   | 2046-06-20      | 3.0000%  | 0.0000% | $2001.00           | $216.68            | Agency Mortgage-Backed Securities         |
| GNMI SF AA5451 X                                   | 2042-07-15      | 3.5000%  | 0.0000% | $3050.00           | $290.23            | Agency Mortgage-Backed Securities         |
| GNII SF MA4961 M                                   | 2048-01-20      | 3.0000%  | 0.0000% | $1003.00           | $134.40            | Agency Mortgage-Backed Securities         |
| GNII ET DI1844 C                                   | 2065-03-20      | 6.5000%  | 0.0000% | $1000.00           | $418.55            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5611                               | 2055-02-01      | 4.0000%  | 0.0000% | $30000.00          | $26554.65          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX4289                               | 2055-01-01      | 6.5000%  | 0.0000% | $436891.00         | $272623.72         | Agency Mortgage-Backed Securities         |
| GNII SF 002714 M                                   | 2029-02-20      | 6.5000%  | 0.0000% | $25000.00          | $19.97             | Agency Mortgage-Backed Securities         |
| GNII SF 002534 M                                   | 2028-01-20      | 6.5000%  | 0.0000% | $25000.00          | $11.15             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2184                               | 2055-09-01      | 5.5000%  | 0.0000% | $2035.00           | $1758.50           | Agency Mortgage-Backed Securities         |
| GNII SF 003941 M                                   | 2037-01-20      | 6.0000%  | 0.0000% | $95071.00          | $962.61            | Agency Mortgage-Backed Securities         |
| GNII SF 005305 M                                   | 2042-02-20      | 4.0000%  | 0.0000% | $1000.00           | $45.15             | Agency Mortgage-Backed Securities         |
| GNII SF 003830 M                                   | 2036-03-20      | 5.5000%  | 0.0000% | $30054.00          | $345.96            | Agency Mortgage-Backed Securities         |
| GNII SF 002689 M                                   | 2028-12-20      | 6.5000%  | 0.0000% | $25010.00          | $19.50             | Agency Mortgage-Backed Securities         |
| GNII SF 004446 M                                   | 2039-05-20      | 4.5000%  | 0.0000% | $75000.00          | $1798.25           | Agency Mortgage-Backed Securities         |
| GNII SF 004016 M                                   | 2037-08-20      | 5.5000%  | 0.0000% | $40000.00          | $399.81            | Agency Mortgage-Backed Securities         |
| GNII SF 003442 M                                   | 2033-09-20      | 5.0000%  | 0.0000% | $143115.00         | $1669.87           | Agency Mortgage-Backed Securities         |
| GNII SF MA6871 M                                   | 2050-09-20      | 5.5000%  | 0.0000% | $92999.00          | $32418.03          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0041                               | 2055-08-01      | 6.0000%  | 0.0000% | $4572028.00        | $3571760.52        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5533                               | 2055-12-01      | 6.0000%  | 0.0000% | $30792.00          | $31342.20          | Agency Mortgage-Backed Securities         |
| GNII SF 003530 M                                   | 2034-03-20      | 5.5000%  | 0.0000% | $95000.00          | $1134.49           | Agency Mortgage-Backed Securities         |
| GNMI SF 587735 X                                   | 2032-08-15      | 6.5000%  | 0.0000% | $121000.00         | $1987.84           | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M                                   | 2055-04-20      | 5.5000%  | 0.0000% | $1279375.00        | $1003201.55        | Agency Mortgage-Backed Securities         |
| GNRA 2022-075 FA                                   | 2052-04-20      | 4.0000%  | 0.0000% | $47405155.00       | $30935583.97       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2027-05-15      | 4.5000%  | 0.0000% | $21690100.00       | $22282551.18       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2034-02-15      | 4.0000%  | 0.0000% | $1200.00           | $1186.38           | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLSD7447                               | 2054-08-01      | 6.5000%  | 0.0000% | $4904506.00        | $4073700.18        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453                               | 2054-08-01      | 5.5000%  | 0.0000% | $5554000.00        | $4148097.72        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ6047                               | 2036-02-01      | 4.2400%  | 0.0000% | $2645093.00        | $2564432.36        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2693                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $861.48            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0540                               | 2034-02-01      | 5.0400%  | 0.0000% | $325000.00         | $333827.65         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5452                               | 2030-11-01      | 3.9800%  | 0.0000% | $8387.00           | $8286.42           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8276                               | 2052-12-01      | 5.0000%  | 0.0000% | $236000.00         | $180230.04         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM9845                               | 2036-11-01      | 2.0000%  | 0.0000% | $2140000.00        | $1105670.86        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB3696                               | 2037-05-01      | 2.5000%  | 0.0000% | $3065936.00        | $1844273.04        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2767                               | 2055-09-01      | 6.0000%  | 0.0000% | $31543403.00       | $31197656.26       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0495                               | 2050-03-01      | 2.5000%  | 0.0000% | $5055658.00        | $2859693.58        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG6663                               | 2056-04-01      | 5.5000%  | 0.0000% | $117450.00         | $119387.03         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2364                               | 2051-12-01      | 2.0000%  | 0.0000% | $81081.00          | $52188.37          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3585                               | 2055-11-01      | 6.0000%  | 0.0000% | $33445.00          | $34130.66          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA5385                               | 2054-05-01      | 5.0000%  | 0.0000% | $37057408.00       | $37111577.70       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2898                               | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $682.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889579                               | 2038-05-01      | 6.0000%  | 0.0000% | $1589260.00        | $9211.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF5522                               | 2055-12-01      | 5.0000%  | 0.0000% | $3095420.00        | $2623126.00        | Agency Mortgage-Backed Securities         |
| GNII SF 005241 M                                   | 2038-12-20      | 6.5000%  | 0.0000% | $1000.00           | $38.00             | Agency Mortgage-Backed Securities         |
| GNMI SF 490786 X                                   | 2028-11-15      | 6.5000%  | 0.0000% | $1812550.00        | $1185.66           | Agency Mortgage-Backed Securities         |
| GNMI SF 486542 X                                   | 2028-09-15      | 6.5000%  | 0.0000% | $1250000.00        | $779.57            | Agency Mortgage-Backed Securities         |
| GNMI SF 540340 X                                   | 2031-04-15      | 6.5000%  | 0.0000% | $897996.00         | $2422.63           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA4894                               | 2053-01-01      | 6.0000%  | 0.0000% | $20746321.00       | $11411342.73       | Agency Mortgage-Backed Securities         |
| GNMI SF 457815 X                                   | 2028-08-15      | 6.5000%  | 0.0000% | $1547951.00        | $1632.30           | Agency Mortgage-Backed Securities         |
| GNII SF 003199 M                                   | 2032-02-20      | 5.5000%  | 0.0000% | $116510.00         | $486.45            | Agency Mortgage-Backed Securities         |
| GNMI SF 581107 X                                   | 2032-03-15      | 6.5000%  | 0.0000% | $913288.00         | $2813.81           | Agency Mortgage-Backed Securities         |
| GNMI SF 592588 X                                   | 2032-11-15      | 6.5000%  | 0.0000% | $145000.00         | $981.71            | Agency Mortgage-Backed Securities         |
| GNII SF MA5935 M                                   | 2049-05-20      | 6.0000%  | 0.0000% | $2060.00           | $223.91            | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M                                   | 2048-11-20      | 4.0000%  | 0.0000% | $1027.00           | $89.63             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1723                               | 2054-06-01      | 6.5000%  | 0.0000% | $18300481.00       | $14036159.90       | Agency Mortgage-Backed Securities         |
| GNII SF MA6090 M                                   | 2049-08-20      | 3.5000%  | 0.0000% | $35777774.00       | $4041530.94        | Agency Mortgage-Backed Securities         |
| GNII SF MA5713 M                                   | 2049-01-20      | 5.5000%  | 0.0000% | $2000.00           | $148.26            | Agency Mortgage-Backed Securities         |
| GNII SF MA6283 M                                   | 2049-11-20      | 3.0000%  | 0.0000% | $27041.00          | $4250.91           | Agency Mortgage-Backed Securities         |
| GNII SF MA6222 M                                   | 2049-10-20      | 5.0000%  | 0.0000% | $1001.00           | $116.41            | Agency Mortgage-Backed Securities         |
| GNII SF MA3459 M                                   | 2038-12-20      | 6.0000%  | 0.0000% | $611000.00         | $73019.89          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA5384                               | 2056-04-01      | 5.0000%  | 0.0000% | $33231993.00       | $33284060.16       | Agency Mortgage-Backed Securities         |
| GNMI SF 763527 X                                   | 2041-05-15      | 4.7500%  | 0.0000% | $14611829.00       | $109038.97         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG6661                               | 2056-04-01      | 5.5000%  | 0.0000% | $2503.00           | $2545.93           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG6222                               | 2056-04-01      | 5.0000%  | 0.0000% | $6487590.00        | $6458472.26        | Agency Mortgage-Backed Securities         |
| GNII SF MA1225 M                                   | 2043-08-20      | 4.0000%  | 0.0000% | $4234.00           | $236.63            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6282                               | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.65           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL4545                               | 2052-03-01      | 2.0000%  | 0.0000% | $45202495.00       | $36499771.58       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL0092                               | 2033-10-01      | 3.6900%  | 0.0000% | $1000.00           | $946.15            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ6169                               | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $962.44            | Agency Mortgage-Backed Securities         |
| FMAR 842018 G                                      | 2051-01-01      | 6.1790%  | 0.0000% | $1534864.00        | $1387654.92        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G03419 G                               | 2037-07-01      | 6.0000%  | 0.0000% | $3379.00           | $126.05            | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-108       A-2    20300325 1.5 | 2030-03-25      | 1.5170%  | 0.0000% | $2019.00           | $1830.62           | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDE0097                               | 2055-06-01      | 6.0000%  | 0.0000% | $11029893.00       | $10292089.27       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF4960                               | 2052-12-01      | 5.5000%  | 0.0000% | $1001.00           | $532.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1960                               | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.77           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB0932                               | 2036-07-01      | 2.0000%  | 0.0000% | $5483266.00        | $2666955.27        | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank                           | 2036-04-14      | 2.5000%  | 0.0000% | $2000.00           | $1659.53           | Agency Debentures and Agency Strips       |
| FEPC 03.000 CLSD8242                               | 2052-09-01      | 3.0000%  | 0.0000% | $4017.00           | $2811.23           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2030-11-15      | 6.6250%  | 0.0000% | $5700000.00        | $6465536.12        | Agency Debentures and Agency Strips       |
| FEPC 04.000 CLZT0498                               | 2048-08-01      | 4.0000%  | 0.0000% | $10880396.00       | $1504656.89        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB4847                               | 2050-10-01      | 2.5000%  | 0.0000% | $501193.00         | $235310.52         | Agency Mortgage-Backed Securities         |
| GNII SF MB0426 M                                   | 2055-05-20      | 6.5000%  | 0.0000% | $527000.00         | $345520.23         | Agency Mortgage-Backed Securities         |
| GNII SF MB0365 M                                   | 2055-05-20      | 5.0000%  | 0.0000% | $18186508.00       | $16804885.58       | Agency Mortgage-Backed Securities         |
| GNRA 2023-060 FA                                   | 2053-04-20      | 4.5401%  | 0.0000% | $2000.00           | $941.70            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2030-06-30      | 3.8750%  | 0.0000% | $129737600.00      | $130633477.55      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $100.52            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2032-05-31      | 4.1250%  | 0.0000% | $200.00            | $202.89            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2045-11-15      | 4.6250%  | 0.0000% | $500.00            | $488.18            | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLFA4954                               | 2056-05-01      | 5.5000%  | 0.0000% | $297427.00         | $303447.09         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQO0754                               | 2037-08-01      | 2.5000%  | 0.0000% | $2185032.00        | $1304854.66        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1323                               | 2056-03-01      | 5.0000%  | 0.0000% | $2010670.00        | $1990897.88        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4326                               | 2051-05-01      | 2.5000%  | 0.0000% | $5737000.00        | $3057550.35        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL9128                               | 2046-02-01      | 4.5000%  | 0.0000% | $17976445.00       | $2369555.66        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5027                               | 2053-05-01      | 4.0000%  | 0.0000% | $302627.00         | $239606.78         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3978                               | 2053-01-01      | 5.0000%  | 0.0000% | $424400.00         | $313652.48         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5644                               | 2055-03-01      | 4.5000%  | 0.0000% | $6123720.00        | $5536358.47        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1333                               | 2054-04-01      | 5.5000%  | 0.0000% | $5714000.00        | $4854060.86        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4980                               | 2055-06-01      | 5.0000%  | 0.0000% | $40922240.00       | $40885441.82       | Agency Mortgage-Backed Securities         |
| GNII SF MA1450 M                                   | 2043-11-20      | 4.5000%  | 0.0000% | $93853.00          | $5196.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9331                               | 2054-10-01      | 5.5000%  | 0.0000% | $2353689.00        | $2199166.47        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0110                               | 2056-04-01      | 5.0000%  | 0.0000% | $8010689.00        | $7897175.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5020                               | 2052-10-01      | 5.5000%  | 0.0000% | $1404680.00        | $1052719.15        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4552                               | 2052-09-01      | 4.5000%  | 0.0000% | $6082280.00        | $4295600.57        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG0482                               | 2056-01-01      | 4.5000%  | 0.0000% | $421499.00         | $405407.65         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5997                               | 2056-03-01      | 5.0000%  | 0.0000% | $2811930.00        | $2757000.44        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL4503                               | 2055-09-01      | 6.0000%  | 0.0000% | $10081500.00       | $9900756.40        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ6599                               | 2033-04-01      | 4.5750%  | 0.0000% | $4690540.00        | $4697113.40        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU4241                               | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $4549.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY4222                               | 2053-06-01      | 5.0000%  | 0.0000% | $268288.00         | $208899.61         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM5943                               | 2048-03-01      | 4.0000%  | 0.0000% | $1001.00           | $224.27            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8160                               | 2051-08-01      | 2.0000%  | 0.0000% | $2168126.00        | $1283424.09        | Agency Mortgage-Backed Securities         |
| GNMI SP 781216 X                                   | 2030-12-15      | 6.5000%  | 0.0000% | $225000.00         | $397.35            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2031-09-30      | 3.6250%  | 0.0000% | $1200.00           | $1175.26           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-08-31      | 3.6250%  | 0.0000% | $6122000.00        | $6089913.57        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2029-10-31      | 4.1250%  | 0.0000% | $200.00            | $200.82            | U.S. Treasuries (including strips)        |
| 03.000 FGPC G08528 G                               | 2043-04-01      | 3.0000%  | 0.0000% | $976548.00         | $138080.38         | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A61537 G                               | 2036-10-01      | 5.5000%  | 0.0000% | $2126.00           | $66.03             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G05740 G                               | 2036-01-01      | 7.0000%  | 0.0000% | $1685.00           | $55.19             | Agency Mortgage-Backed Securities         |
| GNII SF MA9904 M                                   | 2053-05-20      | 4.5000%  | 0.0000% | $4000.00           | $3598.41           | Agency Mortgage-Backed Securities         |
| GNII SF MA7261 M                                   | 2051-03-20      | 5.5000%  | 0.0000% | $14000.00          | $3549.16           | Agency Mortgage-Backed Securities         |
| GNII SF BW7216 C                                   | 2050-08-20      | 4.5000%  | 0.0000% | $1647232.00        | $594274.27         | Agency Mortgage-Backed Securities         |
| GNII SF MA7472 M                                   | 2051-07-20      | 2.5000%  | 0.0000% | $2453.00           | $1329.00           | Agency Mortgage-Backed Securities         |
| GNII ET DR1051 C                                   | 2066-03-20      | 5.5000%  | 0.0000% | $1002.00           | $1012.86           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA8207                               | 2056-03-01      | 5.0000%  | 0.0000% | $3426785.00        | $3356330.45        | Agency Mortgage-Backed Securities         |
| GNMI SF 569553 X                                   | 2032-01-15      | 6.5000%  | 0.0000% | $487000.00         | $516.78            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4981                               | 2055-12-01      | 5.0000%  | 0.0000% | $33098.00          | $32940.91          | Agency Mortgage-Backed Securities         |
| GNII SF MA3315 M                                   | 2039-09-20      | 6.0000%  | 0.0000% | $1008.00           | $98.73             | Agency Mortgage-Backed Securities         |
| GNII SF MA1601 M                                   | 2044-01-20      | 4.0000%  | 0.0000% | $1998.00           | $114.68            | Agency Mortgage-Backed Securities         |
| GNII SF MA3249 M                                   | 2037-12-20      | 6.0000%  | 0.0000% | $780000.00         | $55239.24          | Agency Mortgage-Backed Securities         |
| GNII SF MA4456 M                                   | 2037-10-20      | 6.0000%  | 0.0000% | $1000.00           | $112.75            | Agency Mortgage-Backed Securities         |
| GNII SF MA4074 M                                   | 2039-03-20      | 6.0000%  | 0.0000% | $1000.00           | $120.14            | Agency Mortgage-Backed Securities         |
| GNII SF MA4326 M                                   | 2038-11-20      | 6.0000%  | 0.0000% | $3002.00           | $437.65            | Agency Mortgage-Backed Securities         |
| GNII SF DP3316 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $242478.00         | $257079.89         | Agency Mortgage-Backed Securities         |
| GNII SF 004398 M                                   | 2039-03-20      | 5.0000%  | 0.0000% | $100000.00         | $1926.09           | Agency Mortgage-Backed Securities         |
| GNII SF 004099 M                                   | 2038-03-20      | 6.0000%  | 0.0000% | $90000.00          | $955.19            | Agency Mortgage-Backed Securities         |
| GNII SF 004541 M                                   | 2039-09-20      | 5.0000%  | 0.0000% | $25000.00          | $604.54            | Agency Mortgage-Backed Securities         |
| GNMI SF 531037 X                                   | 2032-07-15      | 6.5000%  | 0.0000% | $25001.00          | $244.64            | Agency Mortgage-Backed Securities         |
| GNII SF 003840 M                                   | 2036-04-20      | 5.0000%  | 0.0000% | $28282.00          | $335.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5331                               | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $741.34            | Agency Mortgage-Backed Securities         |
| GNRA 2024-180 FE                                   | 2054-11-20      | 4.7501%  | 0.0000% | $18360842.00       | $10152371.03       | Agency Collateralized Mortgage Obligation |
| GNII SF DR0093 C                                   | 2056-04-20      | 6.0000%  | 0.0000% | $10535.00          | $10895.25          | Agency Mortgage-Backed Securities         |
| GNII SF MB0485 M                                   | 2055-07-20      | 5.5000%  | 0.0000% | $498000.00         | $436600.89         | Agency Mortgage-Backed Securities         |
| GNII SF MB0995 M                                   | 2056-03-20      | 4.5000%  | 0.0000% | $4000.00           | $3864.94           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5192                               | 2053-11-01      | 6.5000%  | 0.0000% | $88287.00          | $40428.50          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4548                               | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $631.38            | Agency Mortgage-Backed Securities         |
| GNII SF 003638 M                                   | 2034-11-20      | 6.0000%  | 0.0000% | $25000.00          | $369.82            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA4774                               | 2037-10-01      | 3.0000%  | 0.0000% | $2981996.00        | $1853784.62        | Agency Mortgage-Backed Securities         |
| GNII SF 003499 M                                   | 2034-01-20      | 5.0000%  | 0.0000% | $127000.00         | $1079.39           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2056-02-15      | 4.7500%  | 0.0000% | $122658000.00      | $119364625.92      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2030-02-28      | 4.0000%  | 0.0000% | $400.00            | $402.45            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2032-11-15      | 4.1250%  | 0.0000% | $1000.00           | $1013.88           | U.S. Treasuries (including strips)        |

### Security 695: 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: ARP1HCEB8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1HCEB8
- **C.18 - Value (incl. sponsor support):** $97706823.00
- **C.18.a - Value (excl. sponsor support):** $97706823.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $1000.00           | $1002.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-15      | 1.2500%  | 0.0000% | $18424000.00       | $18356374.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 2.3750%  | 0.0000% | $19283300.00       | $18145828.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $42922400.00       | $40981472.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7463%  | 0.0000% | $300.00            | $299.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $30818600.00       | $22186292.34       | U.S. Treasuries (including strips) |

### Security 696: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCEC6, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1HCEC6
- **C.18 - Value (incl. sponsor support):** $15055126.00
- **C.18.a - Value (excl. sponsor support):** $15055126.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2041-05-15      | 2.2500%  | 0.0000% | $8097700.00        | $5937295.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $369400.00         | $379385.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $600.00            | $598.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $8986400.00        | $9040394.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $200.00            | $124.16            | U.S. Treasuries (including strips) |

### Security 697: 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: ARP1HCF76, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1HCF76
- **C.18 - Value (incl. sponsor support):** $2430000000.00
- **C.18.a - Value (excl. sponsor support):** $2430000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNPL PN DN3171         | 2061-01-15      | 5.3900%  | 0.0000% | $11759740.00       | $12204049.23       | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 NF       | 2054-10-20      | 4.5901%  | 0.0000% | $4488000.00        | $3133238.81        | Agency Collateralized Mortgage Obligation |
| GNII SF DM1736 C       | 2055-09-20      | 6.5000%  | 0.0000% | $358107.00         | $380682.98         | Agency Mortgage-Backed Securities         |
| GNPL PN DM8159         | 2060-11-15      | 5.4900%  | 0.0000% | $3416416.00        | $3536338.27        | Agency Mortgage-Backed Securities         |
| GNII SF DG2215 C       | 2044-12-20      | 6.0000%  | 0.0000% | $1044506.00        | $956548.65         | Agency Mortgage-Backed Securities         |
| GNPL PN DD2271         | 2060-04-15      | 5.7300%  | 0.0000% | $123730.00         | $128990.51         | Agency Mortgage-Backed Securities         |
| GNII SF DP4543 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1378566.00        | $1458133.26        | Agency Mortgage-Backed Securities         |
| GNPL PN CO3172         | 2057-08-15      | 3.7300%  | 0.0000% | $3317208.00        | $2988916.29        | Agency Mortgage-Backed Securities         |
| GNPL PN CN7028         | 2057-12-15      | 4.3600%  | 0.0000% | $181150.00         | $170265.94         | Agency Mortgage-Backed Securities         |
| GNPL PN CN7017         | 2057-12-15      | 4.2500%  | 0.0000% | $5520100.00        | $5148388.04        | Agency Mortgage-Backed Securities         |
| GNPL PN CP7214         | 2057-10-15      | 3.6400%  | 0.0000% | $3106256.00        | $2786381.32        | Agency Mortgage-Backed Securities         |
| GNMI SP 784370 X       | 2045-07-15      | 4.0000%  | 0.0000% | $17587808.00       | $3780995.08        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTSC0693   | 2043-11-01      | 5.5000%  | 0.0000% | $55331840.00       | $46358911.30       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1952   | 2055-07-01      | 6.5000%  | 0.0000% | $29720000.00       | $25951352.24       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0818   | 2031-08-01      | 4.0000%  | 0.0000% | $789000.00         | $22414.14          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFA1892   | 2043-11-01      | 5.5000%  | 0.0000% | $26389040.00       | $21943659.69       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3307   | 2055-09-01      | 5.5000%  | 0.0000% | $1625926.00        | $1632608.50        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZT1098   | 2042-11-01      | 3.5000%  | 0.0000% | $485214.00         | $49596.02          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1265   | 2052-06-01      | 4.5000%  | 0.0000% | $1800000.00        | $1233603.78        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0320   | 2051-09-01      | 2.0000%  | 0.0000% | $4319500.00        | $2442666.60        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTCB9049   | 2044-08-01      | 6.0000%  | 0.0000% | $4350940.00        | $3063982.74        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBC0133   | 2030-12-01      | 3.0000%  | 0.0000% | $13010000.00       | $1006342.43        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF3665   | 2055-11-01      | 6.5000%  | 0.0000% | $1995088.00        | $2077251.64        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB9328   | 2051-03-01      | 2.0000%  | 0.0000% | $16080000.00       | $7608565.84        | Agency Mortgage-Backed Securities         |
| GNPL PN DM0334         | 2060-09-15      | 5.5700%  | 0.0000% | $879987.00         | $893506.87         | Agency Mortgage-Backed Securities         |
| GNMI SF 367098 X       | 2041-07-15      | 4.0000%  | 0.0000% | $364342.00         | $20300.55          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $50277200.00       | $33527720.26       | U.S. Treasuries (including strips)        |
| GNII SF DP7367 C       | 2056-03-20      | 6.0000%  | 0.0000% | $3055652.00        | $3174617.30        | Agency Mortgage-Backed Securities         |
| GNII SF DP4793 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1367668.00        | $1427173.81        | Agency Mortgage-Backed Securities         |
| GNII SF DQ3954 C       | 2056-02-20      | 6.0000%  | 0.0000% | $4016580.00        | $4194069.81        | Agency Mortgage-Backed Securities         |
| GNII SF DP4392 C       | 2056-02-20      | 6.0000%  | 0.0000% | $5505336.00        | $5730365.38        | Agency Mortgage-Backed Securities         |
| GNII SF DQ6800 C       | 2056-03-20      | 6.5000%  | 0.0000% | $1702888.00        | $1803850.32        | Agency Mortgage-Backed Securities         |
| GNRM 2025-188 GK       | 2052-12-20      | 4.5000%  | 0.0000% | $2059516.00        | $1979977.49        | Agency Collateralized Mortgage Obligation |
| GNPL PN DF4295         | 2041-04-15      | 5.4500%  | 0.0000% | $836400.00         | $828290.67         | Agency Mortgage-Backed Securities         |
| GNMI SF AN8425 X       | 2045-06-15      | 4.0000%  | 0.0000% | $1380000.00        | $218894.90         | Agency Mortgage-Backed Securities         |
| GNII SF MA8877 M       | 2053-05-20      | 4.5000%  | 0.0000% | $100000.00         | $79413.37          | Agency Mortgage-Backed Securities         |
| GNMI SF AM8540 X       | 2045-05-15      | 4.0000%  | 0.0000% | $970000.00         | $146236.07         | Agency Mortgage-Backed Securities         |
| GNPL PN DJ6453         | 2060-06-15      | 4.7400%  | 0.0000% | $7659792.00        | $7487076.87        | Agency Mortgage-Backed Securities         |
| GNII SF DP4386 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1097138.00        | $1147849.35        | Agency Mortgage-Backed Securities         |
| GNMI SF 711232 X       | 2040-03-15      | 5.0000%  | 0.0000% | $850000.00         | $55734.09          | Agency Mortgage-Backed Securities         |
| GNPL PN CR2273         | 2057-11-15      | 4.0800%  | 0.0000% | $9667536.00        | $8914800.37        | Agency Mortgage-Backed Securities         |
| GNPL PN CL6627         | 2057-08-15      | 3.3800%  | 0.0000% | $11230160.00       | $9885806.68        | Agency Mortgage-Backed Securities         |
| GNII JM 004284 M       | 2038-11-20      | 5.5000%  | 0.0000% | $19065274.00       | $24106.27          | Agency Mortgage-Backed Securities         |
| GNII SF AG3378 C       | 2044-02-20      | 4.0000%  | 0.0000% | $9219488.00        | $1154352.85        | Agency Mortgage-Backed Securities         |
| GNII SF DQ5957 C       | 2056-02-20      | 6.5000%  | 0.0000% | $674462.00         | $713030.51         | Agency Mortgage-Backed Securities         |
| GNPL PN CK5793         | 2057-10-15      | 4.2100%  | 0.0000% | $1750000.00        | $1627352.30        | Agency Mortgage-Backed Securities         |
| GNII SF DQ2407 C       | 2056-03-20      | 5.5000%  | 0.0000% | $13754600.00       | $13988764.76       | Agency Mortgage-Backed Securities         |
| GNII SF AD9882 C       | 2044-04-20      | 4.0000%  | 0.0000% | $570000.00         | $22485.66          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8094   | 2055-11-01      | 5.5000%  | 0.0000% | $10245056.00       | $10329955.71       | Agency Mortgage-Backed Securities         |
| GNII SP 786615 C       | 2048-04-20      | 4.0000%  | 0.0000% | $15780112.00       | $10401020.01       | Agency Mortgage-Backed Securities         |
| GNMI SP 782144 X       | 2037-02-15      | 6.0000%  | 0.0000% | $2320376.00        | $24585.98          | Agency Mortgage-Backed Securities         |
| GNII SF 759449 C       | 2041-01-20      | 4.0000%  | 0.0000% | $580000.00         | $62045.83          | Agency Mortgage-Backed Securities         |
| GNPL PN DM8158         | 2060-12-15      | 4.3400%  | 0.0000% | $8030500.00        | $7670560.41        | Agency Mortgage-Backed Securities         |
| GNPL PN CM8626         | 2057-06-15      | 3.7100%  | 0.0000% | $790794.00         | $711148.26         | Agency Mortgage-Backed Securities         |
| GNII SF DQ0569 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1113996.00        | $1161398.06        | Agency Mortgage-Backed Securities         |
| GNPL PN CL2746         | 2057-08-15      | 3.6100%  | 0.0000% | $2937252.00        | $2629115.94        | Agency Mortgage-Backed Securities         |
| GNII SF DP9683 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1272266.00        | $1326144.77        | Agency Mortgage-Backed Securities         |
| GNII SF DP6011 C       | 2056-02-20      | 6.0000%  | 0.0000% | $4329272.00        | $4482154.10        | Agency Mortgage-Backed Securities         |
| GNII SF DP1350 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1151048.00        | $1215930.08        | Agency Mortgage-Backed Securities         |
| GNRM 2021-210 AC       | 2059-04-16      | 1.5000%  | 0.0000% | $13000000.00       | $8841778.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 FY       | 2065-06-20      | 4.9401%  | 0.0000% | $5000000.00        | $3403619.57        | Agency Collateralized Mortgage Obligation |
| GNII SF DN9042 C       | 2056-03-20      | 6.5000%  | 0.0000% | $1385768.00        | $1467897.78        | Agency Mortgage-Backed Securities         |
| GNII SF DQ2462 C       | 2056-03-20      | 5.0000%  | 0.0000% | $4253928.00        | $4248427.03        | Agency Mortgage-Backed Securities         |
| GNII SF AS4942 C       | 2046-05-20      | 4.0000%  | 0.0000% | $63000.00          | $5247.87           | Agency Mortgage-Backed Securities         |
| GNII SF DO3406 C       | 2055-10-20      | 6.0000%  | 0.0000% | $13984180.00       | $14546283.21       | Agency Mortgage-Backed Securities         |
| GNPL PN CL6611         | 2057-06-15      | 2.9800%  | 0.0000% | $333833.00         | $286731.25         | Agency Mortgage-Backed Securities         |
| GNII SF DQ1238 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1567826.00        | $1623230.91        | Agency Mortgage-Backed Securities         |
| GNII SF DR3750 C       | 2056-03-20      | 6.0000%  | 0.0000% | $2163972.00        | $2238508.58        | Agency Mortgage-Backed Securities         |
| GNPL PN CH0470         | 2057-09-15      | 3.8200%  | 0.0000% | $2907140.00        | $2639333.50        | Agency Mortgage-Backed Securities         |
| GNPL PN CH2693         | 2057-07-15      | 2.9900%  | 0.0000% | $5191160.00        | $4456050.42        | Agency Mortgage-Backed Securities         |
| GNII SF DO1079 C       | 2056-02-20      | 6.0000%  | 0.0000% | $2276332.00        | $2363954.44        | Agency Mortgage-Backed Securities         |
| GNMI SF 603486 X       | 2033-03-15      | 5.5000%  | 0.0000% | $3796520.00        | $13821.08          | Agency Mortgage-Backed Securities         |
| GNII SF DO7657 C       | 2056-01-20      | 6.5000%  | 0.0000% | $530796.00         | $564408.34         | Agency Mortgage-Backed Securities         |
| GNPL PN CT8116         | 2058-09-15      | 5.4300%  | 0.0000% | $550000.00         | $555146.31         | Agency Mortgage-Backed Securities         |
| GNII SF AH5889 C       | 2045-05-20      | 3.7500%  | 0.0000% | $1514446.00        | $611045.18         | Agency Mortgage-Backed Securities         |
| GNII SF MA9906 M       | 2054-09-20      | 5.5000%  | 0.0000% | $265957376.00      | $193676262.75      | Agency Mortgage-Backed Securities         |
| GNPL PN CI1769         | 2057-07-15      | 2.5700%  | 0.0000% | $13129296.00       | $10933145.74       | Agency Mortgage-Backed Securities         |
| GNPL PN DC4422         | 2059-09-15      | 5.6900%  | 0.0000% | $186712.00         | $193062.95         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8795   | 2054-08-01      | 6.0000%  | 0.0000% | $14875000.00       | $11301758.20       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4978   | 2055-09-01      | 5.5000%  | 0.0000% | $46235776.00       | $44210427.62       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS9830   | 2033-11-01      | 5.2600%  | 0.0000% | $6363000.00        | $6650138.15        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL794643   | 2034-10-01      | 6.0000%  | 0.0000% | $8914304.00        | $135961.21         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI8725   | 2039-05-01      | 5.0000%  | 0.0000% | $1820886.00        | $186151.74         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK8980   | 2032-10-01      | 3.5000%  | 0.0000% | $1087348.00        | $154017.13         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3446   | 2039-08-01      | 6.0000%  | 0.0000% | $637354.00         | $15364.91          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0827   | 2032-05-01      | 6.0000%  | 0.0000% | $9966256.00        | $21277.96          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 U4BF0245   | 2051-06-01      | 4.0000%  | 0.0000% | $50173000.00       | $14767117.28       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CKAJ3392   | 2041-10-01      | 4.0000%  | 0.0000% | $1076352.00        | $30878.18          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U91327 G   | 2043-04-01      | 3.5000%  | 0.0000% | $27661720.00       | $3581430.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6256   | 2055-03-01      | 5.5000%  | 0.0000% | $1901060.00        | $1908477.17        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0508   | 2048-01-01      | 3.5000%  | 0.0000% | $3106984.00        | $1209536.39        | Agency Mortgage-Backed Securities         |
| GNII SF MB0422 M       | 2055-05-20      | 4.5000%  | 0.0000% | $26000000.00       | $24632692.80       | Agency Mortgage-Backed Securities         |
| GNII SF DJ8207 C       | 2055-06-20      | 6.5000%  | 0.0000% | $567131.00         | $300452.82         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $31000000.00       | $17091170.06       | U.S. Treasuries (including strips)        |
| GNII SF DN6250 C       | 2056-01-20      | 6.5000%  | 0.0000% | $4204344.00        | $4559899.72        | Agency Mortgage-Backed Securities         |
| GNII SF DN6559 C       | 2056-03-20      | 5.5000%  | 0.0000% | $17287232.00       | $17563202.51       | Agency Mortgage-Backed Securities         |
| GNII SF DN6528 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1039956.00        | $1076475.41        | Agency Mortgage-Backed Securities         |
| GNII SF DN6457 C       | 2056-02-20      | 6.0000%  | 0.0000% | $3273980.00        | $3394752.18        | Agency Mortgage-Backed Securities         |
| GNII SF DQ1250 C       | 2056-04-20      | 5.5000%  | 0.0000% | $1835924.00        | $1869068.96        | Agency Mortgage-Backed Securities         |
| GNII SF DP9102 C       | 2056-01-20      | 6.5000%  | 0.0000% | $690797.00         | $733386.11         | Agency Mortgage-Backed Securities         |
| GNII SF DQ4023 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1868134.00        | $1978689.91        | Agency Mortgage-Backed Securities         |
| GNII SF DK1249 C       | 2056-03-20      | 6.5000%  | 0.0000% | $4733632.00        | $5014217.33        | Agency Mortgage-Backed Securities         |
| GNII JM MA6534 M       | 2050-03-20      | 4.5000%  | 0.0000% | $1791200.00        | $240986.76         | Agency Mortgage-Backed Securities         |
| GNMI SF 736617 X       | 2035-12-15      | 4.0000%  | 0.0000% | $4500000.00        | $590151.71         | Agency Mortgage-Backed Securities         |
| GNPL PN DD2253         | 2059-10-15      | 5.3400%  | 0.0000% | $1731800.00        | $1755430.43        | Agency Mortgage-Backed Securities         |
| GNII SF DQ4343 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1865820.00        | $1931601.07        | Agency Mortgage-Backed Securities         |
| GNII SF DQ7411 C       | 2056-03-20      | 6.0000%  | 0.0000% | $3379092.00        | $3500619.92        | Agency Mortgage-Backed Securities         |
| GNCL CL CZ6009         | 2066-06-15      | 5.7300%  | 0.0000% | $19049344.00       | $19112317.95       | Agency Mortgage-Backed Securities         |
| GNPL PN DC4409         | 2059-08-15      | 5.6900%  | 0.0000% | $708561.00         | $732041.79         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBJ3177   | 2047-11-01      | 4.5000%  | 0.0000% | $50000.00          | $10635.97          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8853   | 2054-07-01      | 6.0000%  | 0.0000% | $8770000.00        | $7074795.81        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3592   | 2055-11-01      | 5.5000%  | 0.0000% | $26588224.00       | $26326904.58       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9011   | 2054-08-01      | 6.0000%  | 0.0000% | $345936.00         | $287002.01         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ6440   | 2032-09-01      | 6.0000%  | 0.0000% | $1865700.00        | $9765.37           | Agency Mortgage-Backed Securities         |
| GNPL PN DA4279         | 2059-05-15      | 5.5200%  | 0.0000% | $7366300.00        | $7509588.95        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL931557   | 2039-07-01      | 5.0000%  | 0.0000% | $2395736.00        | $141640.96         | Agency Mortgage-Backed Securities         |
| GNCL CL DF1285         | 2066-05-15      | 5.4800%  | 0.0000% | $269999.00         | $281492.71         | Agency Mortgage-Backed Securities         |
| GNCL CL DF8955         | 2067-09-15      | 5.5500%  | 0.0000% | $7040760.00        | $7306561.60        | Agency Mortgage-Backed Securities         |
| GNII SF DQ7460 C       | 2056-03-20      | 6.5000%  | 0.0000% | $1281410.00        | $1356344.27        | Agency Mortgage-Backed Securities         |
| GNRA 2023-170 FB       | 2053-11-20      | 5.0901%  | 0.0000% | $100000000.00      | $39338002.23       | Agency Collateralized Mortgage Obligation |
| GNPL PN DE5565         | 2060-01-15      | 6.2000%  | 0.0000% | $2950000.00        | $3146727.61        | Agency Mortgage-Backed Securities         |
| GNII SF MA7882 M       | 2052-02-20      | 3.0000%  | 0.0000% | $49565.00          | $30462.17          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6357   | 2051-12-01      | 3.0000%  | 0.0000% | $15907728.00       | $11488934.42       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ7679   | 2055-11-01      | 4.5000%  | 0.0000% | $1716974.00        | $1652610.68        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4975   | 2053-11-01      | 5.5000%  | 0.0000% | $128641024.00      | $127175429.56      | Agency Mortgage-Backed Securities         |
| GNPL LM CI8937         | 2060-05-15      | 3.0200%  | 0.0000% | $5190728.00        | $4505009.48        | Agency Mortgage-Backed Securities         |
| GNII SF DP1396 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1089526.00        | $1171917.19        | Agency Mortgage-Backed Securities         |
| GNII SF MB0846 M       | 2041-01-20      | 5.0000%  | 0.0000% | $75012.00          | $74037.28          | Agency Mortgage-Backed Securities         |
| GNPL PN BN6676         | 2064-09-15      | 3.0700%  | 0.0000% | $41297152.00       | $35892119.87       | Agency Mortgage-Backed Securities         |
| GNII SF MA7590 M       | 2051-09-20      | 3.0000%  | 0.0000% | $105800000.00      | $56973768.99       | Agency Mortgage-Backed Securities         |
| GNII SF MA6683 M       | 2035-07-20      | 2.5000%  | 0.0000% | $2000000.00        | $464281.20         | Agency Mortgage-Backed Securities         |
| GNPL PN CK0463         | 2062-06-15      | 4.9500%  | 0.0000% | $12275248.00       | $12286581.98       | Agency Mortgage-Backed Securities         |
| GNPL PN CL1967         | 2057-08-15      | 3.7000%  | 0.0000% | $4525670.00        | $4073455.45        | Agency Mortgage-Backed Securities         |
| GNPL PN CM8627         | 2052-06-15      | 3.6100%  | 0.0000% | $7968920.00        | $7000438.52        | Agency Mortgage-Backed Securities         |
| GNII SF DK8053 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1292918.00        | $1086293.90        | Agency Mortgage-Backed Securities         |
| GNII SF DM1739 C       | 2055-09-20      | 6.5000%  | 0.0000% | $468423.00         | $493601.05         | Agency Mortgage-Backed Securities         |
| GNII SF DI7773 C       | 2055-04-20      | 6.5000%  | 0.0000% | $583072.00         | $582532.63         | Agency Mortgage-Backed Securities         |
| GNMI SP 784208 X       | 2046-07-15      | 4.0000%  | 0.0000% | $379862.00         | $170448.16         | Agency Mortgage-Backed Securities         |
| GNPL PN DH1756         | 2060-03-15      | 5.7700%  | 0.0000% | $2412292.00        | $2510658.29        | Agency Mortgage-Backed Securities         |
| GNII SF DO1145 C       | 2056-03-20      | 6.5000%  | 0.0000% | $1001862.00        | $1061226.03        | Agency Mortgage-Backed Securities         |
| GNII SF DO7828 C       | 2056-02-20      | 5.5000%  | 0.0000% | $5979176.00        | $6199756.64        | Agency Mortgage-Backed Securities         |
| GNMI SP 783725 X       | 2039-07-15      | 6.5000%  | 0.0000% | $1200000.00        | $87940.49          | Agency Mortgage-Backed Securities         |
| GNII SF DR3586 C       | 2056-04-20      | 5.5000%  | 0.0000% | $1035350.00        | $1075569.78        | Agency Mortgage-Backed Securities         |
| GNII SP 784982 C       | 2050-02-20      | 4.0000%  | 0.0000% | $25850080.00       | $5753781.69        | Agency Mortgage-Backed Securities         |
| GNII SF DO0922 C       | 2056-01-20      | 6.0000%  | 0.0000% | $1235068.00        | $1297412.29        | Agency Mortgage-Backed Securities         |
| GNMI SF 759228 X       | 2041-02-15      | 4.0000%  | 0.0000% | $24450000.00       | $790130.70         | Agency Mortgage-Backed Securities         |
| GNII SF DI3563 C       | 2055-05-20      | 6.5000%  | 0.0000% | $905022.00         | $589142.49         | Agency Mortgage-Backed Securities         |
| GNII SF DJ8206 C       | 2055-06-20      | 6.5000%  | 0.0000% | $402759.00         | $336645.26         | Agency Mortgage-Backed Securities         |
| GNII SF MB0485 M       | 2055-07-20      | 5.5000%  | 0.0000% | $73300000.00       | $64262740.91       | Agency Mortgage-Backed Securities         |
| GNPL PN CP3614         | 2057-09-15      | 3.3400%  | 0.0000% | $10280160.00       | $9036938.02        | Agency Mortgage-Backed Securities         |
| GNMI SF 657493 X       | 2036-12-15      | 6.0000%  | 0.0000% | $905677.00         | $15864.67          | Agency Mortgage-Backed Securities         |
| GNII SF MA4718 M       | 2047-09-20      | 3.0000%  | 0.0000% | $263031808.00      | $36403011.44       | Agency Mortgage-Backed Securities         |
| GNPL PN CP7213         | 2057-10-15      | 3.6400%  | 0.0000% | $3100256.00        | $2780999.22        | Agency Mortgage-Backed Securities         |
| GNPL PN CP3632         | 2057-10-15      | 4.3000%  | 0.0000% | $1783900.00        | $1705558.04        | Agency Mortgage-Backed Securities         |
| GNPL PN CP7949         | 2052-11-15      | 4.1400%  | 0.0000% | $5604032.00        | $5116404.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL4528   | 2055-04-01      | 6.0000%  | 0.0000% | $161916672.00      | $166057115.07      | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL1646   | 2046-07-01      | 3.5000%  | 0.0000% | $22750848.00       | $19265617.47       | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CICB2016   | 2036-10-01      | 1.5000%  | 0.0000% | $2099896.00        | $1144462.12        | Agency Mortgage-Backed Securities         |
| GNPL PN CN9794         | 2057-08-15      | 3.7400%  | 0.0000% | $15155616.00       | $13664724.09       | Agency Mortgage-Backed Securities         |
| GNPL PN CP3639         | 2057-10-15      | 4.4800%  | 0.0000% | $144212.00         | $136423.91         | Agency Mortgage-Backed Securities         |
| GNMI SF AA0159 X       | 2042-05-15      | 3.8750%  | 0.0000% | $600000.00         | $53777.26          | Agency Mortgage-Backed Securities         |
| GNPL PN CN2441         | 2057-06-15      | 3.4100%  | 0.0000% | $6648600.00        | $5862099.86        | Agency Mortgage-Backed Securities         |
| GNII SF MA8197 M       | 2052-07-20      | 2.5000%  | 0.0000% | $163774000.00      | $96493547.34       | Agency Mortgage-Backed Securities         |
| GNII SF MA7941 M       | 2048-07-20      | 5.0000%  | 0.0000% | $164000.00         | $90913.01          | Agency Mortgage-Backed Securities         |
| GNII SF DK0156 C       | 2055-06-20      | 6.5000%  | 0.0000% | $402873.00         | $422312.97         | Agency Mortgage-Backed Securities         |
| GNII SF DK4928 C       | 2051-06-20      | 6.5000%  | 0.0000% | $563243.00         | $589988.62         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAI6071   | 2041-06-01      | 5.0000%  | 0.0000% | $6200000.00        | $549072.52         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA4820   | 2049-12-01      | 4.0000%  | 0.0000% | $35000000.00       | $7632392.70        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA4689   | 2053-11-01      | 5.5000%  | 0.0000% | $1338564.00        | $1058259.79        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1044   | 2055-09-01      | 6.0000%  | 0.0000% | $24450720.00       | $23082751.31       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2919   | 2053-04-01      | 5.5000%  | 0.0000% | $1700000.00        | $1300387.20        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQA0249   | 2049-06-01      | 4.5000%  | 0.0000% | $11447344.00       | $1408053.52        | Agency Mortgage-Backed Securities         |
| GNII SF MA9016 M       | 2053-07-20      | 5.0000%  | 0.0000% | $204992.00         | $163486.81         | Agency Mortgage-Backed Securities         |
| GNII SF DK7296 C       | 2055-06-20      | 6.5000%  | 0.0000% | $773273.00         | $644638.39         | Agency Mortgage-Backed Securities         |
| GNII SF DK4929 C       | 2055-07-20      | 6.5000%  | 0.0000% | $831533.00         | $868731.31         | Agency Mortgage-Backed Securities         |
| GNPL PN CI8976         | 2064-02-15      | 4.1200%  | 0.0000% | $10923472.00       | $10262598.59       | Agency Mortgage-Backed Securities         |
| GNII SF DO3408 C       | 2055-10-20      | 6.0000%  | 0.0000% | $14140800.00       | $14577336.06       | Agency Mortgage-Backed Securities         |
| GNMI SF 755957 X       | 2041-01-15      | 4.0000%  | 0.0000% | $400000.00         | $30736.98          | Agency Mortgage-Backed Securities         |
| GNII SF DP4542 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1136630.00        | $1200035.79        | Agency Mortgage-Backed Securities         |
| GNII SF DP2375 C       | 2056-04-20      | 6.0000%  | 0.0000% | $1464132.00        | $1524183.86        | Agency Mortgage-Backed Securities         |
| GNII SF DN7963 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1006596.00        | $1063327.30        | Agency Mortgage-Backed Securities         |
| GNMI SP 784059 X       | 2045-01-15      | 4.0000%  | 0.0000% | $355900.00         | $47032.92          | Agency Mortgage-Backed Securities         |
| GNII AP 784710 M       | 2048-11-20      | 3.5000%  | 0.0000% | $710000.00         | $28661.19          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $1612200.00        | $1635561.86        | U.S. Treasuries (including strips)        |
| GNII SF DQ7447 C       | 2056-03-20      | 5.5000%  | 0.0000% | $1057224.00        | $1096642.92        | Agency Mortgage-Backed Securities         |
| GNII SF DQ3269 C       | 2056-02-20      | 5.0000%  | 0.0000% | $2574744.00        | $2568858.11        | Agency Mortgage-Backed Securities         |
| GNPL PN CU4681         | 2059-07-15      | 5.8200%  | 0.0000% | $567500.00         | $590423.29         | Agency Mortgage-Backed Securities         |
| GNPL PN DM0336         | 2060-09-15      | 5.5700%  | 0.0000% | $879987.00         | $912285.39         | Agency Mortgage-Backed Securities         |
| GNPL PN CO3160         | 2057-09-15      | 4.2000%  | 0.0000% | $3267184.00        | $3032740.91        | Agency Mortgage-Backed Securities         |
| GNPL PN CP3711         | 2065-03-15      | 5.3700%  | 0.0000% | $2218252.00        | $2263262.74        | Agency Mortgage-Backed Securities         |
| GNPL PN CO3158         | 2057-07-15      | 3.2400%  | 0.0000% | $27632896.00       | $24093056.81       | Agency Mortgage-Backed Securities         |
| GNII SF DP3016 C       | 2056-02-20      | 5.0000%  | 0.0000% | $18300864.00       | $18256601.80       | Agency Mortgage-Backed Securities         |
| GNII SF DP0479 C       | 2056-01-20      | 6.5000%  | 0.0000% | $392053.00         | $414696.58         | Agency Mortgage-Backed Securities         |
| GNII SF DJ7495 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1099166.00        | $1068400.76        | Agency Mortgage-Backed Securities         |
| GNII SF DP2377 C       | 2056-04-20      | 6.0000%  | 0.0000% | $1729910.00        | $1791161.50        | Agency Mortgage-Backed Securities         |
| GNII SF DP1436 C       | 2056-01-20      | 6.0000%  | 0.0000% | $2192412.00        | $2329444.53        | Agency Mortgage-Backed Securities         |
| GNPL PN CP1211         | 2057-11-15      | 3.9000%  | 0.0000% | $12865632.00       | $11760439.74       | Agency Mortgage-Backed Securities         |
| GNII SF DM8786 C       | 2055-10-20      | 6.5000%  | 0.0000% | $632089.00         | $666518.22         | Agency Mortgage-Backed Securities         |
| GNPL PN CE1130         | 2063-11-15      | 2.9800%  | 0.0000% | $131283.00         | $109905.58         | Agency Mortgage-Backed Securities         |
| GNPL PN CN2464         | 2057-10-15      | 3.8500%  | 0.0000% | $13117232.00       | $11396936.40       | Agency Mortgage-Backed Securities         |
| GNCL CL CP3666         | 2064-10-15      | 4.4700%  | 0.0000% | $9481776.00        | $9030887.52        | Agency Mortgage-Backed Securities         |
| GNII JM MA3236 M       | 2045-11-20      | 3.5000%  | 0.0000% | $3463332.00        | $97838.93          | Agency Mortgage-Backed Securities         |
| GNPL PN CN2455         | 2057-08-15      | 4.0000%  | 0.0000% | $10105632.00       | $9285241.67        | Agency Mortgage-Backed Securities         |
| GNII JM MA2512 M       | 2045-01-20      | 4.0000%  | 0.0000% | $20300799.00       | $392192.93         | Agency Mortgage-Backed Securities         |
| GNII SF DR2343 C       | 2056-04-20      | 5.5000%  | 0.0000% | $13642320.00       | $13888571.46       | Agency Mortgage-Backed Securities         |
| GNII SF DO1094 C       | 2056-02-20      | 6.5000%  | 0.0000% | $801021.00         | $847530.49         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4167   | 2053-08-01      | 5.0000%  | 0.0000% | $45923968.00       | $45053131.37       | Agency Mortgage-Backed Securities         |
| GNPL PN CP7211         | 2057-09-15      | 4.3400%  | 0.0000% | $1000000.00        | $936513.65         | Agency Mortgage-Backed Securities         |
| GNII SF DM3413 C       | 2055-09-20      | 6.0000%  | 0.0000% | $3336576.00        | $3494300.72        | Agency Mortgage-Backed Securities         |
| GNII SF CD7215 C       | 2051-05-20      | 2.5000%  | 0.0000% | $700000.00         | $372343.77         | Agency Mortgage-Backed Securities         |
| GNPL PN CK5733         | 2057-10-15      | 4.1500%  | 0.0000% | $2185000.00        | $2024296.28        | Agency Mortgage-Backed Securities         |
| GNPL PN CM3781         | 2057-07-15      | 3.7100%  | 0.0000% | $12602192.00       | $11336570.15       | Agency Mortgage-Backed Securities         |
| GNII SF DL9864 C       | 2056-01-20      | 6.5000%  | 0.0000% | $817589.00         | $864525.64         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $259476000.00      | $249999563.75      | U.S. Treasuries (including strips)        |
| FNMS 04.000 CTAL9621   | 2037-01-01      | 4.0000%  | 0.0000% | $20989000.00       | $3310422.55        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5011   | 2038-06-01      | 4.5000%  | 0.0000% | $4123000.00        | $280571.98         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7795   | 2052-08-01      | 5.0000%  | 0.0000% | $6400000.00        | $4699459.54        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH0706   | 2053-09-01      | 6.0000%  | 0.0000% | $6215592.00        | $4939748.98        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2444   | 2052-07-01      | 4.0000%  | 0.0000% | $665000.00         | $446953.44         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4016   | 2049-08-01      | 3.0000%  | 0.0000% | $284000.00         | $63487.57          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC U99125 G   | 2043-01-01      | 3.0000%  | 0.0000% | $65000000.00       | $10608765.67       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS2732   | 2038-12-01      | 6.5000%  | 0.0000% | $1000000.00        | $12069.57          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2079   | 2034-10-01      | 6.0000%  | 0.0000% | $5000000.00        | $308126.72         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL1051   | 2041-09-01      | 4.5000%  | 0.0000% | $1000000.00        | $30386.28          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV9290   | 2044-02-01      | 4.5000%  | 0.0000% | $100000.00         | $12110.02          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ2373   | 2054-08-01      | 7.0000%  | 0.0000% | $5039830.00        | $3814795.67        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3510   | 2032-04-01      | 4.6900%  | 0.0000% | $18100000.00       | $18376804.31       | Agency Mortgage-Backed Securities         |
| GNMI SF 698236 X       | 2039-06-15      | 5.0000%  | 0.0000% | $4495896.00        | $78488.23          | Agency Mortgage-Backed Securities         |
| GNII SF DR2980 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1899870.00        | $1968768.13        | Agency Mortgage-Backed Securities         |
| GNII SF DQ2335 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1649590.00        | $1745501.94        | Agency Mortgage-Backed Securities         |
| GNII SF DM3656 C       | 2055-10-20      | 6.0000%  | 0.0000% | $40809728.00       | $41762932.52       | Agency Mortgage-Backed Securities         |
| GNII JM 004462 M       | 2039-06-20      | 5.0000%  | 0.0000% | $10615344.00       | $183006.29         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA9317   | 2056-04-01      | 5.5000%  | 0.0000% | $5761336.00        | $5852822.80        | Agency Mortgage-Backed Securities         |
| GNII SF DO7715 C       | 2056-01-20      | 5.5000%  | 0.0000% | $2205712.00        | $2287118.67        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1661   | 2054-04-01      | 5.0000%  | 0.0000% | $27352832.00       | $25102370.80       | Agency Mortgage-Backed Securities         |
| GNII ET DM7577 C       | 2064-05-20      | 4.0000%  | 0.0000% | $105237.00         | $98343.50          | Agency Mortgage-Backed Securities         |
| GNPL PN CM3786         | 2057-07-15      | 3.6800%  | 0.0000% | $14498096.00       | $13016406.72       | Agency Mortgage-Backed Securities         |
| GNPL PN CM3807         | 2059-09-15      | 5.3300%  | 0.0000% | $1690050.00        | $1712102.89        | Agency Mortgage-Backed Securities         |
| GNPL PN CM3787         | 2057-08-15      | 3.7000%  | 0.0000% | $19844704.00       | $17734834.91       | Agency Mortgage-Backed Securities         |
| GNPL LM CF7691         | 2061-06-15      | 3.4400%  | 0.0000% | $15007840.00       | $13397167.95       | Agency Mortgage-Backed Securities         |
| GNPL PN CO4458         | 2064-06-15      | 3.7800%  | 0.0000% | $866940.00         | $794100.77         | Agency Mortgage-Backed Securities         |
| GNPL LM CG6116         | 2061-02-15      | 3.3800%  | 0.0000% | $2665290.00        | $2372613.94        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7536   | 2049-04-01      | 4.0000%  | 0.0000% | $82964224.00       | $29662106.53       | Agency Mortgage-Backed Securities         |
| GNPL PN CO7981         | 2057-07-15      | 3.7400%  | 0.0000% | $329049.00         | $297019.11         | Agency Mortgage-Backed Securities         |
| GNPL PN CO3176         | 2064-07-15      | 4.3200%  | 0.0000% | $14475264.00       | $13580004.60       | Agency Mortgage-Backed Securities         |
| GNPL PN CO7975         | 2057-10-15      | 4.4000%  | 0.0000% | $125000.00         | $117650.30         | Agency Mortgage-Backed Securities         |
| GNPL PN CL5345         | 2057-07-15      | 4.2300%  | 0.0000% | $2379200.00        | $2210067.63        | Agency Mortgage-Backed Securities         |
| GNPL PN CN7590         | 2057-09-15      | 4.1000%  | 0.0000% | $982143.00         | $906025.74         | Agency Mortgage-Backed Securities         |
| GNII SF DK9664 C       | 2055-07-20      | 6.5000%  | 0.0000% | $391511.00         | $304867.21         | Agency Mortgage-Backed Securities         |
| GNII SF DP1514 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1063676.00        | $1118319.61        | Agency Mortgage-Backed Securities         |
| GNII SF DQ5935 C       | 2056-03-20      | 5.0000%  | 0.0000% | $1662642.00        | $1660661.37        | Agency Mortgage-Backed Securities         |
| GNII SF DL7672 C       | 2055-09-20      | 6.5000%  | 0.0000% | $466640.00         | $497874.46         | Agency Mortgage-Backed Securities         |
| GNII SF DI0812 C       | 2055-04-20      | 6.5000%  | 0.0000% | $613210.00         | $423457.28         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS9809   | 2045-09-01      | 4.5000%  | 0.0000% | $1478670.00        | $226873.88         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC T61633 G   | 2043-06-01      | 3.5000%  | 0.0000% | $15031760.00       | $642893.71         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI1401   | 2034-01-01      | 6.0000%  | 0.0000% | $8265824.00        | $39277.34          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ6579   | 2054-10-01      | 7.0000%  | 0.0000% | $1015270.00        | $847660.89         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL730716   | 2033-08-01      | 6.0000%  | 0.0000% | $6755024.00        | $22947.71          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90157 G   | 2042-09-01      | 3.5000%  | 0.0000% | $33090816.00       | $3257760.48        | Agency Mortgage-Backed Securities         |
| GNII SF DI3648 C       | 2055-06-20      | 6.5000%  | 0.0000% | $642633.00         | $675292.58         | Agency Mortgage-Backed Securities         |
| GNII SF DN5012 C       | 2055-10-20      | 6.5000%  | 0.0000% | $627814.00         | $667366.64         | Agency Mortgage-Backed Securities         |
| GNII SF DN4838 C       | 2055-09-20      | 6.0000%  | 0.0000% | $3081164.00        | $3205223.22        | Agency Mortgage-Backed Securities         |
| GNII SF DN6313 C       | 2056-01-20      | 6.0000%  | 0.0000% | $2166520.00        | $2235833.10        | Agency Mortgage-Backed Securities         |
| GNII SF MA9775 M       | 2048-04-20      | 3.5000%  | 0.0000% | $46705000.00       | $34813302.54       | Agency Mortgage-Backed Securities         |
| GNII SF DN0642 C       | 2055-09-20      | 6.0000%  | 0.0000% | $8062368.00        | $7951250.77        | Agency Mortgage-Backed Securities         |
| GNII SF DJ7762 C       | 2055-04-20      | 6.5000%  | 0.0000% | $768568.00         | $805370.83         | Agency Mortgage-Backed Securities         |
| GNII SF DL5241 C       | 2055-11-20      | 6.0000%  | 0.0000% | $865756.00         | $869106.05         | Agency Mortgage-Backed Securities         |
| GNII SF DJ6895 C       | 2055-06-20      | 6.5000%  | 0.0000% | $684831.00         | $685357.50         | Agency Mortgage-Backed Securities         |
| GNII SF DK0619 C       | 2055-08-20      | 6.0000%  | 0.0000% | $2029596.00        | $2109673.31        | Agency Mortgage-Backed Securities         |
| GNII SF MB0148 M       | 2055-01-20      | 6.0000%  | 0.0000% | $30000000.00       | $16986387.42       | Agency Mortgage-Backed Securities         |
| GNII SF DO3459 C       | 2055-10-20      | 6.0000%  | 0.0000% | $10147136.00       | $10364771.66       | Agency Mortgage-Backed Securities         |
| GNII SF DI3435 C       | 2055-04-20      | 6.5000%  | 0.0000% | $916094.00         | $593657.22         | Agency Mortgage-Backed Securities         |
| GNII SF DO3407 C       | 2055-10-20      | 6.0000%  | 0.0000% | $16944960.00       | $17646326.20       | Agency Mortgage-Backed Securities         |
| GNII SF DO6708 C       | 2055-12-20      | 6.5000%  | 0.0000% | $841181.00         | $887517.66         | Agency Mortgage-Backed Securities         |
| GNRM 2022-115 AE       | 2048-09-16      | 2.0000%  | 0.0000% | $13310592.00       | $10474854.02       | Agency Collateralized Mortgage Obligation |
| GNRM 2018-24 NW        | 2048-09-20      | 3.5000%  | 0.0000% | $1845000.00        | $365648.83         | Agency Collateralized Mortgage Obligation |
| GNII SF DL5322 C       | 2055-11-20      | 6.0000%  | 0.0000% | $2064296.00        | $2126150.05        | Agency Mortgage-Backed Securities         |
| GNII SF DK0605 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1669194.00        | $1738823.93        | Agency Mortgage-Backed Securities         |
| GNRM 2025-188 JC       | 2055-11-20      | 5.0000%  | 0.0000% | $15350000.00       | $15017484.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-215 KA       | 2049-10-20      | 2.5000%  | 0.0000% | $145000.00         | $81852.52          | Agency Collateralized Mortgage Obligation |
| GNPL LM CJ2570         | 2036-06-15      | 2.8400%  | 0.0000% | $485470.00         | $344526.65         | Agency Mortgage-Backed Securities         |
| GNII SF AQ2926 C       | 2045-11-20      | 4.0000%  | 0.0000% | $240000.00         | $81852.94          | Agency Mortgage-Backed Securities         |
| GNPL LM BX3963         | 2057-02-15      | 2.9400%  | 0.0000% | $223881.00         | $191321.62         | Agency Mortgage-Backed Securities         |
| GNII SF DK1298 C       | 2055-06-20      | 6.5000%  | 0.0000% | $497289.00         | $505815.20         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $19820000.00       | $14851262.88       | U.S. Treasuries (including strips)        |
| GNII SF DF4640 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1363024.00        | $963682.85         | Agency Mortgage-Backed Securities         |
| GNII SF DF4491 C       | 2054-11-20      | 5.0000%  | 0.0000% | $6325070.00        | $6245960.04        | Agency Mortgage-Backed Securities         |
| GNII SF DN6602 C       | 2056-03-20      | 6.0000%  | 0.0000% | $6547608.00        | $6772646.48        | Agency Mortgage-Backed Securities         |
| GNII SF DN6458 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1001438.00        | $1037736.17        | Agency Mortgage-Backed Securities         |
| GNII SF DN8986 C       | 2056-02-20      | 5.5000%  | 0.0000% | $1448458.00        | $1471152.32        | Agency Mortgage-Backed Securities         |
| GNII SF MA5191 M       | 2048-05-20      | 3.5000%  | 0.0000% | $50000000.00       | $5668170.48        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4937   | 2052-10-01      | 4.0000%  | 0.0000% | $21849984.00       | $16294582.45       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAB5692   | 2042-06-01      | 4.0000%  | 0.0000% | $710000.00         | $68813.98          | Agency Mortgage-Backed Securities         |
| GNII SF DN6601 C       | 2056-03-20      | 6.0000%  | 0.0000% | $5611630.00        | $5806932.51        | Agency Mortgage-Backed Securities         |
| GNII SF DN6699 C       | 2056-03-20      | 6.0000%  | 0.0000% | $6617216.00        | $6840619.38        | Agency Mortgage-Backed Securities         |
| GNII SF DI3309 C       | 2055-03-20      | 6.5000%  | 0.0000% | $779437.00         | $514404.79         | Agency Mortgage-Backed Securities         |
| GNII SF DM1738 C       | 2055-09-20      | 6.5000%  | 0.0000% | $469936.00         | $495045.63         | Agency Mortgage-Backed Securities         |
| GNII SF DN6592 C       | 2056-03-20      | 6.0000%  | 0.0000% | $1516448.00        | $1588130.01        | Agency Mortgage-Backed Securities         |
| GNII SF DO0923 C       | 2056-01-20      | 6.0000%  | 0.0000% | $2220396.00        | $2330880.05        | Agency Mortgage-Backed Securities         |
| GNII SF DI3434 C       | 2055-04-20      | 6.5000%  | 0.0000% | $893882.00         | $780929.74         | Agency Mortgage-Backed Securities         |
| GNPL PN CL2768         | 2057-09-15      | 3.5900%  | 0.0000% | $2716448.00        | $2432664.04        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ1401         | 2057-09-15      | 3.9800%  | 0.0000% | $6875040.00        | $6315957.22        | Agency Mortgage-Backed Securities         |
| GNII SF BH0050 C       | 2048-06-20      | 4.0000%  | 0.0000% | $7688968.00        | $1243771.60        | Agency Mortgage-Backed Securities         |
| GNPL PN CO7702         | 2063-11-15      | 4.1200%  | 0.0000% | $5997792.00        | $5618789.81        | Agency Mortgage-Backed Securities         |

### Security 698: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1HCF92, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1HCF92
- **C.18 - Value (incl. sponsor support):** $2799000000.00
- **C.18.a - Value (excl. sponsor support):** $2799000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $1500000.00        | $1446647.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $15598700.00       | $15793688.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $4063000.00        | $4106451.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $9703100.00        | $9664200.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $9999900.00        | $9404021.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $140000000.00      | $139339635.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $77349000.00       | $103539729.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $21332000.00       | $20261556.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $52947800.00       | $60750876.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $42609500.00       | $45112057.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $12019900.00       | $11905365.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $21600000.00       | $20871527.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $200.00            | $198.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7500%  | 0.0000% | $27758500.00       | $27683552.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $29296100.00       | $28964278.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $37293900.00       | $39930840.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $5000000.00        | $4832333.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $7900000.00        | $8017540.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100000.00         | $61097.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $3303200.00        | $3349943.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $500.00            | $511.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $208420100.00      | $211140727.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $20749600.00       | $21049575.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $68837900.00       | $72979605.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $60000.00          | $61176.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $75154200.00       | $84221894.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $5484200.00        | $8736341.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $112933100.00      | $147266285.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $3277600.00        | $3223352.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $144200.00         | $96155.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $15000100.00       | $15235689.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $15199900.00       | $16546522.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $3904200.00        | $4047618.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $13884900.00       | $14764705.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $121300.00         | $120376.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $248145900.00      | $249999905.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $178719500.00      | $178648905.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $9000000.00        | $9379544.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $3499000.00        | $4272297.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $6700000.00        | $6816667.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $160200.00         | $157956.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $23240200.00       | $30655949.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $75456000.00       | $75040184.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $5067500.00        | $4987676.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $1209900.00        | $1205277.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $55000000.00       | $53792214.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $8576600.00        | $7453765.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $73700.00          | $73411.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $507200.00         | $444940.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $26398900.00       | $25067128.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $619900.00         | $611842.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $15696600.00       | $15781173.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $279270900.00      | $243480448.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $1500000.00        | $1537726.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $12847400.00       | $12673166.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $266723700.00      | $231774959.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $55269700.00       | $75089177.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $200000000.00      | $199555950.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $23241500.00       | $23705002.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $15001700.00       | $15161582.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $222530000.00      | $222900512.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $100700.00         | $95221.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $731000.00         | $735433.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $2653300.00        | $2689011.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $3000000.00        | $3070270.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $3609900.00        | $3596694.57        | U.S. Treasuries (including strips) |

### Security 699: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA 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: ARP1HCFS0, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: ARP1HCFS0
- **C.18 - Value (incl. sponsor support):** $39000000.00
- **C.18.a - Value (excl. sponsor support):** $39000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CLSD8340   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $819.05            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-06-02      | 0.0000%  | 0.0000% | $39915000.00       | $39783280.50       | U.S. Treasuries (including strips) |

### Security 700: 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: ARP1HCJT4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1HCJT4
- **C.18 - Value (incl. sponsor support):** $1248896807.00
- **C.18.a - Value (excl. sponsor support):** $1248896807.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $72.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $15000000.00       | $14959860.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $4558000.00        | $4475933.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $27759500.00       | $26804366.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-02      | 0.0000%  | 0.0000% | $6400000.00        | $6360377.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $13578000.00       | $13212791.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $17797000.00       | $17520786.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $49996000.00       | $48309855.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-30      | 0.0000%  | 0.0000% | $46000000.00       | $45587012.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-08      | 0.0000%  | 0.0000% | $4200000.00        | $4133152.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-12      | 0.0000%  | 0.0000% | $96690000.00       | $96584317.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-07      | 0.0000%  | 0.0000% | $7000000.00        | $6953219.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-25      | 0.0000%  | 0.0000% | $14400000.00       | $14232211.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-26      | 0.0000%  | 0.0000% | $11500000.00       | $11471388.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $11400000.00       | $11345280.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-23      | 0.0000%  | 0.0000% | $23300000.00       | $23106610.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-21      | 0.0000%  | 0.0000% | $51000000.00       | $49675326.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $48080000.00       | $26526556.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $43600000.00       | $24727452.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $19500000.00       | $12283652.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $39600000.00       | $23782431.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $25500000.00       | $17820284.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $15000000.00       | $12670046.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $37200000.00       | $30107147.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-20      | 0.0000%  | 0.0000% | $15000000.00       | $14834145.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $36000000.00       | $35877780.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-27      | 0.0000%  | 0.0000% | $5700000.00        | $5632950.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-28      | 0.0000%  | 0.0000% | $40000000.00       | $39650440.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $35000000.00       | $34930350.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-05      | 0.0000%  | 0.0000% | $2200000.00        | $2199128.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-16      | 0.0000%  | 0.0000% | $37700000.00       | $37414083.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-16      | 0.0000%  | 0.0000% | $56000000.00       | $55742624.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $35200000.00       | $23472182.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $34000000.00       | $30417890.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $14000000.00       | $7744196.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $6400000.00        | $3910265.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $28735000.00       | $24956133.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $3600.00           | $1711.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $9000000.00        | $8913069.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $64292000.00       | $57514134.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $5500000.00        | $5239764.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $8440000.00        | $5984209.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $180100.00         | $87638.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $32000000.00       | $30846386.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $48350000.00       | $42350844.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $69524400.00       | $68388911.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $66000000.00       | $52866740.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-24      | 0.0000%  | 0.0000% | $15000000.00       | $14781990.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-21      | 0.0000%  | 0.0000% | $2000000.00        | $1983902.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $36000000.00       | $35050282.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $8531800.00        | $4467597.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $43800000.00       | $41370210.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $48000000.00       | $45249458.99       | U.S. Treasuries (including strips) |

### Security 701: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 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: ARP1HCKK1, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1HCKK1
- **C.18 - Value (incl. sponsor support):** $3654000000.00
- **C.18.a - Value (excl. sponsor support):** $3654000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2020-167 AC     | 2050-11-20      | 1.2500%  | 0.0000% | $136987321.00      | $63132153.47       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-015 AC     | 2051-01-20      | 1.2500%  | 0.0000% | $99556000.00       | $46675300.60       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-162 HA     | 2050-10-20      | 1.0000%  | 0.0000% | $289742872.00      | $126303548.35      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-176 AC     | 2050-11-20      | 1.2500%  | 0.0000% | $400000000.00      | $183782398.76      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 GA     | 2050-09-20      | 1.0000%  | 0.0000% | $556760214.00      | $211870006.64      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-147 AE     | 2062-06-16      | 1.2500%  | 0.0000% | $299800000.00      | $179065242.28      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-173 DA     | 2050-11-20      | 1.2500%  | 0.0000% | $400000000.00      | $182727794.16      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-146 QC     | 2050-10-20      | 1.2500%  | 0.0000% | $352279918.00      | $155839294.49      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 BD     | 2050-11-20      | 1.0000%  | 0.0000% | $376842096.00      | $157055731.76      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 MA     | 2050-10-20      | 1.0000%  | 0.0000% | $593135810.00      | $249999999.65      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-175 GA     | 2050-11-20      | 1.2500%  | 0.0000% | $497545714.00      | $223692535.41      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 FC     | 2055-05-20      | 4.9901%  | 0.0000% | $53449087.00       | $41287132.35       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-101 AG     | 2050-07-20      | 1.5000%  | 0.0000% | $450482685.00      | $161688906.34      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 EF     | 2055-05-20      | 4.9901%  | 0.0000% | $50000000.00       | $35740189.34       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-146 DA     | 2050-10-20      | 1.0000%  | 0.0000% | $409000000.00      | $167834985.48      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 FK     | 2055-05-20      | 5.0401%  | 0.0000% | $71736271.00       | $66499460.64       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 AC     | 2050-10-20      | 1.2500%  | 0.0000% | $569814711.00      | $249226913.11      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-129 AB     | 2050-09-20      | 1.0000%  | 0.0000% | $573322881.00      | $240426972.71      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-181 JA     | 2050-12-20      | 1.0000%  | 0.0000% | $398235000.00      | $175027396.03      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-084 FB     | 2055-05-20      | 4.9901%  | 0.0000% | $100000000.00      | $79097400.66       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 KB     | 2050-11-20      | 1.0000%  | 0.0000% | $115000000.00      | $51671790.74       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-162 JA     | 2050-10-20      | 1.0000%  | 0.0000% | $286771954.00      | $125097003.06      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-001 FA     | 2052-01-20      | 3.0000%  | 0.0000% | $77176107.00       | $46656779.21       | Agency Collateralized Mortgage Obligation |
| FNRM RC102AB R20F102 | 2051-01-25      | 1.2500%  | 0.0000% | $138823957.00      | $68346378.13       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 DA     | 2050-09-20      | 1.0000%  | 0.0000% | $585432418.00      | $240976340.36      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 DC     | 2050-11-20      | 1.0000%  | 0.0000% | $498225000.00      | $210917774.52      | Agency Collateralized Mortgage Obligation |
| FNRM CL075KA R20F075 | 2050-11-25      | 1.2500%  | 0.0000% | $96692000.00       | $45293521.34       | Agency Collateralized Mortgage Obligation |
| FNRM CL077CA R20F077 | 2050-11-25      | 1.5000%  | 0.0000% | $33927000.00       | $16791631.16       | Agency Collateralized Mortgage Obligation |

### Security 702: 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: ATD220DV4, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD220DV4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 703: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD220DW2, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD220DW2
- **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:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 704: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD2218V8, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD2218V8
- **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):** 2026-05-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 705: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD2218W6, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD2218W6
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 706: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD2218Y2, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD2218Y2
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 707: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD2218Z9, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD2218Z9
- **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):** 2026-05-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 708: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD221A11, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD221A11
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 709: 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: ATD221CZ4, C.3 - LEI: N/A, C.5 - Other ID: ATD221CZ4
- **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):** 2026-05-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 710: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD2223A7, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD2223A7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 711: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD2223B5, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD2223B5
- **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):** 2026-05-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 712: 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: ATD2223C3, C.3 - LEI: N/A, C.5 - Other ID: ATD2223C3
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 713: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD2223D1, C.3 - LEI: N/A, C.5 - Other ID: ATD2223D1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 714: 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: ATD2223F6, C.3 - LEI: N/A, C.5 - Other ID: ATD2223F6
- **C.18 - Value (incl. sponsor support):** $490000000.00
- **C.18.a - Value (excl. sponsor support):** $490000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 715: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD222YH8, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD222YH8
- **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):** 2026-05-06
- **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? 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: ATD222YK1, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD222YK1
- **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):** 2026-05-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 717: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD222YW5, C.3 - LEI: N/A, C.5 - Other ID: ATD222YW5
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 718: 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: ATD222YX3, C.3 - LEI: N/A, C.5 - Other ID: ATD222YX3
- **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):** 2026-05-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 719: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD223YM5, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ATD223YM5
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 720: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD223YN3, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD223YN3
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 721: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD223YO1, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD223YO1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 722: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD223YP8, C.3 - LEI: N/A, C.5 - Other ID: ATD223YP8
- **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):** 2026-05-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 723: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD223YQ6, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: ATD223YQ6
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 724: NRW BANK

- **C.1 - Title:** NRW BANK 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD223YR4, C.3 - LEI: 52990002O5KK6XOGJ020, C.5 - Other ID: ATD223YR4
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 725: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD223YS2, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD223YS2
- **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):** 2026-05-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 726: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD223YT0, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD223YT0
- **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):** 2026-05-07
- **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? 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: ATD223YU7, C.3 - LEI: N/A, C.5 - Other ID: ATD223YU7
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 728: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD224156, C.3 - LEI: N/A, C.5 - Other ID: ATD224156
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2026-05-07

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO