# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001145549-25-038850
**Filing Date:** 2025-6
**Character Count:** 3748292
**Document Hash:** ca64f4bbcd9dc364960d8c1c06d23599
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038850.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038850

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 251029775

**BUSINESS ADDRESS:**
- **STREET 1:** 211 MAIN STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 1-415-667-7000

**MAIL ADDRESS:**
- **STREET 1:** 211 MAIN STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 54930034YSGPKXW97O22

**EDGAR Series Identifier:** S000004508

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 23 days

- **WAL:** 53 days

- **Total Value of Portfolio Securities:** $352983327302.90

- **Amortized Cost of Portfolio Securities:** $352996733921.15

- **Cash:** $12777000000.05

- **Total Other Assets:** $929842267.61

- **Total Liabilities:** $1617547924.80

- **Net Assets of Series:** $365086028264.01

- **Number of Shares Outstanding (Series):** 365083091019.0600

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $145554113985.65          | $199721425027.74           | 40.1900%                  | 55.1500%                   |
| 2025-05-02 | $144935837775.36          | $202244197010.94           | 39.9400%                  | 55.7300%                   |
| 2025-05-05 | $149908238124.09          | $200627527652.58           | 41.2900%                  | 55.2600%                   |
| 2025-05-06 | $151711207933.97          | $200391582115.84           | 41.6900%                  | 55.0700%                   |
| 2025-05-07 | $154712446762.94          | $200812059948.32           | 42.4500%                  | 55.1000%                   |
| 2025-05-08 | $155568113853.80          | $201385216948.46           | 42.5100%                  | 55.0200%                   |
| 2025-05-09 | $151746766011.84          | $200540638542.73           | 41.6400%                  | 55.0300%                   |
| 2025-05-12 | $156540956932.91          | $203815701273.71           | 42.8200%                  | 55.7500%                   |
| 2025-05-13 | $155105736406.24          | $203097915681.56           | 42.2800%                  | 55.3700%                   |
| 2025-05-14 | $155891281741.43          | $201112227446.34           | 42.7000%                  | 55.0900%                   |
| 2025-05-15 | $152285401949.07          | $200385676397.62           | 41.7800%                  | 54.9700%                   |
| 2025-05-16 | $154263602542.45          | $200735096684.90           | 42.3000%                  | 55.0400%                   |
| 2025-05-19 | $162159587443.89          | $201193433165.12           | 44.3700%                  | 55.0500%                   |
| 2025-05-20 | $158016471089.67          | $202167229198.64           | 43.1100%                  | 55.1500%                   |
| 2025-05-21 | $157002923613.95          | $203157880615.53           | 42.7000%                  | 55.2600%                   |
| 2025-05-22 | $154094334362.21          | $201745527245.53           | 42.0600%                  | 55.0700%                   |
| 2025-05-23 | $161511539649.12          | $201369935044.75           | 44.1200%                  | 55.0100%                   |
| 2025-05-27 | $158802825549.41          | $201732883494.39           | 43.3300%                  | 55.0400%                   |
| 2025-05-28 | $155618336254.65          | $202365217959.05           | 42.3900%                  | 55.1300%                   |
| 2025-05-29 | $152048775978.68          | $202022739526.56           | 41.4500%                  | 55.0700%                   |
| 2025-05-30 | $146245146365.71          | $202032939844.98           | 39.8800%                  | 55.0900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.5100%             |
| 2025-05-02 | 4.5100%             |
| 2025-05-05 | 4.5100%             |
| 2025-05-06 | 4.5100%             |
| 2025-05-07 | 4.5000%             |
| 2025-05-08 | 4.5000%             |
| 2025-05-09 | 4.4800%             |
| 2025-05-12 | 4.4700%             |
| 2025-05-13 | 4.4700%             |
| 2025-05-14 | 4.4700%             |
| 2025-05-15 | 4.4700%             |
| 2025-05-16 | 4.4700%             |
| 2025-05-19 | 4.4800%             |
| 2025-05-20 | 4.4700%             |
| 2025-05-21 | 4.4700%             |
| 2025-05-22 | 4.4700%             |
| 2025-05-23 | 4.4600%             |
| 2025-05-27 | 4.4600%             |
| 2025-05-28 | 4.4700%             |
| 2025-05-29 | 4.4700%             |
| 2025-05-30 | 4.4900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0000                      |
|  |  |
| 2025-05-02 | 1.0000                      |
|  |  |
| 2025-05-05 | 1.0000                      |
|  |  |
| 2025-05-06 | 1.0000                      |
|  |  |
| 2025-05-07 | 1.0000                      |
|  |  |
| 2025-05-08 | 1.0000                      |
|  |  |
| 2025-05-09 | 1.0000                      |
|  |  |
| 2025-05-12 | 1.0000                      |
|  |  |
| 2025-05-13 | 1.0000                      |
|  |  |
| 2025-05-14 | 1.0000                      |
|  |  |
| 2025-05-15 | 1.0000                      |
|  |  |
| 2025-05-16 | 1.0000                      |
|  |  |
| 2025-05-19 | 1.0000                      |
|  |  |
| 2025-05-20 | 1.0000                      |
|  |  |
| 2025-05-21 | 1.0000                      |
|  |  |
| 2025-05-22 | 1.0000                      |
|  |  |
| 2025-05-23 | 0.9999                      |
|  |  |
| 2025-05-27 | 1.0000                      |
|  |  |
| 2025-05-28 | 1.0000                      |
|  |  |
| 2025-05-29 | 1.0000                      |
|  |  |
| 2025-05-30 | 1.0000                      |
|  |  |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $238011504915.84

- **Number of Shares Outstanding:** 238009777365.6700

- **Expense Reimbursement/Waiver:** 1034462.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $1753200746.77            | $742652435.89           |
| 2025-05-02 | $1364125604.69            | $1131607530.09          |
| 2025-05-05 | $1375959827.33            | $1004586905.88          |
| 2025-05-06 | $1379740894.47            | $1238986514.08          |
| 2025-05-07 | $1150009019.65            | $871328664.60           |
| 2025-05-08 | $964069074.08             | $747031513.99           |
| 2025-05-09 | $1021918036.00            | $1362106855.39          |
| 2025-05-12 | $1275202479.60            | $793278833.64           |
| 2025-05-13 | $1229550397.57            | $1864857146.80          |
| 2025-05-14 | $1238616600.29            | $1546173966.05          |
| 2025-05-15 | $1040727819.97            | $1099265050.82          |
| 2025-05-16 | $1106076464.16            | $1196125751.65          |
| 2025-05-19 | $1283742631.10            | $827833808.90           |
| 2025-05-20 | $1207031178.56            | $1439687984.08          |
| 2025-05-21 | $1259120646.44            | $836916901.65           |
| 2025-05-22 | $959894606.52             | $970396789.77           |
| 2025-05-23 | $943488424.83             | $937086112.59           |
| 2025-05-27 | $975642903.79             | $727555378.39           |
| 2025-05-28 | $1050733750.02            | $1227553658.17          |
| 2025-05-29 | $914970342.95             | $877399719.31           |
| 2025-05-30 | $976696334.53             | $867197722.85           |

**Total Gross Subscriptions (Month):** $24470517783.32

**Total Gross Redemptions (Month):** $22309629244.59

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1700%           |
| 2025-05-02 | 4.1700%           |
| 2025-05-05 | 4.1700%           |
| 2025-05-06 | 4.1700%           |
| 2025-05-07 | 4.1600%           |
| 2025-05-08 | 4.1600%           |
| 2025-05-09 | 4.1400%           |
| 2025-05-12 | 4.1300%           |
| 2025-05-13 | 4.1300%           |
| 2025-05-14 | 4.1300%           |
| 2025-05-15 | 4.1300%           |
| 2025-05-16 | 4.1300%           |
| 2025-05-19 | 4.1400%           |
| 2025-05-20 | 4.1300%           |
| 2025-05-21 | 4.1300%           |
| 2025-05-22 | 4.1300%           |
| 2025-05-23 | 4.1200%           |
| 2025-05-27 | 4.1200%           |
| 2025-05-28 | 4.1300%           |
| 2025-05-29 | 4.1300%           |
| 2025-05-30 | 4.1500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9300%         | 0.0000%              |

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $127074523348.17

- **Number of Shares Outstanding:** 127073313653.3900

- **Expense Reimbursement/Waiver:** 549801.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $863351312.82             | $618394558.05           |
| 2025-05-02 | $868669534.44             | $495720575.75           |
| 2025-05-05 | $746927134.30             | $514984881.72           |
| 2025-05-06 | $753082549.43             | $501707760.35           |
| 2025-05-07 | $747758912.45             | $404199581.29           |
| 2025-05-08 | $736627598.11             | $408909533.43           |
| 2025-05-09 | $641426804.91             | $460229561.34           |
| 2025-05-12 | $712087206.31             | $402366831.87           |
| 2025-05-13 | $823529644.04             | $804484512.29           |
| 2025-05-14 | $686654479.58             | $825708549.59           |
| 2025-05-15 | $593887171.79             | $636312731.55           |
| 2025-05-16 | $745379610.32             | $493179800.67           |
| 2025-05-19 | $738321072.13             | $458166684.54           |
| 2025-05-20 | $793729903.97             | $756665838.71           |
| 2025-05-21 | $604530591.04             | $474383082.36           |
| 2025-05-22 | $576623282.27             | $690186054.92           |
| 2025-05-23 | $520251760.86             | $591507791.28           |
| 2025-05-27 | $562586033.76             | $491696256.12           |
| 2025-05-28 | $659914540.55             | $722067881.12           |
| 2025-05-29 | $523680383.68             | $638393997.11           |
| 2025-05-30 | $760473325.78             | $409083639.45           |

**Total Gross Subscriptions (Month):** $14659492852.54

**Total Gross Redemptions (Month):** $11798350103.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.3200%           |
| 2025-05-02 | 4.3200%           |
| 2025-05-05 | 4.3200%           |
| 2025-05-06 | 4.3200%           |
| 2025-05-07 | 4.3100%           |
| 2025-05-08 | 4.3100%           |
| 2025-05-09 | 4.2900%           |
| 2025-05-12 | 4.2800%           |
| 2025-05-13 | 4.2800%           |
| 2025-05-14 | 4.2800%           |
| 2025-05-15 | 4.2800%           |
| 2025-05-16 | 4.2800%           |
| 2025-05-19 | 4.2900%           |
| 2025-05-20 | 4.2800%           |
| 2025-05-21 | 4.2800%           |
| 2025-05-22 | 4.2800%           |
| 2025-05-23 | 4.2700%           |
| 2025-05-27 | 4.2700%           |
| 2025-05-28 | 4.2800%           |
| 2025-05-29 | 4.2800%           |
| 2025-05-30 | 4.3000%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AT40, C.4 - ISIN: US03664AT406, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49969630.00
- **C.18.a - Value (excl. sponsor support):** $49969630.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **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? 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: 03664AT65, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $74936055.00
- **C.18.a - Value (excl. sponsor support):** $74936055.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AUU0, C.4 - ISIN: US03664AUU05, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $66146939.16
- **C.18.a - Value (excl. sponsor support):** $66146939.16
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-28
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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 4: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AV47, C.4 - ISIN: US03664AV477, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49594010.00
- **C.18.a - Value (excl. sponsor support):** $49594010.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 5: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AW20, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $217517764.79
- **C.18.a - Value (excl. sponsor support):** $217517764.79
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 03664AW38, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $98814400.00
- **C.18.a - Value (excl. sponsor support):** $98814400.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: 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: 04821TVB8, C.4 - ISIN: US04821TVB87, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $152218644.48
- **C.18.a - Value (excl. sponsor support):** $152218644.48
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 8: 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: 05253AT26, C.4 - ISIN: US05253AT265, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $498920773.19
- **C.18.a - Value (excl. sponsor support):** $498920773.19
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.550000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MXL3, C.4 - ISIN: US05253MXL35, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $200010220.00
- **C.18.a - Value (excl. sponsor support):** $200010220.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **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 10: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.480000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MYA6, C.4 - ISIN: US05253MYA60, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $185004070.00
- **C.18.a - Value (excl. sponsor support):** $185004070.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 11: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MYC2, C.4 - ISIN: US05253MYC27, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $349987225.00
- **C.18.a - Value (excl. sponsor support):** $349987225.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: AUTOMATIC DATA PROCESSING INC

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A2T34, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $9995177.00
- **C.18.a - Value (excl. sponsor support):** $9995177.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 13: AUTOMATIC DATA PROCESSING INC

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A2T42, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $4996984.50
- **C.18.a - Value (excl. sponsor support):** $4996984.50
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 05571BUQ4, C.4 - ISIN: US05571BUQ49, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $297997080.00
- **C.18.a - Value (excl. sponsor support):** $297997080.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **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 15: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BV42, C.4 - ISIN: US05571BV421, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $534672800.20
- **C.18.a - Value (excl. sponsor support):** $534672800.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 16: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BV59, C.4 - ISIN: US05571BV595, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $233084491.50
- **C.18.a - Value (excl. sponsor support):** $233084491.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 17: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BV67, C.4 - ISIN: US05571BV678, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $615861846.00
- **C.18.a - Value (excl. sponsor support):** $615861846.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 18: BPCE SA

- **C.1 - Title:** BPCE SA 4.490000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDU8, C.4 - ISIN: US05571EDU82, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $700052850.00
- **C.18.a - Value (excl. sponsor support):** $700052850.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BPCE SA

- **C.1 - Title:** BPCE SA 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDX2, C.4 - ISIN: US05571EDX22, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $500226150.00
- **C.18.a - Value (excl. sponsor support):** $500226150.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BPCE SA

- **C.1 - Title:** BPCE SA 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDY0, C.4 - ISIN: US05571EDY05, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $600217440.00
- **C.18.a - Value (excl. sponsor support):** $600217440.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BPCE SA

- **C.1 - Title:** BPCE SA 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDZ7, C.4 - ISIN: US05571EDZ79, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $200072640.00
- **C.18.a - Value (excl. sponsor support):** $200072640.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DDD2, C.4 - ISIN: US05593DDD21, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $600017760.00
- **C.18.a - Value (excl. sponsor support):** $600017760.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 23: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DDL4, C.4 - ISIN: US05593DDL47, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $800041280.00
- **C.18.a - Value (excl. sponsor support):** $800041280.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **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 24: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DE58, C.4 - ISIN: US05593DE583, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $238009591.40
- **C.18.a - Value (excl. sponsor support):** $238009591.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DEL3, C.4 - ISIN: US05593DEL38, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $139004698.20
- **C.18.a - Value (excl. sponsor support):** $139004698.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 26: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DFN8, C.4 - ISIN: US05593DFN84, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $203969440.80
- **C.18.a - Value (excl. sponsor support):** $203969440.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGL1, C.4 - ISIN: US05593DGL10, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $199998140.00
- **C.18.a - Value (excl. sponsor support):** $199998140.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGV9, C.4 - ISIN: US05593DGV91, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $350021245.00
- **C.18.a - Value (excl. sponsor support):** $350021245.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050F7M8, C.4 - ISIN: US06050F7M89, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200065540.00
- **C.18.a - Value (excl. sponsor support):** $200065540.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FMQ2, C.4 - ISIN: US06050FMQ27, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500096500.00
- **C.18.a - Value (excl. sponsor support):** $500096500.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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 31: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FMW9, C.4 - ISIN: US06050FMW94, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500100600.00
- **C.18.a - Value (excl. sponsor support):** $500100600.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 32: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FMX7, C.4 - ISIN: US06050FMX77, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $300067290.00
- **C.18.a - Value (excl. sponsor support):** $300067290.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNM0, C.4 - ISIN: US06050TNM08, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $300008571.00
- **C.18.a - Value (excl. sponsor support):** $300008571.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNN8, C.4 - ISIN: US06050TNN80, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $1000028550.00
- **C.18.a - Value (excl. sponsor support):** $1000028550.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.180000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WPX6, C.4 - ISIN: US06051WPX64, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $99867150.00
- **C.18.a - Value (excl. sponsor support):** $99867150.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSP0, C.4 - ISIN: US06051WSP04, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $439919612.00
- **C.18.a - Value (excl. sponsor support):** $439919612.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSR6, C.4 - ISIN: US06051WSR69, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600042540.00
- **C.18.a - Value (excl. sponsor support):** $600042540.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSS4, C.4 - ISIN: US06051WSS43, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600038100.00
- **C.18.a - Value (excl. sponsor support):** $600038100.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WTA2, C.4 - ISIN: US06051WTA26, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499867650.00
- **C.18.a - Value (excl. sponsor support):** $499867650.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WUV4, C.4 - ISIN: US06051WUV44, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $249718100.00
- **C.18.a - Value (excl. sponsor support):** $249718100.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVM3, C.4 - ISIN: US06051WVM36, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499917000.00
- **C.18.a - Value (excl. sponsor support):** $499917000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RAD5, C.4 - ISIN: US06053RAD52, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200027360.00
- **C.18.a - Value (excl. sponsor support):** $200027360.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBC6, C.4 - ISIN: US06053RBC60, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499766100.00
- **C.18.a - Value (excl. sponsor support):** $499766100.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBM4, C.4 - ISIN: US06053RBM43, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500662580.00
- **C.18.a - Value (excl. sponsor support):** $500662580.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RCA9, C.4 - ISIN: US06053RCA95, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $300102960.00
- **C.18.a - Value (excl. sponsor support):** $300102960.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.630000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CGT6, C.4 - ISIN: US06054CGT62, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $175009955.75
- **C.18.a - Value (excl. sponsor support):** $175009955.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **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 47: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.630000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CHU2, C.4 - ISIN: US06054CHU27, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $342087415.20
- **C.18.a - Value (excl. sponsor support):** $342087415.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.650000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJC0, C.4 - ISIN: US06054CJC01, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $250092400.00
- **C.18.a - Value (excl. sponsor support):** $250092400.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJJ5, C.4 - ISIN: US06054CJJ53, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $279899144.00
- **C.18.a - Value (excl. sponsor support):** $279899144.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.560000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJK2, C.4 - ISIN: US06054CJK27, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $499863950.00
- **C.18.a - Value (excl. sponsor support):** $499863950.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.500000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJP1, C.4 - ISIN: US06054CJP14, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $82979266.60
- **C.18.a - Value (excl. sponsor support):** $82979266.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.520000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJS5, C.4 - ISIN: US06054CJS52, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $249949425.00
- **C.18.a - Value (excl. sponsor support):** $249949425.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.740000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CKL8, C.4 - ISIN: US06054CKL80, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $300193950.00
- **C.18.a - Value (excl. sponsor support):** $300193950.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.730000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CKS3, C.4 - ISIN: US06054CKS34, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $350189070.00
- **C.18.a - Value (excl. sponsor support):** $350189070.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NUR0, C.4 - ISIN: US06054NUR06, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $148966725.00
- **C.18.a - Value (excl. sponsor support):** $148966725.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 56: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NVL2, C.4 - ISIN: US06054NVL27, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $692928670.00
- **C.18.a - Value (excl. sponsor support):** $692928670.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **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 57: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NW23, C.4 - ISIN: US06054NW230, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $247073575.00
- **C.18.a - Value (excl. sponsor support):** $247073575.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NWB3, C.4 - ISIN: US06054NWB36, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $246795250.00
- **C.18.a - Value (excl. sponsor support):** $246795250.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NXL0, C.4 - ISIN: US06054NXL09, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $491189250.00
- **C.18.a - Value (excl. sponsor support):** $491189250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PAC0, C.4 - ISIN: US06054PAC05, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $486276650.00
- **C.18.a - Value (excl. sponsor support):** $486276650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAE2, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600340266.00
- **C.18.a - Value (excl. sponsor support):** $600340266.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAG7, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $400071864.00
- **C.18.a - Value (excl. sponsor support):** $400071864.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAH5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500093770.00
- **C.18.a - Value (excl. sponsor support):** $500093770.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAQ5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500578670.00
- **C.18.a - Value (excl. sponsor support):** $500578670.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.640000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RB27, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500112170.00
- **C.18.a - Value (excl. sponsor support):** $500112170.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DPA7, C.4 - ISIN: US06367DPA71, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $249998575.00
- **C.18.a - Value (excl. sponsor support):** $249998575.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **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 67: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LA64, C.4 - ISIN: US06417LA643, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $1000219500.00
- **C.18.a - Value (excl. sponsor support):** $1000219500.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 68: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NCY6, C.4 - ISIN: US06418NCY67, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $600072000.00
- **C.18.a - Value (excl. sponsor support):** $600072000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 69: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NDA7, C.4 - ISIN: US06418NDA72, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $1500244050.00
- **C.18.a - Value (excl. sponsor support):** $1500244050.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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 70: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NDB5, C.4 - ISIN: US06418NDB55, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $250028975.00
- **C.18.a - Value (excl. sponsor support):** $250028975.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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 71: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NDT6, C.4 - ISIN: US06418NDT63, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $299063358.10
- **C.18.a - Value (excl. sponsor support):** $299063358.10
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 72: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NDU3, C.4 - ISIN: US06418NDU37, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $500253850.00
- **C.18.a - Value (excl. sponsor support):** $500253850.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NFY3, C.4 - ISIN: US06418NFY31, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $699817790.00
- **C.18.a - Value (excl. sponsor support):** $699817790.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FU88, C.4 - ISIN: US06741FU885, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $101512766.40
- **C.18.a - Value (excl. sponsor support):** $101512766.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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 75: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FUH8, C.4 - ISIN: US06741FUH80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $293265252.50
- **C.18.a - Value (excl. sponsor support):** $293265252.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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 76: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FUM7, C.4 - ISIN: US06741FUM75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $298088610.00
- **C.18.a - Value (excl. sponsor support):** $298088610.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FUU9, C.4 - ISIN: US06741FUU91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $297830910.00
- **C.18.a - Value (excl. sponsor support):** $297830910.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-28
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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 78: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FV87, C.4 - ISIN: US06741FV875, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198286440.00
- **C.18.a - Value (excl. sponsor support):** $198286440.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 79: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FVJ3, C.4 - ISIN: US06741FVJ38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99022060.00
- **C.18.a - Value (excl. sponsor support):** $99022060.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 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: 06741FXV4, C.4 - ISIN: US06741FXV48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196301080.00
- **C.18.a - Value (excl. sponsor support):** $196301080.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 06741FY50, C.4 - ISIN: US06741FY507, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $137295270.00
- **C.18.a - Value (excl. sponsor support):** $137295270.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.560000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HMV2, C.4 - ISIN: US06741HMV23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229995538.00
- **C.18.a - Value (excl. sponsor support):** $229995538.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HPL1, C.4 - ISIN: US06741HPL14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $135023031.00
- **C.18.a - Value (excl. sponsor support):** $135023031.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-24
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HPM9, C.4 - ISIN: US06741HPM96, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100016550.00
- **C.18.a - Value (excl. sponsor support):** $100016550.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.680000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HPU1, C.4 - ISIN: US06741HPU13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $171106122.60
- **C.18.a - Value (excl. sponsor support):** $171106122.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.590000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HPY3, C.4 - ISIN: US06741HPY35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $345062893.50
- **C.18.a - Value (excl. sponsor support):** $345062893.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HQD8, C.4 - ISIN: US06741HQD88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $449986770.00
- **C.18.a - Value (excl. sponsor support):** $449986770.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HQH9, C.4 - ISIN: US06741HQH92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120005832.00
- **C.18.a - Value (excl. sponsor support):** $120005832.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: 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: 06744QT34, C.4 - ISIN: US06744QT342, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $479767824.00
- **C.18.a - Value (excl. sponsor support):** $479767824.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 90: 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: 06744QT42, C.4 - ISIN: US06744QT425, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $237856129.00
- **C.18.a - Value (excl. sponsor support):** $237856129.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: 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: 06744QT59, C.4 - ISIN: US06744QT599, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $99927470.00
- **C.18.a - Value (excl. sponsor support):** $99927470.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GCJ8, C.4 - ISIN: US06745GCJ85, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $400053560.00
- **C.18.a - Value (excl. sponsor support):** $400053560.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **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 93: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDG3, C.4 - ISIN: US06745GDG38, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $750465300.00
- **C.18.a - Value (excl. sponsor support):** $750465300.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDM0, C.4 - ISIN: US06745GDM06, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000620000.00
- **C.18.a - Value (excl. sponsor support):** $1000620000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDS7, C.4 - ISIN: US06745GDS75, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $368025539.20
- **C.18.a - Value (excl. sponsor support):** $368025539.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDX6, C.4 - ISIN: US06745GDX60, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $332022974.40
- **C.18.a - Value (excl. sponsor support):** $332022974.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDZ1, C.4 - ISIN: US06745GDZ19, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $346008338.60
- **C.18.a - Value (excl. sponsor support):** $346008338.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEB3, C.4 - ISIN: US06745GEB32, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $499993300.00
- **C.18.a - Value (excl. sponsor support):** $499993300.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LT65, C.4 - ISIN: US06945LT650, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99915320.00
- **C.18.a - Value (excl. sponsor support):** $99915320.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 100: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LTB4, C.4 - ISIN: US06945LTB44, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99854690.00
- **C.18.a - Value (excl. sponsor support):** $99854690.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-11
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **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 101: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LTC2, C.4 - ISIN: US06945LTC27, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49921275.00
- **C.18.a - Value (excl. sponsor support):** $49921275.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **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 102: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LUN6, C.4 - ISIN: US06945LUN62, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99353060.00
- **C.18.a - Value (excl. sponsor support):** $99353060.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LUP1, C.4 - ISIN: US06945LUP11, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99341050.00
- **C.18.a - Value (excl. sponsor support):** $99341050.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **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 104: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LUR7, C.4 - ISIN: US06945LUR76, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $128267982.99
- **C.18.a - Value (excl. sponsor support):** $128267982.99
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 105: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LVF2, C.4 - ISIN: US06945LVF20, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99060880.00
- **C.18.a - Value (excl. sponsor support):** $99060880.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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 106: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LVL9, C.4 - ISIN: US06945LVL97, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49499760.00
- **C.18.a - Value (excl. sponsor support):** $49499760.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **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 107: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LVT2, C.4 - ISIN: US06945LVT24, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49456770.00
- **C.18.a - Value (excl. sponsor support):** $49456770.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 108: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LW46, C.4 - ISIN: US06945LW464, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $98812960.00
- **C.18.a - Value (excl. sponsor support):** $98812960.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDFD2, C.4 - ISIN: US0727MDFD27, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $300019740.00
- **C.18.a - Value (excl. sponsor support):** $300019740.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 110: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644ATP9, C.4 - ISIN: US07644ATP92, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $199418700.00
- **C.18.a - Value (excl. sponsor support):** $199418700.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-23
- **C.12 - Maturity Date (WAL):** 2025-06-23
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **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 111: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644ATS3, C.4 - ISIN: US07644ATS32, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $274100255.00
- **C.18.a - Value (excl. sponsor support):** $274100255.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **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 112: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AU77, C.4 - ISIN: US07644AU774, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99537560.00
- **C.18.a - Value (excl. sponsor support):** $99537560.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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 113: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AVM3, C.4 - ISIN: US07644AVM34, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98987790.00
- **C.18.a - Value (excl. sponsor support):** $98987790.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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 114: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AWJ9, C.4 - ISIN: US07644AWJ95, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $147965700.00
- **C.18.a - Value (excl. sponsor support):** $147965700.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AWK6, C.4 - ISIN: US07644AWK68, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98631520.00
- **C.18.a - Value (excl. sponsor support):** $98631520.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AWN0, C.4 - ISIN: US07644AWN08, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $128173123.00
- **C.18.a - Value (excl. sponsor support):** $128173123.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-22
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.600000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPB8, C.4 - ISIN: US07644DPB81, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $200036960.00
- **C.18.a - Value (excl. sponsor support):** $200036960.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **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 118: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.530000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPJ1, C.4 - ISIN: US07644DPJ18, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $200006180.00
- **C.18.a - Value (excl. sponsor support):** $200006180.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.530000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPK8, C.4 - ISIN: US07644DPK80, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $119001439.90
- **C.18.a - Value (excl. sponsor support):** $119001439.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.580000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPP7, C.4 - ISIN: US07644DPP77, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $200020540.00
- **C.18.a - Value (excl. sponsor support):** $200020540.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.550000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPR3, C.4 - ISIN: US07644DPR34, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $199974500.00
- **C.18.a - Value (excl. sponsor support):** $199974500.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224LT48, C.4 - ISIN: US08224LT484, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $145162603.08
- **C.18.a - Value (excl. sponsor support):** $145162603.08
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 123: 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: 08224LT55, C.4 - ISIN: US08224LT559, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $140880168.70
- **C.18.a - Value (excl. sponsor support):** $140880168.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 124: 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: 08224LVE3, C.4 - ISIN: US08224LVE37, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $8735180.89
- **C.18.a - Value (excl. sponsor support):** $8735180.89
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **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 125: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224LVF0, C.4 - ISIN: US08224LVF02, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $270504222.06
- **C.18.a - Value (excl. sponsor support):** $270504222.06
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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 126: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660EWB3, C.4 - ISIN: US09660EWB37, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $296223450.00
- **C.18.a - Value (excl. sponsor support):** $296223450.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660EWC1, C.4 - ISIN: US09660EWC10, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $345551570.00
- **C.18.a - Value (excl. sponsor support):** $345551570.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.530000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660YQJ9, C.4 - ISIN: US09660YQJ90, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $435069643.50
- **C.18.a - Value (excl. sponsor support):** $435069643.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: BRECKENRIDGE TERRACE, LLC

- **C.1 - Title:** HOUSING FACILITIES REVENUE NOTES SERIES 1999B 4.530000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 106538AB7, C.4 - ISIN: US106538AB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2039-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2T20, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $15094533.80
- **C.18.a - Value (excl. sponsor support):** $15094533.80
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2U77, C.4 - ISIN: US1247P2U775, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $109491393.00
- **C.18.a - Value (excl. sponsor support):** $109491393.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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 132: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2UP7, C.4 - ISIN: US1247P2UP79, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $99343150.00
- **C.18.a - Value (excl. sponsor support):** $99343150.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **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 133: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2UR3, C.4 - ISIN: US1247P2UR36, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $99319030.00
- **C.18.a - Value (excl. sponsor support):** $99319030.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 134: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2UU6, C.4 - ISIN: US1247P2UU64, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $49641440.00
- **C.18.a - Value (excl. sponsor support):** $49641440.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-28
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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 135: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2UV4, C.4 - ISIN: US1247P2UV48, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $124088537.50
- **C.18.a - Value (excl. sponsor support):** $124088537.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2UW2, C.4 - ISIN: US1247P2UW21, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $99258570.00
- **C.18.a - Value (excl. sponsor support):** $99258570.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **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 137: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2VN1, C.4 - ISIN: US1247P2VN13, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $98975430.00
- **C.18.a - Value (excl. sponsor support):** $98975430.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 138: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2VS0, C.4 - ISIN: US1247P2VS00, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $49462995.00
- **C.18.a - Value (excl. sponsor support):** $49462995.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 139: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2WG5, C.4 - ISIN: US1247P2WG52, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $98669140.00
- **C.18.a - Value (excl. sponsor support):** $98669140.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TT20, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $10396235.20
- **C.18.a - Value (excl. sponsor support):** $10396235.20
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TU77, C.4 - ISIN: US12619TU779, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $24884407.50
- **C.18.a - Value (excl. sponsor support):** $24884407.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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 142: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TUP7, C.4 - ISIN: US12619TUP73, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $49670225.00
- **C.18.a - Value (excl. sponsor support):** $49670225.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **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 143: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TUR3, C.4 - ISIN: US12619TUR30, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $49657805.00
- **C.18.a - Value (excl. sponsor support):** $49657805.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 144: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TUV4, C.4 - ISIN: US12619TUV42, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $74449372.50
- **C.18.a - Value (excl. sponsor support):** $74449372.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TVR2, C.4 - ISIN: US12619TVR21, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $74198332.50
- **C.18.a - Value (excl. sponsor support):** $74198332.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 146: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TVS0, C.4 - ISIN: US12619TVS04, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $148377990.00
- **C.18.a - Value (excl. sponsor support):** $148377990.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 147: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TVV3, C.4 - ISIN: US12619TVV33, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $123601775.00
- **C.18.a - Value (excl. sponsor support):** $123601775.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 148: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710CAM1, C.4 - ISIN: US12710CAM10, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $225022747.50
- **C.18.a - Value (excl. sponsor support):** $225022747.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: 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: 12710GTA8, C.4 - ISIN: US12710GTA84, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $54926668.50
- **C.18.a - Value (excl. sponsor support):** $54926668.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-10
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **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 150: 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: 12710GTT7, C.4 - ISIN: US12710GTT75, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49828850.00
- **C.18.a - Value (excl. sponsor support):** $49828850.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-27
- **C.12 - Maturity Date (WAL):** 2025-06-27
- **C.13 - Final Legal Maturity Date:** 2025-06-27
- **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 151: 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: 12710GUB4, C.4 - ISIN: US12710GUB49, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $149030147.84
- **C.18.a - Value (excl. sponsor support):** $149030147.84
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **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 152: 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: 12710GUH1, C.4 - ISIN: US12710GUH19, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $98418543.30
- **C.18.a - Value (excl. sponsor support):** $98418543.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: 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: 12710GUQ1, C.4 - ISIN: US12710GUQ18, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $244344444.60
- **C.18.a - Value (excl. sponsor support):** $244344444.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **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 154: 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: 12710GUR9, C.4 - ISIN: US12710GUR90, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $87397006.40
- **C.18.a - Value (excl. sponsor support):** $87397006.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 155: 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: 12710GV15, C.4 - ISIN: US12710GV151, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $54576115.00
- **C.18.a - Value (excl. sponsor support):** $54576115.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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 156: 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: 12710GV56, C.4 - ISIN: US12710GV565, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $74385457.50
- **C.18.a - Value (excl. sponsor support):** $74385457.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 157: 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: 12710GVB3, C.4 - ISIN: US12710GVB30, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $99107640.00
- **C.18.a - Value (excl. sponsor support):** $99107640.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 158: 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: 12710GVT4, C.4 - ISIN: US12710GVT48, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $79130704.00
- **C.18.a - Value (excl. sponsor support):** $79130704.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 159: 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: 12710GVV9, C.4 - ISIN: US12710GVV93, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $89000100.00
- **C.18.a - Value (excl. sponsor support):** $89000100.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 160: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GWA4, C.4 - ISIN: US12710GWA48, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $80968374.40
- **C.18.a - Value (excl. sponsor support):** $80968374.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GWS5, C.4 - ISIN: US12710GWS55, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $147818415.00
- **C.18.a - Value (excl. sponsor support):** $147818415.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GXW5, C.4 - ISIN: US12710GXW58, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $68695760.00
- **C.18.a - Value (excl. sponsor support):** $68695760.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: 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: 12802VT48, C.4 - ISIN: US12802VT480, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $99939970.00
- **C.18.a - Value (excl. sponsor support):** $99939970.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: California Public Finance Auth

- **C.1 - Title:** RB (ADVENTIST HEALTH) SERIES 2024B 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13057EHS6, C.4 - ISIN: US13057EHS63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $71000000.00
- **C.18.a - Value (excl. sponsor support):** $71000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 165: California Public Finance Auth

- **C.1 - Title:** RB (ADVENTIST HEALTH) SERIES 2024C 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13057EHU1, C.4 - ISIN: US13057EHU10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 166: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DEY4, C.4 - ISIN: US13606DEY40, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $499981150.00
- **C.18.a - Value (excl. sponsor support):** $499981150.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 167: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DFR8, C.4 - ISIN: US13606DFR89, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $99972640.00
- **C.18.a - Value (excl. sponsor support):** $99972640.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DGN6, C.4 - ISIN: US13606DGN66, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $419100141.00
- **C.18.a - Value (excl. sponsor support):** $419100141.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJH6, C.4 - ISIN: US13606DJH61, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $500504750.00
- **C.18.a - Value (excl. sponsor support):** $500504750.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: CELLMARK, INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2018A 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 15118CAA8, C.4 - ISIN: US15118CAA80, C.3 - LEI: 549300JWG1LWHVNYN325
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 171: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WL67, C.4 - ISIN: US15963WL672, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100000306.00
- **C.18.a - Value (excl. sponsor support):** $100000306.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.580000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WM25, C.4 - ISIN: US15963WM258, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $400018200.00
- **C.18.a - Value (excl. sponsor support):** $400018200.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.590000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WM41, C.4 - ISIN: US15963WM415, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $224981118.00
- **C.18.a - Value (excl. sponsor support):** $224981118.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.710000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WM66, C.4 - ISIN: US15963WM662, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100028429.00
- **C.18.a - Value (excl. sponsor support):** $100028429.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.710000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WM82, C.4 - ISIN: US15963WM829, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100028532.00
- **C.18.a - Value (excl. sponsor support):** $100028532.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.710000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WM90, C.4 - ISIN: US15963WM902, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100025119.00
- **C.18.a - Value (excl. sponsor support):** $100025119.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.660000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WN24, C.4 - ISIN: US15963WN249, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $240034615.20
- **C.18.a - Value (excl. sponsor support):** $240034615.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.650000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WN40, C.4 - ISIN: US15963WN405, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $175020833.75
- **C.18.a - Value (excl. sponsor support):** $175020833.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WN73, C.4 - ISIN: US15963WN736, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100006354.00
- **C.18.a - Value (excl. sponsor support):** $100006354.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WN81, C.4 - ISIN: US15963WN819, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $150009796.50
- **C.18.a - Value (excl. sponsor support):** $150009796.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WP22, C.4 - ISIN: US15963WP228, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $131007493.20
- **C.18.a - Value (excl. sponsor support):** $131007493.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VT25, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $33787791.44
- **C.18.a - Value (excl. sponsor support):** $33787791.44
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VU72, C.4 - ISIN: US16115VU721, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49768325.00
- **C.18.a - Value (excl. sponsor support):** $49768325.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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 184: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VU98, C.4 - ISIN: US16115VU986, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99512410.00
- **C.18.a - Value (excl. sponsor support):** $99512410.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **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 185: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VUP2, C.4 - ISIN: US16115VUP20, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99342250.00
- **C.18.a - Value (excl. sponsor support):** $99342250.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **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 186: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VUR8, C.4 - ISIN: US16115VUR85, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99317890.00
- **C.18.a - Value (excl. sponsor support):** $99317890.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 187: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VUV9, C.4 - ISIN: US16115VUV97, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49634585.00
- **C.18.a - Value (excl. sponsor support):** $49634585.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VUW7, C.4 - ISIN: US16115VUW70, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99256870.00
- **C.18.a - Value (excl. sponsor support):** $99256870.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **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 189: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VVJ5, C.4 - ISIN: US16115VVJ50, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $74266942.50
- **C.18.a - Value (excl. sponsor support):** $74266942.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 190: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VVR7, C.4 - ISIN: US16115VVR76, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $98935940.00
- **C.18.a - Value (excl. sponsor support):** $98935940.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 191: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VVS5, C.4 - ISIN: US16115VVS59, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49461775.00
- **C.18.a - Value (excl. sponsor support):** $49461775.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 192: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VVV8, C.4 - ISIN: US16115VVV88, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $123608087.50
- **C.18.a - Value (excl. sponsor support):** $123608087.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 193: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VWB1, C.4 - ISIN: US16115VWB16, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $98726770.00
- **C.18.a - Value (excl. sponsor support):** $98726770.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VWJ4, C.4 - ISIN: US16115VWJ42, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $98640710.00
- **C.18.a - Value (excl. sponsor support):** $98640710.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: 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: 16537HT26, C.4 - ISIN: US16537HT263, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $409851580.00
- **C.18.a - Value (excl. sponsor support):** $409851580.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: 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: 16537HT34, C.4 - ISIN: US16537HT347, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99951710.00
- **C.18.a - Value (excl. sponsor support):** $99951710.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 197: 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: 16538AT20, C.4 - ISIN: US16538AT209, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $133951492.00
- **C.18.a - Value (excl. sponsor support):** $133951492.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: 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: 16538AT38, C.4 - ISIN: US16538AT381, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $279864788.00
- **C.18.a - Value (excl. sponsor support):** $279864788.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 199: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.650000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPBN6, C.4 - ISIN: US1730QPBN65, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500167100.00
- **C.18.a - Value (excl. sponsor support):** $500167100.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327AWA1, C.4 - ISIN: US17327AWA14, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $186616823.40
- **C.18.a - Value (excl. sponsor support):** $186616823.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHF7, C.4 - ISIN: US17330QHF72, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $520098852.00
- **C.18.a - Value (excl. sponsor support):** $520098852.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **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 202: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHM2, C.4 - ISIN: US17330QHM24, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $750348000.00
- **C.18.a - Value (excl. sponsor support):** $750348000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHW0, C.4 - ISIN: US17330QHW06, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $300103050.00
- **C.18.a - Value (excl. sponsor support):** $300103050.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHX8, C.4 - ISIN: US17330QHX88, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $399811320.00
- **C.18.a - Value (excl. sponsor support):** $399811320.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJE8, C.4 - ISIN: US17330QJE89, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $500243750.00
- **C.18.a - Value (excl. sponsor support):** $500243750.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJH1, C.4 - ISIN: US17330QJH11, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $500113850.00
- **C.18.a - Value (excl. sponsor support):** $500113850.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJM0, C.4 - ISIN: US17330QJM06, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $675142020.00
- **C.18.a - Value (excl. sponsor support):** $675142020.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.580000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RK73, C.4 - ISIN: US19423RK733, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $500001415.00
- **C.18.a - Value (excl. sponsor support):** $500001415.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.580000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RK81, C.4 - ISIN: US19423RK816, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $100000665.00
- **C.18.a - Value (excl. sponsor support):** $100000665.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.580000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RK99, C.4 - ISIN: US19423RK998, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $149000990.85
- **C.18.a - Value (excl. sponsor support):** $149000990.85
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RKV0, C.4 - ISIN: US19423RKV05, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $200008826.00
- **C.18.a - Value (excl. sponsor support):** $200008826.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RKX6, C.4 - ISIN: US19423RKX60, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $150006711.00
- **C.18.a - Value (excl. sponsor support):** $150006711.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RKZ1, C.4 - ISIN: US19423RKZ19, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $100004474.00
- **C.18.a - Value (excl. sponsor support):** $100004474.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.660000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLC1, C.4 - ISIN: US19423RLC15, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $300038307.00
- **C.18.a - Value (excl. sponsor support):** $300038307.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.710000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLD9, C.4 - ISIN: US19423RLD97, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $194064045.22
- **C.18.a - Value (excl. sponsor support):** $194064045.22
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.650000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLE7, C.4 - ISIN: US19423RLE70, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $435047745.60
- **C.18.a - Value (excl. sponsor support):** $435047745.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.660000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLJ6, C.4 - ISIN: US19423RLJ67, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $245024482.85
- **C.18.a - Value (excl. sponsor support):** $245024482.85
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLP2, C.4 - ISIN: US19423RLP28, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $365024925.85
- **C.18.a - Value (excl. sponsor support):** $365024925.85
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS II RB SERIES 2023F2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 1964802P1, C.4 - ISIN: US1964802P13, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $24400000.00
- **C.18.a - Value (excl. sponsor support):** $24400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 220: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2019L2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480CY1, C.4 - ISIN: US196480CY11, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $12350000.00
- **C.18.a - Value (excl. sponsor support):** $12350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2044-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS II SERIES 2023A2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480T72, C.4 - ISIN: US196480T724, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $9600000.00
- **C.18.a - Value (excl. sponsor support):** $9600000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 222: Colorado Housing & Finance Auth

- **C.1 - Title:** SF MORTGAGE BONDS SERIES SERIES 2023M2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAW2, C.4 - ISIN: US19648GAW24, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 223: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2023N2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAY8, C.4 - ISIN: US19648GAY89, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 224: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025H2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GF23, C.4 - ISIN: US19648GF233, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $18380000.00
- **C.18.a - Value (excl. sponsor support):** $18380000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 225: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024A2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGW6, C.4 - ISIN: US19648GGW69, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $30750000.00
- **C.18.a - Value (excl. sponsor support):** $30750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 226: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024B2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGY2, C.4 - ISIN: US19648GGY26, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $14740000.00
- **C.18.a - Value (excl. sponsor support):** $14740000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 227: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024C2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GHX3, C.4 - ISIN: US19648GHX34, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $30490000.00
- **C.18.a - Value (excl. sponsor support):** $30490000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 228: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS I SERIES 2024F2 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GPD8, C.4 - ISIN: US19648GPD87, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $11325000.00
- **C.18.a - Value (excl. sponsor support):** $11325000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 229: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS I SERIES 2025D2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GWD0, C.4 - ISIN: US19648GWD05, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $17500000.00
- **C.18.a - Value (excl. sponsor support):** $17500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 230: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025G2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GZH8, C.4 - ISIN: US19648GZH81, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $15910000.00
- **C.18.a - Value (excl. sponsor support):** $15910000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 231: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YGV7, C.4 - ISIN: US20259YGV74, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $299999820.00
- **C.18.a - Value (excl. sponsor support):** $299999820.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YGW5, C.4 - ISIN: US20259YGW57, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $1525012200.00
- **C.18.a - Value (excl. sponsor support):** $1525012200.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 233: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 4.480000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBD6, C.4 - ISIN: US20272FBD69, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $200004780.00
- **C.18.a - Value (excl. sponsor support):** $200004780.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 234: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 4.480000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBE4, C.4 - ISIN: US20272FBE43, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $200003200.00
- **C.18.a - Value (excl. sponsor support):** $200003200.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 4.480000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBF1, C.4 - ISIN: US20272FBF18, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $75000915.00
- **C.18.a - Value (excl. sponsor support):** $75000915.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CBD8, C.4 - ISIN: US20632CBD83, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $34008413.30
- **C.18.a - Value (excl. sponsor support):** $34008413.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 237: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.580000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CBJ5, C.4 - ISIN: US20632CBJ53, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $50003605.00
- **C.18.a - Value (excl. sponsor support):** $50003605.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 238: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.580000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CBL0, C.4 - ISIN: US20632CBL00, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $65005402.80
- **C.18.a - Value (excl. sponsor support):** $65005402.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.580000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CBR7, C.4 - ISIN: US20632CBR79, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $86016747.64
- **C.18.a - Value (excl. sponsor support):** $86016747.64
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: COOK CNTY

- **C.1 - Title:** TAXABLE GO BONDS SERIES 2004D 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 213185FW6, C.4 - ISIN: US213185FW60, C.3 - LEI: 5493004UMR7OX4YITE10
- **C.18 - Value (incl. sponsor support):** $37000000.00
- **C.18.a - Value (excl. sponsor support):** $37000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2030-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 241: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LJF0, C.4 - ISIN: US21684LJF04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200005580.00
- **C.18.a - Value (excl. sponsor support):** $200005580.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 242: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2E5, C.4 - ISIN: US21684X2E50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99995480.00
- **C.18.a - Value (excl. sponsor support):** $99995480.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 243: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2M7, C.4 - ISIN: US21684X2M76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249966925.00
- **C.18.a - Value (excl. sponsor support):** $249966925.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2P0, C.4 - ISIN: US21684X2P08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99997190.00
- **C.18.a - Value (excl. sponsor support):** $99997190.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 245: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2Q8, C.4 - ISIN: US21684X2Q80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99991960.00
- **C.18.a - Value (excl. sponsor support):** $99991960.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 246: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XZX9, C.4 - ISIN: US22532XZX91, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $265036252.00
- **C.18.a - Value (excl. sponsor support):** $265036252.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 247: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XZY7, C.4 - ISIN: US22532XZY74, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $358050549.60
- **C.18.a - Value (excl. sponsor support):** $358050549.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-23
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **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 248: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536H4E6, C.4 - ISIN: US22536H4E60, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $225024592.50
- **C.18.a - Value (excl. sponsor support):** $225024592.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 249: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536HQ69, C.4 - ISIN: US22536HQ693, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $500053300.00
- **C.18.a - Value (excl. sponsor support):** $500053300.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 250: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536HW54, C.4 - ISIN: US22536HW543, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $350035280.00
- **C.18.a - Value (excl. sponsor support):** $350035280.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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 251: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JDF9, C.4 - ISIN: US22536JDF93, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $460879863.40
- **C.18.a - Value (excl. sponsor support):** $460879863.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 252: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JKV6, C.4 - ISIN: US22536JKV60, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $599069985.09
- **C.18.a - Value (excl. sponsor support):** $599069985.09
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JLA1, C.4 - ISIN: US22536JLA15, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $360031032.00
- **C.18.a - Value (excl. sponsor support):** $360031032.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 254: CYNTHIA REESE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2023 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23257MAA1, C.4 - ISIN: US23257MAA18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28830000.00
- **C.18.a - Value (excl. sponsor support):** $28830000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 255: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DU11, C.4 - ISIN: US23305DU115, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $199229220.00
- **C.18.a - Value (excl. sponsor support):** $199229220.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 256: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DU29, C.4 - ISIN: US23305DU297, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $211954183.84
- **C.18.a - Value (excl. sponsor support):** $211954183.84
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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 257: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DV44, C.4 - ISIN: US23305DV444, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $43150934.25
- **C.18.a - Value (excl. sponsor support):** $43150934.25
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 258: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DVB8, C.4 - ISIN: US23305DVB80, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $297335910.00
- **C.18.a - Value (excl. sponsor support):** $297335910.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 259: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0UE0, C.4 - ISIN: US2332K0UE09, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $198924680.00
- **C.18.a - Value (excl. sponsor support):** $198924680.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-14
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **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 260: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0VC3, C.4 - ISIN: US2332K0VC34, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $197233337.70
- **C.18.a - Value (excl. sponsor support):** $197233337.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 261: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0VN9, C.4 - ISIN: US2332K0VN98, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $197251805.78
- **C.18.a - Value (excl. sponsor support):** $197251805.78
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 262: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0VR0, C.4 - ISIN: US2332K0VR03, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $217696182.00
- **C.18.a - Value (excl. sponsor support):** $217696182.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 263: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0VS8, C.4 - ISIN: US2332K0VS85, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $122785160.50
- **C.18.a - Value (excl. sponsor support):** $122785160.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 264: DNB BANK ASA (NEW YORK BRANCH)

- **C.1 - Title:** DNB BANK ASA (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HQR2, C.4 - ISIN: US23345HQR20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500008350.00
- **C.18.a - Value (excl. sponsor support):** $500008350.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: DZ BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DZ BANK AG (NEW YORK BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26821LT21, C.4 - ISIN: US26821LT212, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $1319524404.00
- **C.18.a - Value (excl. sponsor support):** $1319524404.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 266: ECMC GROUP INC

- **C.1 - Title:** STUDENT LOAN BACKED BONDS SERIES 2024-2 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAC8, C.4 - ISIN: US26828NAC83, C.3 - LEI: 894500Z9NXKHZ9HI1783
- **C.18 - Value (incl. sponsor support):** $111582000.00
- **C.18.a - Value (excl. sponsor support):** $111582000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 267: EAGLE CNTY

- **C.1 - Title:** RB (BC HOUSING) SERIES 1997B 4.530000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AB3, C.4 - ISIN: US269476AB37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 268: EAGLE CNTY

- **C.1 - Title:** RB (TARNES AT BC) SERIES 1999B 4.530000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AD9, C.4 - ISIN: US269476AD92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2410000.00
- **C.18.a - Value (excl. sponsor support):** $2410000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 269: EQUINOR ASA

- **C.1 - Title:** EQUINOR ASA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29447LT37, C.4 - ISIN: US29447LT379, C.3 - LEI: OW6OFBNCKXC4US5C7523
- **C.18 - Value (incl. sponsor support):** $369821364.00
- **C.18.a - Value (excl. sponsor support):** $369821364.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 270: ERSTE GROUP BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** ERSTE GROUP BANK AG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 29604GEN9, C.4 - ISIN: US29604GEN97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $984997636.00
- **C.18.a - Value (excl. sponsor support):** $984997636.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 271: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E2T29, C.4 - ISIN: US2960E2T294, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299891850.00
- **C.18.a - Value (excl. sponsor support):** $299891850.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E2T37, C.4 - ISIN: US2960E2T377, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $824603670.00
- **C.18.a - Value (excl. sponsor support):** $824603670.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 273: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E2T45, C.4 - ISIN: US2960E2T450, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $374774962.50
- **C.18.a - Value (excl. sponsor support):** $374774962.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 274: 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: 30601VUA7, C.4 - ISIN: US30601VUA78, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $54724241.00
- **C.18.a - Value (excl. sponsor support):** $54724241.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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 275: FAIRWAY FINANCE CO LLC

- **C.1 - Title:** FAIRWAY FINANCE CO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601VXP1, C.4 - ISIN: US30601VXP11, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $63833698.50
- **C.18.a - Value (excl. sponsor support):** $63833698.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 276: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HAT2, C.4 - ISIN: US30608HAT23, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $123900154.88
- **C.18.a - Value (excl. sponsor support):** $123900154.88
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 277: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HAU9, C.4 - ISIN: US30608HAU95, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $100000250.00
- **C.18.a - Value (excl. sponsor support):** $100000250.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 278: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.600000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HAY1, C.4 - ISIN: US30608HAY18, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $208004028.96
- **C.18.a - Value (excl. sponsor support):** $208004028.96
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBD6, C.4 - ISIN: US30608HBD61, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $69000724.50
- **C.18.a - Value (excl. sponsor support):** $69000724.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 280: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.700000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBK0, C.4 - ISIN: US30608HBK05, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $224421744.45
- **C.18.a - Value (excl. sponsor support):** $224421744.45
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 281: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBP9, C.4 - ISIN: US30608HBP91, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $250015350.00
- **C.18.a - Value (excl. sponsor support):** $250015350.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 282: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBQ7, C.4 - ISIN: US30608HBQ74, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $292018553.68
- **C.18.a - Value (excl. sponsor support):** $292018553.68
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 283: 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: 31428FUE3, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $273494375.00
- **C.18.a - Value (excl. sponsor support):** $273494375.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-14
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **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 284: 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: 31428FVC6, C.4 - ISIN: US31428FVC66, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $99097540.00
- **C.18.a - Value (excl. sponsor support):** $99097540.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 285: 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: 31428FVR3, C.4 - ISIN: US31428FVR36, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $296820150.00
- **C.18.a - Value (excl. sponsor support):** $296820150.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 286: 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: 31428FVV4, C.4 - ISIN: US31428FVV48, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $296674590.00
- **C.18.a - Value (excl. sponsor support):** $296674590.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 287: GINA RISTOW BELLING 2022

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2024 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 37612DAA1, C.4 - ISIN: US37612DAA19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $37170000.00
- **C.18.a - Value (excl. sponsor support):** $37170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 288: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LT55, C.4 - ISIN: US38346LT554, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $99927460.00
- **C.18.a - Value (excl. sponsor support):** $99927460.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 289: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LTH9, C.4 - ISIN: US38346LTH95, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $299345310.00
- **C.18.a - Value (excl. sponsor support):** $299345310.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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 290: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LUF1, C.4 - ISIN: US38346LUF11, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $124299612.50
- **C.18.a - Value (excl. sponsor support):** $124299612.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **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 291: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LUU8, C.4 - ISIN: US38346LUU87, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $49640675.00
- **C.18.a - Value (excl. sponsor support):** $49640675.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-28
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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 292: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LUX2, C.4 - ISIN: US38346LUX27, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $496222900.00
- **C.18.a - Value (excl. sponsor support):** $496222900.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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 293: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LV52, C.4 - ISIN: US38346LV527, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $99183030.00
- **C.18.a - Value (excl. sponsor support):** $99183030.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 294: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LV86, C.4 - ISIN: US38346LV865, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $99146060.00
- **C.18.a - Value (excl. sponsor support):** $99146060.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 295: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LVN3, C.4 - ISIN: US38346LVN36, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $123716375.00
- **C.18.a - Value (excl. sponsor support):** $123716375.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 296: 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: 39014HT38, C.4 - ISIN: US39014HT381, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $510752982.60
- **C.18.a - Value (excl. sponsor support):** $510752982.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 297: 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: 39014HT46, C.4 - ISIN: US39014HT464, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $407753364.00
- **C.18.a - Value (excl. sponsor support):** $407753364.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 298: 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: 39014HT53, C.4 - ISIN: US39014HT530, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $74945580.00
- **C.18.a - Value (excl. sponsor support):** $74945580.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 299: 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: 39014HT61, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $315732411.20
- **C.18.a - Value (excl. sponsor support):** $315732411.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 300: GREYSHOE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 39808XAA7, C.4 - ISIN: US39808XAA72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31640000.00
- **C.18.a - Value (excl. sponsor support):** $31640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 301: HARTFORD HEALTHCARE CORP

- **C.1 - Title:** TAXABLE BONDS SERIES C 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 41652PAA7, C.4 - ISIN: US41652PAA75, C.3 - LEI: 549300W3L482NUDOFF24
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2049-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 302: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.620000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GFZ6, C.4 - ISIN: US44988GFZ63, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $300123360.00
- **C.18.a - Value (excl. sponsor support):** $300123360.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 303: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.530000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGA0, C.4 - ISIN: US44988GGA04, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $499989350.00
- **C.18.a - Value (excl. sponsor support):** $499989350.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 304: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.630000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLS6, C.4 - ISIN: US44988KLS68, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $500231550.00
- **C.18.a - Value (excl. sponsor support):** $500231550.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 305: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** HOUSING BONDS SERIES 2017A2 4.340000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45201LA21, C.4 - ISIN: US45201LA214, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $29550000.00
- **C.18.a - Value (excl. sponsor support):** $29550000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 306: ILLINOIS HSG DEV AUTH 2016

- **C.1 - Title:** M/F RB SERIES 2022C 4.350000%
- **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):** $10645000.00
- **C.18.a - Value (excl. sponsor support):** $10645000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 307: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** RB SERIES 2024G 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203ME80, C.4 - ISIN: US45203ME806, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $56665000.00
- **C.18.a - Value (excl. sponsor support):** $56665000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 308: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** TAXABLE RB SERIES 2023J 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MQE4, C.4 - ISIN: US45203MQE48, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $14500000.00
- **C.18.a - Value (excl. sponsor support):** $14500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 309: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685QUM9, C.4 - ISIN: US45685QUM94, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $124207900.00
- **C.18.a - Value (excl. sponsor support):** $124207900.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 310: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685QUN7, C.4 - ISIN: US45685QUN77, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $248384975.00
- **C.18.a - Value (excl. sponsor support):** $248384975.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 311: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685QVU0, C.4 - ISIN: US45685QVU02, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $247253125.00
- **C.18.a - Value (excl. sponsor support):** $247253125.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 312: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** TAXABLE RB SERIES 20231 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $50841000.00
- **C.18.a - Value (excl. sponsor support):** $50841000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 313: J MACE MEEKS 2022 INSURANCE TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 46593GAA8, C.4 - ISIN: US46593GAA85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4970000.00
- **C.18.a - Value (excl. sponsor support):** $4970000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 314: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.700000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HGM8, C.4 - ISIN: US46656HGM88, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $315124595.10
- **C.18.a - Value (excl. sponsor support):** $315124595.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 315: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.700000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HGN6, C.4 - ISIN: US46656HGN61, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $315124595.10
- **C.18.a - Value (excl. sponsor support):** $315124595.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 316: JEFFERSON MENIFEE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (JEFFERSON MENIFEE APTS) SERIES 2022A 4.400000%
- **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):** $54905000.00
- **C.18.a - Value (excl. sponsor support):** $54905000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 317: JEFFERSON WESTCHESTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (JEFFERSON WESTCHESTER APTS) SERIES 2023A 4.400000%
- **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):** $5730000.00
- **C.18.a - Value (excl. sponsor support):** $5730000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 318: Keep Memory Alive

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND BONDS SERIES 2013 4.420000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 487437AA3, C.4 - ISIN: US487437AA34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28700000.00
- **C.18.a - Value (excl. sponsor support):** $28700000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 319: LABCON NORTH AMERICA

- **C.1 - Title:** TAXABLE BONDS SERIES 2010 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50537AAA2, C.4 - ISIN: US50537AAA25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1840000.00
- **C.18.a - Value (excl. sponsor support):** $1840000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 320: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501YY63, C.4 - ISIN: US51501YY633, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $218999430.60
- **C.18.a - Value (excl. sponsor support):** $218999430.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 321: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501YY71, C.4 - ISIN: US51501YY716, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $330001980.00
- **C.18.a - Value (excl. sponsor support):** $330001980.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 322: 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: 53127TV75, C.4 - ISIN: US53127TV755, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $123949662.50
- **C.18.a - Value (excl. sponsor support):** $123949662.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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 323: 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: 53127TVD2, C.4 - ISIN: US53127TVD26, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $198170840.00
- **C.18.a - Value (excl. sponsor support):** $198170840.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **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 324: 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: 53127TVT7, C.4 - ISIN: US53127TVT77, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $222550267.50
- **C.18.a - Value (excl. sponsor support):** $222550267.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 325: 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: 53127TVU4, C.4 - ISIN: US53127TVU41, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $247246875.00
- **C.18.a - Value (excl. sponsor support):** $247246875.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 326: 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: 53127TVV2, C.4 - ISIN: US53127TVV24, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $98885970.00
- **C.18.a - Value (excl. sponsor support):** $98885970.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 327: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TW58, C.4 - ISIN: US53127TW589, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $197592280.00
- **C.18.a - Value (excl. sponsor support):** $197592280.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TWR0, C.4 - ISIN: US53127TWR03, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $49278070.00
- **C.18.a - Value (excl. sponsor support):** $49278070.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 329: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TWV1, C.4 - ISIN: US53127TWV15, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $98243025.70
- **C.18.a - Value (excl. sponsor support):** $98243025.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 330: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TWW9, C.4 - ISIN: US53127TWW97, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $98496840.00
- **C.18.a - Value (excl. sponsor support):** $98496840.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 331: 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: 53619XT25, C.4 - ISIN: US53619XT252, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $135950890.40
- **C.18.a - Value (excl. sponsor support):** $135950890.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 332: 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: 53619XT33, C.4 - ISIN: US53619XT336, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $99951820.00
- **C.18.a - Value (excl. sponsor support):** $99951820.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 333: 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: 53619XT41, C.4 - ISIN: US53619XT419, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $149909595.00
- **C.18.a - Value (excl. sponsor support):** $149909595.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 334: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QVJ6, C.4 - ISIN: US53944QVJ65, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49511295.00
- **C.18.a - Value (excl. sponsor support):** $49511295.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 335: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QVL1, C.4 - ISIN: US53944QVL12, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49498925.00
- **C.18.a - Value (excl. sponsor support):** $49498925.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **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 336: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QWK2, C.4 - ISIN: US53944QWK20, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $27171727.48
- **C.18.a - Value (excl. sponsor support):** $27171727.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 337: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QWN6, C.4 - ISIN: US53944QWN68, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49294695.00
- **C.18.a - Value (excl. sponsor support):** $49294695.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-22
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BAF5, C.4 - ISIN: US55381BAF58, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500026600.00
- **C.18.a - Value (excl. sponsor support):** $500026600.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **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 339: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BAM0, C.4 - ISIN: US55381BAM00, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $600053160.00
- **C.18.a - Value (excl. sponsor support):** $600053160.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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 340: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BDD7, C.4 - ISIN: US55381BDD73, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $72999094.80
- **C.18.a - Value (excl. sponsor support):** $72999094.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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 341: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BDQ8, C.4 - ISIN: US55381BDQ86, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $299979150.00
- **C.18.a - Value (excl. sponsor support):** $299979150.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **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 342: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BED6, C.4 - ISIN: US55381BED64, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $339990956.00
- **C.18.a - Value (excl. sponsor support):** $339990956.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 343: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEK0, C.4 - ISIN: US55381BEK08, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $90999153.70
- **C.18.a - Value (excl. sponsor support):** $90999153.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 344: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEV6, C.4 - ISIN: US55381BEV62, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $499941850.00
- **C.18.a - Value (excl. sponsor support):** $499941850.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEX2, C.4 - ISIN: US55381BEX29, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $277052823.90
- **C.18.a - Value (excl. sponsor support):** $277052823.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEY0, C.4 - ISIN: US55381BEY02, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $166012084.80
- **C.18.a - Value (excl. sponsor support):** $166012084.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 347: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFK9, C.4 - ISIN: US55381BFK98, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $104002672.80
- **C.18.a - Value (excl. sponsor support):** $104002672.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFN3, C.4 - ISIN: US55381BFN38, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $354011115.60
- **C.18.a - Value (excl. sponsor support):** $354011115.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFT0, C.4 - ISIN: US55381BFT08, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $586009669.00
- **C.18.a - Value (excl. sponsor support):** $586009669.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BGG7, C.4 - ISIN: US55381BGG77, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $99983650.00
- **C.18.a - Value (excl. sponsor support):** $99983650.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 351: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BGS1, C.4 - ISIN: US55381BGS16, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $450259650.00
- **C.18.a - Value (excl. sponsor support):** $450259650.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 352: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BGX0, C.4 - ISIN: US55381BGX01, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $227986023.60
- **C.18.a - Value (excl. sponsor support):** $227986023.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 353: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BHQ4, C.4 - ISIN: US55381BHQ41, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $600143700.00
- **C.18.a - Value (excl. sponsor support):** $600143700.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 354: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BHU5, C.4 - ISIN: US55381BHU52, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500074450.00
- **C.18.a - Value (excl. sponsor support):** $500074450.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 355: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJC3, C.4 - ISIN: US55381BJC37, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $260014222.00
- **C.18.a - Value (excl. sponsor support):** $260014222.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 356: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJH2, C.4 - ISIN: US55381BJH24, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $365008139.50
- **C.18.a - Value (excl. sponsor support):** $365008139.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 357: MACON-BIBB CNTY INDUSTRIAL AUTH

- **C.1 - Title:** IDRB SERIES 2015 4.380000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 55553PAJ8, C.4 - ISIN: US55553PAJ84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1710000.00
- **C.18.a - Value (excl. sponsor support):** $1710000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 358: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.580000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036AAV9, C.4 - ISIN: US56036AAV98, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $192034087.68
- **C.18.a - Value (excl. sponsor support):** $192034087.68
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **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 359: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.600000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036AAW7, C.4 - ISIN: US56036AAW71, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $200021388.00
- **C.18.a - Value (excl. sponsor support):** $200021388.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **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 360: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037BT38, C.4 - ISIN: US56037BT383, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $22988918.60
- **C.18.a - Value (excl. sponsor support):** $22988918.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 361: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037BT46, C.4 - ISIN: US56037BT466, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $29981919.00
- **C.18.a - Value (excl. sponsor support):** $29981919.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 362: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037BT53, C.4 - ISIN: US56037BT532, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $32976117.90
- **C.18.a - Value (excl. sponsor support):** $32976117.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 363: MANHATTAN ASSET FUNDING COMPANY LLC

- **C.1 - Title:** MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56274LV43, C.4 - ISIN: US56274LV437, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $148790820.00
- **C.18.a - Value (excl. sponsor support):** $148790820.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 364: MANHATTAN ASSET FUNDING COMPANY LLC

- **C.1 - Title:** MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56274LVF8, C.4 - ISIN: US56274LVF83, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $49529375.00
- **C.18.a - Value (excl. sponsor support):** $49529375.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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 365: Massachusetts HFA

- **C.1 - Title:** TAXABLE S/F HOUSING RB SERIES 244 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY58, C.4 - ISIN: US57587GY583, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 366: MATCHPOINT FINANCE PLC

- **C.1 - Title:** MATCHPOINT FINANCE PLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57666AT28, C.3 - LEI: 635400YCKMVA7GIA6Q33
- **C.18 - Value (incl. sponsor support):** $73573356.80
- **C.18.a - Value (excl. sponsor support):** $73573356.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 367: MATCHPOINT FINANCE PLC

- **C.1 - Title:** MATCHPOINT FINANCE PLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57666AUM2, C.4 - ISIN: US57666AUM25, C.3 - LEI: 635400YCKMVA7GIA6Q33
- **C.18 - Value (incl. sponsor support):** $61607298.20
- **C.18.a - Value (excl. sponsor support):** $61607298.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 368: SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT

- **C.1 - Title:** SUB WATER REFUNDING RB SERIES 2021A 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59266TTK7, C.4 - ISIN: US59266TTK78, C.3 - LEI: 5493003GD0S0P56RLT45
- **C.18 - Value (incl. sponsor support):** $132550000.00
- **C.18.a - Value (excl. sponsor support):** $132550000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 369: SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT

- **C.1 - Title:** TAXABLE WATER REFUNDING RB SERIES 2022C1 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59266TUT6, C.4 - ISIN: US59266TUT68, C.3 - LEI: 5493003GD0S0P56RLT45
- **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:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2037-07-01
- **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 370: Michigan Housing Development Auth

- **C.1 - Title:** S/F GO BONDS SERIES 2025-1 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594649M93, C.4 - ISIN: US594649M933, C.3 - LEI: 549300NSWW1HVXE93T03
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 371: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D2X6, C.4 - ISIN: US60683D2X61, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $480036240.00
- **C.18.a - Value (excl. sponsor support):** $480036240.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D3Q0, C.4 - ISIN: US60683D3Q02, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $245105619.50
- **C.18.a - Value (excl. sponsor support):** $245105619.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D4L0, C.4 - ISIN: US60683D4L06, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $44001918.40
- **C.18.a - Value (excl. sponsor support):** $44001918.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DFL8, C.4 - ISIN: US60683DFL82, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $775142987.50
- **C.18.a - Value (excl. sponsor support):** $775142987.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 375: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DQ28, C.4 - ISIN: US60683DQ281, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $296053783.20
- **C.18.a - Value (excl. sponsor support):** $296053783.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DS42, C.4 - ISIN: US60683DS428, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $345057580.50
- **C.18.a - Value (excl. sponsor support):** $345057580.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 377: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DW39, C.4 - ISIN: US60683DW396, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $595054264.00
- **C.18.a - Value (excl. sponsor support):** $595054264.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 378: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DX53, C.4 - ISIN: US60683DX535, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $426008477.40
- **C.18.a - Value (excl. sponsor support):** $426008477.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 379: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DZ44, C.4 - ISIN: US60683DZ449, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $300009780.00
- **C.18.a - Value (excl. sponsor support):** $300009780.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 380: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DZ51, C.4 - ISIN: US60683DZ514, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $138004540.20
- **C.18.a - Value (excl. sponsor support):** $138004540.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 381: 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: 60689PVB9, C.4 - ISIN: US60689PVB92, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $396420040.00
- **C.18.a - Value (excl. sponsor support):** $396420040.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 382: 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: 60689PVN3, C.4 - ISIN: US60689PVN31, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $494842150.00
- **C.18.a - Value (excl. sponsor support):** $494842150.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 383: 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: 60689PVS2, C.4 - ISIN: US60689PVS28, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $494593300.00
- **C.18.a - Value (excl. sponsor support):** $494593300.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 384: 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: 60689PVV5, C.4 - ISIN: US60689PVV56, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $494406250.00
- **C.18.a - Value (excl. sponsor support):** $494406250.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 385: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PW36, C.4 - ISIN: US60689PW363, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $321160677.50
- **C.18.a - Value (excl. sponsor support):** $321160677.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 386: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TB34, C.4 - ISIN: US60710TB348, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $62990770.50
- **C.18.a - Value (excl. sponsor support):** $62990770.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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 387: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TE23, C.4 - ISIN: US60710TE235, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $762227441.15
- **C.18.a - Value (excl. sponsor support):** $762227441.15
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 388: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TG39, C.4 - ISIN: US60710TG396, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $414043635.60
- **C.18.a - Value (excl. sponsor support):** $414043635.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 389: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TJ44, C.4 - ISIN: US60710TJ440, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $59984232.00
- **C.18.a - Value (excl. sponsor support):** $59984232.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 390: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TK67, C.4 - ISIN: US60710TK679, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $155026753.00
- **C.18.a - Value (excl. sponsor support):** $155026753.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 391: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TQ61, C.4 - ISIN: US60710TQ619, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $185061383.00
- **C.18.a - Value (excl. sponsor support):** $185061383.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 392: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TWR8, C.4 - ISIN: US60710TWR84, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $400004600.00
- **C.18.a - Value (excl. sponsor support):** $400004600.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 393: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TXL0, C.4 - ISIN: US60710TXL06, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $529213386.94
- **C.18.a - Value (excl. sponsor support):** $529213386.94
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-16
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **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 394: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TYF2, C.4 - ISIN: US60710TYF29, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $155027497.00
- **C.18.a - Value (excl. sponsor support):** $155027497.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **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 395: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TZH7, C.4 - ISIN: US60710TZH75, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $203982354.00
- **C.18.a - Value (excl. sponsor support):** $203982354.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **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 396: MOUNTAIN BANYAN QUALIFIED OPPORTUNITY ZONE BUSINESS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2023A 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 62385RAA3, C.4 - ISIN: US62385RAA32, C.3 - LEI: 254900X1KY1446RI7R64
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 397: NRW BANK

- **C.1 - Title:** NRW BANK 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LWN5, C.4 - ISIN: US62939LWN53, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $295820070.00
- **C.18.a - Value (excl. sponsor support):** $295820070.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-22
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 398: NATIONWIDE BUILDING SOCIETY

- **C.1 - Title:** NATIONWIDE BUILDING SOCIETY 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6385E0VS9, C.4 - ISIN: US6385E0VS90, C.3 - LEI: 549300XFX12G42QIKN82
- **C.18 - Value (incl. sponsor support):** $98918500.00
- **C.18.a - Value (excl. sponsor support):** $98918500.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 399: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873JV56, C.4 - ISIN: US63873JV563, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $466167479.00
- **C.18.a - Value (excl. sponsor support):** $466167479.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 400: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873Q6Y5, C.4 - ISIN: US63873Q6Y54, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $400401645.15
- **C.18.a - Value (excl. sponsor support):** $400401645.15
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **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 401: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873Q6Z2, C.4 - ISIN: US63873Q6Z20, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $1400079240.00
- **C.18.a - Value (excl. sponsor support):** $1400079240.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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 402: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873Q7M0, C.4 - ISIN: US63873Q7M08, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $500102100.00
- **C.18.a - Value (excl. sponsor support):** $500102100.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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 403: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TCU0, C.4 - ISIN: US63873TCU07, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $499979100.00
- **C.18.a - Value (excl. sponsor support):** $499979100.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 404: 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: 65409RT26, C.4 - ISIN: US65409RT264, C.3 - LEI: 724500BM7HQ28ZIB2058
- **C.18 - Value (incl. sponsor support):** $43119423.95
- **C.18.a - Value (excl. sponsor support):** $43119423.95
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 405: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WGL6, C.4 - ISIN: US65558WGL63, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $300020520.00
- **C.18.a - Value (excl. sponsor support):** $300020520.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **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? No, 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: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WGU6, C.4 - ISIN: US65558WGU62, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $200002380.00
- **C.18.a - Value (excl. sponsor support):** $200002380.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 407: NORTH TEXAS HIGHER EDUCATION AUTH INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2023-1 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45673000.00
- **C.18.a - Value (excl. sponsor support):** $45673000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 408: NUVEEN FLOATING RATE INCOME FUND

- **C.1 - Title:** VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67072T850, C.4 - ISIN: US67072T8505, C.3 - LEI: HJXCPP3KYE3BVU373P27
- **C.18 - Value (incl. sponsor support):** $113000000.00
- **C.18.a - Value (excl. sponsor support):** $113000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 409: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B809, C.4 - ISIN: US67073B8090, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $37500000.00
- **C.18.a - Value (excl. sponsor support):** $37500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 410: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES B 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B882, C.4 - ISIN: US67073B8827, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 411: NUVEEN CREDIT STRATEGIES INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073D854, C.4 - ISIN: US67073D8544, C.3 - LEI: W4CSTD4RDGQSJ4FOVO30
- **C.18 - Value (incl. sponsor support):** $62000000.00
- **C.18.a - Value (excl. sponsor support):** $62000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 412: NUVEEN VARIABLE RATE PREFERRED & INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.410000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67080R201, C.4 - ISIN: US67080R2013, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21250000.00
- **C.18.a - Value (excl. sponsor support):** $21250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 413: Olathe

- **C.1 - Title:** TAXABLE IDRB (DIAMANT BOART) SERIES 1997B 4.490000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 679400NU1, C.4 - ISIN: US679400NU14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8900000.00
- **C.18.a - Value (excl. sponsor support):** $8900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 414: 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: 67983TUF1, C.4 - ISIN: US67983TUF10, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $49718570.00
- **C.18.a - Value (excl. sponsor support):** $49718570.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **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 415: 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: 67983TUQ7, C.4 - ISIN: US67983TUQ74, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $198654020.00
- **C.18.a - Value (excl. sponsor support):** $198654020.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **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 416: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983TWJ1, C.4 - ISIN: US67983TWJ14, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $197292520.00
- **C.18.a - Value (excl. sponsor support):** $197292520.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NCV5, C.4 - ISIN: US69033NCV55, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $300006240.00
- **C.18.a - Value (excl. sponsor support):** $300006240.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFF7, C.4 - ISIN: US69033NFF78, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $298022618.20
- **C.18.a - Value (excl. sponsor support):** $298022618.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFG5, C.4 - ISIN: US69033NFG51, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200003400.00
- **C.18.a - Value (excl. sponsor support):** $200003400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFS9, C.4 - ISIN: US69033NFS99, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $399848120.00
- **C.18.a - Value (excl. sponsor support):** $399848120.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFU4, C.4 - ISIN: US69033NFU46, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199922480.00
- **C.18.a - Value (excl. sponsor support):** $199922480.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 422: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGL3, C.4 - ISIN: US69033NGL38, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $125046462.50
- **C.18.a - Value (excl. sponsor support):** $125046462.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 423: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGM1, C.4 - ISIN: US69033NGM11, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250069925.00
- **C.18.a - Value (excl. sponsor support):** $250069925.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 424: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGP4, C.4 - ISIN: US69033NGP42, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $299986800.00
- **C.18.a - Value (excl. sponsor support):** $299986800.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 425: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGW9, C.4 - ISIN: US69033NGW92, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199996860.00
- **C.18.a - Value (excl. sponsor support):** $199996860.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034ATA0, C.4 - ISIN: US69034ATA06, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $299606580.00
- **C.18.a - Value (excl. sponsor support):** $299606580.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-10
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **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 427: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034ATH5, C.4 - ISIN: US69034ATH58, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $349242705.00
- **C.18.a - Value (excl. sponsor support):** $349242705.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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 428: 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: 69034ATJ1, C.4 - ISIN: US69034ATJ15, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $149657010.00
- **C.18.a - Value (excl. sponsor support):** $149657010.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-18
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **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 429: 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: 69034AV74, C.4 - ISIN: US69034AV748, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $148737840.00
- **C.18.a - Value (excl. sponsor support):** $148737840.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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 430: 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: 69034AVB5, C.4 - ISIN: US69034AVB50, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $297329880.00
- **C.18.a - Value (excl. sponsor support):** $297329880.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 431: 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: 69034AVC3, C.4 - ISIN: US69034AVC34, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $297293460.00
- **C.18.a - Value (excl. sponsor support):** $297293460.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 432: 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: 69034AVK5, C.4 - ISIN: US69034AVK59, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $285156950.40
- **C.18.a - Value (excl. sponsor support):** $285156950.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **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 433: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 4.480000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CRU4, C.4 - ISIN: US69034CRU44, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $145008410.00
- **C.18.a - Value (excl. sponsor support):** $145008410.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 434: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CSH2, C.4 - ISIN: US69034CSH24, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200001140.00
- **C.18.a - Value (excl. sponsor support):** $200001140.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 435: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MU87, C.4 - ISIN: US69901MU877, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149288085.00
- **C.18.a - Value (excl. sponsor support):** $149288085.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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 436: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MUW4, C.4 - ISIN: US69901MUW45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $119108316.00
- **C.18.a - Value (excl. sponsor support):** $119108316.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **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 437: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NAL8, C.4 - ISIN: US69901NAL82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $140911000.00
- **C.18.a - Value (excl. sponsor support):** $140911000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 438: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 4.650000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q2C0, C.4 - ISIN: US69901Q2C08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $180065196.00
- **C.18.a - Value (excl. sponsor support):** $180065196.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 439: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 4.590000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q2X4, C.4 - ISIN: US69901Q2X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299941080.00
- **C.18.a - Value (excl. sponsor support):** $299941080.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 440: PENNSYLVANIA STATE HIGHER EDUCATION ASSISTANCE AGENCY

- **C.1 - Title:** TAXABLE EDUCATION LOAN RB SERIES 2024A 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBK0, C.4 - ISIN: US70878CBK09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35356000.00
- **C.18.a - Value (excl. sponsor support):** $35356000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 441: PHILIP BRYAN WISE 2022 TRUST IRREVOCABLE

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 71816TAA9, C.4 - ISIN: US71816TAA97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5410000.00
- **C.18.a - Value (excl. sponsor support):** $5410000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2072-08-01
- **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 442: 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: 71838LT28, C.4 - ISIN: US71838LT285, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $449837505.00
- **C.18.a - Value (excl. sponsor support):** $449837505.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 443: 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: 71838LT36, C.4 - ISIN: US71838LT368, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $499759100.00
- **C.18.a - Value (excl. sponsor support):** $499759100.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 444: 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: 71838LT44, C.4 - ISIN: US71838LT442, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $399758920.00
- **C.18.a - Value (excl. sponsor support):** $399758920.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 445: 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: 71838LT51, C.4 - ISIN: US71838LT517, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $249819075.00
- **C.18.a - Value (excl. sponsor support):** $249819075.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 446: 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: 71838LT69, C.4 - ISIN: US71838LT699, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $323726252.40
- **C.18.a - Value (excl. sponsor support):** $323726252.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 447: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.600000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BCX6, C.4 - ISIN: US73044BCX64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $73006292.60
- **C.18.a - Value (excl. sponsor support):** $73006292.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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 448: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.550000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BDJ6, C.4 - ISIN: US73044BDJ61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124013466.40
- **C.18.a - Value (excl. sponsor support):** $124013466.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 449: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BEB2, C.4 - ISIN: US73044BEB27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149992290.00
- **C.18.a - Value (excl. sponsor support):** $149992290.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 450: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.550000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BEC0, C.4 - ISIN: US73044BEC00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $251984048.40
- **C.18.a - Value (excl. sponsor support):** $251984048.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 451: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DUH7, C.4 - ISIN: US73044DUH78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $88478700.30
- **C.18.a - Value (excl. sponsor support):** $88478700.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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 452: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DUM6, C.4 - ISIN: US73044DUM63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99364880.00
- **C.18.a - Value (excl. sponsor support):** $99364880.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 453: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DUN4, C.4 - ISIN: US73044DUN47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106307196.40
- **C.18.a - Value (excl. sponsor support):** $106307196.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 454: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DV78, C.4 - ISIN: US73044DV786, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148732695.00
- **C.18.a - Value (excl. sponsor support):** $148732695.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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 455: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DWF9, C.4 - ISIN: US73044DWF94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39473680.00
- **C.18.a - Value (excl. sponsor support):** $39473680.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 456: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DX19, C.4 - ISIN: US73044DX196, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98490640.00
- **C.18.a - Value (excl. sponsor support):** $98490640.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 457: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DX27, C.4 - ISIN: US73044DX279, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $236347920.00
- **C.18.a - Value (excl. sponsor support):** $236347920.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 458: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DXU5, C.4 - ISIN: US73044DXU52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $73617300.00
- **C.18.a - Value (excl. sponsor support):** $73617300.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 459: PRICOA SHORT TERM FUNDING LLC

- **C.1 - Title:** PRICOA SHORT TERM FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74154EY36, C.4 - ISIN: US74154EY362, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $76504966.20
- **C.18.a - Value (excl. sponsor support):** $76504966.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 460: PRICOA SHORT TERM FUNDING LLC

- **C.1 - Title:** PRICOA SHORT TERM FUNDING LLC 4.530000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74154HAM3, C.4 - ISIN: US74154HAM34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24999031.50
- **C.18.a - Value (excl. sponsor support):** $24999031.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 461: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 79T2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221R4X8, C.4 - ISIN: US76221R4X86, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $23700000.00
- **C.18.a - Value (excl. sponsor support):** $23700000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 462: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 82T2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221SBW0, C.4 - ISIN: US76221SBW08, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 463: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.510000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582EMX0, C.4 - ISIN: US76582EMX03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $274916455.00
- **C.18.a - Value (excl. sponsor support):** $274916455.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 464: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.510000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582EMZ5, C.4 - ISIN: US76582EMZ50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $309906163.00
- **C.18.a - Value (excl. sponsor support):** $309906163.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 465: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.550000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582ENA9, C.4 - ISIN: US76582ENA90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $103980489.60
- **C.18.a - Value (excl. sponsor support):** $103980489.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 466: 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: 76582JT46, C.4 - ISIN: US76582JT460, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $54966774.50
- **C.18.a - Value (excl. sponsor support):** $54966774.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 467: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JWV2, C.4 - ISIN: US76582JWV24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $336928208.40
- **C.18.a - Value (excl. sponsor support):** $336928208.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 468: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JYR9, C.4 - ISIN: US76582JYR93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79299428.40
- **C.18.a - Value (excl. sponsor support):** $79299428.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 469: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VX31, C.4 - ISIN: US78013VX313, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $812018670.57
- **C.18.a - Value (excl. sponsor support):** $812018670.57
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 470: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VX72, C.4 - ISIN: US78013VX727, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $393668040.00
- **C.18.a - Value (excl. sponsor support):** $393668040.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 471: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WB25, C.4 - ISIN: US78013WB259, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $970684700.00
- **C.18.a - Value (excl. sponsor support):** $970684700.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 472: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XNJ2, C.4 - ISIN: US78014XNJ27, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $100000427.00
- **C.18.a - Value (excl. sponsor support):** $100000427.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 473: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XNK9, C.4 - ISIN: US78014XNK99, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $750034575.00
- **C.18.a - Value (excl. sponsor support):** $750034575.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 474: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XNM5, C.4 - ISIN: US78014XNM55, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $249770611.87
- **C.18.a - Value (excl. sponsor support):** $249770611.87
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **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 475: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.680000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPA9, C.4 - ISIN: US78014XPA99, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $675375097.50
- **C.18.a - Value (excl. sponsor support):** $675375097.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 476: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPM3, C.4 - ISIN: US78014XPM38, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $749868900.00
- **C.18.a - Value (excl. sponsor support):** $749868900.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 477: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JXK8, C.4 - ISIN: US78015JXK86, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1000283700.00
- **C.18.a - Value (excl. sponsor support):** $1000283700.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 478: Santa Clara Valley Transportation Auth

- **C.1 - Title:** TAXABLE SALES TAX RB SERIES 2025B2 4.360000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 80168NJW0, C.4 - ISIN: US80168NJW02, C.3 - LEI: 549300R6Q7T4MD3V9H68
- **C.18 - Value (incl. sponsor support):** $12875000.00
- **C.18.a - Value (excl. sponsor support):** $12875000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 479: Santa Clara Valley Transportation Auth

- **C.1 - Title:** TAXABLE SALES TAX RB SERIES 2025B1 4.360000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 80168NKA6, C.4 - ISIN: US80168NKA62, C.3 - LEI: 549300R6Q7T4MD3V9H68
- **C.18 - Value (incl. sponsor support):** $12875000.00
- **C.18.a - Value (excl. sponsor support):** $12875000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 480: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PT44, C.4 - ISIN: US80285PT446, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $999399300.00
- **C.18.a - Value (excl. sponsor support):** $999399300.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 481: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PV17, C.4 - ISIN: US80285PV178, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $595443000.00
- **C.18.a - Value (excl. sponsor support):** $595443000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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 482: 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: 82124LT36, C.4 - ISIN: US82124LT360, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99951710.00
- **C.18.a - Value (excl. sponsor support):** $99951710.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 483: 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: 82124LTS1, C.4 - ISIN: US82124LTS15, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $119605584.00
- **C.18.a - Value (excl. sponsor support):** $119605584.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **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 484: 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: 82124LUN0, C.4 - ISIN: US82124LUN09, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $124192175.00
- **C.18.a - Value (excl. sponsor support):** $124192175.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 485: 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: 82124LUQ3, C.4 - ISIN: US82124LUQ30, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $130121723.60
- **C.18.a - Value (excl. sponsor support):** $130121723.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **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 486: 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: 82124LUX8, C.4 - ISIN: US82124LUX80, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $198489500.00
- **C.18.a - Value (excl. sponsor support):** $198489500.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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 487: 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: 82124LV58, C.4 - ISIN: US82124LV580, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $247959225.00
- **C.18.a - Value (excl. sponsor support):** $247959225.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 488: 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: 82124LVE9, C.4 - ISIN: US82124LVE90, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $108981081.00
- **C.18.a - Value (excl. sponsor support):** $108981081.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **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 489: 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: 82124LVJ8, C.4 - ISIN: US82124LVJ87, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99024820.00
- **C.18.a - Value (excl. sponsor support):** $99024820.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 490: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LW99, C.4 - ISIN: US82124LW992, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $197504400.00
- **C.18.a - Value (excl. sponsor support):** $197504400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 491: Shil Park Irrev Life Ins

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2019 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 82451WAA9, C.4 - ISIN: US82451WAA99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $16095000.00
- **C.18.a - Value (excl. sponsor support):** $16095000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 492: 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: 83050TUG4, C.4 - ISIN: US83050TUG48, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $497136800.00
- **C.18.a - Value (excl. sponsor support):** $497136800.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **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 493: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WNF7, C.4 - ISIN: US83050WNF76, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $250046150.00
- **C.18.a - Value (excl. sponsor support):** $250046150.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **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 494: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WNG5, C.4 - ISIN: US83050WNG59, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $200039720.00
- **C.18.a - Value (excl. sponsor support):** $200039720.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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 495: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WNH3, C.4 - ISIN: US83050WNH33, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $500108150.00
- **C.18.a - Value (excl. sponsor support):** $500108150.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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 496: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 4.530000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WNM2, C.4 - ISIN: US83050WNM28, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $200006120.00
- **C.18.a - Value (excl. sponsor support):** $200006120.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **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 497: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YAU4, C.4 - ISIN: US83050YAU47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74988157.50
- **C.18.a - Value (excl. sponsor support):** $74988157.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 498: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YAV2, C.4 - ISIN: US83050YAV20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74999797.50
- **C.18.a - Value (excl. sponsor support):** $74999797.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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 499: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YAY6, C.4 - ISIN: US83050YAY68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74999040.00
- **C.18.a - Value (excl. sponsor support):** $74999040.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-23
- **C.12 - Maturity Date (WAL):** 2025-06-23
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **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 500: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YAZ3, C.4 - ISIN: US83050YAZ34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74988780.00
- **C.18.a - Value (excl. sponsor support):** $74988780.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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 501: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BUX2, C.4 - ISIN: US83369BUX27, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $496202400.00
- **C.18.a - Value (excl. sponsor support):** $496202400.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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? No, 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: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BV60, C.4 - ISIN: US83369BV607, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $99167980.00
- **C.18.a - Value (excl. sponsor support):** $99167980.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 503: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BVS2, C.4 - ISIN: US83369BVS23, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $239157424.65
- **C.18.a - Value (excl. sponsor support):** $239157424.65
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 504: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BVT0, C.4 - ISIN: US83369BVT06, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $197831220.00
- **C.18.a - Value (excl. sponsor support):** $197831220.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 505: SRM HAYWARD LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (BELLARA SR LIVING) SERIES 2022A 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 85235MAA7, C.4 - ISIN: US85235MAA71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30400000.00
- **C.18.a - Value (excl. sponsor support):** $30400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 506: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LTD7, C.4 - ISIN: US85520LTD72, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $269542080.00
- **C.18.a - Value (excl. sponsor support):** $269542080.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-13
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **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 507: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LUG8, C.4 - ISIN: US85520LUG84, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $173998142.50
- **C.18.a - Value (excl. sponsor support):** $173998142.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **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 508: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LUP8, C.4 - ISIN: US85520LUP83, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $94375137.50
- **C.18.a - Value (excl. sponsor support):** $94375137.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **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 509: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LV77, C.4 - ISIN: US85520LV776, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $297475170.00
- **C.18.a - Value (excl. sponsor support):** $297475170.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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 510: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LVB8, C.4 - ISIN: US85520LVB88, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $198218120.00
- **C.18.a - Value (excl. sponsor support):** $198218120.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 511: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LVC6, C.4 - ISIN: US85520LVC61, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $69367704.00
- **C.18.a - Value (excl. sponsor support):** $69367704.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 512: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LXL4, C.4 - ISIN: US85520LXL43, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $196499540.00
- **C.18.a - Value (excl. sponsor support):** $196499540.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 513: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.550000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PND4, C.4 - ISIN: US85520PND41, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $204991103.00
- **C.18.a - Value (excl. sponsor support):** $204991103.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 514: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P4Q1, C.4 - ISIN: US86564P4Q15, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $75000757.50
- **C.18.a - Value (excl. sponsor support):** $75000757.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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 515: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P6C0, C.4 - ISIN: US86564P6C01, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $500027650.00
- **C.18.a - Value (excl. sponsor support):** $500027650.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **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 516: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P6J5, C.4 - ISIN: US86564P6J53, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $499976450.00
- **C.18.a - Value (excl. sponsor support):** $499976450.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 517: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P6K2, C.4 - ISIN: US86564P6K27, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $379982216.00
- **C.18.a - Value (excl. sponsor support):** $379982216.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 518: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P6Z9, C.4 - ISIN: US86564P6Z95, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $224980830.00
- **C.18.a - Value (excl. sponsor support):** $224980830.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 519: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P7A3, C.4 - ISIN: US86564P7A36, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $399967200.00
- **C.18.a - Value (excl. sponsor support):** $399967200.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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 520: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P7L9, C.4 - ISIN: US86564P7L90, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $296992307.70
- **C.18.a - Value (excl. sponsor support):** $296992307.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 521: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564YUV2, C.4 - ISIN: US86564YUV28, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $107955313.61
- **C.18.a - Value (excl. sponsor support):** $107955313.61
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 522: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564YV66, C.4 - ISIN: US86564YV669, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $19139325.57
- **C.18.a - Value (excl. sponsor support):** $19139325.57
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 523: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GGN4, C.4 - ISIN: US86565GGN43, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $230012236.00
- **C.18.a - Value (excl. sponsor support):** $230012236.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **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 524: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GHY9, C.4 - ISIN: US86565GHY98, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $550057530.00
- **C.18.a - Value (excl. sponsor support):** $550057530.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **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 525: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GJR2, C.4 - ISIN: US86565GJR20, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300045060.00
- **C.18.a - Value (excl. sponsor support):** $300045060.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **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 526: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GJX9, C.4 - ISIN: US86565GJX97, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $711102952.80
- **C.18.a - Value (excl. sponsor support):** $711102952.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 527: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GKZ2, C.4 - ISIN: US86565GKZ27, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200014460.00
- **C.18.a - Value (excl. sponsor support):** $200014460.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 528: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLA6, C.4 - ISIN: US86565GLA66, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200009680.00
- **C.18.a - Value (excl. sponsor support):** $200009680.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 529: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLD0, C.4 - ISIN: US86565GLD06, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $375009412.50
- **C.18.a - Value (excl. sponsor support):** $375009412.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 530: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLE8, C.4 - ISIN: US86565GLE88, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250004975.00
- **C.18.a - Value (excl. sponsor support):** $250004975.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 531: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLF5, C.4 - ISIN: US86565GLF53, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500012600.00
- **C.18.a - Value (excl. sponsor support):** $500012600.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 532: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMB3, C.4 - ISIN: US86565GMB31, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $569061281.30
- **C.18.a - Value (excl. sponsor support):** $569061281.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 533: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMC1, C.4 - ISIN: US86565GMC14, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500052900.00
- **C.18.a - Value (excl. sponsor support):** $500052900.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 534: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMK3, C.4 - ISIN: US86565GMK30, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $425057120.00
- **C.18.a - Value (excl. sponsor support):** $425057120.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 535: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMY3, C.4 - ISIN: US86565GMY34, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250152400.00
- **C.18.a - Value (excl. sponsor support):** $250152400.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 536: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNC0, C.4 - ISIN: US86565GNC05, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500290350.00
- **C.18.a - Value (excl. sponsor support):** $500290350.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 537: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNH9, C.4 - ISIN: US86565GNH91, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $165096112.50
- **C.18.a - Value (excl. sponsor support):** $165096112.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 538: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNJ5, C.4 - ISIN: US86565GNJ57, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300109140.00
- **C.18.a - Value (excl. sponsor support):** $300109140.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 539: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNK2, C.4 - ISIN: US86565GNK21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300109470.00
- **C.18.a - Value (excl. sponsor support):** $300109470.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 540: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNS5, C.4 - ISIN: US86565GNS56, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500087400.00
- **C.18.a - Value (excl. sponsor support):** $500087400.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 541: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPA2, C.4 - ISIN: US86565GPA21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $260010790.00
- **C.18.a - Value (excl. sponsor support):** $260010790.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 542: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPH7, C.4 - ISIN: US86565GPH73, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 543: SUNSHINE ENCINITAS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SUNSHINE GARDEN APTS) SERIES 2024A 4.400000%
- **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):** $8550000.00
- **C.18.a - Value (excl. sponsor support):** $8550000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 544: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TLL8, C.4 - ISIN: US86959TLL88, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $299933340.00
- **C.18.a - Value (excl. sponsor support):** $299933340.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 545: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TMG8, C.4 - ISIN: US86959TMG84, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $249949675.00
- **C.18.a - Value (excl. sponsor support):** $249949675.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 546: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TMJ2, C.4 - ISIN: US86959TMJ24, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $150009195.00
- **C.18.a - Value (excl. sponsor support):** $150009195.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 547: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LLH1, C.4 - ISIN: US86960LLH14, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $350012075.00
- **C.18.a - Value (excl. sponsor support):** $350012075.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 548: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WD85, C.4 - ISIN: US87019WD855, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $49999490.00
- **C.18.a - Value (excl. sponsor support):** $49999490.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 549: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020WVC3, C.4 - ISIN: US87020WVC36, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $394444586.40
- **C.18.a - Value (excl. sponsor support):** $394444586.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 550: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020WVR0, C.4 - ISIN: US87020WVR05, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $98953500.00
- **C.18.a - Value (excl. sponsor support):** $98953500.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 551: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020WWH1, C.4 - ISIN: US87020WWH14, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $98677250.00
- **C.18.a - Value (excl. sponsor support):** $98677250.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 552: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.490000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YEG9, C.4 - ISIN: US87020YEG98, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $500027400.00
- **C.18.a - Value (excl. sponsor support):** $500027400.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 553: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.480000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YEK0, C.4 - ISIN: US87020YEK01, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $500006750.00
- **C.18.a - Value (excl. sponsor support):** $500006750.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 554: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.490000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YEN4, C.4 - ISIN: US87020YEN40, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $250013000.00
- **C.18.a - Value (excl. sponsor support):** $250013000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 555: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YEP9, C.4 - ISIN: US87020YEP97, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $75012367.50
- **C.18.a - Value (excl. sponsor support):** $75012367.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 556: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.520000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YES3, C.4 - ISIN: US87020YES37, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $250026400.00
- **C.18.a - Value (excl. sponsor support):** $250026400.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 557: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.520000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YET1, C.4 - ISIN: US87020YET10, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $200021820.00
- **C.18.a - Value (excl. sponsor support):** $200021820.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 558: TENDERFOOT SEASONAL HOUSING, LLC

- **C.1 - Title:** TAXABLE NOTES SERIES 2000B 4.530000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88033VAB3, C.4 - ISIN: US88033VAB36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5885000.00
- **C.18.a - Value (excl. sponsor support):** $5885000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 559: Texas

- **C.1 - Title:** TAXABLE VETERANS BONDS SERIES 2025A 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 8827242P1, C.4 - ISIN: US8827242P13, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 560: THOMAS J MUELLER LEGACY TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 884434AA9, C.4 - ISIN: US884434AA92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $78650000.00
- **C.18.a - Value (excl. sponsor support):** $78650000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 561: WILSHIRE

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND MF HOUSING RB (3325 WILSHIRE APARTMENTS) SERIES 2024A 4.400000%
- **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):** $28500000.00
- **C.18.a - Value (excl. sponsor support):** $28500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 562: 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: 88602TVM2, C.4 - ISIN: US88602TVM25, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $98986550.00
- **C.18.a - Value (excl. sponsor support):** $98986550.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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 563: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602TWJ8, C.4 - ISIN: US88602TWJ86, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $197283900.00
- **C.18.a - Value (excl. sponsor support):** $197283900.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 564: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602TXP3, C.4 - ISIN: US88602TXP38, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $98220830.00
- **C.18.a - Value (excl. sponsor support):** $98220830.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 565: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115BWH9, C.4 - ISIN: US89115BWH94, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $32007686.40
- **C.18.a - Value (excl. sponsor support):** $32007686.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **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? No, 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: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115BZD5, C.4 - ISIN: US89115BZD53, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $125001140.00
- **C.18.a - Value (excl. sponsor support):** $125001140.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 567: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D6Y7, C.4 - ISIN: US89115D6Y74, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $953643967.20
- **C.18.a - Value (excl. sponsor support):** $953643967.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 568: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DBC9, C.4 - ISIN: US89115DBC92, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $750737775.00
- **C.18.a - Value (excl. sponsor support):** $750737775.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 569: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DC46, C.4 - ISIN: US89115DC463, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1000285300.00
- **C.18.a - Value (excl. sponsor support):** $1000285300.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 570: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DCP9, C.4 - ISIN: US89115DCP96, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1000278200.00
- **C.18.a - Value (excl. sponsor support):** $1000278200.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 571: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DCQ7, C.4 - ISIN: US89115DCQ79, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $900193590.00
- **C.18.a - Value (excl. sponsor support):** $900193590.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 572: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DCX2, C.4 - ISIN: US89115DCX21, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1000268400.00
- **C.18.a - Value (excl. sponsor support):** $1000268400.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **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 573: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEK8, C.4 - ISIN: US89115DEK81, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $120804349.25
- **C.18.a - Value (excl. sponsor support):** $120804349.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 574: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DJP2, C.4 - ISIN: US89115DJP24, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $191912633.24
- **C.18.a - Value (excl. sponsor support):** $191912633.24
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 575: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DMB9, C.4 - ISIN: US89115DMB90, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $274062965.20
- **C.18.a - Value (excl. sponsor support):** $274062965.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 576: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DR73, C.4 - ISIN: US89115DR735, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $200097460.00
- **C.18.a - Value (excl. sponsor support):** $200097460.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 577: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DRB4, C.4 - ISIN: US89115DRB46, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $28791963.48
- **C.18.a - Value (excl. sponsor support):** $28791963.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 578: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DUX2, C.4 - ISIN: US89115DUX29, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $293814515.40
- **C.18.a - Value (excl. sponsor support):** $293814515.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 579: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DXA9, C.4 - ISIN: US89115DXA98, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1000581700.00
- **C.18.a - Value (excl. sponsor support):** $1000581700.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-25
- **C.12 - Maturity Date (WAL):** 2025-06-25
- **C.13 - Final Legal Maturity Date:** 2025-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 580: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DYW0, C.4 - ISIN: US89115DYW00, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $475347747.50
- **C.18.a - Value (excl. sponsor support):** $475347747.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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 581: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119AX94, C.4 - ISIN: US89119AX947, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $669575865.45
- **C.18.a - Value (excl. sponsor support):** $669575865.45
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 582: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 4.630000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120DZY8, C.4 - ISIN: US89120DZY83, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $515007488.10
- **C.18.a - Value (excl. sponsor support):** $515007488.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 583: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 4.780000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120F3W2, C.4 - ISIN: US89120F3W25, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $822955969.56
- **C.18.a - Value (excl. sponsor support):** $822955969.56
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 584: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 4.630000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FAS3, C.4 - ISIN: US89120FAS39, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $560024080.00
- **C.18.a - Value (excl. sponsor support):** $560024080.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 585: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152ETA6, C.4 - ISIN: US89152ETA63, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $122836188.60
- **C.18.a - Value (excl. sponsor support):** $122836188.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-10
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **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 586: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152ETC2, C.4 - ISIN: US89152ETC20, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $174724462.50
- **C.18.a - Value (excl. sponsor support):** $174724462.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **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 587: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152ETD0, C.4 - ISIN: US89152ETD03, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $99830400.00
- **C.18.a - Value (excl. sponsor support):** $99830400.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-13
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **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 588: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152ETT5, C.4 - ISIN: US89152ETT54, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $498307050.00
- **C.18.a - Value (excl. sponsor support):** $498307050.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-27
- **C.12 - Maturity Date (WAL):** 2025-06-27
- **C.13 - Final Legal Maturity Date:** 2025-06-27
- **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 589: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EXH6, C.4 - ISIN: US89152EXH60, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $503514055.00
- **C.18.a - Value (excl. sponsor support):** $503514055.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 590: 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: 89232CVR4, C.4 - ISIN: US89232CVR41, C.3 - LEI: HJZQGXYTVV2NWJZLPW74
- **C.18 - Value (incl. sponsor support):** $49473770.00
- **C.18.a - Value (excl. sponsor support):** $49473770.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 591: TOYOTA CREDIT CANADA INC

- **C.1 - Title:** TOYOTA CREDIT CANADA INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232CW28, C.4 - ISIN: US89232CW284, C.3 - LEI: HJZQGXYTVV2NWJZLPW74
- **C.18 - Value (incl. sponsor support):** $49427140.00
- **C.18.a - Value (excl. sponsor support):** $49427140.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 592: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 4.630000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233BEE3, C.4 - ISIN: US89233BEE39, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $100014810.00
- **C.18.a - Value (excl. sponsor support):** $100014810.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-23
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **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 593: Triborough Bridge & Tunnel Auth

- **C.1 - Title:** GENERAL REFUNDING RB SERIES 2018E 4.340000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 89602RHU2, C.4 - ISIN: US89602RHU23, C.3 - LEI: 54930020ZN4LQF7K3456
- **C.18 - Value (incl. sponsor support):** $63970000.00
- **C.18.a - Value (excl. sponsor support):** $63970000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 594: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LDM3, C.4 - ISIN: US89788LDM37, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $230021988.00
- **C.18.a - Value (excl. sponsor support):** $230021988.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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 595: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LDN1, C.4 - ISIN: US89788LDN10, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $1330147896.00
- **C.18.a - Value (excl. sponsor support):** $1330147896.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **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 596: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LEB6, C.4 - ISIN: US89788LEB62, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $1249998875.00
- **C.18.a - Value (excl. sponsor support):** $1249998875.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-30
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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 597: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LEL4, C.4 - ISIN: US89788LEL45, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $499774650.00
- **C.18.a - Value (excl. sponsor support):** $499774650.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 598: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LEM2, C.4 - ISIN: US89788LEM28, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $499990600.00
- **C.18.a - Value (excl. sponsor support):** $499990600.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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? No, 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: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LER1, C.4 - ISIN: US89788LER15, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $500000550.00
- **C.18.a - Value (excl. sponsor support):** $500000550.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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? No, 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: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.451000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LES9, C.4 - ISIN: US89788LES97, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $500001850.00
- **C.18.a - Value (excl. sponsor support):** $500001850.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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? No, 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: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.351000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LET7, C.4 - ISIN: US89788LET70, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $499781250.00
- **C.18.a - Value (excl. sponsor support):** $499781250.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 602: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LF74, C.4 - ISIN: US89788LF745, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $249999950.00
- **C.18.a - Value (excl. sponsor support):** $249999950.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 603: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LF82, C.4 - ISIN: US89788LF828, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $249999825.00
- **C.18.a - Value (excl. sponsor support):** $249999825.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 604: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DUQ1, C.4 - ISIN: US90275DUQ14, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $500200250.00
- **C.18.a - Value (excl. sponsor support):** $500200250.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 605: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.620000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYG5, C.4 - ISIN: US90276JYG56, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $200042096.00
- **C.18.a - Value (excl. sponsor support):** $200042096.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 606: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.560000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYJ9, C.4 - ISIN: US90276JYJ95, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $200031880.00
- **C.18.a - Value (excl. sponsor support):** $200031880.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 607: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90351WVT9, C.4 - ISIN: US90351WVT97, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $97620429.27
- **C.18.a - Value (excl. sponsor support):** $97620429.27
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 608: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058TT22, C.4 - ISIN: US91058TT222, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $1801946737.76
- **C.18.a - Value (excl. sponsor support):** $1801946737.76
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 609: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058TT30, C.4 - ISIN: US91058TT305, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $399806640.00
- **C.18.a - Value (excl. sponsor support):** $399806640.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 610: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.530000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RHB6, C.4 - ISIN: US91127RHB69, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300025950.00
- **C.18.a - Value (excl. sponsor support):** $300025950.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 611: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.530000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RHE0, C.4 - ISIN: US91127RHE09, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300055644.00
- **C.18.a - Value (excl. sponsor support):** $300055644.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 612: VSL PROPERTY HOLDINGS STB LLC

- **C.1 - Title:** TAXABLE BONDS SERIES 2024 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918299AA6, C.4 - ISIN: US918299AA68, C.3 - LEI: 549300UTYH2EEYYWKE94
- **C.18 - Value (incl. sponsor support):** $17390000.00
- **C.18.a - Value (excl. sponsor support):** $17390000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 613: 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: 92512LUA7, C.4 - ISIN: US92512LUA78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $109450990.00
- **C.18.a - Value (excl. sponsor support):** $109450990.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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 614: 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: 92512LUB5, C.4 - ISIN: US92512LUB51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99488650.00
- **C.18.a - Value (excl. sponsor support):** $99488650.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **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 615: 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: 92512LVN8, C.4 - ISIN: US92512LVN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98958630.00
- **C.18.a - Value (excl. sponsor support):** $98958630.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 616: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512LW31, C.4 - ISIN: US92512LW319, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $197627740.00
- **C.18.a - Value (excl. sponsor support):** $197627740.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 617: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KTJ1, C.4 - ISIN: US92646KTJ15, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $294319287.50
- **C.18.a - Value (excl. sponsor support):** $294319287.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-18
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **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 618: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KU34, C.4 - ISIN: US92646KU345, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $43817364.80
- **C.18.a - Value (excl. sponsor support):** $43817364.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 619: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KUV2, C.4 - ISIN: US92646KUV24, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $188611423.00
- **C.18.a - Value (excl. sponsor support):** $188611423.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 620: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KV66, C.4 - ISIN: US92646KV665, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $297512160.00
- **C.18.a - Value (excl. sponsor support):** $297512160.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 621: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KVN9, C.4 - ISIN: US92646KVN98, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $98973100.00
- **C.18.a - Value (excl. sponsor support):** $98973100.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 622: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KVT6, C.4 - ISIN: US92646KVT68, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $197822300.00
- **C.18.a - Value (excl. sponsor support):** $197822300.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 623: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KW57, C.4 - ISIN: US92646KW572, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $148198575.00
- **C.18.a - Value (excl. sponsor support):** $148198575.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 624: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTD6, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $500036750.00
- **C.18.a - Value (excl. sponsor support):** $500036750.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 625: YAVAPAI CNTY IDA

- **C.1 - Title:** TAXABLE RB (DRAKE CEMENT) SERIES 2015 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 98521YAB5, C.4 - ISIN: US98521YAB56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $51450000.00
- **C.18.a - Value (excl. sponsor support):** $51450000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **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 626: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2T6VY8, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2T6VY8
- **C.18 - Value (incl. sponsor support):** $211006929.24
- **C.18.a - Value (excl. sponsor support):** $211006929.24
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **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 627: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2T8J51, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2T8J51
- **C.18 - Value (incl. sponsor support):** $717998520.92
- **C.18.a - Value (excl. sponsor support):** $717998520.92
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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 628: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2TH4Z1, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2TH4Z1
- **C.18 - Value (incl. sponsor support):** $599995722.00
- **C.18.a - Value (excl. sponsor support):** $599995722.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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 629: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2TK0W5, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2TK0W5
- **C.18 - Value (incl. sponsor support):** $749938987.50
- **C.18.a - Value (excl. sponsor support):** $749938987.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 630: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2TKZ49, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2TKZ49
- **C.18 - Value (incl. sponsor support):** $999924560.00
- **C.18.a - Value (excl. sponsor support):** $999924560.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 631: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2TZQ04, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2TZQ04
- **C.18 - Value (incl. sponsor support):** $345006061.65
- **C.18.a - Value (excl. sponsor support):** $345006061.65
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 632: NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2VCB65, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: ACI2VCB65
- **C.18 - Value (incl. sponsor support):** $499783390.00
- **C.18.a - Value (excl. sponsor support):** $499783390.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 633: BANK OF MONTREAL (LONDON BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (LONDON BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2VCHK8, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ACI2VCHK8
- **C.18 - Value (incl. sponsor support):** $199947152.00
- **C.18.a - Value (excl. sponsor support):** $199947152.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 634: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.375000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2VN360, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2VN360
- **C.18 - Value (incl. sponsor support):** $749791200.00
- **C.18.a - Value (excl. sponsor support):** $749791200.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 635: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2VZJX7, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2VZJX7
- **C.18 - Value (incl. sponsor support):** $892798717.80
- **C.18.a - Value (excl. sponsor support):** $892798717.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 636: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2WVC46, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2WVC46
- **C.18 - Value (incl. sponsor support):** $149992470.00
- **C.18.a - Value (excl. sponsor support):** $149992470.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 637: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2WVF50, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2WVF50
- **C.18 - Value (incl. sponsor support):** $199990656.00
- **C.18.a - Value (excl. sponsor support):** $199990656.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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 638: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2WX4W9, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2WX4W9
- **C.18 - Value (incl. sponsor support):** $160003017.60
- **C.18.a - Value (excl. sponsor support):** $160003017.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 639: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2XJ8K1, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2XJ8K1
- **C.18 - Value (incl. sponsor support):** $400003364.00
- **C.18.a - Value (excl. sponsor support):** $400003364.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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 640: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2XKL31, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2XKL31
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 641: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.680000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1702H5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1702H5
- **C.18 - Value (incl. sponsor support):** $319963744.00
- **C.18.a - Value (excl. sponsor support):** $319963744.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| LISTED FDS TR                  HORIZON KINETICS | 2500-12-31      | N/A      | 0.0000% | $653.00            | $19134.01          | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $80379.00          | $245155.95         | Equities   |
| PGIM ETF TR                    JENNISON FOC VAL | 2500-12-31      | N/A      | 0.0000% | $1089.00           | $76161.61          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $39.00             | $983.43            | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE HIGH | 2500-12-31      | N/A      | 0.0000% | $1418.00           | $74787.73          | Equities   |
| NUSHARES ETF TR                NUVEEN HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $33319.00          | $810584.63         | Equities   |
| PACER FDS TR                   BLUESTAR ENG THE | 2500-12-31      | N/A      | 0.0000% | $499.00            | $10713.08          | Equities   |
| PASSAGE BIO INC                COM              | 2500-12-31      | N/A      | 0.0000% | $116722.00         | $52723.33          | Equities   |
| REPARE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $4309.00           | $5946.42           | Equities   |
| MACQUARIE ETF TRUST            GLOBAL LISTED IN | 2500-12-31      | N/A      | 0.0000% | $182.00            | $4874.49           | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA COR | 2500-12-31      | N/A      | 0.0000% | $314.00            | $7871.98           | Equities   |
| MODULAR MED INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $100260.00         | $88529.58          | Equities   |
| NEXTNRG INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $50292.00          | $149870.16         | Equities   |
| NEUBERGER BERMAN ETF TRUST     NEXT GEN CONNECT | 2500-12-31      | N/A      | 0.0000% | $250.00            | $6537.00           | Equities   |
| PACER FDS TR                   US CHS CWS GWT   | 2500-12-31      | N/A      | 0.0000% | $44.00             | $2089.59           | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $76124.96          | Equities   |
| SPDR INDEX SHS FDS             S&P INTL ETF     | 2500-12-31      | N/A      | 0.0000% | $9586.00           | $400311.36         | Equities   |
| MATTHEWS INTL FDS              ASIA DIVIDEND AC | 2500-12-31      | N/A      | 0.0000% | $647.00            | $22342.40          | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $39665.00          | $12122020.65       | Equities   |
| RBB FD INC                     US TREASR 10 YR  | 2500-12-31      | N/A      | 0.0000% | $144.00            | $6219.95           | Equities   |
| RBB FD INC                     FM OPPORTUNISTIC | 2500-12-31      | N/A      | 0.0000% | $2537.00           | $130325.69         | Equities   |
| OAK WOODS ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $1371.00           | $16356.03          | Equities   |
| PACER FDS TR                   BLUESTAR DIG ENT | 2500-12-31      | N/A      | 0.0000% | $615.00            | $17841.21          | Equities   |
| PRECIDIAN ETFS TR              ASTRAZENECA PLC  | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $67648.64          | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1290.00           | $83125.28          | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $35434.00          | $2101944.88        | Equities   |
| SPDR INDEX SHS FDS             MSCI ACWI EXUS   | 2500-12-31      | N/A      | 0.0000% | $81890.00          | $2613928.80        | Equities   |
| SPDR SERIES TRUST              S&P REGL BKG     | 2500-12-31      | N/A      | 0.0000% | $23757.00          | $1361038.53        | Equities   |
| SPDR INDEX SHS FDS             MSCI EMRG MKTS   | 2500-12-31      | N/A      | 0.0000% | $2932.00           | $179057.24         | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $2363.00           | $150671.02         | Equities   |
| PROSHARES TR                   ULT MSCI BR CAPP | 2500-12-31      | N/A      | 0.0000% | $17944.00          | $214879.40         | Equities   |
| MODIV INDUSTRIAL INC           COM STK CL C     | 2500-12-31      | N/A      | 0.0000% | $4395.00           | $63244.05          | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $1824.00           | $55159.95          | Equities   |
| SPDR INDEX SHS FDS             MSCI ACWI CLMTE  | 2500-12-31      | N/A      | 0.0000% | $8429.00           | $319627.68         | Equities   |
| NUSHARES ETF TR                NUVEEN ULTRA SHT | 2500-12-31      | N/A      | 0.0000% | $417.00            | $10545.93          | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $449.00            | $12399.76          | Equities   |
| SPDR SERIES TRUST              PORTFOLIO INTRMD | 2500-12-31      | N/A      | 0.0000% | $487140.00         | $16168176.60       | Equities   |
| RENAISSANCE CAP GREENWICH FDS  INTNTL IPO ETF   | 2500-12-31      | N/A      | 0.0000% | $1154.00           | $16467.58          | Equities   |
| SPDR SERIES TRUST              COMP SOFTWARE    | 2500-12-31      | N/A      | 0.0000% | $982.00            | $175895.84         | Equities   |
| QUETTA ACQUISITION CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $6731.00           | $71685.15          | Equities   |
| ALTICE USA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $3465040.00        | $8108193.60        | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE BTC    | 2500-12-31      | N/A      | 0.0000% | $2152.00           | $73339.73          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FIRST TR ENH NEW | 2500-12-31      | N/A      | 0.0000% | $67512.00          | $4051395.12        | Equities   |
| EDUCATIONAL DEV CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $4729.00           | $6431.44           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1647.00           | $65842.94          | Equities   |
| FIRST TR EXCHANGE TRADED FD II BLOOMBERG EMMKT  | 2500-12-31      | N/A      | 0.0000% | $144.00            | $3426.08           | Equities   |
| ALPS ETF TR                    RIVERFRONT DYM   | 2500-12-31      | N/A      | 0.0000% | $2346.00           | $52296.09          | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $1127.00           | $39506.76          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI INFO TECH I | 2500-12-31      | N/A      | 0.0000% | $15374.00          | $2786076.28        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $1470.00           | $48534.70          | Equities   |
| FIDELITY MERRIMACK STR TR      LTD TRM BD ETF   | 2500-12-31      | N/A      | 0.0000% | $13373.00          | $668315.68         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $76765.00          | $4629697.15        | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI EMERG | 2500-12-31      | N/A      | 0.0000% | $3285.00           | $78664.91          | Equities   |
| ADVISORS INNER CIRCLE FD III   DEMOCRACY INTERN | 2500-12-31      | N/A      | 0.0000% | $238.00            | $6617.90           | Equities   |
| FIRST TR EXCHANGE TRADED FD II ENERGY ALPHADX   | 2500-12-31      | N/A      | 0.0000% | $8591.00           | $126115.88         | Equities   |
| FIRST TR EXCH TRADED FD III    RIVRFRNT DYN EUR | 2500-12-31      | N/A      | 0.0000% | $263.00            | $18065.31          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST EMQQ THE EMERGIN | 2500-12-31      | N/A      | 0.0000% | $16234.00          | $643424.85         | Equities   |
| PERCEPTIVE CAP SOLUTIONS CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $3428.00           | $36165.40          | Equities   |
| LEGG MASON ETF INVT            FRANKLIN CLEARBR | 2500-12-31      | N/A      | 0.0000% | $17162.00          | $884529.48         | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX METAVERSE  | 2500-12-31      | N/A      | 0.0000% | $804.00            | $34253.78          | Equities   |
| FIDELITY MERRIMACK STR TR      TOTAL BD ETF     | 2500-12-31      | N/A      | 0.0000% | $287331.00         | $12955754.79       | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE LOW  | 2500-12-31      | N/A      | 0.0000% | $230.00            | $11536.34          | Equities   |
| FLEXSHARES TR                  INT QLTDVDYNAM   | 2500-12-31      | N/A      | 0.0000% | $4928.00           | $155990.42         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE TAIWAN      | 2500-12-31      | N/A      | 0.0000% | $20607.00          | $991608.84         | Equities   |
| FIDELITY MERRIMACK STR TR      LOW DURATION BD  | 2500-12-31      | N/A      | 0.0000% | $1536.00           | $77345.28          | Equities   |
| GLOBAL X FDS                   GLOBX SUPDV US   | 2500-12-31      | N/A      | 0.0000% | $11800.00          | $207680.00         | Equities   |
| FLEXSHARES TR                  EMRG MKT QT LW   | 2049-12-31      | N/A      | 0.0000% | $2356.00           | $62732.74          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTIVE GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $8807.00           | $131372.26         | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1617.00           | $80607.45          | Equities   |
| GLOBAL X FDS                   INT RT VOLTLTY   | 2500-12-31      | N/A      | 0.0000% | $246.00            | $5142.26           | Equities   |
| HARBOR ETF TRUST               OSMOSIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $56.00             | $1214.56           | Equities   |
| GOLDMAN SACHS ETF TR           COMMUNITY MUNI   | 2500-12-31      | N/A      | 0.0000% | $152.00            | $7463.20           | Equities   |
| TIDAL TRUST III                USCF DLY TRGT 2X | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $21775.80          | Equities   |
| FIRST TR EXCHANGE TRADED FD II EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $948.00            | $23759.06          | Equities   |
| FOUR LEAF ACQUISITION CORP     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $466.00            | $5321.72           | Equities   |
| GLOBAL X FDS                   INTEREST RT HEDG | 2500-12-31      | N/A      | 0.0000% | $1646.00           | $30868.10          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN ASIA    | 2500-12-31      | N/A      | 0.0000% | $5870.00           | $145087.03         | Equities   |
| FEDERATED HERMES ETF TRUST     SHORT DURATION C | 2500-12-31      | N/A      | 0.0000% | $510.00            | $12347.10          | Equities   |
| FRANKLIN TEMPLETON ETF TR      WESTN ASSET BD   | 2500-12-31      | N/A      | 0.0000% | $7456.00           | $185173.49         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $2378.00           | $69390.04          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE BRAZIL      | 2500-12-31      | N/A      | 0.0000% | $13753.00          | $241640.21         | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE CORE | 2500-12-31      | N/A      | 0.0000% | $1763.00           | $82365.77          | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR | 2500-12-31      | N/A      | 0.0000% | $1242.00           | $31956.78          | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $397.00            | $36936.88          | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1084.00           | $33714.24          | Equities   |
| TCW ETF TRUST                  HIGH YIELD BOND  | 2500-12-31      | N/A      | 0.0000% | $4753.00           | $144253.55         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $251.00            | $11874.81          | Equities   |
| GLOBAL X FDS                   SHORT-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $35.00             | $1754.20           | Equities   |
| FIRST TR EXCH TRADED FD III    NEW YORK MUNI    | 2500-12-31      | N/A      | 0.0000% | $2164.00           | $56040.46          | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $1.00              | $49.50             | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $3154.00           | $162620.24         | Equities   |
| INHIBIKASE THERAPEUTICS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $157941.00         | $328517.28         | Equities   |
| LEGG MASON ETF INVT            WESTN AST SHRT   | 2500-12-31      | N/A      | 0.0000% | $4315.00           | $104228.83         | Equities   |
| INVESCO EXCH TRADED FD TR II   CEF INM COMPSI   | 2500-12-31      | N/A      | 0.0000% | $8751.00           | $165743.94         | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $18352.00          | $1123692.96        | Equities   |
| ISHARES TR                     EXPONENTIAL TECH | 2500-12-31      | N/A      | 0.0000% | $37772.00          | $2325244.32        | Equities   |
| ISHARES TR                     MICRO-CAP ETF    | 2500-12-31      | N/A      | 0.0000% | $1002.00           | $120240.60         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $269516.00         | $16168264.84       | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   DISCIPLINED VAL  | 2500-12-31      | N/A      | 0.0000% | $2177.00           | $66118.76          | Equities   |
| ISHARES TR                     GLOBAL FINLS ETF | 2500-12-31      | N/A      | 0.0000% | $4104.00           | $445391.11         | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $2969.00           | $68069.97          | Equities   |
| WISDOMTREE TR                  7 10 YR LADDERED | 2500-12-31      | N/A      | 0.0000% | $299.00            | $14806.21          | Equities   |
| WISDOMTREE TR                  ITL HDG QTLY DIV | 2500-12-31      | N/A      | 0.0000% | $85261.00          | $3851239.37        | Equities   |
| TOYO CO LTD                    ORD SH           | 2500-12-31      | N/A      | 0.0000% | $16436.00          | $55882.40          | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $78530.00          | $3838546.40        | Equities   |
| VIRTUS ETF TR II               DUFF & PHELPS CL | 2500-12-31      | N/A      | 0.0000% | $226.00            | $4123.98           | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $1098.00           | $11369.79          | Equities   |
| VIRTUS ETF TR II               STONE HARBOR EMG | 2500-12-31      | N/A      | 0.0000% | $2709.00           | $71531.15          | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $71536.00          | $738251.52         | Equities   |
| CHURCHILL CAPITAL CORP IX      CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $57290.00          | $635346.10         | Equities   |
| WILLOW LANE ACQUISITION CORP.  ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $19426.00          | $196979.64         | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $42619.00          | $177721.23         | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $54495.00          | $99180.90          | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $56898.00          | $586618.38         | Equities   |
| SEMILUX INTL LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $5304.00           | $7690.80           | Equities   |
| WISDOMTREE TR                  INTL SMCAP DIV   | 2500-12-31      | N/A      | 0.0000% | $15170.00          | $1103010.70        | Equities   |
| YATRA ONLINE INC               ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $103820.00         | $94476.20          | Equities   |
| ISHARES TR                     0-5YR INVT GR CP | 2500-12-31      | N/A      | 0.0000% | $3622.00           | $182114.16         | Equities   |
| ISHARES TR                     IBONDS OCT 2032  | 2500-12-31      | N/A      | 0.0000% | $3779.00           | $97160.36          | Equities   |
| ISHARES TR                     MSCI ACWI EX US  | 2500-12-31      | N/A      | 0.0000% | $271006.00         | $16168217.96       | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLA  | 2500-12-31      | N/A      | 0.0000% | $3248.00           | $40409.99          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVESCO BULLETSH | 2500-12-31      | N/A      | 0.0000% | $3697.00           | $96676.55          | Equities   |
| ISHARES TR                     GLOBAL MATER ETF | 2500-12-31      | N/A      | 0.0000% | $12331.00          | $1047765.07        | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $2523.00           | $165584.49         | Equities   |
| ISHARES TR                     RUS MDCP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $43.00             | $5516.90           | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $7143.00           | $113402.27         | Equities   |
| ISHARES TR                     IBONDS OCT 2033  | 2500-12-31      | N/A      | 0.0000% | $1608.00           | $41341.84          | Equities   |
| KRANESHARES TRUST              MSCI ONE BELT    | 2500-12-31      | N/A      | 0.0000% | $505.00            | $11504.86          | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $11516.00          | $865197.08         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $1505.00           | $38300.44          | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS GREEN ALPHA  | 2500-12-31      | N/A      | 0.0000% | $3369.00           | $106884.56         | Equities   |
| ISHARES TR                     CORE 30/70 CONSE | 2500-12-31      | N/A      | 0.0000% | $9669.00           | $368678.97         | Equities   |
| LEE ENTERPRISES INC            COM              | 2500-12-31      | N/A      | 0.0000% | $18730.00          | $121557.70         | Equities   |
| ISHARES TR                     U.S. FINLS ETF   | 2500-12-31      | N/A      | 0.0000% | $2087.00           | $242196.35         | Equities   |
| ISHARES TR                     INDIA 50 ETF     | 2500-12-31      | N/A      | 0.0000% | $12451.00          | $666253.01         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  LARGE CAP GROWTH | 2500-12-31      | N/A      | 0.0000% | $182.00            | $19954.48          | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $151.00            | $18055.72          | Equities   |
| VIRTUS ETF TR II               VIRTUS US QLTY   | 2500-12-31      | N/A      | 0.0000% | $434.00            | $17038.84          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2027 | 2500-12-31      | N/A      | 0.0000% | $1609.00           | $39492.90          | Equities   |
| VANGUARD ADMIRAL FDS INC       SMLCP 600 GRTH   | 2500-12-31      | N/A      | 0.0000% | $7768.00           | $857588.75         | Equities   |
| URBAN ONE INC                  CL A             | 2500-12-31      | N/A      | 0.0000% | $22291.00          | $38786.34          | Equities   |
| TIDAL ETF TR                   SOUND ENHANCED   | 2500-12-31      | N/A      | 0.0000% | $45.00             | $801.67            | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $12396.00          | $126935.04         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS GLB EX US ETF    | 2500-12-31      | N/A      | 0.0000% | $27661.00          | $1218190.44        | Equities   |
| EUREKA ACQUISITION CORP        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $18576.00          | $192633.12         | Equities   |
| URBAN ONE INC                  CL D NON VTG     | 2500-12-31      | N/A      | 0.0000% | $32884.00          | $23676.48          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $1054.00           | $25675.44          | Equities   |
| VANGUARD ADMIRAL FDS INC       MIDCP 400 IDX    | 2500-12-31      | N/A      | 0.0000% | $10313.00          | $1052338.52        | Equities   |
| RISING DRAGON ACQUISITION CORP SHS              | 2500-12-31      | N/A      | 0.0000% | $8284.00           | $84911.00          | Equities   |
| SPINNAKER ETF SERIES           OBRA HIGH GRDE   | 2500-12-31      | N/A      | 0.0000% | $3450.00           | $34569.00          | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $229930.00         | $8971868.60        | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $82008.00          | $16167877.20       | Equities   |
| VANGUARD SCOTTSDALE FDS        INTER TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $245599.00         | $14522268.87       | Equities   |
| SCHWAB STRATEGIC TR            US AGGREGATE B   | 2500-12-31      | N/A      | 0.0000% | $111369.00         | $2551463.79        | Equities   |
| TEUCRIUM COMMODITY TR          AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $42.00             | $1035.48           | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2032 | 2500-12-31      | N/A      | 0.0000% | $2438.00           | $59256.08          | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $29808.00          | $16165474.56       | Equities   |
| VICTORY PORTFOLIOS II          VCSHS US SMCP HG | 2500-12-31      | N/A      | 0.0000% | $2234.00           | $122959.36         | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $178579.00         | $194651.11         | Equities   |
| TURNSTONE BIOLOGICS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $159659.00         | $51426.16          | Equities   |
| THEMES ETF TR                  NATURAL MONOPOLY | 2500-12-31      | N/A      | 0.0000% | $234.00            | $7276.23           | Equities   |
| TIDAL ETF TR                   AZTLAN NORTH AME | 2500-12-31      | N/A      | 0.0000% | $1910.00           | $41023.55          | Equities   |
| SOPHIA GENETICS SA             ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $61292.00          | $175908.04         | Equities   |
| NABORS ENERGY TRANSITION CORP  CL A             | 2500-12-31      | N/A      | 0.0000% | $252528.00         | $2787909.12        | Equities   |
| INVESCO EXCH TRADED FD TR II   FNDMNTL IG CRP   | 2500-12-31      | N/A      | 0.0000% | $20383.00          | $484707.74         | Equities   |
| INVESCO EXCH TRADED FD TR II   GBL CLEAN ENRG   | 2500-12-31      | N/A      | 0.0000% | $19845.00          | $232980.30         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P ULTRA DIVIDE | 2500-12-31      | N/A      | 0.0000% | $4753.00           | $223295.94         | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $31097.00          | $16168263.21       | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $3586.00           | $75782.94          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P 500 TOP 50   | 2500-12-31      | N/A      | 0.0000% | $4133.00           | $204004.88         | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $48010.00          | $4257526.80        | Equities   |
| ISHARES TR                     20 YR TR BD ETF  | 2500-12-31      | N/A      | 0.0000% | $187672.00         | $16167942.80       | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $53607.00          | $137233.92         | Equities   |
| ISHARES TR                     MSCI ACWI ETF    | 2500-12-31      | N/A      | 0.0000% | $130483.00         | $16168148.53       | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $27272.00          | $16166296.16       | Equities   |
| ISHARES TR                     IBONDS DEC 2030  | 2500-12-31      | N/A      | 0.0000% | $313203.00         | $6802769.16        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL UTL   | 2500-12-31      | N/A      | 0.0000% | $78.00             | $5552.82           | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $5503.00           | $168134.81         | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1663.00           | $25443.90          | Equities   |
| INVESTMENT MANAGERS SER TR II  ASTORIA REAL     | 2500-12-31      | N/A      | 0.0000% | $10365.00          | $160968.45         | Equities   |
| ISHARES TR                     DOW JONES US ETF | 2500-12-31      | N/A      | 0.0000% | $61.00             | $8774.85           | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $350864.00         | $16167813.12       | Equities   |
| ISHARES INC                    MSCI SWEDEN ETF  | 2500-12-31      | N/A      | 0.0000% | $950.00            | $43092.00          | Equities   |
| ISHARES TR                     EMERGNT FD & AGT | 2500-12-31      | N/A      | 0.0000% | $1065.00           | $22888.66          | Equities   |
| HARTFORD FDS EXCHANGE TRADED T SCHRODERS COMMOD | 2500-12-31      | N/A      | 0.0000% | $706.00            | $10745.32          | Equities   |
| SPDR SERIES TRUST              PORTFOLIO SH TSR | 2500-12-31      | N/A      | 0.0000% | $338694.00         | $9886477.86        | Equities   |
| TIDAL ETF TR                   SOUND EQUITY DIV | 2500-12-31      | N/A      | 0.0000% | $39.00             | $955.87            | Equities   |
| VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF   | 2500-12-31      | N/A      | 0.0000% | $64962.00          | $8025405.48        | Equities   |
| TEMA ETF TRUST                 NEUROSCIENCE & M | 2500-12-31      | N/A      | 0.0000% | $345.00            | $7758.81           | Equities   |
| SPDR INDEX SHS FDS             MSCI EAFE FS ETF | 2500-12-31      | N/A      | 0.0000% | $126.00            | $5908.56           | Equities   |
| SPDR SERIES TRUST              S&P KENSHO NEW   | 2500-12-31      | N/A      | 0.0000% | $1806.00           | $90986.28          | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY DI   | 2500-12-31      | N/A      | 0.0000% | $958.00            | $28452.60          | Equities   |
| IB ACQUISITION CORP            COM SHS          | 2500-12-31      | N/A      | 0.0000% | $10995.00          | $114567.90         | Equities   |
| HARTFORD FDS EXCHANGE TRADED T TOTAL RTRN ETF   | 2500-12-31      | N/A      | 0.0000% | $3572.00           | $119161.92         | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $332.00            | $13495.80          | Equities   |
| GLOBAL X FDS                   WIND ENERGY ETF  | 2500-12-31      | N/A      | 0.0000% | $1303.00           | $15049.65          | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $24342.00          | $251452.86         | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A SHS     | 2500-12-31      | N/A      | 0.0000% | $7023.00           | $74443.80          | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   INTERNATIONAL HI | 2500-12-31      | N/A      | 0.0000% | $558.00            | $18542.06          | Equities   |
| AIM ETF PRODUCTS TRUST         US LRGCP B20 JUL | 2500-12-31      | N/A      | 0.0000% | $5875.00           | $209681.10         | Equities   |
| EA SERIES TRUST                STRIVE US ENERGY | 2500-12-31      | N/A      | 0.0000% | $2228.00           | $58685.52          | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $201793.00         | $7718582.25        | Equities   |
| CALAMOS ETF TR                 NASDAQ 100 STRUC | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1032.34           | Equities   |
| DIMENSIONAL ETF TRUST          INTERNATIONAL    | 2500-12-31      | N/A      | 0.0000% | $8585.00           | $331724.40         | Equities   |
| COLUMBIA ETF TR I              DIVERSIFID FXD   | 2500-12-31      | N/A      | 0.0000% | $29988.00          | $537384.96         | Equities   |
| AIM ETF PRODUCTS TRUST         US LARCP B10 MAY | 2500-12-31      | N/A      | 0.0000% | $115.00            | $3893.41           | Equities   |
| DEUTSCHE BK AG LONDON BRH      DB GOLD SHORT    | 2500-12-31      | N/A      | 0.0000% | $4779.00           | $32568.89          | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $281125.00         | $16150631.25       | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $98844.00          | $16167913.08       | Equities   |
| DBX ETF TR                     XTRACKERS HIGH   | 2500-12-31      | N/A      | 0.0000% | $1681.00           | $70261.26          | Equities   |
| CARPARTS COM INC               COM              | 2500-12-31      | N/A      | 0.0000% | $60642.00          | $54213.95          | Equities   |
| ELECTROVAYA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $62657.00          | $202382.11         | Equities   |
| CAPITOL SER TR                 FAIRLEAD TACTICA | 2500-12-31      | N/A      | 0.0000% | $3809.00           | $106194.92         | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET T | 2500-12-31      | N/A      | 0.0000% | $4959.00           | $139450.55         | Equities   |
| DBX ETF TR                     XTRACKERS RREEF  | 2500-12-31      | N/A      | 0.0000% | $218.00            | $5427.57           | Equities   |
| AMPLIFY ETF TR                 AMPLIFY LITHIUM  | 2500-12-31      | N/A      | 0.0000% | $14657.00          | $128541.89         | Equities   |
| ADVISORS INNER CIRCLE FD       CAMBIAR AGGRES   | 2500-12-31      | N/A      | 0.0000% | $545.00            | $16370.06          | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $4998.00           | $110778.17         | Equities   |
| ETF SER SOLUTIONS              CLEARSHS ULTRA   | 2500-12-31      | N/A      | 0.0000% | $156.00            | $15616.38          | Equities   |
| AMERICAN CENTY ETF TR          SELECT HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $2323.00           | $106832.68         | Equities   |

### Security 642: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.950000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP17G1J7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP17G1J7
- **C.18 - Value (incl. sponsor support):** $224943365.25
- **C.18.a - Value (excl. sponsor support):** $224943365.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 5.0300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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                |
|:---|:---|:---|:---|:---|:---|:---|
| VISTA POINT STZ 2024-CES3      A-3    20550125 FLT | 2055-01-25      | 6.1940%  | 0.0000% | $1000000.00        | $1009575.61        | Asset-Backed Securities |
| SHACKLETON CLO LTD 2017-X      SUB    20290420 FLT | 2029-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $50000.00          | Asset-Backed Securities |
| MARLETTE FUNDING TRUST 2021-1  D      20310616 2.4 | 2031-06-16      | 2.4700%  | 0.0000% | $8860000.00        | $1865792.68        | Asset-Backed Securities |
| SLM STUDENT LOAN TR 2003-4     A-5D   20330315 FLT | 2033-03-15      | 5.3947%  | 0.0000% | $2760000.00        | $421133.64         | Asset-Backed Securities |
| STONE TOWER CDO II 2005-2      B-1L   20401117 FLT | 2040-11-17      | 4.7541%  | 0.0000% | $986149.00         | $1986.13           | Asset-Backed Securities |
| WAVE 2017-1 LLC                C      20421115 6.6 | 2042-11-15      | 6.6560%  | 0.0000% | $7199000.00        | $3557248.01        | Asset-Backed Securities |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.8077% | 0.0000% | $2000000.00        | $1552119.28        | Asset-Backed Securities |
| VENTURE XIX CLO LTD 2015-19    SUB NT 20270115 FLT | 2027-01-15      | 0.0000%  | 0.0000% | $8675000.00        | $141194.30         | Asset-Backed Securities |
| SHACKLETON CLO 2015-7-R        E      20310715 FLT | 2031-07-15      | 10.7177% | 0.0000% | $7600000.00        | $7610542.24        | Asset-Backed Securities |
| ANCHORAGE CAP CLO 9 2016-9     SUB    20290116 FLT | 2029-01-16      | 0.0000%  | 0.0000% | $3500000.00        | $941321.50         | Asset-Backed Securities |
| VISTA POINT SEC 2024-CES1      B-1    20540525 FLT | 2054-05-25      | 8.8670%  | 0.0000% | $8500000.00        | $8659968.82        | Asset-Backed Securities |
| PROGRESS RES 2021-SFR3 TR      H      20380519 4.7 | 2038-05-19      | 4.7500%  | 0.0000% | $1250000.00        | $1225827.99        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3702%  | 0.0000% | $9500000.00        | $9300671.98        | Asset-Backed Securities |
| COREVEST AMERIC FIN TR 2021-2  C      20540717 2.4 | 2054-07-17      | 2.4780%  | 0.0000% | $160000.00         | $135496.03         | Asset-Backed Securities |
| CBRE REALTY FIN CDO 2007-1     E      20520407 FLT | 2052-04-07      | 5.4553%  | 0.0000% | $2000000.00        | $26718.61          | Asset-Backed Securities |
| EATON VANCE CLO LTD 2013-1RRR  D-RRR  20340117 FLT | 2034-01-17      | 11.3177% | 0.0000% | $700000.00         | $703757.00         | Asset-Backed Securities |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $1000000.00        | $10203.17          | Asset-Backed Securities |
| FLAGSHIP CR AUT TR 2021-4      E      20290315 4.0 | 2029-03-15      | 4.0300%  | 0.0000% | $1000000.00        | $883155.17         | Asset-Backed Securities |
| COREVEST AMERIC FIN TR 2021-2  X-B    20540717 FLT | 2054-07-17      | 1.6723%  | 0.0000% | $3150000.00        | $179141.00         | Asset-Backed Securities |
| EXETER AUTOMBL REC TR 2025-1   E      20320915 7.4 | 2032-09-15      | 7.4800%  | 0.0000% | $13409000.00       | $13657692.24       | Asset-Backed Securities |
| MARBLE PT CLO XII INCOME NT LTD                    | 2031-07-16      | 0.0000%  | 0.0000% | $6150000.00        | $1132891.50        | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2023-B     A      20280915 6.8 | 2028-09-15      | 6.8200%  | 0.0000% | $2805000.00        | $2826513.42        | Asset-Backed Securities |
| HOME PART AMERICA TR 2021-2    F      20381217 3.7 | 2038-12-17      | 3.7990%  | 0.0000% | $200000.00         | $184027.25         | Asset-Backed Securities |
| CIFC FUNDING LTD 2019-6        SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $2500000.00        | $1650000.00        | Asset-Backed Securities |
| DT AUTO OWNER TR 2022-3        E      20290716 10. | 2029-07-16      | 10.9900% | 0.0000% | $10000000.00       | $10602931.66       | Asset-Backed Securities |
| FRTKL SFR1 2021-1              F      20380917 3.1 | 2038-09-17      | 3.1710%  | 0.0000% | $480000.00         | $454455.08         | Asset-Backed Securities |
| FCCCATSKILL PARK CLO 17-1      SUB    20290420 FLT | 2029-04-20      | 0.0000%  | 0.0000% | $19868600.00       | $794744.00         | Asset-Backed Securities |
| AMMC CLO 2025-31 LTD           E      20380222 FLT | 2038-02-22      | 9.7380%  | 0.0000% | $2500000.00        | $2539198.65        | Asset-Backed Securities |
| AMSR TR 2025-SFR1              E-1    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1000000.00        | $888802.06         | Asset-Backed Securities |
| AFFIRM ASSET SEC 2023-B        E      20280915 11. | 2028-09-15      | 11.3200% | 0.0000% | $4000000.00        | $4065902.67        | Asset-Backed Securities |
| APEX CREDIT CLO LTD  2019-RR   F-RR   20370720 FLT | 2037-07-20      | 14.7195% | 0.0000% | $4065000.00        | $3932500.17        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-108R       E-R    20370720 FLT | 2037-07-20      | 11.7995% | 0.0000% | $5570000.00        | $5643557.69        | Asset-Backed Securities |
| BARINGS CLO LTD 2019-IV        SUB NT 20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $3700000.00        | $2093352.70        | Asset-Backed Securities |
| BLUEMNT CLO 2022-35R           E-1R   20371022 FLT | 2037-10-22      | 12.3474% | 0.0000% | $3750000.00        | $3806675.04        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2005-R11   M-5    20360125 FLT | 2036-01-25      | 5.4592%  | 0.0000% | $1685000.00        | $1470475.19        | Asset-Backed Securities |
| AREIT 2022-CRE6 LTD 2022-CRE6  D      20370121 FLT | 2037-01-21      | 7.1783%  | 0.0000% | $1500000.00        | $1500965.81        | Asset-Backed Securities |
| CSMC TRUST 2021-AFC1           XS     20560325 FLT | 2056-03-25      | 3.2447%  | 0.0000% | $4750000.00        | $231236.47         | Asset-Backed Securities |
| CEDAR FUNDING CLO LTD 2013-2   SUB    20300610 FLT | 2030-06-10      | 0.0000%  | 0.0000% | $10000000.00       | $4585370.00        | Asset-Backed Securities |
| APIDOS CLO 2020-34             SUB    20330121 FLT | 2033-01-21      | 0.0000%  | 0.0000% | $500000.00         | $225000.00         | Asset-Backed Securities |
| DRYDEN 115 C 12.40142 18APR37 144A                 | 2037-04-18      | 11.3695% | 0.0000% | $150000.00         | $151679.54         | Asset-Backed Securities |
| CSMC TRUST 2021-AFC1           A-IO-S 20560327 FLT | 2056-03-27      | 0.2500%  | 0.0000% | $4750000.00        | $22980.42          | Asset-Backed Securities |
| AMSR TR 2025-SFR1              A      20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $7750000.00        | $7251559.18        | Asset-Backed Securities |
| AMSR TR 2023-SFR2              F-1    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $8340000.00        | $7572719.53        | Asset-Backed Securities |
| DRYDEN 77 CLO 2020-77 LTD      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $5406000.00        | $2894453.49        | Asset-Backed Securities |
| DT AUTO OWNER TR 2021-4        E      20280717 3.3 | 2028-07-17      | 3.3400%  | 0.0000% | $5715000.00        | $5573523.27        | Asset-Backed Securities |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.7218%  | 0.0000% | $2000000.00        | $240713.12         | Asset-Backed Securities |
| CIFC FUNDING LTD 2014-III      INC NT 20260722 FLT | 2026-07-22      | 0.0000%  | 0.0000% | $2441000.00        | $299212.90         | Asset-Backed Securities |
| MILL CITY MTG LN TR 2018-2     B4     20580525 FLT | 2058-05-25      | 3.9789%  | 0.0000% | $10912000.00       | $7857032.93        | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2023-B     B      20280915 7.4 | 2028-09-15      | 7.4400%  | 0.0000% | $4000000.00        | $4035808.00        | Asset-Backed Securities |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 12.3261% | 0.0000% | $3500000.00        | $3411476.69        | Asset-Backed Securities |
| GREENPOINT MTG FDG 2005-HE3    M1     20300915 FLT | 2030-09-15      | 7.4432%  | 0.0000% | $4554000.00        | $14585.81          | Asset-Backed Securities |
| RAD CLO LTD 2023-20            E      20360721 FLT | 2036-07-21      | 12.3524% | 0.0000% | $1540000.00        | $1560418.23        | Asset-Backed Securities |
| MAGNETITE XIX LTD 2017-19      SUB NT 20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $17930209.00       | $9751093.14        | Asset-Backed Securities |
| RR 8 LTD 2020-8                SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $12375000.00       | $7948870.88        | Asset-Backed Securities |
| OZLM LTD 2019-23R2             E      20371015 FLT | 2037-10-15      | 12.4620% | 0.0000% | $5000000.00        | $4729910.62        | Asset-Backed Securities |
| OCTAGON INV PART LTD 2019-45R  E-R    20350416 FLT | 2035-04-16      | 11.0761% | 0.0000% | $1150000.00        | $1079004.89        | Asset-Backed Securities |
| MADISON PARK FDG XIV 2014-14RR E-R    20301022 FLT | 2030-10-22      | 10.3340% | 0.0000% | $6000000.00        | $5996628.60        | Asset-Backed Securities |
| PAGAYA AI DEBT SEC 2021-HG1 TR A1     20290116 1.2 | 2029-01-16      | 1.2200%  | 0.0000% | $5000000.00        | $84037.68          | Asset-Backed Securities |
| MARBLE POINT CLO  LTD 2022-25  SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $8000000.00        | $4821336.00        | Asset-Backed Securities |
| FLATIRON CLO LTD 2020-20       SUB    20331121 FLT | 2033-11-21      | 0.0000%  | 0.0000% | $10625000.00       | $6712566.88        | Asset-Backed Securities |
| OAKTREE CLO LTD 2022-1         E      20330516 FLT | 2033-05-16      | 12.0863% | 0.0000% | $750000.00         | $750881.98         | Asset-Backed Securities |
| HOME PART AMERICA TR 2021-2    G      20381217 4.5 | 2038-12-17      | 4.5050%  | 0.0000% | $1164569.00        | $1080150.67        | Asset-Backed Securities |
| KKR CLO LTD 2020-30R2          E-R2   20370417 FLT | 2037-04-17      | 11.1398% | 0.0000% | $3500000.00        | $3430993.51        | Asset-Backed Securities |
| LENDMARK FDG TR 2024-2         E      20340221 8.4 | 2034-02-21      | 8.4700%  | 0.0000% | $2500000.00        | $2513587.64        | Asset-Backed Securities |
| ELMWOOD CLO 2024-27 LTD        E      20370420 FLT | 2037-04-20      | 10.5195% | 0.0000% | $660000.00         | $668990.99         | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-2      E      20311015 7.9 | 2031-10-15      | 7.9800%  | 0.0000% | $6500000.00        | $6777231.50        | Asset-Backed Securities |
| MFA LLC 2024-NPL1              A-2    20540925 FLT | 2054-09-25      | 8.9550%  | 0.0000% | $43118000.00       | $42946163.99       | Asset-Backed Securities |
| KKR CLO 29 L 12.07094 15JUL37 144A                 | 2037-07-15      | 11.3361% | 0.0000% | $6901303.00        | $6921110.60        | Asset-Backed Securities |
| OPORTUN ISSUANCE TRUST 2024-1  A      20310408 6.3 | 2031-04-08      | 6.3340%  | 0.0000% | $9800000.00        | $290190.01         | Asset-Backed Securities |
| SANTANDER BANK N.A 2023-B      F      20331215 12. | 2033-12-15      | 12.2400% | 0.0000% | $4000000.00        | $2769216.94        | Asset-Backed Securities |
| FOUNDATION FIN TR 2024-2       E      20500315 9.3 | 2050-03-15      | 9.3500%  | 0.0000% | $1710000.00        | $1714361.92        | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.6963%  | 0.0000% | $2000000.00        | $38856.39          | Asset-Backed Securities |
| ELMWOOD CLO LTD 2019-1         SUB    20300422 FLT | 2030-04-22      | 0.0000%  | 0.0000% | $2000000.00        | $1294732.00        | Asset-Backed Securities |
| OCTAGON INVSTMNT PTRS 2018-39  SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2800000.00        | $168000.00         | Asset-Backed Securities |
| HERTZ VEHICLE FIN 2025-2       D      20310925 8.3 | 2031-09-25      | 8.3400%  | 0.0000% | $7510000.00        | $7232635.68        | Asset-Backed Securities |
| AMMC CLO 21 LTD 2017-21        SUB NT 20301104 FLT | 2030-11-04      | 0.0000%  | 0.0000% | $2750000.00        | $440000.00         | Asset-Backed Securities |
| AMSR TR 2025-SFR1              B      20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1000000.00        | $923181.06         | Asset-Backed Securities |
| FLAGSHIP CR AUTO TR 2022-1     E      20290615 5.3 | 2029-06-15      | 5.3700%  | 0.0000% | $1756000.00        | $1438433.55        | Asset-Backed Securities |
| LAKE SHORE MM CLO LLC 2022-5R  C-R    20370115 FLT | 2037-01-15      | 12.5661% | 0.0000% | $1200000.00        | $1183588.35        | Asset-Backed Securities |

### Security 643: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP17GOO1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP17GOO1
- **C.18 - Value (incl. sponsor support):** $749328510.00
- **C.18.a - Value (excl. sponsor support):** $749328510.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 5.0100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| TEAM HEALTH HOLDING INC        SR SEC GLBL 28      | 2028-06-30      | 13.5000% | 0.0000% | $97000.00          | $105414.75         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 35       | 2035-09-15      | 5.8500%  | 0.0000% | $9000.00           | $9429.64           | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR NT 6.875%39      | 2039-11-10      | 6.8750%  | 0.0000% | $50000.00          | $53424.97          | Corporate Debt Securities                         |
| STEEL DYNAMICS INC             SR GLBL NT 55       | 2055-05-15      | 5.7500%  | 0.0000% | $100000.00         | $95115.83          | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR REGS NT 30       | 2030-03-27      | 5.3500%  | 0.0000% | $800000.00         | $808210.00         | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH            SR GLBL REGS 47     | 2047-03-16      | 7.0000%  | 0.0000% | $295000.00         | $308439.87         | Corporate Debt Securities                         |
| EMPRESA NACIONAL DE TELE       SR REGS NT 32       | 2032-09-14      | 3.0500%  | 0.0000% | $841000.00         | $709281.65         | Corporate Debt Securities                         |
| SURA ASSET MANAGEMENT SA       SR GLBL REGS 32     | 2032-05-13      | 6.3500%  | 0.0000% | $568000.00         | $586033.21         | Corporate Debt Securities                         |
| J.P.MORGAN MTG TR 2023-10      A-2    20540525 FLT | 2054-05-25      | 6.0000%  | 0.0000% | $55000000.00       | $38073062.68       | Private Label Collateralized Mortgage Obligations |
| MSCI INC                       SR GLBL REGS 31     | 2031-11-01      | 3.6250%  | 0.0000% | $12000.00          | $10917.24          | Corporate Debt Securities                         |
| 3264 RE LTD                    -A-20251 144A 28    | 2028-02-07      | 25.5618% | 0.0000% | $5250000.00        | $5163375.00        | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.8%010526       | 2026-01-05      | 4.8000%  | 0.0000% | $3200000.00        | $3266570.67        | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL REGS 29     | 2029-03-15      | 3.5000%  | 0.0000% | $66000.00          | $60506.34          | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT 32       | 2032-02-01      | 2.4500%  | 0.0000% | $6000.00           | $5081.75           | Corporate Debt Securities                         |
| KINETIK HLDGS LP               SR GLBL REGS 28     | 2028-12-15      | 6.6250%  | 0.0000% | $50000.00          | $51767.78          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B28      A-5    20540817 2.2 | 2054-08-17      | 2.2237%  | 0.0000% | $1035000.00        | $881029.58         | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-IND                 C      20370415 FLT | 2037-04-15      | 6.6187%  | 0.0000% | $39000.00          | $27375.29          | Private Label Collateralized Mortgage Obligations |
| EXPAND ENERGY CORPORATION      SR GLBL 144A 29     | 2029-04-15      | 6.7500%  | 0.0000% | $10000.00          | $10218.47          | Corporate Debt Securities                         |
| US BANCORP                     FR 5.424%021236     | 2036-02-12      | 5.4240%  | 0.0000% | $3644000.00        | $3686860.73        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 34       | 2034-04-15      | 5.1500%  | 0.0000% | $180000.00         | $180721.35         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $25000.00          | $25234.64          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2013A 43    | 2043-03-15      | 3.9000%  | 0.0000% | $66000.00          | $48143.37          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 6.303%102329     | 2029-10-23      | 6.3030%  | 0.0000% | $441000.00         | $465192.41         | Corporate Debt Securities                         |
| GREYSTONE CRE NT LLC 2025-FL4  A-S    20430115 FLT | 2043-01-15      | 6.4385%  | 0.0000% | $3000000.00        | $2997868.86        | Private Label Collateralized Mortgage Obligations |
| GREYSTONE CRE NT LLC 2025-FL4  C      20430115 FLT | 2043-01-15      | 7.1883%  | 0.0000% | $7000000.00        | $6995359.47        | Private Label Collateralized Mortgage Obligations |
| BFLD MTG TR 2024-VICT          A      20410715 FLT | 2041-07-15      | 6.2187%  | 0.0000% | $22263000.00       | $22362075.92       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-INV3     B-1    20500525 FLT | 2050-05-25      | 4.3537%  | 0.0000% | $709000.00         | $580696.19         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      A-5    20621215 FLT | 2062-12-15      | 3.0486%  | 0.0000% | $4340000.00        | $4012598.28        | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST 2024-SBL   D      20340815 FLT | 2034-08-15      | 7.8678%  | 0.0000% | $23000000.00       | $22831024.75       | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2019-OC11             C      20411211 3.8 | 2041-12-11      | 3.8560%  | 0.0000% | $25000000.00       | $23353830.55       | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-FOX2 2022-FOX2      D      20390415 FLT | 2039-04-15      | 6.4397%  | 0.0000% | $10845000.00       | $7716469.62        | Private Label Collateralized Mortgage Obligations |
| GS MBS TR 2021-GR2             A-6    20520225 FLT | 2052-02-25      | 2.5000%  | 0.0000% | $12860000.00       | $7495496.78        | Private Label Collateralized Mortgage Obligations |
| BX TR 2025-VLT6                C      20420317 FLT | 2042-03-17      | 6.5209%  | 0.0000% | $3250000.00        | $3230392.83        | Private Label Collateralized Mortgage Obligations |
| BX TR 2021-SDMF                C      20340915 FLT | 2034-09-15      | 5.3315%  | 0.0000% | $9860000.00        | $9226701.90        | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2021-INV2   B-1    20510825 FLT | 2051-08-25      | 3.3148%  | 0.0000% | $417000.00         | $319801.83         | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      B      20390107 FLT | 2039-01-07      | 3.3765%  | 0.0000% | $4151000.00        | $3705618.28        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR 2021-XL2  B      20381015 FLT | 2038-10-15      | 5.4412%  | 0.0000% | $3325000.00        | $2328412.28        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-LTV1     A-11   20500625 FLT | 2050-06-25      | 5.4411%  | 0.0000% | $788660.00         | $9611.73           | Private Label Collateralized Mortgage Obligations |
| BPR TR 2022-OANA               A      20370415 FLT | 2037-04-15      | 6.2267%  | 0.0000% | $14000000.00       | $14031956.16       | Private Label Collateralized Mortgage Obligations |
| HLTN COML MTG TR 2024-DPLO     C      20410615 FLT | 2041-06-15      | 6.8689%  | 0.0000% | $2000000.00        | $1994474.11        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG  TR 2024-CCM1   A-5-A  20550425 FLT | 2055-04-25      | 5.5000%  | 0.0000% | $1400000.00        | $1345764.78        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  A-3A   20490617 2.8 | 2049-06-17      | 2.8813%  | 0.0000% | $2090000.00        | $1997879.48        | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 5.225%112035     | 2035-11-20      | 5.2250%  | 0.0000% | $32000.00          | $32143.72          | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SECD MED     FR 4.9%120329       | 2029-12-03      | 4.9000%  | 0.0000% | $51000.00          | $52468.38          | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL NT5.6%30    | 2030-02-15      | 5.6000%  | 0.0000% | $1695000.00        | $1691191.90        | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 3.9%52      | 2052-02-28      | 3.9000%  | 0.0000% | $7655000.00        | $5576718.54        | Corporate Debt Securities                         |
| BNP PARIBAS                    REGS NT 5.738%35    | 2035-02-20      | 5.7380%  | 0.0000% | $250000.00         | $257884.72         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              REGS NT 5.526%31    | 2031-07-11      | 5.5260%  | 0.0000% | $50000.00          | $51587.32          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 26       | 2026-11-04      | 1.6500%  | 0.0000% | $500000.00         | $481645.83         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 5.1%030129       | 2029-03-01      | 5.1000%  | 0.0000% | $334000.00         | $343191.12         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.884%102230     | 2030-10-22      | 2.8840%  | 0.0000% | $9000.00           | $8355.19           | Corporate Debt Securities                         |
| ALLINA HEALTH SYS              -2021 SINK BD 51    | 2051-11-15      | 2.9020%  | 0.0000% | $60000.00          | $35579.95          | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.906%111935     | 2035-11-19      | 5.9060%  | 0.0000% | $6903000.00        | $6851121.27        | Corporate Debt Securities                         |
| BANK AMERICA CORP              SR GLBL NT 28       | 2028-12-20      | 3.4190%  | 0.0000% | $914000.00         | $900285.94         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT3.4%33    | 2033-10-29      | 3.4000%  | 0.0000% | $10578000.00       | $9132598.58        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.015%072233     | 2033-07-22      | 5.0150%  | 0.0000% | $3005000.00        | $3043377.19        | Corporate Debt Securities                         |
| UNION ELEC CO                  SR SEC GLBL NT37    | 2037-08-01      | 5.3000%  | 0.0000% | $9000.00           | $9097.19           | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA ARGENTARI LW TIER II GLBL     | 2034-11-15      | 7.8830%  | 0.0000% | $3000000.00        | $3362863.75        | Corporate Debt Securities                         |
| GLOBAL NET LEASE INC & GLOBAL  SR GLBL 144A 28     | 2028-09-30      | 4.5000%  | 0.0000% | $97000.00          | $94059.93          | Corporate Debt Securities                         |
| APOLLO MGMT HLDGS LP           SR GLBL 144A 26     | 2026-05-27      | 4.4000%  | 0.0000% | $411000.00         | $410213.62         | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US8 NT33    | 2033-05-11      | 5.1000%  | 0.0000% | $86000.00          | $84283.58          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT3.1%50    | 2050-06-15      | 3.1000%  | 0.0000% | $81000.00          | $52239.19          | Corporate Debt Securities                         |
| BPCE                           FR 6.027%052836     | 2036-05-28      | 6.0270%  | 0.0000% | $18250000.00       | $18517085.71       | Corporate Debt Securities                         |
| AUTOZONE INC                   3.75%29             | 2029-04-18      | 3.7500%  | 0.0000% | $82000.00          | $79855.29          | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.335%061229     | 2029-06-12      | 5.3350%  | 0.0000% | $500000.00         | $520718.33         | Corporate Debt Securities                         |
| ATLAS CAP DAC                  -20251 VR 144A28    | 2028-06-07      | 4.8637%  | 0.0000% | $8000000.00        | $8043121.93        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30       | 2030-04-01      | 5.2500%  | 0.0000% | $675000.00         | $663885.56         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 31       | 2031-01-25      | 6.2500%  | 0.0000% | $15117000.00       | $15706886.34       | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV FIN INC   SR GLBL NT4.9%46    | 2046-02-01      | 4.9000%  | 0.0000% | $9000.00           | $8239.65           | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 4%29     | 2029-01-15      | 4.0000%  | 0.0000% | $45000.00          | $43324.65          | Corporate Debt Securities                         |
| BPCE                           FR 5.389%052831     | 2031-05-28      | 5.3890%  | 0.0000% | $2522000.00        | $2537584.42        | Corporate Debt Securities                         |
| BNP PARIBAS                    SNR NPF 144A 29     | 2029-05-09      | 4.7920%  | 0.0000% | $10000000.00       | $9997853.33        | Corporate Debt Securities                         |
| AVERY DENNISON CORP            SR GLBL NT 28       | 2028-12-06      | 4.8750%  | 0.0000% | $16000.00          | $16504.52          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.974%020730     | 2030-02-07      | 3.9740%  | 0.0000% | $112000.00         | $110574.68         | Corporate Debt Securities                         |
| ALLY AUTO RECEIVABLES 2023-A   C      20340117 6.0 | 2034-01-17      | 6.0800%  | 0.0000% | $3185000.00        | $3228759.78        | Asset-Backed Securities                           |
| CWHEQ REV HEQ RES 2006-RES     04U1B  20340315 FLT | 2034-03-15      | 4.7132%  | 0.0000% | $36634240.00       | $232613.20         | Asset-Backed Securities                           |
| WESTLAKE AM RECEVIBALE 2025-P1 A-3    20290615 4.5 | 2029-06-15      | 4.5800%  | 0.0000% | $346000.00         | $346358.19         | Asset-Backed Securities                           |
| ALASKA AIRLINES EQ TR 2020-1B  A      20290215 4.8 | 2029-02-15      | 4.8000%  | 0.0000% | $120000.00         | $78259.15          | Asset-Backed Securities                           |
| CATERPILLAR FINL SVCS MTNS BE  VR 081123-081125    | 2025-08-11      | 4.7976%  | 0.0000% | $7000.00           | $7020.60           | Corporate Debt Securities                         |
| CATERPILLAR INC                SR NT 4.3%44        | 2044-05-15      | 4.3000%  | 0.0000% | $98000.00          | $83115.92          | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR NT 4.5%43        | 2043-11-07      | 4.5000%  | 0.0000% | $83000.00          | $70209.29          | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 35       | 2035-04-15      | 5.9500%  | 0.0000% | $1757000.00        | $1760568.66        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR NT FXD/FLT 28    | 2028-07-24      | 3.6680%  | 0.0000% | $27000.00          | $26744.80          | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT4.4%32    | 2032-07-01      | 4.4000%  | 0.0000% | $72000.00          | $70199.36          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 6%44     | 2044-06-01      | 6.0000%  | 0.0000% | $119000.00         | $117327.26         | Corporate Debt Securities                         |
| BOEING CO                      3.6%34              | 2034-05-01      | 3.6000%  | 0.0000% | $90000.00          | $77925.60          | Corporate Debt Securities                         |
| CHARTWELL RE LTD               -B VR 144A BD 28    | 2028-06-07      | 11.3118% | 0.0000% | $5000000.00        | $4997500.00        | Corporate Debt Securities                         |
| CHENIERE CORPUS CHRISTI HLDGS  SR SEC GLBL NT27    | 2027-06-30      | 5.1250%  | 0.0000% | $40000.00          | $41162.57          | Corporate Debt Securities                         |
| CFK TR 2020-MF2                D      20390317 3.3 | 2039-03-17      | 3.3490%  | 0.0000% | $7070000.00        | $5994206.22        | Private Label Collateralized Mortgage Obligations |
| AMERICAN HONDA FIN CORP MTN    FR 5.05%071031      | 2031-07-10      | 5.0500%  | 0.0000% | $30000.00          | $30732.27          | Corporate Debt Securities                         |
| CENCORA INC                    GLBL NT 2.7%31      | 2031-03-15      | 2.7000%  | 0.0000% | $92000.00          | $82496.86          | Corporate Debt Securities                         |
| BAIN CAP SPECIALTY FIN INC     SR GLBL NT 30       | 2030-03-15      | 5.9500%  | 0.0000% | $3552000.00        | $3571470.88        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.2%030535       | 2035-03-05      | 5.2000%  | 0.0000% | $99000.00          | $97940.48          | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             FR 4.988%120328     | 2028-12-03      | 4.9880%  | 0.0000% | $300000.00         | $308830.30         | Corporate Debt Securities                         |
| AON PLC                        SR GLBL NT 25       | 2025-12-15      | 3.8750%  | 0.0000% | $603000.00         | $611514.61         | Corporate Debt Securities                         |
| AMBAC ASSURANCE CORP           PERP SUB 144A NT    | 2500-12-31      | 5.1000%  | 0.0000% | $39866752.00       | $39780092.82       | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL 144A 30     | 2030-01-15      | 4.2500%  | 0.0000% | $96000.00          | $91270.80          | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              144A NT 5.339%27    | 2027-01-15      | 5.3390%  | 0.0000% | $430000.00         | $442165.24         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 4.758%090649     | 2049-09-06      | 4.7580%  | 0.0000% | $3963000.00        | $3223432.87        | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 30     | 2030-04-01      | 5.6250%  | 0.0000% | $420000.00         | $432578.47         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.948%072228     | 2028-07-22      | 4.9480%  | 0.0000% | $1557000.00        | $1593064.62        | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      SNR PREF REGS 28    | 2028-07-13      | 5.7900%  | 0.0000% | $300000.00         | $315661.25         | Corporate Debt Securities                         |
| MORGAN STANLEY RES LN 2023-3   A-1    20530925 FLT | 2053-09-25      | 6.5000%  | 0.0000% | $16000000.00       | $12585126.96       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              M-1    20640625 FLT | 2064-06-25      | 5.6880%  | 0.0000% | $1267000.00        | $1255048.39        | Private Label Collateralized Mortgage Obligations |
| ONEOK INC NEW                  SR GLBL NT5.2%48    | 2048-07-15      | 5.2000%  | 0.0000% | $10000.00          | $8566.90           | Corporate Debt Securities                         |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.55%29       | 2029-02-16      | 4.5500%  | 0.0000% | $65000.00          | $66375.04          | Corporate Debt Securities                         |
| OKLAHOMA GAS & ELEC CO         SR GLBL NT5.6%53    | 2053-04-01      | 5.6000%  | 0.0000% | $3331000.00        | $3182163.52        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          SR GLBL NT 28       | 2028-08-01      | 4.6500%  | 0.0000% | $150000.00         | $150522.12         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT 27       | 2027-12-01      | 4.9500%  | 0.0000% | $10000.00          | $10338.53          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 6%35     | 2035-06-15      | 6.0000%  | 0.0000% | $99000.00          | $103604.49         | Corporate Debt Securities                         |
| NUTRIEN LTD                    SR GLBL NT4.5%27    | 2027-03-12      | 4.5000%  | 0.0000% | $250000.00         | $252038.75         | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT 34       | 2034-06-01      | 5.1500%  | 0.0000% | $2498000.00        | $2557569.67        | Corporate Debt Securities                         |
| OHIOHEALTH CORP                SR SEC GLBL 41      | 2041-11-15      | 2.8340%  | 0.0000% | $93000.00          | $64482.56          | Corporate Debt Securities                         |
| PURPLE RE LTD                  -A-20251 144A 28    | 2028-06-07      | 11.5618% | 0.0000% | $4250000.00        | $4247875.00        | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 54       | 2054-03-15      | 5.2500%  | 0.0000% | $7000.00           | $6472.81           | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.2%030134       | 2034-03-01      | 5.2000%  | 0.0000% | $59000.00          | $60298.92          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 5.25%051535      | 2035-05-15      | 5.2500%  | 0.0000% | $30000.00          | $29962.20          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXTND-5 144A 30     | 2030-12-06      | 10.2318% | 0.0000% | $1250000.00        | $1272875.00        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53    | 2053-03-01      | 6.7500%  | 0.0000% | $19000.00          | $20124.75          | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 39 BD 52    | 2052-06-01      | 4.5000%  | 0.0000% | $16509000.00       | $13475718.88       | Corporate Debt Securities                         |
| MELLO MTG CAP ACCPT 2021-INV3  A-3    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $6570000.00        | $4128750.31        | Private Label Collateralized Mortgage Obligations |
| J P MC COML MTG SEC 2024-IGLG  A      20391110 FLT | 2039-11-10      | 5.1741%  | 0.0000% | $320000.00         | $322671.36         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCEP 2021-INV4  A-5    20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $1315790.00        | $842908.09         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2021-FCMT  D      20310515 FLT | 2031-05-15      | 7.9435%  | 0.0000% | $4010000.00        | $3963447.91        | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC                 SR GLBL NT3.9%26    | 2026-05-25      | 3.9000%  | 0.0000% | $500000.00         | $497470.83         | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          FR 7.2%112833       | 2033-11-28      | 7.2000%  | 0.0000% | $2200000.00        | $2427634.00        | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 3%29     | 2029-02-02      | 3.0000%  | 0.0000% | $2980000.00        | $2827106.13        | Corporate Debt Securities                         |
| JACKSON NATL LIFE GLOBAL FDG   SR SEC GLBL 30      | 2030-01-13      | 5.3500%  | 0.0000% | $150000.00         | $155777.96         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.35%031929      | 2029-03-19      | 5.3500%  | 0.0000% | $4125000.00        | $4201070.73        | Corporate Debt Securities                         |
| KENVUE INC                     SR GLBL NT 26       | 2026-03-22      | 5.3500%  | 0.0000% | $66000.00          | $67158.67          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR NT 3.8%45        | 2045-03-01      | 3.8000%  | 0.0000% | $10000.00          | $7822.24           | Corporate Debt Securities                         |
| INEOS QUATTRO FINANCE 2 PLC    SR SEC 144A NT29    | 2029-03-15      | 9.6250%  | 0.0000% | $1823000.00        | $1822581.47        | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP PLC        SR GLBL FL NT 27    | 2027-03-12      | 4.8463%  | 0.0000% | $2100000.00        | $2125219.96        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  GLBL NT 3.625%28    | 2028-09-01      | 3.6250%  | 0.0000% | $8460000.00        | $8246197.24        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT 3%27     | 2027-02-10      | 3.0000%  | 0.0000% | $320000.00         | $313557.33         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 25       | 2025-06-20      | 2.7500%  | 0.0000% | $19000.00          | $19209.99          | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 2.534%27    | 2027-03-10      | 2.5340%  | 0.0000% | $15000.00          | $14569.07          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      GLBL NT 4.85%34     | 2034-01-31      | 4.8500%  | 0.0000% | $38000.00          | $37818.23          | Corporate Debt Securities                         |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.1%30    | 2030-02-15      | 3.1000%  | 0.0000% | $2475000.00        | $2288017.88        | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT 6%29     | 2029-07-15      | 6.0000%  | 0.0000% | $6080000.00        | $6277964.80        | Corporate Debt Securities                         |
| HCA INC.                       5.875%29            | 2029-02-01      | 5.8750%  | 0.0000% | $91000.00          | $95600.06          | Corporate Debt Securities                         |
| GTE SOUTHWEST INC              1M GLBL BD8.5%31    | 2031-11-15      | 8.5000%  | 0.0000% | $423000.00         | $466621.88         | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -A1-20251 144A27    | 2027-06-06      | 12.3113% | 0.0000% | $2448000.00        | $2413728.00        | Corporate Debt Securities                         |
| ICON INVTS SIX DESIGNATED ACTI SR SEC GLBL NT34    | 2034-05-08      | 6.0000%  | 0.0000% | $610000.00         | $610937.37         | Corporate Debt Securities                         |
| TRANSCANADA PIPELINE STRIP     SR GLBL NT4.1%30    | 2030-04-15      | 4.1000%  | 0.0000% | $1000000.00        | $972155.00         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 2.393%060228     | 2028-06-02      | 2.3930%  | 0.0000% | $2481000.00        | $2402134.11        | Corporate Debt Securities                         |
| AIRCASTLE LTD                  SR GLBL REGS 25     | 2025-08-11      | 5.2500%  | 0.0000% | $28000.00          | $28428.28          | Corporate Debt Securities                         |
| AIG SUNAMERICA GLOBAL FING X   SR SEC GLBL 32      | 2032-03-15      | 6.9000%  | 0.0000% | $5000.00           | $5525.23           | Corporate Debt Securities                         |
| BXHPP 2021-FILM                A      20360815 FLT | 2036-08-15      | 5.0935%  | 0.0000% | $13499000.00       | $12920191.01       | Private Label Collateralized Mortgage Obligations |
| BX TR 2023-LIFE                A      20400215 5.0 | 2040-02-15      | 5.0453%  | 0.0000% | $3615000.00        | $3551821.62        | Private Label Collateralized Mortgage Obligations |
| LUX TR 2023-LION               A      20400815 FLT | 2040-08-15      | 7.0188%  | 0.0000% | $5000000.00        | $5057306.85        | Private Label Collateralized Mortgage Obligations |
| MED COMMERCIAL MTG 2024-MOB    D      20410515 FLT | 2041-05-15      | 7.5179%  | 0.0000% | $74520000.00       | $73116385.32       | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCEP 2021-INV4  B-1    20511225 FLT | 2051-12-25      | 3.2062%  | 0.0000% | $307000.00         | $235037.19         | Private Label Collateralized Mortgage Obligations |
| HLTN COML MTG TR 2024-DPLO     B      20410615 FLT | 2041-06-15      | 6.3197%  | 0.0000% | $5985000.00        | $5987670.61        | Private Label Collateralized Mortgage Obligations |
| LIFE MORTGAGE TRUST 2022-BMR2  C      20380517 FLT | 2038-05-17      | 6.4218%  | 0.0000% | $5957000.00        | $5377239.51        | Private Label Collateralized Mortgage Obligations |
| TOYOTA MTR CR CORP             FR 3.95%063025      | 2025-06-30      | 3.9500%  | 0.0000% | $11000.00          | $11174.66          | Corporate Debt Securities                         |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT 27       | 2027-08-15      | 3.1250%  | 0.0000% | $40000.00          | $39249.38          | Corporate Debt Securities                         |
| MATTEL INC                     SR GLBL REGS 27     | 2027-12-15      | 5.8750%  | 0.0000% | $20000.00          | $20631.94          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            SR NT 4.625%42      | 2042-05-15      | 4.6250%  | 0.0000% | $759000.00         | $649732.15         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV4   A-4    20511225 2.5 | 2051-12-25      | 2.5000%  | 0.0000% | $4736850.00        | $3021672.26        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN 2019-3 TR      A-1A   20581125 FLT | 2058-11-25      | 3.7500%  | 0.0000% | $16817000.00       | $4027052.14        | Private Label Collateralized Mortgage Obligations |
| NY COML MTG TR 2025-299P       B      20470212 FLT | 2047-02-12      | 5.9278%  | 0.0000% | $430000.00         | $433580.26         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM1            A-2    20631125 6.2 | 2063-11-25      | 6.2530%  | 0.0000% | $2000000.00        | $1474219.07        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2004-AR13        A-2A   20341125 FLT | 2034-11-25      | 5.1792%  | 0.0000% | $11500000.00       | $141465.57         | Private Label Collateralized Mortgage Obligations |
| HERBIE RE LTD                  -A-20242 144A 29    | 2029-01-08      | 11.5618% | 0.0000% | $8750000.00        | $8750000.00        | Corporate Debt Securities                         |
| HYPATIA LIMITED                EXTND 144A 30       | 2030-04-08      | 14.8118% | 0.0000% | $12487000.00       | $13131537.32       | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.375%040830     | 2030-04-08      | 6.3750%  | 0.0000% | $80000.00          | $84491.07          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT6.9%53    | 2053-05-15      | 6.9000%  | 0.0000% | $192000.00         | $200746.56         | Corporate Debt Securities                         |
| FRANKLIN RESOURCES INC         GLBL NT 2.95%51     | 2051-08-12      | 2.9500%  | 0.0000% | $2697000.00        | $1634894.43        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45       | 2045-10-21      | 4.7500%  | 0.0000% | $3946000.00        | $3435963.06        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD 32       | 2032-02-03      | 2.4500%  | 0.0000% | $378000.00         | $331763.98         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30       | 2030-01-07      | 5.3500%  | 0.0000% | $5000.00           | $5102.46           | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 51       | 2051-12-15      | 3.4500%  | 0.0000% | $14000.00          | $9474.11           | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 33       | 2033-03-15      | 6.2500%  | 0.0000% | $15000.00          | $15829.96          | Corporate Debt Securities                         |
| CORNING INC                    SR NT 4.75%42       | 2042-03-15      | 4.7500%  | 0.0000% | $94000.00          | $82677.31          | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL        | 2032-05-28      | 3.0350%  | 0.0000% | $212000.00         | $186862.87         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 32       | 2032-05-01      | 2.5610%  | 0.0000% | $34000.00          | $29713.38          | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR GLBL NT 33       | 2033-01-11      | 5.5940%  | 0.0000% | $14000.00          | $14566.43          | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT6.2%35    | 2035-10-15      | 6.2000%  | 0.0000% | $245000.00         | $255958.85         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 5.95%011527      | 2027-01-15      | 5.9500%  | 0.0000% | $99000.00          | $103760.17         | Corporate Debt Securities                         |
| HSBC USA INC NEW               SR GLBL NT 27       | 2027-03-04      | 5.2940%  | 0.0000% | $760000.00         | $780327.55         | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 29       | 2029-07-27      | 6.3390%  | 0.0000% | $33697000.00       | $35943856.99       | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT 26       | 2026-06-17      | 1.4500%  | 0.0000% | $98000.00          | $95319.24          | Corporate Debt Securities                         |
| DOVER CORP                     SR GLBL NT 29       | 2029-11-04      | 2.9500%  | 0.0000% | $11000.00          | $10229.79          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.65%010728      | 2028-01-07      | 4.6500%  | 0.0000% | $943000.00         | $971377.23         | Corporate Debt Securities                         |
| FIRST HORIZON CORPORATION      SR GLBL NT 31       | 2031-03-07      | 5.5140%  | 0.0000% | $582000.00         | $592564.95         | Corporate Debt Securities                         |
| CATERPILLAR INC                SR GLBL NT2.6%29    | 2029-09-19      | 2.6000%  | 0.0000% | $41000.00          | $38441.92          | Corporate Debt Securities                         |
| CHOICE HOTELS INTL INC         SR GLBL NT3.7%29    | 2029-12-01      | 3.7000%  | 0.0000% | $45000.00          | $42883.07          | Corporate Debt Securities                         |
| COLONIAL PIPELINE CO           SR GLBL 144A 48     | 2048-04-15      | 4.2500%  | 0.0000% | $60000.00          | $44277.15          | Corporate Debt Securities                         |
| DIAGEO CAP PLC                 SR GLBL NT 33       | 2033-10-05      | 5.6250%  | 0.0000% | $200000.00         | $208958.75         | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT2.6%50    | 2050-09-01      | 2.6000%  | 0.0000% | $522000.00         | $304272.64         | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 31       | 2031-03-15      | 5.3500%  | 0.0000% | $5300000.00        | $5469312.91        | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.9%64    | 2064-04-18      | 5.9000%  | 0.0000% | $34000.00          | $30686.47          | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR GLBL NT5.5%30    | 2030-07-01      | 5.5000%  | 0.0000% | $15000.00          | $15677.46          | Corporate Debt Securities                         |
| FORTITUDE GROUP HOLDI          SR 144A NT 30       | 2030-04-01      | 6.2500%  | 0.0000% | $3173000.00        | $3242795.42        | Corporate Debt Securities                         |
| ALLY FINL INC                  SR NT 8%31          | 2031-11-01      | 8.0000%  | 0.0000% | $97000.00          | $108471.65         | Corporate Debt Securities                         |
| CDW LLC / CDW FIN CORP         SR GLBL NT5.1%30    | 2030-03-01      | 5.1000%  | 0.0000% | $1969000.00        | $1991029.83        | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 2.5%31      | 2031-08-16      | 2.5000%  | 0.0000% | $21000.00          | $18202.01          | Corporate Debt Securities                         |
| SUMIT MTG TR  2022-BVUE        D      20410212 FLT | 2041-02-12      | 2.8925%  | 0.0000% | $12450000.00       | $9637807.21        | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY FLA LLC            1M GLBL BD2.4%31    | 2031-12-15      | 2.4000%  | 0.0000% | $26000.00          | $22948.38          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 31     | 2031-05-15      | 2.4000%  | 0.0000% | $20000.00          | $17189.20          | Corporate Debt Securities                         |
| COOPERATIEVE CENTRALE RAIFFEIS SNR PREF FL NT26    | 2026-10-05      | 5.2468%  | 0.0000% | $250000.00         | $253585.69         | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -B-20251 144A 28    | 2028-05-19      | 14.0618% | 0.0000% | $4750000.00        | $4750000.00        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 29       | 2029-04-05      | 3.8500%  | 0.0000% | $15000.00          | $14619.78          | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             GLBL NT 4.65%34     | 2034-09-17      | 4.6500%  | 0.0000% | $1741000.00        | $1689430.13        | Corporate Debt Securities                         |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT4.7%27    | 2027-07-15      | 4.7000%  | 0.0000% | $32000.00          | $32447.52          | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD2.5%29    | 2029-12-01      | 2.5000%  | 0.0000% | $47000.00          | $43885.81          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.389%042434     | 2034-04-24      | 5.3890%  | 0.0000% | $10461000.00       | $10528881.43       | Corporate Debt Securities                         |
| SABINE PASS LIQUEFACTION LLC   SR SEC GLBL NT26    | 2026-06-30      | 5.8750%  | 0.0000% | $99000.00          | $102048.13         | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL            SR GLBL NT 29       | 2029-03-19      | 5.1500%  | 0.0000% | $10101000.00       | $10120868.10       | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL NT 29       | 2029-02-01      | 5.3750%  | 0.0000% | $4261000.00        | $4314379.09        | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            SR GLBL 2020A 31    | 2031-01-15      | 1.7500%  | 0.0000% | $45000.00          | $38458.91          | Corporate Debt Securities                         |
| REINSURANCE GROUP AMER INC     SR GLBL NT 26       | 2026-09-15      | 3.9500%  | 0.0000% | $20000.00          | $19985.78          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3.7%050128       | 2028-05-01      | 3.7000%  | 0.0000% | $87000.00          | $85887.32          | Corporate Debt Securities                         |
| ROYAL BK CDA                   SR GLBL COCO 25     | 2025-06-10      | 1.1500%  | 0.0000% | $95000.00          | $95415.20          | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 29     | 2029-01-21      | 5.5450%  | 0.0000% | $742000.00         | $767828.71         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 3.878%032728     | 2028-03-27      | 3.8780%  | 0.0000% | $81000.00          | $80744.57          | Corporate Debt Securities                         |
| SIXTH STREET SPECIALTY LENDING SR GLBL NT2.5%26    | 2026-08-01      | 2.5000%  | 0.0000% | $13546000.00       | $13234494.68       | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR GLBL 144A 27     | 2027-03-16      | 3.4000%  | 0.0000% | $250000.00         | $248369.72         | Corporate Debt Securities                         |
| RIVERFRONT RE LTD              -B-20251 144A 29    | 2029-01-08      | 12.0613% | 0.0000% | $3000000.00        | $2991300.00        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 12.0618% | 0.0000% | $5750000.00        | $5747125.00        | Corporate Debt Securities                         |
| SIRIUSPOINT LTD                SR GLBL NT 7%29     | 2029-04-05      | 7.0000%  | 0.0000% | $5000.00           | $5249.57           | Corporate Debt Securities                         |
| PURPLE RE LTD                  -B-20251 144A 28    | 2028-06-07      | 12.0618% | 0.0000% | $4750000.00        | $4752375.00        | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT 30       | 2030-06-15      | 2.1250%  | 0.0000% | $94000.00          | $83593.22          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 4.9%121532       | 2032-12-15      | 4.9000%  | 0.0000% | $55000.00          | $56577.31          | Corporate Debt Securities                         |
| POTOMAC ELEC PWR CO            1M GLBL BD5.5%54    | 2054-03-15      | 5.5000%  | 0.0000% | $19079000.00       | $18214498.71       | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.5%26    | 2026-12-15      | 4.5000%  | 0.0000% | $92000.00          | $93711.66          | Corporate Debt Securities                         |
| MOSAIC CO                      SR NT 5.625%43      | 2043-11-15      | 5.6250%  | 0.0000% | $14597000.00       | $13733642.19       | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 31       | 2031-12-15      | 2.3750%  | 0.0000% | $183000.00         | $159386.67         | Corporate Debt Securities                         |
| MERNA REINSURANCE II LTD       EXTND-A 144A 29     | 2029-07-09      | 11.8018% | 0.0000% | $2500000.00        | $2509750.00        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.449%072029     | 2029-07-20      | 5.4490%  | 0.0000% | $204000.00         | $212504.14         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.8%062625       | 2025-06-26      | 5.8000%  | 0.0000% | $70000.00          | $71765.48          | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           -A-20231 144A 26    | 2026-01-08      | 13.2418% | 0.0000% | $10000000.00       | $10488696.62       | Corporate Debt Securities                         |
| MONA LISA RE LTD               -A-20251 144A 29    | 2029-01-08      | 12.3118% | 0.0000% | $8000000.00        | $8034400.00        | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         SR GLBL DB5.7%33    | 2033-10-15      | 5.7000%  | 0.0000% | $50000.00          | $51328.25          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL COCO 26     | 2026-06-04      | 2.0990%  | 0.0000% | $700000.00         | $706903.24         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-08-23      | 4.4820%  | 0.0000% | $51000.00          | $51441.99          | Corporate Debt Securities                         |
| ILLUMINA INC                   SR GLBL NT 26       | 2026-09-09      | 4.6500%  | 0.0000% | $492000.00         | $496473.51         | Corporate Debt Securities                         |
| LOCKE TAVERN RE LTD            EXTND-A 144A 30     | 2030-04-09      | 9.0912%  | 0.0000% | $12384000.00       | $12538800.00       | Corporate Debt Securities                         |
| LINCOLN FINL GLOBAL FDG        144A NT 4.625%28    | 2028-05-28      | 4.6250%  | 0.0000% | $10085000.00       | $10097676.28       | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 32     | 2032-03-01      | 5.0000%  | 0.0000% | $685000.00         | $693729.18         | Corporate Debt Securities                         |
| NARRAGANSETT ELEC CO           SR GLBL 144A 30     | 2030-04-09      | 3.3950%  | 0.0000% | $3541000.00        | $3351944.53        | Corporate Debt Securities                         |
| JOHNSON CONTROLS INTERNATION   SR GLBL NT 44       | 2044-07-02      | 4.6250%  | 0.0000% | $99000.00          | $84407.79          | Corporate Debt Securities                         |
| NATURE COAST RE LTD            EXTND-A 144A 30     | 2030-12-07      | 14.3118% | 0.0000% | $5930000.00        | $6094261.00        | Corporate Debt Securities                         |
| MONTOYA RE LTD                 -A-20251 144A 28    | 2028-04-07      | 10.0592% | 0.0000% | $2250000.00        | $2227725.00        | Corporate Debt Securities                         |
| NEW MTN FIN CORP               SR GLBL NT6.2%27    | 2027-10-15      | 6.2000%  | 0.0000% | $75000.00          | $75868.50          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.8%081428       | 2028-08-14      | 4.8000%  | 0.0000% | $34000.00          | $34944.63          | Corporate Debt Securities                         |
| LONDON BRDG 2 PCC LTD          VAR 144A NT 28      | 2028-04-28      | 9.3113%  | 0.0000% | $23260000.00       | $23297216.00       | Corporate Debt Securities                         |
| MASSACHUSETTS MUT LIFE         SUB 144A NT 69      | 2069-02-15      | 5.0770%  | 0.0000% | $25000.00          | $22038.70          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 28      | 2028-02-04      | 4.8500%  | 0.0000% | $3588000.00        | $3680347.15        | Corporate Debt Securities                         |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 34       | 2034-03-15      | 5.3500%  | 0.0000% | $726000.00         | $741054.21         | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT 30       | 2030-03-23      | 4.5500%  | 0.0000% | $3607000.00        | $3660412.66        | Corporate Debt Securities                         |
| MAYFLOWER RE LTD               EXTND-B 144A 30     | 2030-07-08      | 10.3242% | 0.0000% | $19779000.00       | $20152823.10       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.943%012133     | 2033-01-21      | 2.9430%  | 0.0000% | $215000.00         | $190686.89         | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 5%33     | 2033-01-15      | 5.0000%  | 0.0000% | $189000.00         | $187811.19         | Corporate Debt Securities                         |
| NORTHERN TR CORP               SR GLBL NT 30       | 2030-05-01      | 1.9500%  | 0.0000% | $32857000.00       | $29109029.38       | Corporate Debt Securities                         |
| MID-AMERICA APTS LP            SR GLBL NT 51       | 2051-09-15      | 2.8750%  | 0.0000% | $75000.00          | $45696.72          | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 29       | 2029-02-01      | 4.2500%  | 0.0000% | $15000.00          | $15089.53          | Corporate Debt Securities                         |

### Security 644: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP17M6F7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP17M6F7
- **C.18 - Value (incl. sponsor support):** $1798862760.00
- **C.18.a - Value (excl. sponsor support):** $1798862760.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.9200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| HARLEY DAVIDSON FINL SVCS INC  FR 3.05%021427      | 2027-02-14      | 3.0500%  | 0.0000% | $11000.00          | $10648.12          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 29       | 2029-01-15      | 4.2500%  | 0.0000% | $88000.00          | $88208.34          | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT4.3%45    | 2045-12-14      | 4.3000%  | 0.0000% | $12000.00          | $10486.77          | Corporate Debt Securities                         |
| NBM US HLDGS INC               SR GLBL REGS 29     | 2029-08-06      | 6.6250%  | 0.0000% | $7133000.00        | $7293985.87        | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 59       | 2059-06-19      | 5.1250%  | 0.0000% | $45000.00          | $38916.46          | Corporate Debt Securities                         |
| YOSEMITE RE LTD                -A-20251 144A 28    | 2028-06-07      | 11.5618% | 0.0000% | $4250000.00        | $4224925.00        | Corporate Debt Securities                         |
| MARB BONDCO PLC                SR GLBL REGS 31     | 2031-01-29      | 3.9500%  | 0.0000% | $17058000.00       | $15238020.38       | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 35     | 2035-05-14      | 5.9050%  | 0.0000% | $900000.00         | $916600.00         | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 35       | 2035-03-15      | 4.9500%  | 0.0000% | $77000.00          | $76673.71          | Corporate Debt Securities                         |
| YALE NEW HAVEN HEALTH SVCS COR SR -2020 BD 50      | 2050-07-01      | 2.4960%  | 0.0000% | $70000.00          | $40536.35          | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT2.5%41    | 2041-09-22      | 2.5000%  | 0.0000% | $97000.00          | $67346.35          | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL REGS 29     | 2029-04-03      | 5.7500%  | 0.0000% | $3464000.00        | $3495848.59        | Corporate Debt Securities                         |
| VITALITY RE XVI 2025           EXTND-B 144A 30     | 2030-01-08      | 6.5618%  | 0.0000% | $1750000.00        | $1750875.00        | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 33       | 2033-04-01      | 6.1500%  | 0.0000% | $27000.00          | $27817.81          | Corporate Debt Securities                         |
| XPO INC                        SR SEC GLBL 28      | 2028-06-01      | 6.2500%  | 0.0000% | $76000.00          | $79198.57          | Corporate Debt Securities                         |
| TECPETROL S A                  SR GLBL REGS 33     | 2033-01-22      | 7.6250%  | 0.0000% | $1445000.00        | $1487065.56        | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR REGS NT 8%27     | 2027-02-15      | 8.0000%  | 0.0000% | $200000.00         | $211378.73         | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR GLBL NT 33       | 2033-08-15      | 5.4500%  | 0.0000% | $44000.00          | $44745.18          | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT 43       | 2043-03-01      | 5.1500%  | 0.0000% | $499000.00         | $416646.01         | Corporate Debt Securities                         |
| MEXICO CITY ARPT TR            SR SEC GLBL 47      | 2047-07-31      | 5.5000%  | 0.0000% | $2325000.00        | $1896812.50        | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2079-12-31      | 3.9000%  | 0.0000% | $1065000.00        | $1057592.93        | Corporate Debt Securities                         |
| ENPRO INC                      SR GLBL 144A 33     | 2033-06-01      | 6.1250%  | 0.0000% | $143000.00         | $144278.44         | Corporate Debt Securities                         |
| STORE CAP LLC                  SR GLBL 144A 30     | 2030-04-30      | 5.4000%  | 0.0000% | $25000.00          | $25104.50          | Corporate Debt Securities                         |
| EQUINOR ASA                    SR NT 4.8%43        | 2043-11-08      | 4.8000%  | 0.0000% | $130000.00         | $116402.43         | Corporate Debt Securities                         |
| SOUTH32 TREAS LTD              SR 144A NT 32       | 2032-04-14      | 4.3500%  | 0.0000% | $3070000.00        | $2838424.78        | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR GLBL NT 43       | 2043-03-15      | 5.4500%  | 0.0000% | $937000.00         | $876717.32         | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -C1-20251 144A25    | 2025-12-22      | 4.3092%  | 0.0000% | $2750000.00        | $2523675.00        | Corporate Debt Securities                         |
| SOCIETE GENERALE               VR 042425-102425    | 2025-10-24      | 0.0000%  | 0.0000% | $900000.00         | $899920.80         | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -C2-20251 144A27    | 2027-07-07      | 13.8092% | 0.0000% | $20560000.00       | $20327672.00       | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77    | 2077-08-16      | 7.5728%  | 0.0000% | $84000.00          | $83186.46          | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD5.9%33    | 2033-03-01      | 5.9000%  | 0.0000% | $109000.00         | $115503.61         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025D 55    | 2055-09-15      | 6.2000%  | 0.0000% | $46000.00          | $43539.56          | Corporate Debt Securities                         |
| FRED HUTCHINSON CANCER CTR     -2022 BD4.966%52    | 2052-01-01      | 4.9660%  | 0.0000% | $60000.00          | $52787.62          | Corporate Debt Securities                         |
| V F CORP                       GLBL NT 6%33        | 2033-10-15      | 6.0000%  | 0.0000% | $6000.00           | $5431.92           | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL COCO 28     | 2028-01-09      | 4.2820%  | 0.0000% | $700000.00         | $704004.82         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33    | 2033-05-15      | 5.5000%  | 0.0000% | $25000.00          | $23860.54          | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               GLBL NT 4.9%28      | 2028-05-19      | 4.9000%  | 0.0000% | $4980000.00        | $4981928.37        | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 5.1250%  | 0.0000% | $9000.00           | $6861.92           | Corporate Debt Securities                         |
| GLENCORE FINANCE CANADA LTD    GLBL 144A NT6%41    | 2041-11-15      | 6.0000%  | 0.0000% | $815000.00         | $795554.10         | Corporate Debt Securities                         |
| WELLS FARGO & CO               JR SB -B DEB 29     | 2029-11-15      | 7.9500%  | 0.0000% | $5730000.00        | $6384036.53        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR -B NT8.875%38    | 2038-11-15      | 8.8750%  | 0.0000% | $99000.00          | $128378.04         | Corporate Debt Securities                         |
| WOM MOBILE SPA                 SR 144A NT 31       | 2031-04-01      | 11.0000% | 0.0000% | $1686000.00        | $1728501.25        | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR NT 4.9%45        | 2045-01-15      | 4.9000%  | 0.0000% | $90000.00          | $78403.05          | Corporate Debt Securities                         |
| WESTROCK CO                    SR GLBL NT 27       | 2027-09-15      | 3.3750%  | 0.0000% | $85000.00          | $83163.26          | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC           SR 144A NT 28       | 2028-03-01      | 6.1250%  | 0.0000% | $72000.00          | $63707.93          | Corporate Debt Securities                         |
| SURA ASSET MANAGEMENT SA       SR GLBL REGS 27     | 2027-04-11      | 4.3750%  | 0.0000% | $337000.00         | $335754.74         | Corporate Debt Securities                         |
| GATEWAY RE LTD                 EXTND-AA 144A 31    | 2031-07-08      | 9.8118%  | 0.0000% | $2425000.00        | $2457709.00        | Corporate Debt Securities                         |
| ENTERGY LA LLC                 SR SEC GLBL BD28    | 2028-04-01      | 3.2500%  | 0.0000% | $9000.00           | $8791.80           | Corporate Debt Securities                         |
| ENERSYS                        GLBL 144A NT 32     | 2032-01-15      | 6.6250%  | 0.0000% | $171000.00         | $178969.24         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     -3-2024II 144A28    | 2028-12-06      | 11.3118% | 0.0000% | $8350000.00        | $8509485.00        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2021 LTD     GLBL 144A 25        | 2025-12-06      | 10.3592% | 0.0000% | $3075000.00        | $3062882.15        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 28       | 2028-02-15      | 5.5500%  | 0.0000% | $67000.00          | $69649.68          | Corporate Debt Securities                         |
| SIEMENS FIN NV                 GLBL 144A NT 26     | 2026-08-17      | 6.1250%  | 0.0000% | $3775000.00        | $3923336.00        | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 35    | 2035-01-15      | 5.8000%  | 0.0000% | $7338000.00        | $7637904.06        | Corporate Debt Securities                         |
| FULLER H B CO                  SR GLBL NT 4%27     | 2027-02-15      | 4.0000%  | 0.0000% | $663000.00         | $659371.18         | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL A-2 144A 30      | 2030-04-08      | 8.5618%  | 0.0000% | $11320000.00       | $11281512.00       | Corporate Debt Securities                         |
| STANFORD UNIV CALIF            SR GLBL 2020 A50    | 2050-06-01      | 2.4130%  | 0.0000% | $1118000.00        | $647084.95         | Corporate Debt Securities                         |
| SCIENCE APPLICATIONS INTL CORP SR GLBL 144A 28     | 2028-04-01      | 4.8750%  | 0.0000% | $91000.00          | $89514.84          | Corporate Debt Securities                         |
| SCIH SALT HOLDINGS INC         SR SEC GLBL 28      | 2028-05-01      | 4.8750%  | 0.0000% | $1221000.00        | $1189116.13        | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -AA VR 144A NT25    | 2025-12-22      | 4.3118%  | 0.0000% | $7750000.00        | $7262525.00        | Corporate Debt Securities                         |
| EQUINOR ASA                    SR NT 4.25%41       | 2041-11-23      | 4.2500%  | 0.0000% | $79000.00          | $67618.97          | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS PARENT SR SEC GLBL 27      | 2027-10-15      | 5.8750%  | 0.0000% | $45000.00          | $45467.27          | Corporate Debt Securities                         |
| RAISING CANES RESTAURANTS LLC  SR 144A NT 29       | 2029-05-01      | 9.3750%  | 0.0000% | $4781000.00        | $5110707.72        | Corporate Debt Securities                         |
| EQUITABLE FINL LIFE GLOBAL FDG FR 1.3%071226       | 2026-07-12      | 1.3000%  | 0.0000% | $340000.00         | $329828.33         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.3%53    | 2053-02-15      | 3.3000%  | 0.0000% | $146000.00         | $94743.05          | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 4%29     | 2029-02-01      | 4.0000%  | 0.0000% | $80000.00          | $80333.78          | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT2.7%26    | 2026-08-10      | 2.7000%  | 0.0000% | $8000000.00        | $7801200.00        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.8%33    | 2033-02-15      | 4.8000%  | 0.0000% | $93000.00          | $92587.08          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2019A 29    | 2029-03-01      | 4.2000%  | 0.0000% | $13648000.00       | $13414528.21       | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT 32       | 2032-02-12      | 3.2500%  | 0.0000% | $87000.00          | $72664.14          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD5.8%65    | 2065-03-15      | 5.8000%  | 0.0000% | $296000.00         | $295875.68         | Corporate Debt Securities                         |
| F&G GLOBAL FUNDING             SR SEC GLBL 28      | 2028-09-20      | 2.0000%  | 0.0000% | $27197000.00       | $24868090.67       | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M BD - 4.2% 45     | 2045-08-15      | 4.2000%  | 0.0000% | $43000.00          | $35196.36          | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT3.6%28    | 2028-02-15      | 3.6000%  | 0.0000% | $22000.00          | $21713.78          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       3.45%29             | 2029-03-15      | 3.4500%  | 0.0000% | $56000.00          | $54490.10          | Corporate Debt Securities                         |
| ENBRIDGE ENERGY PARTNERS L P   SR NT 7.5%38        | 2038-04-15      | 7.5000%  | 0.0000% | $1783000.00        | $2019880.46        | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 30       | 2030-04-24      | 2.3750%  | 0.0000% | $200000.00         | $179023.00         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41     | 2041-06-17      | 3.0600%  | 0.0000% | $10653000.00       | $7787396.26        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT4.1%32    | 2032-11-15      | 4.1000%  | 0.0000% | $56000.00          | $53424.47          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 27       | 2027-11-15      | 3.4500%  | 0.0000% | $54000.00          | $53217.95          | Corporate Debt Securities                         |
| BRIDGE STR RE LTD              -A-20251 144A 28    | 2028-01-07      | 8.3139%  | 0.0000% | $7750000.00        | $7706600.00        | Corporate Debt Securities                         |
| BAYOU RE LTD                   EXTND-A 144A 30     | 2030-05-26      | 17.2218% | 0.0000% | $8420000.00        | $8777008.00        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.551%020428     | 2028-02-04      | 2.5510%  | 0.0000% | $98000.00          | $95431.41          | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL COCO 31        | 2031-02-25      | 5.3670%  | 0.0000% | $1390000.00        | $1421112.25        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 27       | 2027-03-15      | 3.2500%  | 0.0000% | $520000.00         | $505913.63         | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.15%28     | 2028-02-15      | 4.1500%  | 0.0000% | $3700000.00        | $3723066.42        | Corporate Debt Securities                         |
| BLUE RIDGE RE LTD              -A-20231 144A 27    | 2027-01-08      | 9.5618%  | 0.0000% | $1000000.00        | $1028943.32        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.464%050936     | 2036-05-09      | 5.4640%  | 0.0000% | $8904000.00        | $8971201.45        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT4.9%55    | 2055-03-15      | 4.9000%  | 0.0000% | $222000.00         | $196027.85         | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 42     | 2042-08-15      | 6.2500%  | 0.0000% | $1540000.00        | $1585136.12        | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 55       | 2055-03-03      | 5.8130%  | 0.0000% | $5108000.00        | $4908165.25        | Corporate Debt Securities                         |
| BAYOU RE LTD                   -A-20241 144A 27    | 2027-04-30      | 12.8118% | 0.0000% | $11440000.00       | $12057760.00       | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.2%32    | 2032-05-15      | 4.2000%  | 0.0000% | $1701000.00        | $1616426.28        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 34       | 2034-03-15      | 5.1500%  | 0.0000% | $81000.00          | $80271.74          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 60       | 2060-05-15      | 3.1250%  | 0.0000% | $96000.00          | $55631.24          | Corporate Debt Securities                         |
| TORREY PINES RE LTD            EXTND-B 144A 32     | 2032-06-07      | 11.5592% | 0.0000% | $7400000.00        | $7781729.36        | Corporate Debt Securities                         |
| TITANIA RE LIMITED             -B-20241 144A 27    | 2027-11-26      | 13.8118% | 0.0000% | $11500000.00       | $11500000.00       | Corporate Debt Securities                         |
| US BANCORP                     FR 6.787%102627     | 2027-10-26      | 6.7870%  | 0.0000% | $7000.00           | $7249.83           | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 27      | 2027-01-30      | 3.7000%  | 0.0000% | $3220000.00        | $3196375.93        | Corporate Debt Securities                         |
| TRINITY HEALTH CORP IND        SR -2021 NT 40      | 2040-12-01      | 2.6320%  | 0.0000% | $107000.00         | $74710.28          | Corporate Debt Securities                         |
| TOLL BROS FIN CORP             SR GLBL NT 28       | 2028-02-15      | 4.3500%  | 0.0000% | $36000.00          | $36064.71          | Corporate Debt Securities                         |
| TRI POINTE HOMES INC           GLBL NT 5.7%28      | 2028-06-15      | 5.7000%  | 0.0000% | $99000.00          | $101285.41         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 28       | 2028-02-15      | 5.2500%  | 0.0000% | $60000.00          | $61952.55          | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-A 144A 33     | 2033-03-08      | 7.8118%  | 0.0000% | $23500000.00       | $23497788.65       | Corporate Debt Securities                         |
| US BANCORP                     FR 2.491%110336     | 2036-11-03      | 2.4910%  | 0.0000% | $16000.00          | $13317.41          | Corporate Debt Securities                         |
| UNITED STATES STL CORP         SR GLBL NT 29       | 2029-03-01      | 6.8750%  | 0.0000% | $18000.00          | $18446.16          | Corporate Debt Securities                         |
| TOLL BROS FIN CORP             SR GLBL NT3.8%29    | 2029-11-01      | 3.8000%  | 0.0000% | $299000.00         | $286819.07         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 59       | 2059-08-15      | 3.9500%  | 0.0000% | $328000.00         | $238741.63         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     FR 3.875%020829     | 2029-02-08      | 3.8750%  | 0.0000% | $45000.00          | $44611.90          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 50    | 2050-12-15      | 2.4500%  | 0.0000% | $90000.00          | $49963.43          | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 3%30     | 2030-01-15      | 3.0000%  | 0.0000% | $59000.00          | $55228.13          | Corporate Debt Securities                         |
| US BANCORP                     FR 3.15%042727      | 2027-04-27      | 3.1500%  | 0.0000% | $1530000.00        | $1501844.18        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -C NT 34    | 2034-08-15      | 5.0500%  | 0.0000% | $90000.00          | $89723.63          | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              GLBL NT 6.125%33    | 2033-06-12      | 6.1250%  | 0.0000% | $1252000.00        | $1324357.25        | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT1.8%31    | 2031-09-22      | 1.8000%  | 0.0000% | $157000.00         | $135523.97         | Corporate Debt Securities                         |
| UNIVERSITY CHICAGO             SR 2020C SINK 50    | 2050-04-01      | 2.5470%  | 0.0000% | $946000.00         | $597582.76         | Corporate Debt Securities                         |
| WEA FIN LLC                    GLBL 144A NT 48     | 2048-09-20      | 4.6250%  | 0.0000% | $748000.00         | $573695.85         | Corporate Debt Securities                         |
| VULCAN MATLS CO                SR GLBL NT 29       | 2029-12-01      | 4.9500%  | 0.0000% | $200000.00         | $207523.00         | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-B 144A 31     | 2031-01-08      | 11.5618% | 0.0000% | $3300000.00        | $3522091.23        | Corporate Debt Securities                         |
| JUNIPER NETWORKS               SR GLBL NT 2%30     | 2030-12-10      | 2.0000%  | 0.0000% | $27000.00          | $23318.94          | Corporate Debt Securities                         |
| VERUS SEC TR 2020-4            M-1    20650525 FLT | 2065-05-25      | 3.2910%  | 0.0000% | $400000.00         | $390386.03         | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV4   B-1    20511225 FLT | 2051-12-25      | 3.2172%  | 0.0000% | $591000.00         | $451885.39         | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FXD/FLT SRNT 28     | 2028-02-07      | 3.4420%  | 0.0000% | $96000.00          | $95586.63          | Corporate Debt Securities                         |
| BANNER HEALTH                  SR GLBL 2020C 51    | 2051-01-01      | 2.9130%  | 0.0000% | $1628000.00        | $1037811.88        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J     | 2500-12-31      | 6.3000%  | 0.0000% | $861000.00         | $891642.99         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV1   B-3    20510825 FLT | 2051-08-25      | 3.1510%  | 0.0000% | $237000.00         | $177829.30         | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV4   B-3    20511225 FLT | 2051-12-25      | 3.2172%  | 0.0000% | $382000.00         | $286014.36         | Private Label Collateralized Mortgage Obligations |
| GLOBAL PMTS INC                SR GLBL NT3.2%29    | 2029-08-15      | 3.2000%  | 0.0000% | $226000.00         | $213132.31         | Corporate Debt Securities                         |
| HESTIA RE LTD                  -B-20251 144A 28    | 2028-03-13      | 12.5618% | 0.0000% | $7250000.00        | $7149950.00        | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT 31       | 2031-06-17      | 2.6500%  | 0.0000% | $346000.00         | $303856.72         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT2.4%28    | 2028-10-15      | 2.4000%  | 0.0000% | $241000.00         | $222122.47         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR NT 5.4%40        | 2040-09-15      | 5.4000%  | 0.0000% | $99000.00          | $98566.38          | Corporate Debt Securities                         |
| BSREP COMM MTG TR 2021-DC      A      20380816 FLT | 2038-08-16      | 5.3935%  | 0.0000% | $2811000.00        | $2294264.78        | Private Label Collateralized Mortgage Obligations |
| GREENGROVE RE LTD              -A VR 144A BD 28    | 2028-04-07      | 12.0618% | 0.0000% | $8030000.00        | $8018758.00        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.65%062626      | 2026-06-26      | 5.6500%  | 0.0000% | $211000.00         | $217844.72         | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 30       | 2030-04-01      | 3.6250%  | 0.0000% | $2204000.00        | $2139402.90        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 28       | 2028-01-05      | 3.8500%  | 0.0000% | $92000.00          | $90732.88          | Corporate Debt Securities                         |
| GOLDMAN SACHS BDC INC          SR GLBL NT 27       | 2027-03-11      | 6.3750%  | 0.0000% | $2809000.00        | $2901414.93        | Corporate Debt Securities                         |
| GEORGETOWN UNIV                SR -2019A NT 18     | 2118-10-01      | 5.2150%  | 0.0000% | $2924000.00        | $2515449.38        | Corporate Debt Securities                         |
| ELLINGTON FINL MTG TR 2022-3   M-1    20670825 FLT | 2067-08-25      | 4.9794%  | 0.0000% | $2318500.00        | $1887391.55        | Private Label Collateralized Mortgage Obligations |
| GLENCORE FDG LLC               SR 144A NT 29       | 2029-04-04      | 5.3710%  | 0.0000% | $467000.00         | $478826.72         | Corporate Debt Securities                         |
| GALTON FDGG MTG TR 2020-H1     M1     20600125 FLT | 2060-01-25      | 2.8320%  | 0.0000% | $1245000.00        | $1002154.45        | Private Label Collateralized Mortgage Obligations |
| GEORGIA PWR CO                 SR GLBL 2023B 33    | 2033-05-17      | 4.9500%  | 0.0000% | $1187000.00        | $1178877.95        | Corporate Debt Securities                         |
| CONN AVE SECUS TR 2023-R05     1M-2   20430625 FLT | 2043-06-25      | 7.4206%  | 0.0000% | $410000.00         | $428213.63         | Private Label Collateralized Mortgage Obligations |
| GATEWAY RE LTD                 -A-20252 144A 28    | 2028-07-07      | 11.1800% | 0.0000% | $4750000.00        | $4776125.00        | Corporate Debt Securities                         |
| CERBERUS LOAN FDG XLIV 2024-44 A      20360115 FLT | 2036-01-15      | 6.6061%  | 0.0000% | $16961000.00       | $17194682.30       | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2021-P3    A-4    20270610 1.0 | 2027-06-10      | 1.0300%  | 0.0000% | $175000.00         | $171883.11         | Asset-Backed Securities                           |
| APIDOS CLO 2013-12RR           A-RR   20310415 FLT | 2031-04-15      | 5.3361%  | 0.0000% | $1300000.00        | $880633.42         | Asset-Backed Securities                           |
| PHEAA STUDENT LN TR 2014-3     A      20400825 FLT | 2040-08-25      | 5.0265%  | 0.0000% | $225000.00         | $23128.09          | Asset-Backed Securities                           |
| ENTERPRISE FLT FING 2023-3     A-2    20300320 6.4 | 2030-03-20      | 6.4000%  | 0.0000% | $925000.00         | $616514.16         | Asset-Backed Securities                           |
| NAVIENT STUDENT LN TR 2014-1   A-4    20390225 FLT | 2039-02-25      | 5.1865%  | 0.0000% | $180000.00         | $170000.14         | Asset-Backed Securities                           |
| SANTANDER DRIVE AUTO 2024-2    A-3    20281115 5.6 | 2028-11-15      | 5.6300%  | 0.0000% | $61000.00          | $61452.37          | Asset-Backed Securities                           |
| PHEAA STUDENT LN TR 2016-2     A      20651125 FLT | 2065-11-25      | 5.3865%  | 0.0000% | $900000.00         | $144343.33         | Asset-Backed Securities                           |
| PENFED AUTO RECEIVABLES 2024-A A-2    20270915 5.0 | 2027-09-15      | 5.0400%  | 0.0000% | $1151000.00        | $781009.27         | Asset-Backed Securities                           |
| AGL CLO 24 LTD 2023-24R        A-1-R  20380331 FLT | 2038-03-31      | 6.0365%  | 0.0000% | $2320900.00        | $2318940.63        | Asset-Backed Securities                           |
| ANGEL OAK MTG LN 2020-6 TR     A-1    20650525 FLT | 2065-05-25      | 1.2610%  | 0.0000% | $790000.00         | $141891.25         | Asset-Backed Securities                           |
| ARES CLO LTD 2016-41R2         D-R    20340417 FLT | 2034-04-17      | 7.5177%  | 0.0000% | $2475000.00        | $2484224.67        | Asset-Backed Securities                           |
| GCAT 2021-NQM4 TRUST           A-2    20660825 FLT | 2066-08-25      | 1.2990%  | 0.0000% | $470000.00         | $210855.05         | Asset-Backed Securities                           |
| BINOM SEC TR 2022-RPL1         B1     20610225 FLT | 2061-02-25      | 3.0000%  | 0.0000% | $542650.00         | $290669.75         | Asset-Backed Securities                           |
| ENTERPRISE FT FIN 2022-2 LLC   A-2    20290520 4.6 | 2029-05-20      | 4.6500%  | 0.0000% | $265000.00         | $7148.68           | Asset-Backed Securities                           |
| LCM XVIII LTD 2015-18R         D-R    20310721 FLT | 2031-07-21      | 7.3311%  | 0.0000% | $4000000.00        | $4025768.02        | Asset-Backed Securities                           |
| ELMWOOD CLO X LTD 2021-10R     D-R    20340420 FLT | 2034-04-20      | 7.5695%  | 0.0000% | $2000000.00        | $2022440.52        | Asset-Backed Securities                           |
| CSX CORP                       SR GLBL NT 49       | 2049-09-15      | 3.3500%  | 0.0000% | $27000.00          | $18500.11          | Corporate Debt Securities                         |
| CABLE ONE INC                  SR GLBL 144A 30     | 2030-11-15      | 4.0000%  | 0.0000% | $50000.00          | $39008.83          | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 35       | 2035-01-15      | 5.7500%  | 0.0000% | $5761000.00        | $5812690.57        | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 5.75%35     | 2035-02-15      | 5.7500%  | 0.0000% | $1089000.00        | $1117380.25        | Corporate Debt Securities                         |
| BOEING CO                      3.1%26              | 2026-05-01      | 3.1000%  | 0.0000% | $215000.00         | $212189.35         | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT3.4%50    | 2050-03-15      | 3.4000%  | 0.0000% | $26000.00          | $17144.75          | Corporate Debt Securities                         |
| BLACKSTONE REG FINANCE CO LLC  GLBL NT 5%34        | 2034-12-06      | 5.0000%  | 0.0000% | $516000.00         | $514692.80         | Corporate Debt Securities                         |
| CSX CORP                       SR NT 4.5%54        | 2054-08-01      | 4.5000%  | 0.0000% | $98000.00          | $81327.75          | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -B-20251 144A 28    | 2028-06-07      | 12.8118% | 0.0000% | $6000000.00        | $6033000.00        | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -C-20251 144A 28    | 2028-06-07      | 16.0618% | 0.0000% | $5500000.00        | $5497250.00        | Corporate Debt Securities                         |
| AEP TEX CENT CO                SR -G 144A NT 25    | 2025-10-01      | 3.8500%  | 0.0000% | $13000.00          | $13018.59          | Corporate Debt Securities                         |
| LYB INTERNATIONAL FINANCE B.V. SR GLBL NT 43       | 2043-07-15      | 5.2500%  | 0.0000% | $365000.00         | $323629.99         | Corporate Debt Securities                         |
| LGI HOMES INC                  SR GLBL 144A 32     | 2032-11-15      | 7.0000%  | 0.0000% | $236000.00         | $220168.33         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-12-15      | 10.7500% | 0.0000% | $99848.00          | $113275.48         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-04-01      | 4.5000%  | 0.0000% | $127906.00         | $113980.23         | Corporate Debt Securities                         |
| KRAKEN OIL & GAS PARTNERS LLC  SR 144A NT 29       | 2029-08-15      | 7.6250%  | 0.0000% | $87000.00          | $84660.53          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-11-15      | 11.0000% | 0.0000% | $99546.00          | $113149.29         | Corporate Debt Securities                         |
| AIRCASTLE LTD                  PERP JR -A 144A     | 2500-12-31      | 5.2500%  | 0.0000% | $33000.00          | $33027.31          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT3.7%51    | 2051-02-04      | 3.7000%  | 0.0000% | $435000.00         | $299494.12         | Corporate Debt Securities                         |
| ARD FIN S A                    SR SEC GLBL 27      | 2027-06-30      | 6.5000%  | 0.0000% | $424849.00         | $25313.92          | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.8%27      | 2027-03-15      | 4.8000%  | 0.0000% | $80389000.00       | $81926037.68       | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 52       | 2052-03-15      | 3.5500%  | 0.0000% | $3435000.00        | $2256883.74        | Corporate Debt Securities                         |
| AMEREN CORP                    SR GLBL R NT5%29    | 2029-01-15      | 5.0000%  | 0.0000% | $3357000.00        | $3453513.75        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 25       | 2025-12-01      | 3.7500%  | 0.0000% | $33000.00          | $33385.30          | Corporate Debt Securities                         |
| WELLS FARGO COM MTG 2021-FCMT  A      20310515 FLT | 2031-05-15      | 5.6435%  | 0.0000% | $7561000.00        | $7522383.46        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C3  E      20580117 FLT | 2058-01-17      | 4.2500%  | 0.0000% | $5000000.00        | $4139628.06        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2018-C45   D      20510616 3.0 | 2051-06-16      | 3.0000%  | 0.0000% | $2750000.00        | $2338112.33        | Private Label Collateralized Mortgage Obligations |
| PAPA JOHNS INTL INC            SR GLBL 144A 29     | 2029-09-15      | 3.8750%  | 0.0000% | $1275000.00        | $1202749.47        | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR NT 6.65%37       | 2037-01-15      | 6.6500%  | 0.0000% | $145000.00         | $155480.24         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 27       | 2027-03-19      | 2.6250%  | 0.0000% | $268000.00         | $262381.94         | Corporate Debt Securities                         |
| DOMTAR CORP                    SR SEC 144A NT28    | 2028-10-01      | 6.7500%  | 0.0000% | $10445000.00       | $9256071.76        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 33       | 2033-10-28      | 6.0370%  | 0.0000% | $13419000.00       | $14087886.45       | Corporate Debt Securities                         |
| NSTAR ELEC CO                  SR GLBL DEB 36      | 2036-03-15      | 5.7500%  | 0.0000% | $14000.00          | $14263.75          | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       SR SEC GLBL 30      | 2030-08-07      | 1.2000%  | 0.0000% | $83000.00          | $70261.71          | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT 29       | 2029-03-15      | 5.9500%  | 0.0000% | $2068000.00        | $2087058.34        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 60       | 2060-04-01      | 3.8500%  | 0.0000% | $1032000.00        | $692089.87         | Corporate Debt Securities                         |
| PM GENERAL PURCHASER LLC       SR SEC GLBL 28      | 2028-10-01      | 9.5000%  | 0.0000% | $400000.00         | $260774.44         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 36       | 2036-07-15      | 3.8500%  | 0.0000% | $61000.00          | $53409.62          | Corporate Debt Securities                         |
| ONE GAS INC                    SR GLBL NT 44       | 2044-02-01      | 4.6580%  | 0.0000% | $315000.00         | $275589.49         | Corporate Debt Securities                         |
| NUTRIEN LTD                    SR GLBL NT 36       | 2036-05-23      | 7.1250%  | 0.0000% | $3100000.00        | $3402018.79        | Corporate Debt Securities                         |
| ONEOK PARTNERS LP              SR NT 6.2%43        | 2043-09-15      | 6.2000%  | 0.0000% | $1770000.00        | $1712327.50        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 36       | 2036-01-29      | 5.5750%  | 0.0000% | $279000.00         | $285497.41         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55       | 2055-03-01      | 6.1500%  | 0.0000% | $232000.00         | $218661.93         | Corporate Debt Securities                         |
| NOMURA HLDGS INC               GLBL NT 2.608%31    | 2031-07-14      | 2.6080%  | 0.0000% | $427000.00         | $375521.92         | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC         SR GLBL NT3.6%27    | 2027-09-01      | 3.6000%  | 0.0000% | $19000.00          | $18794.61          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 27       | 2027-11-15      | 3.2500%  | 0.0000% | $1916000.00        | $1864831.62        | Corporate Debt Securities                         |
| PNMAC GMSR ISSUER TR           SR 144A 29          | 2029-03-26      | 7.5247%  | 0.0000% | $5000000.00        | $5060209.16        | Corporate Debt Securities                         |
| NUFARM AUSTRALIA LTD / NUFA    SR 144A NT 5%30     | 2030-01-27      | 5.0000%  | 0.0000% | $75000.00          | $70349.50          | Corporate Debt Securities                         |
| NUTRIEN LTD                    SR GLBL NT5.4%34    | 2034-06-21      | 5.4000%  | 0.0000% | $200000.00         | $203866.00         | Corporate Debt Securities                         |
| OWENS BROCKWAY                 SR GLBL 144A 31     | 2031-05-15      | 7.2500%  | 0.0000% | $3569000.00        | $3582529.48        | Corporate Debt Securities                         |
| OAKTREE SPECIALTY LENDING      SR GLBL NT2.7%27    | 2027-01-15      | 2.7000%  | 0.0000% | $14200000.00       | $13582939.00       | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 6.3%             | 2500-12-31      | 6.3000%  | 0.0000% | $408000.00         | $398952.60         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 29       | 2029-05-15      | 5.5500%  | 0.0000% | $70000.00          | $71033.38          | Corporate Debt Securities                         |
| NOKIA CORP                     SR GLBL NT 27       | 2027-06-12      | 4.3750%  | 0.0000% | $15000.00          | $15208.75          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 4.9%28     | 2028-02-28      | 4.9000%  | 0.0000% | $698000.00         | $713176.07         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 28       | 2028-09-15      | 3.8750%  | 0.0000% | $3222000.00        | $3047892.52        | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE INS CO   144A NT 3.625%59    | 2059-09-30      | 3.6250%  | 0.0000% | $54000.00          | $36163.89          | Corporate Debt Securities                         |
| LIGHTNING RE LTD SER 20231     EXTND-A 144A 30     | 2030-03-31      | 15.3092% | 0.0000% | $6740000.00        | $7127475.11        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.042%071930     | 2030-07-19      | 5.0420%  | 0.0000% | $550000.00         | $564909.00         | Corporate Debt Securities                         |
| MARLON LTD                     -A VR 144A NT 27    | 2027-06-07      | 11.3118% | 0.0000% | $750000.00         | $778154.08         | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35    | 2035-03-15      | 5.8000%  | 0.0000% | $67000.00          | $68377.74          | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        SR REGS NT 28       | 2028-06-21      | 4.0980%  | 0.0000% | $510000.00         | $511769.45         | Corporate Debt Securities                         |
| ALCATEL-LUCENT USA INC         SR GLBL DEB 29      | 2029-03-15      | 6.4500%  | 0.0000% | $375000.00         | $364727.81         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL DEB 28      | 2028-12-01      | 5.9500%  | 0.0000% | $126000.00         | $136543.01         | Corporate Debt Securities                         |
| LAZARD LLC                     SR GLBL NT 6%31     | 2031-03-15      | 6.0000%  | 0.0000% | $232000.00         | $242581.52         | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT4.9%28    | 2028-07-15      | 4.9000%  | 0.0000% | $466000.00         | $481058.79         | Corporate Debt Securities                         |
| LSEGA FINANCING PLC            FR 2%040628         | 2028-04-06      | 2.0000%  | 0.0000% | $4785000.00        | $4480291.20        | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR NT 4.952%28      | 2028-01-14      | 4.9520%  | 0.0000% | $1050000.00        | $1075312.93        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 31       | 2031-12-10      | 2.1500%  | 0.0000% | $59000.00          | $51414.53          | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT 5%52     | 2052-07-15      | 5.0000%  | 0.0000% | $172000.00         | $155319.44         | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 30     | 2030-04-15      | 4.1250%  | 0.0000% | $171738.00         | $168816.95         | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 32       | 2032-04-15      | 2.7030%  | 0.0000% | $90000.00          | $76885.09          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 30     | 2030-04-15      | 4.1250%  | 0.0000% | $99756.00          | $98059.28          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 29     | 2029-04-15      | 4.1250%  | 0.0000% | $99622.00          | $97955.45          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.593%050427     | 2027-05-04      | 1.5930%  | 0.0000% | $108390000.00      | $105439678.39      | Corporate Debt Securities                         |
| MAGNERA CORP                   SR SEC GLBL 31      | 2031-11-15      | 7.2500%  | 0.0000% | $685000.00         | $634359.66         | Corporate Debt Securities                         |
| MATTERHORN RE LTD              -A VR 144A NT 27    | 2027-01-25      | 11.5951% | 0.0000% | $47492000.00       | $46574837.28       | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     SR GLBL NT 31       | 2031-05-13      | 5.0980%  | 0.0000% | $2977000.00        | $3013103.24        | Corporate Debt Securities                         |
| NATURE COAST RE LTD            -A VR 144A BD 29    | 2029-04-10      | 14.0618% | 0.0000% | $6500000.00        | $6444750.00        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 32       | 2032-09-01      | 4.9500%  | 0.0000% | $45000.00          | $44289.34          | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 29       | 2029-11-01      | 6.7500%  | 0.0000% | $30000.00          | $32198.03          | Corporate Debt Securities                         |
| NATURE COAST RE LTD            -A-20251 VR BD29    | 2029-01-15      | 14.0618% | 0.0000% | $6250000.00        | $6256875.00        | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 5.033%011530     | 2030-01-15      | 5.0330%  | 0.0000% | $131000.00         | $133989.91         | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS 2018-WPT  B-FL   20330708 FLT | 2033-07-08      | 5.8180%  | 0.0000% | $243997.00         | $213267.31         | Private Label Collateralized Mortgage Obligations |
| HUDSON YARDS MTG 25-SPRL       B      20400113 FLT | 2040-01-13      | 5.7581%  | 0.0000% | $1378000.00        | $1410696.42        | Private Label Collateralized Mortgage Obligations |
| AMERIGAS PARTNERS L P          SR 144A NT9.5%30    | 2030-06-01      | 9.5000%  | 0.0000% | $195000.00         | $196622.40         | Corporate Debt Securities                         |
| AMSTED INDS INC                SR 144A NT 33       | 2033-03-15      | 6.3750%  | 0.0000% | $837000.00         | $861252.08         | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2015-C33 A-S    20481217 4.0 | 2048-12-17      | 4.0226%  | 0.0000% | $600000.00         | $592512.86         | Private Label Collateralized Mortgage Obligations |
| APPLE INC                      SR GLBL NT2.9%27    | 2027-09-12      | 2.9000%  | 0.0000% | $2653000.00        | $2604167.11        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%031227       | 2027-03-12      | 4.9000%  | 0.0000% | $78000.00          | $79282.06          | Corporate Debt Securities                         |
| J P MORGAN MORTGAGE TR 2024-7  A-3    20530425 FLT | 2053-04-25      | 3.0000%  | 0.0000% | $430000.00         | $339422.98         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2014-C25 A-5    20471118 3.6 | 2047-11-18      | 3.6720%  | 0.0000% | $800000.00         | $98856.49          | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2017-JP7 A-3    20500916 3.3 | 2050-09-16      | 3.3785%  | 0.0000% | $145000.00         | $27480.38          | Private Label Collateralized Mortgage Obligations |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%070927       | 2027-07-09      | 4.9000%  | 0.0000% | $55000.00          | $56371.24          | Corporate Debt Securities                         |
| HOMES TR 2025-AFC1             M-1    20600125 FLT | 2060-01-25      | 6.3900%  | 0.0000% | $514286.00         | $520426.32         | Private Label Collateralized Mortgage Obligations |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29      | 2029-06-15      | 4.6250%  | 0.0000% | $417000.00         | $399005.58         | Corporate Debt Securities                         |
| ADAPTHEALTH LLC                SR GLBL 144A 29     | 2029-08-01      | 4.6250%  | 0.0000% | $208000.00         | $195114.02         | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS 2018-ASH8 B      20350215 FLT | 2035-02-15      | 5.7260%  | 0.0000% | $9200000.00        | $7298687.14        | Private Label Collateralized Mortgage Obligations |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 29       | 2029-01-23      | 4.7500%  | 0.0000% | $405000.00         | $416804.51         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 34       | 2034-09-10      | 4.9500%  | 0.0000% | $1723000.00        | $1671103.24        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 28       | 2028-08-15      | 1.6500%  | 0.0000% | $42000.00          | $38694.28          | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT2.8%30    | 2030-02-15      | 2.8000%  | 0.0000% | $43000.00          | $40269.79          | Corporate Debt Securities                         |
| J.P.MORGAN MTG TR 2022-LTV1    A-1    20520725 FLT | 2052-07-25      | 3.2500%  | 0.0000% | $35200000.00       | $23464576.37       | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MORTGAGE 2025-CCM1  A-9    20550625 FLT | 2055-06-25      | 5.5000%  | 0.0000% | $3057000.00        | $2912536.93        | Private Label Collateralized Mortgage Obligations |
| AMGEN INC                      SR GLBL NT 29       | 2029-08-18      | 4.0500%  | 0.0000% | $1083000.00        | $1072142.93        | Corporate Debt Securities                         |
| LBA TRUST 2024-7IND            A      20411015 FLT | 2041-10-15      | 5.7717%  | 0.0000% | $800000.00         | $802423.90         | Private Label Collateralized Mortgage Obligations |
| J.P.  MORGAN MTG TR 2023-HE2   M-2    20540320 FLT | 2054-03-25      | 7.0783%  | 0.0000% | $3662000.00        | $3710412.32        | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2022-INV2   B-1    20520425 FLT | 2052-04-25      | 3.5235%  | 0.0000% | $741000.00         | $577602.64         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACPTNC 2021-INV1 A-11   20510625 FLT | 2051-06-25      | 5.0000%  | 0.0000% | $1928500.00        | $1343741.30        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 1.928%042832     | 2032-04-28      | 1.9280%  | 0.0000% | $95000.00          | $80153.76          | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS INC      SR GLBL NT2.4%31    | 2031-07-15      | 2.4000%  | 0.0000% | $80000.00          | $70228.00          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 2.125%030130     | 2030-03-01      | 2.1250%  | 0.0000% | $68000.00          | $61356.64          | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           EXTND-B 144A 32     | 2032-01-12      | 14.5618% | 0.0000% | $5500000.00        | $5591300.00        | Corporate Debt Securities                         |
| METLIFE INC                    JR SB GLBL DB 55    | 2055-03-15      | 6.3500%  | 0.0000% | $7000.00           | $7122.72           | Corporate Debt Securities                         |
| NAKAMA RE PTE LIMITED          -2-20211 144A 26    | 2026-10-13      | 7.0618%  | 0.0000% | $21754000.00       | $21782280.20       | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 29       | 2029-04-15      | 3.6500%  | 0.0000% | $2361000.00        | $2311236.02        | Corporate Debt Securities                         |
| NEW YORK LIFE INS              JR SB GLBL 69       | 2069-05-15      | 4.4500%  | 0.0000% | $355000.00         | $270823.88         | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 5.7500%  | 0.0000% | $199754.00         | $163320.20         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 2.625%090129     | 2029-09-01      | 2.6250%  | 0.0000% | $94000.00          | $88206.74          | Corporate Debt Securities                         |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 6%30     | 2030-05-19      | 6.0000%  | 0.0000% | $27000.00          | $27101.07          | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     SR SEC 144A NT26    | 2026-08-15      | 7.8750%  | 0.0000% | $98000.00          | $100296.02         | Corporate Debt Securities                         |
| MUSEUM OF MODERN ART           SR -2021 BD 51      | 2051-07-01      | 3.2200%  | 0.0000% | $3468000.00        | $2295355.53        | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT 3%52     | 2052-04-15      | 3.0000%  | 0.0000% | $400000.00         | $240508.00         | Corporate Debt Securities                         |
| NATL BANK OF CANADA            SR COCO 28          | 2028-02-01      | 4.9500%  | 0.0000% | $650000.00         | $663214.50         | Corporate Debt Securities                         |
| LOWES COS INC                  SR DEB 6.5%29       | 2029-03-15      | 6.5000%  | 0.0000% | $89000.00          | $96323.07          | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 30       | 2030-07-25      | 9.3750%  | 0.0000% | $427000.00         | $478531.25         | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT4.7%33    | 2033-02-27      | 4.7000%  | 0.0000% | $41000.00          | $41263.29          | Corporate Debt Securities                         |
| MATTERHORN RE LTD              SR SEC GLBL 27      | 2027-01-08      | 1.5000%  | 0.0000% | $800000.00         | $417819.94         | Corporate Debt Securities                         |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 29     | 2029-08-01      | 6.5000%  | 0.0000% | $5572000.00        | $5792462.37        | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 32       | 2032-04-01      | 4.5500%  | 0.0000% | $85000.00          | $83389.84          | Corporate Debt Securities                         |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 30     | 2030-12-15      | 5.1250%  | 0.0000% | $750000.00         | $762217.19         | Corporate Debt Securities                         |
| GALILEO RE LTD                 -B VR 144A NT 30    | 2030-01-08      | 11.3118% | 0.0000% | $12500000.00       | $12575159.56       | Corporate Debt Securities                         |
| DIGITAL RLTY TR LP             SR GLBL NT 28       | 2028-01-15      | 5.5500%  | 0.0000% | $320000.00         | $333930.40         | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 54       | 2054-03-15      | 6.7500%  | 0.0000% | $12897000.00       | $12936497.06       | Corporate Debt Securities                         |
| GENERAL MILLS INC              SR GLBL NT 30       | 2030-01-30      | 4.8750%  | 0.0000% | $3367000.00        | $3477685.92        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB GLBL NT 25      | 2025-10-21      | 4.2500%  | 0.0000% | $545000.00         | $546119.52         | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2022A 32    | 2032-05-15      | 4.7000%  | 0.0000% | $75000.00          | $74156.12          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL COCO 28     | 2028-11-19      | 5.1300%  | 0.0000% | $923000.00         | $930732.43         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-04-22      | 2.6150%  | 0.0000% | $60000.00          | $52692.62          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 5%35     | 2035-04-01      | 5.0000%  | 0.0000% | $56000.00          | $52076.89          | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 27       | 2027-10-27      | 3.8750%  | 0.0000% | $117000.00         | $114979.65         | Corporate Debt Securities                         |
| HESTIA RE LTD                  -A-20251 144A 28    | 2028-03-13      | 11.0592% | 0.0000% | $22500000.00       | $22099500.00       | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 29       | 2029-03-09      | 6.1610%  | 0.0000% | $1300000.00        | $1361154.93        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT4.2%27    | 2027-10-01      | 4.2000%  | 0.0000% | $169000.00         | $167271.69         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL FL NT 27    | 2027-02-26      | 5.3895%  | 0.0000% | $91000.00          | $90265.62          | Corporate Debt Securities                         |
| HIGH PT RE LTD                 EXTND-A 144A 32     | 2032-01-06      | 10.0618% | 0.0000% | $29841000.00       | $30351281.10       | Corporate Debt Securities                         |
| INDIANAPOLIS PWR & LT CO       1M -144A 144A 54    | 2054-04-01      | 5.7000%  | 0.0000% | $1982000.00        | $1902287.26        | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRUST        SR SEC 144A 28      | 2028-09-15      | 1.9500%  | 0.0000% | $2707000.00        | $2490988.17        | Corporate Debt Securities                         |
| TCW CLO 2025-1 LTD             X      20380420 FLT | 2038-04-20      | 5.3738%  | 0.0000% | $4000000.00        | $4003472.41        | Asset-Backed Securities                           |
| ECMC GRP STUDENT LN TR 2018-1  A      20680227 FLT | 2068-02-27      | 5.1865%  | 0.0000% | $600000.00         | $227347.11         | Asset-Backed Securities                           |
| PROGRESS RESI 2021-SFR6 TR     B      20380719 1.7 | 2038-07-19      | 1.7540%  | 0.0000% | $1767000.00        | $1711448.96        | Asset-Backed Securities                           |
| FIRSTKEY HOMES 2022-SFR3 TR    B      20380719 4.5 | 2038-07-19      | 4.5000%  | 0.0000% | $11988000.00       | $11908615.46       | Asset-Backed Securities                           |
| VIBRANT CLO 2025-9R            C-1    20370420 FLT | 2037-04-20      | 6.1394%  | 0.0000% | $1050000.00        | $1043485.95        | Asset-Backed Securities                           |
| GOLDENTREE LN MGMT 2022-16R2   A-RR   20380120 FLT | 2038-01-20      | 5.3895%  | 0.0000% | $7000000.00        | $7038770.15        | Asset-Backed Securities                           |
| ALLY AUTO REC TR 2022-3        A-3    20270415 5.0 | 2027-04-15      | 5.0700%  | 0.0000% | $250000.00         | $87480.64          | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2005-R9    M-1    20351225 FLT | 2035-12-25      | 5.1442%  | 0.0000% | $500000.00         | $72707.30          | Asset-Backed Securities                           |
| GLS AUTO RECV ISSUER TR 2025-2 A-3    20290116 4.7 | 2029-01-16      | 4.7500%  | 0.0000% | $1431000.00        | $1436214.72        | Asset-Backed Securities                           |
| SLM STUDENT LOAN TR 2006-5     A-6A   20401025 FLT | 2040-10-25      | 4.7849%  | 0.0000% | $52000000.00       | $23668036.90       | Asset-Backed Securities                           |
| EXETER AUTOMBL REC TR 2025-1   D      20310515 5.4 | 2031-05-15      | 5.4900%  | 0.0000% | $8000000.00        | $8073212.00        | Asset-Backed Securities                           |
| J.P.MORGAN MTG TR 2024-CES1    A-2    20540625 FLT | 2054-06-25      | 6.1480%  | 0.0000% | $60123.00          | $60726.07          | Asset-Backed Securities                           |
| HUNTINGTON BANCSHARES INC      SUB GLBL NT 39      | 2039-11-18      | 6.1410%  | 0.0000% | $34000.00          | $33966.92          | Corporate Debt Securities                         |
| HASBRO INC                     SR NT 6.35%40       | 2040-03-15      | 6.3500%  | 0.0000% | $125000.00         | $126653.65         | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 31     | 2031-02-01      | 4.3750%  | 0.0000% | $570000.00         | $524429.53         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.3%031927       | 2027-03-19      | 5.3000%  | 0.0000% | $85000.00          | $86384.89          | Corporate Debt Securities                         |
| GENESEE STR RE LTD             -A VR 144A BD 28    | 2028-04-07      | 7.5618%  | 0.0000% | $10306000.00       | $10295694.00       | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.4%032932       | 2032-03-29      | 5.4000%  | 0.0000% | $202000.00         | $202410.06         | Corporate Debt Securities                         |
| INDIANA MICH PWR CO            SR GLBL -M NT 28    | 2028-05-15      | 3.8500%  | 0.0000% | $88000.00          | $86453.33          | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -B1-20251 144A27    | 2027-06-06      | 14.0613% | 0.0000% | $500000.00         | $491750.00         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT3.9%28    | 2028-12-06      | 3.9000%  | 0.0000% | $75000.00          | $75694.50          | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 29     | 2029-02-01      | 5.7500%  | 0.0000% | $80000.00          | $78099.76          | Corporate Debt Securities                         |
| GERDAU TRADE INC               SR GLBL 144A 27     | 2027-10-24      | 4.8750%  | 0.0000% | $1000000.00        | $1003855.00        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT4.5%48    | 2048-12-06      | 4.5000%  | 0.0000% | $775000.00         | $665771.50         | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 30       | 2030-02-10      | 4.8500%  | 0.0000% | $2331000.00        | $2385847.13        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 50      | 2050-02-15      | 3.5500%  | 0.0000% | $1021000.00        | $740688.70         | Corporate Debt Securities                         |
| PROVINCIA DE ENTRE RIOS        GLBL AMZ REGS 28    | 2028-08-08      | 8.2500%  | 0.0000% | $12000.00          | $7300.44           | Corporate Debt Securities                         |
| SINOCHEM OVERSEAS CAPITAL COMP SR GLBL REGS 40     | 2040-11-12      | 6.3000%  | 0.0000% | $310000.00         | $339490.30         | Corporate Debt Securities                         |
| LATAM AIRLS GROUP S A / PROFES SR SEC REGS NT29    | 2029-10-15      | 13.3750% | 0.0000% | $370000.00         | $421307.44         | Corporate Debt Securities                         |
| VIATRIS INC                    SR GLBL NT 40       | 2040-06-22      | 3.8500%  | 0.0000% | $6791000.00        | $4928481.48        | Corporate Debt Securities                         |
| CVS HEALTH CORP                GLBL AMZ 144A 34    | 2034-01-10      | 5.9260%  | 0.0000% | $300000.00         | $165501.83         | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 28     | 2028-08-05      | 1.6250%  | 0.0000% | $9110000.00        | $8360802.46        | Corporate Debt Securities                         |
| ACORN RE LIMITED               EXT GLBL 144A 28    | 2028-05-05      | 7.4092%  | 0.0000% | $31152000.00       | $31267262.40       | Corporate Debt Securities                         |
| ALABAMA PWR CO                 GLBL 2022C NT 32    | 2032-09-01      | 3.9400%  | 0.0000% | $41000.00          | $38930.75          | Corporate Debt Securities                         |
| AHS HOSP CORP                  SR -2021 BD 51      | 2051-07-01      | 2.7800%  | 0.0000% | $59000.00          | $35865.87          | Corporate Debt Securities                         |
| ALLY FINL INC                  PERP JR SB GLBL     | 2500-12-31      | 4.7000%  | 0.0000% | $4366000.00        | $4137083.34        | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 26       | 2026-05-03      | 3.3500%  | 0.0000% | $69209000.00       | $68696334.33       | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SUB GLBL NT 33      | 2033-05-26      | 4.9890%  | 0.0000% | $3002000.00        | $2965928.97        | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT4.8%29    | 2029-04-04      | 4.8000%  | 0.0000% | $28000.00          | $28757.31          | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT2.3%30    | 2030-02-01      | 2.3000%  | 0.0000% | $6479000.00        | $5978839.20        | Corporate Debt Securities                         |
| ALTA EQUIPMENT GROUP INC       SR SEC GLBL 29      | 2029-06-01      | 9.0000%  | 0.0000% | $478000.00         | $439673.96         | Corporate Debt Securities                         |
| AMDOCS LTD                     SR GLBL NT 30       | 2030-06-15      | 2.5380%  | 0.0000% | $89000.00          | $80499.83          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT3.3%27    | 2027-04-13      | 3.3000%  | 0.0000% | $2109000.00        | $2088180.65        | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD3.7%47    | 2047-12-01      | 3.7000%  | 0.0000% | $2303000.00        | $1727704.20        | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR PIK 144A NT29    | 2029-09-30      | 11.1750% | 0.0000% | $23602.00          | $21799.40          | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP      SR NT 3.5%25        | 2025-08-01      | 3.5000%  | 0.0000% | $378000.00         | $381379.11         | Corporate Debt Securities                         |
| NELNET ED LN FDG 2004-3        B      20401025 FLT | 2040-10-25      | 4.9749%  | 0.0000% | $7034000.00        | $1611902.81        | Asset-Backed Securities                           |
| UNITED AIRLINES PT CERT 2014-1 A      20271011 4.0 | 2027-10-11      | 4.0000%  | 0.0000% | $201000.00         | $90986.09          | Asset-Backed Securities                           |
| TRICOLOR AUTO SEC TR 2025-1    B      20290615 5.1 | 2029-06-15      | 5.1800%  | 0.0000% | $3600000.00        | $3604933.20        | Asset-Backed Securities                           |
| RASC SERIES TRUST 2007-KS2     M-1    20370225 FLT | 2037-02-25      | 4.6992%  | 0.0000% | $161193.00         | $101698.43         | Asset-Backed Securities                           |
| EXETER ATM REC TR 2022-1       D      20280615 3.0 | 2028-06-15      | 3.0200%  | 0.0000% | $4470000.00        | $3781421.51        | Asset-Backed Securities                           |
| UNITED ARLNS 2020-1B PSTR TRS  B      20270715 4.8 | 2027-07-15      | 4.8750%  | 0.0000% | $35000.00          | $11646.67          | Asset-Backed Securities                           |
| JACKSON NATL LIFE GLOBAL FDG   FLT 144A NT 28      | 2028-01-14      | 5.3140%  | 0.0000% | $14250000.00       | $14217640.16       | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           CL B-2 144A 28      | 2028-06-06      | 14.0613% | 0.0000% | $1000000.00        | $984500.00         | Corporate Debt Securities                         |
| ILLUMINA INC                   SR GLBL NT 31       | 2031-03-23      | 2.5500%  | 0.0000% | $65000.00          | $56119.43          | Corporate Debt Securities                         |
| INGREDION INC                  SR GLBL NT2.9%30    | 2030-06-01      | 2.9000%  | 0.0000% | $66000.00          | $61547.60          | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES HOLDCO INC  SR GLBL NT 43       | 2043-06-15      | 5.7500%  | 0.0000% | $11000.00          | $11136.45          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 2.75%092726      | 2026-09-27      | 2.7500%  | 0.0000% | $66000.00          | $64460.39          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-04-25      | 5.7270%  | 0.0000% | $6000.00           | $6231.47           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 2.375%101527     | 2027-10-15      | 2.3750%  | 0.0000% | $144000.00         | $136095.66         | Corporate Debt Securities                         |
| JACOBS ENGR GROUP INC          SR GLBL NT 28       | 2028-08-18      | 6.3500%  | 0.0000% | $22000.00          | $23353.04          | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    SR GLBL NT 30       | 2030-09-15      | 1.7500%  | 0.0000% | $240000.00         | $208453.40         | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT4.5%41    | 2041-11-15      | 4.5000%  | 0.0000% | $23000.00          | $18988.00          | Corporate Debt Securities                         |
| INTEGRIS BAPTIST MED CTR INC   SR SEC -2020A 50    | 2050-08-15      | 3.8750%  | 0.0000% | $240000.00         | $169318.10         | Corporate Debt Securities                         |
| BXP TRUST 2017-CC              B      20370813 FLT | 2037-08-13      | 3.5515%  | 0.0000% | $2250000.00        | $2086073.84        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2021-VINO       C      20380517 FLT | 2038-05-17      | 5.5458%  | 0.0000% | $290000.00         | $203088.42         | Private Label Collateralized Mortgage Obligations |
| BX TR 2019-IMC                 D      20340417 FLT | 2034-04-17      | 6.2753%  | 0.0000% | $10203136.00       | $10038504.19       | Private Label Collateralized Mortgage Obligations |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 7%31     | 2031-12-01      | 7.0000%  | 0.0000% | $90000.00          | $97358.40          | Corporate Debt Securities                         |
| PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 26      | 2026-04-15      | 5.7500%  | 0.0000% | $876000.00         | $887702.63         | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 40       | 2040-05-28      | 2.5500%  | 0.0000% | $41000.00          | $28446.28          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT28    | 2028-05-15      | 4.3000%  | 0.0000% | $188000.00         | $187968.35         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 45       | 2045-07-30      | 4.6500%  | 0.0000% | $540000.00         | $470064.60         | Corporate Debt Securities                         |
| CHENIERE CORPUS CHRISTI HLDGS  SR SEC GLBL 39      | 2039-12-31      | 2.7420%  | 0.0000% | $86000.00          | $69466.07          | Corporate Debt Securities                         |
| CLOROX CO DEL                  SR GLBL NT1.8%30    | 2030-05-15      | 1.8000%  | 0.0000% | $10000.00          | $8730.30           | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD6.1%36    | 2036-08-01      | 6.1000%  | 0.0000% | $938000.00         | $982614.93         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE GLBL -AI BD 32      | 2032-10-01      | 4.4500%  | 0.0000% | $58000.00          | $56402.28          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54    | 2054-10-01      | 5.9000%  | 0.0000% | $86000.00          | $77772.33          | Corporate Debt Securities                         |
| REVVITY INC                    SR GLBL NT1.9%28    | 2028-09-15      | 1.9000%  | 0.0000% | $1170000.00        | $1075754.55        | Corporate Debt Securities                         |
| PINE STR TR III                SR 144A NT 54       | 2054-05-15      | 6.2230%  | 0.0000% | $2845000.00        | $2746457.50        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.3%40    | 2040-08-01      | 3.3000%  | 0.0000% | $679000.00         | $488294.93         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT41    | 2041-06-01      | 3.5000%  | 0.0000% | $3687000.00        | $2651737.51        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 28       | 2028-03-02      | 3.1250%  | 0.0000% | $82000.00          | $80154.91          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          SR GLBL NT4.3%45    | 2045-03-15      | 4.3000%  | 0.0000% | $163000.00         | $122132.37         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB GLBL     | 2500-12-31      | 6.9500%  | 0.0000% | $7053000.00        | $7116659.20        | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT4.7%26    | 2026-11-15      | 4.7000%  | 0.0000% | $62000.00          | $62176.60          | Corporate Debt Securities                         |
| PG&E RECOVERY FDG LLC          EXTND SR SEC 51     | 2051-06-01      | 5.5290%  | 0.0000% | $100000.00         | $101130.14         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC         SR GLBL NT 31       | 2031-06-01      | 2.6500%  | 0.0000% | $78000.00          | $69209.90          | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR NT 4.8%45        | 2045-08-01      | 4.8000%  | 0.0000% | $211000.00         | $187529.77         | Corporate Debt Securities                         |
| CITIGROUP INC                  SB GLBL NT4.4%25    | 2025-06-10      | 4.4000%  | 0.0000% | $916000.00         | $934775.96         | Corporate Debt Securities                         |
| CITIGROUP INC                  FR 4.8%053028       | 2028-05-30      | 4.8000%  | 0.0000% | $50000.00          | $49997.00          | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT4.5%29    | 2029-10-01      | 4.5000%  | 0.0000% | $760000.00         | $748588.60         | Corporate Debt Securities                         |
| CATERPILLAR INC                SR GLBL NT2.6%30    | 2030-04-09      | 2.6000%  | 0.0000% | $14884000.00       | $13792457.05       | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC SR SEC PIK 27       | 2027-03-31      | 13.5000% | 0.0000% | $50000.00          | $55531.25          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP SUB GLBL -W    | 2079-12-31      | 4.0000%  | 0.0000% | $20000.00          | $19953.38          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 48       | 2048-07-23      | 4.6500%  | 0.0000% | $1092000.00        | $929908.07         | Corporate Debt Securities                         |
| CITRUS RE LTD                  -B VR 144A NT 28    | 2028-06-07      | 8.8118%  | 0.0000% | $15615000.00       | $15496326.00       | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 28       | 2028-07-15      | 2.4500%  | 0.0000% | $153000.00         | $142154.98         | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $75000.00          | $61586.75          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR GLBL -X     | 2079-12-31      | 3.8750%  | 0.0000% | $3397000.00        | $3340309.73        | Corporate Debt Securities                         |
| CUBESMART L P                  SR GLBL NT 28       | 2028-12-15      | 2.2500%  | 0.0000% | $77000.00          | $71738.78          | Corporate Debt Securities                         |
| CATERPILLAR INC                SR GLBL NT1.9%31    | 2031-03-12      | 1.9000%  | 0.0000% | $27000.00          | $23605.74          | Corporate Debt Securities                         |
| BIG CMRCL MRTG TR 2022-BIG     C      20390215 FLT | 2039-02-15      | 6.6691%  | 0.0000% | $5832000.00        | $5771655.11        | Private Label Collateralized Mortgage Obligations |
| KAISER FNDTN HOSP/HLTH MTN BE  SR -2021 BD 51      | 2051-06-01      | 3.0020%  | 0.0000% | $149000.00         | $95906.33          | Corporate Debt Securities                         |
| INTUIT                         SR GLBL NT 26       | 2026-09-15      | 5.2500%  | 0.0000% | $1445000.00        | $1478664.89        | Corporate Debt Securities                         |
| KEYCORP                        FR 2.55%100129      | 2029-10-01      | 2.5500%  | 0.0000% | $69000.00          | $63097.68          | Corporate Debt Securities                         |
| KEYCORP                        FR 2.25%040627      | 2027-04-06      | 2.2500%  | 0.0000% | $20000.00          | $19194.90          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.424%072134     | 2034-07-21      | 5.4240%  | 0.0000% | $10000000.00       | $10262460.00       | Corporate Debt Securities                         |
| MURPHY OIL CORP                CR SEN SR NT 42     | 2042-12-01      | 5.8750%  | 0.0000% | $54000.00          | $43185.52          | Corporate Debt Securities                         |
| METROCAT RE LTD                EXTND-A 144A 27     | 2027-05-10      | 5.7500%  | 0.0000% | $4800000.00        | $4875690.00        | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           -A FL 144A NT 27    | 2027-01-08      | 16.3092% | 0.0000% | $900000.00         | $954951.97         | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT4.6%27    | 2027-12-15      | 4.6000%  | 0.0000% | $30000.00          | $30679.57          | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR GLBL NT 37       | 2037-09-15      | 6.4500%  | 0.0000% | $1763000.00        | $1967450.70        | Corporate Debt Securities                         |
| ARMOR RE LTD                   EXTND-A 144A 31     | 2031-05-07      | 14.5872% | 0.0000% | $16355000.00       | $16966677.00       | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR 2017-C5  A-5    20500317 3.6 | 2050-03-17      | 3.6939%  | 0.0000% | $100000.00         | $97177.26          | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 2019-2      B-5A   20571225 FLT | 2057-12-25      | 4.2485%  | 0.0000% | $8860000.00        | $5134631.92        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2018-4     A-1B   20660425 FLT | 2066-04-25      | 3.5000%  | 0.0000% | $12491000.00       | $3173135.82        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CH COM TR 2019-BROOK D      20290917 FLT | 2029-09-17      | 6.7935%  | 0.0000% | $4500000.00        | $3433175.25        | Private Label Collateralized Mortgage Obligations |
| NEW RSIDNTAL MTG LN 2022-NQM3  A-2    20620425 FLT | 2062-04-25      | 3.9906%  | 0.0000% | $944000.00         | $670899.77         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2022-INV2   A-11   20520425 FLT | 2052-04-25      | 5.0000%  | 0.0000% | $919828.00         | $699021.84         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 2021-230P   A      20381215 FLT | 2038-12-15      | 5.6124%  | 0.0000% | $1156000.00        | $1112463.69        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C30 A-4    20480717 3.5 | 2048-07-17      | 3.5508%  | 0.0000% | $390000.00         | $22713.39          | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2022-INV2   A-15   20520425 FLT | 2052-04-25      | 3.0000%  | 0.0000% | $720000.00         | $486851.60         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP4 A-2    20491217 2.9 | 2049-12-17      | 2.9838%  | 0.0000% | $218000.00         | $17096.89          | Private Label Collateralized Mortgage Obligations |
| PFP 2022-9 LTD                 C      20350816 FLT | 2035-08-16      | 8.3602%  | 0.0000% | $27650000.00       | $27328103.62       | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCEP 2021-INV4  A-3    20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $7235800.00        | $4700648.38        | Private Label Collateralized Mortgage Obligations |
| MHC COML MTG TR 2021-MHC       A      20380415 FLT | 2038-04-15      | 5.2444%  | 0.0000% | $680000.00         | $84038.17          | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2022-INV2   B-2    20520425 FLT | 2052-04-25      | 3.5235%  | 0.0000% | $531000.00         | $410596.61         | Private Label Collateralized Mortgage Obligations |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 50     | 2050-09-10      | 3.9500%  | 0.0000% | $1410000.00        | $1014012.47        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 30       | 2030-08-20      | 1.2500%  | 0.0000% | $16000.00          | $13816.04          | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2016-C1  A-SB   20490317 3.3 | 2049-03-17      | 3.3158%  | 0.0000% | $324999.00         | $28787.43          | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG  TR 2024-CCM1   A-4-A  20550425 FLT | 2055-04-25      | 5.5000%  | 0.0000% | $610000.00         | $522889.76         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2025-VIS1     A-2    20550825 FLT | 2055-08-25      | 5.6950%  | 0.0000% | $1836000.00        | $1811081.31        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2017-JP6 D      20500715 FLT | 2050-07-15      | 4.4503%  | 0.0000% | $1800000.00        | $1352660.28        | Private Label Collateralized Mortgage Obligations |
| SMR MORTGAGE TRUST 2022-IND    A      20390215 FLT | 2039-02-15      | 5.9787%  | 0.0000% | $19691000.00       | $17895732.05       | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-4          A2     20570625 FLT | 2057-06-25      | 3.0000%  | 0.0000% | $411000.00         | $385241.67         | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV2   A-4    20510925 2.5 | 2051-09-25      | 2.5000%  | 0.0000% | $2527300.00        | $1567506.83        | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCEP 2021-INV4  A-4    20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $3947412.00        | $2616208.58        | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCEP 2021-INV4  A-15   20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $1392000.00        | $898266.92         | Private Label Collateralized Mortgage Obligations |
| RFR TRUST 2025-SGRM            A      20410313 5.5 | 2041-03-13      | 5.3790%  | 0.0000% | $24900000.00       | $25262272.17       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2021-NQM1            B-1    20660225 FLT | 2066-02-25      | 3.2270%  | 0.0000% | $6000000.00        | $4348575.17        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2021-NQM2R   A-1    20581025 FLT | 2058-10-25      | 0.9405%  | 0.0000% | $692196.00         | $111229.86         | Private Label Collateralized Mortgage Obligations |
| MSBAM COMM MTG 2012-CKSV       A-2    20301018 3.2 | 2030-10-18      | 3.2770%  | 0.0000% | $8300000.00        | $6489131.49        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-15       A-4    20520625 FLT | 2052-06-25      | 2.5000%  | 0.0000% | $315000.00         | $193706.47         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2014-C2  C      20480117 FLT | 2048-01-17      | 4.1710%  | 0.0000% | $9078930.00        | $8130635.50        | Private Label Collateralized Mortgage Obligations |
| PRMI SECURITIZATION TR 2021-1  A-3B   20510425 FLT | 2051-04-25      | 2.0000%  | 0.0000% | $3000000.00        | $1797546.98        | Private Label Collateralized Mortgage Obligations |
| OLYMPIC TOWER MTG TR 2017-OT   A      20390512 3.5 | 2039-05-12      | 3.5660%  | 0.0000% | $348000.00         | $306477.20         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RES MTG 2023-4  A-7    20531125 FLT | 2053-11-25      | 6.5000%  | 0.0000% | $11883700.00       | $11912609.00       | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2021-INV2   A-11   20510825 FLT | 2051-08-25      | 5.0000%  | 0.0000% | $4953000.00        | $3488578.64        | Private Label Collateralized Mortgage Obligations |
| MF1 LLC 2024-FL15              A      20410819 FLT | 2041-08-19      | 6.0147%  | 0.0000% | $452000.00         | $452965.28         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-6          A2     20580325 FLT | 2058-03-25      | 3.7500%  | 0.0000% | $447000.00         | $401354.97         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACPTNC 2021-INV1 B-1    20510625 FLT | 2051-06-25      | 2.9565%  | 0.0000% | $519000.00         | $384986.88         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              A-3    20640625 FLT | 2064-06-25      | 5.4210%  | 0.0000% | $1000000.00        | $815623.14         | Private Label Collateralized Mortgage Obligations |
| UWM MTG TR 2021-INV3           B-1    20511125 FLT | 2051-11-25      | 3.2278%  | 0.0000% | $741000.00         | $561450.19         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2016-3          B3     20560425 FLT | 2056-04-25      | 4.0798%  | 0.0000% | $225000.00         | $208526.06         | Private Label Collateralized Mortgage Obligations |
| TEXAS COML MTG TR 2025-TWR     D      20420415 FLT | 2042-04-15      | 7.4193%  | 0.0000% | $2250000.00        | $2240296.60        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-1          B1     20561025 FLT | 2056-10-25      | 3.8076%  | 0.0000% | $498000.00         | $458957.90         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-1          M1     20561025 FLT | 2056-10-25      | 3.7500%  | 0.0000% | $633000.00         | $620043.02         | Private Label Collateralized Mortgage Obligations |
| SMRT COML MTG TR 2022-MINI     A      20390118 FLT | 2039-01-18      | 5.3290%  | 0.0000% | $2000000.00        | $1994440.59        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2019-3          A1     20590225 FLT | 2059-02-25      | 3.7500%  | 0.0000% | $12176000.00       | $3242422.77        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-4          M2     20570625 FLT | 2057-06-25      | 3.2500%  | 0.0000% | $290000.00         | $250670.22         | Private Label Collateralized Mortgage Obligations |
| CANADIAN IMPERIAL BK COMM      SR GLBL NT 30       | 2030-09-11      | 4.6310%  | 0.0000% | $7247000.00        | $7273034.64        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2022-8        A-17   20530125 FLT | 2053-01-25      | 4.5000%  | 0.0000% | $250000.00         | $185103.83         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-3          M1     20580525 FLT | 2058-05-25      | 3.8750%  | 0.0000% | $327000.00         | $293831.25         | Private Label Collateralized Mortgage Obligations |
| LAQ MTG TR 2023-LAQ            D      20360317 FLT | 2036-03-17      | 8.5174%  | 0.0000% | $5000000.00        | $3653152.20        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-6          M1     20580325 FLT | 2058-03-25      | 3.7500%  | 0.0000% | $303000.00         | $259422.49         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-6          A1B    20580325 FLT | 2058-03-25      | 3.7500%  | 0.0000% | $943000.00         | $906709.43         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2016-3          M2     20560425 FLT | 2056-04-25      | 4.0000%  | 0.0000% | $225000.00         | $192865.69         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RES MTG 2023-4  A-6    20531125 FLT | 2053-11-25      | 6.0000%  | 0.0000% | $9249000.00        | $9342112.77        | Private Label Collateralized Mortgage Obligations |
| PRPM TRUST 2024-NQM4           A-1    20691225 FLT | 2069-12-25      | 5.6740%  | 0.0000% | $8000000.00        | $7426428.91        | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2022-INV2   A-5    20520425 FLT | 2052-04-25      | 3.0000%  | 0.0000% | $1052632.00        | $726679.94         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-6          B1     20571025 FLT | 2057-10-25      | 3.3283%  | 0.0000% | $384000.00         | $316578.86         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2013-5          B-1    20430525 FLT | 2043-05-25      | 3.4905%  | 0.0000% | $265000.00         | $31169.65          | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-1          M2     20561025 FLT | 2056-10-25      | 3.7500%  | 0.0000% | $531000.00         | $508156.29         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-3          M2     20580525 FLT | 2058-05-25      | 3.8750%  | 0.0000% | $267000.00         | $228508.09         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-6          A1A    20580325 FLT | 2058-03-25      | 3.7500%  | 0.0000% | $3772000.00        | $271933.35         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR 2021-1    A-2    20510425 FLT | 2051-04-25      | 2.5000%  | 0.0000% | $2000000.00        | $1230306.41        | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2019-4       A2     20591025 FLT | 2059-10-25      | 3.2500%  | 0.0000% | $1299000.00        | $1171864.34        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 3.625%012027     | 2027-01-20      | 3.6250%  | 0.0000% | $90000.00          | $90039.63          | Corporate Debt Securities                         |
| MOUNTAIN RE LTD                EXTND-A 144A 30     | 2030-06-05      | 11.1572% | 0.0000% | $6115000.00        | $6273378.50        | Corporate Debt Securities                         |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL 144A 29     | 2029-11-15      | 4.6250%  | 0.0000% | $14000.00          | $13329.36          | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT 46       | 2046-05-15      | 3.7500%  | 0.0000% | $29000.00          | $21029.42          | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 4%30     | 2030-04-15      | 4.0000%  | 0.0000% | $22000.00          | $21429.32          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 27       | 2027-10-18      | 3.3520%  | 0.0000% | $81000.00          | $79252.07          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    3.944%28            | 2028-07-19      | 3.9440%  | 0.0000% | $8000.00           | $7986.41           | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 29       | 2029-08-15      | 4.2500%  | 0.0000% | $2060000.00        | $1969351.42        | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL11         D      20390715 FLT | 2039-07-15      | 8.2707%  | 0.0000% | $3117000.00        | $3105704.39        | Private Label Collateralized Mortgage Obligations |
| CSMC 2019-NQM1                 A-2    20591025 FLT | 2059-10-25      | 3.8600%  | 0.0000% | $520000.00         | $74516.65          | Private Label Collateralized Mortgage Obligations |
| EFMT 2024--NQM1                M-1    20691125 FLT | 2069-11-25      | 6.5230%  | 0.0000% | $937000.00         | $945654.73         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B-16     A-5    20530218 2.7 | 2053-02-18      | 2.7320%  | 0.0000% | $105000.00         | $95314.04          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B31      A-5    20541217 2.6 | 2054-12-17      | 2.6690%  | 0.0000% | $220000.00         | $190334.55         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2021-3 M      20610325 4.2 | 2061-03-25      | 4.2500%  | 0.0000% | $5559000.00        | $4962761.73        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2019-C16     D      20520617 FLT | 2052-06-17      | 3.0000%  | 0.0000% | $4642000.00        | $4022634.96        | Private Label Collateralized Mortgage Obligations |
| CFCRE COML MTG TR 2017-C8      C      20500617 FLT | 2050-06-17      | 4.8887%  | 0.0000% | $3103000.00        | $2864019.76        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2022-J1    A-4    20520225 FLT | 2052-02-25      | 2.5000%  | 0.0000% | $30000000.00       | $19061831.49       | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2019-2      M      20580826 FLT | 2058-08-26      | 4.7500%  | 0.0000% | $988000.00         | $955998.08         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2022-1 M      20611125 FLT | 2061-11-25      | 4.5000%  | 0.0000% | $1000000.00        | $845391.00         | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2025-2   A-5    20551225 FLT | 2055-12-25      | 6.0000%  | 0.0000% | $1000000.00        | $988048.33         | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2022-C2             E      20540717 2.5 | 2054-07-17      | 2.5000%  | 0.0000% | $2000000.00        | $1213007.78        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2024-WCL1  B      20410617 FLT | 2041-06-17      | 6.9187%  | 0.0000% | $2500000.00        | $2492364.79        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B28      A-2    20540817 1.7 | 2054-08-17      | 1.7858%  | 0.0000% | $1525000.00        | $1412620.56        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2021-4         A-1    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $430000.00         | $269550.26         | Private Label Collateralized Mortgage Obligations |
| CHI COML MTG TR 2025-SFT       A      20420417 FLT | 2042-04-17      | 5.4822%  | 0.0000% | $8085000.00        | $8182425.74        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B25      A-5    20540417 FLT | 2054-04-17      | 2.5770%  | 0.0000% | $825000.00         | $715698.98         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2021-B29 A-5    20540917 FLT | 2054-09-17      | 2.3879%  | 0.0000% | $11600000.00       | $9998000.40        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR 2024-SLCT D      20420115 FLT | 2042-01-15      | 7.2699%  | 0.0000% | $8500000.00        | $8526078.99        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LNDNG MTG TR 2023-1 A-4    20540625 FLT | 2054-06-25      | 6.0000%  | 0.0000% | $1000000.00        | $798860.72         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2018-RP2   A-1    20580225 FLT | 2058-02-25      | 3.5000%  | 0.0000% | $460000.00         | $69120.09          | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LND MTG 2019-ATR2   B-4    20490825 FLT | 2049-08-25      | 3.9862%  | 0.0000% | $1922800.00        | $1203849.11        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2024-XL5        A      20410315 FLT | 2041-03-15      | 5.7204%  | 0.0000% | $2815000.00        | $2366684.28        | Private Label Collateralized Mortgage Obligations |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II NT 41    | 2041-09-17      | 2.9300%  | 0.0000% | $77000.00          | $54888.79          | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH            SR GLBL NT 31       | 2031-01-15      | 3.7500%  | 0.0000% | $1457000.00        | $1338811.80        | Corporate Debt Securities                         |
| TAKE-TWO INTERACTIVE SOFTWARE  SR GLBL NT 4%32     | 2032-04-14      | 4.0000%  | 0.0000% | $218000.00         | $204050.42         | Corporate Debt Securities                         |
| TITANIA RE LIMITED             -A-20241 144A 27    | 2027-11-26      | 10.5618% | 0.0000% | $10000000.00       | $10000000.00       | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 29       | 2029-04-15      | 3.3750%  | 0.0000% | $22000.00          | $21044.95          | Corporate Debt Securities                         |
| SUTTER RE LIMITED              EXTND-B 144A 30     | 2030-06-07      | 11.0618% | 0.0000% | $6800000.00        | $6987000.00        | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 4.5%031328       | 2028-03-13      | 4.5000%  | 0.0000% | $2465000.00        | $2485816.92        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2034-09-10      | 5.1460%  | 0.0000% | $461000.00         | $462348.68         | Corporate Debt Securities                         |
| TRITON CONTAINER INTERNATIONAL SR 144A NT 31       | 2031-06-15      | 3.1500%  | 0.0000% | $45000.00          | $39014.44          | Corporate Debt Securities                         |
| AMHERST COLLEGE                SR -2009A BD 39     | 2039-11-01      | 5.8750%  | 0.0000% | $15000.00          | $15150.79          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 27       | 2027-02-05      | 2.1500%  | 0.0000% | $53000.00          | $51509.01          | Corporate Debt Securities                         |
| TOTAL CAP INTL                 SR GLBL NT 29       | 2029-02-19      | 3.4550%  | 0.0000% | $88000.00          | $86227.96          | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION          CR SEN SR GLBL28    | 2028-08-09      | 2.3750%  | 0.0000% | $60000.00          | $55855.98          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 55       | 2055-11-15      | 5.8750%  | 0.0000% | $346000.00         | $338899.36         | Corporate Debt Securities                         |
| UNITED AIR LINES INC           SR SEC GLBL 26      | 2026-04-15      | 4.3750%  | 0.0000% | $25000.00          | $24840.72          | Corporate Debt Securities                         |
| TEXTRON FINL CORP MTN BE 144A  EXT JR SB GLBL67    | 2067-02-15      | 6.3229%  | 0.0000% | $6000.00           | $5404.23           | Corporate Debt Securities                         |
| TRIVIUM PACKAGING FIN B V      SR SEC 144A NT30    | 2030-07-15      | 8.2500%  | 0.0000% | $9600000.00        | $9955856.00        | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 28       | 2028-10-15      | 1.7500%  | 0.0000% | $12324000.00       | $11351359.11       | Corporate Debt Securities                         |
| TOLL BROS FIN CORP             4.875%27            | 2027-03-15      | 4.8750%  | 0.0000% | $33000.00          | $33335.82          | Corporate Debt Securities                         |
| TOTAL CAP INTL                 SR GLBL NT 49       | 2049-07-12      | 3.4610%  | 0.0000% | $172000.00         | $120081.31         | Corporate Debt Securities                         |
| GS MBS TR 2021-PJ4             A-6    20510925 FLT | 2051-09-25      | 2.5000%  | 0.0000% | $430000.00         | $220011.36         | Private Label Collateralized Mortgage Obligations |
| CSMC TR 2018-J1                A-22   20480225 FLT | 2048-02-25      | 3.5000%  | 0.0000% | $1000000.00        | $450225.11         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2021-MN2   M-2    20410725 FLT | 2041-07-25      | 7.6720%  | 0.0000% | $10098000.00       | $10104536.74       | Private Label Collateralized Mortgage Obligations |
| CENT TR 2023-CITY              A      20380915 FLT | 2038-09-15      | 6.9487%  | 0.0000% | $6710000.00        | $6742008.68        | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK30                E      20531217 FLT | 2053-12-17      | 2.5000%  | 0.0000% | $3250000.00        | $2250790.39        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2024-10  A-5    20551025 FLT | 2055-10-25      | 6.0000%  | 0.0000% | $5000000.00        | $4973656.67        | Private Label Collateralized Mortgage Obligations |
| BENCHMRK MRTG TR 2022-B34      A-5    20550416 FLT | 2055-04-16      | 3.7860%  | 0.0000% | $565000.00         | $513111.44         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      A-SB   20621215 FLT | 2062-12-15      | 2.9571%  | 0.0000% | $25000.00          | $22599.67          | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LNDG MTG TR 2024-11 A-4    20551125 FLT | 2055-11-25      | 6.0000%  | 0.0000% | $450000.00         | $419638.08         | Private Label Collateralized Mortgage Obligations |
| BLP COML MTG TR 2023-IND       A      20400315 FLT | 2040-03-15      | 6.0207%  | 0.0000% | $7000000.00        | $6993746.40        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B23      E      20540218 2.0 | 2054-02-18      | 2.0000%  | 0.0000% | $3500000.00        | $2115438.89        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2022-B35 A-5    20550517 FLT | 2055-05-17      | 4.4431%  | 0.0000% | $640000.00         | $610099.31         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK31                E      20540218 FLT | 2054-02-18      | 2.5000%  | 0.0000% | $500000.00         | $344860.94         | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2021-MC         C      20340417 FLT | 2034-04-17      | 5.6435%  | 0.0000% | $675000.00         | $652962.09         | Private Label Collateralized Mortgage Obligations |
| BANK 2023-BNK46                A-S    20560817 FLT | 2056-08-17      | 6.3850%  | 0.0000% | $500000.00         | $526651.24         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2021-NQM1   B-1    20510925 FLT | 2051-09-25      | 4.3780%  | 0.0000% | $2662000.00        | $2287722.06        | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                E      20630615 FLT | 2063-06-15      | 2.5000%  | 0.0000% | $1000000.00        | $649660.89         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL REINS 2024 LTD     EXTND-14 144A 31    | 2031-06-06      | 10.0592% | 0.0000% | $12790000.00       | $12477924.00       | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 4.65%031533      | 2033-03-15      | 4.6500%  | 0.0000% | $70000.00          | $69266.92          | Corporate Debt Securities                         |
| RWE FINANCE US LLC             SR 144A NT 54       | 2054-04-16      | 6.2500%  | 0.0000% | $1381000.00        | $1343504.32        | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -A BD 28    | 2028-04-01      | 1.9000%  | 0.0000% | $3831000.00        | $3601538.00        | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 29     | 2029-11-15      | 4.6250%  | 0.0000% | $141000.00         | $116225.89         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 45       | 2045-10-15      | 4.9500%  | 0.0000% | $87000.00          | $78752.18          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT3.6%51    | 2051-06-15      | 3.6000%  | 0.0000% | $1903000.00        | $1221954.36        | Corporate Debt Securities                         |
| PUBLIC SVC CO OKLA             SR GLBL -L NT 33    | 2033-01-15      | 5.2500%  | 0.0000% | $1985000.00        | $2010621.39        | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC          SR GLBL 144A 28     | 2028-07-01      | 8.3750%  | 0.0000% | $2827000.00        | $2940682.70        | Corporate Debt Securities                         |
| DANSKE BK A/S                  FR 4.298%040128     | 2028-04-01      | 4.2980%  | 0.0000% | $1463000.00        | $1460723.49        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2020C 60    | 2060-12-01      | 3.0000%  | 0.0000% | $265000.00         | $153656.72         | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.7%44    | 2044-06-15      | 4.7000%  | 0.0000% | $325000.00         | $266819.04         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.15%090833      | 2033-09-08      | 5.1500%  | 0.0000% | $83000.00          | $85257.65          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 33       | 2033-02-01      | 5.7500%  | 0.0000% | $264000.00         | $278070.39         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR NT 6.05%36       | 2036-10-15      | 6.0500%  | 0.0000% | $330000.00         | $347530.42         | Corporate Debt Securities                         |
| DEALER TIRE LLC                SR GLBL 144A 28     | 2028-02-01      | 8.0000%  | 0.0000% | $83000.00          | $83381.34          | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 2.95%061527      | 2027-06-15      | 2.9500%  | 0.0000% | $66000.00          | $65355.23          | Corporate Debt Securities                         |
| DANA INC                       SR GLBL NT 27       | 2027-11-15      | 5.3750%  | 0.0000% | $99000.00          | $98761.37          | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD4.7%30    | 2030-01-15      | 4.7000%  | 0.0000% | $45000.00          | $46107.22          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT49    | 2049-06-01      | 3.8000%  | 0.0000% | $93000.00          | $69317.03          | Corporate Debt Securities                         |
| CATERPILLAR INC                SR NT 5.2%41        | 2041-05-27      | 5.2000%  | 0.0000% | $85000.00          | $82797.93          | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 33       | 2033-01-15      | 4.6250%  | 0.0000% | $75000.00          | $74573.53          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 A33    | 2033-03-01      | 5.2000%  | 0.0000% | $95000.00          | $97304.28          | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL FDG II MED 144A NT 4.45%28     | 2028-05-01      | 4.4500%  | 0.0000% | $3275000.00        | $3288803.22        | Corporate Debt Securities                         |
| PUERTO RICO PARAMETRIC RE LTD  EXTND-A 144A 27     | 2027-10-07      | 9.0000%  | 0.0000% | $4175000.00        | $4331353.75        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 5.2%031435       | 2035-03-14      | 5.2000%  | 0.0000% | $94000.00          | $94474.49          | Corporate Debt Securities                         |
| PURPLE RE LTD                  VAR 144A NT 27      | 2027-06-07      | 13.3372% | 0.0000% | $19960000.00       | $20625086.66       | Corporate Debt Securities                         |
| PROGRESSIVE CORP               SR GLBL NT3.2%30    | 2030-03-26      | 3.2000%  | 0.0000% | $64000.00          | $60963.77          | Corporate Debt Securities                         |
| CITRUS RE LTD                  -A VR 144A NT 28    | 2028-06-07      | 12.0618% | 0.0000% | $9500000.00        | $9405950.00        | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 30       | 2030-05-11      | 2.2360%  | 0.0000% | $7000.00           | $6324.01           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-11-05      | 2.9760%  | 0.0000% | $4603000.00        | $4263191.20        | Corporate Debt Securities                         |
| CITGO PETE CORP                SR SEC 144A NT29    | 2029-01-15      | 8.3750%  | 0.0000% | $413000.00         | $431872.55         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-03-17      | 3.7850%  | 0.0000% | $646000.00         | $597088.20         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 33     | 2033-05-01      | 7.3750%  | 0.0000% | $493000.00         | $434624.35         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT3.4%26    | 2026-05-01      | 3.4000%  | 0.0000% | $11677000.00       | $11591161.08       | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL NT 7%27     | 2027-03-15      | 7.0000%  | 0.0000% | $1118000.00        | $1117534.17        | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  FR 3.85%060127      | 2027-06-01      | 3.8500%  | 0.0000% | $82000.00          | $82348.75          | Corporate Debt Securities                         |
| CHASE HOME LNDG MTG TR 2025-1  A-9    20551125 FLT | 2055-11-25      | 6.2500%  | 0.0000% | $2000000.00        | $1890645.43        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED SEC TR 2022-GR2  A-2    20520825 FLT | 2052-08-25      | 3.0000%  | 0.0000% | $25000000.00       | $16930142.11       | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   VR 012425-012429    | 2029-01-24      | 5.1740%  | 0.0000% | $29000.00          | $29062.23          | Corporate Debt Securities                         |
| RENTOKIL TERMINIX FUNDING LLC  SR 144A NT 5%30     | 2030-04-28      | 5.0000%  | 0.0000% | $1026000.00        | $1025040.12        | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             144A NT 5.448%29    | 2029-05-24      | 5.4480%  | 0.0000% | $820000.00         | $841547.96         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL NT3.7%28    | 2028-03-15      | 3.7000%  | 0.0000% | $10000.00          | $9700.18           | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.2%52    | 2052-02-15      | 3.2000%  | 0.0000% | $99000.00          | $63526.65          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 10.0618% | 0.0000% | $3000000.00        | $2998500.00        | Corporate Debt Securities                         |
| SAKURA RE LTD                  VAR 144A NT 29      | 2029-04-05      | 7.0618%  | 0.0000% | $1500000.00        | $1483050.00        | Corporate Debt Securities                         |
| DIAGEO CAP PLC                 SR GLBL NT 2%30     | 2030-04-29      | 2.0000%  | 0.0000% | $500000.00         | $445331.11         | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT6.1%32    | 2032-08-19      | 6.1000%  | 0.0000% | $92000.00          | $91366.48          | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC           1M GLBL BD 4%28     | 2028-06-01      | 4.0000%  | 0.0000% | $50000.00          | $50504.94          | Corporate Debt Securities                         |
| STANFORD HEALTH CARE           -2021 BD3.027%51    | 2051-08-15      | 3.0270%  | 0.0000% | $35000.00          | $22113.66          | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            GLBL 2024A NT 34    | 2034-09-15      | 4.9500%  | 0.0000% | $2222000.00        | $2164589.08        | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL BBB BD54    | 2054-04-01      | 5.6000%  | 0.0000% | $40000.00          | $37558.31          | Corporate Debt Securities                         |
| SANDERS RE II LTD              EXTND-B 144A 28     | 2028-04-07      | 4.8118%  | 0.0000% | $1835000.00        | $1051455.00        | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -C-20251 144A 28    | 2028-05-19      | 15.5618% | 0.0000% | $8750000.00        | $8750000.00        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -C NT 28    | 2028-05-15      | 4.6000%  | 0.0000% | $8482000.00        | $8515946.85        | Corporate Debt Securities                         |
| EFMT 2024--NQM1                A-1A   20691125 FLT | 2069-11-25      | 5.7080%  | 0.0000% | $8330000.00        | $7525045.47        | Private Label Collateralized Mortgage Obligations |
| HILT COML MTG TR 2024-ORL      D      20370515 FLT | 2037-05-15      | 7.5176%  | 0.0000% | $7861000.00        | $7851231.33        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECR CORP TR 2024-RVR   A      20410812 FLT | 2041-08-12      | 5.1983%  | 0.0000% | $290000.00         | $290070.33         | Private Label Collateralized Mortgage Obligations |
| GS MTG BCKD SECS TR 2022-PJ6   A-4    20530125 FLT | 2053-01-25      | 3.0000%  | 0.0000% | $8310000.00        | $5836817.53        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2021-J3              A-1    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $205000.00         | $127629.76         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2022-J1    A-1    20520225 FLT | 2052-02-25      | 2.5000%  | 0.0000% | $1125000.00        | $687082.60         | Private Label Collateralized Mortgage Obligations |
| CSMC TR 2014-USA               A-2    20370917 3.9 | 2037-09-17      | 3.9530%  | 0.0000% | $4315000.00        | $4026690.52        | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-LBA6                D      20390118 FLT | 2039-01-18      | 6.3287%  | 0.0000% | $830000.00         | $828038.68         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2021-MN2   B-1    20410725 FLT | 2041-07-25      | 9.8220%  | 0.0000% | $882000.00         | $884891.64         | Private Label Collateralized Mortgage Obligations |
| FRED MAC SEA CR RISK TR 2023-1 M      20621025 FLT | 2062-10-25      | 5.0000%  | 0.0000% | $7363000.00        | $6073876.96        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2021-3INV      A-2    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $240000.00         | $140365.34         | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2019-4      M      20590225 FLT | 2059-02-25      | 4.5000%  | 0.0000% | $6965000.00        | $6605633.86        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2023-PJ5    A-22   20540225 FLT | 2054-02-25      | 6.5000%  | 0.0000% | $15000000.00       | $15321646.68       | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024-WOLF     B      20390315 FLT | 2039-03-15      | 6.4197%  | 0.0000% | $1000000.00        | $1001424.88        | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST 2024-SBL   B      20340815 FLT | 2034-08-15      | 7.0689%  | 0.0000% | $962000.00         | $963932.06         | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 2023-SHIP   D      20380910 FLT | 2038-09-10      | 6.0706%  | 0.0000% | $17000000.00       | $17090596.77       | Private Label Collateralized Mortgage Obligations |
| SOCIETE GENERALE               VR 052225-052229    | 2029-05-22      | 5.2490%  | 0.0000% | $1000000.00        | $1005814.20        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.069%072327     | 2027-07-23      | 5.0690%  | 0.0000% | $594000.00         | $608263.31         | Corporate Debt Securities                         |
| EVERGY KANS CENT INC           1M GLBL BD5.9%33    | 2033-11-15      | 5.9000%  | 0.0000% | $7999000.00        | $8359101.65        | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28    | 2028-02-15      | 7.7500%  | 0.0000% | $98000.00          | $103492.33         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            GLBL NT 5.85%53     | 2053-03-08      | 5.8500%  | 0.0000% | $60000.00          | $59214.30          | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL BD5.6%42    | 2042-06-15      | 5.6000%  | 0.0000% | $7000.00           | $6889.03           | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 3%51     | 2051-12-15      | 3.0000%  | 0.0000% | $57000.00          | $35715.06          | Corporate Debt Securities                         |
| FRANCISCAN MISSIONARIES OUR    2019B BD3.914%49    | 2049-07-01      | 3.9140%  | 0.0000% | $514000.00         | $376730.96         | Corporate Debt Securities                         |
| RAND PARENT LLC                SR SEC 144A NT30    | 2030-02-15      | 8.5000%  | 0.0000% | $200000.00         | $198854.33         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.153%020431     | 2031-02-04      | 5.1530%  | 0.0000% | $6400000.00        | $6598819.20        | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 62       | 2062-08-15      | 4.6500%  | 0.0000% | $31000.00          | $25985.52          | Corporate Debt Securities                         |
| EATON VANCE CORP               SR GLBL NT3.5%27    | 2027-04-06      | 3.5000%  | 0.0000% | $3529000.00        | $3490498.61        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR 87 144A NT 34    | 2034-09-22      | 6.3010%  | 0.0000% | $3096000.00        | $3305852.73        | Corporate Debt Securities                         |
| EL PASO NAT GAS CO             SR DEB 7.5%26       | 2026-11-15      | 7.5000%  | 0.0000% | $45000.00          | $46925.77          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.5%010827       | 2027-01-08      | 4.5000%  | 0.0000% | $1252000.00        | $1279525.22        | Corporate Debt Securities                         |
| EMBECTA CORP                   SR SEC 144A NT30    | 2030-02-15      | 5.0000%  | 0.0000% | $554000.00         | $502197.31         | Corporate Debt Securities                         |
| PROSPECT CAP CORP              SR GLBL NT 26       | 2026-11-15      | 3.3640%  | 0.0000% | $69000.00          | $65097.48          | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 28       | 2028-06-15      | 4.8750%  | 0.0000% | $7582000.00        | $7855435.35        | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 65       | 2065-03-14      | 5.8750%  | 0.0000% | $15715000.00       | $15491262.06       | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL -49TH 52    | 2052-06-15      | 2.9000%  | 0.0000% | $180000.00         | $105881.70         | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT 31       | 2031-11-15      | 2.4500%  | 0.0000% | $97000.00          | $83796.44          | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR GLBL NT 51       | 2051-11-02      | 2.7500%  | 0.0000% | $68000.00          | $40072.32          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 2.7%050150       | 2050-05-01      | 2.7000%  | 0.0000% | $83000.00          | $49976.38          | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 6.7%53      | 2053-11-15      | 6.7000%  | 0.0000% | $10486000.00       | $11029087.42       | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT3.7%27    | 2027-03-23      | 3.7000%  | 0.0000% | $46000.00          | $46089.52          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 67    | 2067-06-01      | 7.3576%  | 0.0000% | $43000.00          | $43341.65          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 33       | 2033-03-15      | 5.2500%  | 0.0000% | $35000.00          | $35896.26          | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT2.7%26    | 2026-11-01      | 2.7000%  | 0.0000% | $4245000.00        | $4158253.43        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 2.797%011928     | 2028-01-19      | 2.7970%  | 0.0000% | $2310000.00        | $2250605.22        | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT4.7%28    | 2028-12-15      | 4.7000%  | 0.0000% | $392000.00         | $402788.49         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 27       | 2027-03-06      | 4.3500%  | 0.0000% | $6246000.00        | $6328572.12        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 30       | 2030-03-15      | 4.7500%  | 0.0000% | $74000.00          | $74408.17          | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M GLBL -CCCC 55    | 2055-05-15      | 5.9000%  | 0.0000% | $813000.00         | $807722.27         | Corporate Debt Securities                         |
| SIEMENS FUNDING B.V.           SR GLBL 144A 65     | 2065-05-28      | 5.9000%  | 0.0000% | $4846000.00        | $4914123.99        | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS NC STORM  EXTND SR SEC 39     | 2039-07-01      | 2.3870%  | 0.0000% | $30000.00          | $24797.69          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30    | 2030-06-06      | 10.8413% | 0.0000% | $13300000.00       | $13600413.75       | Corporate Debt Securities                         |
| PROTECTIVE LIFE GLOBAL FUNDING FR 1.9%070628       | 2028-07-06      | 1.9000%  | 0.0000% | $3603000.00        | $3359653.38        | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 32       | 2032-02-15      | 3.2500%  | 0.0000% | $51000.00          | $44536.22          | Corporate Debt Securities                         |
| LINDE INC                      SR GLBL NT3.2%26    | 2026-01-30      | 3.2000%  | 0.0000% | $90000.00          | $90249.90          | Corporate Debt Securities                         |
| SCRIPPS ESCROW II INC          SR GLBL 144A 31     | 2031-01-15      | 5.3750%  | 0.0000% | $235000.00         | $166005.47         | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT5.5%52    | 2052-11-01      | 5.5000%  | 0.0000% | $86000.00          | $76635.51          | Corporate Debt Securities                         |
| UNITED PARKS & RESORTS INC     SR GLBL 144A 29     | 2029-08-15      | 5.2500%  | 0.0000% | $45000.00          | $44092.91          | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M GLBL ZZZ BD50    | 2050-04-01      | 2.7500%  | 0.0000% | $34000.00          | $20299.94          | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL 144A 32     | 2032-03-15      | 3.8000%  | 0.0000% | $107000.00         | $98671.83          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT5.5%34    | 2034-02-01      | 5.5000%  | 0.0000% | $550000.00         | $590931.31         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-02-24      | 3.0700%  | 0.0000% | $51000.00          | $50021.65          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2008 B DB 38    | 2038-04-01      | 6.7500%  | 0.0000% | $2404000.00        | $2700996.17        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 2%091031         | 2031-09-10      | 2.0000%  | 0.0000% | $403000.00         | $347637.65         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.6%101031       | 2031-10-10      | 4.6000%  | 0.0000% | $30000.00          | $29837.67          | Corporate Debt Securities                         |
| TJX COS INC NEW                SR GLBL NT 30       | 2030-04-15      | 3.8750%  | 0.0000% | $344000.00         | $338050.09         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 3.375%040130     | 2030-04-01      | 3.3750%  | 0.0000% | $26805000.00       | $25491588.51       | Corporate Debt Securities                         |
| URSA RE LTD                    EXTND-E 144A 30     | 2026-12-07      | 13.5618% | 0.0000% | $10300000.00       | $10792340.00       | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         GLBL NT 4.875%33    | 2033-03-03      | 4.8750%  | 0.0000% | $90000.00          | $90972.11          | Corporate Debt Securities                         |
| UNITED NAT FOODS INC           SR GLBL 144A 28     | 2028-10-15      | 6.7500%  | 0.0000% | $885000.00         | $886210.24         | Corporate Debt Securities                         |
| TORREY PINES RE LTD            -B-20251 144A 28    | 2028-06-07      | 8.8092%  | 0.0000% | $3100000.00        | $3096900.00        | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 1.75%28     | 2028-05-28      | 1.7500%  | 0.0000% | $93000.00          | $86550.19          | Corporate Debt Securities                         |
| ARBOR REALTY TRUST INC         SR GLBL 144A 27     | 2027-03-15      | 4.5000%  | 0.0000% | $19000000.00       | $17748945.00       | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR REGS NT 28       | 2028-08-19      | 1.9850%  | 0.0000% | $38000.00          | $34925.76          | Corporate Debt Securities                         |
| BLOCK FINL LLC                 CR SEN SR GLBL28    | 2028-07-15      | 2.5000%  | 0.0000% | $715000.00         | $670916.68         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 53       | 2053-08-02      | 7.0810%  | 0.0000% | $635000.00         | $703808.56         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.543%020129     | 2029-02-01      | 4.5430%  | 0.0000% | $18000.00          | $18327.55          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 4.932%021429     | 2029-02-14      | 4.9320%  | 0.0000% | $5354000.00        | $5473619.07        | Corporate Debt Securities                         |
| BLUE OWL TECHNOLOGY FIN CORP   SR GLBL 144A 28     | 2028-03-15      | 6.1000%  | 0.0000% | $2134000.00        | $2140974.62        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 5.13%021431      | 2031-02-14      | 5.1300%  | 0.0000% | $6890000.00        | $7063076.80        | Corporate Debt Securities                         |
| BPCE                           FR 4.875%040126     | 2026-04-01      | 4.8750%  | 0.0000% | $550000.00         | $554432.77         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 51       | 2051-05-25      | 3.9500%  | 0.0000% | $25000.00          | $17002.72          | Corporate Debt Securities                         |
| BLACK KITE RE LTD              VAR 144A NT 25      | 2025-06-09      | 11.1318% | 0.0000% | $3860000.00        | $3957593.96        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 1.197%102426     | 2026-10-24      | 1.1970%  | 0.0000% | $499000.00         | $492341.84         | Corporate Debt Securities                         |
| BANK AMERICA CORP              VR 050925-050929    | 2029-05-09      | 5.4526%  | 0.0000% | $697000.00         | $701126.26         | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        3.75%47             | 2047-08-15      | 3.7500%  | 0.0000% | $58000.00          | $43024.26          | Corporate Debt Securities                         |
| AUTODESK INC                   SR GLBL NT3.5%27    | 2027-06-15      | 3.5000%  | 0.0000% | $94000.00          | $93768.92          | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 28     | 2028-02-21      | 2.7500%  | 0.0000% | $167000.00         | $158019.16         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.65%52     | 2052-03-16      | 5.6500%  | 0.0000% | $93000.00          | $85137.21          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.979%012429     | 2029-01-24      | 4.9790%  | 0.0000% | $282000.00         | $289542.51         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR NPF GLBL        | 2035-01-17      | 6.0330%  | 0.0000% | $3600000.00        | $3811278.90        | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR NPF GLBL 26     | 2026-03-25      | 1.8490%  | 0.0000% | $14000000.00       | $13740418.61       | Corporate Debt Securities                         |
| ATLAS CAP DAC                  -A-20241 144A 27    | 2027-06-08      | 16.8489% | 0.0000% | $5000000.00        | $5776431.35        | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              144A NT 4.83%28     | 2028-05-09      | 4.8300%  | 0.0000% | $9248000.00        | $9260646.64        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 2.726%032531     | 2031-03-25      | 2.7260%  | 0.0000% | $297000.00         | $265171.09         | Corporate Debt Securities                         |
| ARTERA SVCS LLC                SR SEC 144A NT31    | 2031-02-15      | 8.5000%  | 0.0000% | $199000.00         | $175144.21         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR NPF GLBL        | 2030-03-14      | 5.5380%  | 0.0000% | $19600000.00       | $20261330.13       | Corporate Debt Securities                         |
| BAC CAP TR XIV                 PERP JR SB -G NT    | 2099-01-01      | 4.9609%  | 0.0000% | $5161000.00        | $4292315.91        | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL NT 29       | 2029-08-15      | 6.3500%  | 0.0000% | $700000.00         | $721980.58         | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 2.45%011531      | 2031-01-15      | 2.4500%  | 0.0000% | $81000.00          | $72523.15          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.834%31    | 2031-02-20      | 5.8340%  | 0.0000% | $785000.00         | $830400.91         | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR 144A NT 29       | 2029-08-13      | 4.6500%  | 0.0000% | $135000.00         | $136035.56         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT2.4%50    | 2050-08-20      | 2.4000%  | 0.0000% | $30000.00          | $17535.80          | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              FLT 144A NT 26      | 2026-05-08      | 5.1925%  | 0.0000% | $362000.00         | $362828.98         | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT5.4%53    | 2053-06-01      | 5.4000%  | 0.0000% | $54000.00          | $51222.78          | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT4.9%33    | 2033-02-28      | 4.9000%  | 0.0000% | $77000.00          | $77217.31          | Corporate Debt Securities                         |
| VERUS SEC TR 2020-1            A-1    20600125 FLT | 2060-01-25      | 3.4170%  | 0.0000% | $83761408.00       | $3764334.07        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FUNDG MTG TR 2024-1  B-3    20541225 FLT | 2054-12-25      | 5.8400%  | 0.0000% | $3750000.00        | $3201864.85        | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV2   B-2    20510925 FLT | 2051-09-25      | 3.2403%  | 0.0000% | $485000.00         | $366144.07         | Private Label Collateralized Mortgage Obligations |
| CANADIAN IMPERIAL BK COMM      GLBL NT 3.45%27     | 2027-04-07      | 3.4500%  | 0.0000% | $36000.00          | $35554.29          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK COMM      GLBL COCO 27        | 2027-09-11      | 4.5080%  | 0.0000% | $1410000.00        | $1421156.70        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-3          A2     20580525 FLT | 2058-05-25      | 3.8750%  | 0.0000% | $356000.00         | $334351.12         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2019-HY3        A1A    20591027 FLT | 2059-10-27      | 5.4392%  | 0.0000% | $2636000.00        | $461643.05         | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV4   B-2    20511225 FLT | 2051-12-25      | 3.2172%  | 0.0000% | $934000.00         | $709151.56         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-4          A2     20580625 FLT | 2058-06-25      | 3.0000%  | 0.0000% | $263000.00         | $220964.10         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2019-4       A1     20591025 FLT | 2059-10-25      | 2.9000%  | 0.0000% | $12606000.00       | $3598481.94        | Private Label Collateralized Mortgage Obligations |
| UWM MTG TR 2021-INV3           B-3    20511125 FLT | 2051-11-25      | 3.2278%  | 0.0000% | $458000.00         | $338714.91         | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV1   B-1    20510825 FLT | 2051-08-25      | 3.1510%  | 0.0000% | $345000.00         | $264259.96         | Private Label Collateralized Mortgage Obligations |
| WMRK COML MTG TR 2022-WMRK     D      20351115 FLT | 2035-11-15      | 9.2587%  | 0.0000% | $8681600.00        | $8704239.84        | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV1   B-2    20510825 FLT | 2051-08-25      | 3.1510%  | 0.0000% | $404000.00         | $306229.37         | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV5   A-5    20520125 FLT | 2052-01-25      | 2.5000%  | 0.0000% | $526320.00         | $337695.27         | Private Label Collateralized Mortgage Obligations |

### Security 645: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.640000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP17XMP3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP17XMP3
- **C.18 - Value (incl. sponsor support):** $1000059860.00
- **C.18.a - Value (excl. sponsor support):** $1000059860.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| HESAI GROUP                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $522915.00         | $10541966.40       | Equities                           |
| TIDAL ETF TR                   SP FDS S&P 500   | 2500-12-31      | N/A      | 0.0000% | $1797.00           | $75294.30          | Equities                           |
| TAL EDUCATION GROUP            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $95467.00          | $1014814.21        | Equities                           |
| QIFU TECHNOLOGY INC            AMERICAN DEP     | 2500-12-31      | N/A      | 0.0000% | $334504.00         | $14196349.76       | Equities                           |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $6.20              | Equities                           |
| UP FINTECH HLDG LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $545094.00         | $4595142.42        | Equities                           |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $219265.00         | $828821.70         | Equities                           |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $129106.00         | $13860820.16       | Equities                           |
| DIREXION SHS ETF TR            DAILY AI AND BIG | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $62846.00          | Equities                           |
| DIREXION SHS ETF TR            DAILY 20+ YEAR T | 2500-12-31      | N/A      | 0.0000% | $31552.00          | $1165530.88        | Equities                           |
| United States Treasury                          | 2026-05-31      | 0.7500%  | 0.0000% | $5000000.00        | $4852046.98        | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-11-30      | 1.2500%  | 0.0000% | $38469500.00       | $37170025.64       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2025-07-15      | 3.0000%  | 0.0000% | $50200000.00       | $50672273.82       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2025-12-31      | 4.2500%  | 0.0000% | $15900000.00       | $16174123.90       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-01-31      | 4.2500%  | 0.0000% | $2400000.00        | $2432404.79        | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-01-15      | 3.8750%  | 0.0000% | $2900000.00        | $2936020.80        | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-01-31      | 4.5463%  | 0.0000% | $50000000.00       | $50243684.90       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-07-31      | 4.3750%  | 0.0000% | $1900000.00        | $1933014.22        | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-05-31      | 4.8750%  | 0.0000% | $7400000.00        | $7627380.33        | U.S. Treasuries (including strips) |
| United States Treasury                          | 2025-12-15      | 4.0000%  | 0.0000% | $25525500.00       | $25966217.11       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-10-31      | 4.5063%  | 0.0000% | $25000000.00       | $25109484.10       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-03-15      | 4.6250%  | 0.0000% | $8150000.00        | $8250633.18        | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-09-15      | 4.6250%  | 0.0000% | $2300000.00        | $2337553.55        | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-10-31      | 4.1250%  | 0.0000% | $24995700.00       | $25106350.26       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-10-15      | 4.6250%  | 0.0000% | $8000000.00        | $8105451.80        | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-03-31      | 4.5000%  | 0.0000% | $35700000.00       | $36041436.55       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-04-30      | 4.8750%  | 0.0000% | $21300000.00       | $21507764.14       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-08-15      | 4.3750%  | 0.0000% | $10000000.00       | $10156750.61       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2025-09-30      | 5.0000%  | 0.0000% | $14000000.00       | $14139562.09       | U.S. Treasuries (including strips) |
| ZEEKR INTELLIGENT TECHNOLOGY   SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $39151.00          | $1041025.09        | Equities                           |
| QUDIAN INC                     ADR              | 2500-12-31      | N/A      | 0.0000% | $445241.00         | $1317913.36        | Equities                           |
| WEIBO CORP                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $357800.00         | $3295338.00        | Equities                           |
| PRUDENTIAL PLC                 ADR              | 2500-12-31      | N/A      | 0.0000% | $210.00            | $4804.80           | Equities                           |
| United States Treasury                          | 2026-06-30      | 4.6250%  | 0.0000% | $500000.00         | $512122.68         | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-09-30      | 3.5000%  | 0.0000% | $22000000.00       | $21970315.51       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2025-06-30      | 4.6250%  | 0.0000% | $15000000.00       | $15288815.48       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-07-15      | 4.5000%  | 0.0000% | $5000000.00        | $5104213.84        | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-02-28      | 0.5000%  | 0.0000% | $1400000.00        | $1363274.38        | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-04-15      | 3.7500%  | 0.0000% | $400000.00         | $400208.66         | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-04-15      | 0.1250%  | 0.0000% | $20000000.00       | $24117396.65       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-03-31      | 0.7500%  | 0.0000% | $26000000.00       | $25304071.21       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-06-30      | 0.8750%  | 0.0000% | $65200000.00       | $63195275.45       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2025-08-31      | 5.0000%  | 0.0000% | $100000000.00      | $101362013.00      | U.S. Treasuries (including strips) |
| United States Treasury                          | 2025-11-30      | 0.3750%  | 0.0000% | $900000.00         | $884172.33         | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-01-31      | 0.3750%  | 0.0000% | $3000000.00        | $2927123.21        | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-10-31      | 1.6250%  | 0.0000% | $14999900.00       | $14528704.06       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2025-08-15      | 2.0000%  | 0.0000% | $700000.00         | $700541.70         | U.S. Treasuries (including strips) |
| United States Treasury                          | 2025-08-31      | 0.2500%  | 0.0000% | $50000000.00       | $49532260.35       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-08-15      | 1.5000%  | 0.0000% | $4500000.00        | $4382736.26        | U.S. Treasuries (including strips) |
| United States Treasury                          | 2025-12-31      | 0.3750%  | 0.0000% | $1600000.00        | $1566927.79        | U.S. Treasuries (including strips) |
| United States Treasury                          | 2025-10-31      | 0.2500%  | 0.0000% | $500000.00         | $491705.40         | U.S. Treasuries (including strips) |
| INVESCO CURRENCYSHARES BRIT PO BRIT POUN STRL   | 2500-12-31      | N/A      | 0.0000% | $4860.00           | $631459.80         | Equities                           |
| DIREXION SHS ETF TR            DAILY MU BEAR    | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $101595.00         | Equities                           |
| GDS HLDGS LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2588.00           | $64932.92          | Equities                           |
| DIREXION SHS ETF TR            DAILY CRYPTO INU | 2500-12-31      | N/A      | 0.0000% | $4898.00           | $92278.32          | Equities                           |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $105175.00         | $20735251.25       | Equities                           |
| BAIDU INC                      SPON ADR REP A   | 2500-12-31      | N/A      | 0.0000% | $10386.00          | $876474.54         | Equities                           |
| PONY AI INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3.00              | $51.45             | Equities                           |
| DIREXION SHS ETF TR            DAILY TSLA 2X SH | 2500-12-31      | N/A      | 0.0000% | $177038.00         | $2841459.90        | Equities                           |
| DIREXION SHS ETF TR            DAILY CRYPTO IND | 2500-12-31      | N/A      | 0.0000% | $2363.00           | $54396.26          | Equities                           |
| NEW ORIENTAL ED & TECHNOLOGY G SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $541658.00         | $26579158.06       | Equities                           |
| KANZHUN LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $323.00            | $5717.10           | Equities                           |
| WEIBO CORP                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $269156.00         | $2478926.76        | Equities                           |
| JD.COM INC                     SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $10.00             | $329.40            | Equities                           |
| MAGNERA CORP                   COM SHS          | 2500-12-31      | N/A      | 0.0000% | $515905.00         | $6092838.05        | Equities                           |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $176433.00         | $677502.72         | Equities                           |
| H WORLD GROUP LTD              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $43592.00          | $1566696.48        | Equities                           |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $201279.00         | $1463298.33        | Equities                           |
| BLACKROCK ETF TRUST            ISHARES A I INNO | 2500-12-31      | N/A      | 0.0000% | $5294.00           | $137696.94         | Equities                           |
| DAQO NEW ENERGY CORP           SPNSRD ADS NEW   | 2500-12-31      | N/A      | 0.0000% | $883329.00         | $12207606.78       | Equities                           |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $101036.00         | $302097.64         | Equities                           |
| DIREXION SHS ETF TR            DAILY BRKB BEAR  | 2500-12-31      | N/A      | 0.0000% | $3324.00           | $75621.00          | Equities                           |
| ALPS ETF TR                    CLEAN ENERGY     | 2500-12-31      | N/A      | 0.0000% | $84176.00          | $2060628.48        | Equities                           |
| MEDICINOVA INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $15289.00          | $21710.38          | Equities                           |
| United States Treasury                          | 2026-11-15      | 2.0000%  | 0.0000% | $19875300.00       | $19323267.86       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-01-31      | 2.6250%  | 0.0000% | $17600000.00       | $17561282.53       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-01-15      | 0.6250%  | 0.0000% | $8600000.00        | $11543748.05       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-02-15      | 1.6250%  | 0.0000% | $7800000.00        | $7694758.56        | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-01-15      | 2.0000%  | 0.0000% | $9000000.00        | $14656112.46       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-07-15      | 0.1250%  | 0.0000% | $68170000.00       | $90153572.82       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2026-02-28      | 2.5000%  | 0.0000% | $42500000.00       | $42212915.26       | U.S. Treasuries (including strips) |
| United States Treasury                          | 2025-08-31      | 2.7500%  | 0.0000% | $8000000.00        | $8022602.18        | U.S. Treasuries (including strips) |
| ZAI LAB LTD                    ADR              | 2500-12-31      | N/A      | 0.0000% | $22753.00          | $712396.43         | Equities                           |

### Security 646: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.680000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZRZ1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP17ZRZ1
- **C.18 - Value (incl. sponsor support):** $399912604.00
- **C.18.a - Value (excl. sponsor support):** $399912604.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| ISHARES TR                     HDG MSCI JAPAN   | 2500-12-31      | N/A      | 0.0000% | $6162.00           | $269649.12         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $2938.00           | $74768.57          | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $5503.00           | $168134.81         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INVESCO MSCI     | 2500-12-31      | N/A      | 0.0000% | $12097.00          | $510147.43         | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $29681.00          | $911503.51         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $33896.00          | $20092870.88       | Equities   |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1057664.00        | $20095616.00       | Equities   |
| BLACKROCK ETF TRUST            ISHARES TECHNOLO | 2500-12-31      | N/A      | 0.0000% | $6331.00           | $162973.24         | Equities   |
| CAPITAL GROUP INTL FOCUS EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $31527.00          | $835780.77         | Equities   |
| ANGEL OAK FUNDS TRUST          OAK ULTRASHORT   | 2500-12-31      | N/A      | 0.0000% | $851.00            | $43603.96          | Equities   |
| CALAMOS ETF TR                 NASDAQ 100 STRUC | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1032.34           | Equities   |
| CO2 ENERGY TRANSITION CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $34183.00          | $341488.17         | Equities   |
| AIM ETF PRODUCTS TRUST         U S LRGCP 6M JAN | 2500-12-31      | N/A      | 0.0000% | $2683.00           | $82694.89          | Equities   |
| AMERICAN WELL CORP             COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $63124.00          | $436186.84         | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1617.00           | $80607.45          | Equities   |
| DBX ETF TR                     XTRACKERS HIGH   | 2500-12-31      | N/A      | 0.0000% | $2032.00           | $84932.11          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $1810.00           | $98880.30          | Equities   |
| FIRST TR EXCHANGE TRADED FD II EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $948.00            | $23759.06          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTIVE GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $8807.00           | $131372.26         | Equities   |
| FIDELITY MERRIMACK STR TR      LOW DURATION BD  | 2500-12-31      | N/A      | 0.0000% | $1536.00           | $77345.28          | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE LOW  | 2500-12-31      | N/A      | 0.0000% | $230.00            | $11536.34          | Equities   |
| FRANKLIN TEMPLETON ETF TR      EMER MKT COR DIV | 2500-12-31      | N/A      | 0.0000% | $141.00            | $4063.34           | Equities   |
| EDUCATIONAL DEV CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $9667.00           | $13147.12          | Equities   |
| GLOBAL X FDS                   S&P EX US ETF    | 2500-12-31      | N/A      | 0.0000% | $984.00            | $33385.55          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN ASIA    | 2500-12-31      | N/A      | 0.0000% | $5870.00           | $145087.03         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1647.00           | $65842.94          | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE AUTOM | 2500-12-31      | N/A      | 0.0000% | $8003.00           | $231040.21         | Equities   |
| FLEXSHARES TR                  EMRG MKT QT LW   | 2049-12-31      | N/A      | 0.0000% | $2356.00           | $62732.74          | Equities   |
| FEDERATED HERMES ETF TRUST     SHORT DURATION C | 2500-12-31      | N/A      | 0.0000% | $510.00            | $12347.10          | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI EMERG | 2500-12-31      | N/A      | 0.0000% | $3285.00           | $78664.91          | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BULL   | 2500-12-31      | N/A      | 0.0000% | $6413.00           | $209833.36         | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2405.00           | $267219.55         | Equities   |
| FIRST TR EXCHANGE TRADED FD II BLOOMBERG AI ETF | 2500-12-31      | N/A      | 0.0000% | $2882.00           | $91474.68          | Equities   |
| WISDOMTREE TR                  EQUITY PREMIUM   | 2500-12-31      | N/A      | 0.0000% | $7997.00           | $249906.25         | Equities   |
| RISING DRAGON ACQUISITION CORP SHS              | 2500-12-31      | N/A      | 0.0000% | $8284.00           | $84911.00          | Equities   |
| VANGUARD INDEX FDS             VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $23795.00          | $4071800.40        | Equities   |
| SPINNAKER ETF SERIES           OBRA HIGH GRDE   | 2500-12-31      | N/A      | 0.0000% | $3450.00           | $34569.00          | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $6465.00           | $277283.85         | Equities   |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $142880.00         | $364344.00         | Equities   |
| WISDOMTREE TR                  NEW ECON REAL ES | 2500-12-31      | N/A      | 0.0000% | $3361.00           | $60565.22          | Equities   |
| CHURCHILL CAPITAL CORP IX      CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $57290.00          | $635346.10         | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $332.00            | $13495.80          | Equities   |
| GLOBAL X FDS                   INT RT VOLTLTY   | 2500-12-31      | N/A      | 0.0000% | $670.00            | $14005.35          | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $218346.00         | $266382.12         | Equities   |
| GLOBAL X FDS                   AGING POPULATION | 2500-12-31      | N/A      | 0.0000% | $5970.00           | $186980.40         | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX METAVERSE  | 2500-12-31      | N/A      | 0.0000% | $804.00            | $34253.78          | Equities   |
| GLOBAL X FDS                   WIND ENERGY ETF  | 2500-12-31      | N/A      | 0.0000% | $1303.00           | $15049.65          | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE CONSUMER  | 2500-12-31      | N/A      | 0.0000% | $5885.00           | $207443.31         | Equities   |
| GLOBAL X FDS                   INTEREST RT HEDG | 2500-12-31      | N/A      | 0.0000% | $1646.00           | $30868.10          | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR | 2500-12-31      | N/A      | 0.0000% | $1242.00           | $31956.78          | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE CORE | 2500-12-31      | N/A      | 0.0000% | $1763.00           | $82365.77          | Equities   |
| TIDAL TRUST III                USCF DLY TRGT 2X | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $21775.80          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV STRUCTURED CR IN | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $44847.00          | Equities   |
| ELECTROVAYA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $62658.00          | $202385.34         | Equities   |
| FIRST TR EXCH TRADED FD III    NEW YORK MUNI    | 2500-12-31      | N/A      | 0.0000% | $2164.00           | $56040.46          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY HIGH | 2500-12-31      | N/A      | 0.0000% | $2749.00           | $71775.84          | Equities   |
| GLOBAL X FDS                   EMERGING MKT GRT | 2500-12-31      | N/A      | 0.0000% | $3916.00           | $109178.86         | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $43935.00          | $456045.30         | Equities   |
| SOPHIA GENETICS SA             ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $61292.00          | $175908.04         | Equities   |
| FUTURE VISION II ACQUISITION   SHS              | 2500-12-31      | N/A      | 0.0000% | $13452.00          | $138555.60         | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $56898.00          | $586618.38         | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $42619.00          | $177721.23         | Equities   |
| NAVIGATOR HLDGS LTD            SHS              | 2500-12-31      | N/A      | 0.0000% | $64129.00          | $923457.60         | Equities   |
| EUREKA ACQUISITION CORP        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $18741.00          | $194344.17         | Equities   |
| PERCEPTIVE CAP SOLUTIONS CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $3428.00           | $36165.40          | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $7477.00           | $76564.48          | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $71536.00          | $738251.52         | Equities   |
| TOYO CO LTD                    ORD SH           | 2500-12-31      | N/A      | 0.0000% | $16436.00          | $55882.40          | Equities   |
| SEMILUX INTL LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $5304.00           | $7690.80           | Equities   |
| ZEVIA PBC                      CL A             | 2500-12-31      | N/A      | 0.0000% | $411365.00         | $1139481.05        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000IDX   | 2500-12-31      | N/A      | 0.0000% | $2156.00           | $578778.20         | Equities   |
| VANGUARD SCOTTSDALE FDS        INT-TERM CORP    | 2500-12-31      | N/A      | 0.0000% | $246600.00         | $20095434.00       | Equities   |
| EMBRACE CHANGE ACQUISITN CORP  ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $3980.00           | $47561.00          | Equities   |
| NABORS ENERGY TRANSITION CORP  CL A             | 2500-12-31      | N/A      | 0.0000% | $252528.00         | $2787909.12        | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $23438.00          | $237192.56         | Equities   |
| WILLOW LANE ACQUISITION CORP.  ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $19426.00          | $196979.64         | Equities   |
| VIRTUS ETF TR II               DUFF & PHELPS CL | 2500-12-31      | N/A      | 0.0000% | $271.00            | $4945.13           | Equities   |
| FERROGLOBE PLC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $91433.00          | $344702.41         | Equities   |
| VIRTUS ETF TR II               STONE HARBOR EMG | 2500-12-31      | N/A      | 0.0000% | $2709.00           | $71531.15          | Equities   |
| INTERCORP FINL SVCS INC        SHS              | 2500-12-31      | N/A      | 0.0000% | $78024.00          | $2743323.84        | Equities   |
| RF ACQUISITION CORP II         SHS              | 2500-12-31      | N/A      | 0.0000% | $7659.00           | $80189.73          | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A SHS     | 2500-12-31      | N/A      | 0.0000% | $7023.00           | $74443.80          | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $62174.00          | $643811.77         | Equities   |
| WISDOMTREE TR                  7 10 YR LADDERED | 2500-12-31      | N/A      | 0.0000% | $299.00            | $14806.21          | Equities   |
| VANGUARD WORLD FD              INDUSTRIAL ETF   | 2500-12-31      | N/A      | 0.0000% | $3510.00           | $947103.30         | Equities   |
| YATRA ONLINE INC               ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $103820.00         | $94476.20          | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $54495.00          | $99180.90          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $16750.00          | $747720.00         | Equities   |
| COMPLETE SOLARIA INC           COM              | 2500-12-31      | N/A      | 0.0000% | $53363.00          | $67237.38          | Equities   |
| DBX ETF TR                     XTRACKERS RREEF  | 2500-12-31      | N/A      | 0.0000% | $218.00            | $5427.57           | Equities   |
| DOUBLELINE ETF TRUST           MORTGAGE ETF     | 2500-12-31      | N/A      | 0.0000% | $1914.00           | $92391.27          | Equities   |
| DEUTSCHE BK AG LONDON BRH      GOLD DOUBLE SHOR | 2500-12-31      | N/A      | 0.0000% | $2890.00           | $5375.40           | Equities   |
| TCW ETF TRUST                  HIGH YIELD BOND  | 2500-12-31      | N/A      | 0.0000% | $1107.00           | $33597.45          | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $95.00             | $2213.95           | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $251.00            | $11874.81          | Equities   |
| FIRST TR EXCH TRADED FD III    RIVRFRNT DYN EUR | 2500-12-31      | N/A      | 0.0000% | $263.00            | $18065.31          | Equities   |
| DEUTSCHE BK AG LONDON BRH      DB GOLD SHORT    | 2500-12-31      | N/A      | 0.0000% | $4779.00           | $32568.89          | Equities   |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $342990.00         | $15407110.80       | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $6932.00           | $213436.28         | Equities   |
| DIREXION SHS ETF TR            DAILY META BEAR  | 2500-12-31      | N/A      | 0.0000% | $2477.00           | $41811.76          | Equities   |
| COLUMBIA ETF TR I              US HIGH YIELD    | 2500-12-31      | N/A      | 0.0000% | $8443.00           | $168702.12         | Equities   |
| DIREXION SHS ETF TR            DAILY MSFT BR 1X | 2500-12-31      | N/A      | 0.0000% | $6409.00           | $78574.34          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE GLOBAL OFF | 2500-12-31      | N/A      | 0.0000% | $5693.00           | $111557.18         | Equities   |
| COLUMBIA ETF TR II             RESEARCH ENHANCD | 2500-12-31      | N/A      | 0.0000% | $10473.00          | $238649.30         | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $1529.00           | $35465.15          | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $8065.00           | $252120.77         | Equities   |
| DIREXION SHS ETF TR            DLY MAG 7 BEAR 1 | 2500-12-31      | N/A      | 0.0000% | $17959.00          | $297939.81         | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $83162.00          | $329321.52         | Equities   |
| TURNSTONE BIOLOGICS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $16671.00          | $5369.73           | Equities   |
| VANGUARD ADMIRAL FDS INC       500 GRTH IDX F   | 2500-12-31      | N/A      | 0.0000% | $38412.00          | $14374538.64       | Equities   |
| SPDR INDEX SHS FDS             MSCI EMRG MKTS   | 2500-12-31      | N/A      | 0.0000% | $2862.00           | $174782.34         | Equities   |
| SPDR SERIES TRUST              PORTFOLIO SHORT  | 2500-12-31      | N/A      | 0.0000% | $2242.00           | $67349.68          | Equities   |
| TIDAL TR II                    DEFIANCE LARGE   | 2500-12-31      | N/A      | 0.0000% | $3844.00           | $77994.76          | Equities   |
| VANECK ETF TRUST               GREEN METALS ETF | 2500-12-31      | N/A      | 0.0000% | $902.00            | $19696.25          | Equities   |
| 2023 ETF SERIES TRUST II       GMO INTL VALUE   | 2500-12-31      | N/A      | 0.0000% | $29730.00          | $846115.80         | Equities   |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $750.00            | $66967.50          | Equities   |
| TIDAL ETF TR                   AZTLAN NORTH AME | 2500-12-31      | N/A      | 0.0000% | $1910.00           | $41023.55          | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $178579.00         | $194651.11         | Equities   |
| VANECK ETF TRUST               OIL SERVICES ETF | 2500-12-31      | N/A      | 0.0000% | $46884.00          | $10373553.84       | Equities   |
| VICTORY PORTFOLIOS II          VCSHS INTL VOLTY | 2500-12-31      | N/A      | 0.0000% | $1458.00           | $72054.36          | Equities   |
| VANECK ETF TRUST               RETAIL ETF       | 2500-12-31      | N/A      | 0.0000% | $115.00            | $26869.75          | Equities   |
| TIDAL TR II                    STKD 100 BITCOIN | 2500-12-31      | N/A      | 0.0000% | $12758.00          | $455970.92         | Equities   |
| SCHWAB STRATEGIC TR            MUN BD ETF       | 2500-12-31      | N/A      | 0.0000% | $191660.00         | $4802999.60        | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $24342.00          | $251452.86         | Equities   |
| TIDAL ETF TR                   SOUND ENHANCED   | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1104.53           | Equities   |
| TEUCRIUM COMMODITY TR          AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $42.00             | $1035.48           | Equities   |
| TIDAL ETF TR                   SOUND EQUITY DIV | 2500-12-31      | N/A      | 0.0000% | $39.00             | $955.87            | Equities   |
| URBAN ONE INC                  CL A             | 2500-12-31      | N/A      | 0.0000% | $22291.00          | $38786.34          | Equities   |
| TIDAL TR II                    YIELDMAX ABNB OP | 2500-12-31      | N/A      | 0.0000% | $1021.00           | $11871.06          | Equities   |
| TIGO ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $14846.00          | $14075.49          | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP MUNIC | 2500-12-31      | N/A      | 0.0000% | $1722.00           | $17392.20          | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $7638.00           | $272071.67         | Equities   |
| PROSHARES TR                   ULTRA MSCI BRAZI | 2500-12-31      | N/A      | 0.0000% | $3276.00           | $64089.70          | Equities   |
| SPDR SERIES TRUST              PORTFOLIO AGRGTE | 2500-12-31      | N/A      | 0.0000% | $48567.00          | $1225831.08        | Equities   |
| SPDR SERIES TRUST              DJ REIT ETF      | 2500-12-31      | N/A      | 0.0000% | $113283.00         | $11089272.87       | Equities   |
| PRECIDIAN ETFS TR              HSBC HLDG PLC AD | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $103105.76         | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $37048.00          | $20091871.36       | Equities   |
| TIDAL TR II                    YIELDMAX CRYPTO  | 2500-12-31      | N/A      | 0.0000% | $2366.00           | $92132.04          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2029 | 2500-12-31      | N/A      | 0.0000% | $642.00            | $15600.60          | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY DI   | 2500-12-31      | N/A      | 0.0000% | $958.00            | $28452.60          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2027 | 2500-12-31      | N/A      | 0.0000% | $1609.00           | $39492.90          | Equities   |
| TIMOTHY PLAN                   HIG DV STK ETF   | 2500-12-31      | N/A      | 0.0000% | $1160.00           | $42920.12          | Equities   |
| SCHWAB STRATEGIC TR            US LRG CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $11785.00          | $275061.90         | Equities   |
| TIDAL TR II                    YIELDMAX SNOW OP | 2500-12-31      | N/A      | 0.0000% | $789.00            | $13484.01          | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $101928.00         | $20095105.20       | Equities   |
| TIDAL TR II                    DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $5543.00           | $61139.29          | Equities   |
| VANGUARD BD INDEX FDS          LONG TERM BOND   | 2500-12-31      | N/A      | 0.0000% | $1949.00           | $132064.24         | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $103704.00         | $16718121.84       | Equities   |
| AMPLIFY ETF TR                 AMPLIFY BLOOMBER | 2500-12-31      | N/A      | 0.0000% | $234.00            | $11125.83          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $4641.00           | $266537.27         | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $122856.00         | $20095555.92       | Equities   |
| BNY MELLON ETF TRUST           US LRG CP CORE   | 2500-12-31      | N/A      | 0.0000% | $13707.00          | $1548891.00        | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE BTC    | 2500-12-31      | N/A      | 0.0000% | $2152.00           | $73339.73          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $11666.00          | $440592.16         | Equities   |
| AMERICAN CENTY ETF TR          SELECT HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $107.00            | $4920.83           | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD ENERG | 2500-12-31      | N/A      | 0.0000% | $1737.00           | $65710.71          | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET G | 2500-12-31      | N/A      | 0.0000% | $2447.00           | $63871.35          | Equities   |
| ADAPTIMMUNE THERAPEUTICS PLC   SPONDS ADS       | 2500-12-31      | N/A      | 0.0000% | $1583992.00        | $432588.22         | Equities   |
| EA SERIES TRUST                STRIVE INTL DEV  | 2500-12-31      | N/A      | 0.0000% | $3758.00           | $106201.08         | Equities   |
| ABSOLUTE SHS TR                WBI BBR QTY 3000 | 2500-12-31      | N/A      | 0.0000% | $1813.00           | $56196.65          | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $1155.00           | $40488.29          | Equities   |
| ALGONQUIN PWR UTILS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $79294.00          | $434531.12         | Equities   |
| BROADWIND INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $42753.00          | $71397.51          | Equities   |
| FERRARI N V                    COM              | 2500-12-31      | N/A      | 0.0000% | $41951.00          | $20095368.02       | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $76124.96          | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $5078.00           | $112551.33         | Equities   |
| ADVISORS INNER CIRCLE FD III   DEMOCRACY INTERN | 2500-12-31      | N/A      | 0.0000% | $2714.00           | $75466.30          | Equities   |
| ALPS ETF TR                    RIVERFRONT DYM   | 2500-12-31      | N/A      | 0.0000% | $2346.00           | $52296.09          | Equities   |
| ADVISORSHARES TR               PURE CANNABIS    | 2500-12-31      | N/A      | 0.0000% | $2552.00           | $5012.38           | Equities   |
| ALTICE USA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $3465040.00        | $8108193.60        | Equities   |
| AMERICAN CENTY ETF TR          REAL ESTATE ETF  | 2500-12-31      | N/A      | 0.0000% | $633.00            | $27953.28          | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE SHRT   | 2500-12-31      | N/A      | 0.0000% | $207748.00         | $5197854.96        | Equities   |
| ADICET BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $476024.00         | $342737.28         | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET T | 2500-12-31      | N/A      | 0.0000% | $4959.00           | $139450.55         | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET O | 2500-12-31      | N/A      | 0.0000% | $4451.00           | $113144.42         | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $1444.00           | $29573.12          | Equities   |
| MATTHEWS ASIA FDS              KOREA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $2476.00           | $59836.50          | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $449.00            | $12399.76          | Equities   |
| LISTED FDS TR                  HORIZON KINETICS | 2500-12-31      | N/A      | 0.0000% | $653.00            | $19134.01          | Equities   |
| DIREXION SHS ETF TR            DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $273505.00         | $3339496.05        | Equities   |
| COLUMBIA ETF TR I              SHORT DURATION   | 2500-12-31      | N/A      | 0.0000% | $2290.00           | $42639.80          | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $65756.00          | $20095691.16       | Equities   |
| PROSHARES TR                   PSHS ULSHT 7-10Y | 2500-12-31      | N/A      | 0.0000% | $12154.00          | $284374.43         | Equities   |
| PROSHARES TR                   BITCOIN & ETHER  | 2500-12-31      | N/A      | 0.0000% | $517.00            | $43171.98          | Equities   |
| PROSHARES TR                   ULT MSCI BR CAPP | 2500-12-31      | N/A      | 0.0000% | $17944.00          | $214879.40         | Equities   |
| NEOS ETF TRUST                 FIS KNIGHTS      | 2500-12-31      | N/A      | 0.0000% | $238.00            | $7121.32           | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1290.00           | $83125.28          | Equities   |
| PIMCO ETF TR                   25YR+ ZERO U S   | 2500-12-31      | N/A      | 0.0000% | $1206.00           | $78052.32          | Equities   |
| HARTFORD FDS EXCHANGE TRADED T SCHRODERS COMMOD | 2500-12-31      | N/A      | 0.0000% | $706.00            | $10745.32          | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $955.00            | $114193.46         | Equities   |
| THEMES ETF TR                  NATURAL MONOPOLY | 2500-12-31      | N/A      | 0.0000% | $179.00            | $5566.00           | Equities   |
| STRATEGY SHS                   DAY HAGAN SMART  | 2500-12-31      | N/A      | 0.0000% | $1665.00           | $35300.16          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $1054.00           | $25675.44          | Equities   |
| TEMA ETF TRUST                 NEUROSCIENCE & M | 2500-12-31      | N/A      | 0.0000% | $530.00            | $11919.33          | Equities   |
| VANECK ETF TRUST               BRAZIL SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $4741.00           | $69181.62          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2029 | 2500-12-31      | N/A      | 0.0000% | $2436.00           | $60266.64          | Equities   |
| URBAN ONE INC                  CL D NON VTG     | 2500-12-31      | N/A      | 0.0000% | $32886.00          | $23677.92          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $2363.00           | $150671.02         | Equities   |
| SPDR INDEX SHS FDS             MSCI WRLD STRGIC | 2500-12-31      | N/A      | 0.0000% | $1135.00           | $149759.28         | Equities   |
| PROSHARES TR                   SHORT ETHER ETF  | 2500-12-31      | N/A      | 0.0000% | $1186.00           | $17742.56          | Equities   |
| PIMCO ETF TR                   INTER MUN BD ACT | 2500-12-31      | N/A      | 0.0000% | $6884.00           | $351152.84         | Equities   |
| RBB FD INC                     US TREAS 20YR BD | 2500-12-31      | N/A      | 0.0000% | $12400.00          | $531836.00         | Equities   |
| RENAISSANCE CAP GREENWICH FDS  INTNTL IPO ETF   | 2500-12-31      | N/A      | 0.0000% | $1154.00           | $16467.58          | Equities   |
| QUETTA ACQUISITION CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $6731.00           | $71685.15          | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY TRAN | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $63240.00          | Equities   |
| PROSHARES TR                   NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $2613.00           | $101253.75         | Equities   |
| RBB FD INC                     F M 2YEAR INVES  | 2500-12-31      | N/A      | 0.0000% | $2765.00           | $139916.74         | Equities   |
| SPDR SERIES TRUST              S&P TRANSN ETF   | 2500-12-31      | N/A      | 0.0000% | $280.00            | $21680.40          | Equities   |
| PRECIDIAN ETFS TR              ASTRAZENECA PLC  | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $67648.64          | Equities   |
| SPDR INDEX SHS FDS             S&P CHINA ETF    | 2500-12-31      | N/A      | 0.0000% | $9532.00           | $811268.52         | Equities   |
| SPDR INDEX SHS FDS             S&P NORTH AMER   | 2500-12-31      | N/A      | 0.0000% | $12180.00          | $661723.57         | Equities   |
| SPDR SERIES TRUST              S&P HOMEBUILD    | 2500-12-31      | N/A      | 0.0000% | $10964.00          | $1040812.52        | Equities   |
| SPDR SERIES TRUST              PORTFOLIO INTRMD | 2500-12-31      | N/A      | 0.0000% | $591210.00         | $19622259.90       | Equities   |
| SPDR SERIES TRUST              GLB DOW ETF      | 2500-12-31      | N/A      | 0.0000% | $11717.00          | $1716306.16        | Equities   |
| PROSHARES TR                   SHT MSCI NEW     | 2500-12-31      | N/A      | 0.0000% | $7553.00           | $105711.79         | Equities   |
| SCHWAB STRATEGIC TR            US TIPS ETF      | 2500-12-31      | N/A      | 0.0000% | $4004.00           | $105825.72         | Equities   |
| RBB FD INC                     US TRSRY 6 MNTH  | 2500-12-31      | N/A      | 0.0000% | $306.00            | $15342.84          | Equities   |
| SPDR INDEX SHS FDS             MSCI ACWI CLMTE  | 2500-12-31      | N/A      | 0.0000% | $8429.00           | $319627.68         | Equities   |
| PROSHARES TR                   BITCOIN & ETHER  | 2500-12-31      | N/A      | 0.0000% | $486.00            | $34379.64          | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $525379.00         | $20095746.75       | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $39.00             | $983.43            | Equities   |
| LEE ENTERPRISES INC            COM              | 2500-12-31      | N/A      | 0.0000% | $18730.00          | $121557.70         | Equities   |
| ISHARES TR                     20 YR TR BD ETF  | 2500-12-31      | N/A      | 0.0000% | $233264.00         | $20095693.60       | Equities   |
| PGIM ETF TR                    JENNISON FOC VAL | 2500-12-31      | N/A      | 0.0000% | $1089.00           | $76161.61          | Equities   |
| ISHARES TR                     LITHIUM MINRS    | 2500-12-31      | N/A      | 0.0000% | $4667.00           | $34209.11          | Equities   |
| LISTED FDS TR                  TEUCRIUM 2X DLY  | 2500-12-31      | N/A      | 0.0000% | $384.00            | $7755.11           | Equities   |
| PACER FDS TR                   BLUESTAR DIG ENT | 2500-12-31      | N/A      | 0.0000% | $885.00            | $25673.94          | Equities   |
| MATTHEWS INTL FDS              EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $4854.00           | $124990.50         | Equities   |
| ISHARES TR                     US CONSUM DISCRE | 2500-12-31      | N/A      | 0.0000% | $564.00            | $54448.56          | Equities   |
| ISHARES TR                     IBONDS OCT 2033  | 2500-12-31      | N/A      | 0.0000% | $3556.00           | $91425.12          | Equities   |
| ISHARES TR                     GLOBAL 100 ETF   | 2500-12-31      | N/A      | 0.0000% | $88683.00          | $9134349.00        | Equities   |
| MACQUARIE ETF TRUST            FOCUSED EMERGING | 2500-12-31      | N/A      | 0.0000% | $1567.00           | $43437.24          | Equities   |
| ISHARES TR                     CORE TOTAL USD   | 2500-12-31      | N/A      | 0.0000% | $21319.00          | $971720.02         | Equities   |
| OAK WOODS ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $1371.00           | $16356.03          | Equities   |
| NUSHARES ETF TR                NUVEEN ULTRA SHT | 2500-12-31      | N/A      | 0.0000% | $417.00            | $10545.93          | Equities   |
| NEXTNRG INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $62712.00          | $186881.76         | Equities   |
| ISHARES INC                    ASIA/PAC DIV ETF | 2500-12-31      | N/A      | 0.0000% | $3202.00           | $119478.15         | Equities   |
| INNOVATOR ETFS TRUST           INNOVATOR INTL D | 2500-12-31      | N/A      | 0.0000% | $710.00            | $19702.50          | Equities   |
| NUSHARES ETF TR                NUVEEN HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $33319.00          | $810584.63         | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $1824.00           | $55159.95          | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  INTERNATIONAL BD | 2500-12-31      | N/A      | 0.0000% | $5239.00           | $134537.52         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $158768.00         | $2075097.76        | Equities   |
| ISHARES TR                     GLB CNS DISC ETF | 2500-12-31      | N/A      | 0.0000% | $4311.00           | $820266.47         | Equities   |
| LATTICE STRATEGIES TR          HARTFORD MLT ETF | 2500-12-31      | N/A      | 0.0000% | $11707.00          | $393940.55         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   DISCIPLINED VAL  | 2500-12-31      | N/A      | 0.0000% | $2177.00           | $66118.76          | Equities   |
| ISHARES TR                     US HLTHCARE ETF  | 2500-12-31      | N/A      | 0.0000% | $2723.00           | $150935.89         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   INTERNATIONAL HI | 2500-12-31      | N/A      | 0.0000% | $558.00            | $18542.06          | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLA  | 2500-12-31      | N/A      | 0.0000% | $3248.00           | $40409.99          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $7143.00           | $113402.27         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $3586.00           | $75782.94          | Equities   |
| ISHARES INC                    MSCI NETHERL ETF | 2500-12-31      | N/A      | 0.0000% | $1093.00           | $57863.42          | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS GREEN ALPHA  | 2500-12-31      | N/A      | 0.0000% | $3369.00           | $106884.56         | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $3144.00           | $58724.26          | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $97199.00          | $5465499.77        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SML600 VAL   | 2500-12-31      | N/A      | 0.0000% | $3724.00           | $369516.88         | Equities   |
| ISHARES TR                     RUS TOP 200 ETF  | 2500-12-31      | N/A      | 0.0000% | $1839.00           | $268107.81         | Equities   |
| ISHARES TR                     U.S. MED DVC ETF | 2500-12-31      | N/A      | 0.0000% | $5635.00           | $348581.10         | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1663.00           | $25443.90          | Equities   |
| ISHARES TR                     IBDS DEC28 ETF   | 2500-12-31      | N/A      | 0.0000% | $2074.00           | $52409.98          | Equities   |
| ISHARES U S ETF TR             COMMODITY CURVE  | 2500-12-31      | N/A      | 0.0000% | $6761.00           | $129506.95         | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $38650.00          | $20095294.50       | Equities   |
| ISHARES TR                     IBONDS OCT 2032  | 2500-12-31      | N/A      | 0.0000% | $3779.00           | $97160.36          | Equities   |
| NEUBERGER BERMAN ETF TRUST     NEXT GEN CONNECT | 2500-12-31      | N/A      | 0.0000% | $250.00            | $6537.00           | Equities   |
| MATTHEWS INTL FDS              ASIA DIVIDEND AC | 2500-12-31      | N/A      | 0.0000% | $647.00            | $22342.40          | Equities   |
| ISHARES TR                     MSCI IRELAND ETF | 2500-12-31      | N/A      | 0.0000% | $4217.00           | $277689.45         | Equities   |
| LEGG MASON ETF INVT            WESTN AST SHRT   | 2500-12-31      | N/A      | 0.0000% | $4315.00           | $104228.83         | Equities   |
| NEURONETICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $186410.00         | $736319.50         | Equities   |
| ISHARES TR                     CORE MSCI PAC    | 2500-12-31      | N/A      | 0.0000% | $42121.00          | $2838534.19        | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE HIGH | 2500-12-31      | N/A      | 0.0000% | $1418.00           | $74787.73          | Equities   |
| PACER FDS TR                   BLUESTAR ENG THE | 2500-12-31      | N/A      | 0.0000% | $499.00            | $10713.08          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA COR | 2500-12-31      | N/A      | 0.0000% | $314.00            | $7871.98           | Equities   |
| ISHARES TR                     FUTURE CLOUD 5G  | 2500-12-31      | N/A      | 0.0000% | $1510.00           | $50343.55          | Equities   |
| ISHARES TR                     MSCI LW CRB TG   | 2500-12-31      | N/A      | 0.0000% | $9526.00           | $1936826.32        | Equities   |
| MACQUARIE ETF TRUST            GLOBAL LISTED IN | 2500-12-31      | N/A      | 0.0000% | $182.00            | $4874.49           | Equities   |
| INVESCO EXCH TRADED FD TR II   GLOBAL WATER     | 2500-12-31      | N/A      | 0.0000% | $12433.00          | $534370.34         | Equities   |
| MODULAR MED INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $90048.00          | $79512.38          | Equities   |
| PACER FDS TR                   US CHS CWS GWT   | 2500-12-31      | N/A      | 0.0000% | $44.00             | $2089.59           | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $3173.00           | $72747.05          | Equities   |
| KRANESHARES TRUST              MSCI ONE BELT    | 2500-12-31      | N/A      | 0.0000% | $1170.00           | $26654.82          | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $80379.00          | $245155.95         | Equities   |
| PHX MINERALS INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $4630.00           | $20001.60          | Equities   |
| ISHARES TR                     A RATE CP BD ETF | 2500-12-31      | N/A      | 0.0000% | $9425.00           | $443917.50         | Equities   |
| INVESTMENT MANAGERS SER TR II  ASTORIA REAL     | 2500-12-31      | N/A      | 0.0000% | $10365.00          | $160968.45         | Equities   |
| ISHARES TR                     S&P SML 600 GWT  | 2500-12-31      | N/A      | 0.0000% | $1401.00           | $180112.56         | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $22677.00          | $494131.83         | Equities   |
| ISHARES TR                     TIPS BD ETF      | 2500-12-31      | N/A      | 0.0000% | $20298.00          | $2211061.14        | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   CORE PLUS BOND   | 2500-12-31      | N/A      | 0.0000% | $6876.00           | $169947.22         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMALLCAP 600 | 2500-12-31      | N/A      | 0.0000% | $1401.00           | $34862.20          | Equities   |
| ISHARES TR                     EMERGNT FD & AGT | 2500-12-31      | N/A      | 0.0000% | $1065.00           | $22888.66          | Equities   |
| ISHARES TR                     BRAZIL SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $44005.00          | $558423.45         | Equities   |
| ISHARES INC                    MSCI EQUAL WEITE | 2500-12-31      | N/A      | 0.0000% | $1222.00           | $117189.80         | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $53607.00          | $137233.92         | Equities   |
| LEGG MASON ETF INVT            FRANKLIN CLEARBR | 2500-12-31      | N/A      | 0.0000% | $17162.00          | $884529.48         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $334984.00         | $20095690.16       | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1084.00           | $33714.24          | Equities   |
| GUINNESS ATKINSON FDS          SUSTNBL ENRGY II | 2500-12-31      | N/A      | 0.0000% | $132.00            | $3413.78           | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV HIGH INCM STRGC  | 2500-12-31      | N/A      | 0.0000% | $3589.00           | $158059.56         | Equities   |
| GLOBAL X FDS                   INTER-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1952.56           | Equities   |
| FOUR LEAF ACQUISITION CORP     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1007.00           | $11499.94          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $1470.00           | $48534.70          | Equities   |
| FLEXSHARES TR                  MSTAR EMKT FAC   | 2500-12-31      | N/A      | 0.0000% | $4842.00           | $270020.42         | Equities   |
| FIRST TR EXCHANGE TRADED FD II BLOOMBERG EMMKT  | 2500-12-31      | N/A      | 0.0000% | $963.00            | $22911.89          | Equities   |
| FLEXSHARES TR                  REAL ASST IDX    | 2500-12-31      | N/A      | 0.0000% | $299.00            | $9642.75           | Equities   |
| GOLDMAN SACHS ETF TR           COMMUNITY MUNI   | 2500-12-31      | N/A      | 0.0000% | $152.00            | $7463.20           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN HDG   | 2500-12-31      | N/A      | 0.0000% | $625.00            | $20021.19          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI HEALTHY HEA | 2500-12-31      | N/A      | 0.0000% | $1235.00           | $36870.55          | Equities   |
| GLOBAL X FDS                   SOLAR ETF        | 2500-12-31      | N/A      | 0.0000% | $3349.00           | $27558.92          | Equities   |
| FRANKLIN TEMPLETON ETF TR      MARTIN CURRIE    | 2500-12-31      | N/A      | 0.0000% | $635.00            | $8960.04           | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $836.00            | $32804.64          | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC NY MUNI  | 2500-12-31      | N/A      | 0.0000% | $213.00            | $10414.83          | Equities   |
| GLOBAL X FDS                   GLBX MSCI COLUM  | 2500-12-31      | N/A      | 0.0000% | $21705.00          | $637692.90         | Equities   |
| GLOBAL X FDS                   SHORT-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $1717.00           | $86056.04          | Equities   |
| HARTFORD FDS EXCHANGE TRADED T MUN OPORTUNITE   | 2500-12-31      | N/A      | 0.0000% | $18451.00          | $701876.04         | Equities   |
| HARBOR ETF TRUST               OSMOSIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $56.00             | $1214.56           | Equities   |
| FRANKLIN TEMPLETON ETF TR      WESTN ASSET BD   | 2500-12-31      | N/A      | 0.0000% | $7456.00           | $185173.49         | Equities   |
| IB ACQUISITION CORP            COM SHS          | 2500-12-31      | N/A      | 0.0000% | $10995.00          | $114567.90         | Equities   |

### Security 647: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.640000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP183CU8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP183CU8
- **C.18 - Value (incl. sponsor support):** $1250104737.50
- **C.18.a - Value (excl. sponsor support):** $1250104737.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| ASCENT INDUSTRIES CO           COM              | 2500-12-31      | N/A      | 0.0000% | $39974.00          | $503672.40         | Equities   |
| SPROUT SOCIAL INC              COM CL A         | 2500-12-31      | N/A      | 0.0000% | $157836.00         | $3404522.52        | Equities   |
| RCM TECHNOLOGIES INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6629.00           | $151538.94         | Equities   |
| SHOALS TECHNOLOGIES GROUP INC  CL A             | 2500-12-31      | N/A      | 0.0000% | $492896.00         | $2124381.76        | Equities   |
| SYNCHRONOSS TECHNOLOGIES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $31400.00          | $207240.00         | Equities   |
| SILICON MOTION TECHNOLOGY CORP SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $238429.00         | $15028179.87       | Equities   |
| SPDR SERIES TRUST              PRTFLO S&P500 VL | 2500-12-31      | N/A      | 0.0000% | $59460.00          | $3015216.60        | Equities   |
| SECURITY NATL FINL CORP        CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $37660.00          | $380366.00         | Equities   |
| SUZANO S A                     SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $4.00              | $35.76             | Equities   |
| SR BANCORP INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $35186.00          | $454603.12         | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $85.00             | $870.83            | Equities   |
| SUNRISE COMMUNICATIONS AG      ADS CL A         | 2500-12-31      | N/A      | 0.0000% | $78.00             | $3997.50           | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $36077.00          | $369608.86         | Equities   |
| SCHWAB STRATEGIC TR            US LCAP VA ETF   | 2500-12-31      | N/A      | 0.0000% | $31711.00          | $849537.69         | Equities   |
| SHELL PLC                      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $940698.00         | $62499975.12       | Equities   |
| CREXENDO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $92748.00          | $496201.80         | Equities   |
| PRIMO BRANDS CORPORATION       CLASS A COM SHS  | 2500-12-31      | N/A      | 0.0000% | $191230.00         | $6278080.90        | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $4433.00           | $80303.79          | Equities   |
| DAQO NEW ENERGY CORP           SPNSRD ADS NEW   | 2500-12-31      | N/A      | 0.0000% | $207366.00         | $2865798.12        | Equities   |
| DENALI THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $359875.00         | $4872707.50        | Equities   |
| CUMBERLAND PHARMACEUTICALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $32319.00          | $162564.57         | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $10932.00          | Equities   |
| CYTOMX THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $3926589.00        | $9895004.28        | Equities   |
| POWER SOLUTIONS INTL INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $15393.00          | $633421.95         | Equities   |
| SANUWAVE HEALTH INC            COM              | 2500-12-31      | N/A      | 0.0000% | $8875.00           | $250097.50         | Equities   |
| PONY AI INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $15639.00          | $268208.85         | Equities   |
| SUN LIFE FINANCIAL INC.        COM              | 2500-12-31      | N/A      | 0.0000% | $37928.00          | $2431564.08        | Equities   |
| SERVICETITAN INC               SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $31031.00          | $3509606.10        | Equities   |
| PROASSURANCE CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $155352.00         | $3596398.80        | Equities   |
| SIGMA LITHIUM CORPORATION      COM              | 2500-12-31      | N/A      | 0.0000% | $293967.00         | $1471304.83        | Equities   |
| OCEANEERING INTL INC           COM              | 2500-12-31      | N/A      | 0.0000% | $84117.00          | $1625981.61        | Equities   |
| SKYWATER TECHNOLOGY INC        COM              | 2500-12-31      | N/A      | 0.0000% | $45064.00          | $408279.84         | Equities   |
| RANPAK HOLDINGS CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $65266.00          | $222557.06         | Equities   |
| NOAH HLDGS LTD                 SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $21785.00          | $234624.45         | Equities   |
| TXNM ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1101515.00        | $62499961.10       | Equities   |
| SCHWAB STRATEGIC TR            US REIT ETF      | 2500-12-31      | N/A      | 0.0000% | $12185.00          | $259174.95         | Equities   |
| PAYSIGN INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $155808.00         | $690229.44         | Equities   |
| SPDR SERIES TRUST              HLTH CARE SVCS   | 2500-12-31      | N/A      | 0.0000% | $300.00            | $28911.00          | Equities   |
| SCHWAB STRATEGIC TR            INTL SCEQT ETF   | 2500-12-31      | N/A      | 0.0000% | $720.00            | $28980.00          | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $92980.00          | $264063.20         | Equities   |
| MOONLAKE IMMUNOTHERAPEUTICS    CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $117946.00         | $4595176.16        | Equities   |
| THE ONCOLOGY INSTITUTE INC     COM              | 2500-12-31      | N/A      | 0.0000% | $688057.00         | $2208662.97        | Equities   |
| SPDR SERIES TRUST              S&P 400 MDCP GRW | 2500-12-31      | N/A      | 0.0000% | $2331.00           | $196549.92         | Equities   |
| MEDICINOVA INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $15289.00          | $21710.38          | Equities   |
| QUDIAN INC                     ADR              | 2500-12-31      | N/A      | 0.0000% | $133788.00         | $396012.48         | Equities   |
| 1 800 FLOWERS COM INC          CL A             | 2500-12-31      | N/A      | 0.0000% | $22285.00          | $110087.90         | Equities   |
| PLANET LABS PBC                COM CL A         | 2500-12-31      | N/A      | 0.0000% | $120395.00         | $474356.30         | Equities   |
| RUNWAY GROWTH FINANCE CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $10782.00          | $105771.42         | Equities   |
| SPDR SERIES TRUST              S&P 400 MDCP GRW | 2500-12-31      | N/A      | 0.0000% | $112.00            | $9443.84           | Equities   |
| RUMBLE INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1279945.00        | $11621900.60       | Equities   |
| SANDSTORM GOLD LTD             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3488321.00        | $31011173.69       | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $30858.00          | $191319.60         | Equities   |
| SPDR SERIES TRUST              S&P SEMICNDCTR   | 2500-12-31      | N/A      | 0.0000% | $70.00             | $15892.80          | Equities   |
| OPORTUN FINL CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $416262.00         | $2772304.92        | Equities   |
| PASSAGE BIO INC                COM              | 2500-12-31      | N/A      | 0.0000% | $117244.00         | $52959.11          | Equities   |
| PROFOUND MED CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12371.00          | $65937.43          | Equities   |
| PETCO HEALTH & WELLNESS CO INC COM              | 2500-12-31      | N/A      | 0.0000% | $88516.00          | $316887.28         | Equities   |
| OAK VY BANCORP OAKDALE CALIF   COM              | 2500-12-31      | N/A      | 0.0000% | $1143.00           | $29352.24          | Equities   |
| PAN AMERN SILVER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $233039.00         | $5639543.80        | Equities   |
| NACCO INDS INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $2865.00           | $104515.20         | Equities   |
| PROTO LABS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $3279.00           | $123323.19         | Equities   |
| ANI PHARMACEUTICALS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $58.26             | Equities   |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $5514.00           | $10531.74          | Equities   |
| CLAROS MTG TR INC              COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $125717.00         | $325607.03         | Equities   |
| CLEARWATER PAPER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $40570.00          | $1190323.80        | Equities   |
| COMMUNITY TR BANCORP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $2398.00           | $123257.20         | Equities   |
| AMERICAN AXLE & MFG HLDGS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $308940.00         | $1377872.40        | Equities   |
| BAUSCH PLUS LOMB CORP          COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $310886.00         | $3643583.92        | Equities   |
| AUTOHOME INC                   SP ADS RP CL A   | 2500-12-31      | N/A      | 0.0000% | $42894.00          | $1068489.54        | Equities   |
| AVEPOINT INC                   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $741259.00         | $13713291.50       | Equities   |
| AMNEAL PHARMACEUTICALS INC     COM STK CL A     | 2500-12-31      | N/A      | 0.0000% | $86407.00          | $630771.10         | Equities   |
| ABACUS GLOBAL MGMT INC         CL A             | 2500-12-31      | N/A      | 0.0000% | $11516.00          | $88788.36          | Equities   |
| ALARM COM HLDGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $59586.00          | $3430961.88        | Equities   |
| ASE TECHNOLOGY HLDG CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2317001.00        | $22057849.52       | Equities   |
| ABEONA THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $18977.00          | $116898.32         | Equities   |
| ATOUR LIFESTYLE HLDGS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $187704.00         | $5985880.56        | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $88474.00          | $14471692.18       | Equities   |
| ARTESIAN RES CORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $7142.00           | $242685.16         | Equities   |
| ALERUS FINL CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $13603.00          | $286751.24         | Equities   |
| TFI INTL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $242691.00         | $21021894.42       | Equities   |
| TWFG INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $69709.00          | $2432147.01        | Equities   |
| TARSUS PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $71787.00          | $3118427.28        | Equities   |
| TOMPKINS FINL CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $6036.00           | $372843.72         | Equities   |
| T ROWE PRICE ETF INC           PRICE GRW STOCK  | 2500-12-31      | N/A      | 0.0000% | $303.00            | $11982.20          | Equities   |
| TELECOM ARGENTINA SA           SPON ADR REP B   | 2500-12-31      | N/A      | 0.0000% | $900.00            | $9126.00           | Equities   |
| TELOS CORP MD                  COM              | 2500-12-31      | N/A      | 0.0000% | $28871.00          | $72754.92          | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $196468.00         | $38733666.20       | Equities   |
| SUNCOKE ENERGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $19588.00          | $161796.88         | Equities   |
| TECTONIC THERAPEUTIC INC       COM              | 2500-12-31      | N/A      | 0.0000% | $43616.00          | $976998.40         | Equities   |
| SYNDAX PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $299238.00         | $3177907.56        | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BEAR  | 2500-12-31      | N/A      | 0.0000% | $3324.00           | $75621.00          | Equities   |
| DIAMOND HILL INVT GROUP INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $15835.00          | $2262346.45        | Equities   |
| DIREXION SHS ETF TR            DAILY MU BEAR    | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $101595.00         | Equities   |
| EMBECTA CORP                   COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $578468.00         | $6047882.94        | Equities   |
| DESIGN THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $139281.00         | $558516.81         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    WTR ETF          | 2500-12-31      | N/A      | 0.0000% | $21.00             | $2222.74           | Equities   |
| DIREXION SHS ETF TR            DAILY CRYPTO IND | 2500-12-31      | N/A      | 0.0000% | $2363.00           | $54396.26          | Equities   |
| GLADSTONE COMMERCIAL CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $239239.00         | $3418725.31        | Equities   |
| GBANK FINL HLDGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $13442.00          | $533109.72         | Equities   |
| EMPLOYERS HLDGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $9885.00           | $483079.95         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $16269.00          | $1283461.41        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $7409.00           | $762163.83         | Equities   |
| TRANSPORTADORA DE GAS SUR      SPONSORED ADS B  | 2500-12-31      | N/A      | 0.0000% | $416.00            | $12026.56          | Equities   |
| VANECK ETF TRUST               SEMICONDUCTR ETF | 2500-12-31      | N/A      | 0.0000% | $219404.00         | $53552128.32       | Equities   |
| VANECK ETF TRUST               EMERGING MRKT HI | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1034.56           | Equities   |
| TRIP COM GROUP LTD             ADS              | 2500-12-31      | N/A      | 0.0000% | $17949.00          | $1158787.44        | Equities   |
| VODAFONE GROUP PLC NEW         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $392847.00         | $4062037.98        | Equities   |
| VANGUARD WORLD FD              CONSUM DIS ETF   | 2500-12-31      | N/A      | 0.0000% | $221.00            | $79064.96          | Equities   |
| TUYA INC                       SPONSERED ADS    | 2500-12-31      | N/A      | 0.0000% | $491615.00         | $1278199.00        | Equities   |
| TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $453804.00         | $2790894.60        | Equities   |
| UP FINTECH HLDG LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $225465.00         | $1900669.95        | Equities   |
| TWIST BIOSCIENCE CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $9648.00           | $278730.72         | Equities   |
| WORLD GOLD TR                  SPDR GLD MINIS   | 2500-12-31      | N/A      | 0.0000% | $44.00             | $2889.48           | Equities   |
| CREDO TECHNOLOGY GROUP HOLDING ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $287635.00         | $18359742.05       | Equities   |
| VANGUARD ADMIRAL FDS INC       MIDCP 400 IDX    | 2500-12-31      | N/A      | 0.0000% | $876.00            | $89387.04          | Equities   |
| BURFORD CAP LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $45126.00          | $587540.52         | Equities   |
| VANGUARD ADMIRAL FDS INC       SMLCP 600 VAL    | 2500-12-31      | N/A      | 0.0000% | $26.00             | $2155.66           | Equities   |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $12046907.00       | $58909375.23       | Equities   |
| CHURCHILL CAPITAL CORP IX      CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $16986.00          | $188374.74         | Equities   |
| VANECK ETF TRUST               URANIUM AND NUCL | 2500-12-31      | N/A      | 0.0000% | $1358.00           | $132079.08         | Equities   |
| YUM CHINA HLDGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $18713.00          | $837781.01         | Equities   |
| VANECK ETF TRUST               VIDEO GMNG ESPRT | 2500-12-31      | N/A      | 0.0000% | $61.00             | $6186.01           | Equities   |
| UNITED STATES CELLULAR CORP    COM              | 2500-12-31      | N/A      | 0.0000% | $6505.00           | $402594.45         | Equities   |
| SPARK I ACQUISITION CORP       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $14239.00          | $154493.15         | Equities   |
| WATERSTONE FINL INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $14274.00          | $184705.56         | Equities   |
| CS DISCO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $15199.00          | $59580.08          | Equities   |
| BANCO BBVA ARGENTINA S A       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1070.00           | $21004.10          | Equities   |
| CIDARA THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9531.00           | $209872.62         | Equities   |
| CATALYST PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $7830.00           | $192461.40         | Equities   |
| BRADY CORP                     CL A             | 2500-12-31      | N/A      | 0.0000% | $7121.00           | $499822.99         | Equities   |
| CAE INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $66897.00          | $1700521.74        | Equities   |
| CHEWY INC                      CL A             | 2500-12-31      | N/A      | 0.0000% | $1407340.00        | $62499969.40       | Equities   |
| EASTERLY GOVT PPTYS INC        COM SHS          | 2500-12-31      | N/A      | 0.0000% | $31902.00          | $702482.04         | Equities   |
| ENVVENO MEDICAL CORPORATION    COM              | 2500-12-31      | N/A      | 0.0000% | $89330.00          | $334987.50         | Equities   |
| INFOSYS LTD                    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $315447.00         | $5823151.62        | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $156128.00         | $16761902.08       | Equities   |
| ZEEKR INTELLIGENT TECHNOLOGY   SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $29772.00          | $791637.48         | Equities   |
| VIKING HOLDINGS LTD            ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1204732.00        | $53417816.88       | Equities   |
| UNIFIRST CORP MASS             COM              | 2500-12-31      | N/A      | 0.0000% | $5864.00           | $1105422.64        | Equities   |
| VIEMED HEALTHCARE INC          COM              | 2500-12-31      | N/A      | 0.0000% | $17247.00          | $113312.79         | Equities   |
| CALEDONIA MNG CORP PLC         SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $7009.00           | $118942.73         | Equities   |
| NATIONAL ENERGY SERVICES REUNI SHS              | 2500-12-31      | N/A      | 0.0000% | $262363.00         | $1681746.83        | Equities   |
| VIGIL NEUROSCIENCE INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1030242.00        | $8118306.96        | Equities   |
| U S GOLD CORP                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $30620.00          | $338044.80         | Equities   |
| GLOBAL X FDS                   GLB X MLP ENRG I | 2500-12-31      | N/A      | 0.0000% | $7822.00           | $473231.00         | Equities   |
| GUILD HLDGS CO                 CL A             | 2500-12-31      | N/A      | 0.0000% | $10639.00          | $147669.32         | Equities   |
| DOCEBO INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $37560.00          | $1013744.40        | Equities   |
| GOODRX HLDGS INC               COM CL A         | 2500-12-31      | N/A      | 0.0000% | $370031.00         | $1409818.11        | Equities   |
| IPERIONX LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $72.00             | $1671.12           | Equities   |
| HESAI GROUP                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1019752.00        | $20558200.32       | Equities   |
| FULL TRUCK ALLIANCE CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $9036.00           | $109877.76         | Equities   |
| GLOBAL X FDS                   GLB X MLP ENRG I | 2500-12-31      | N/A      | 0.0000% | $400.00            | $24200.00          | Equities   |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $776.00            | $4756.88           | Equities   |
| FLOTEK INDS INC DEL            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8425.00           | $126290.75         | Equities   |
| FIRST TR EXCHANGE TRADED FD II FINLS ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $836.00            | $45052.04          | Equities   |
| HCI GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $46778.00          | $7617797.30        | Equities   |
| HINGHAM INSTN SVGS MASS        COM              | 2500-12-31      | N/A      | 0.0000% | $700.00            | $173936.00         | Equities   |
| DIREXION SHS ETF TR            DLY GOLD INDX 2X | 2500-12-31      | N/A      | 0.0000% | $100.00            | $7048.00           | Equities   |
| FRANKLIN FINL SVCS CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $3747.00           | $144671.67         | Equities   |
| GETTY RLTY CORP NEW            COM              | 2500-12-31      | N/A      | 0.0000% | $110026.00         | $3207257.90        | Equities   |
| GOOSEHEAD INS INC              COM CL A         | 2500-12-31      | N/A      | 0.0000% | $112421.00         | $12195430.08       | Equities   |
| HELIOS TECHNOLOGIES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $9686.00           | $295035.56         | Equities   |
| GLOBAL X FDS                   CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $452.00            | $10287.52          | Equities   |
| GLOBAL X FDS                   CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $13652.00          | $310719.52         | Equities   |
| DIREXION SHS ETF TR            DAILY CRYPTO INU | 2500-12-31      | N/A      | 0.0000% | $4898.00           | $92278.32          | Equities   |
| DIREXION SHS ETF TR            DAILY AI AND BIG | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $62846.00          | Equities   |
| FREIGHTCAR AMER INC            COM              | 2500-12-31      | N/A      | 0.0000% | $30892.00          | $246827.08         | Equities   |
| ETON PHARMACEUTICALS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $9751.00           | $184488.92         | Equities   |
| EZCORP INC                     CL A NON VTG     | 2500-12-31      | N/A      | 0.0000% | $141527.00         | $1899292.34        | Equities   |
| FINVOLUTION GROUP              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $62744.00          | $547127.68         | Equities   |
| EAGLE BANCORP MONT INC         COM              | 2500-12-31      | N/A      | 0.0000% | $11748.00          | $199716.00         | Equities   |
| ENDEAVOUR SILVER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $484416.00         | $1724520.96        | Equities   |
| GDS HLDGS LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $29961.00          | $751721.49         | Equities   |
| GORMAN RUPP CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $28026.00          | $1027713.42        | Equities   |
| ENTERPRISE FINL SVCS CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $15523.00          | $826289.29         | Equities   |
| DIREXION SHS ETF TR            DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $14397.00          | $175787.37         | Equities   |
| GIBRALTAR INDS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $10458.00          | $620996.04         | Equities   |
| FLUSHING FINL CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $18600.00          | $225804.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    DJ INTERNT IDX   | 2500-12-31      | N/A      | 0.0000% | $18604.00          | $4643000.28        | Equities   |
| GENCOR INDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $2876.00           | $40752.92          | Equities   |
| CORCEPT THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1587.00           | $123214.68         | Equities   |
| ENSTAR GROUP LIMITED           SHS              | 2500-12-31      | N/A      | 0.0000% | $110529.00         | $37028320.29       | Equities   |
| CELLEBRITE DI LTD              ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $65789.00          | $1103939.42        | Equities   |
| VALENS SEMICONDUCTOR LTD       ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $85043.00          | $187945.03         | Equities   |
| INTL GNRL INSURANCE HLDNGS LTD SHS              | 2500-12-31      | N/A      | 0.0000% | $3128.00           | $72600.88          | Equities   |
| ZTO EXPRESS CAYMAN INC         SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $50.00             | $893.00            | Equities   |
| FERROGLOBE PLC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $38.00             | $143.26            | Equities   |
| WISDOMTREE TR                  CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $9132.00           | $325555.80         | Equities   |
| THERAVANCE BIOPHARMA INC       COM              | 2500-12-31      | N/A      | 0.0000% | $252596.00         | $2349142.80        | Equities   |
| MURAL ONCOLOGY PUB LTD CO      ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $397286.00         | $1048835.04        | Equities   |
| VIPSHOP HLDGS LTD              SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $510778.00         | $7207077.58        | Equities   |
| ORION S.A.                     COM              | 2500-12-31      | N/A      | 0.0000% | $275448.00         | $3043700.40        | Equities   |
| BITDEER TECHNOLOGIES GROUP     CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $636905.00         | $9114110.55        | Equities   |
| ZIMVIE INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $41294.00          | $370407.18         | Equities   |
| JFROG LTD                      ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $296191.00         | $12706593.90       | Equities   |
| DOLE PLC                       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $52670.00          | $742647.00         | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $646540.00         | $50100384.60       | Equities   |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $214176.00         | $41633672.64       | Equities   |
| ESTABLISHMENT LABS HLDGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $95601.00          | $3315442.68        | Equities   |
| SUN CTRY AIRLS HLDGS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $7306.00           | $84822.66          | Equities   |
| CENOVUS ENERGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $787585.00         | $10671776.75       | Equities   |
| BAIDU INC                      SPON ADR REP A   | 2500-12-31      | N/A      | 0.0000% | $1612.00           | $136036.68         | Equities   |
| BIOAGE LABS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $235796.00         | $938468.08         | Equities   |
| CENTRAIS ELETRICAS BRASILEIRAS SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $603.00            | $4444.11           | Equities   |
| CENTERRA GOLD INC              COM              | 2500-12-31      | N/A      | 0.0000% | $112536.00         | $803507.04         | Equities   |
| BRIDGE INVT GROUP HLDGS INC    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $73640.00          | $683379.20         | Equities   |
| AMYLYX PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $137197.00         | $672265.30         | Equities   |
| CANGO INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $34599.00          | $159847.38         | Equities   |
| BIOATLA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $205910.00         | $80510.81          | Equities   |
| APPIAN CORP                    CL A             | 2500-12-31      | N/A      | 0.0000% | $51.00             | $1596.81           | Equities   |
| CANADIAN NATL RY CO            COM              | 2500-12-31      | N/A      | 0.0000% | $237116.00         | $24892437.68       | Equities   |
| BROADSTONE NET LEASE INC       COM              | 2500-12-31      | N/A      | 0.0000% | $249727.00         | $3983145.65        | Equities   |
| ARGENX SE                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $14589.00          | $8475479.55        | Equities   |
| CB FINL SVCS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $15368.00          | $449360.32         | Equities   |
| ALIGOS THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $45901.00          | $263242.23         | Equities   |
| AMERICAN PUB ED INC            COM              | 2500-12-31      | N/A      | 0.0000% | $5289.00           | $153936.35         | Equities   |
| BLEND LABS INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $58778.00          | $211600.80         | Equities   |
| HUDBAY MINERALS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1229876.00        | $11130377.80       | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $805.00            | $3042.90           | Equities   |
| METHANEX CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $85014.00          | $2822464.80        | Equities   |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $52.00             | $3052.92           | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $115703.00         | $6928295.64        | Equities   |
| JD.COM INC                     SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $736926.00         | $24274342.44       | Equities   |
| J P MORGAN EXCHANGE TRADED FD  DIVERSFD EQT ETF | 2500-12-31      | N/A      | 0.0000% | $464.00            | $20453.12          | Equities   |
| ISHARES GOLD TR                SHARES REPRESENT | 2500-12-31      | N/A      | 0.0000% | $74.00             | $2446.44           | Equities   |
| ISHARES TR                     IBOXX INV CP ETF | 2500-12-31      | N/A      | 0.0000% | $99814.00          | $10726012.44       | Equities   |
| ISHARES TR                     US HLTHCARE ETF  | 2500-12-31      | N/A      | 0.0000% | $35750.00          | $1981622.50        | Equities   |
| INVESCO EXCH TRADED FD TR II   CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $810.00            | $33785.10          | Equities   |
| INTERNATIONAL MNY EXPRESS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $6643.00           | $73006.57          | Equities   |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $200.00            | $1090.00           | Equities   |
| KEZAR LIFE SCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $30170.00          | $125808.90         | Equities   |
| INVENTRUST PPTYS CORP          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $93528.00          | $2643101.28        | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $3.00              | $37.83             | Equities   |
| ISHARES TR                     GLOB HLTHCRE ETF | 2500-12-31      | N/A      | 0.0000% | $328.00            | $27975.12          | Equities   |
| ISHARES TR                     RUS 1000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $44.00             | $17589.88          | Equities   |
| ATYR PHARMA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $389410.00         | $1656939.55        | Equities   |
| ALPS ETF TR                    CLEAN ENERGY     | 2500-12-31      | N/A      | 0.0000% | $84176.00          | $2060628.48        | Equities   |
| MGP INGREDIENTS INC NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $24141.00          | $727368.33         | Equities   |
| LOMA NEGRA C I A S A MTN  144A SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $10.00             | $130.40            | Equities   |
| KINGSOFT CLOUD HLDGS LTD       ADS              | 2500-12-31      | N/A      | 0.0000% | $864404.00         | $10208611.24       | Equities   |
| KINGSTONE COS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $37380.00          | $598453.80         | Equities   |
| MIDLAND STATES BANCORP INC     COM              | 2500-12-31      | N/A      | 0.0000% | $106300.00         | $1789029.00        | Equities   |
| KOREA ELEC PWR CORP            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1188.00           | $12949.20          | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $110871.00         | $806032.17         | Equities   |
| MERCHANTS BANCORP IND          COM              | 2500-12-31      | N/A      | 0.0000% | $13620.00          | $446191.20         | Equities   |
| MERCADOLIBRE INC               COM              | 2500-12-31      | N/A      | 0.0000% | $24553.00          | $62499415.97       | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P MDCP 400 REV | 2500-12-31      | N/A      | 0.0000% | $1.00              | $112.77            | Equities   |
| ISHARES INC                    MSCI TAIWAN ETF  | 2500-12-31      | N/A      | 0.0000% | $68.00             | $3595.16           | Equities   |
| JOURNEY MED CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $79840.00          | $644308.80         | Equities   |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $31868.00          | $2919746.16        | Equities   |
| MYRIAD GENETICS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1647015.00        | $6851582.40        | Equities   |
| JBT MAREL CORPORATION          COM              | 2500-12-31      | N/A      | 0.0000% | $168064.00         | $19623152.64       | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P500 LOW VOL   | 2500-12-31      | N/A      | 0.0000% | $20853.00          | $1524562.83        | Equities   |
| ISHARES TR                     CORE HIGH DV ETF | 2500-12-31      | N/A      | 0.0000% | $23.00             | $2660.64           | Equities   |
| ISHARES TR                     MSCI SAUDI ARBIA | 2500-12-31      | N/A      | 0.0000% | $104940.00         | $4028646.60        | Equities   |
| ONECONNECT FINL TECHNOLOGY CO  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $22942.00          | $163805.88         | Equities   |
| PRUDENTIAL PLC                 ADR              | 2500-12-31      | N/A      | 0.0000% | $242931.00         | $5558261.28        | Equities   |
| PLAYAGS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $92428.00          | $1131318.72        | Equities   |
| LENZ THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $99142.00          | $2927663.26        | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $93.00             | $391.53            | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $1357442.00        | $8619756.70        | Equities   |
| OR ROYALTIES INC.              COM SHS          | 2500-12-31      | N/A      | 0.0000% | $78262.00          | $1974550.26        | Equities   |
| KALARIS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $38578.00          | $114190.88         | Equities   |
| OLD SECOND BANCORP INC ILL     COM              | 2500-12-31      | N/A      | 0.0000% | $49743.00          | $833195.25         | Equities   |
| PCB BANCORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $17864.00          | $347097.52         | Equities   |
| NV5 GLOBAL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $388439.00         | $8650536.53        | Equities   |
| LIMONEIRA CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $72216.00          | $1138124.16        | Equities   |
| AERCAP HOLDINGS NV             SHS              | 2500-12-31      | N/A      | 0.0000% | $342695.00         | $39334532.10       | Equities   |
| ERMENEGILDO ZEGNA N V          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $187575.00         | $1622523.75        | Equities   |
| TOWER SEMICONDUCTOR LTD        SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $68600.00          | $2777614.00        | Equities   |
| STRATASYS LTD                  SHS              | 2500-12-31      | N/A      | 0.0000% | $36446.00          | $382318.54         | Equities   |
| UBS GROUP AG                   SHS              | 2500-12-31      | N/A      | 0.0000% | $153797.00         | $4866137.08        | Equities   |
| ZIM INTEGRATED SHIPPING SERV   SHS              | 2500-12-31      | N/A      | 0.0000% | $248319.00         | $4278536.37        | Equities   |
| ELBIT SYS LTD                  ORD              | 2500-12-31      | N/A      | 0.0000% | $88456.00          | $35655729.04       | Equities   |
| KORNIT DIGITAL LTD             SHS              | 2500-12-31      | N/A      | 0.0000% | $64370.00          | $1438025.80        | Equities   |
| SIRIUSPOINT LTD                COM              | 2500-12-31      | N/A      | 0.0000% | $99895.00          | $1962936.75        | Equities   |
| DHT HOLDINGS INC               SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $1866680.00        | $21261485.20       | Equities   |
| ITURAN LOCATION AND CONTROL    SHS              | 2500-12-31      | N/A      | 0.0000% | $1829.00           | $68148.54          | Equities   |
| WISDOMTREE TR                  US LARGECAP DIVD | 2500-12-31      | N/A      | 0.0000% | $204.00            | $16199.64          | Equities   |
| HUTCHMED CHINA LTD             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $48396.00          | $670768.56         | Equities   |
| GLOBAL X FDS                   CYBRSCURTY ETF   | 2500-12-31      | N/A      | 0.0000% | $5124.00           | $176726.76         | Equities   |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $24851.00          | $152336.63         | Equities   |
| INOGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $3350.00           | $21875.50          | Equities   |
| INNOVIVA INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $760942.00         | $14830759.58       | Equities   |
| IAMGOLD CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $3167871.00        | $21478165.38       | Equities   |

### Security 648: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.680000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP184351, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP184351
- **C.18 - Value (incl. sponsor support):** $399968944.00
- **C.18.a - Value (excl. sponsor support):** $399968944.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| EA SERIES TRUST                ASTORIA US EQUAL | 2500-12-31      | N/A      | 0.0000% | $1091.00           | $33570.07          | Equities   |
| AMPLIFY ETF TR                 WEIGHT LOSS DRUG | 2500-12-31      | N/A      | 0.0000% | $1249.00           | $27374.58          | Equities   |
| BUILD FUNDS TRUST              BOND INNOVATION  | 2500-12-31      | N/A      | 0.0000% | $1757.00           | $43819.58          | Equities   |
| BLACKROCK ETF TRUST            WORLD EX US CARB | 2500-12-31      | N/A      | 0.0000% | $8385.00           | $421420.04         | Equities   |
| CALAMOS ETF TR                 S P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $7550.00           | $208517.41         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $915520.00         | $11965846.40       | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE BTC    | 2500-12-31      | N/A      | 0.0000% | $2152.00           | $73339.73          | Equities   |
| AMERICAN CENTY ETF TR          SELECT HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $2323.00           | $106832.68         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   INTERNATIONAL HI | 2500-12-31      | N/A      | 0.0000% | $558.00            | $18542.06          | Equities   |
| KRANESHARES TRUST              MSCI ONE BELT    | 2500-12-31      | N/A      | 0.0000% | $1170.00           | $26654.82          | Equities   |
| MATTHEWS ASIA FDS              ASIA INNOV ACTIV | 2500-12-31      | N/A      | 0.0000% | $719.00            | $21086.90          | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $3173.00           | $72747.05          | Equities   |
| BLACKROCK ETF TRUST            ISHARES TECHNOLO | 2500-12-31      | N/A      | 0.0000% | $7565.00           | $194738.99         | Equities   |
| BNY MELLON ETF TRUST           EMRG MKT EQUIT   | 2500-12-31      | N/A      | 0.0000% | $21563.00          | $1366440.84        | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS GBL PO | 2500-12-31      | N/A      | 0.0000% | $5088.00           | $158960.82         | Equities   |
| BARCLAYS BANK PLC              IPATH SER B ETN  | 2049-12-31      | N/A      | 0.0000% | $815.00            | $22733.20          | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM US LRG | 2500-12-31      | N/A      | 0.0000% | $857.00            | $26578.74          | Equities   |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1056712.00        | $20077528.00       | Equities   |
| ADVISORSHARES TR               PSYCHEDELICS ETF | 2500-12-31      | N/A      | 0.0000% | $2667.00           | $34964.37          | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $2227.00           | $54824.51          | Equities   |
| VANECK ETF TRUST               NATURAL RESOURC  | 2500-12-31      | N/A      | 0.0000% | $8060.00           | $404613.61         | Equities   |
| VANECK ETF TRUST               RETAIL ETF       | 2500-12-31      | N/A      | 0.0000% | $6195.00           | $1447461.75        | Equities   |
| VALKYRIE ETF TRUST II          COINSHARES VALKY | 2500-12-31      | N/A      | 0.0000% | $3813.00           | $199686.81         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS US EQT PLS CNVEX | 2500-12-31      | N/A      | 0.0000% | $457.00            | $17979.11          | Equities   |
| TIDAL ETF TR                   AZTLAN NORTH AME | 2500-12-31      | N/A      | 0.0000% | $1910.00           | $41023.55          | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP MUNIC | 2500-12-31      | N/A      | 0.0000% | $6242.00           | $63044.20          | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $7638.00           | $272071.67         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS GOLD STRATEGY PL | 2500-12-31      | N/A      | 0.0000% | $2731.00           | $95196.11          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MULTI QIS ALTERN | 2500-12-31      | N/A      | 0.0000% | $7047.00           | $156869.04         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $1054.00           | $25675.44          | Equities   |
| SCYNEXIS INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $65244.00          | $58347.71          | Equities   |
| SPINNAKER ETF SERIES           OBRA HIGH GRDE   | 2500-12-31      | N/A      | 0.0000% | $3450.00           | $34569.00          | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $124542.00         | $20077415.82       | Equities   |
| URBAN ONE INC                  CL D NON VTG     | 2500-12-31      | N/A      | 0.0000% | $32886.00          | $23677.92          | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $919.00            | $12438.67          | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY TRAN | 2500-12-31      | N/A      | 0.0000% | $694.00            | $18286.90          | Equities   |
| SPDR INDEX SHS FDS             MSCI EMRG MKTS   | 2500-12-31      | N/A      | 0.0000% | $2932.00           | $179057.24         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2029 | 2500-12-31      | N/A      | 0.0000% | $1265.00           | $30739.50          | Equities   |
| VANGUARD SCOTTSDALE FDS        MTG-BKD SECS ETF | 2500-12-31      | N/A      | 0.0000% | $365.00            | $16658.60          | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $11371.00          | $276940.71         | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $37016.00          | $20074517.12       | Equities   |
| VIRTUS ETF TR II               STONE HARBOR EMG | 2500-12-31      | N/A      | 0.0000% | $2709.00           | $71531.15          | Equities   |
| TIDAL TR II                    TACTICAL ADVANT  | 2500-12-31      | N/A      | 0.0000% | $2378.00           | $49350.16          | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $38930.00          | $3081698.80        | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $178579.00         | $194651.11         | Equities   |
| TURNSTONE BIOLOGICS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $159659.00         | $51426.16          | Equities   |
| TIDAL ETF TR                   UPAR ULTRA RISK  | 2500-12-31      | N/A      | 0.0000% | $4075.00           | $55476.23          | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $101836.00         | $20076967.40       | Equities   |
| SPDR INDEX SHS FDS             SPDR S&P EMERGIN | 2500-12-31      | N/A      | 0.0000% | $1313.00           | $33140.12          | Equities   |
| SPDR SERIES TRUST              DJ REIT ETF      | 2500-12-31      | N/A      | 0.0000% | $29691.00          | $2906451.99        | Equities   |
| TIDAL ETF TR                   SONICSHARES GBL  | 2500-12-31      | N/A      | 0.0000% | $6002.00           | $175138.36         | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $955.00            | $114193.46         | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY DI   | 2500-12-31      | N/A      | 0.0000% | $958.00            | $28452.60          | Equities   |
| THEMES ETF TR                  GENERATIVE ARTIF | 2500-12-31      | N/A      | 0.0000% | $2132.00           | $69929.60          | Equities   |
| TEMA ETF TRUST                 NEUROSCIENCE & M | 2500-12-31      | N/A      | 0.0000% | $530.00            | $11919.33          | Equities   |
| SPDR SERIES TRUST              SPDR S&P 500 ETF | 2500-12-31      | N/A      | 0.0000% | $411.00            | $19958.16          | Equities   |
| TEMA ETF TRUST                 ELECTRIFICATION  | 2500-12-31      | N/A      | 0.0000% | $991.00            | $23496.61          | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP INTL  | 2500-12-31      | N/A      | 0.0000% | $883.00            | $10410.22          | Equities   |
| SPROTT FDS TR                  COPPER MINER ETF | 2500-12-31      | N/A      | 0.0000% | $13107.00          | $275902.35         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2027 | 2500-12-31      | N/A      | 0.0000% | $1609.00           | $39492.90          | Equities   |
| SPDR SERIES TRUST              PORTFOLIO S&P400 | 2500-12-31      | N/A      | 0.0000% | $27938.00          | $1477361.44        | Equities   |
| SPDR SERIES TRUST              PORTFOLI S&P1500 | 2500-12-31      | N/A      | 0.0000% | $40628.00          | $2908558.52        | Equities   |
| FIRST TR EXCHNG TRADED FD VIII FT RAYMOND JAMES | 2500-12-31      | N/A      | 0.0000% | $380.00            | $8680.57           | Equities   |
| SSGA ACTIVE ETF TR             GLOBL ALLO ETF   | 2500-12-31      | N/A      | 0.0000% | $1171.00           | $53885.20          | Equities   |
| FIRST TR EXCH TRADED FD III    NEW YORK MUNI    | 2500-12-31      | N/A      | 0.0000% | $2164.00           | $56040.46          | Equities   |
| FIRST TR EXCH TRADED FD III    RIVRFRNT DYN EUR | 2500-12-31      | N/A      | 0.0000% | $263.00            | $18065.31          | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET G | 2500-12-31      | N/A      | 0.0000% | $9607.00           | $250760.95         | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM U S EQ | 2500-12-31      | N/A      | 0.0000% | $14068.00          | $406565.20         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $6145.00           | $352913.49         | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET T | 2500-12-31      | N/A      | 0.0000% | $4959.00           | $139450.55         | Equities   |
| ALTICE USA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $3465040.00        | $8108193.60        | Equities   |
| ALLSPRING EXCHANGE TRADED FUND CORE PLUS ETF    | 2500-12-31      | N/A      | 0.0000% | $2288.00           | $56284.80          | Equities   |
| EA SERIES TRUST                BUSHIDO CAP U S  | 2500-12-31      | N/A      | 0.0000% | $643.00            | $20152.39          | Equities   |
| BANCO SANTANDER BRASIL S A     ADS REP 1 UNIT   | 2500-12-31      | N/A      | 0.0000% | $95563.00          | $505528.27         | Equities   |
| EA SERIES TRUST                STRIVE INTL DEV  | 2500-12-31      | N/A      | 0.0000% | $1803.00           | $50952.78          | Equities   |
| ADVISORS INNER CIRCLE FD III   RAYLIANT QUANTIT | 2500-12-31      | N/A      | 0.0000% | $12611.00          | $435530.97         | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $5078.00           | $112551.33         | Equities   |
| ABSOLUTE SHS TR                WBI BBR QTY 3000 | 2500-12-31      | N/A      | 0.0000% | $1813.00           | $56196.65          | Equities   |
| ETFS GOLD TR                   PHYSCL GOLD SHS  | 2500-12-31      | N/A      | 0.0000% | $198227.00         | $6271902.28        | Equities   |
| BNY MELLON ETF TRUST II        DYNAMIC VALUE    | 2500-12-31      | N/A      | 0.0000% | $17908.00          | $455758.60         | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $122744.00         | $20077236.08       | Equities   |
| ABRDN SILVER ETF TRUST         PHYSCL SILVR SHS | 2500-12-31      | N/A      | 0.0000% | $13151.00          | $418201.80         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   DISCIPLINED VAL  | 2500-12-31      | N/A      | 0.0000% | $2177.00           | $66118.76          | Equities   |
| ALPS ETF TR                    RIVERFRONT DYM   | 2500-12-31      | N/A      | 0.0000% | $2346.00           | $52296.09          | Equities   |
| ADVISORS INNER CIRCLE FD III   DEMOCRACY INTERN | 2500-12-31      | N/A      | 0.0000% | $2714.00           | $75466.30          | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET O | 2500-12-31      | N/A      | 0.0000% | $4451.00           | $113144.42         | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $1155.00           | $40488.29          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ  | 2500-12-31      | N/A      | 0.0000% | $2471.00           | $75316.08          | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $5503.00           | $168134.81         | Equities   |
| ISHARES TR                     EMERGNT FD & AGT | 2500-12-31      | N/A      | 0.0000% | $1065.00           | $22888.66          | Equities   |
| ISHARES TR                     GBL COMM SVC ETF | 2500-12-31      | N/A      | 0.0000% | $38318.00          | $4031436.78        | Equities   |
| IRON HORSE ACQUISITIONS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $17227.00          | $181658.71         | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $71669.00          | $1821825.98        | Equities   |
| ISHARES TR                     IBONDS OCT 2033  | 2500-12-31      | N/A      | 0.0000% | $3556.00           | $91425.12          | Equities   |
| ISHARES TR                     MSCI CHINA MLTSE | 2500-12-31      | N/A      | 0.0000% | $9418.00           | $176964.22         | Equities   |
| ISHARES TR                     MSCI LW CRB TG   | 2500-12-31      | N/A      | 0.0000% | $10453.00          | $2125303.96        | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $29681.00          | $911503.51         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $334680.00         | $20077453.20       | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $33864.00          | $20073901.92       | Equities   |
| PROSHARES TR                   ULT MSCI BR CAPP | 2500-12-31      | N/A      | 0.0000% | $17944.00          | $214879.40         | Equities   |
| PROSHARES TR II                PSH ULTRA EURO   | 2500-12-31      | N/A      | 0.0000% | $4589.00           | $57546.06          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $2363.00           | $150671.02         | Equities   |
| RBB FD INC                     US TREAS 20YR BD | 2500-12-31      | N/A      | 0.0000% | $11705.00          | $502027.45         | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $76124.96          | Equities   |
| PROSHARES TR                   ULTR MSCI ETF    | 2500-12-31      | N/A      | 0.0000% | $693.00            | $37313.68          | Equities   |
| PROSHARES TR                   MSCI EMRG ETF    | 2500-12-31      | N/A      | 0.0000% | $4437.00           | $257656.59         | Equities   |
| PIMCO ETF TR                   MTG BKD SECS ACT | 2500-12-31      | N/A      | 0.0000% | $5417.00           | $260959.10         | Equities   |
| RBB FD INC                     US TREAS 3 YR NT | 2500-12-31      | N/A      | 0.0000% | $120.00            | $5939.40           | Equities   |
| RBB FUND TRUST                 TWEEDY BROWNE    | 2500-12-31      | N/A      | 0.0000% | $29993.00          | $336821.39         | Equities   |
| NEOS ETF TRUST                 FIS KNIGHTS      | 2500-12-31      | N/A      | 0.0000% | $417.00            | $12477.27          | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $65696.00          | $20077354.56       | Equities   |
| RENAISSANCE CAP GREENWICH FDS  INTNTL IPO ETF   | 2500-12-31      | N/A      | 0.0000% | $1154.00           | $16467.58          | Equities   |
| QUETTA ACQUISITION CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $6731.00           | $71685.15          | Equities   |
| FIRST TR EXCHANGE TRADED FD II BLOOMBERG EMMKT  | 2500-12-31      | N/A      | 0.0000% | $963.00            | $22911.89          | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE LOW  | 2500-12-31      | N/A      | 0.0000% | $230.00            | $11536.34          | Equities   |
| DIREXION SHS ETF TR            DLY CNMSR BULL   | 2500-12-31      | N/A      | 0.0000% | $5069.00           | $206156.23         | Equities   |
| FIRST TR EXCHANGE TRADED FD II EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $948.00            | $23759.06          | Equities   |
| FIDELITY MERRIMACK STR TR      LOW DURATION BD  | 2500-12-31      | N/A      | 0.0000% | $1536.00           | $77345.28          | Equities   |
| RBB FD INC                     SGI ENHANCED GLB | 2500-12-31      | N/A      | 0.0000% | $735.00            | $20207.94          | Equities   |
| PROSHARES TR                   PSHS ULSHT 7-10Y | 2500-12-31      | N/A      | 0.0000% | $16289.00          | $381123.51         | Equities   |
| RBB FD INC                     SGI ENHANCED NAS | 2500-12-31      | N/A      | 0.0000% | $2550.00           | $68336.68          | Equities   |
| PROSHARES TR                   ULTRAPRO SHT QQQ | 2500-12-31      | N/A      | 0.0000% | $167407.00         | $3947457.06        | Equities   |
| PROSHARES TR                   ULTR RUSSL2000   | 2500-12-31      | N/A      | 0.0000% | $110125.00         | $3813628.75        | Equities   |
| PROSHARES TR                   SHORT MSCI EMRNG | 2500-12-31      | N/A      | 0.0000% | $16851.00          | $412006.95         | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE HIGH | 2500-12-31      | N/A      | 0.0000% | $1418.00           | $74787.73          | Equities   |
| PROSHARES TR                   BITCOIN & ETHER  | 2500-12-31      | N/A      | 0.0000% | $1418.00           | $100309.32         | Equities   |
| NUSHARES ETF TR                NUVEEN HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $33319.00          | $810584.63         | Equities   |
| PROSHARES TR                   NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $48530.00          | $1880537.50        | Equities   |
| TIDAL TRUST III                USCF DLY TRGT 2X | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $21775.80          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  NEXT GEN CONNECT | 2500-12-31      | N/A      | 0.0000% | $405.00            | $43792.73          | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $2593.00           | $64404.93          | Equities   |
| INVESTMENT MANAGERS SER TR II  ASTORIA REAL     | 2500-12-31      | N/A      | 0.0000% | $10365.00          | $160968.45         | Equities   |
| ISHARES TR                     IBONDS OCT 2032  | 2500-12-31      | N/A      | 0.0000% | $3779.00           | $97160.36          | Equities   |
| ISHARES TR                     0-5YR HI YL CP   | 2500-12-31      | N/A      | 0.0000% | $4400.00           | $187792.00         | Equities   |
| ISHARES TR                     IBONDS OCT 2034  | 2500-12-31      | N/A      | 0.0000% | $703.00            | $17849.17          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SMCP VLU MNT | 2500-12-31      | N/A      | 0.0000% | $6998.00           | $350739.76         | Equities   |
| ISHARES INC                    JP MORGAN EM ETF | 2500-12-31      | N/A      | 0.0000% | $4144.00           | $162817.76         | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $332.00            | $13495.80          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI HEALTHY HEA | 2500-12-31      | N/A      | 0.0000% | $1235.00           | $36870.55          | Equities   |
| ISHARES TR                     JPX NIKKEI 400   | 2500-12-31      | N/A      | 0.0000% | $18903.00          | $1488121.66        | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $226400.00         | $20077152.00       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  LEISURE AND ENTE | 2500-12-31      | N/A      | 0.0000% | $10552.00          | $559889.12         | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS GREEN ALPHA  | 2500-12-31      | N/A      | 0.0000% | $3369.00           | $106884.56         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $2938.00           | $74768.57          | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $1127.00           | $69006.21          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CORE | 2500-12-31      | N/A      | 0.0000% | $14094.00          | $295762.59         | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $53607.00          | $137233.92         | Equities   |
| ISHARES GOLD TR                SHARES REPRESENT | 2500-12-31      | N/A      | 0.0000% | $239.00            | $7901.34           | Equities   |
| ISHARES INC                    MSCI TAIWAN ETF  | 2500-12-31      | N/A      | 0.0000% | $251908.00         | $13318375.96       | Equities   |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $175347.00         | $4815028.62        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $7143.00           | $113402.27         | Equities   |
| IB ACQUISITION CORP            COM SHS          | 2500-12-31      | N/A      | 0.0000% | $10995.00          | $114567.90         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $2953.00           | $62405.75          | Equities   |
| GLOBAL X FDS                   INTER-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $156.00            | $7614.98           | Equities   |
| GLOBAL X FDS                   INT RT VOLTLTY   | 2500-12-31      | N/A      | 0.0000% | $670.00            | $14005.35          | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $321036.00         | $20077591.44       | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR | 2500-12-31      | N/A      | 0.0000% | $1242.00           | $31956.78          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTIVE GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $8807.00           | $131372.26         | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $3433.00           | $120691.58         | Equities   |
| SPDR SERIES TRUST              FACTST INV ETF   | 2500-12-31      | N/A      | 0.0000% | $92.00             | $16474.07          | Equities   |
| FIRST TR EXCHANGE TRAD FD VII  FST TR GLB FD    | 2500-12-31      | N/A      | 0.0000% | $34879.00          | $840932.69         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV HIGH INCM STRGC  | 2500-12-31      | N/A      | 0.0000% | $373.00            | $16426.92          | Equities   |
| ABSOLUTE SHS TR                WBI BBR YLD 3000 | 2500-12-31      | N/A      | 0.0000% | $20.00             | $428.19            | Equities   |
| ADVISORS INNER CIRCLE FD       CAMBIAR AGGRES   | 2500-12-31      | N/A      | 0.0000% | $545.00            | $16370.06          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDAQ TRANSN    | 2500-12-31      | N/A      | 0.0000% | $184.00            | $5803.36           | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II BRAZIL ALPHADEX  | 2500-12-31      | N/A      | 0.0000% | $978.00            | $11315.46          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $251.00            | $11874.81          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FIRST TR TA HIYL | 2500-12-31      | N/A      | 0.0000% | $25206.00          | $1042772.22        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1647.00           | $65842.94          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN    | 2500-12-31      | N/A      | 0.0000% | $1818.00           | $58994.10          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II CHINA ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $1496.00           | $33465.52          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD     | 2500-12-31      | N/A      | 0.0000% | $22630.00          | $1036906.60        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $1470.00           | $48534.70          | Equities   |
| PIMCO EQUITY SER               RAFI DYN EMERG   | 2500-12-31      | N/A      | 0.0000% | $16083.00          | $323528.84         | Equities   |
| PROSHARES TR                   DJ BRKFLD GLB    | 2500-12-31      | N/A      | 0.0000% | $6781.00           | $367326.77         | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1290.00           | $83125.28          | Equities   |
| PRECIDIAN ETFS TR              ASTRAZENECA PLC  | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $67648.64          | Equities   |
| SPDR INDEX SHS FDS             MSCI ACWI CLMTE  | 2500-12-31      | N/A      | 0.0000% | $8429.00           | $319627.68         | Equities   |
| NEOS ETF TRUST                 FIS CHRISTIAN    | 2500-12-31      | N/A      | 0.0000% | $3022.00           | $89193.12          | Equities   |
| OAK WOODS ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $1371.00           | $16356.03          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $39.00             | $983.43            | Equities   |
| NEXTNRG INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $62712.00          | $186881.76         | Equities   |
| LISTED FDS TR                  WAHED DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $16129.00          | $413128.21         | Equities   |
| KRANESHARES TRUST              HANG SENG TECH   | 2500-12-31      | N/A      | 0.0000% | $3291.00           | $52063.62          | Equities   |
| PACER FDS TR                   BLUESTAR ENG THE | 2500-12-31      | N/A      | 0.0000% | $499.00            | $10713.08          | Equities   |
| MATTHEWS INTL FDS              ASIA DIVIDEND AC | 2500-12-31      | N/A      | 0.0000% | $647.00            | $22342.40          | Equities   |
| LEGG MASON ETF INVT            WESTN AST SHRT   | 2500-12-31      | N/A      | 0.0000% | $4315.00           | $104228.83         | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA COR | 2500-12-31      | N/A      | 0.0000% | $314.00            | $7871.98           | Equities   |
| NEUBERGER BERMAN ETF TRUST     NEXT GEN CONNECT | 2500-12-31      | N/A      | 0.0000% | $250.00            | $6537.00           | Equities   |
| PROSHARES TR                   PSHS SH MSCI EAF | 2500-12-31      | N/A      | 0.0000% | $3457.00           | $49260.18          | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $4433.00           | $80303.79          | Equities   |
| PROSHARES TR                   BITCOIN & ETHER  | 2500-12-31      | N/A      | 0.0000% | $2364.00           | $197405.35         | Equities   |
| PROSHARES TR                   ULTRA 20YR TRE   | 2500-12-31      | N/A      | 0.0000% | $16705.00          | $271957.40         | Equities   |
| PACER FDS TR                   EMRG MKT CASH    | 2500-12-31      | N/A      | 0.0000% | $21025.00          | $450986.25         | Equities   |
| PACER FDS TR                   US CHS CWS GWT   | 2500-12-31      | N/A      | 0.0000% | $44.00             | $2089.59           | Equities   |
| PIMCO ETF TR                   1-5 US TIP IDX   | 2500-12-31      | N/A      | 0.0000% | $771.00            | $41310.18          | Equities   |
| KEZAR LIFE SCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5105.00           | $21287.85          | Equities   |
| PIMCO ETF TR                   COMMODITY STRAT  | 2500-12-31      | N/A      | 0.0000% | $25323.00          | $645736.50         | Equities   |
| NEUBERGER BERMAN ETF TRUST     ENERGY TRANSITN  | 2500-12-31      | N/A      | 0.0000% | $2866.00           | $91387.28          | Equities   |
| PIMCO ETF TR                   0-5 HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $14870.00          | $1396293.00        | Equities   |
| PIMCO ETF TR                   MUNI INCOME OPP  | 2500-12-31      | N/A      | 0.0000% | $48321.00          | $2129023.26        | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE CORE | 2500-12-31      | N/A      | 0.0000% | $1763.00           | $82365.77          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    INDXX AEROSPACE  | 2500-12-31      | N/A      | 0.0000% | $10583.00          | $363843.54         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GBL HLTCR   | 2500-12-31      | N/A      | 0.0000% | $4993.00           | $136057.75         | Equities   |
| FEDERATED HERMES ETF TRUST     SHORT DURATION C | 2500-12-31      | N/A      | 0.0000% | $510.00            | $12347.10          | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX METAVERSE  | 2500-12-31      | N/A      | 0.0000% | $804.00            | $34253.78          | Equities   |
| FIRST TR EXCHANGE TRADED FD II BLOOMBERG AI ETF | 2500-12-31      | N/A      | 0.0000% | $4367.00           | $138608.58         | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $23762.00          | $94097.52          | Equities   |
| FATHOM HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $5256.00           | $6570.00           | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE FIN E | 2500-12-31      | N/A      | 0.0000% | $2217.00           | $82568.62          | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $3916.00           | $120730.28         | Equities   |
| ELLINGTON CREDIT COMPANY       COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $113407.00         | $649822.11         | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $1405.00           | $68140.95          | Equities   |
| KRANESHARES TRUST              EMRNG MKT CONS   | 2500-12-31      | N/A      | 0.0000% | $2797.00           | $56656.59          | Equities   |
| MACQUARIE ETF TRUST            GLOBAL LISTED IN | 2500-12-31      | N/A      | 0.0000% | $182.00            | $4874.49           | Equities   |
| NUSHARES ETF TR                NUVEEN ULTRA SHT | 2500-12-31      | N/A      | 0.0000% | $417.00            | $10545.93          | Equities   |
| MODULAR MED INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $100260.00         | $88529.58          | Equities   |
| LEGG MASON ETF INVT            FRANKLIN CLEARBR | 2500-12-31      | N/A      | 0.0000% | $17162.00          | $884529.48         | Equities   |
| LEE ENTERPRISES INC            COM              | 2500-12-31      | N/A      | 0.0000% | $18730.00          | $121557.70         | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAP INTL G | 2500-12-31      | N/A      | 0.0000% | $6298.00           | $60807.19          | Equities   |
| NEXGEL INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $13857.00          | $30623.97          | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $80379.00          | $245155.95         | Equities   |
| PACER FDS TR                   BLUESTAR DIG ENT | 2500-12-31      | N/A      | 0.0000% | $885.00            | $25673.94          | Equities   |
| MODIV INDUSTRIAL INC           COM STK CL C     | 2500-12-31      | N/A      | 0.0000% | $44215.00          | $636253.85         | Equities   |
| MATTHEWS ASIA FDS              KOREA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $1312.00           | $31706.58          | Equities   |
| LISTED FDS TR                  HORIZON KINETICS | 2500-12-31      | N/A      | 0.0000% | $653.00            | $19134.01          | Equities   |
| PGIM ETF TR                    JENNISON FOC VAL | 2500-12-31      | N/A      | 0.0000% | $1089.00           | $76161.61          | Equities   |
| LISTED FDS TR                  RELATIVE STRENGT | 2500-12-31      | N/A      | 0.0000% | $2120.00           | $50315.87          | Equities   |
| MATTHEWS INTL FDS              EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $3292.00           | $84769.00          | Equities   |
| NORTHERN LIGHTS FD TR          OCEAN PK HIGH IN | 2500-12-31      | N/A      | 0.0000% | $1926.00           | $46311.06          | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $1824.00           | $55159.95          | Equities   |
| KEY TRONIC CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $17632.00          | $52719.68          | Equities   |
| MACQUARIE ETF TRUST            FOCUSED EMERGING | 2500-12-31      | N/A      | 0.0000% | $4698.00           | $130228.56         | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $50.00             | $5193.50           | Equities   |
| LISTED FDS TR                  TEUCRIUM 2X DLY  | 2500-12-31      | N/A      | 0.0000% | $858.00            | $17327.82          | Equities   |
| MANAGED PORTFOLIO SERIES       LEUTHOLD CORE ET | 2500-12-31      | N/A      | 0.0000% | $1477.00           | $51696.03          | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE SHRT | 2500-12-31      | N/A      | 0.0000% | $30253.00          | $1509322.17        | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $449.00            | $12399.76          | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLA  | 2500-12-31      | N/A      | 0.0000% | $3248.00           | $40409.99          | Equities   |
| G WILLI FOOD INTL LTD          ORD              | 2500-12-31      | N/A      | 0.0000% | $8399.00           | $137071.68         | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $54495.00          | $99180.90          | Equities   |
| YATRA ONLINE INC               ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $103820.00         | $94476.20          | Equities   |
| RISING DRAGON ACQUISITION CORP SHS              | 2500-12-31      | N/A      | 0.0000% | $8284.00           | $84911.00          | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $23438.00          | $237192.56         | Equities   |
| EMBRACE CHANGE ACQUISITN CORP  ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $4030.00           | $48158.50          | Equities   |
| YHN ACQUISITION I LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $5641.00           | $58045.89          | Equities   |
| FLAG SHIP ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $7780.00           | $80912.00          | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $56898.00          | $586618.38         | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $42619.00          | $177721.23         | Equities   |
| COMPUGEN LTD                   ORD              | 2500-12-31      | N/A      | 0.0000% | $102991.00         | $157576.23         | Equities   |
| SOPHIA GENETICS SA             ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $61292.00          | $175908.04         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST MUSQ GBL MUSIC I | 2500-12-31      | N/A      | 0.0000% | $1304.00           | $35126.63          | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI EMERG | 2500-12-31      | N/A      | 0.0000% | $3285.00           | $78664.91          | Equities   |
| DBX ETF TR                     XTRACKERS HIGH   | 2500-12-31      | N/A      | 0.0000% | $2032.00           | $84932.11          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE INDIA FINA | 2500-12-31      | N/A      | 0.0000% | $3250.00           | $127239.12         | Equities   |
| DIREXION SHS ETF TR            DAILY PLTR BEAR  | 2500-12-31      | N/A      | 0.0000% | $2123.00           | $22822.25          | Equities   |
| TCW ETF TRUST                  HIGH YIELD BOND  | 2500-12-31      | N/A      | 0.0000% | $4753.00           | $144253.55         | Equities   |
| CALAMOS ETF TR                 NASDAQ 100 STRUC | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1032.34           | Equities   |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $31098.00          | $895000.44         | Equities   |
| SEMILUX INTL LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $5304.00           | $7690.80           | Equities   |
| THEMES ETF TR                  NATURAL MONOPOLY | 2500-12-31      | N/A      | 0.0000% | $234.00            | $7276.23           | Equities   |
| FERRARI N V                    COM              | 2500-12-31      | N/A      | 0.0000% | $2838.00           | $1359458.76        | Equities   |
| WILLOW LANE ACQUISITION CORP.  ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $19426.00          | $196979.64         | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $71536.00          | $738251.52         | Equities   |
| EUREKA ACQUISITION CORP        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $18741.00          | $194344.17         | Equities   |
| CHURCHILL CAPITAL CORP IX      CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $57290.00          | $635346.10         | Equities   |
| JIN MED INTL LTD.              SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $32462.00          | $24671.12          | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1617.00           | $80607.45          | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTORS ETF   | 2500-12-31      | N/A      | 0.0000% | $1890.00           | $60215.40          | Equities   |
| ETF SER SOLUTIONS              AAM SLC LOW DUR  | 2500-12-31      | N/A      | 0.0000% | $1927.00           | $48069.01          | Equities   |
| EDUCATIONAL DEV CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $9667.00           | $13147.12          | Equities   |
| BNY MELLON ETF TRUST           INNOVATORS ETF   | 2500-12-31      | N/A      | 0.0000% | $321.00            | $11151.44          | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $341148.00         | $2967987.60        | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $4131.00           | $86540.73          | Equities   |
| TRILLER GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $223859.00         | $154462.71         | Equities   |
| VANGUARD ADMIRAL FDS INC       500 VAL IDX FD   | 2500-12-31      | N/A      | 0.0000% | $545.00            | $99587.85          | Equities   |
| UNITED STS GASOLINE FD LP      UNITS            | 2500-12-31      | N/A      | 0.0000% | $422.00            | $24785.41          | Equities   |
| WISDOMTREE TR                  1 3 YR LADDERED  | 2500-12-31      | N/A      | 0.0000% | $424.00            | $21407.76          | Equities   |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $146477.00         | $373516.35         | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $12396.00          | $126935.04         | Equities   |
| VERMILION ENERGY INC           COM              | 2500-12-31      | N/A      | 0.0000% | $47389.00          | $315136.85         | Equities   |
| TIDAL ETF TR                   SOUND EQUITY DIV | 2500-12-31      | N/A      | 0.0000% | $39.00             | $955.87            | Equities   |
| TIDAL TR II                    YIELDMAX GOLD MI | 2500-12-31      | N/A      | 0.0000% | $348.00            | $5303.52           | Equities   |
| TEMA ETF TRUST                 GLP-1 OBESITY    | 2500-12-31      | N/A      | 0.0000% | $4997.00           | $137017.74         | Equities   |
| UNIFIED SER TR                 ONEASCENT LARGE  | 2500-12-31      | N/A      | 0.0000% | $672.00            | $20551.57          | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $24342.00          | $251452.86         | Equities   |
| URBAN ONE INC                  CL A             | 2500-12-31      | N/A      | 0.0000% | $22291.00          | $38786.34          | Equities   |
| TOYO CO LTD                    ORD SH           | 2500-12-31      | N/A      | 0.0000% | $16436.00          | $55882.40          | Equities   |
| WISDOMTREE TR                  NEW ECON REAL ES | 2500-12-31      | N/A      | 0.0000% | $757.00            | $13641.14          | Equities   |
| WISDOMTREE TR                  VOYA YLD ENHNCD  | 2500-12-31      | N/A      | 0.0000% | $6559.00           | $315157.33         | Equities   |
| VANECK ETF TRUST               GREEN METALS ETF | 2500-12-31      | N/A      | 0.0000% | $1799.00           | $39283.32          | Equities   |
| VANECK ETF TRUST               INTERNATIONAL HI | 2500-12-31      | N/A      | 0.0000% | $7691.00           | $165779.51         | Equities   |
| VIRTUS ETF TR II               DUFF & PHELPS CL | 2500-12-31      | N/A      | 0.0000% | $271.00            | $4945.13           | Equities   |
| WISDOMTREE TR                  EMERGING MKT EXC | 2500-12-31      | N/A      | 0.0000% | $9840.00           | $319747.85         | Equities   |
| TEUCRIUM COMMODITY TR          AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $42.00             | $1035.48           | Equities   |
| NABORS ENERGY TRANSITION CORP  CL A             | 2500-12-31      | N/A      | 0.0000% | $252528.00         | $2787909.12        | Equities   |
| WISDOMTREE TR                  7 10 YR LADDERED | 2500-12-31      | N/A      | 0.0000% | $299.00            | $14806.21          | Equities   |
| TIDAL ETF TR                   SOUND ENHANCED   | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1104.53           | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $6565.00           | $281572.85         | Equities   |
| VANGUARD SCOTTSDALE FDS        INT-TERM CORP    | 2500-12-31      | N/A      | 0.0000% | $246380.00         | $20077506.20       | Equities   |
| PERCEPTIVE CAP SOLUTIONS CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $3428.00           | $36165.40          | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $62174.00          | $643811.77         | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A SHS     | 2500-12-31      | N/A      | 0.0000% | $7023.00           | $74443.80          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2032 | 2500-12-31      | N/A      | 0.0000% | $3117.00           | $75759.31          | Equities   |
| ANGLOGOLD ASHANTI PLC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $455792.00         | $20077637.60       | Equities   |
| FLEXSHARES TR                  EMRG MKT QT LW   | 2049-12-31      | N/A      | 0.0000% | $2356.00           | $62732.74          | Equities   |
| FLEXSHARES TR                  MSTAR EMKT FAC   | 2500-12-31      | N/A      | 0.0000% | $12564.00          | $700647.79         | Equities   |
| FRANKLIN TEMPLETON ETF TR      EMER MKT COR DIV | 2500-12-31      | N/A      | 0.0000% | $4392.00           | $126568.66         | Equities   |
| FRANKLIN TEMPLETON ETF TR      MARTIN CURRIE    | 2500-12-31      | N/A      | 0.0000% | $7963.00           | $112360.32         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE EUROPE      | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $74028.24          | Equities   |
| GLOBAL X FDS                   SOCIAL MED ETF   | 2500-12-31      | N/A      | 0.0000% | $728.00            | $34114.08          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII INNOVATION LEAD  | 2500-12-31      | N/A      | 0.0000% | $8325.00           | $222420.69         | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $199.00            | $6610.52           | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $3695.00           | $85705.52          | Equities   |
| DIREXION SHS ETF TR            DLY GOLD INDX 2X | 2500-12-31      | N/A      | 0.0000% | $1068.00           | $75272.64          | Equities   |
| DBX ETF TR                     XTRACKERS RREEF  | 2500-12-31      | N/A      | 0.0000% | $218.00            | $5427.57           | Equities   |
| CAPITAL GROUP NEW GEOGRAPHY EQ SHS              | 2500-12-31      | N/A      | 0.0000% | $59535.00          | $1634235.75        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD ENERG | 2500-12-31      | N/A      | 0.0000% | $4637.00           | $175417.71         | Equities   |
| DIREXION SHS ETF TR            DLY FIN BULL NEW | 2500-12-31      | N/A      | 0.0000% | $3722.00           | $578101.04         | Equities   |
| ELECTROVAYA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $62658.00          | $202385.34         | Equities   |
| COLUMBIA ETF TR II             INDIA CONSMR ETF | 2500-12-31      | N/A      | 0.0000% | $12738.00          | $822620.04         | Equities   |
| CHERRY HILL MTG INVT CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $12000.00          | $35400.00          | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $171978.00         | $247648.32         | Equities   |
| DEUTSCHE BK AG LONDON BRH      DB GOLD SHORT    | 2500-12-31      | N/A      | 0.0000% | $4779.00           | $32568.89          | Equities   |
| COLUMBIA ETF TR I              US HIGH YIELD    | 2500-12-31      | N/A      | 0.0000% | $8443.00           | $168702.12         | Equities   |
| TCW ETF TRUST                  SENIOR LOAN ETF  | 2500-12-31      | N/A      | 0.0000% | $8517.00           | $402002.40         | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $251121.00         | $4319281.20        | Equities   |
| DIREXION SHS ETF TR            DAILY NVDA 2X SH | 2500-12-31      | N/A      | 0.0000% | $119948.00         | $9431511.24        | Equities   |
| FLEXSHARES TR                  REAL ASST IDX    | 2500-12-31      | N/A      | 0.0000% | $1241.00           | $40022.25          | Equities   |
| FOUR LEAF ACQUISITION CORP     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1153.00           | $13167.26          | Equities   |
| ICAD INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $596439.00         | $2177002.35        | Equities   |
| GLYCOMIMETICS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $150646.00         | $32117.73          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  WATER RES ETF    | 2500-12-31      | N/A      | 0.0000% | $103.00            | $7016.36           | Equities   |
| ISHARES INC                    MSCI MLY ETF NEW | 2500-12-31      | N/A      | 0.0000% | $216724.00         | $5266393.20        | Equities   |
| GLOBAL X FDS                   SOLAR ETF        | 2500-12-31      | N/A      | 0.0000% | $8838.00           | $72727.90          | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1084.00           | $33714.24          | Equities   |
| GLOBAL X FDS                   WIND ENERGY ETF  | 2500-12-31      | N/A      | 0.0000% | $1303.00           | $15049.65          | Equities   |
| GLOBAL X FDS                   SHORT-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $1717.00           | $86056.04          | Equities   |
| GLOBAL X FDS                   MSCI SUPR EM ETF | 2500-12-31      | N/A      | 0.0000% | $11623.00          | $308939.34         | Equities   |
| GUINNESS ATKINSON FDS          SUSTNBL ENRGY II | 2500-12-31      | N/A      | 0.0000% | $1035.00           | $26767.17          | Equities   |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $101446.00         | $3272647.96        | Equities   |
| INVESCO EXCH TRADED FD TR II   GLOBAL WATER     | 2500-12-31      | N/A      | 0.0000% | $12856.00          | $552550.88         | Equities   |
| GLOBAL X FDS                   DISRUPTIVE MATLS | 2500-12-31      | N/A      | 0.0000% | $3615.00           | $54658.80          | Equities   |
| GOLDMAN SACHS ETF TR           COMMUNITY MUNI   | 2500-12-31      | N/A      | 0.0000% | $152.00            | $7463.20           | Equities   |
| GLOBAL X FDS                   INTEREST RT HEDG | 2500-12-31      | N/A      | 0.0000% | $1646.00           | $30868.10          | Equities   |
| INVESCO EXCH TRADED FD TR II   SR LN ETF        | 2500-12-31      | N/A      | 0.0000% | $618014.00         | $12873231.62       | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $435.00            | $7424.10           | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1663.00           | $25443.90          | Equities   |
| GOLDMAN SACHS ETF TR           ACCESS U S PFD S | 2500-12-31      | N/A      | 0.0000% | $5621.00           | $279729.07         | Equities   |
| ISHARES TR                     20 YR TR BD ETF  | 2500-12-31      | N/A      | 0.0000% | $233048.00         | $20077085.20       | Equities   |
| ISHARES INC                    ASIA/PAC DIV ETF | 2500-12-31      | N/A      | 0.0000% | $4556.00           | $170000.76         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMALLCAP 600 | 2500-12-31      | N/A      | 0.0000% | $1785.00           | $74238.15          | Equities   |
| FRANKLIN TEMPLETON ETF TR      WESTN ASSET BD   | 2500-12-31      | N/A      | 0.0000% | $7456.00           | $185173.49         | Equities   |
| HARTFORD FDS EXCHANGE TRADED T SCHRODERS COMMOD | 2500-12-31      | N/A      | 0.0000% | $706.00            | $10745.32          | Equities   |
| GOLDMAN SACHS ETF TR           HEDGE IND ETF    | 2500-12-31      | N/A      | 0.0000% | $350.00            | $45506.54          | Equities   |
| HARBOR ETF TRUST               OSMOSIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $56.00             | $1214.56           | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC NY MUNI  | 2500-12-31      | N/A      | 0.0000% | $582.00            | $28457.41          | Equities   |
| GRANITESHARES ETF TR           2X SHORT COIN    | 2500-12-31      | N/A      | 0.0000% | $2181.00           | $13064.19          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN ASIA    | 2500-12-31      | N/A      | 0.0000% | $5870.00           | $145087.03         | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $104.00            | $5147.52           | Equities   |
| GLOBAL X FDS                   EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $2417.00           | $68092.21          | Equities   |
| GLOBAL X FDS                   GLOBAL X GOLD EX | 2500-12-31      | N/A      | 0.0000% | $4006.00           | $179185.98         | Equities   |

### Security 649: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1864Z9, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1864Z9
- **C.18 - Value (incl. sponsor support):** $824620343.25
- **C.18.a - Value (excl. sponsor support):** $824620343.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.9200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CARLYLE GLBL MKT STRTGS 2012-4 SUB NT 20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $6280152.00        | $2176374.12        | Asset-Backed Securities                           |
| VOYA CLO LTD 2016-3            SUB    20271018 FLT | 2027-10-18      | 0.0000%  | 0.0000% | $4612500.00        | $1192824.79        | Asset-Backed Securities                           |
| DRYDEN XXVI SR LN FD 2013-26   SUB NT 20250715 FLT | 2025-07-15      | 0.0000%  | 0.0000% | $3000000.00        | $7500.00           | Asset-Backed Securities                           |
| E TRADE ABS CDO III 2004       A-2    20400110 FLT | 2040-01-10      | 2.9214%  | 0.0000% | $17750000.00       | $1923640.63        | Asset-Backed Securities                           |
| VOYA CLO LTD 2017-2            SUB NT 20300607 FLT | 2030-06-07      | 0.0000%  | 0.0000% | $8500000.00        | $85000.00          | Asset-Backed Securities                           |
| ARES L CLO LTD 2018-50         SUB    20320115 FLT | 2032-01-15      | 0.0000%  | 0.0000% | $1500000.00        | $346498.50         | Asset-Backed Securities                           |
| TRAPEZA CDO X 2006-10          C-2    20410708 FLT | 2041-07-08      | 5.8963%  | 0.0000% | $2500000.00        | $2021622.79        | Asset-Backed Securities                           |
| ANCHORAGE CAPITAL LTD 2018-1R  SUB    20310414 FLT | 2031-04-14      | 0.0000%  | 0.0000% | $1998848.00        | $199.88            | Asset-Backed Securities                           |
| RFC CDO II LTD 2005-2          C      20400315 FLT | 2040-03-15      | 1.4028%  | 0.0000% | $4500000.00        | $3513736.22        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2022-4 B-2    20670425 FLT | 2067-04-25      | 4.7658%  | 0.0000% | $2590000.00        | $2209309.10        | Asset-Backed Securities                           |
| WILLIS ENGINE SEC 2021-A TR    B      20460515 5.4 | 2046-05-15      | 5.4380%  | 0.0000% | $8700000.00        | $6892599.34        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-5 B-2    20690625 FLT | 2069-06-25      | 7.7950%  | 0.0000% | $890000.00         | $880931.18         | Asset-Backed Securities                           |
| PREFER TERM SEC XXV 2007-25    C-2    20370622 FLT | 2037-06-22      | 5.4109%  | 0.0000% | $1350000.00        | $759710.36         | Asset-Backed Securities                           |
| PRET 2024-NPL5 LLC             A-2    20540925 FLT | 2054-09-25      | 8.8350%  | 0.0000% | $1500000.00        | $1495021.63        | Asset-Backed Securities                           |
| RCKT MTG TR 2024-CES7          B-1    20441025 FLT | 2044-10-25      | 7.3120%  | 0.0000% | $14279000.00       | $13771713.15       | Asset-Backed Securities                           |
| PRPM 2024-7 LLC                A-1    20291225 FLT | 2029-12-25      | 5.8700%  | 0.0000% | $4600000.00        | $4084730.78        | Asset-Backed Securities                           |
| PRPM LLC 2024-4                A-2    20290825 FLT | 2029-08-25      | 9.6540%  | 0.0000% | $5000000.00        | $5034564.17        | Asset-Backed Securities                           |
| PREFERRED TERM SEC XVI 2004-16 D      20350323 FLT | 2035-03-23      | 7.1504%  | 0.0000% | $100000.00         | $17970.42          | Asset-Backed Securities                           |
| RCKT MTG TR 2025-CES5          A-2    20550525 5.9 | 2055-05-25      | 5.9400%  | 0.0000% | $2000000.00        | $2009512.00        | Asset-Backed Securities                           |
| RCKT MORTGAGE TRUST 2024-CES4  B-1    20440625 FLT | 2044-06-25      | 8.0090%  | 0.0000% | $534000.00         | $522817.88         | Asset-Backed Securities                           |
| RMF BUYOUT ISSUANC TR 2021-HB1 M4     20311125 FLT | 2031-11-25      | 4.7036%  | 0.0000% | $8000000.00        | $7422722.22        | Asset-Backed Securities                           |
| PREFER TERM SEC XXVI 2007-26   D      20370922 FLT | 2037-09-22      | 6.2609%  | 0.0000% | $250000.00         | $155311.04         | Asset-Backed Securities                           |
| MAGNETITE XVIII LTD 2016-18    SUB NT 20281115 FLT | 2028-11-15      | 0.0000%  | 0.0000% | $3750000.00        | $1445988.75        | Asset-Backed Securities                           |
| PORT JACKSON CDO 2007-1        A-2    20521119 FLT | 2052-11-19      | 2.5226%  | 0.0000% | $81700000.00       | $544971.61         | Asset-Backed Securities                           |
| RASC SERIES TRUST 2006-EMX3    M-1    20360425 FLT | 2036-04-25      | 4.9342%  | 0.0000% | $15000000.00       | $7723368.73        | Asset-Backed Securities                           |
| PORT JACKSON CDO 2007-1        A-3    20521119 FLT | 2052-11-19      | 2.5026%  | 0.0000% | $15500000.00       | $1091395.24        | Asset-Backed Securities                           |
| BEAR STEARNS ASSET BK 2005-TC1 M-6    20350525 FLT | 2035-05-25      | 4.7472%  | 0.0000% | $471388.00         | $180384.70         | Asset-Backed Securities                           |
| BEAR STEARNS ASSET 2004-HE10   M-6    20341225 FLT | 2034-12-25      | 5.4567%  | 0.0000% | $1485000.00        | $285057.66         | Asset-Backed Securities                           |
| NOVASTAR HM EQ LN TR 2004-3    M-4    20341225 FLT | 2034-12-25      | 6.0142%  | 0.0000% | $2600000.00        | $1654280.59        | Asset-Backed Securities                           |
| NELNET STUDENT LN TR 2025-A    B      20570315 5.2 | 2057-03-15      | 5.2700%  | 0.0000% | $3620000.00        | $3623090.88        | Asset-Backed Securities                           |
| MASTR ASSET TR 2005-HE2        M-4    20351025 FLT | 2035-10-25      | 5.3392%  | 0.0000% | $2475000.00        | $2256350.02        | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 2004-NC5    B-1    20340525 FLT | 2034-05-25      | 7.4392%  | 0.0000% | $5000000.00        | $762672.52         | Asset-Backed Securities                           |
| LCM 34 INCOME 0.0 20OCT34 144A FRN                 | 2034-10-20      | 0.0000%  | 0.0000% | $250000.00         | $143680.75         | Asset-Backed Securities                           |
| MASTR ABS TRUST 2007-HE1       A-4    20370525 FLT | 2037-05-25      | 4.9992%  | 0.0000% | $1500000.00        | $1260968.27        | Asset-Backed Securities                           |
| MP CLO VII LTD 2015-7RR        F-RR   20281018 FLT | 2028-10-18      | 12.4411% | 0.0000% | $5000000.00        | $488078.77         | Asset-Backed Securities                           |
| OCP CLO LTD 2023-28            E      20360716 FLT | 2036-07-16      | 12.6605% | 0.0000% | $3000000.00        | $3062201.98        | Asset-Backed Securities                           |
| MONTAUK POT CDO II LTD 2006-02 A-2    20460406 FLT | 2046-04-06      | 8.0300%  | 0.0000% | $28500000.00       | $5505115.40        | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2007-4  A-3-L  20380325 FLT | 2038-03-25      | 5.2892%  | 0.0000% | $6457000.00        | $3087930.09        | Asset-Backed Securities                           |
| MARBLE POINT CLO X LTD         SUB    20301015 FLT | 2030-10-15      | 0.0000%  | 0.0000% | $3500000.00        | $654038.00         | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2007-4  A3-AR4 20380325 0.0 | 2038-03-25      | 0.0100%  | 0.0000% | $8000000.00        | $1572536.00        | Asset-Backed Securities                           |
| NOVASTAR HM EQ LN TR 2004-3    M-6    20341225 FLT | 2034-12-25      | 6.5392%  | 0.0000% | $1700000.00        | $15336.31          | Asset-Backed Securities                           |
| MARBLE POINT CLO XI LTD        INC NT 20301218 FLT | 2030-12-18      | 0.0000%  | 0.0000% | $5000000.00        | $125000.00         | Asset-Backed Securities                           |
| JP MORGAN MTG ACQ 2007-CH1     MV10 1 20361125 FLT | 2036-11-25      | 4.1401%  | 0.0000% | $5411999.00        | $5683056.65        | Asset-Backed Securities                           |
| MYERS PARK CLO 2018-1          SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $8792000.00        | $1846320.00        | Asset-Backed Securities                           |
| NEW RESTL MORTG LLC 2024-FNT1  A      20311125 7.3 | 2031-11-25      | 7.3980%  | 0.0000% | $14000000.00       | $12355102.42       | Asset-Backed Securities                           |
| OAKTREE CLO 2015-1             SUB NT 20271020 FLT | 2027-10-20      | 0.0000%  | 0.0000% | $13893632.00       | $1389.36           | Asset-Backed Securities                           |
| NATIONAL COLLEGIATE V NCMT CL 2003 AR 14 COMMUTATI | 2043-06-01      | 0.0000%  | 0.0000% | $1319500.00        | $59166.38          | Asset-Backed Securities                           |
| NATIONAL COLLEGIATE V 2007-4  CL A-3-AR-3 COMMUTAT | 2038-03-31      | 0.0000%  | 0.0000% | $1942500.00        | $283832.48         | Asset-Backed Securities                           |
| MORTGAGE LENDER NETWORK 2000-1 A-5    20310425 FLT | 2031-04-25      | 7.6700%  | 0.0000% | $18899000.00       | $1878.17           | Asset-Backed Securities                           |
| NEW CENTURY HEQ TR 2006-1      A-2C   20360525 FLT | 2036-05-25      | 4.9992%  | 0.0000% | $12080000.00       | $11178810.72       | Asset-Backed Securities                           |
| OCTAGON INV PTNS 29 2016-29    SUB NT 20280124 FLT | 2028-01-24      | 0.0000%  | 0.0000% | $4750000.00        | $1567500.00        | Asset-Backed Securities                           |
| OCTAGON INVT PARTNRS 2017-32R3 E-R3   20371102 11. | 2037-11-02      | 11.5261% | 0.0000% | $4000000.00        | $4123590.50        | Asset-Backed Securities                           |
| PREFER TERM SEC XXIII 2006-23  D-1    20361222 FLT | 2036-12-22      | 6.6609%  | 0.0000% | $5962000.00        | $3665442.51        | Asset-Backed Securities                           |
| VENTURE 38 CLO LTD 2019-38     SUB    20320730 FLT | 2032-07-30      | 0.0000%  | 0.0000% | $750000.00         | $262106.25         | Asset-Backed Securities                           |
| PROGRESS RES 2021-SFR4 TR      F      20380519 3.4 | 2038-05-19      | 3.4070%  | 0.0000% | $4230000.00        | $4145744.86        | Asset-Backed Securities                           |
| PREFERRED TERM SEC XXII 2006-2 C-1    20360922 FLT | 2036-09-22      | 5.7109%  | 0.0000% | $2968000.00        | $2068176.45        | Asset-Backed Securities                           |
| TABERNA PREF FDG IX 2007-9     A-2LB  20380505 FLT | 2038-05-05      | 5.7721%  | 0.0000% | $20000000.00       | $2281766.56        | Asset-Backed Securities                           |
| TRINITAS CLO LTD 2019-10R      E-R    20350116 FLT | 2035-01-16      | 11.5461% | 0.0000% | $6245000.00        | $5926971.03        | Asset-Backed Securities                           |
| VOYA CLO 2014-3                SUB    20260727 FLT | 2026-07-27      | 0.0000%  | 0.0000% | $5000000.00        | $27855.00          | Asset-Backed Securities                           |
| C-BASS CBO XVIII 2007-18       C      20470313 FLT | 2047-03-13      | 6.8537%  | 0.0000% | $4870000.00        | $64908.41          | Asset-Backed Securities                           |
| VOYA CLO 2025-1 LTD            SUB    20380420 FLT | 2038-04-20      | 0.0100%  | 0.0000% | $5000000.00        | $3139110.00        | Asset-Backed Securities                           |
| POPULAR ABS 2007-A             M-1    20470625 FLT | 2047-06-25      | 4.7492%  | 0.0000% | $25000000.00       | $5498226.52        | Asset-Backed Securities                           |
| WIND RIVER CLO LTD 2024-1      F      20370420 FLT | 2037-04-20      | 10.7695% | 0.0000% | $1733000.00        | $1462664.00        | Asset-Backed Securities                           |
| WELLS FARGO HEQ 2004-2         M-7    20341025 FLT | 2034-10-25      | 8.9392%  | 0.0000% | $5000000.00        | $447289.05         | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2003-AR AR14   20430601 0.0 | 2043-06-01      | 0.0100%  | 0.0000% | $5000000.00        | $231750.00         | Asset-Backed Securities                           |
| GENERATE CLO 2024-5R LTD       F-R    20370722 FLT | 2037-07-22      | 12.5724% | 0.0000% | $5625000.00        | $5343006.63        | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 2004-HE6    B-2    20340825 FLT | 2034-08-25      | 7.3642%  | 0.0000% | $250000.00         | $33986.88          | Asset-Backed Securities                           |
| KREF LTD  2022-FL3             D      20390222 FLT | 2039-02-22      | 7.1244%  | 0.0000% | $1501000.00        | $1472404.44        | Asset-Backed Securities                           |
| HUNTINGT BK AT CR LK NT 2024-1 C      20320520 FLT | 2032-05-20      | 7.4783%  | 0.0000% | $2500000.00        | $1553274.71        | Asset-Backed Securities                           |
| MID OCEAN CBO 2001-1           A1L 14 20361105 FLT | 2036-11-05      | 2.3905%  | 0.0000% | $33499968.00       | $218329.62         | Asset-Backed Securities                           |
| LONG BEACH ASSET HOLDING CORP MIN TRUST 2000       | 2045-08-25      | 4.5000%  | 0.0000% | $13100000.00       | $509792.00         | Asset-Backed Securities                           |
| GSAMP TRUST 2006-FM1           A-2D   20360425 FLT | 2036-04-25      | 4.9792%  | 0.0000% | $1000000.00        | $362793.25         | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2005-3      M6     20360225 FLT | 2036-02-25      | 0.0000%  | 0.0000% | $5996544.00        | $2799.31           | Asset-Backed Securities                           |
| HOMES TR 2023-NQM2             B-2    20680225 FLT | 2068-02-25      | 7.2764%  | 0.0000% | $8417000.00        | $8089431.44        | Asset-Backed Securities                           |
| MKP CBO I 2001-1               A-1L   20360208 FLT | 2036-02-08      | 5.1064%  | 0.0000% | $25000000.00       | $203976.03         | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 2007-FF1    A-2D   20380125 FLT | 2038-01-25      | 4.8792%  | 0.0000% | $25000000.00       | $4787408.42        | Asset-Backed Securities                           |
| GSAMP TRUST 2007-HSBC1         M-8    20370225 FLT | 2037-02-25      | 7.8142%  | 0.0000% | $6631856.00        | $4677463.60        | Asset-Backed Securities                           |
| HSI ASSET SEC TR 2007-WF1      M-2    20370525 FLT | 2037-05-25      | 4.8442%  | 0.0000% | $5975000.00        | $4266878.62        | Asset-Backed Securities                           |
| GREENSKY HOME IMPROV TR 2024-2 E      20591027 8.7 | 2059-10-27      | 8.7500%  | 0.0000% | $510000.00         | $511930.49         | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 2005-FF12   M-3    20361125 FLT | 2036-11-25      | 5.1892%  | 0.0000% | $15841560.00       | $5901240.82        | Asset-Backed Securities                           |
| KDAC AVIA FIN CAY LTD 2017-1   C      20421215 7.3 | 2042-12-15      | 7.3850%  | 0.0000% | $2000000.00        | $1555622.60        | Asset-Backed Securities                           |
| LEHMAN XS NIM 2006-3           A 144A 20360328 5.5 | 2036-03-28      | 5.5000%  | 0.0000% | $2424832.00        | $280.54            | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-S1     M2     20370125 FLT | 2037-01-25      | 5.2642%  | 0.0000% | $10674176.00       | $4796.13           | Asset-Backed Securities                           |
| ICG US CLO 2021-1 LTD          SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $15000000.00       | $4050000.00        | Asset-Backed Securities                           |
| GSAMP TRUST 2006-SD1           M-2    20450725 FLT | 2045-07-25      | 5.7892%  | 0.0000% | $7211000.00        | $4136667.89        | Asset-Backed Securities                           |
| METAL 2017-1 LTD               A      20421015 4.5 | 2042-10-15      | 4.5810%  | 0.0000% | $16350000.00       | $4617722.87        | Asset-Backed Securities                           |
| LNR CDO 2007-5                 E      20490426 FLT | 2049-04-26      | 5.4192%  | 0.0000% | $13517000.00       | $2435649.86        | Asset-Backed Securities                           |
| LONGPORT FDG LTD 2003          A-1B   20350130 FLT | 2035-01-30      | 2.7071%  | 0.0000% | $35600000.00       | $1778609.17        | Asset-Backed Securities                           |
| HORIZON AIRCRAFT FINANCE II LT C      20390715 6.9 | 2039-07-15      | 6.9000%  | 0.0000% | $9275000.00        | $6881196.09        | Asset-Backed Securities                           |
| HILTON GRAND VAC TRUST 2024-1B D      20390915 8.8 | 2039-09-15      | 8.8500%  | 0.0000% | $1730000.00        | $962779.20         | Asset-Backed Securities                           |
| NATIONAL COLLEGIATE III 2007 3CL A 3 L COMMUTATION | 2043-06-01      | 3.1890%  | 0.0000% | $3772948.00        | $246141.38         | Asset-Backed Securities                           |
| KNOLLWOOD CDO LTD 2004-1       A-2    20390108 FLT | 2039-01-08      | 8.3000%  | 0.0000% | $18000000.00       | $215818.00         | Asset-Backed Securities                           |
| GREEN TREE FINANCIAL CO 1996-2 M-1    20260415 7.6 | 2026-04-15      | 7.6000%  | 0.0000% | $680000.00         | $27525.81          | Asset-Backed Securities                           |
| KODIAK CDO II LTD 2007-2       C-1    20421107 FLT | 2042-11-07      | 5.9603%  | 0.0000% | $2218000.00        | $1150716.05        | Asset-Backed Securities                           |
| MERCER FIELD II CLO LTD 2017-2 SUB    20290416 FLT | 2029-04-16      | 0.0000%  | 0.0000% | $3637248.00        | $363.72            | Asset-Backed Securities                           |
| FBR SEC TRUST 2005-4           M-11   20351025 FLT | 2035-10-25      | 7.4392%  | 0.0000% | $3002367.00        | $1893.21           | Asset-Backed Securities                           |
| MAPS 2019-1 LTD                C      20440315 7.3 | 2044-03-15      | 7.3850%  | 0.0000% | $8000000.00        | $6873832.62        | Asset-Backed Securities                           |
| LAUREL RD PRIME STD LN 2020-A  R      20501125 0.0 | 2050-11-25      | 0.0000%  | 0.0000% | $135379000.00      | $2497378.49        | Asset-Backed Securities                           |
| PAGAYA AI TECHNOLOGY 2023-1    G      20401026 3.6 | 2040-10-26      | 3.6000%  | 0.0000% | $23325000.00       | $17801010.23       | Asset-Backed Securities                           |
| PPM CLO 5 LTD                  SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $4250000.00        | $2799258.25        | Asset-Backed Securities                           |
| ORION CLO LTD 2023-1           SUB    20361027 FLT | 2036-10-27      | 0.0000%  | 0.0000% | $4750000.00        | $2061965.50        | Asset-Backed Securities                           |
| BELLE HAVEN ABS CDO 2004-1     A1SB   20441103 FLT | 2044-11-03      | 7.8600%  | 0.0000% | $2000000.00        | $123475.91         | Asset-Backed Securities                           |
| BLUEMOUNTAIN FUJI CLO II 2017  SUB NT 20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $1870000.00        | $484804.98         | Asset-Backed Securities                           |
| BELLEMEADE RE LTD 2021-3       B-1    20310925 FLT | 2031-09-25      | 8.1720%  | 0.0000% | $9250000.00        | $9330733.98        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2023-NQM1     B-3    20630125 FLT | 2063-01-25      | 6.2074%  | 0.0000% | $1123296.00        | $637925.87         | Asset-Backed Securities                           |
| BELLE HAVEN ABS CDO            A-2    20460705 FLT | 2046-07-05      | 7.9500%  | 0.0000% | $61760000.00       | $722911.11         | Asset-Backed Securities                           |
| BEAR STEARNS ASSET BK 2004-AC5 A-1    20341025 FLT | 2034-10-25      | 5.7500%  | 0.0000% | $30000000.00       | $751206.14         | Asset-Backed Securities                           |
| BELLE HAVEN ABS CDO 2004-1     A1ST   20441103 FLT | 2044-11-03      | 7.8600%  | 0.0000% | $1000000.00        | $60874.14          | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD 2014-2R2  F-R2   20301021 FLT | 2030-10-21      | 12.7911% | 0.0000% | $3000000.00        | $1708521.01        | Asset-Backed Securities                           |
| PREFER TERM SEC XXVI 2007-26   C-1    20370922 FLT | 2037-09-22      | 5.4109%  | 0.0000% | $4000000.00        | $2341821.88        | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2007-2         N 144A 20370625 0.0 | 2037-06-25      | 8.3530%  | 0.0000% | $2475000.00        | $7151.38           | Asset-Backed Securities                           |
| RASC SERIES TRUST 2006-EMX2    M-2    20360225 FLT | 2036-02-25      | 5.0692%  | 0.0000% | $10687500.00       | $3703300.86        | Asset-Backed Securities                           |
| RASC SERIES TRUST 2006-KS5     M-2    20360725 FLT | 2036-07-25      | 4.7392%  | 0.0000% | $11294920.00       | $6592855.81        | Asset-Backed Securities                           |
| SBA IO 2018- 2.66919 25MAR44 144A F                | 2044-03-25      | 2.5739%  | 0.0000% | $72737664.00       | $709593.84         | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR 2003-B    C      20330315 FLT | 2033-03-15      | 6.1605%  | 0.0000% | $11313900.00       | $2957519.64        | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2019-1      SUB    20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $2983420.00        | $954694.40         | Asset-Backed Securities                           |
| SBA IO 2018- 2.84027 25JUL44 144A F                | 2044-07-25      | 2.5857%  | 0.0000% | $35395456.00       | $328556.33         | Asset-Backed Securities                           |
| RR 7 LTD 2019-7                SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $1000000.00        | $340000.00         | Asset-Backed Securities                           |
| REGATTA FUNDING LTD 27         SUB NT 20370427 FLT | 2037-04-27      | 0.0000%  | 0.0000% | $2000000.00        | $1541798.00        | Asset-Backed Securities                           |
| RESIDENTIAL ASSET 2005-AHL3    M-2    20351126 FLT | 2035-11-26      | 5.0992%  | 0.0000% | $9737984.00        | $5669740.90        | Asset-Backed Securities                           |
| RADNOR RE 2024-1 LTD           M-1B   20340925 FLT | 2034-09-25      | 7.2220%  | 0.0000% | $415000.00         | $418646.12         | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2003-2         M-1    20330825 FLT | 2033-08-25      | 3.4399%  | 0.0000% | $7615000.00        | $309563.82         | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2017-2      SUB NT 20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $5833328.00        | $758332.64         | Asset-Backed Securities                           |
| SALT TR 2021-1                 C      20330228 5.9 | 2033-02-28      | 5.9260%  | 0.0000% | $1250000.00        | $381232.80         | Asset-Backed Securities                           |
| SBA IO 2019-1 TR                                   | 2045-09-25      | 2.8407%  | 0.0000% | $57476864.00       | $783834.97         | Asset-Backed Securities                           |
| RASC SERIES TRUST 2006-EMX8    A-I-3  20360825 FLT | 2036-08-25      | 4.7792%  | 0.0000% | $45700000.00       | $3546280.97        | Asset-Backed Securities                           |
| RAD CLO 2023-21 LTD            SUB    20330125 FLT | 2033-01-25      | 0.0000%  | 0.0000% | $1646000.00        | $1430044.80        | Asset-Backed Securities                           |
| SOUND POINT CLO 2017-17        SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $4250000.00        | $255000.00         | Asset-Backed Securities                           |
| TABERNA PREF FDG VII 2006-7    A2LB 1 20370205 FLT | 2037-02-05      | 6.3342%  | 0.0000% | $6500000.00        | $31211.04          | Asset-Backed Securities                           |
| TRAPEZA CDO XIII 2007-13       D      20421109 FLT | 2042-11-09      | 5.7599%  | 0.0000% | $2000000.00        | $1399392.82        | Asset-Backed Securities                           |
| SPIRIT AIRLINES INC 2015-1     A      20291001 4.1 | 2029-10-01      | 4.1000%  | 0.0000% | $23386000.00       | $10524730.21       | Asset-Backed Securities                           |
| STRUCTURED ASSET SECS 2007-BC1 M1     20370225 FLT | 2037-02-25      | 4.7842%  | 0.0000% | $4883312.00        | $2591667.15        | Asset-Backed Securities                           |
| STRUCTURED ASSET SECS 2007-BC4 A2     20371125 FLT | 2037-11-25      | 4.9392%  | 0.0000% | $1490000.00        | $1351977.66        | Asset-Backed Securities                           |
| STONE TOWER CDO II 2005-2      A-3L   20401117 FLT | 2040-11-17      | 3.5541%  | 0.0000% | $14000000.00       | $20673.95          | Asset-Backed Securities                           |
| SOUND PNT CLO IV-R LTD 2018-4R E      20310418 FLT | 2031-04-18      | 10.7811% | 0.0000% | $3000000.00        | $1582703.78        | Asset-Backed Securities                           |
| SMB PRIVATE EDU LN TR  2024-D  ER     20530715 FLT | 2053-07-15      | 0.0000%  | 0.0000% | $35869720.00       | $27081638.60       | Asset-Backed Securities                           |
| SOUND POINT CLO XXIV LTD 2019  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $4920000.00        | $1804360.80        | Asset-Backed Securities                           |
| STRUCTURED ASSET INV 2005-HE1  M2     20350725 FLT | 2035-07-25      | 5.1592%  | 0.0000% | $360000.00         | $167678.38         | Asset-Backed Securities                           |
| TABERNA PREF FDG IX 2007-9     A-2LB  20380505 FLT | 2038-05-05      | 5.7721%  | 0.0000% | $8000000.00        | $910729.53         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2006-3         M-1    20361125 FLT | 2036-11-25      | 4.8742%  | 0.0000% | $37407872.00       | $2886887.54        | Asset-Backed Securities                           |
| SYMPHONY CLO XVI 2015-16       SUB NT 20280717 FLT | 2028-07-17      | 0.0000%  | 0.0000% | $3826000.00        | $8799.80           | Asset-Backed Securities                           |
| STRUCTURED ASSET INV 2004-8    B2     20340925 FLT | 2034-09-25      | 5.5000%  | 0.0000% | $5765616.00        | $2845388.28        | Asset-Backed Securities                           |
| TABERNA PREF FDG IV 2005-4     C-2    20360505 6.2 | 2036-05-05      | 5.9713%  | 0.0000% | $5000000.00        | $38611.77          | Asset-Backed Securities                           |
| ANSONIA CDO 2006-1             B 144A 20460728 5.8 | 2046-07-28      | 5.8120%  | 0.0000% | $14000000.00       | $135546.45         | Asset-Backed Securities                           |
| APL FINANCE 2023-1 LLC         C      20310721 8.5 | 2031-07-21      | 8.5000%  | 0.0000% | $5324000.00        | $5395091.96        | Asset-Backed Securities                           |
| BABSON CLO LTD 2015-I          SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $6130000.00        | $746493.01         | Asset-Backed Securities                           |
| BAIN CAP CR CLO 2023-3 LTD     SUB    20360724 FLT | 2036-07-24      | 0.0000%  | 0.0000% | $600000.00         | $402414.60         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2005-OPT1      M-2    20350625 FLT | 2035-06-25      | 5.1142%  | 0.0000% | $384999.00         | $13810.65          | Asset-Backed Securities                           |
| ASSET BACKED FDG NIM 2005-HE2  N1 144 20350726 6.0 | 2035-07-26      | 6.0000%  | 0.0000% | $18251773.00       | $1940.42           | Asset-Backed Securities                           |
| ATTENUS CDO I 2006-1           D      20360510 FLT | 2036-05-10      | 7.3119%  | 0.0000% | $5000000.00        | $44963.20          | Asset-Backed Securities                           |
| ATHILON CAP CORP               SUB C VR 144A 47    | 2047-06-20      | 0.0000%  | 0.0000% | $24900000.00       | $8673908.08        | Asset-Backed Securities                           |
| ABS CORP HM EQ LN TR 2004-HE3  M1     20340626 FLT | 2034-06-26      | 5.2492%  | 0.0000% | $100000.00         | $28363.90          | Asset-Backed Securities                           |
| BENEFIT STR P 0.01 15JUL37 144A FRN                | 2037-07-15      | 12.1361% | 0.0000% | $1750000.00        | $1630156.72        | Asset-Backed Securities                           |
| COOPR RES MTG TR 2025-CES1     B-2    20600525 FLT | 2060-05-25      | 8.8950%  | 0.0000% | $3783000.00        | $3406002.93        | Asset-Backed Securities                           |
| C-BASS CBO XVIII 2007-18       D      20470313 FLT | 2047-03-13      | 9.6037%  | 0.0000% | $5800000.00        | $594403.69         | Asset-Backed Securities                           |
| CBASS CBO XII LTD 2004-12      C      20400315 FLT | 2040-03-15      | 8.7500%  | 0.0000% | $7000000.00        | $916448.55         | Asset-Backed Securities                           |
| CENTRE SQUARE CDO LT           A-3    20511119 FLT | 2051-11-19      | 1.6523%  | 0.0000% | $15000000.00       | $1138844.01        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2022-NQM3     B-3    20620725 FLT | 2062-07-25      | 5.6234%  | 0.0000% | $25136840.00       | $14101338.13       | Asset-Backed Securities                           |
| CITIUS I FDG LTD 2006-1        C      20460505 FLT | 2046-05-05      | 8.8700%  | 0.0000% | $5000000.00        | $46585.78          | Asset-Backed Securities                           |
| CSMC SERIES 2014-9R            5-A-2  20361029 FLT | 2036-10-29      | 6.0000%  | 0.0000% | $3992148.00        | $1358616.72        | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 2023-RPL1    X      20630525 FLT | 2063-05-25      | 0.0000%  | 0.0000% | $460918272.00      | $2921921.32        | Asset-Backed Securities                           |
| CWABS INC 2004-11              M-4    20350125 FLT | 2035-01-25      | 6.4642%  | 0.0000% | $2813000.00        | $1942961.00        | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 2023-RPL1    AIOS   20630525 FLT | 2063-05-25      | 0.1000%  | 0.0000% | $460918272.00      | $1076759.42        | Asset-Backed Securities                           |
| CVP CLO 2017-2 LTD             SUB    20310121 FLT | 2031-01-21      | 0.0000%  | 0.0000% | $5000000.00        | $1479380.00        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-CES1     AIOS   20550225 FLT | 2055-02-25      | 0.0500%  | 0.0000% | $292042880.00      | $364019.37         | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2023-NQM4     B-3    20630525 FLT | 2063-05-25      | 7.0833%  | 0.0000% | $14593424.00       | $12525871.82       | Asset-Backed Securities                           |
| C-BASS CBO XIII 2005-13        C      20400317 FLT | 2040-03-17      | 8.5800%  | 0.0000% | $5500000.00        | $670486.67         | Asset-Backed Securities                           |
| CARRINGTON MTG LN 2006-OPT1    M-4    20360225 FLT | 2036-02-25      | 5.1442%  | 0.0000% | $16017056.00       | $8101602.49        | Asset-Backed Securities                           |
| CARRINGTON MTG LN 2006-FRE1    A-3    20360425 FLT | 2036-04-25      | 4.5892%  | 0.0000% | $650000.00         | $87402.80          | Asset-Backed Securities                           |
| COOF SECURITIZ TR II  2016-1   A-1    20420425 FLT | 2042-04-25      | 2.6874%  | 0.0000% | $475065344.00      | $2040590.61        | Asset-Backed Securities                           |
| CSMC SERIES 2014-2R            16-A-3 20370827 FLT | 2037-08-27      | 2.7500%  | 0.0000% | $2196040.00        | $763511.09         | Asset-Backed Securities                           |
| COOF SECURITIZATION TR 2014-1  PTC    20400615 FLT | 2040-06-15      | 3.3130%  | 0.0000% | $100000000.00      | $350311.85         | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL FDG TR 2023- B-3    20620525 FLT | 2062-05-25      | 4.6455%  | 0.0000% | $8340848.00        | $3084330.22        | Asset-Backed Securities                           |
| CWABS INC 2006-22              M-1    20351225 FLT | 2035-12-25      | 4.7842%  | 0.0000% | $19204672.00       | $7117156.94        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-CES1     XS     20550225 FLT | 2055-02-25      | 2.1514%  | 0.0000% | $292042880.00      | $20302828.56       | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2022-NQM3     XS     20620725 FLT | 2062-07-25      | 0.0000%  | 0.0000% | $386712320.00      | $3086907.97        | Asset-Backed Securities                           |
| CAMBER 7 PLC                   D      20420612 FLT | 2042-06-12      | 8.5604%  | 0.0000% | $14450000.00       | $723177.65         | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2023-NQM4     B-2    20630525 FLT | 2063-05-25      | 7.0833%  | 0.0000% | $6191000.00        | $5155747.32        | Asset-Backed Securities                           |
| BUCKINGHAM CDO II LTD          D      20410405 FLT | 2041-04-05      | 9.1000%  | 0.0000% | $1100000.00        | $11837.13          | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL FDG TR 2023- AIOS   20620525 FLT | 2062-05-25      | 0.1750%  | 0.0000% | $245308672.00      | $1204043.21        | Asset-Backed Securities                           |
| BRAVO RESI FDING TR 2023-NQM5  XS     20630625 FLT | 2063-06-25      | 0.6402%  | 0.0000% | $324040192.00      | $3156918.54        | Asset-Backed Securities                           |
| OPTION ONE MTG LN TR 2005-4    M-4    20351125 FLT | 2035-11-25      | 5.3392%  | 0.0000% | $5730656.00        | $3332637.01        | Asset-Backed Securities                           |
| PAGAYA AI DEBT TRUST 2023-7    C1     20310715 8.7 | 2031-07-15      | 8.7980%  | 0.0000% | $15143000.00       | $15383429.60       | Asset-Backed Securities                           |
| PAGAYA AI DEBT TR 2024-1       D      20310715 9.0 | 2031-07-15      | 9.0000%  | 0.0000% | $2600000.00        | $1240250.58        | Asset-Backed Securities                           |
| PEOPLES CHOICE HM LN 2005-4    M10    20351225 FLT | 2035-12-25      | 8.9392%  | 0.0000% | $3264512.00        | $2466.57           | Asset-Backed Securities                           |
| STEELE CREEK CLO 2016-1R LTD   F-R    20310616 FLT | 2031-06-16      | 11.4609% | 0.0000% | $3000000.00        | $452995.49         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2001-2         M-2    20300325 FLT | 2030-03-25      | 6.2392%  | 0.0000% | $1700000.00        | $35172.71          | Asset-Backed Securities                           |
| SOUND POINT CLO LTD 2019-22    SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $17080000.00       | $4801990.76        | Asset-Backed Securities                           |
| STIFEL SBA IO TR 2024-1        A-1    20360915 FLT | 2036-09-15      | 2.1172%  | 0.0000% | $636476160.00      | $27259643.05       | Asset-Backed Securities                           |
| SOUTH COAST FDG V 2004-5       B      20390806 FLT | 2039-08-06      | 5.5721%  | 0.0000% | $15000000.00       | $2808967.94        | Asset-Backed Securities                           |
| SIERRA MADRE FDG 2004          A1 LTA 20390907 FLT | 2039-09-07      | 4.8369%  | 0.0000% | $750000.00         | $36761.46          | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR 2003-B    B      20330315 FLT | 2033-03-15      | 5.2605%  | 0.0000% | $5737000.00        | $235286.77         | Asset-Backed Securities                           |
| STRUCTURED ASSET SECS 2005-AR1 M3     20350925 FLT | 2035-09-25      | 5.1892%  | 0.0000% | $4285000.00        | $2361489.13        | Asset-Backed Securities                           |
| STRUCTURED ASSET INV 2004-11   M-2    20350125 FLT | 2035-01-25      | 5.4142%  | 0.0000% | $2862000.00        | $743917.20         | Asset-Backed Securities                           |
| SALOMON BROS MTG SEC 7 97-LB6  A-5    20271225 7.2 | 2027-12-25      | 7.2400%  | 0.0000% | $16951000.00       | $65267.13          | Asset-Backed Securities                           |
| SALT TR 2021-1                 D      20330228 7.1 | 2033-02-28      | 7.1420%  | 0.0000% | $11740000.00       | $3311130.71        | Asset-Backed Securities                           |
| SAYBROOK PT CBO II 2002-2      B2     20350208 FLT | 2035-02-08      | 6.4537%  | 0.0000% | $13000000.00       | $73594.44          | Asset-Backed Securities                           |
| STATIC RESI CDO 2006-A         B      20381012 FLT | 2038-10-12      | 1.1326%  | 0.0000% | $12000000.00       | $89800.31          | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      B-2    20350705 FLT | 2035-07-05      | 5.6463%  | 0.0000% | $1500000.00        | $574968.91         | Asset-Backed Securities                           |
| STATIC RESI CDO 2006-A         E      20381012 FLT | 2038-10-12      | 4.7076%  | 0.0000% | $13000000.00       | $150201.11         | Asset-Backed Securities                           |
| THL CR WIND RIVER CLO 2014-2R  E-R    20310115 FLT | 2031-01-15      | 10.2677% | 0.0000% | $1705000.00        | $1507961.06        | Asset-Backed Securities                           |
| SAXON ASSET SEC TR 2007-4      M-1    20371228 FLT | 2037-12-28      | 7.4392%  | 0.0000% | $6935000.00        | $4491262.53        | Asset-Backed Securities                           |
| SMB PVT ED LN TR 2022-B        D      20550216 5.9 | 2055-02-16      | 5.9500%  | 0.0000% | $26109000.00       | $14916541.57       | Asset-Backed Securities                           |
| SOUND PNT CLO VI LTD 2014-6    SUB    20261020 FLT | 2026-10-20      | 0.0000%  | 0.0000% | $10521200.00       | $529069.06         | Asset-Backed Securities                           |
| TABERNA PREF FDG IV 2005-4     C-1    20360505 FLT | 2036-05-05      | 5.9721%  | 0.0000% | $2000000.00        | $15399.92          | Asset-Backed Securities                           |
| TABERNA PREF FDG IV 2005-4     D-1    20360505 FLT | 2036-05-05      | 7.1221%  | 0.0000% | $7500000.00        | $83942.85          | Asset-Backed Securities                           |
| SMB PVT ED LN TR 2022-D        R      20581015 0.0 | 2058-10-15      | 0.0000%  | 0.0000% | $10000.00          | $396617.90         | Asset-Backed Securities                           |
| SAYBROOK PT CBO II 2002-2      A      20350208 FLT | 2035-02-08      | 5.4037%  | 0.0000% | $94014000.00       | $9097571.82        | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2015-16R      F-R    20311015 FLT | 2031-10-15      | 12.4977% | 0.0000% | $1050000.00        | $622095.74         | Asset-Backed Securities                           |
| TERWIN MTG TR 2004-10SL        B-3    20340925 FLT | 2034-09-25      | 8.0000%  | 0.0000% | $5490000.00        | $52434.38          | Asset-Backed Securities                           |
| SANTANDER BANK N.A 2024-A      E      20320615 7.7 | 2032-06-15      | 7.7620%  | 0.0000% | $1600000.00        | $1417941.37        | Asset-Backed Securities                           |
| SOLOSO CDO 2007-1              A-3F   20371007 FLT | 2037-10-07      | 5.4163%  | 0.0000% | $1100000.00        | $421271.40         | Asset-Backed Securities                           |
| STACK LTD 2004-1               D      20390510 FLT | 2039-05-10      | 8.0537%  | 0.0000% | $5000000.00        | $1447120.64        | Asset-Backed Securities                           |
| STRUCTURED ASSET INV 2003-BC9  M2     20330825 FLT | 2033-08-25      | 7.0642%  | 0.0000% | $46347000.00       | $563982.24         | Asset-Backed Securities                           |
| TABERNA PREF FDG II 2005-2     C2 144 20351105 FLT | 2035-11-05      | 6.2221%  | 0.0000% | $25000000.00       | $271457.35         | Asset-Backed Securities                           |
| SOUTH COAST FDG VII 2005-7     A-2    20410107 FLT | 2041-01-07      | 0.6443%  | 0.0000% | $26083000.00       | $164046.22         | Asset-Backed Securities                           |
| STARWOOD MTG RES TRUST 2021-6  B-2    20661125 FLT | 2066-11-25      | 3.9350%  | 0.0000% | $3921000.00        | $2709528.08        | Asset-Backed Securities                           |
| TABERNA PREF FDG V 2006-5      B-1L   20360805 FLT | 2036-08-05      | 7.2721%  | 0.0000% | $500000.00         | $5897.55           | Asset-Backed Securities                           |
| STRUCTURED ASSET SECS 2005-S6  M2     20351125 FLT | 2035-11-25      | 5.1592%  | 0.0000% | $5000000.00        | $336910.40         | Asset-Backed Securities                           |
| ALESCO PREF FDG XII 2006-12    C1 144 20370715 FLT | 2037-07-15      | 5.8177%  | 0.0000% | $1000000.00        | $376471.14         | Asset-Backed Securities                           |
| ACE SECS HEQ 2005-WF1          M-9    20350525 FLT | 2035-05-25      | 6.7892%  | 0.0000% | $2487000.00        | $716778.85         | Asset-Backed Securities                           |
| ACE SECS HEQ 2005-WF1          M-7    20350525 FLT | 2035-05-25      | 6.0692%  | 0.0000% | $1600000.00        | $431717.52         | Asset-Backed Securities                           |
| ALLY BANK AUTO CREDIT LKD 24-A G      20320517 12. | 2032-05-17      | 12.7480% | 0.0000% | $910000.00         | $593028.08         | Asset-Backed Securities                           |
| ACCREDITED MTG LN TR 2006-2    M-1    20360925 FLT | 2036-09-25      | 4.7092%  | 0.0000% | $6089000.00        | $5779484.38        | Asset-Backed Securities                           |
| AEGIS ABS 2006-1               M7     20370125 FLT | 2037-01-25      | 6.1642%  | 0.0000% | $4997120.00        | $2620.09           | Asset-Backed Securities                           |
| ACA ABS 2007-3                 B-2L   20470507 FLT | 2047-05-07      | 4.8935%  | 0.0000% | $5000000.00        | $59871.26          | Asset-Backed Securities                           |
| ALLIANCE BANCORP TR 2007-S1    A-3    20370525 FLT | 2037-05-25      | 8.0600%  | 0.0000% | $4504000.00        | $67599.53          | Asset-Backed Securities                           |
| ALESCO PREF FDG XI 2006-11     C1 144 20361223 FLT | 2036-12-23      | 5.7645%  | 0.0000% | $1250000.00        | $366641.59         | Asset-Backed Securities                           |
| AEGIS ABS 2005-2               M3     20350625 FLT | 2035-06-25      | 5.1592%  | 0.0000% | $2000000.00        | $669937.25         | Asset-Backed Securities                           |
| AMSR TRUST 2021-SFR3           I      20261009 5.8 | 2026-10-09      | 5.8840%  | 0.0000% | $1237000.00        | $1210536.72        | Asset-Backed Securities                           |
| ADIRONDACK LTD 2005-1          D      20400709 FLT | 2040-07-09      | 8.2925%  | 0.0000% | $5000000.00        | $75722.62          | Asset-Backed Securities                           |
| ACHV ABS TR 2025-1PL           E      20320426 6.5 | 2032-04-26      | 6.5000%  | 0.0000% | $524000.00         | $504921.04         | Asset-Backed Securities                           |
| ACE SECS HEQ 2005-HE7          M-1    20351125 FLT | 2035-11-25      | 5.0992%  | 0.0000% | $1500000.00        | $108537.17         | Asset-Backed Securities                           |
| ALESCO PREF FDG XIV 2006-14    D1 144 20370923 FLT | 2037-09-23      | 7.2645%  | 0.0000% | $2437000.00        | $66642.59          | Asset-Backed Securities                           |
| APIDOS CLO XXVII 2017-27       SUB    20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $3500000.00        | $1073282.00        | Asset-Backed Securities                           |
| ALESCO PREF FDG XIII 2006-13   B 144A 20370923 FLT | 2037-09-23      | 5.2145%  | 0.0000% | $4160000.00        | $3035571.43        | Asset-Backed Securities                           |
| ARES CLO LTD 2017-43           SUB    20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $300000.00         | $80488.80          | Asset-Backed Securities                           |
| ACE SECS HEQ 2006-HE3          A-2D   20360625 FLT | 2036-06-25      | 4.9192%  | 0.0000% | $300000.00         | $78533.35          | Asset-Backed Securities                           |
| AASET TR 2018-1                C      20380116 6.4 | 2038-01-16      | 6.4130%  | 0.0000% | $5000000.00        | $244773.07         | Asset-Backed Securities                           |
| ASSET BACKED FDG 2005-WF1      M-8    20340425 FLT | 2034-04-25      | 6.3142%  | 0.0000% | $1200000.00        | $309366.51         | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2003-AR3   M-5    20330725 FLT | 2033-07-25      | 2.7517%  | 0.0000% | $2000000.00        | $226536.01         | Asset-Backed Securities                           |
| ALLY BANK CR LKD NT 2024-B     F      20320915 8.0 | 2032-09-15      | 8.0360%  | 0.0000% | $1000000.00        | $772928.95         | Asset-Backed Securities                           |
| ARES XXXVII CLO LTD 15-37R     SUB NT 20261015 FLT | 2026-10-15      | 0.0000%  | 0.0000% | $3000000.00        | $90000.00          | Asset-Backed Securities                           |
| AVIS BUDGET RENT 8.03 20DEC29 144A                 | 2029-12-20      | 8.0300%  | 0.0000% | $71730000.00       | $69717009.13       | Asset-Backed Securities                           |
| BEAR STEARNS ABS TR 2007-HE3   I-A-3  20370126 FLT | 2037-01-26      | 4.9392%  | 0.0000% | $30700000.00       | $647862.32         | Asset-Backed Securities                           |
| ACCREDITED MTG LN TR 2006-1    M-8    20360425 FLT | 2036-04-25      | 1.4807%  | 0.0000% | $3500000.00        | $1667.42           | Asset-Backed Securities                           |
| ATTENUS CDO I 2006-1           C-2B   20360510 FLT | 2036-05-10      | 6.0119%  | 0.0000% | $11000000.00       | $2324966.26        | Asset-Backed Securities                           |
| ARES XLII CLO LTD 2017-42      SUB    20280124 FLT | 2028-01-24      | 0.0000%  | 0.0000% | $5000000.00        | $25000.00          | Asset-Backed Securities                           |
| ARES CLO LTD 2017-45           SUB    20301004 FLT | 2030-10-04      | 0.0000%  | 0.0000% | $4250000.00        | $1612365.00        | Asset-Backed Securities                           |
| ACCREDITED MTG LN TR 2007-1    M-9    20370225 FLT | 2037-02-25      | 6.4392%  | 0.0000% | $2000000.00        | $1094.48           | Asset-Backed Securities                           |
| FREDDIE MAC SCRT SERIES 2022-1 BXS    20611125 FLT | 2061-11-25      | 4.4070%  | 0.0000% | $29129.00          | $10172.38          | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE MTG TR 2022-PRE1  A-1    20270925 FLT | 2027-09-25      | 4.1060%  | 0.0000% | $90500000.00       | $16791305.31       | Asset-Backed Securities                           |
| SOLOSO CDO 2007-1              A-3L   20371007 FLT | 2037-10-07      | 5.4163%  | 0.0000% | $5975000.00        | $2288269.63        | Asset-Backed Securities                           |
| SAXON ASSET SEC CO 2003-3      M-3    20330325 FLT | 2033-03-25      | 3.6841%  | 0.0000% | $3000000.00        | $71029.81          | Asset-Backed Securities                           |
| STAR TRUST 2022-SFR3           E2     20390519 FLT | 2039-05-19      | 8.0287%  | 0.0000% | $1900000.00        | $1907311.89        | Asset-Backed Securities                           |
| SOLRR AIRCRAFT LTD 2021-1      C      20461015 5.6 | 2046-10-15      | 5.6820%  | 0.0000% | $5250000.00        | $2819171.85        | Asset-Backed Securities                           |
| SECURITIZED ASSET REC 2004-DO1 M-2    20340725 FLT | 2034-07-25      | 6.3892%  | 0.0000% | $4000000.00        | $681244.74         | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2018-2      SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $4083328.00        | $449166.08         | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR 2003-C    C      20320915 FLT | 2032-09-15      | 6.1605%  | 0.0000% | $8020000.00        | $2060218.52        | Asset-Backed Securities                           |
| RAPTOR AIRCRAFT FIN I LTD 2019 A      20440823 4.2 | 2044-08-23      | 4.2130%  | 0.0000% | $3000000.00        | $1598123.47        | Asset-Backed Securities                           |
| RACE POINT IX CLO LTD 2015-9   INC NT 20270415 FLT | 2027-04-15      | 0.0000%  | 0.0000% | $4010000.00        | $898420.45         | Asset-Backed Securities                           |
| NEW CENTURY HEQ TR 2005-4      M-6    20350925 FLT | 2035-09-25      | 5.5642%  | 0.0000% | $8862160.00        | $4117844.11        | Asset-Backed Securities                           |
| LONG BEACH MTG LN TR 2006-1    II-A3  20360225 FLT | 2036-02-25      | 4.8192%  | 0.0000% | $54975000.00       | $9272837.15        | Asset-Backed Securities                           |
| OPTION ONE MTG LN TR 2004-1    M-5    20340125 FLT | 2034-01-25      | 7.2892%  | 0.0000% | $500000.00         | $59699.47          | Asset-Backed Securities                           |
| OBX TR 2022-NQM9               B-1    20620925 FLT | 2062-09-25      | 6.4179%  | 0.0000% | $9164000.00        | $8433776.09        | Asset-Backed Securities                           |
| OPORTUN ISSUANCE TRUST 2021-B  C      20310508 3.6 | 2031-05-08      | 3.6500%  | 0.0000% | $390000.00         | $154015.12         | Asset-Backed Securities                           |
| OHA CREDIT  17 LTD 2024-17     E      20370420 FLT | 2037-04-20      | 10.1695% | 0.0000% | $500000.00         | $509883.46         | Asset-Backed Securities                           |
| NEW CENTURY HEQ TR 2006-1      M-1    20360525 FLT | 2036-05-25      | 4.9492%  | 0.0000% | $17111776.00       | $4697417.94        | Asset-Backed Securities                           |
| NEW RESIDENTIAL MORTGAGE S 202 A      20320325 6.5 | 2032-03-25      | 6.5450%  | 0.0000% | $5000000.00        | $4730159.16        | Asset-Backed Securities                           |
| OBX TR 2022-NQM9               B-3    20620925 FLT | 2062-09-25      | 6.4179%  | 0.0000% | $15992720.00       | $6134452.63        | Asset-Backed Securities                           |
| OPORTUN ISSUANCE TRUST 2025-A  D      20330208 7.2 | 2033-02-08      | 7.2500%  | 0.0000% | $3620000.00        | $3605319.29        | Asset-Backed Securities                           |
| OBX TR 2022-NQM9               A-IO-S 20620925 FLT | 2062-09-25      | 0.2100%  | 0.0000% | $359279104.00      | $1647747.89        | Asset-Backed Securities                           |
| PARK PLACE SECS 2005-WHQ4      M-4    20350925 FLT | 2035-09-25      | 5.3542%  | 0.0000% | $6500000.00        | $3339635.31        | Asset-Backed Securities                           |
| POPULAR ABS 2006-C             M-1    20360725 FLT | 2036-07-25      | 4.9342%  | 0.0000% | $175000.00         | $83004.56          | Asset-Backed Securities                           |
| PEOPLES CHOICE HM LN 2005-4    M3     20351225 FLT | 2035-12-25      | 5.1442%  | 0.0000% | $21127168.00       | $9281.61           | Asset-Backed Securities                           |
| PEOPLES CHOICE HM LN 2005-4    M6     20351225 FLT | 2035-12-25      | 5.4892%  | 0.0000% | $6586368.00        | $3082.89           | Asset-Backed Securities                           |
| VERTICAL CDO LTD 2003-1        A      20400303 FLT | 2040-03-03      | 5.7897%  | 0.0000% | $24000000.00       | $243075.77         | Asset-Backed Securities                           |
| TRAPEZA CDO XII 2007-12        E-1    20420406 FLT | 2042-04-06      | 6.9463%  | 0.0000% | $5000000.00        | $98966.20          | Asset-Backed Securities                           |
| VENTURE XV CLO LTD 2013-15     SUB    20250715 FLT | 2025-07-15      | 0.0000%  | 0.0000% | $2450000.00        | $12250.00          | Asset-Backed Securities                           |
| WASH MUTUAL WMABS                                  | 2036-09-25      | 12.0000% | 0.0000% | $1920000.00        | $3201.92           | Asset-Backed Securities                           |
| UNITED AIR PASS THRU TR 2019-2 B      20291101 3.5 | 2029-11-01      | 3.5000%  | 0.0000% | $800000.00         | $316821.61         | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 2023-RPL1    B-1    20630525 FLT | 2063-05-25      | 5.1140%  | 0.0000% | $13961000.00       | $11298896.68       | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 2023-RPL1    B      20630525 FLT | 2063-05-25      | 5.1140%  | 0.0000% | $47365952.00       | $29945753.01       | Asset-Backed Securities                           |
| BCAP LLC TR 2013-RR9           4A7    20371027 FLT | 2037-10-27      | 4.4451%  | 0.0000% | $1500000.00        | $22383.23          | Asset-Backed Securities                           |
| DUKE FDG V LTD                                     | 2033-08-07      | 8.0500%  | 0.0000% | $64700000.00       | $1860727.04        | Asset-Backed Securities                           |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $15000000.00       | $153047.56         | Asset-Backed Securities                           |
| ELEVATION CLO LTD 2018-9       SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $11165000.00       | $2019290.74        | Asset-Backed Securities                           |
| DRYDEN 43 SR LN FD 2016-43     SUB NT 20290720 FLT | 2029-07-20      | 0.0000%  | 0.0000% | $3620000.00        | $1360435.82        | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2005-3      M4     20360225 FLT | 2036-02-25      | 0.0000%  | 0.0000% | $8994816.00        | $4097.78           | Asset-Backed Securities                           |
| CSFB COML MTG PTC 2004-CF1     M-2    20430525 FLT | 2043-05-25      | 7.2892%  | 0.0000% | $8273000.00        | $625567.28         | Asset-Backed Securities                           |
| CWABS INC 2007-BC3             2-A-4  20371125 FLT | 2037-11-25      | 4.9392%  | 0.0000% | $350000.00         | $281731.38         | Asset-Backed Securities                           |
| CWABS INC 2006-24              M-1    20351225 FLT | 2035-12-25      | 4.8142%  | 0.0000% | $15731920.00       | $3697757.51        | Asset-Backed Securities                           |
| CROWN CITY CLO II              SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $4364776.00        | $1614967.12        | Asset-Backed Securities                           |
| FIGRE TRUST 2024-SL1           A-1    20530725 FLT | 2053-07-25      | 5.7480%  | 0.0000% | $4466000.00        | $3756003.28        | Asset-Backed Securities                           |
| GSAA HEQ TR 2007-9             A2A    20371025 6.5 | 2037-10-25      | 6.5000%  | 0.0000% | $2140000.00        | $198736.67         | Asset-Backed Securities                           |
| GSAMP TRUST 2007-NC1           A-1    20370225 FLT | 2037-02-25      | 4.6992%  | 0.0000% | $16500000.00       | $1633138.73        | Asset-Backed Securities                           |
| CWABS INC 2006-7               M-1    20450425 FLT | 2045-04-25      | 4.8592%  | 0.0000% | $17376800.00       | $6141823.98        | Asset-Backed Securities                           |
| FBR SEC TRUST 2005-3           M-5    20351025 FLT | 2035-10-25      | 5.3992%  | 0.0000% | $1998800.00        | $920.59            | Asset-Backed Securities                           |
| DSLA MTG LN TR 2007-AR1        2A-1B  20370319 FLT | 2037-03-19      | 4.6212%  | 0.0000% | $14912128.00       | $831348.60         | Asset-Backed Securities                           |
| DRYDEN 42 SENIOR LOAN 2016-RR  F-RR   20370715 FLT | 2037-07-15      | 12.2961% | 0.0000% | $5955000.00        | $5580365.74        | Asset-Backed Securities                           |
| COMPASS DATACENTERS 2025-1     A-1    20500525 5.3 | 2050-05-25      | 5.3160%  | 0.0000% | $14613000.00       | $14696313.58       | Asset-Backed Securities                           |
| HOUT BAY LTD 2006-1            A-2    20410705 FLT | 2041-07-05      | 4.8859%  | 0.0000% | $9400000.00        | $69170.03          | Asset-Backed Securities                           |
| FOUNDATION FIN TR 2024-2       C      20500315 5.3 | 2050-03-15      | 5.3200%  | 0.0000% | $1750000.00        | $1744980.42        | Asset-Backed Securities                           |
| KNOLLWOOD CDO LTD 2004-1       A-1    20390108 FLT | 2039-01-08      | 7.9500%  | 0.0000% | $50000000.00       | $1717668.26        | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 2002-FF1    M-1    20320425 FLT | 2032-04-25      | 5.4892%  | 0.0000% | $12000000.00       | $313028.05         | Asset-Backed Securities                           |
| HOME EQUITY ASSET TR 2007-2    2-A-3  20370725 FLT | 2037-07-25      | 4.9192%  | 0.0000% | $9193000.00        | $3896698.64        | Asset-Backed Securities                           |
| FREMONT HM LN TR 2004-4        M-5    20350325 FLT | 2035-03-25      | 5.9392%  | 0.0000% | $4250000.00        | $843903.95         | Asset-Backed Securities                           |
| FIRST NLC TRUST 2005-4         M-1    20360225 FLT | 2036-02-25      | 5.1742%  | 0.0000% | $2500000.00        | $2223309.56        | Asset-Backed Securities                           |
| FLEXENTIAL ISSUER LLC 2021-1   C      20511127 6.9 | 2051-11-27      | 6.9300%  | 0.0000% | $10800000.00       | $10586554.20       | Asset-Backed Securities                           |
| FBR SEC TRUST 2005-2           M-10   20350925 FLT | 2035-09-25      | 7.8142%  | 0.0000% | $31416320.00       | $20791.98          | Asset-Backed Securities                           |
| HOMES TR 2023-NQM1             B-1    20680125 FLT | 2068-01-25      | 6.9961%  | 0.0000% | $4808530.00        | $4740268.63        | Asset-Backed Securities                           |
| HOMES TR 2023-NQM2             B-1    20680225 FLT | 2068-02-25      | 7.2764%  | 0.0000% | $9903000.00        | $9813640.32        | Asset-Backed Securities                           |
| FIGRE TRUST 2024-HE1           C      20540325 FLT | 2054-03-25      | 6.7490%  | 0.0000% | $1500000.00        | $1153121.76        | Asset-Backed Securities                           |
| GSAMP TRUST 2006-FM1           A-2C   20360425 FLT | 2036-04-25      | 4.7592%  | 0.0000% | $1765000.00        | $202578.74         | Asset-Backed Securities                           |
| LEXN 2007                                          | 2051-04-10      | 7.3378%  | 0.0000% | $13000000.00       | $270859.97         | Asset-Backed Securities                           |
| FREMONT HM LN TR 2004-4        M-4    20350325 FLT | 2035-03-25      | 5.8642%  | 0.0000% | $15000000.00       | $2028492.60        | Asset-Backed Securities                           |
| VENTURE 32 CLO 2018-32         E      20310718 FLT | 2031-07-18      | 10.2811% | 0.0000% | $1962000.00        | $1086172.21        | Asset-Backed Securities                           |
| YORK CLO-8 LTD 2020-8          SUB    20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $10000000.00       | $7860930.00        | Asset-Backed Securities                           |
| WAMU WMABS 2006-HE5            II-A-1 20361025 FLT | 2036-10-25      | 3.7424%  | 0.0000% | $1500000.00        | $18159.83          | Asset-Backed Securities                           |
| WIND RIV 2021- 0.0 20APR34 144A FRN                | 2037-07-20      | 0.0000%  | 0.0000% | $12300000.00       | $5535000.00        | Asset-Backed Securities                           |
| US CAP FDG VI LTD 2007-6       C-1    20430710 FLT | 2043-07-10      | 6.4718%  | 0.0000% | $3000000.00        | $4770671.36        | Asset-Backed Securities                           |
| TRAPEZA CDO XII 2007-12        D-1    20420406 FLT | 2042-04-06      | 5.8963%  | 0.0000% | $6250000.00        | $2274100.19        | Asset-Backed Securities                           |
| WELLFLEET CLO LTD 2017-2       SUB NT 20291020 FLT | 2029-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $68525.00          | Asset-Backed Securities                           |
| WELLFLEET CLO 2018-3 LTD       SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $3125000.00        | $667506.25         | Asset-Backed Securities                           |
| COLLEGE AVE ST LN 2017-A       C      20461126 5.0 | 2046-11-26      | 5.0000%  | 0.0000% | $500000.00         | $109045.57         | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2007-WFHE1 M-2    20370125 FLT | 2037-01-25      | 4.8592%  | 0.0000% | $800000.00         | $520034.96         | Asset-Backed Securities                           |
| DUKE FDG HIGH GR III 2005-3    C-1    20490802 FLT | 2049-08-02      | 6.1037%  | 0.0000% | $12500000.00       | $90534.41          | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2006-AMC1  M-1    20360925 FLT | 2036-09-25      | 4.8742%  | 0.0000% | $24149344.00       | $9748024.02        | Asset-Backed Securities                           |
| CWABS INC 2004-AB1             M-2    20340825 FLT | 2034-08-25      | 6.0142%  | 0.0000% | $4780000.00        | $2260120.98        | Asset-Backed Securities                           |
| DUKE FUNDING V LTD                                 | 2038-08-07      | 11.0000% | 0.0000% | $7000000.00        | $110298.86         | Asset-Backed Securities                           |
| COMMODORE CDO III 2005         B 144A 20400306 FLT | 2040-03-06      | 9.2300%  | 0.0000% | $20500000.00       | $1326473.00        | Asset-Backed Securities                           |
| CRYSTAL RIVER CDO 2005-1       B      20460302 FLT | 2046-03-02      | 5.2301%  | 0.0000% | $44750000.00       | $8683278.28        | Asset-Backed Securities                           |
| CWABS INC 2006-16              M-1    20460825 FLT | 2046-08-25      | 4.8742%  | 0.0000% | $8284224.00        | $3312893.71        | Asset-Backed Securities                           |
| CARLYLE GLOABL MARKET STRATEGI E      20300715 FLT | 2030-07-15      | 12.4377% | 0.0000% | $2500000.00        | $2263402.84        | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2018-61         SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $2000000.00        | $867676.00         | Asset-Backed Securities                           |
| ELEVATION CLO LTD 2017-8       SUB    20301025 FLT | 2030-10-25      | 0.0000%  | 0.0000% | $11599872.00       | $1159.99           | Asset-Backed Securities                           |
| BRAVO RESI FDING TR 2023-NQM5  A-IO-S 20630625 FLT | 2063-06-25      | 0.1500%  | 0.0000% | $324038656.00      | $321552.69         | Asset-Backed Securities                           |
| CARLYLE GLOABL MARKET STRATEGI D      20300715 FLT | 2030-07-15      | 10.1677% | 0.0000% | $1500000.00        | $1487849.46        | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2004-OPT1  M-4    20341025 FLT | 2034-10-25      | 5.4442%  | 0.0000% | $1500000.00        | $533105.64         | Asset-Backed Securities                           |
| CWABS INC 2006-5               M-2    20360725 FLT | 2036-07-25      | 4.9942%  | 0.0000% | $3692000.00        | $2654954.34        | Asset-Backed Securities                           |
| COLLEGE AVE ST LN 2017-A       B      20461126 4.5 | 2046-11-26      | 4.5000%  | 0.0000% | $150000.00         | $33094.68          | Asset-Backed Securities                           |
| CPS AUTO RECV TR 2023-D        E      20310515 10. | 2031-05-15      | 10.1300% | 0.0000% | $9900000.00        | $10867208.55       | Asset-Backed Securities                           |
| CWABS INC NIM 2005-9N          N      20361025 5.5 | 2036-10-25      | 5.5000%  | 0.0000% | $20685000.00       | $1811.10           | Asset-Backed Securities                           |
| BUCKINGHAM CDO III LTD 2007-3  D 144A 20510905 FLT | 2051-09-05      | 8.7500%  | 0.0000% | $5000000.00        | $51658.13          | Asset-Backed Securities                           |
| CWABS INC 2005-BC4             M-9    20350325 FLT | 2035-03-25      | 7.0642%  | 0.0000% | $513000.00         | $333174.35         | Asset-Backed Securities                           |
| CHEC LOAN TRUST 2004-2         M-6    20340125 FLT | 2034-01-25      | 8.9392%  | 0.0000% | $1250000.00        | $150288.95         | Asset-Backed Securities                           |
| COLUMBIA CENT CLO 30 LTD 2020  SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $11120000.00       | $1890400.00        | Asset-Backed Securities                           |
| CWABS INC 2004-10              MV-4   20341225 FLT | 2034-12-25      | 3.8876%  | 0.0000% | $2000000.00        | $1314671.55        | Asset-Backed Securities                           |
| DUKE FDG V LTD                                     | 2033-08-07      | 8.6000%  | 0.0000% | $15000000.00       | $1326516.67        | Asset-Backed Securities                           |
| BRAVO RESI FDG TR 2024-RPL1    B-1    20631025 FLT | 2063-10-25      | 3.5372%  | 0.0000% | $13363000.00       | $8953843.66        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2023-NQM6     AIOS   20630925 FLT | 2063-09-25      | 0.1500%  | 0.0000% | $283612672.00      | $314679.53         | Asset-Backed Securities                           |

### Security 650: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP186WR6, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP186WR6
- **C.18 - Value (incl. sponsor support):** $272610907.50
- **C.18.a - Value (excl. sponsor support):** $272610907.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| FOUNDER GROUP LTD              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $2996.00           | Equities   |
| WISDOMTREE TR                  US QUALITY GROW  | 2500-12-31      | N/A      | 0.0000% | $84.00             | $4131.96           | Equities   |
| WISDOMTREE TR                  ITL HDG QTLY DIV | 2500-12-31      | N/A      | 0.0000% | $92.00             | $4155.64           | Equities   |
| BLUE HAT INTERACTIVE ENTMT TEC SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $6810.00           | $11985.60          | Equities   |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $23772.00          | $806821.68         | Equities   |
| SCIENJOY HOLDING CORP          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $18400.00          | $18216.00          | Equities   |
| GRANITESHARES ETF TR           2X SHORT NVDA DA | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $77409.00          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $13057.00          | $697374.37         | Equities   |
| GRYPHON DIGITAL MNG INC        COM              | 2500-12-31      | N/A      | 0.0000% | $124729.00         | $123968.15         | Equities   |
| FRANKLIN STR PPTYS CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $368990.00         | $667871.90         | Equities   |
| FLEXSHARES TR                  INT QLTDVDYNAM   | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2817.20           | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR SMCP   | 2500-12-31      | N/A      | 0.0000% | $816.00            | $23712.96          | Equities   |
| GLOBAL X FDS                   CYBRSCURTY ETF   | 2500-12-31      | N/A      | 0.0000% | $89.00             | $3069.61           | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II DEV MRK EX US    | 2500-12-31      | N/A      | 0.0000% | $89.00             | $5853.53           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN INDIA   | 2500-12-31      | N/A      | 0.0000% | $4200.00           | $164262.00         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE CHINA       | 2500-12-31      | N/A      | 0.0000% | $244.00            | $5149.62           | Equities   |
| FIRST TR EXCHANGE TRAD FD VII  FST TR GLB FD    | 2500-12-31      | N/A      | 0.0000% | $81.00             | $1952.91           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $31344.00          | $2843527.68        | Equities   |
| META PLATFORMS INC             CL A             | 2500-12-31      | N/A      | 0.0000% | $21120.00          | $13623456.00       | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV LNG DUR OPRTUN   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2108.00           | Equities   |
| FEDERATED HERMES ETF TRUST     MDT LARGE CAP    | 2500-12-31      | N/A      | 0.0000% | $91.00             | $2595.39           | Equities   |
| FARMER BROS CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $3373.00           | $5228.15           | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY MUN  | 2500-12-31      | N/A      | 0.0000% | $94.00             | $2236.26           | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI WINSLOW LAR | 2500-12-31      | N/A      | 0.0000% | $1599.00           | $76776.14          | Equities   |
| IO BIOTECH INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $152422.00         | $184430.62         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $34296.00          | $1197959.28        | Equities   |
| GLOBAL X FDS                   NASDQ 100 CVRDGW | 2500-12-31      | N/A      | 0.0000% | $47.00             | $1257.72           | Equities   |
| INTELLIGENT BIO SOLUTIONS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $1045.00           | $1557.05           | Equities   |
| FRANKLIN TEMPLETON ETF TR      MARTIN CURRIE    | 2500-12-31      | N/A      | 0.0000% | $7963.00           | $112360.32         | Equities   |
| GREENIDGE GENERATION HLDGS INC CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $854.00            | $1246.84           | Equities   |
| FIRST TR EXCHNG TRADED FD VIII FLEXIBL MUN HIGH | 2500-12-31      | N/A      | 0.0000% | $600.00            | $9936.00           | Equities   |
| GLOBAL X FDS                   US PFD ETF       | 2500-12-31      | N/A      | 0.0000% | $127920.00         | $2384428.80        | Equities   |
| GOLDMAN SACHS ETF TR           MUNI INCOME ETF  | 2500-12-31      | N/A      | 0.0000% | $50.00             | $2470.75           | Equities   |
| FOREMOST CLEAN ENERGY LTD      COM              | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $5940.00           | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $47.00             | $1641.71           | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II DEV MRK EX US    | 2500-12-31      | N/A      | 0.0000% | $7416.00           | $487750.32         | Equities   |
| GOLDMAN SACHS ETF TR           ACCES TREASURY   | 2500-12-31      | N/A      | 0.0000% | $27.00             | $2703.24           | Equities   |
| GLOBAL X FDS                   CYBRSCURTY ETF   | 2500-12-31      | N/A      | 0.0000% | $9758.00           | $336553.42         | Equities   |
| GRANITESHARES ETF TR           GRANITE 2X LONG  | 2500-12-31      | N/A      | 0.0000% | $2940.00           | $16346.40          | Equities   |
| GRANITESHARES ETF TR           2X LONG NVDA DAI | 2500-12-31      | N/A      | 0.0000% | $7258.00           | $403980.28         | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA INT   | 2500-12-31      | N/A      | 0.0000% | $32.00             | $1251.52           | Equities   |
| IMMUNIC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1005154.00        | $683605.24         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $90.00             | $2626.20           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ ARTFCIAL   | 2500-12-31      | N/A      | 0.0000% | $75.00             | $3363.75           | Equities   |
| GLOBAL X FDS                   ARTIFICIAL ETF   | 2500-12-31      | N/A      | 0.0000% | $625.00            | $25281.25          | Equities   |
| GLOBAL X FDS                   GLOBAL X COPPER  | 2500-12-31      | N/A      | 0.0000% | $54.00             | $2226.96           | Equities   |
| FUEL TECH INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $4822.00           | $8631.38           | Equities   |
| GLOBAL X FDS                   1-3 MONTH T-BILL | 2500-12-31      | N/A      | 0.0000% | $14.00             | $1405.32           | Equities   |
| FRANKLIN TEMPLETON ETF TR      BRANDYWINEGLOBAL | 2500-12-31      | N/A      | 0.0000% | $3394.00           | $46307.40          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 PUR VAL   | 2500-12-31      | N/A      | 0.0000% | $24.00             | $2177.76           | Equities   |
| HARTFORD FDS EXCHANGE TRADED T SCHRDRS TAX BD   | 2500-12-31      | N/A      | 0.0000% | $400.00            | $7468.00           | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA US EQ | 2500-12-31      | N/A      | 0.0000% | $91.00             | $4648.24           | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ  | 2500-12-31      | N/A      | 0.0000% | $387.00            | $11795.76          | Equities   |
| GAIN THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $2249.00           | $4036.95           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP QUALITY | 2500-12-31      | N/A      | 0.0000% | $80.00             | $7801.60           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP QUALITY | 2500-12-31      | N/A      | 0.0000% | $2706.00           | $263889.12         | Equities   |
| GT BIOPHARMA INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1884.00           | $5256.36           | Equities   |
| HIGH TIDE INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $47965.00          | $105043.35         | Equities   |
| SHINECO INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $19317.00          | $13541.22          | Equities   |
| BANK MONTREAL QUE              MICROSCTR 3X LEV | 2500-12-31      | N/A      | 0.0000% | $388.00            | $26387.88          | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $45.00             | $1171.35           | Equities   |
| CAPITAL GROUP INTL FOCUS EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5302.00           | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  MUNICIPAL HIGH I | 2500-12-31      | N/A      | 0.0000% | $752.00            | $18499.20          | Equities   |
| BRIDGELINE DIGITAL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $721.00            | $1124.76           | Equities   |
| BLACKROCK ETF TRUST II         ISHARES FLEXIBLE | 2500-12-31      | N/A      | 0.0000% | $670.00            | $35067.80          | Equities   |
| BNY MELLON ETF TRUST           INTERNATIONL EQT | 2500-12-31      | N/A      | 0.0000% | $88.00             | $7364.72           | Equities   |
| PROTARA THERAPEUTICS INC       COM STK          | 2500-12-31      | N/A      | 0.0000% | $145166.00         | $454369.58         | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $73.00             | $2792.25           | Equities   |
| BABCOCK & WILCOX ENTERPRISES I COM              | 2500-12-31      | N/A      | 0.0000% | $14200.00          | $10312.04          | Equities   |
| CINGULATE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $374.00            | $1492.26           | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $6600.00           | $175824.00         | Equities   |
| BOSTON BEER INC                CL A             | 2500-12-31      | N/A      | 0.0000% | $24.00             | $5549.76           | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $252.00            | $6429.60           | Equities   |
| CHEMOMAB THERAPEUTICS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $769.00            | $1053.53           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  FINL PFD ETF     | 2500-12-31      | N/A      | 0.0000% | $590.00            | $8212.80           | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMLCP UTIL   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5483.00           | Equities   |
| INNOVATOR ETFS TRUST           EMRGNG MKT JAN   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3114.27           | Equities   |
| INVESCO EXCH TRADED FD TR II   NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $3991.00           | $97380.40          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $93.00             | $6452.88           | Equities   |
| GROVE COLLABORATIVE HOLD INC   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $57474.00          | $75865.68          | Equities   |
| INVESCO EXCH TRADED FD TR II   PFD ETF          | 2500-12-31      | N/A      | 0.0000% | $1612.00           | $17667.52          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY MUNI | 2500-12-31      | N/A      | 0.0000% | $15200.00          | $352649.12         | Equities   |
| INVESCO EXCH TRADED FD TR II   EMRNG MKT SVRG   | 2500-12-31      | N/A      | 0.0000% | $75.00             | $1484.25           | Equities   |
| INVESCO EXCH TRADED FD TR II   INTL BUYBACK     | 2500-12-31      | N/A      | 0.0000% | $900.00            | $42903.00          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  AEROSPACE DEFN   | 2500-12-31      | N/A      | 0.0000% | $3295.00           | $436620.45         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ INCOME ADVAN | 2500-12-31      | N/A      | 0.0000% | $3580.00           | $173809.00         | Equities   |
| GLOBAL X FDS                   MSCI CHINA CNSMR | 2500-12-31      | N/A      | 0.0000% | $1896.00           | $40896.72          | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR OPTIMUM YIELD    | 2500-12-31      | N/A      | 0.0000% | $43849.00          | $554251.36         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MIDCAP 400   | 2500-12-31      | N/A      | 0.0000% | $11300.00          | $1182884.00        | Equities   |
| GOSSAMER BIO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $80200.00          | $90626.00          | Equities   |
| GLOBAL X FDS                   GLOBAL X COPPER  | 2500-12-31      | N/A      | 0.0000% | $21082.00          | $869421.68         | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1663.00           | $25443.90          | Equities   |
| HARTE HANKS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $611.00            | $2951.13           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SMCP VLU MNT | 2500-12-31      | N/A      | 0.0000% | $82.00             | $4109.84           | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR MDCP   | 2500-12-31      | N/A      | 0.0000% | $43.00             | $1350.63           | Equities   |
| INVESCO CURRENCYSHARES JAPANES JAPANESE YEN     | 2500-12-31      | N/A      | 0.0000% | $3729.00           | $238283.10         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2028 MUNI | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2312.50           | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $33736.00          | $2065655.28        | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 2X SHORT   | 2500-12-31      | N/A      | 0.0000% | $17600.00          | $282656.00         | Equities   |
| ISHARES TR                     LATN AMER 40 ETF | 2500-12-31      | N/A      | 0.0000% | $11875.00          | $305425.00         | Equities   |
| RANI THERAPEUTICS HLDGS INC    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $4507.00           | $2610.45           | Equities   |
| REPARE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $900.00            | $1242.00           | Equities   |
| KORU MEDICAL SYSTEMS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $24000.00          | $68640.00          | Equities   |
| BRAGG GAMING GROUP INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2643.00           | $11814.21          | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $7468.00           | $198947.52         | Equities   |
| BITFARMS LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $1192304.00        | $1115996.54        | Equities   |
| CARECLOUD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $674.00            | $1428.88           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  HEDGED EQUITY LA | 2500-12-31      | N/A      | 0.0000% | $448.00            | $27453.44          | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $414816.00         | $659557.44         | Equities   |
| PSQ HOLDINGS INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $88597.00          | $209974.89         | Equities   |
| NUSHARES ETF TR                NUVEEN PFD & INC | 2500-12-31      | N/A      | 0.0000% | $84.00             | $2160.06           | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MULTI INTL ETF   | 2500-12-31      | N/A      | 0.0000% | $105725.00         | $4014378.25        | Equities   |
| NORTHERN LTS FD TR II          FUTURE FD LNG SH | 2500-12-31      | N/A      | 0.0000% | $61.00             | $1502.83           | Equities   |
| NUSHARES ETF TR                NUVEN AA-BBB CLO | 2500-12-31      | N/A      | 0.0000% | $21426.00          | $538392.53         | Equities   |
| GAXOS.AI INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $11327.00          | $16763.96          | Equities   |
| NEUROONE MED TECHNOLOGIES CORP COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2829.00           | $1822.44           | Equities   |
| OBLONG INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $400.00            | $1404.00           | Equities   |
| MOBILE INFRASTRUCTURE CORP     COM SHS          | 2500-12-31      | N/A      | 0.0000% | $3268.00           | $13137.36          | Equities   |
| LESAKA TECHNOLOGIES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $7875.50           | Equities   |
| PACER FDS TR                   CASH COWS ETF    | 2500-12-31      | N/A      | 0.0000% | $58.00             | $2256.20           | Equities   |
| PGIM ETF TR                    PGIM ULTRA SH BD | 2500-12-31      | N/A      | 0.0000% | $98.00             | $4872.56           | Equities   |
| NATURAL HEALTH TRENDS CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $500.00            | $2435.00           | Equities   |
| NEUBERGER BERMAN ETF TRUST     CORE EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $1452.00           | $39676.05          | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $83.00             | $2797.10           | Equities   |
| PROSHARES TR                   ULTRAPRO SRT DOW | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $170748.00         | Equities   |
| KRANESHARES TRUST              MOUNT LUCAS ETF  | 2500-12-31      | N/A      | 0.0000% | $400.00            | $10572.00          | Equities   |
| KRANESHARES TRUST              GLOBAL CARB STRA | 2500-12-31      | N/A      | 0.0000% | $243.00            | $7029.99           | Equities   |
| MERCER INTL INC                COM              | 2500-12-31      | N/A      | 0.0000% | $59352.00          | $214854.24         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MULTIFACTOR MI   | 2500-12-31      | N/A      | 0.0000% | $75.00             | $4437.75           | Equities   |
| PATRIOT NATL BANCORP INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3323.00           | $5482.95           | Equities   |
| PATRIOT NATL BANCORP INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $39400.00          | $65010.00          | Equities   |
| MODULAR MED INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3299.00           | $2913.02           | Equities   |
| MORGAN STANLEY ETF TRUST       CALVERT US MDCP  | 2500-12-31      | N/A      | 0.0000% | $5767.00           | $339947.93         | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE TOTA | 2500-12-31      | N/A      | 0.0000% | $47.00             | $2363.63           | Equities   |
| PACER FDS TR                   PACER NASDAQ 100 | 2500-12-31      | N/A      | 0.0000% | $90.00             | $1967.40           | Equities   |
| NETCAPITAL INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $21315.00          | $43056.30          | Equities   |
| NEXALIN TECHNOLOGY INC         COM              | 2500-12-31      | N/A      | 0.0000% | $898.00            | $1077.60           | Equities   |
| NEXALIN TECHNOLOGY INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $1200.00           | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $4845.00           | Equities   |
| AMERICAN STRATEGIC INVEST CO   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $37050.00          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS VA | 2500-12-31      | N/A      | 0.0000% | $65.00             | $1856.40           | Equities   |
| DIREXION SHS ETF TR            DL FTSE BULL 3X  | 2500-12-31      | N/A      | 0.0000% | $8175.00           | $300022.50         | Equities   |
| DIMENSIONAL ETF TRUST          US CORE EQUITY 2 | 2500-12-31      | N/A      | 0.0000% | $99.00             | $3397.68           | Equities   |
| DIREXION SHS ETF TR            DLY TECH BULL 3X | 2500-12-31      | N/A      | 0.0000% | $77.00             | $5580.19           | Equities   |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $3220140.00        | $6150467.40        | Equities   |
| CRONOS GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $530781.00         | $1088101.05        | Equities   |
| DIREXION SHS ETF TR            DLY S&P500 2XS   | 2500-12-31      | N/A      | 0.0000% | $94.00             | $13443.88          | Equities   |
| DBX ETF TR                     XTRACK CSI 500 A | 2500-12-31      | N/A      | 0.0000% | $6934.00           | $196509.56         | Equities   |
| DIREXION SHS ETF TR            DAILY REAL ESTAT | 2500-12-31      | N/A      | 0.0000% | $7073.00           | $179866.39         | Equities   |
| DIREXION SHS ETF TR            DAILY SM CP BEAR | 2500-12-31      | N/A      | 0.0000% | $22799.00          | $313942.23         | Equities   |
| DIREXION SHS ETF TR            DAILY TECHNOLOGY | 2500-12-31      | N/A      | 0.0000% | $30.00             | $1053.90           | Equities   |
| DERMATA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $8616.00           | $6392.21           | Equities   |
| ENSYSCE BIOSCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12900.00          | $28251.00          | Equities   |
| DADA NEXUS LTD                 ADS              | 2500-12-31      | N/A      | 0.0000% | $9098.00           | $19014.82          | Equities   |
| DIAMEDICA THERAPEUTICS INC     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11655.00          | $48834.45          | Equities   |
| CORVUS PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $226210.00         | $859598.00         | Equities   |
| QUINCE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $234079.00         | $243442.16         | Equities   |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $700.00            | $1561.00           | Equities   |
| COSTCO WHSL CORP NEW           COM              | 2500-12-31      | N/A      | 0.0000% | $8654.00           | $8729635.96        | Equities   |
| DIREXION SHS ETF TR            DRX S&P500BULL   | 2500-12-31      | N/A      | 0.0000% | $89508.00          | $13624907.76       | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BEAR  | 2500-12-31      | N/A      | 0.0000% | $3324.00           | $75621.00          | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BIOTEC | 2500-12-31      | N/A      | 0.0000% | $25400.00          | $209042.00         | Equities   |
| DIREXION SHS ETF TR            DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $65044.00          | $794187.24         | Equities   |
| DBX ETF TR                     XTRACKERS SHRT   | 2500-12-31      | N/A      | 0.0000% | $65.00             | $2914.60           | Equities   |
| DIMENSIONAL ETF TRUST          EMGR CRE EQT MNG | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1710.58           | Equities   |
| CYCLACEL PHARMACEUTICALS INC   COM NEW 2025     | 2500-12-31      | N/A      | 0.0000% | $1412.00           | $2259.20           | Equities   |
| DIH HLDG US INC                CL A             | 2500-12-31      | N/A      | 0.0000% | $53472.00          | $13175.50          | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $361590.00         | $9636373.50        | Equities   |
| DIMENSIONAL ETF TRUST          INTERNATNAL VAL  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4225.00           | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $54.00             | $3325.86           | Equities   |
| DIREXION SHS ETF TR            DAILY ELECTRIC   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2243.32           | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $1101.00           | $115997.95         | Equities   |
| DBX ETF TR                     XTRACKERS CALIF  | 2500-12-31      | N/A      | 0.0000% | $6595.00           | $159796.85         | Equities   |
| UBS AG JERSEY BRANCH           ETRACS CRUDE OIL | 2500-12-31      | N/A      | 0.0000% | $83.00             | $4523.50           | Equities   |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $1124.00           | $50490.08          | Equities   |
| DIREXION SHS ETF TR            HEALTHCARE BUL   | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $104594.00         | Equities   |
| COLUMBIA ETF TR II             INDIA CONSMR ETF | 2500-12-31      | N/A      | 0.0000% | $4901.00           | $316506.58         | Equities   |
| COLUMBIA ETF TR II             INDIA CONSMR ETF | 2500-12-31      | N/A      | 0.0000% | $300.00            | $19374.00          | Equities   |
| CLEARONE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $3846.00           | $1421.87           | Equities   |
| CNS PHARMACEUTICALS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8700.00           | $9309.00           | Equities   |
| SYPRIS SOLUTIONS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $13827.00          | $28068.81          | Equities   |
| VANECK ETF TRUST               ISRAEL ETF       | 2500-12-31      | N/A      | 0.0000% | $28.00             | $1334.32           | Equities   |
| URANIUM RTY CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $10575.00          | Equities   |
| VANECK ETF TRUST               PREFERRED SECURT | 2500-12-31      | N/A      | 0.0000% | $139.00            | $2339.37           | Equities   |
| SOLARBANK CORPORATION          COM              | 2500-12-31      | N/A      | 0.0000% | $3352.00           | $5195.60           | Equities   |
| VANGUARD WORLD FD              EXTENDED DUR     | 2500-12-31      | N/A      | 0.0000% | $42.00             | $2718.24           | Equities   |
| COLOR STAR TECHNOLOGY CO LTD   CL A SHS NEW     | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $3184.00           | Equities   |
| LITHIUM ARGENTINA AG           COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $1969.00           | Equities   |
| AC IMMUNE SA                   SHS              | 2500-12-31      | N/A      | 0.0000% | $168667.00         | $285890.57         | Equities   |
| T STAMP INC                    CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $3638.00           | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $39.00             | $3087.24           | Equities   |
| SHENGFENG DEV LTD              CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $10400.00          | $10192.00          | Equities   |
| ZEVIA PBC                      CL A             | 2500-12-31      | N/A      | 0.0000% | $123400.00         | $341818.00         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE EUROPE ETF  | 2500-12-31      | N/A      | 0.0000% | $5040.00           | $386568.00         | Equities   |
| QMMM HOLDINGS LTD              COM SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $21200.00          | $27560.00          | Equities   |
| INTERCURE LTD                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14300.00          | $22880.00          | Equities   |
| WISDOMTREE TR                  GLB HIGH DIV FD  | 2500-12-31      | N/A      | 0.0000% | $3579.00           | $202217.44         | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $133946.00         | $727326.78         | Equities   |
| WANG  LEE GROUP INC            SHS              | 2500-12-31      | N/A      | 0.0000% | $17314.00          | $3736.36           | Equities   |
| SPROTT FDS TR                  JUNIOR URANIUM   | 2500-12-31      | N/A      | 0.0000% | $2683.00           | $47301.29          | Equities   |
| VANECK ETF TRUST               FALLEN ANGEL HG  | 2500-12-31      | N/A      | 0.0000% | $71025.00          | $2038417.50        | Equities   |
| XTI AEROSPACE INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $9412.00           | Equities   |
| CHINA LIBERAL ED HLDGS LTD     SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $17600.00          | $16825.60          | Equities   |
| UNITED STS NAT GAS FD LP       UNIT PAR         | 2500-12-31      | N/A      | 0.0000% | $42100.00          | $673179.00         | Equities   |
| VICTORY PORTFOLIOS II          CORE INTRMEDIATE | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $62495.00          | Equities   |
| UNI-FUELS HLDGS LTD            SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $8600.00           | $17028.00          | Equities   |
| VANGUARD WORLD FD              MEGA CAP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $97.00             | $12299.60          | Equities   |
| GALMED PHARMACEUTICALS LTD     SHS              | 2500-12-31      | N/A      | 0.0000% | $23625.00          | $33783.75          | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000GRW   | 2500-12-31      | N/A      | 0.0000% | $9.00              | $1781.91           | Equities   |
| INNOVIZ TECHNOLOGIES LTD       SHS              | 2500-12-31      | N/A      | 0.0000% | $64894.00          | $60773.23          | Equities   |
| SILEXION THERAPEUTICS CORP     SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $19500.00          | $18720.00          | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000VAL   | 2500-12-31      | N/A      | 0.0000% | $75.00             | $10024.50          | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $184176.00         | $165739.98         | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $91.00             | $2992.08           | Equities   |
| BAIRD MED INVT HLDGS LTD       SHS              | 2500-12-31      | N/A      | 0.0000% | $1469.00           | $5699.72           | Equities   |
| UNIFIED SER TR                 ONEASCENT SMALL  | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2232.66           | Equities   |
| VANECK ETF TRUST               INDIA GROWTH LDR | 2500-12-31      | N/A      | 0.0000% | $1930.00           | $90446.17          | Equities   |
| UNIFI INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6900.00           | $34155.00          | Equities   |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $32.00             | $2857.28           | Equities   |
| TEUCRIUM COMMODITY TR          WHEAT FD         | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $10944.00          | Equities   |
| EUDA HEALTH HOLDINGS LTD       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $4511.00           | Equities   |
| VANECK ETF TRUST               FALLEN ANGEL HG  | 2500-12-31      | N/A      | 0.0000% | $41.00             | $1176.70           | Equities   |
| T ROWE PRICE ETF INC           US HIGH YIELD    | 2500-12-31      | N/A      | 0.0000% | $200.00            | $10260.68          | Equities   |
| MARIS TECH LTD                 ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $500.00            | $1050.00           | Equities   |
| VOX ROYALTY CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $116610.00         | $415131.60         | Equities   |
| TIDAL TR II                    DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $7210.00           | $213992.80         | Equities   |
| ZYVERSA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $3021.00           | $1990.54           | Equities   |
| FITELL CORP                    SHS              | 2500-12-31      | N/A      | 0.0000% | $66404.00          | $36044.09          | Equities   |
| CERAGON NETWORKS LTD           ORD              | 2500-12-31      | N/A      | 0.0000% | $50098.00          | $115726.38         | Equities   |
| WINDTREE THERAPEUTICS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5201.00           | $4108.79           | Equities   |
| BOS BETTER ONLINE SOLUTIONS    SHS NEW NIS 80   | 2500-12-31      | N/A      | 0.0000% | $6161.00           | $28648.65          | Equities   |
| BOS BETTER ONLINE SOLUTIONS    SHS NEW NIS 80   | 2500-12-31      | N/A      | 0.0000% | $15600.00          | $72540.00          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE SMCAP ETF   | 2500-12-31      | N/A      | 0.0000% | $81.00             | $10358.28          | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE CR | 2500-12-31      | N/A      | 0.0000% | $37.00             | $1083.17           | Equities   |
| SELLAS LIFE SCIENCES GROUP INC COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11400.00          | $19494.00          | Equities   |
| SPDR SERIES TRUST              SSGA US SMAL ETF | 2500-12-31      | N/A      | 0.0000% | $52.00             | $6427.78           | Equities   |
| SPDR SERIES TRUST              BLOOMBERG INTL T | 2500-12-31      | N/A      | 0.0000% | $44600.00          | $1024908.00        | Equities   |
| SPDR INDEX SHS FDS             S&P CHINA ETF    | 2500-12-31      | N/A      | 0.0000% | $75.00             | $6383.25           | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US S | 2500-12-31      | N/A      | 0.0000% | $7036.00           | $195108.28         | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $37132.00          | $67951.56          | Equities   |
| SPDR INDEX SHS FDS             GLB NAT RESRCE   | 2500-12-31      | N/A      | 0.0000% | $13567.00          | $722578.42         | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $126618.00         | $359595.12         | Equities   |
| SCHWAB STRATEGIC TR            US MID-CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $45.00             | $1220.40           | Equities   |
| SPDR INDEX SHS FDS             DJ INTL RL ETF   | 2500-12-31      | N/A      | 0.0000% | $30889.00          | $825684.59         | Equities   |
| SPDR INDEX SHS FDS             MSCI WRLD STRGIC | 2500-12-31      | N/A      | 0.0000% | $1976.00           | $260726.28         | Equities   |
| SPDR INDEX SHS FDS             ASIA PACIF ETF   | 2500-12-31      | N/A      | 0.0000% | $619.00            | $75028.06          | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $208.00            | $12338.56          | Equities   |
| SPDR INDEX SHS FDS             S&P GBLINF ETF   | 2500-12-31      | N/A      | 0.0000% | $93.00             | $6196.01           | Equities   |
| SPDR INDEX SHS FDS             DJ GLB RL ES ETF | 2500-12-31      | N/A      | 0.0000% | $78174.00          | $3470143.86        | Equities   |
| SPDR SERIES TRUST              AEROSPACE DEF    | 2500-12-31      | N/A      | 0.0000% | $92.00             | $17621.68          | Equities   |
| SPDR SERIES TRUST              S&P 600 SMCP GRW | 2500-12-31      | N/A      | 0.0000% | $36.00             | $3089.16           | Equities   |
| SPDR SERIES TRUST              S&P KENSHO NEW   | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $130988.00         | Equities   |
| SPDR SERIES TRUST              NUVEEN BLMBRG SH | 2500-12-31      | N/A      | 0.0000% | $13008.00          | $618920.64         | Equities   |
| RESHAPE LIFESCIENCES INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $336.00            | $1525.44           | Equities   |
| TURNSTONE BIOLOGICS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $159659.00         | $51426.16          | Equities   |
| SPINNAKER ETF SERIES           NORTH SHORE EQTY | 2500-12-31      | N/A      | 0.0000% | $96.00             | $1065.62           | Equities   |
| THERAPEUTICSMD INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $23798.00          | $35221.04          | Equities   |
| ALGORHYTHM HLDGS INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9620.00           | $23088.00          | Equities   |
| SKY QUARRY INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1352.00           | $1120.81           | Equities   |
| SINTX TECHNOLOGIES INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $6696.00           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS VOLT TSLA REVOLU | 2500-12-31      | N/A      | 0.0000% | $116.00            | $3004.99           | Equities   |
| SNOW LAKE RES LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $37500.00          | $155250.00         | Equities   |
| 22ND CENTY GROUP INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $64377.00          | $49879.30          | Equities   |
| URBAN ONE INC                  CL D NON VTG     | 2500-12-31      | N/A      | 0.0000% | $5100.00           | $3672.00           | Equities   |
| TIDAL TR II                    YIELDMAX UNIVERS | 2500-12-31      | N/A      | 0.0000% | $12435.00          | $168121.20         | Equities   |
| VANECK ETF TRUST               JP MRGAN EM LOC  | 2500-12-31      | N/A      | 0.0000% | $600.00            | $14874.00          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY INTERST | 2500-12-31      | N/A      | 0.0000% | $46.00             | $2673.06           | Equities   |
| TILRAY BRANDS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1816028.00        | $843726.61         | Equities   |
| SPROTT FDS TR                  JUNIOR URANIUM   | 2500-12-31      | N/A      | 0.0000% | $814.00            | $14350.82          | Equities   |
| TIDAL TR II                    ROUNDHILL GENER  | 2500-12-31      | N/A      | 0.0000% | $61.00             | $2574.20           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $501102.00         | $13624963.38       | Equities   |
| SURGEPAYS INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $38117.00          | $110539.30         | Equities   |
| TIDAL TR II                    YIELDMAX TSLA OP | 2500-12-31      | N/A      | 0.0000% | $103100.00         | $983574.00         | Equities   |
| SNAIL INC                      CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $37910.00          | $35396.57          | Equities   |
| THRIVENT ETF TRUST             SMALL MID CAP EQ | 2500-12-31      | N/A      | 0.0000% | $400.00            | $14056.00          | Equities   |
| SPORTSMANS WHSE HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $19070.00          | $36614.40          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SHORT TERM TREA  | 2500-12-31      | N/A      | 0.0000% | $82.00             | $1776.94           | Equities   |
| TEUCRIUM COMMODITY TR          SOYBEAN FD       | 2500-12-31      | N/A      | 0.0000% | $266.00            | $5793.48           | Equities   |
| UNITED STS OIL FD LP           UNITS            | 2500-12-31      | N/A      | 0.0000% | $200.00            | $13438.00          | Equities   |
| TESLA INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $38010.00          | $13623924.30       | Equities   |
| UBS AG LONDON BRANCH           ETRACS ALERIAN M | 2500-12-31      | N/A      | 0.0000% | $4323.00           | $81135.79          | Equities   |
| VANGUARD MALVERN FDS           CORE-PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $700.00            | $53711.00          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS VOLATILITY PREM  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $1723.20           | Equities   |
| VANECK ETF TRUST               ENERGY INCME ET  | 2500-12-31      | N/A      | 0.0000% | $436.00            | $41827.97          | Equities   |
| TIDAL ETF TR                   SOFI SELECT 500  | 2500-12-31      | N/A      | 0.0000% | $83.00             | $9232.09           | Equities   |
| SPROTT FDS TR                  URANIUM MINERS E | 2500-12-31      | N/A      | 0.0000% | $173.00            | $6973.63           | Equities   |
| VANECK ETF TRUST               AGRIBUSINESS ETF | 2500-12-31      | N/A      | 0.0000% | $41.00             | $2961.43           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS HEDGED EQUITY    | 2500-12-31      | N/A      | 0.0000% | $23345.00          | $687743.70         | Equities   |
| T ROWE PRICE ETF INC           CAP APPRECIATION | 2500-12-31      | N/A      | 0.0000% | $19326.00          | $648967.08         | Equities   |
| TIVIC HEALTH SYSTEMS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $13440.00          | Equities   |
| DIREXION SHS ETF TR            DAILY AVGO BULL  | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $51918.00          | Equities   |
| DRAGANFLY INC.                 COM              | 2500-12-31      | N/A      | 0.0000% | $22388.00          | $39850.64          | Equities   |
| BITCOIN DEPOT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $81641.00          | $305337.34         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY DGTL PAY | 2500-12-31      | N/A      | 0.0000% | $99.00             | $5594.49           | Equities   |
| BANK MONTREAL MEDIUM           MICROSECTORS FA  | 2500-12-31      | N/A      | 0.0000% | $1882.00           | $15620.60          | Equities   |
| ETF OPPORTUNITIES TRUST        REX AI EQUITY PR | 2500-12-31      | N/A      | 0.0000% | $146.00            | $5990.38           | Equities   |
| ELEDON PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $117992.00         | $364595.28         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY JUNIOR S | 2500-12-31      | N/A      | 0.0000% | $89.00             | $1158.78           | Equities   |
| ENVOY MEDICAL INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $22060.00          | $35296.00          | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1617.00           | $80607.45          | Equities   |
| DIREXION SHS ETF TR            DLY S&P500 BR 1X | 2500-12-31      | N/A      | 0.0000% | $53800.00          | $585344.00         | Equities   |
| EHEALTH INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $30800.00          | $133980.00         | Equities   |
| PROSHARES TR                   SP500 EX FINLS   | 2500-12-31      | N/A      | 0.0000% | $1670.00           | $105036.32         | Equities   |
| PROSHARES TR                   PSHS ULTRA DOW30 | 2500-12-31      | N/A      | 0.0000% | $97.00             | $8775.59           | Equities   |
| PLUS THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $97943.00          | $28050.88          | Equities   |
| PROSHARES TR                   ULTPRO SHT 2017  | 2500-12-31      | N/A      | 0.0000% | $64.00             | $1277.44           | Equities   |
| PREDICTIVE ONCOLOGY INC        COM              | 2500-12-31      | N/A      | 0.0000% | $5353.00           | $4871.23           | Equities   |
| PROSHARES TR                   ULTSHT FT CH 50  | 2500-12-31      | N/A      | 0.0000% | $98.00             | $1137.78           | Equities   |
| THE ONCOLOGY INSTITUTE INC     COM              | 2500-12-31      | N/A      | 0.0000% | $4154.00           | $13334.34          | Equities   |
| PROSHARES TR                   ULTRPRO DOW30    | 2500-12-31      | N/A      | 0.0000% | $41312.00          | $3471860.48        | Equities   |
| OFFICE PPTYS INCOME TR         COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $20934.00          | $4396.14           | Equities   |
| PIONEER PWR SOLUTIONS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4178.00           | $11155.26          | Equities   |
| MULLEN AUTOMOTIVE INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $196331.00         | $20987.78          | Equities   |
| PIMCO ETF TR                   MULTISECTOR BD   | 2500-12-31      | N/A      | 0.0000% | $13300.00          | $348194.00         | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $2363.00           | $150671.02         | Equities   |
| PIMCO ETF TR                   25YR+ ZERO U S   | 2500-12-31      | N/A      | 0.0000% | $93.00             | $6018.96           | Equities   |
| PHX MINERALS INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $26500.00          | $114480.00         | Equities   |
| PROSHARES TR                   PSHS SHORT DOW30 | 2500-12-31      | N/A      | 0.0000% | $64.00             | $1709.44           | Equities   |
| PIMCO ETF TR                   MULTISECTOR BD   | 2500-12-31      | N/A      | 0.0000% | $82300.00          | $2154614.00        | Equities   |
| PROSHARES TR                   ULT R/EST NEW    | 2500-12-31      | N/A      | 0.0000% | $166.00            | $10511.49          | Equities   |
| PROSHARES TR                   ULTRA ENERGY     | 2500-12-31      | N/A      | 0.0000% | $500.00            | $15635.00          | Equities   |
| PROSHARES TR                   SHRT HGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $83.00             | $1325.51           | Equities   |
| DIREXION SHS ETF TR            DAILY JR GOLD MI | 2500-12-31      | N/A      | 0.0000% | $97.00             | $1073.79           | Equities   |
| DIREXION SHS ETF TR            RETAIL BULL 3X   | 2500-12-31      | N/A      | 0.0000% | $650.00            | $4764.50           | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI INDIA | 2500-12-31      | N/A      | 0.0000% | $199.00            | $12196.71          | Equities   |
| DIREXION SHS ETF TR            BRZ BL 2X SHS    | 2500-12-31      | N/A      | 0.0000% | $600.00            | $35622.00          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF     | 2500-12-31      | N/A      | 0.0000% | $85.00             | $4823.75           | Equities   |
| ENTREPRENEURSHARES SERIES TRUS ERSHARES PRIVATE | 2500-12-31      | N/A      | 0.0000% | $23153.00          | $412354.93         | Equities   |
| DIREXION SHS ETF TR            DAILY GOLD MINER | 2500-12-31      | N/A      | 0.0000% | $77.00             | $2093.63           | Equities   |
| DIREXION SHS ETF TR            DAILY JR GOLD MI | 2500-12-31      | N/A      | 0.0000% | $26122.00          | $289170.54         | Equities   |
| ETF SER SOLUTIONS              BAHL & GAYNOR SM | 2500-12-31      | N/A      | 0.0000% | $44.00             | $1011.56           | Equities   |
| DIREXION SHS ETF TR            DAILY NVDA BEAR  | 2500-12-31      | N/A      | 0.0000% | $4400.00           | $23452.00          | Equities   |
| DIREXION SHS ETF TR            DAILY AVGO BEAR  | 2500-12-31      | N/A      | 0.0000% | $8000.00           | $119440.00         | Equities   |
| DIMENSIONAL ETF TRUST          INTERNATNAL VAL  | 2500-12-31      | N/A      | 0.0000% | $281.00            | $11872.25          | Equities   |
| ETF OPPORTUNITIES TRUST        REX AI EQUITY PR | 2500-12-31      | N/A      | 0.0000% | $59.00             | $2420.77           | Equities   |
| ETF SER SOLUTIONS              DEFIANCE QUANTUM | 2500-12-31      | N/A      | 0.0000% | $96.00             | $8205.12           | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $792150.00         | $13624980.00       | Equities   |
| DIREXION SHS ETF TR            DAILY MSFT 2X SH | 2500-12-31      | N/A      | 0.0000% | $384.00            | $16496.64          | Equities   |
| DIREXION SHS ETF TR            DAILY 20+ YEAR T | 2500-12-31      | N/A      | 0.0000% | $21428.00          | $791550.32         | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BEAR   | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $98600.00          | Equities   |
| DIREXION SHS ETF TR            DAILY NVDA 2X SH | 2500-12-31      | N/A      | 0.0000% | $100.00            | $7863.00           | Equities   |
| DIREXION SHS ETF TR            DAILY NFLX BEAR  | 2500-12-31      | N/A      | 0.0000% | $24672.00          | $350342.40         | Equities   |
| AMPLIFY ETF TR                 COWS COVERED CAL | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1055.52           | Equities   |
| DIREXION SHS ETF TR            DAILY MU BEAR    | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $101595.00         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST BITWISE CRYPTO   | 2500-12-31      | N/A      | 0.0000% | $191.00            | $3153.41           | Equities   |
| DIREXION SHS ETF TR            CSI 300 BULL2X   | 2500-12-31      | N/A      | 0.0000% | $191.00            | $2677.82           | Equities   |
| EYENOVIA INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11464.00          | $20749.84          | Equities   |
| EXCHANGE LISTED FDS TR         BANCREEK INT LC  | 2500-12-31      | N/A      | 0.0000% | $65.00             | $1949.09           | Equities   |
| FIDELITY COVINGTON TRUST       VLU FACTOR ETF   | 2500-12-31      | N/A      | 0.0000% | $90.00             | $5538.60           | Equities   |
| EXPENSIFY INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $6170.00           | $13882.50          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $20800.00          | $1886976.00        | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $99.00             | $3048.21           | Equities   |
| BLAIZE HLDGS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $108919.00         | $220016.38         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST EMQQ THE EMERGIN | 2500-12-31      | N/A      | 0.0000% | $602.00            | $23859.91          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $6300.00           | $509733.00         | Equities   |
| BIOXCEL THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $5043.00           | Equities   |
| BUZZFEED INC                   CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $40204.00          | $87644.72          | Equities   |
| AVALO THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5500.00           | $20460.00          | Equities   |
| AVALO THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8260.00           | $30727.20          | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $19642.00          | $58729.58          | Equities   |
| DIREXION SHS ETF TR            DAILY PLTR BULL  | 2500-12-31      | N/A      | 0.0000% | $48.00             | $2484.00           | Equities   |
| DOUGLAS ELLIMAN INC            COM              | 2500-12-31      | N/A      | 0.0000% | $168400.00         | $491728.00         | Equities   |
| ARMLOGI HOLDING CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $2598.00           | $3091.62           | Equities   |
| BOLT PROJS HLDGS INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $5792.00           | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $83160.00          | $329313.60         | Equities   |
| AMPLITECH GROUP INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $700.00            | $1603.00           | Equities   |
| AUTONOMIX MED INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $800.00            | $1336.00           | Equities   |
| BRIACELL THERAPEUTICS CORP     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11040.00          | $35990.40          | Equities   |
| BLACKROCK ETF TRUST            ISHARES U S INDU | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1074.57           | Equities   |
| CAPITAL GROUP DIVIDEND VALUE E SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $706.00            | $26157.30          | Equities   |
| CAPITAL GROUP INTERNATIONAL EQ SHS              | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6468.00           | Equities   |
| AMPLIFY ETF TR                 ONLIN RETL ETF   | 2500-12-31      | N/A      | 0.0000% | $15942.00          | $1067222.84        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES HIGH YIE | 2500-12-31      | N/A      | 0.0000% | $2224.00           | $113690.88         | Equities   |
| BANK MONTREAL MEDIUM           MICROSE LKD 43   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $690.96            | Equities   |
| BALLARD PWR SYS INC NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $5015.00           | $7171.45           | Equities   |
| PROSHARES TR II                ULTRA BLOOMBERG  | 2500-12-31      | N/A      | 0.0000% | $33500.00          | $1690745.00        | Equities   |
| PROSHARES TR                   ULTRASHORT QQQ   | 2500-12-31      | N/A      | 0.0000% | $13656.00          | $391517.52         | Equities   |
| PUTNAM ETF TRUST               BDC INCOME ETF   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6676.00           | Equities   |
| PROSHARES TR                   SHORT BITCOIN ET | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $30060.00          | Equities   |
| PROSHARES TR                   ULTRAPRO SHORT S | 2500-12-31      | N/A      | 0.0000% | $289306.00         | $5635680.88        | Equities   |
| PROSHARES TR II                ULTA BLMBG 2017  | 2500-12-31      | N/A      | 0.0000% | $445.00            | $9109.15           | Equities   |
| ASPIRE BIOPHARMA HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $6819.00           | $4107.77           | Equities   |
| PROSHARES TR                   ULTRASHORT SEMIC | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1067.64           | Equities   |
| PERMROCK ROYALTY TRUST         TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $400.00            | $1616.00           | Equities   |
| PROSHARES TR II                ULTRA GOLD       | 2500-12-31      | N/A      | 0.0000% | $96.00             | $13473.60          | Equities   |
| PROSHARES TR                   PSHS ULTRA QQQ   | 2500-12-31      | N/A      | 0.0000% | $19.00             | $1997.09           | Equities   |
| PROSHARES TR                   SHORT S&P 500 NE | 2500-12-31      | N/A      | 0.0000% | $9540.00           | $399249.00         | Equities   |
| PUTNAM ETF TRUST               FOCUSED LAR CAP  | 2500-12-31      | N/A      | 0.0000% | $6960.00           | $267542.40         | Equities   |
| PROSHARES TR                   ULTRAPRO QQQ     | 2500-12-31      | N/A      | 0.0000% | $24.00             | $1688.88           | Equities   |
| PROSHARES TR II                ULSHT BLOOMB OIL | 2500-12-31      | N/A      | 0.0000% | $16800.00          | $346080.00         | Equities   |
| QUALIGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $4106.00           | $15725.98          | Equities   |
| PROSHARES TR                   PSHS ULTRA TECH  | 2500-12-31      | N/A      | 0.0000% | $52.00             | $3331.12           | Equities   |
| PROSHARES TR                   PSHS ULTRA UTIL  | 2500-12-31      | N/A      | 0.0000% | $29.00             | $2302.87           | Equities   |
| PROSHARES TR                   ULTRPRO S&P500   | 2500-12-31      | N/A      | 0.0000% | $43.00             | $3442.58           | Equities   |
| PROSHARES TR                   SHORT QQQ        | 2500-12-31      | N/A      | 0.0000% | $28.00             | $1007.72           | Equities   |
| WISDOMTREE TR                  US MIDCAP FUND   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $12060.00          | Equities   |
| XSQUARE SER TR                 MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $41.00             | $1016.80           | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $38174.00          | $45808.80          | Equities   |
| VANGUARD INDEX FDS             MCAP VL IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $10.00             | $1611.60           | Equities   |
| VINCE HLDG CORP                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13431.00          | $20146.50          | Equities   |
| BITFUFU INC                    CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $24000.00          | $83760.00          | Equities   |
| VANGUARD MALVERN FDS           STRM INFPROIDX   | 2500-12-31      | N/A      | 0.0000% | $22.00             | $1099.12           | Equities   |
| INNEOVA HOLDINGS LTD.          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $4524.00           | Equities   |
| ALAUNOS THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12912.00          | $32150.88          | Equities   |
| DIANA SHIPPING INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $3045.00           | Equities   |
| PTL LTD                        ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $44700.00          | $63921.00          | Equities   |
| VANECK ETF TRUST               JP MRGAN EM LOC  | 2500-12-31      | N/A      | 0.0000% | $181695.00         | $4504219.05        | Equities   |
| VANGUARD INDEX FDS             SM CP VAL ETF    | 2500-12-31      | N/A      | 0.0000% | $85.00             | $16137.25          | Equities   |
| PRIMECH HOLDINGS LTD.          SHS              | 2500-12-31      | N/A      | 0.0000% | $1919.00           | $2264.42           | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000IDX   | 2500-12-31      | N/A      | 0.0000% | $26700.00          | $2224377.00        | Equities   |
| PERFORMANCE SHIPPING INC       COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $53908.00          | $92452.22          | Equities   |
| WISDOMTREE TR                  US EFFICIENT COR | 2500-12-31      | N/A      | 0.0000% | $65.00             | $3092.05           | Equities   |
| VANGUARD ADMIRAL FDS INC       500 VAL IDX FD   | 2500-12-31      | N/A      | 0.0000% | $61.00             | $11146.53          | Equities   |
| SCHWAB STRATEGIC TR            US SML CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $2909.00           | $70688.70          | Equities   |
| SENSTAR TECHNOLOGIES CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $20580.00          | $79233.00          | Equities   |
| SPDR INDEX SHS FDS             PORTFOLIO EMG MK | 2500-12-31      | N/A      | 0.0000% | $66.00             | $2731.08           | Equities   |
| SENSEI BIOTHERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $11159.00          | $3347.70           | Equities   |
| SPDR INDEX SHS FDS             S&P CHINA ETF    | 2500-12-31      | N/A      | 0.0000% | $18843.00          | $1603727.73        | Equities   |
| SEER INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2436.00           | $4652.76           | Equities   |
| SPDR SERIES TRUST              PORTFOLIO S&P600 | 2500-12-31      | N/A      | 0.0000% | $99.00             | $4086.72           | Equities   |
| SPDR INDEX SHS FDS             PORTFLI MSCI GBL | 2500-12-31      | N/A      | 0.0000% | $18482.00          | $1228498.54        | Equities   |
| REVIVA PHARMACEUTCLS HLDGS INC COM              | 2500-12-31      | N/A      | 0.0000% | $33800.00          | $30115.80          | Equities   |
| SENSUS HEALTHCARE INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $7632.00           | Equities   |
| SELLAS LIFE SCIENCES GROUP INC COM NEW          | 2500-12-31      | N/A      | 0.0000% | $346054.00         | $591752.34         | Equities   |
| SPDR SERIES TRUST              COMP SOFTWARE    | 2500-12-31      | N/A      | 0.0000% | $12.00             | $2149.44           | Equities   |
| SPDR SERIES TRUST              BLOOMBERG 1-3 MO | 2500-12-31      | N/A      | 0.0000% | $48000.00          | $4402080.00        | Equities   |
| SSGA ACTIVE ETF TR             BLACKSTONE SENR  | 2500-12-31      | N/A      | 0.0000% | $329344.00         | $13624961.28       | Equities   |
| SPDR INDEX SHS FDS             PORTFLI MSCI GBL | 2500-12-31      | N/A      | 0.0000% | $96.00             | $6381.12           | Equities   |
| SCHWAB STRATEGIC TR            US SML CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $63.00             | $1530.90           | Equities   |
| CITIUS ONCOLOGY INC            COM              | 2500-12-31      | N/A      | 0.0000% | $11700.00          | $10421.19          | Equities   |
| GD CULTURE GROUP LTD           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2109.00           | $5483.40           | Equities   |
| ADVISORS INNER CIRCLE FD III   RAYLIANT QUANTMN | 2500-12-31      | N/A      | 0.0000% | $12891.00          | $316602.96         | Equities   |
| AB ACTIVE ETFS INC             SHORT DURATION H | 2500-12-31      | N/A      | 0.0000% | $77.00             | $2739.66           | Equities   |
| AMERICAN CENTY ETF TR          SHORT DURTN STRG | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1739.44           | Equities   |
| ALTICE USA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $249000.00         | $582660.00         | Equities   |
| ISHARES TR                     SHRT NAT MUN ETF | 2500-12-31      | N/A      | 0.0000% | $59646.00          | $6318300.78        | Equities   |
| ISHARES TR                     NATIONAL MUN ETF | 2500-12-31      | N/A      | 0.0000% | $131022.00         | $13624977.78       | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $75726.00          | $165839.94         | Equities   |
| ISHARES TR                     INDIA 50 ETF     | 2500-12-31      | N/A      | 0.0000% | $55.00             | $2943.05           | Equities   |
| ISHARES TR                     EXPONENTIAL TECH | 2500-12-31      | N/A      | 0.0000% | $56.00             | $3447.36           | Equities   |
| ISHARES TR                     EXPONENTIAL TECH | 2500-12-31      | N/A      | 0.0000% | $791.00            | $48693.96          | Equities   |
| ISHARES U S ETF TR             COMMODITY CURVE  | 2500-12-31      | N/A      | 0.0000% | $63.00             | $1206.77           | Equities   |
| ISHARES TR                     0-5YR HI YL CP   | 2500-12-31      | N/A      | 0.0000% | $3100.00           | $132308.00         | Equities   |
| ISHARES TR                     ASIA 50 ETF      | 2500-12-31      | N/A      | 0.0000% | $206.00            | $15616.86          | Equities   |
| ISHARES TR                     MSCI LW CRB TG   | 2500-12-31      | N/A      | 0.0000% | $31.00             | $6302.92           | Equities   |
| ISHARES TR                     CORE MSCI PAC    | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2695.60           | Equities   |
| ISHARES TR                     BRAZIL SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $9700.00           | $123093.00         | Equities   |
| ISHARES TR                     CORE TOTAL USD   | 2500-12-31      | N/A      | 0.0000% | $20896.00          | $952439.68         | Equities   |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $11500.00          | $365010.00         | Equities   |
| ISHARES TR                     A RATE CP BD ETF | 2500-12-31      | N/A      | 0.0000% | $48.00             | $2260.80           | Equities   |
| ISHARES TR                     MSCI UAE ETF     | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $24167.00          | Equities   |
| JANUS DETROIT STR TR           HENDERSON MTG    | 2500-12-31      | N/A      | 0.0000% | $197.00            | $8723.16           | Equities   |
| ISHARES TR                     FALN ANGLS USD   | 2500-12-31      | N/A      | 0.0000% | $700.00            | $18599.00          | Equities   |
| ISHARES TR                     GENOMICS IMMUN   | 2500-12-31      | N/A      | 0.0000% | $2447.00           | $49992.21          | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $61.00             | $4582.93           | Equities   |
| ISHARES TR                     INDIA 50 ETF     | 2500-12-31      | N/A      | 0.0000% | $500.00            | $26755.00          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE GROWTH    | 2500-12-31      | N/A      | 0.0000% | $55.00             | $4439.05           | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $72.00             | $3085.92           | Equities   |
| ISHARES TR                     CORE MSCI PAC    | 2500-12-31      | N/A      | 0.0000% | $56836.00          | $3830178.04        | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $2058.00           | $38752.14          | Equities   |
| ISHARES TR                     FUTURE AI & TECH | 2500-12-31      | N/A      | 0.0000% | $69.00             | $2545.41           | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $3016.00           | $180929.84         | Equities   |
| ISHARES GOLD TR                SHARES REPRESENT | 2500-12-31      | N/A      | 0.0000% | $312.00            | $10314.72          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  REALTY INCOME ET | 2500-12-31      | N/A      | 0.0000% | $203.00            | $9701.37           | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $97404.00          | $7743618.00        | Equities   |
| ISHARES INC                    MSCI TAIWAN ETF  | 2500-12-31      | N/A      | 0.0000% | $48986.00          | $2589889.82        | Equities   |
| ISHARES TR                     MSCI CHINA ETF   | 2500-12-31      | N/A      | 0.0000% | $18500.00          | $996410.00         | Equities   |
| ISHARES TR                     CYBERSECURITY    | 2500-12-31      | N/A      | 0.0000% | $69.00             | $3493.47           | Equities   |
| ISHARES TR                     YLD OPTIM BD     | 2500-12-31      | N/A      | 0.0000% | $47.00             | $1048.57           | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $261511.00         | $6493318.13        | Equities   |
| ISHARES TR                     MSCI JP VALUE    | 2500-12-31      | N/A      | 0.0000% | $29.00             | $1021.09           | Equities   |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $95523.60          | Equities   |
| ISHARES GOLD TR                SHARES REPRESENT | 2500-12-31      | N/A      | 0.0000% | $6700.00           | $221502.00         | Equities   |
| KOPIN CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $22100.00          | $30277.00          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  U S TECH LEADERS | 2500-12-31      | N/A      | 0.0000% | $100.00            | $7689.00           | Equities   |
| INVESCO EXCH TRADED FD TR II   NASDAQNXTGEN100  | 2500-12-31      | N/A      | 0.0000% | $90.00             | $2775.60           | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMALLCAP 600 | 2500-12-31      | N/A      | 0.0000% | $64.00             | $2661.76           | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P MDCP 400 REV | 2500-12-31      | N/A      | 0.0000% | $95.00             | $10713.15          | Equities   |
| ISHARES TR                     ESG EAFE ETF     | 2500-12-31      | N/A      | 0.0000% | $100.00            | $7323.00           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE VALUE ETF | 2500-12-31      | N/A      | 0.0000% | $400.00            | $25240.00          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  INTRNL RES EQT   | 2500-12-31      | N/A      | 0.0000% | $55539.00          | $3837744.90        | Equities   |
| LATTICE STRATEGIES TR          HARTFRD EMRG ETF | 2500-12-31      | N/A      | 0.0000% | $380.00            | $9584.70           | Equities   |
| JANUS DETROIT STR TR           HENDRSON AAA CL  | 2500-12-31      | N/A      | 0.0000% | $19437.00          | $985067.16         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  DIV RTN EM EQT   | 2500-12-31      | N/A      | 0.0000% | $7897.00           | $440917.15         | Equities   |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $4504.00           | $317036.56         | Equities   |
| ISHARES TR                     CORE 80/20 AGGRE | 2500-12-31      | N/A      | 0.0000% | $86.00             | $6899.78           | Equities   |
| LOCAL BOUNTI CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2251.00           | $4772.12           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE DEVELOPIN | 2500-12-31      | N/A      | 0.0000% | $218.00            | $11347.86          | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $1971.00           | $48878.83          | Equities   |
| SOLUNA HOLDINGS INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $305500.00         | $198575.00         | Equities   |
| LISTED FDS TR                  OPAL DIVD INCM E | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6810.00           | Equities   |
| ISHARES TR                     IBONDS 27 ETF    | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $60450.00          | Equities   |
| MEDICINOVA INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $3124.00           | Equities   |
| MAXCYTE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $76768.00          | $177334.08         | Equities   |
| MIRA PHARMACEUTICALS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $23646.00          | $31685.64          | Equities   |
| ISHARES TR                     MSCI CHINA MLTSE | 2500-12-31      | N/A      | 0.0000% | $3134.00           | $58887.86          | Equities   |
| LISTED FDS TR                  SPEAR ALPHA ETF  | 2500-12-31      | N/A      | 0.0000% | $46.00             | $1244.76           | Equities   |
| LITHIUM AMERS CORP NEW         COM SHS          | 2500-12-31      | N/A      | 0.0000% | $409695.00         | $1126661.25        | Equities   |
| LATTICE STRATEGIES TR          HARTFORD DISCIPL | 2500-12-31      | N/A      | 0.0000% | $666.00            | $38107.65          | Equities   |
| JANUS DETROIT STR TR           HENDERSN SML ETF | 2500-12-31      | N/A      | 0.0000% | $61.00             | $4508.51           | Equities   |
| ISHARES TR                     0-5 YR TIPS ETF  | 2500-12-31      | N/A      | 0.0000% | $14.00             | $1435.28           | Equities   |
| MEDICUS PHARMA LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $384.00            | $1395.84           | Equities   |
| INVESCO EXCH TRADED FD TR II   SR LN ETF        | 2500-12-31      | N/A      | 0.0000% | $14446.00          | $300910.18         | Equities   |
| INVESCO EXCH TRADED FD TR II   CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $54.00             | $2252.34           | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $1242.00           | $21197.09          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMLCP INDL   | 2500-12-31      | N/A      | 0.0000% | $58.00             | $7332.36           | Equities   |
| INVESCO EXCH TRADED FD TR II   EQUAL WEGT 0-30  | 2500-12-31      | N/A      | 0.0000% | $76.00             | $2049.72           | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $10407.00          | $276220.51         | Equities   |
| INOTIV INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1813.00           | $5076.40           | Equities   |
| INVESCO EXCH TRADED FD TR II   DORSEY WRGT DVLP | 2500-12-31      | N/A      | 0.0000% | $47.00             | $2082.80           | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ NEXT  | 2500-12-31      | N/A      | 0.0000% | $703.00            | $16534.56          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $158.00            | $3213.72           | Equities   |
| INVESCO EXCH TRADED FD TR II   NATL AMT MUNI    | 2500-12-31      | N/A      | 0.0000% | $127000.00         | $2844800.00        | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $2449.00           | $90824.35          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMALLCAP ENE | 2500-12-31      | N/A      | 0.0000% | $80.00             | $2988.80           | Equities   |
| ISHARES TR                     MSCI ACWI ETF    | 2500-12-31      | N/A      | 0.0000% | $47.00             | $5823.77           | Equities   |
| ISHARES INC                    MSCI PAC JP ETF  | 2500-12-31      | N/A      | 0.0000% | $35507.00          | $1709306.98        | Equities   |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $95.00             | $8703.90           | Equities   |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $5938.00           | $544039.56         | Equities   |
| ISHARES INC                    MSCI TURKEY ETF  | 2500-12-31      | N/A      | 0.0000% | $35800.00          | $1093332.00        | Equities   |
| ISHARES TR                     LATN AMER 40 ETF | 2500-12-31      | N/A      | 0.0000% | $517868.00         | $13319564.96       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2025 CB   | 2500-12-31      | N/A      | 0.0000% | $78.00             | $1612.26           | Equities   |
| ISHARES INC                    MSCI WORLD ETF   | 2500-12-31      | N/A      | 0.0000% | $480.00            | $78408.00          | Equities   |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $3012.00           | $83432.40          | Equities   |
| ISHARES TR                     ASIA 50 ETF      | 2500-12-31      | N/A      | 0.0000% | $88.00             | $6671.28           | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1.5X SHORT | 2500-12-31      | N/A      | 0.0000% | $8800.00           | $154616.00         | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $19410.00          | $515723.70         | Equities   |
| ISHARES INC                    MSCI PAC JP ETF  | 2500-12-31      | N/A      | 0.0000% | $48.00             | $2310.72           | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVT GRD DEFSV   | 2500-12-31      | N/A      | 0.0000% | $400.00            | $9796.00           | Equities   |
| ISHARES TR                     EAFE SML CP ETF  | 2500-12-31      | N/A      | 0.0000% | $193757.00         | $13624992.24       | Equities   |
| INVESCO EXCH TRADED FD TR II   SHORT TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $400.00            | $42204.00          | Equities   |
| INVESCO EXCH TRADED FD TR II   GBL CLEAN ENRG   | 2500-12-31      | N/A      | 0.0000% | $7162.00           | $84081.88          | Equities   |
| INVESCO CURRENCYSHARES EURO TR EURO SHS         | 2500-12-31      | N/A      | 0.0000% | $71100.00          | $7461945.00        | Equities   |
| ISHARES TR                     MRGSTR MD CP GRW | 2500-12-31      | N/A      | 0.0000% | $99.00             | $7625.97           | Equities   |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $53.00             | $2811.65           | Equities   |
| ABCELLERA BIOLOGICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $31900.00          | $65076.00          | Equities   |
| AB ACTIVE ETFS INC             US LARGE CAP STR | 2500-12-31      | N/A      | 0.0000% | $3141.00           | $211138.02         | Equities   |
| AB ACTIVE ETFS INC             US LOW VOLATIL   | 2500-12-31      | N/A      | 0.0000% | $25.00             | $1812.88           | Equities   |
| AKARI THERAPEUTICS PLC         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $929.00            | $1207.70           | Equities   |
| AMERISERV FINL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $11900.00          | $33320.00          | Equities   |
| ALLURION TECHNOLOGIES INC      COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $2910.00           | $7653.30           | Equities   |
| AMERICAN CENTY ETF TR          INTL EQT ETF     | 2500-12-31      | N/A      | 0.0000% | $91.00             | $6616.61           | Equities   |
| ADICET BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $75611.00          | $54439.92          | Equities   |
| ACLARIS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $841292.00         | $1228286.32        | Equities   |
| AIM ETF PRODUCTS TRUST         US LAGCP B20 MAY | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $129368.12         | Equities   |
| ALLSPRING EXCHANGE TRADED FUND INCOME PLUS ETF  | 2500-12-31      | N/A      | 0.0000% | $67.00             | $1665.02           | Equities   |
| ABCELLERA BIOLOGICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $400359.00         | $816732.36         | Equities   |
| AGORA INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $3935.00           | $14874.30          | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM U S LA | 2500-12-31      | N/A      | 0.0000% | $87.00             | $2502.70           | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $11048.00          | $313100.32         | Equities   |
| ADVISORSHARES TR               DORSY SHRT ETF   | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $16275.00          | Equities   |
| ALLARITY THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $13000.00          | $11590.80          | Equities   |
| AGAPE ATP CORP                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $8400.00           | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE SHRT   | 2500-12-31      | N/A      | 0.0000% | $500.00            | $12510.00          | Equities   |
| ALPS ETF TR                    SECTR DIV DOGS   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5648.50           | Equities   |
| ABOVE FOOD INGREDIENTS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $10700.00          | $12412.00          | Equities   |
| AMERICAN REBEL HLDGS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8400.00           | $13440.00          | Equities   |

### Security 651: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.980000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP186YP8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP186YP8
- **C.18 - Value (incl. sponsor support):** $349786741.50
- **C.18.a - Value (excl. sponsor support):** $349786741.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 5.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| WELLS FARGO MTG TR 2017-SMP    D      20341215 FLT | 2034-12-15      | 6.1500%  | 0.0000% | $390000.00         | $192770.17         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-DWHP G      20380415 FLT | 2038-04-15      | 13.0108% | 0.0000% | $7340000.00        | $7064046.64        | Private Label Collateralized Mortgage Obligations |
| BXMT 2021-FL4 LTD              C      20380517 FLT | 2038-05-17      | 6.1932%  | 0.0000% | $1000000.00        | $950288.45         | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            B      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $3812000.00        | $2643491.15        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1B   20640625 FLT | 2064-06-25      | 7.4790%  | 0.0000% | $21251000.00       | $20485618.67       | Private Label Collateralized Mortgage Obligations |
| MFA 2024-RTL2 TRUST            A-1    20290525 7.2 | 2029-05-25      | 7.2450%  | 0.0000% | $15000000.00       | $15097308.75       | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE 2023- B-2    20631025 FLT | 2063-10-25      | 7.5245%  | 0.0000% | $6665000.00        | $5954387.21        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            C      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $5315000.00        | $3313294.86        | Private Label Collateralized Mortgage Obligations |
| STWD LTD 2022-FL3              E      20381118 FLT | 2038-11-18      | 7.5823%  | 0.0000% | $1210000.00        | $1149850.03        | Private Label Collateralized Mortgage Obligations |
| HOMEWARD OPPORTI FD 2024-RRTL2 M2     20390925 FLT | 2039-09-25      | 9.0810%  | 0.0000% | $1576000.00        | $1581232.71        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURIT TR 2024-INV1     B-2    20690325 FLT | 2069-03-25      | 8.4819%  | 0.0000% | $3000000.00        | $3008704.81        | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  A      20361215 FLT | 2036-12-15      | 5.3935%  | 0.0000% | $4000000.00        | $3465678.00        | Private Label Collateralized Mortgage Obligations |
| SHR TR 2024-LXRY               E      20411015 FLT | 2041-10-15      | 8.7787%  | 0.0000% | $26700000.00       | $26547350.65       | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-2    20690125 FLT | 2069-01-25      | 8.2932%  | 0.0000% | $10505000.00       | $10480362.28       | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2025-INV1         B-2    20700225 FLT | 2070-02-25      | 7.3150%  | 0.0000% | $9839874.00        | $9552221.31        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C31   E      20481118 FLT | 2048-11-18      | 4.6357%  | 0.0000% | $5864000.00        | $4090083.33        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C11      B      20460817 FLT | 2046-08-17      | 4.0763%  | 0.0000% | $1985000.00        | $1321481.40        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 5.4435%  | 0.0000% | $3482000.00        | $2149362.40        | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      D      20390107 FLT | 2039-01-07      | 3.4496%  | 0.0000% | $7476000.00        | $6156417.37        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GPTX       B      20340512 3.1 | 2034-05-12      | 3.1039%  | 0.0000% | $3000000.00        | $1570252.13        | Private Label Collateralized Mortgage Obligations |
| CFCRE COML MTG TR 2016-C3      D      20480110 3.0 | 2048-01-10      | 3.0520%  | 0.0000% | $6464000.00        | $6076073.10        | Private Label Collateralized Mortgage Obligations |
| MSWF COML MTG TR 2023-2        F      20561215 FLT | 2056-12-15      | 4.0000%  | 0.0000% | $5000000.00        | $2835246.11        | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            B      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1000000.00        | $673376.46         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND H      20360515 FLT | 2036-05-15      | 9.0935%  | 0.0000% | $5000000.00        | $26294.75          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RES 2023-NQM1   B-1    20680925 FLT | 2068-09-25      | 7.3998%  | 0.0000% | $6000000.00        | $5996381.74        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-2    20640125 FLT | 2064-01-25      | 7.9089%  | 0.0000% | $3134000.00        | $2759533.83        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF F      20341115 FLT | 2034-11-15      | 8.9760%  | 0.0000% | $2500000.00        | $2371825.00        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1A   20640625 FLT | 2064-06-25      | 6.6350%  | 0.0000% | $11936000.00       | $11302769.67       | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   E      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $2000000.00        | $1435763.63        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-3    20640625 FLT | 2064-06-25      | 7.7143%  | 0.0000% | $286000.00         | $197362.39         | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY BAML TR 2025-5C1  F      20580315 FLT | 2058-03-15      | 4.0000%  | 0.0000% | $5000000.00        | $3477111.11        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2014-A     B-5    20350125 FLT | 2035-01-25      | 5.4385%  | 0.0000% | $2273111.00        | $1934369.06        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  E      20580717 FLT | 2058-07-17      | 3.4190%  | 0.0000% | $3000000.00        | $744897.58         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-5          B-5    20550625 FLT | 2055-06-25      | 6.1973%  | 0.0000% | $1291000.00        | $742158.82         | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $4902000.00        | $2613715.39        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2012-WLD  A      20300507 3.9 | 2030-05-07      | 3.9054%  | 0.0000% | $52132000.00       | $37070252.26       | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   F      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $4300000.00        | $2933841.91        | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCEP 2021-INV4  B-4    20511225 FLT | 2051-12-25      | 3.2062%  | 0.0000% | $3172000.00        | $2287785.66        | Private Label Collateralized Mortgage Obligations |
| BAMLL COMMERCIAL MTG 2025-ASHF F      20420218 FLT | 2042-02-18      | 13.3290% | 0.0000% | $6000000.00        | $5893906.50        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                H      20520216 FLT | 2052-02-16      | 3.6758%  | 0.0000% | $1158000.00        | $607060.71         | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                E      20610517 FLT | 2061-05-17      | 2.9016%  | 0.0000% | $3000000.00        | $1777144.14        | Private Label Collateralized Mortgage Obligations |
| CAFL ISSUER LLC 2024-RTL1      M-1    20311130 10. | 2031-11-30      | 10.2190% | 0.0000% | $1000000.00        | $1005593.72        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    D      20530815 2.9 | 2053-08-15      | 2.9500%  | 0.0000% | $532609.00         | $456549.45         | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                E      20411216 FLT | 2041-12-16      | 8.5187%  | 0.0000% | $13400000.00       | $13334507.00       | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           G      20301216 FLT | 2030-12-16      | 10.5260% | 0.0000% | $7305000.00        | $6091769.77        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    E      20521217 3.3 | 2052-12-17      | 3.3790%  | 0.0000% | $3432000.00        | $2911073.78        | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       D      20500311 FLT | 2050-03-11      | 4.6666%  | 0.0000% | $2386000.00        | $1992763.78        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  E      20350615 FLT | 2035-06-15      | 7.0860%  | 0.0000% | $13700000.00       | $2568729.45        | Private Label Collateralized Mortgage Obligations |
| GS MTG-BACK SEC TR 2023-CCM1   B-2    20530825 FLT | 2053-08-25      | 7.4068%  | 0.0000% | $1880000.00        | $1866581.68        | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE 2023-SB109      A-7F   20300825 FLT | 2030-08-25      | 4.2400%  | 0.0000% | $5000000.00        | $4466312.00        | Private Label Collateralized Mortgage Obligations |
| GSCG TRUST 2019-600C           B      20340912 FLT | 2034-09-12      | 3.1584%  | 0.0000% | $4000000.00        | $622617.07         | Private Label Collateralized Mortgage Obligations |
| HONO MORTGAGE TRUST 2021-LULU  F      20361215 FLT | 2036-12-15      | 8.8435%  | 0.0000% | $12000000.00       | $11575041.41       | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-3    E      20521018 FLT | 2052-10-18      | 4.7085%  | 0.0000% | $3290000.00        | $3004516.79        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    B      20530815 2.2 | 2053-08-15      | 2.2030%  | 0.0000% | $100000.00         | $88504.96          | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQM1     B-2    20641225 FLT | 2064-12-25      | 7.2878%  | 0.0000% | $5096000.00        | $4940713.41        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C27 E      20480218 FLT | 2048-02-18      | 2.8050%  | 0.0000% | $4000000.00        | $434678.33         | Private Label Collateralized Mortgage Obligations |
| BBCMS TR 2017-C1               D      20500217 FLT | 2050-02-17      | 3.5422%  | 0.0000% | $1067456.00        | $703682.39         | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD2             C      20491115 FLT | 2049-11-15      | 3.9747%  | 0.0000% | $1625000.00        | $958855.35         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      225B-D 20621215 FLT | 2062-12-15      | 3.2943%  | 0.0000% | $1500000.00        | $28715.61          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-DC1           D      20480212 FLT | 2048-02-12      | 4.2871%  | 0.0000% | $10000000.00       | $6684434.70        | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65B    20520517 4.1 | 2052-05-17      | 4.1396%  | 0.0000% | $900000.00         | $207934.81         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      D      20621215 FLT | 2062-12-15      | 2.5000%  | 0.0000% | $4945000.00        | $3047815.59        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                H      20640317 FLT | 2064-03-17      | 1.8909%  | 0.0000% | $2500000.00        | $1051375.57        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 2024-NQM1    B-2    20631225 FLT | 2063-12-25      | 8.1490%  | 0.0000% | $920000.00         | $919971.88         | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK8                 D      20501117 2.6 | 2050-11-17      | 2.6000%  | 0.0000% | $819000.00         | $425173.57         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    C      20521217 2.2 | 2052-12-17      | 2.2500%  | 0.0000% | $700000.00         | $630938.35         | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC27   D      20480212 FLT | 2048-02-12      | 4.3964%  | 0.0000% | $1200000.00        | $687124.24         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             B      20341115 FLT | 2034-11-15      | 5.4760%  | 0.0000% | $7170000.00        | $6578537.14        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-LC13          E      20460810 FLT | 2046-08-10      | 3.7191%  | 0.0000% | $2000000.00        | $734458.70         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2024-MN9   M-1    20441025 FLT | 2044-10-25      | 6.7706%  | 0.0000% | $2500000.00        | $2501706.81        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2020-FL3              C      20371118 FLT | 2037-11-18      | 7.4932%  | 0.0000% | $4500000.00        | $4255848.01        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2020-FL3              D      20371118 FLT | 2037-11-18      | 7.7432%  | 0.0000% | $3800000.00        | $3563758.65        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2024-NQM6     B-2    20640825 FLT | 2064-08-25      | 8.0527%  | 0.0000% | $770000.00         | $760931.22         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                F      20520216 FLT | 2052-02-16      | 3.6758%  | 0.0000% | $5522000.00        | $2458803.30        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                G      20520216 FLT | 2052-02-16      | 3.6758%  | 0.0000% | $2315000.00        | $1293075.77        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C11      C      20460817 FLT | 2046-08-17      | 4.0763%  | 0.0000% | $215000.00         | $12967.37          | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            A      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1500000.00        | $1085162.19        | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-C3           D      20490812 FLT | 2049-08-12      | 3.4760%  | 0.0000% | $7890000.00        | $5473712.05        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP3 F      20490817 FLT | 2049-08-17      | 4.1673%  | 0.0000% | $2000000.00        | $1822629.92        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-GC13       C      20460712 FLT | 2046-07-12      | 3.8787%  | 0.0000% | $5100000.00        | $4599254.01        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-4     B-2    20690725 FLT | 2069-07-25      | 7.8462%  | 0.0000% | $3850000.00        | $3673963.25        | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                F      20411216 FLT | 2041-12-16      | 9.7667%  | 0.0000% | $6600000.00        | $6576995.45        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  A      20350615 FLT | 2035-06-15      | 5.5860%  | 0.0000% | $11246000.00       | $9583709.17        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF G      20341115 FLT | 2034-11-15      | 11.5260% | 0.0000% | $4000000.00        | $3779170.00        | Private Label Collateralized Mortgage Obligations |
| GSCG TRUST 2019-600C           C      20340912 FLT | 2034-09-12      | 3.4616%  | 0.0000% | $1000000.00        | $83398.51          | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65A    20520517 4.4 | 2052-05-17      | 4.4114%  | 0.0000% | $3600000.00        | $1800927.46        | Private Label Collateralized Mortgage Obligations |
| FONTA MIA BE MRTG TR 2024-FBLU G      20391215 FLT | 2039-12-15      | 9.9787%  | 0.0000% | $2080000.00        | $2087057.02        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2020-GC46  E      20530218 2.6 | 2053-02-18      | 2.6000%  | 0.0000% | $1000000.00        | $497558.44         | Private Label Collateralized Mortgage Obligations |
| CLNY TRUST 2019-IKPR           D      20381115 FLT | 2038-11-15      | 6.7320%  | 0.0000% | $2720000.00        | $2598429.60        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2018-AON C      20310708 4.5 | 2031-07-08      | 4.5798%  | 0.0000% | $1000000.00        | $688689.28         | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            D      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $12204000.00       | $7288115.00        | Private Label Collateralized Mortgage Obligations |
| J.P. MOG CHSE CML TR 2021-1440 B      20360317 FLT | 2036-03-17      | 6.1935%  | 0.0000% | $2000000.00        | $1510163.23        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-HYB1     B-6    20491025 FLT | 2049-10-25      | 4.7762%  | 0.0000% | $3345030.00        | $2277816.98        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   D      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $3525000.00        | $2717242.08        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          D      20470312 FLT | 2047-03-12      | 4.7528%  | 0.0000% | $4086750.00        | $1675732.20        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-CALI           A      20321112 3.4 | 2032-11-12      | 3.4313%  | 0.0000% | $9060000.00        | $7363643.06        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           E      20301216 FLT | 2030-12-16      | 7.8680%  | 0.0000% | $8469000.00        | $7838570.46        | Private Label Collateralized Mortgage Obligations |
| GPMT LTD 2021-FL4              D      20361222 FLT | 2036-12-22      | 7.2919%  | 0.0000% | $3875000.00        | $3596892.90        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           F      20301216 FLT | 2030-12-16      | 8.8660%  | 0.0000% | $9900000.00        | $8995834.65        | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTD              D      20380218 FLT | 2038-02-18      | 6.6432%  | 0.0000% | $8000000.00        | $7515387.58        | Private Label Collateralized Mortgage Obligations |
| HUDSONS BAY JV TR 2015-HBS     D-7    20340807 FLT | 2034-08-07      | 5.1590%  | 0.0000% | $3374500.00        | $3114440.31        | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTD              E      20380218 FLT | 2038-02-18      | 6.7432%  | 0.0000% | $3000000.00        | $2550997.01        | Private Label Collateralized Mortgage Obligations |

### Security 652: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.880000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP186Z51, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP186Z51
- **C.18 - Value (incl. sponsor support):** $200410216.00
- **C.18.a - Value (excl. sponsor support):** $200410216.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| KOREA DEV BK                   SR GLBL FL NT 30 | 2030-02-03      | 5.0923%  | 0.0000% | $3500000.00        | $3524653.15        | Corporate Debt Securities |
| BEAM INC                       SR GLBL NT 36    | 2036-01-15      | 5.8750%  | 0.0000% | $2000.00           | $2038.58           | Corporate Debt Securities |
| CINTAS CORP NO 2               SR GLBL NT 4%32  | 2032-05-01      | 4.0000%  | 0.0000% | $15000.00          | $14357.88          | Corporate Debt Securities |
| BARCLAYS PLC                   GLBL COCO 28     | 2028-11-02      | 7.3850%  | 0.0000% | $2038000.00        | $2165912.81        | Corporate Debt Securities |
| CNOOC FIN 2013 LTD             SR GLBL NT 29    | 2029-09-30      | 2.8750%  | 0.0000% | $5900000.00        | $5597516.84        | Corporate Debt Securities |
| DAI-ICHI LIFE INSURANCE CO LTD PERP SUB GLBL    | 2500-12-31      | 6.2000%  | 0.0000% | $2142000.00        | $2179780.12        | Corporate Debt Securities |
| BAIDU INC                      SR GLBL NT 26    | 2026-04-09      | 1.7200%  | 0.0000% | $750000.00         | $733520.00         | Corporate Debt Securities |
| ARIZONA PUB SVC CO             SR GLBL NT 32    | 2032-12-15      | 6.3500%  | 0.0000% | $1464000.00        | $1592472.10        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 26    | 2026-02-25      | 3.7500%  | 0.0000% | $459000.00         | $461205.88         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           SR GLBL COCO 26  | 2026-08-03      | 2.7000%  | 0.0000% | $905000.00         | $894877.58         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 31    | 2031-05-15      | 1.6500%  | 0.0000% | $4000.00           | $3357.95           | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 28    | 2028-04-15      | 3.2500%  | 0.0000% | $75000.00          | $73304.44          | Corporate Debt Securities |
| COBANK ACB                     PERP GLBL -L NT  | 2079-12-31      | 7.2500%  | 0.0000% | $464000.00         | $475368.90         | Corporate Debt Securities |
| DELL INC                       SR NT 5.4%40     | 2040-09-10      | 5.4000%  | 0.0000% | $27000.00          | $25148.34          | Corporate Debt Securities |
| BARCLAYS PLC                   LW TIER II GLBL  | 2026-05-12      | 5.2000%  | 0.0000% | $2668000.00        | $2681099.88        | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 59    | 2059-09-15      | 3.6500%  | 0.0000% | $9074000.00        | $6018277.57        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 34   | 2034-04-15      | 6.0000%  | 0.0000% | $75000.00          | $76596.00          | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT4.4%29 | 2029-01-15      | 4.4000%  | 0.0000% | $320000.00         | $321593.60         | Corporate Debt Securities |
| TSMC ARIZ CORP                 SR GLBL NT2.5%31 | 2031-10-25      | 2.5000%  | 0.0000% | $15886000.00       | $14030047.45       | Corporate Debt Securities |
| BARRICK PD AUSTRALIA FIN PTY   GLBL NT 5.95%39  | 2039-10-15      | 5.9500%  | 0.0000% | $171000.00         | $173251.64         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 39    | 2039-07-15      | 8.1250%  | 0.0000% | $446000.00         | $560719.56         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 35    | 2035-08-15      | 5.6250%  | 0.0000% | $8000.00           | $8087.53           | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 40    | 2040-06-01      | 4.3500%  | 0.0000% | $254000.00         | $229003.65         | Corporate Debt Securities |
| AMERICAN INTL GROUP INC        4.2%28           | 2028-04-01      | 4.2000%  | 0.0000% | $4000.00           | $3991.37           | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD3.7%28 | 2028-09-01      | 3.7000%  | 0.0000% | $17000.00          | $16833.52          | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL NT 30    | 2030-11-19      | 5.2860%  | 0.0000% | $1781000.00        | $1799068.54        | Corporate Debt Securities |
| ENTERGY TEXAS INC              1M GLBL -17TH 35 | 2035-04-15      | 5.2500%  | 0.0000% | $195000.00         | $196880.29         | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 1.25%31  | 2031-02-14      | 1.2500%  | 0.0000% | $8850000.00        | $7614190.92        | Corporate Debt Securities |
| ACCENTURE CAPITAL INC          GLBL NT 4.5%34   | 2034-10-04      | 4.5000%  | 0.0000% | $333000.00         | $321817.86         | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A NT5.5%33 | 2033-09-20      | 5.5000%  | 0.0000% | $3743000.00        | $3764351.74        | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL30 | 2030-06-15      | 8.7500%  | 0.0000% | $55000.00          | $66600.83          | Corporate Debt Securities |
| CITIGROUP INC                  SB GLBL NT4.4%25 | 2025-06-10      | 4.4000%  | 0.0000% | $942000.00         | $961308.91         | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 31    | 2031-10-10      | 4.3750%  | 0.0000% | $7000.00           | $7114.84           | Corporate Debt Securities |
| GENERAL DYNAMICS CORP          SR GLBL NT 35    | 2035-08-15      | 4.9500%  | 0.0000% | $5000000.00        | $4937312.50        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 54    | 2054-05-15      | 5.9500%  | 0.0000% | $10000.00          | $9161.09           | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT5.5%55 | 2055-01-15      | 5.5000%  | 0.0000% | $21000.00          | $19885.24          | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT4.5%48 | 2048-03-15      | 4.5000%  | 0.0000% | $2000000.00        | $1667590.00        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 33    | 2033-01-15      | 4.9500%  | 0.0000% | $19000.00          | $19333.12          | Corporate Debt Securities |
| COMCAST CORP NEW               SR NT 4.5%43     | 2043-01-15      | 4.5000%  | 0.0000% | $40000.00          | $33735.00          | Corporate Debt Securities |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.1%30 | 2030-02-15      | 3.1000%  | 0.0000% | $127000.00         | $117405.36         | Corporate Debt Securities |
| POSCO HOLDINGS INC             144A NT 5.75%35  | 2035-05-07      | 5.7500%  | 0.0000% | $1800000.00        | $1809186.50        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL FLT DEB 26  | 2026-01-29      | 5.1054%  | 0.0000% | $33705000.00       | $33927163.00       | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SUB GLBL NT 38   | 2038-03-01      | 8.2500%  | 0.0000% | $4679000.00        | $5550163.51        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       SR GLBL COCO 28  | 2028-01-05      | 5.4620%  | 0.0000% | $552000.00         | $569840.49         | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT 44    | 2044-11-15      | 5.3500%  | 0.0000% | $43000.00          | $41035.72          | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT 40    | 2040-05-01      | 5.1500%  | 0.0000% | $4000.00           | $3825.95           | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT 31    | 2031-06-15      | 5.2500%  | 0.0000% | $24000.00          | $24823.50          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1MTG BD 5.3%40   | 2040-02-15      | 5.3000%  | 0.0000% | $38000.00          | $37717.22          | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR 144A NT 28    | 2028-09-15      | 5.4500%  | 0.0000% | $139000.00         | $143744.65         | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 29    | 2029-07-27      | 6.3390%  | 0.0000% | $4895000.00        | $5221390.03        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 6.45%40    | 2040-09-01      | 6.4500%  | 0.0000% | $19000.00          | $20722.84          | Corporate Debt Securities |
| JOHNSON & JOHNSON              SR GLBL NT 50    | 2050-09-01      | 2.2500%  | 0.0000% | $50000.00          | $28746.12          | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.3%53 | 2053-04-01      | 5.3000%  | 0.0000% | $179000.00         | $168037.34         | Corporate Debt Securities |
| HCA INC.                       1PRI SR SEC 27   | 2027-02-15      | 4.5000%  | 0.0000% | $3000.00           | $3030.20           | Corporate Debt Securities |
| FIXED INCOME PASS THROUTH TRUST 2007            | 2077-05-15      | 0.0100%  | 0.0000% | $800000.00         | $709132.00         | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.5%30   | 2030-03-14      | 4.5000%  | 0.0000% | $11269000.00       | $11608760.35       | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT51 | 2051-07-15      | 3.5000%  | 0.0000% | $446000.00         | $292444.43         | Corporate Debt Securities |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 26    | 2026-04-01      | 4.7500%  | 0.0000% | $5768000.00        | $5821554.28        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 26    | 2026-08-10      | 5.7980%  | 0.0000% | $432000.00         | $440478.48         | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 28    | 2028-03-14      | 3.9500%  | 0.0000% | $353000.00         | $350976.92         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 3%50  | 2050-06-15      | 3.0000%  | 0.0000% | $65000.00          | $41850.90          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         -2014B 4.45%44   | 2044-02-15      | 4.4500%  | 0.0000% | $1250000.00        | $1051636.46        | Corporate Debt Securities |
| UNILEVER CAP CORP              SR GLBL NT3.1%25 | 2025-07-30      | 3.1000%  | 0.0000% | $153000.00         | $154212.27         | Corporate Debt Securities |
| TUCSON ELEC PWR CO             SR GLBL 12 NT 55 | 2055-04-15      | 5.9000%  | 0.0000% | $8539000.00        | $8470047.57        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 27 | 2027-05-15      | 3.7500%  | 0.0000% | $476000.00         | $471260.23         | Corporate Debt Securities |
| VICI PPTYS INC                 SR GLBL 144A 27  | 2027-02-01      | 5.7500%  | 0.0000% | $88000.00          | $90492.77          | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 49    | 2049-09-13      | 3.2500%  | 0.0000% | $49000.00          | $32327.82          | Corporate Debt Securities |
| TRANSURBAN FIN CO PTY LTD      SR SEC GLBL 31   | 2031-03-16      | 2.4500%  | 0.0000% | $9845000.00        | $8645939.16        | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT4.5%49 | 2049-12-15      | 4.5000%  | 0.0000% | $141000.00         | $111542.99         | Corporate Debt Securities |
| ZIONS BANCORPORATION NATL ASSN SUB NT 6.816%35  | 2035-11-19      | 6.8160%  | 0.0000% | $5500000.00        | $5562824.67        | Corporate Debt Securities |
| TELEFONICA EUROPE B V          SR GLBL NT 30    | 2030-09-15      | 8.2500%  | 0.0000% | $1000.00           | $1166.85           | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.75%34  | 2034-01-15      | 5.7500%  | 0.0000% | $3253000.00        | $3436412.27        | Corporate Debt Securities |
| KOREA ELEC PWR CORP            SR GLBL REGS 34  | 2034-04-23      | 5.1250%  | 0.0000% | $947000.00         | $954753.43         | Corporate Debt Securities |
| TEXAS INSTRS INC               SR GLBL NT2.7%51 | 2051-09-15      | 2.7000%  | 0.0000% | $23000.00          | $13693.62          | Corporate Debt Securities |
| UNILEVER CAP CORP              GLBL NT 4.25%27  | 2027-08-12      | 4.2500%  | 0.0000% | $1000000.00        | $1015280.00        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 55    | 2055-06-15      | 5.2500%  | 0.0000% | $4667000.00        | $4277037.15        | Corporate Debt Securities |
| STATE STR CORP                 GLBL NT 4.729%30 | 2030-02-28      | 4.7290%  | 0.0000% | $9000.00           | $9148.10           | Corporate Debt Securities |
| MITSUBISHI HC FIN AMER LLC     GLBL REGS NT 29  | 2029-10-24      | 5.1500%  | 0.0000% | $340000.00         | $343508.80         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 54 | 2054-08-15      | 5.5500%  | 0.0000% | $18000.00          | $17113.10          | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 4%28  | 2028-03-01      | 4.0000%  | 0.0000% | $19000.00          | $18865.08          | Corporate Debt Securities |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 31  | 2031-02-02      | 3.1000%  | 0.0000% | $10661000.00       | $9029878.84        | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  SUB GLBL REGS 54 | 2054-04-16      | 5.9500%  | 0.0000% | $595000.00         | $593704.22         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 29    | 2029-02-15      | 2.6250%  | 0.0000% | $183000.00         | $171437.37         | Corporate Debt Securities |
| NATIONAL POWER CORP            SR BD 9.625%28   | 2028-05-15      | 9.6250%  | 0.0000% | $1000000.00        | $1134010.42        | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT5.2%54 | 2054-06-01      | 5.2000%  | 0.0000% | $153000.00         | $142821.76         | Corporate Debt Securities |
| PRECISION CASTPARTS CORP       SR GLBL NT 45    | 2045-06-15      | 4.3750%  | 0.0000% | $598000.00         | $509873.99         | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR 144A NT 26    | 2026-07-01      | 4.2500%  | 0.0000% | $749000.00         | $755299.30         | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M BD-19 6.5%38  | 2038-08-01      | 6.5000%  | 0.0000% | $4963000.00        | $5430743.45        | Corporate Debt Securities |
| NUVEEN LLC                     SR GLBL 144A 34  | 2034-04-15      | 5.8500%  | 0.0000% | $76000.00          | $77939.71          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD2.5%31 | 2031-02-01      | 2.5000%  | 0.0000% | $84000.00          | $72724.17          | Corporate Debt Securities |
| COOPERATIEVE RABOBANK U.A.     SR GLBL 144A 26  | 2026-06-24      | 1.3390%  | 0.0000% | $250000.00         | $250795.58         | Corporate Debt Securities |
| NISOURCE INC                   SR GLBL NT 47    | 2047-05-15      | 4.3750%  | 0.0000% | $3000.00           | $2394.82           | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL HHH BD40 | 2040-05-15      | 5.3500%  | 0.0000% | $1707000.00        | $1657785.77        | Corporate Debt Securities |
| METLIFE INC                    SR GLBL NT 45    | 2045-03-01      | 4.0500%  | 0.0000% | $1847000.00        | $1493895.16        | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     GLBL NT 3%51     | 2051-11-26      | 3.0000%  | 0.0000% | $137000.00         | $85585.73          | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       SUB GLBL NT 26   | 2026-03-24      | 4.6500%  | 0.0000% | $16434000.00       | $16536794.67       | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT 35    | 2035-04-01      | 5.3750%  | 0.0000% | $2514000.00        | $2534612.71        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.7%35 | 2035-03-01      | 5.7000%  | 0.0000% | $7614000.00        | $7581209.04        | Corporate Debt Securities |
| PPL ELEC UTILS CORP            1M GLBL BD 39    | 2039-05-15      | 6.2500%  | 0.0000% | $2760000.00        | $2986331.50        | Corporate Debt Securities |
| SCE RECOVERY FDG LLC           EXT SR SEC SNK45 | 2045-11-15      | 2.5100%  | 0.0000% | $35000.00          | $22534.95          | Corporate Debt Securities |
| SCHWAB CHARLES CORP            SR GLBL NT 29    | 2029-05-22      | 3.2500%  | 0.0000% | $18000.00          | $17262.04          | Corporate Debt Securities |

### Security 653: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.890000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP188279, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP188279
- **C.18 - Value (incl. sponsor support):** $781649091.60
- **C.18.a - Value (excl. sponsor support):** $781649091.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| DELL INTL LLC/EMC CORP         SR GLBL NT 28    | 2028-02-01      | 5.2500%  | 0.0000% | $106000.00         | $109833.40         | Corporate Debt Securities |
| DIAGEO INVT CORP               SR NT 4.25%42    | 2042-05-11      | 4.2500%  | 0.0000% | $31000.00          | $25736.29          | Corporate Debt Securities |
| ROP SUKUK TR                   GLBL REGS 29     | 2029-06-06      | 5.0450%  | 0.0000% | $800000.00         | $814208.67         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR 2013-B NT4%43 | 2043-01-15      | 4.0000%  | 0.0000% | $1970000.00        | $1576669.80        | Corporate Debt Securities |
| MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27   | 2027-06-20      | 6.5000%  | 0.0000% | $11250037.00       | $5136828.77        | Corporate Debt Securities |
| METLIFE INC                    JR SB GLBL DB 55 | 2055-03-15      | 6.3500%  | 0.0000% | $68000.00          | $69192.17          | Corporate Debt Securities |
| MOLEX ELECTRONIC TECHNOLOGIES  SR 144A NT 28    | 2028-04-30      | 4.7500%  | 0.0000% | $197000.00         | $198115.79         | Corporate Debt Securities |
| SASKATCHEWAN PROV STRIP PACKAG GLBL BD 4.65%30  | 2030-01-28      | 4.6500%  | 0.0000% | $9382000.00        | $9693091.48        | Corporate Debt Securities |
| SPRINT CAP CORP MTN BE         SR GLBL NT 32    | 2032-03-15      | 8.7500%  | 0.0000% | $5004000.00        | $6080556.39        | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 26    | 2026-05-10      | 2.8750%  | 0.0000% | $34000.00          | $33603.47          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.5%31 | 2031-04-15      | 3.5000%  | 0.0000% | $18000.00          | $16774.83          | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 30    | 2030-07-15      | 2.6500%  | 0.0000% | $135000.00         | $123943.16         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 26    | 2026-04-15      | 2.6250%  | 0.0000% | $32000.00          | $31559.72          | Corporate Debt Securities |
| TRUIST FINL CORP               SUB NT      6%26 | 2026-02-15      | 6.0000%  | 0.0000% | $157000.00         | $160855.92         | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 42    | 2042-08-21      | 3.6250%  | 0.0000% | $20000.00          | $15470.98          | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1MTG BD 36       | 2036-02-01      | 5.6250%  | 0.0000% | $3167000.00        | $3139902.36        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 30    | 2030-09-23      | 2.1420%  | 0.0000% | $200000.00         | $174631.30         | Corporate Debt Securities |
| SYNCHRONY BANK                 SR GLBL ACR NT25 | 2025-08-22      | 5.4000%  | 0.0000% | $5905000.00        | $5992866.40        | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 4%46  | 2046-05-10      | 4.0000%  | 0.0000% | $31000.00          | $24112.49          | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD5.8%55 | 2055-03-15      | 5.8000%  | 0.0000% | $15000.00          | $14871.43          | Corporate Debt Securities |
| GEORGIA PWR CO                 GLBL 2024B NT 34 | 2034-03-15      | 5.2500%  | 0.0000% | $22000.00          | $22320.04          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 7.5728%  | 0.0000% | $467000.00         | $462477.10         | Corporate Debt Securities |
| EATON CORP OHIO                SR GLBL NT 42    | 2042-11-02      | 4.1500%  | 0.0000% | $2000.00           | $1676.68           | Corporate Debt Securities |
| ENBRIDGE ENERGY PARTNERS L P   SR NT 5.5%40     | 2040-09-15      | 5.5000%  | 0.0000% | $3000.00           | $2838.83           | Corporate Debt Securities |
| ERP OPER LTD PARTNERSHIP       GLBL NT 4.95%32  | 2032-06-15      | 4.9500%  | 0.0000% | $27951000.00       | $27852193.21       | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 4.85%42    | 2042-08-15      | 4.8500%  | 0.0000% | $2000.00           | $1797.01           | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT5.7%28 | 2028-04-01      | 5.7000%  | 0.0000% | $10610000.00       | $10997282.69       | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT2.4%31 | 2031-10-15      | 2.4000%  | 0.0000% | $35000.00          | $29849.05          | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT5.5%34 | 2034-04-01      | 5.5000%  | 0.0000% | $78000.00          | $78948.78          | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 29    | 2029-11-15      | 3.7500%  | 0.0000% | $10000000.00       | $9902825.00        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GTD SRNT 7.55%38 | 2038-04-15      | 7.5500%  | 0.0000% | $17000.00          | $20002.50          | Corporate Debt Securities |
| ENSTAR GROUP LTD               JR SB GLBL 45    | 2045-04-01      | 7.5000%  | 0.0000% | $700000.00         | $718088.00         | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR 144A NT4.6%28 | 2028-05-01      | 4.6000%  | 0.0000% | $7000.00           | $7065.84           | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27    | 2027-02-26      | 2.3500%  | 0.0000% | $27000.00          | $25983.34          | Corporate Debt Securities |
| ENTERGY TEXAS INC              1M GLBL BD 31    | 2031-03-15      | 1.7500%  | 0.0000% | $50000.00          | $42790.79          | Corporate Debt Securities |
| FEDERAL REALTY OP LP           SR GLBL NT 27    | 2027-07-15      | 3.2500%  | 0.0000% | $9000.00           | $8835.46           | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD6.4%38 | 2038-06-15      | 6.4000%  | 0.0000% | $7000.00           | $7734.60           | Corporate Debt Securities |
| ERP OPER LTD PARTNERSHIP       SR NT 3.375%25   | 2025-06-01      | 3.3750%  | 0.0000% | $998000.00         | $1014538.11        | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 48    | 2048-03-01      | 3.9500%  | 0.0000% | $58000.00          | $45318.61          | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD2.5%29 | 2029-12-01      | 2.5000%  | 0.0000% | $9000.00           | $8403.67           | Corporate Debt Securities |
| EMPOWER FINANCE 2020 LP        SR GLBL 144A 51  | 2051-09-17      | 3.0750%  | 0.0000% | $1043000.00        | $643839.12         | Corporate Debt Securities |
| EUROPEAN INVT BK               SR NT 2.375%27   | 2027-05-24      | 2.3750%  | 0.0000% | $65000.00          | $63030.88          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 4.85%44    | 2044-03-15      | 4.8500%  | 0.0000% | $418000.00         | $370755.20         | Corporate Debt Securities |
| BP CAP MKTS P L C              SR GLBL NT 28    | 2028-11-28      | 3.7230%  | 0.0000% | $81000.00          | $79086.52          | Corporate Debt Securities |
| BMW US CAP LLC                 FLT 144A NT 27   | 2027-03-19      | 5.1276%  | 0.0000% | $5000000.00        | $5049812.49        | Corporate Debt Securities |
| BARRICK NORTH AMERICA FIN LLC  SR GLBL NT 43    | 2043-05-01      | 5.7500%  | 0.0000% | $103000.00         | $101271.86         | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2079-12-31      | 4.8750%  | 0.0000% | $1037000.00        | $1020642.19        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41  | 2041-06-17      | 3.0600%  | 0.0000% | $44000.00          | $32164.22          | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     GLBL 144A NT4%47 | 2047-10-02      | 4.0000%  | 0.0000% | $2000000.00        | $1504988.89        | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 3.9%52   | 2052-02-28      | 3.9000%  | 0.0000% | $532000.00         | $387565.55         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 49    | 2049-01-15      | 4.2500%  | 0.0000% | $54000.00          | $45559.67          | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL NT6.2%32 | 2032-03-21      | 6.2000%  | 0.0000% | $47000.00          | $47044.81          | Corporate Debt Securities |
| APPALACHIAN PWR CO             SR GLBL AA NT 31 | 2031-04-01      | 2.7000%  | 0.0000% | $2000.00           | $1773.05           | Corporate Debt Securities |
| BMW US CAP LLC                 SR FL 144A NT 27 | 2027-08-13      | 5.2641%  | 0.0000% | $2679000.00        | $2687967.21        | Corporate Debt Securities |
| ARCH CAPITAL FINANCE LLC       SR NT 4.011%26   | 2026-12-15      | 4.0110%  | 0.0000% | $11000.00          | $11101.68          | Corporate Debt Securities |
| BANCO SANTANDER S.A.           LW TIER II GLBL  | 2033-08-08      | 6.9210%  | 0.0000% | $200000.00         | $217028.40         | Corporate Debt Securities |
| BGC GROUP INC                  CR SEN SR GLBL29 | 2029-06-10      | 6.6000%  | 0.0000% | $3000.00           | $3169.91           | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 34    | 2034-03-01      | 5.4500%  | 0.0000% | $606000.00         | $620231.07         | Corporate Debt Securities |
| BNP PARIBAS                    LW TIER II GLBL  | 2026-05-12      | 4.3750%  | 0.0000% | $3250000.00        | $3242159.38        | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.8%27   | 2027-02-26      | 4.8000%  | 0.0000% | $43000.00          | $43971.08          | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 54    | 2054-03-01      | 5.7500%  | 0.0000% | $50000.00          | $48558.26          | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR NT 5%43       | 2043-09-30      | 5.0000%  | 0.0000% | $95000.00          | $88534.62          | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 52    | 2052-03-09      | 3.0500%  | 0.0000% | $426000.00         | $262233.89         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 47    | 2047-08-15      | 4.5400%  | 0.0000% | $78000.00          | $62439.91          | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 6%34     | 2034-02-20      | 6.0000%  | 0.0000% | $240000.00         | $253626.40         | Corporate Debt Securities |
| PROVINCE OF QUEBEC             GLBL -RF NT 34   | 2034-09-05      | 4.2500%  | 0.0000% | $25000.00          | $24140.12          | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.1%29 | 2029-02-15      | 5.1000%  | 0.0000% | $941000.00         | $967672.65         | Corporate Debt Securities |
| RGA GLOBAL FUNDING             -20251 144A NT30 | 2030-01-09      | 5.2500%  | 0.0000% | $4250000.00        | $4414655.62        | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 35    | 2035-03-14      | 5.2500%  | 0.0000% | $199000.00         | $200493.16         | Corporate Debt Securities |
| PROLOGIS TA US LOG FD L P      SR 144A NT 29    | 2029-04-01      | 5.2500%  | 0.0000% | $149000.00         | $153558.53         | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 43 BD 55 | 2055-05-15      | 5.8500%  | 0.0000% | $2757000.00        | $2688557.48        | Corporate Debt Securities |
| REGENCY CTRS L P               GLBL NT 3.7%30   | 2030-06-15      | 3.7000%  | 0.0000% | $12000.00          | $11676.82          | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT1.5%26 | 2026-11-09      | 1.5000%  | 0.0000% | $161000.00         | $154568.86         | Corporate Debt Securities |
| REYNOLDS AMERICAN INC          SR GLBL NT 45    | 2045-08-15      | 5.8500%  | 0.0000% | $106000.00         | $101705.15         | Corporate Debt Securities |
| REGENCY CTRS L P               SR GLBL NT 29    | 2029-09-15      | 2.9500%  | 0.0000% | $5000.00           | $4715.63           | Corporate Debt Securities |
| REYNOLDS AMERICAN INC          SR GLBL NT 25    | 2025-06-12      | 4.4500%  | 0.0000% | $18000.00          | $18369.48          | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR NT 4.125%42   | 2042-08-21      | 4.1250%  | 0.0000% | $20000.00          | $16684.88          | Corporate Debt Securities |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.65%27    | 2027-02-16      | 4.6500%  | 0.0000% | $3000.00           | $3062.14           | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54 | 2054-03-15      | 6.5000%  | 0.0000% | $1976000.00        | $2042377.13        | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT5.7%34 | 2034-09-15      | 5.7000%  | 0.0000% | $10000.00          | $10034.15          | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53 | 2053-03-01      | 6.7500%  | 0.0000% | $7000.00           | $7414.38           | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52 | 2052-03-01      | 5.1250%  | 0.0000% | $7000.00           | $6812.45           | Corporate Debt Securities |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.55%29    | 2029-02-16      | 4.5500%  | 0.0000% | $13000.00          | $13275.01          | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 26    | 2026-02-15      | 0.8750%  | 0.0000% | $2000.00           | $1954.16           | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD 37    | 2037-04-01      | 5.7500%  | 0.0000% | $54000.00          | $54264.25          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL 28 BD 50 | 2050-07-01      | 4.9500%  | 0.0000% | $5998000.00        | $4879777.87        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          SR GLBL NT 28    | 2028-08-01      | 4.6500%  | 0.0000% | $6080000.00        | $6101163.47        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.4%34 | 2034-04-15      | 5.4000%  | 0.0000% | $290000.00         | $291882.10         | Corporate Debt Securities |
| DIGITAL RLTY TR LP             SR GLBL NT 28    | 2028-01-15      | 5.5500%  | 0.0000% | $476000.00         | $496721.47         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 5.25%41    | 2041-11-15      | 5.2500%  | 0.0000% | $77000.00          | $68518.26          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.5%35 | 2035-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2987.62           | Corporate Debt Securities |
| DRAWBRIDGE SPL OPPORTUNITIES   SR GLBL 144A 26  | 2026-02-15      | 3.8750%  | 0.0000% | $3784000.00        | $3763158.04        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 46 | 2046-07-15      | 8.3500%  | 0.0000% | $2000.00           | $2529.09           | Corporate Debt Securities |
| DELL INC                       SR DEB    7.1%28 | 2028-04-15      | 7.1000%  | 0.0000% | $5000.00           | $5356.77           | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 33    | 2033-02-01      | 5.7500%  | 0.0000% | $1539000.00        | $1621024.00        | Corporate Debt Securities |
| CNOOC PETROLEUM NORTH AMERICA  SR GLBL NT6.4%37 | 2037-05-15      | 6.4000%  | 0.0000% | $675000.00         | $770834.25         | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL FDG       SR SEC GLBL 26   | 2026-09-18      | 5.4500%  | 0.0000% | $180000.00         | $184332.60         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 4.9%28  | 2028-02-28      | 4.9000%  | 0.0000% | $75000.00          | $76630.67          | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT4.95%52 | 2052-09-15      | 4.9500%  | 0.0000% | $86000.00          | $74985.34          | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT45 | 2045-04-01      | 3.7500%  | 0.0000% | $5000.00           | $3781.23           | Corporate Debt Securities |
| PPL CAP FDG INC                SR GLBL NT 30    | 2030-04-15      | 4.1250%  | 0.0000% | $2150000.00        | $2099703.44        | Corporate Debt Securities |
| NEW YORK LIFE INS              SUB GLBL 144A 50 | 2050-05-15      | 3.7500%  | 0.0000% | $45000.00          | $32319.11          | Corporate Debt Securities |
| NORTHWEST PIPELINE CORP        4%27             | 2027-04-01      | 4.0000%  | 0.0000% | $44000.00          | $43757.36          | Corporate Debt Securities |
| OGLETHORPE POWER CORP          1M GLBL 2023A 53 | 2053-12-01      | 6.2000%  | 0.0000% | $3045000.00        | $3097976.23        | Corporate Debt Securities |
| ONTARIO PROV CDA               GLBL BD 3.7%29   | 2029-09-17      | 3.7000%  | 0.0000% | $400000.00         | $395373.11         | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR -A NT4.754%26 | 2026-04-21      | 4.7540%  | 0.0000% | $315000.00         | $317321.60         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 5%32 | 2032-07-15      | 5.0000%  | 0.0000% | $50000.00          | $50733.50          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54 | 2054-09-01      | 6.7000%  | 0.0000% | $14000.00          | $14407.31          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 5.25%34 | 2034-03-15      | 5.2500%  | 0.0000% | $33000.00          | $33081.10          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 5.55%54 | 2054-03-15      | 5.5500%  | 0.0000% | $11000.00          | $10297.46          | Corporate Debt Securities |
| BANK AMERICA CORP              SUB NT   7.25%25 | 2025-10-15      | 7.2500%  | 0.0000% | $120000.00         | $121967.10         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SUB GLBL NT 26   | 2026-07-28      | 3.7500%  | 0.0000% | $36000.00          | $36034.50          | Corporate Debt Securities |
| TSMC ARIZ CORP                 SR GLBL NT 41    | 2041-10-25      | 3.1250%  | 0.0000% | $5000000.00        | $3814090.97        | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM SB 144A NT4.9%44 | 2044-09-15      | 4.9000%  | 0.0000% | $5080000.00        | $4506002.33        | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2079-12-31      | 5.8750%  | 0.0000% | $61000.00          | $62478.00          | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    TAX BD AGM-CR 48 | 2048-11-01      | 5.2460%  | 0.0000% | $1200000.00        | $1034779.13        | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 51    | 2051-06-15      | 4.1250%  | 0.0000% | $28000.00          | $20792.69          | Corporate Debt Securities |
| TRANSCANADA PIPELINE STRIP     SR GLBL NT2.5%31 | 2031-10-12      | 2.5000%  | 0.0000% | $98000.00          | $83811.89          | Corporate Debt Securities |
| TRUSTEES OF PRINCETON UNIV     -A SNK BD3.84%48 | 2048-07-01      | 3.8400%  | 0.0000% | $3287000.00        | $2577873.58        | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 30    | 2030-05-15      | 3.2500%  | 0.0000% | $61000.00          | $56833.34          | Corporate Debt Securities |
| AMCOR GROUP FIN PLC            GLBL NT 5.45%29  | 2029-05-23      | 5.4500%  | 0.0000% | $1860000.00        | $1896827.48        | Corporate Debt Securities |
| ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT 26    | 2026-02-01      | 3.6500%  | 0.0000% | $12000.00          | $12091.86          | Corporate Debt Securities |
| ANHEUSER BUSCH INBEV FIN INC   SR GLBL NT4.7%36 | 2036-02-01      | 4.7000%  | 0.0000% | $298000.00         | $290560.76         | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT L P      GLBL NT 5.5%34   | 2034-07-15      | 5.5000%  | 0.0000% | $20000.00          | $20286.90          | Corporate Debt Securities |
| AMERICOLD RLTY OPER PARTNERSHI SR GLBL NT5.6%32 | 2032-05-15      | 5.6000%  | 0.0000% | $300000.00         | $299912.00         | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 33    | 2033-08-15      | 6.6250%  | 0.0000% | $255000.00         | $286465.19         | Corporate Debt Securities |
| AON CORP                       SR GLBL NT2.8%30 | 2030-05-15      | 2.8000%  | 0.0000% | $36000.00          | $32978.40          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR NT 3.75%42    | 2042-07-15      | 3.7500%  | 0.0000% | $25000.00          | $20030.31          | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 28    | 2028-06-06      | 5.7500%  | 0.0000% | $2885000.00        | $3042121.91        | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 33   | 2033-05-26      | 4.9890%  | 0.0000% | $17000.00          | $16795.73          | Corporate Debt Securities |
| AGREE LTD PARTNERSHIP          SR GLBL NT5.6%35 | 2035-06-15      | 5.6000%  | 0.0000% | $10250000.00       | $10263006.11       | Corporate Debt Securities |
| ANZ NATIONAL INTL LTD          SR 144A NT 30    | 2030-02-13      | 2.5500%  | 0.0000% | $5000000.00        | $4593795.83        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT3.5%30 | 2030-06-01      | 3.5000%  | 0.0000% | $745000.00         | $725036.07         | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  CR SEN SR NT8%39 | 2039-11-15      | 8.0000%  | 0.0000% | $330000.00         | $411121.70         | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 2.6%31   | 2031-12-02      | 2.6000%  | 0.0000% | $11327000.00       | $10029328.54       | Corporate Debt Securities |
| AON PLC                        GLBL NT 4.75%45  | 2045-05-15      | 4.7500%  | 0.0000% | $1528000.00        | $1305613.61        | Corporate Debt Securities |
| AON CORP                       SR NT 6.25%40    | 2040-09-30      | 6.2500%  | 0.0000% | $4735000.00        | $4974291.12        | Corporate Debt Securities |
| ALCAN INC                      SR GLBL NT 33    | 2033-12-15      | 6.1250%  | 0.0000% | $101000.00         | $110707.40         | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 35    | 2035-03-01      | 5.2500%  | 0.0000% | $98000.00          | $98819.52          | Corporate Debt Securities |
| ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46 | 2046-02-01      | 4.9000%  | 0.0000% | $282000.00         | $258469.14         | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR NT 4.125%42   | 2042-02-24      | 4.1250%  | 0.0000% | $151000.00         | $127397.19         | Corporate Debt Securities |
| ASCOT GROUP LIMITED            SR 144A NT 35    | 2035-06-15      | 6.3490%  | 0.0000% | $1629000.00        | $1651576.40        | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR GLBL NT5.5%53 | 2053-09-08      | 5.5000%  | 0.0000% | $71000.00          | $68926.64          | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 4.7%27   | 2027-04-02      | 4.7000%  | 0.0000% | $14000.00          | $14128.83          | Corporate Debt Securities |
| ATHENE GLOBAL FDG              SR SEC FL 144A26 | 2026-08-27      | 5.3804%  | 0.0000% | $2329000.00        | $2336945.59        | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2019A 49 | 2049-10-01      | 3.4500%  | 0.0000% | $73000.00          | $50665.95          | Corporate Debt Securities |
| ARCH CAP GROUP LTD             SR GLBL NT 50    | 2050-06-30      | 3.6350%  | 0.0000% | $10000.00          | $7200.26           | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.9%31   | 2031-02-26      | 4.9000%  | 0.0000% | $35000.00          | $36040.01          | Corporate Debt Securities |
| ARES MANAGEMENT CORPORATION    GLBL NT 5.6%54   | 2054-10-11      | 5.6000%  | 0.0000% | $272000.00         | $249555.16         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 35   | 2035-04-25      | 5.9150%  | 0.0000% | $20000.00          | $20726.81          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1MTG REF BD 26   | 2026-12-01      | 2.9500%  | 0.0000% | $3000.00           | $2986.31           | Corporate Debt Securities |
| EIDP INC                       SR GLBL NT 32    | 2032-05-15      | 5.1250%  | 0.0000% | $13000.00          | $13152.33          | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       3.45%29          | 2029-03-15      | 3.4500%  | 0.0000% | $46000.00          | $44759.72          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD3.2%49 | 2049-08-15      | 3.2000%  | 0.0000% | $320000.00         | $211700.27         | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 65    | 2065-03-14      | 5.8750%  | 0.0000% | $18000.00          | $17743.73          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 53    | 2053-01-15      | 5.3500%  | 0.0000% | $67000.00          | $63180.50          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          SR GLBL NT3.5%25 | 2025-06-15      | 3.5000%  | 0.0000% | $500000.00         | $507505.83         | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  LW TIER II 55    | 2055-04-30      | 6.5000%  | 0.0000% | $7434000.00        | $7565780.04        | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT29 | 2029-11-01      | 4.6500%  | 0.0000% | $7000.00           | $7051.21           | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 5%34  | 2034-03-15      | 5.0000%  | 0.0000% | $29977000.00       | $29790443.15       | Corporate Debt Securities |
| PHILLIPS 66 CO                 GLBL NT 3.55%26  | 2026-10-01      | 3.5500%  | 0.0000% | $2896000.00        | $2874216.45        | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.3%31 | 2031-02-15      | 5.3000%  | 0.0000% | $6000.00           | $6183.59           | Corporate Debt Securities |
| PACIFIC BEACON LLC             -I A SNK 144A 36 | 2036-07-15      | 5.5080%  | 0.0000% | $200000.00         | $188276.20         | Corporate Debt Securities |
| PACIFICORP                     JR SB GLBL NT 55 | 2055-09-15      | 7.3750%  | 0.0000% | $4410000.00        | $4560558.63        | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR NT 6.65%37    | 2037-01-15      | 6.6500%  | 0.0000% | $40000.00          | $42891.10          | Corporate Debt Securities |
| NYSEG STORM FDG LLC            EXT AMZ-2025A 34 | 2034-05-01      | 4.8660%  | 0.0000% | $3735000.00        | $3768328.03        | Corporate Debt Securities |
| LINDE INC                      SR GLBL NT1.1%30 | 2030-08-10      | 1.1000%  | 0.0000% | $52000.00          | $44395.58          | Corporate Debt Securities |
| PACIFIC LIFECORP               SR GLBL 144A 50  | 2050-09-15      | 3.3500%  | 0.0000% | $792000.00         | $523638.06         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL 26 BD 28 | 2028-07-01      | 3.7500%  | 0.0000% | $2500000.00        | $2449627.08        | Corporate Debt Securities |
| NSTAR ELEC CO                  GLBL DEB 4.85%30 | 2030-03-01      | 4.8500%  | 0.0000% | $2000000.00        | $2035307.78        | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT5.3%33 | 2033-06-30      | 5.3000%  | 0.0000% | $39000.00          | $39562.51          | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.5%26 | 2026-12-15      | 4.5000%  | 0.0000% | $8000.00           | $8148.84           | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 40   | 2040-03-30      | 6.0630%  | 0.0000% | $11500000.00       | $11951547.50       | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT 2%27  | 2027-02-14      | 2.0000%  | 0.0000% | $21000.00          | $20422.48          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -S 55 | 2055-08-15      | 6.3750%  | 0.0000% | $534000.00         | $545917.55         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 5%30    | 2030-02-28      | 5.0000%  | 0.0000% | $31000.00          | $31911.33          | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC 144A NT55 | 2055-04-01      | 5.8000%  | 0.0000% | $348000.00         | $341756.11         | Corporate Debt Securities |
| PACIFICORP                     4.15%50          | 2050-02-15      | 4.1500%  | 0.0000% | $50000.00          | $37464.71          | Corporate Debt Securities |
| PNC BK N A PITTSBURGH PA DISC  SR NT 4.543%27   | 2027-05-13      | 4.5430%  | 0.0000% | $2750000.00        | $2754964.59        | Corporate Debt Securities |
| PHYSICIANS RLTY LP             SR GLBL NT 28    | 2028-01-15      | 3.9500%  | 0.0000% | $5000.00           | $4987.31           | Corporate Debt Securities |
| PPL CAP FDG INC                JR SB GLBL 67    | 2067-03-30      | 7.2258%  | 0.0000% | $8970000.00        | $9016228.54        | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD2.6%51 | 2051-06-01      | 2.6000%  | 0.0000% | $62000.00          | $36894.82          | Corporate Debt Securities |
| ANZ NATIONAL INTL LTD          SR REGS NT 30    | 2030-02-13      | 2.5500%  | 0.0000% | $350000.00         | $321565.71         | Corporate Debt Securities |
| AERCAP GLOBAL AVIATION TR      JR SB 144A NT 45 | 2045-06-15      | 6.5000%  | 0.0000% | $336000.00         | $346356.08         | Corporate Debt Securities |
| MUTUAL OF OMAHA COS GLOBAL FDG 144A NT 4.75%29  | 2029-10-15      | 4.7500%  | 0.0000% | $1900000.00        | $1911034.25        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL 71 DB 33 | 2033-02-28      | 5.0500%  | 0.0000% | $6000.00           | $6033.57           | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    BD18C BAM-TCRS48 | 2048-11-01      | 5.2460%  | 0.0000% | $4178000.00        | $3695925.42        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 30   | 2030-03-15      | 5.0500%  | 0.0000% | $1552000.00        | $1597477.05        | Corporate Debt Securities |
| NBN CO LTD                     REGS NT 2.625%31 | 2031-05-05      | 2.6250%  | 0.0000% | $6285000.00        | $5590337.28        | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR -A ACRD NT 28 | 2028-07-14      | 4.9680%  | 0.0000% | $312000.00         | $320332.90         | Corporate Debt Securities |
| MEMORIAL HEALTH SVCS           SR -2019 BD 49   | 2049-11-01      | 3.4470%  | 0.0000% | $2570000.00        | $1762369.15        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%35  | 2035-07-15      | 5.0000%  | 0.0000% | $99000.00          | $97866.45          | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT4.9%28 | 2028-04-03      | 4.9000%  | 0.0000% | $116000.00         | $116939.41         | Corporate Debt Securities |
| KILROY RLTY L P                SR GLBL NT 36    | 2036-01-15      | 6.2500%  | 0.0000% | $23000.00          | $22923.58          | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR 144A NT5.4%31 | 2031-06-24      | 5.4000%  | 0.0000% | $4952000.00        | $5103036.00        | Corporate Debt Securities |
| LAZARD LLC                     SR GLBL NT 29    | 2029-03-11      | 4.3750%  | 0.0000% | $2000.00           | $1976.02           | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          SR GLBL 144A 29  | 2029-02-01      | 4.5690%  | 0.0000% | $568000.00         | $570648.63         | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 53    | 2053-11-15      | 7.2500%  | 0.0000% | $25000.00          | $27593.52          | Corporate Debt Securities |
| DIAGEO CAP PLC                 SR NT 3.875%43   | 2043-04-29      | 3.8750%  | 0.0000% | $80000.00          | $62834.14          | Corporate Debt Securities |
| CAPITAL ONE NATL ASSN VA       SR NT 4.25%26    | 2026-03-13      | 4.2500%  | 0.0000% | $2843000.00        | $2858580.43        | Corporate Debt Securities |
| BANK AMERICA CORP              SUB GLBL NT 37   | 2037-01-29      | 6.1100%  | 0.0000% | $491000.00         | $518278.19         | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 5%49  | 2049-05-20      | 5.0000%  | 0.0000% | $8000.00           | $6840.71           | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 29    | 2029-04-15      | 3.6500%  | 0.0000% | $2000.00           | $1957.85           | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT1.7%31 | 2031-02-15      | 1.7000%  | 0.0000% | $26000.00          | $22151.44          | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2500-12-31      | 3.8500%  | 0.0000% | $2000.00           | $2003.92           | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 54    | 2054-09-15      | 5.8500%  | 0.0000% | $114000.00         | $114754.40         | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT 5%34  | 2034-03-15      | 5.0000%  | 0.0000% | $2000.00           | $2012.41           | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR SEC GLBL 29   | 2029-12-15      | 6.0000%  | 0.0000% | $2066000.00        | $2161883.06        | Corporate Debt Securities |
| UNILEVER CAP CORP              SR GLBL NT5.9%32 | 2032-11-15      | 5.9000%  | 0.0000% | $94000.00          | $101611.96         | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD 35    | 2035-04-15      | 5.2500%  | 0.0000% | $21000.00          | $21208.88          | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 50    | 2050-05-15      | 3.9500%  | 0.0000% | $120000.00         | $88519.90          | Corporate Debt Securities |
| UNILEVER CAP CORP              GLBL NT 4.625%34 | 2034-08-12      | 4.6250%  | 0.0000% | $721000.00         | $716619.93         | Corporate Debt Securities |
| KKR GROUP FINANCE CO II LLC    SR GLBL 144A 43  | 2043-02-01      | 5.5000%  | 0.0000% | $10000.00          | $9354.41           | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT4.8%34 | 2034-10-01      | 4.8000%  | 0.0000% | $21000.00          | $20281.73          | Corporate Debt Securities |
| MASSMUTUAL GLBL FDG II MTN     -20243 144A NT27 | 2027-04-09      | 5.1000%  | 0.0000% | $1788000.00        | $1823232.54        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT5.5%50 | 2050-06-01      | 5.5000%  | 0.0000% | $86000.00          | $80556.82          | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR REGS NT1.8%28 | 2028-01-10      | 1.8000%  | 0.0000% | $3030000.00        | $2820233.10        | Corporate Debt Securities |
| TRANE TECHNOLOGIES HOLDCO INC  SR GLBL NT 28    | 2028-08-21      | 3.7500%  | 0.0000% | $68000.00          | $67353.49          | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR NT 4.375%52   | 2052-02-02      | 4.3750%  | 0.0000% | $6000.00           | $4603.08           | Corporate Debt Securities |
| MEDTRONIC GLOBAL HLDGS S C A   SR GLBL NT 28    | 2028-03-30      | 4.2500%  | 0.0000% | $126000.00         | $127026.06         | Corporate Debt Securities |
| LEIDOS INC                     SR GLBL NT5.4%32 | 2032-03-15      | 5.4000%  | 0.0000% | $252000.00         | $257649.84         | Corporate Debt Securities |
| IQVIA INC                      SR SEC GLBL NT28 | 2028-05-15      | 5.7000%  | 0.0000% | $753000.00         | $765029.18         | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 30    | 2030-04-01      | 3.7500%  | 0.0000% | $59000.00          | $56754.80          | Corporate Debt Securities |
| KEYBANK NATIONAL ASSOCIATION   SR NT 4.15%25    | 2025-08-08      | 4.1500%  | 0.0000% | $497000.00         | $502502.34         | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR REGS NT5.3%29 | 2029-06-24      | 5.3000%  | 0.0000% | $31000.00          | $31981.67          | Corporate Debt Securities |
| KIMCO REALTY CORP              SR GLBL NT2.8%26 | 2026-10-01      | 2.8000%  | 0.0000% | $113000.00         | $110761.34         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT5.5%34 | 2034-03-01      | 5.5000%  | 0.0000% | $29000.00          | $28642.35          | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SB 144A NT3.2%61 | 2061-12-01      | 3.2000%  | 0.0000% | $1895000.00        | $1137362.16        | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.2%54 | 2054-04-15      | 5.2000%  | 0.0000% | $40000.00          | $37235.60          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 2.939%51 | 2051-06-04      | 2.9390%  | 0.0000% | $148000.00         | $92334.01          | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AE BD 31 | 2031-04-01      | 2.3500%  | 0.0000% | $1286000.00        | $1136221.37        | Corporate Debt Securities |
| CF INDS INC                    SR NT 5.375%44   | 2044-03-15      | 5.3750%  | 0.0000% | $106000.00         | $96616.66          | Corporate Debt Securities |
| CRH SMW FIN DESIGNATED ACTIVIT SR GLBL NT 30    | 2030-01-09      | 5.1250%  | 0.0000% | $300000.00         | $310581.88         | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT 28    | 2028-12-01      | 3.2760%  | 0.0000% | $78000.00          | $74936.86          | Corporate Debt Securities |
| CORPORATE OFFICE PPTYS L P     SR GLBL NT 31    | 2031-04-15      | 2.7500%  | 0.0000% | $310000.00         | $269590.72         | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.5%51 | 2051-08-01      | 3.5000%  | 0.0000% | $70000.00          | $50831.16          | Corporate Debt Securities |
| COREBRIDGE FINL INC            JR SB GLBL NT 54 | 2054-09-15      | 6.3750%  | 0.0000% | $163000.00         | $160490.00         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR -2014A DEB 44 | 2044-03-15      | 4.4500%  | 0.0000% | $185000.00         | $157351.90         | Corporate Debt Securities |
| COOPERATIEVE RABOBANK U.A.     LW TIER II 26    | 2026-07-21      | 3.7500%  | 0.0000% | $811000.00         | $813422.86         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2015A 45 | 2045-12-01      | 4.5000%  | 0.0000% | $28000.00          | $23928.10          | Corporate Debt Securities |
| TSMC GLOBAL LTD                SR GLBL REGS 31  | 2031-04-23      | 2.2500%  | 0.0000% | $6257000.00        | $5514247.17        | Corporate Debt Securities |
| SOUTH32 TREAS LTD              SR REGS NT 32    | 2032-04-14      | 4.3500%  | 0.0000% | $51000.00          | $47152.98          | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2017  SR GLBL REGS 47  | 2047-04-12      | 4.2500%  | 0.0000% | $900000.00         | $787533.00         | Corporate Debt Securities |
| NORINCHUKIN BANK LTD           GLBL REGS NT 31  | 2031-09-22      | 2.0800%  | 0.0000% | $1600000.00        | $1347470.22        | Corporate Debt Securities |
| GAIF BOND ISSUER PTY LIMITED   GLBL REGS NT 26  | 2026-09-30      | 3.4000%  | 0.0000% | $238000.00         | $235074.19         | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 48  | 2048-11-15      | 6.7570%  | 0.0000% | $2100000.00        | $2135144.38        | Corporate Debt Securities |
| THREE GORGES FINANCE I         GLBL REGS NT 30  | 2030-09-22      | 2.1500%  | 0.0000% | $1710000.00        | $1543721.50        | Corporate Debt Securities |
| HCL AMERICA INC                SR REGS NT 26    | 2026-03-10      | 1.3750%  | 0.0000% | $400000.00         | $390914.22         | Corporate Debt Securities |
| JT INTL FINL SVCS BV           SR GLBL REGS 32  | 2032-10-24      | 6.8750%  | 0.0000% | $962000.00         | $1055318.81        | Corporate Debt Securities |
| SCENTRE GR TR 1 / SCENTRE GR T SR GLBL REGS 30  | 2030-05-28      | 4.3750%  | 0.0000% | $144000.00         | $141548.12         | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 28    | 2028-04-01      | 4.7500%  | 0.0000% | $1414000.00        | $1430267.68        | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR REGS NT 26    | 2026-07-01      | 4.2500%  | 0.0000% | $390000.00         | $393280.01         | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49  | 2049-11-12      | 3.4400%  | 0.0000% | $1900000.00        | $1419205.00        | Corporate Debt Securities |
| SMRC AUTOMOTIVE HLDGS NETH B V SR SEC GLBL 29   | 2029-07-11      | 5.6250%  | 0.0000% | $8654000.00        | $8935244.18        | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 30  | 2030-05-15      | 5.4500%  | 0.0000% | $4792000.00        | $4821810.23        | Corporate Debt Securities |
| NTT FINANCE CORP               GLBL REGS NT 31  | 2031-07-02      | 5.1360%  | 0.0000% | $310000.00         | $321570.65         | Corporate Debt Securities |
| POSCO                          GLBL REGS NT 27  | 2027-08-04      | 4.5000%  | 0.0000% | $221000.00         | $222440.92         | Corporate Debt Securities |
| PT  PELABUHAN INDONESIA II     SR GLBL REGS 45  | 2045-05-05      | 5.3750%  | 0.0000% | $6000000.00        | $5433315.83        | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  LW TIER II 55    | 2055-04-30      | 6.5000%  | 0.0000% | $500000.00         | $508863.33         | Corporate Debt Securities |
| MAJAPAHIT HLDG B V             GLBL REGS NT 37  | 2037-06-29      | 7.8750%  | 0.0000% | $10000000.00       | $12017300.00       | Corporate Debt Securities |
| PERTAMINA GEOTHERMAL ENERGY TB GLBL REGS NT 28  | 2028-04-27      | 5.1500%  | 0.0000% | $2200000.00        | $2223959.83        | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEV2013 GLBL REGS NT 43  | 2043-10-17      | 5.3750%  | 0.0000% | $500000.00         | $508935.07         | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  SUB GLBL REGS 53 | 2053-09-13      | 6.2500%  | 0.0000% | $1000000.00        | $1025568.06        | Corporate Debt Securities |
| SMBC AVIATION CAP FIN          SR GLBL REGS 33  | 2033-07-25      | 5.7000%  | 0.0000% | $6495000.00        | $6668102.58        | Corporate Debt Securities |
| THREE GORGES FINANCE I         SR GLBL REGS 25  | 2025-06-10      | 3.7000%  | 0.0000% | $269000.00         | $273627.40         | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  GLBL REGS NT 26  | 2026-01-08      | 1.4500%  | 0.0000% | $400000.00         | $395175.78         | Corporate Debt Securities |
| HUTCHISON WHAMPOA INTL         SR GLBL REGS 33  | 2033-11-24      | 7.4500%  | 0.0000% | $606000.00         | $694979.99         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 54 | 2054-01-15      | 5.3500%  | 0.0000% | $10000.00          | $9306.42           | Corporate Debt Securities |
| SMBC AVIATION CAP FIN          SR GLBL REGS 34  | 2034-04-03      | 5.5500%  | 0.0000% | $488000.00         | $488398.94         | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 33    | 2033-05-15      | 5.3500%  | 0.0000% | $45000.00          | $45360.86          | Corporate Debt Securities |
| CK HUTCHISON INTL 20 LTD       SR GLBL REGS 30  | 2030-05-08      | 2.5000%  | 0.0000% | $2157000.00        | $1946903.41        | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 5.125%32 | 2032-05-15      | 5.1250%  | 0.0000% | $168000.00         | $164671.15         | Corporate Debt Securities |
| CK HUTCHISON INTL 21 LTD       GLBL REGS NT 31  | 2031-04-15      | 2.5000%  | 0.0000% | $29498000.00       | $26186702.01       | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR -B NT8.875%38 | 2038-11-15      | 8.8750%  | 0.0000% | $15000.00          | $19451.22          | Corporate Debt Securities |
| CK HUTCHISON INTL 24 LTD       SR GLBL REGS 34  | 2034-04-26      | 5.5000%  | 0.0000% | $42235000.00       | $43247982.99       | Corporate Debt Securities |
| KIMCO RLTY OP LLC              SR GLBL NT 35    | 2035-03-01      | 4.8500%  | 0.0000% | $98000.00          | $95009.07          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT5.4%35 | 2035-03-15      | 5.4000%  | 0.0000% | $179000.00         | $179313.25         | Corporate Debt Securities |
| KIMCO REALTY CORP              SR GLBL NT6.4%34 | 2034-03-01      | 6.4000%  | 0.0000% | $38000.00          | $41127.10          | Corporate Debt Securities |
| MASS INST TECH MTN BE          GLBL -Q BD 55    | 2055-06-01      | 5.6180%  | 0.0000% | $1100000.00        | $1098566.88        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 39    | 2039-01-26      | 6.8750%  | 0.0000% | $17000.00          | $18740.98          | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR 144A NT6.5%29 | 2029-01-16      | 6.5000%  | 0.0000% | $10000.00          | $10677.24          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT6.5%40 | 2040-02-09      | 6.5000%  | 0.0000% | $8000.00           | $8527.37           | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SUB GLBL 144A 50 | 2050-04-15      | 3.3750%  | 0.0000% | $426000.00         | $286480.21         | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR FL REGS NT 27 | 2027-06-24      | 5.3887%  | 0.0000% | $1287000.00        | $1316537.72        | Corporate Debt Securities |
| GEORGIA PAC CORP               SR 144A NT 26    | 2026-05-15      | 0.9500%  | 0.0000% | $17901000.00       | $17317889.84       | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2023A 28 | 2028-05-16      | 4.6500%  | 0.0000% | $212000.00         | $214100.57         | Corporate Debt Securities |
| GOLDMAN SACHS BK USA           SR NT 5.283%27   | 2027-03-18      | 5.2830%  | 0.0000% | $10086000.00       | $10234425.58       | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 31    | 2031-09-23      | 2.6250%  | 0.0000% | $38000.00          | $32982.69          | Corporate Debt Securities |
| HEALTH CARE SVC CORP           SR GLBL 144A 29  | 2029-06-15      | 5.2000%  | 0.0000% | $3000.00           | $3104.83           | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      SUB GLBL NT 39   | 2039-11-18      | 6.1410%  | 0.0000% | $2486000.00        | $2483581.12        | Corporate Debt Securities |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 34    | 2034-04-15      | 5.3750%  | 0.0000% | $1000.00           | $1030.46           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB GLBL  | 2500-12-31      | 6.8750%  | 0.0000% | $147000.00         | $155287.35         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 31    | 2031-04-01      | 5.4500%  | 0.0000% | $6014000.00        | $6165023.23        | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT2.5%27 | 2027-01-15      | 2.5000%  | 0.0000% | $55000.00          | $53516.38          | Corporate Debt Securities |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 28    | 2028-12-01      | 2.1250%  | 0.0000% | $16000.00          | $14838.82          | Corporate Debt Securities |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 3%30  | 2030-01-15      | 3.0000%  | 0.0000% | $17000.00          | $15902.99          | Corporate Debt Securities |
| KKR GROUP FIN CO XII LLC       SR GLBL 144A 32  | 2032-05-17      | 4.8500%  | 0.0000% | $65000.00          | $63489.49          | Corporate Debt Securities |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT 27    | 2027-07-01      | 3.7500%  | 0.0000% | $16000.00          | $15881.93          | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR REGS NT5.3%29 | 2029-01-08      | 5.3000%  | 0.0000% | $1400000.00        | $1438969.78        | Corporate Debt Securities |
| HIGH STR FDG TR III            SR 144A NT 55    | 2055-02-15      | 5.8070%  | 0.0000% | $20273000.00       | $19526744.11       | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT6.5%52 | 2052-12-01      | 6.5000%  | 0.0000% | $15000.00          | $15155.71          | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 28    | 2028-11-17      | 6.7500%  | 0.0000% | $2000.00           | $2126.32           | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.9%53 | 2053-06-01      | 5.9000%  | 0.0000% | $138000.00         | $133539.30         | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT5.2%30 | 2030-03-15      | 5.2000%  | 0.0000% | $8000.00           | $8136.94           | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.9%34   | 2034-02-05      | 4.9000%  | 0.0000% | $3143000.00        | $3123302.12        | Corporate Debt Securities |
| KENTUCKY UTILS CO              1M GLBL BD 40    | 2040-11-01      | 5.1250%  | 0.0000% | $10000.00          | $9378.68           | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 32    | 2032-03-15      | 6.7500%  | 0.0000% | $6000.00           | $6608.18           | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL NT 4.25%29  | 2029-02-14      | 4.2500%  | 0.0000% | $4000000.00        | $4064055.56        | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  GLBL NT 4.35%29  | 2029-06-15      | 4.3500%  | 0.0000% | $1151000.00        | $1129124.67        | Corporate Debt Securities |
| LEIDOS INC                     CR SEN SR GLBL30 | 2030-05-15      | 4.3750%  | 0.0000% | $247000.00         | $240625.65         | Corporate Debt Securities |
| IDAHO PWR CO                   FR 5.7%031555    | 2055-03-15      | 5.7000%  | 0.0000% | $823000.00         | $792747.89         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT3.5%30 | 2030-09-01      | 3.5000%  | 0.0000% | $523000.00         | $491851.57         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB GLBL NT 25   | 2025-10-21      | 4.2500%  | 0.0000% | $284000.00         | $284583.38         | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR 144A NT5.3%29 | 2029-06-24      | 5.3000%  | 0.0000% | $32000.00          | $33013.33          | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 3%32  | 2032-05-15      | 3.0000%  | 0.0000% | $23000.00          | $19786.67          | Corporate Debt Securities |
| JACKSON NATL LIFE GLOBAL FDG   144A NT 5.5%26   | 2026-01-09      | 5.5000%  | 0.0000% | $3000000.00        | $3078425.00        | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR REGS NT6.5%29 | 2029-01-16      | 6.5000%  | 0.0000% | $1508000.00        | $1610128.46        | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2019B 29 | 2029-09-15      | 2.6500%  | 0.0000% | $19000.00          | $17747.35          | Corporate Debt Securities |
| GEORGIA PWR CO                 SR NT -2012A 42  | 2042-03-15      | 4.3000%  | 0.0000% | $14000.00          | $11831.38          | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II NT 41 | 2041-09-17      | 2.9300%  | 0.0000% | $186000.00         | $132588.50         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 29    | 2029-09-13      | 2.4500%  | 0.0000% | $36000.00          | $33282.01          | Corporate Debt Securities |
| SPRINT CAP CORP MTN BE         SR NT 6.875%28   | 2028-11-15      | 6.8750%  | 0.0000% | $1000.00           | $1071.50           | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 2.875%31 | 2031-02-15      | 2.8750%  | 0.0000% | $72000.00          | $65238.15          | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 45    | 2045-05-11      | 4.3750%  | 0.0000% | $23000.00          | $19080.09          | Corporate Debt Securities |
| STANFORD UNIV CALIF            GLBL -2017 BD 48 | 2048-05-01      | 3.6470%  | 0.0000% | $500000.00         | $373288.93         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 27    | 2027-04-15      | 3.7500%  | 0.0000% | $21000.00          | $20819.56          | Corporate Debt Securities |
| TRANSCANADA PIPELINE STRIP     SR GLBL NT5.1%49 | 2049-03-15      | 5.1000%  | 0.0000% | $1000.00           | $891.03            | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL ZZ BD 33 | 2033-06-01      | 5.2000%  | 0.0000% | $5000.00           | $5108.23           | Corporate Debt Securities |
| TOTALENERGIES CAP SA           SR GLBL NT 34    | 2034-09-10      | 4.7240%  | 0.0000% | $13000.00          | $12800.68          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 30    | 2030-04-15      | 3.8750%  | 0.0000% | $10000.00          | $9679.44           | Corporate Debt Securities |
| TAMPA ELEC CO                  GLBL NT 4.9%29   | 2029-03-01      | 4.9000%  | 0.0000% | $6000.00           | $6162.92           | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 44    | 2044-07-09      | 5.8360%  | 0.0000% | $1000000.00        | $1015677.67        | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.2%33   | 2033-01-15      | 5.2000%  | 0.0000% | $6841000.00        | $6994580.45        | Corporate Debt Securities |
| SUTTER HEALTH                  2025A BD5.213%32 | 2032-08-15      | 5.2130%  | 0.0000% | $11000000.00       | $11109722.86       | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2021A 51 | 2051-02-01      | 2.9500%  | 0.0000% | $2500000.00        | $1432578.47        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 32    | 2032-05-15      | 5.1250%  | 0.0000% | $10045000.00       | $10139276.51       | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 26    | 2026-02-15      | 2.2500%  | 0.0000% | $3000.00           | $2964.31           | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 28    | 2028-02-01      | 1.7500%  | 0.0000% | $88000.00          | $82759.14          | Corporate Debt Securities |
| TAMPA ELEC CO                  SR GLBL NT 35    | 2035-03-01      | 5.1500%  | 0.0000% | $10000.00          | $9968.57           | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT5.3%35 | 2035-05-15      | 5.3000%  | 0.0000% | $4642000.00        | $4633126.04        | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT6.5%27 | 2027-07-15      | 6.5000%  | 0.0000% | $11000.00          | $11292.88          | Corporate Debt Securities |
| SUMMA HEALTH                   -2021 BD3.511%51 | 2051-11-15      | 3.5110%  | 0.0000% | $3500000.00        | $2467335.21        | Corporate Debt Securities |
| THOMAS JEFFERSON UNIV          BD 22A BAM-TC 57 | 2057-11-01      | 3.8470%  | 0.0000% | $2606000.00        | $1783752.20        | Corporate Debt Securities |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -P NT 33 | 2033-04-01      | 5.3000%  | 0.0000% | $4249000.00        | $4240400.50        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.7%35 | 2035-01-15      | 4.7000%  | 0.0000% | $726000.00         | $705784.53         | Corporate Debt Securities |
| TOTAL CAP INTL                 SR GLBL NT 41    | 2041-06-29      | 2.9860%  | 0.0000% | $20000.00          | $14520.09          | Corporate Debt Securities |
| TRANSCANADA PIPELINE STRIP     SR NT 5.85%36    | 2036-03-15      | 5.8500%  | 0.0000% | $2000.00           | $2052.45           | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT5.5%55 | 2055-01-15      | 5.5000%  | 0.0000% | $2000000.00        | $1890450.00        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.4%52 | 2052-10-15      | 3.4000%  | 0.0000% | $332000.00         | $218754.80         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2020A 50 | 2050-02-01      | 3.6500%  | 0.0000% | $3701000.00        | $2442124.38        | Corporate Debt Securities |
| TELEFONICA EMISONES SA         SR GLBL NT 36    | 2036-06-20      | 7.0450%  | 0.0000% | $55000.00          | $61774.41          | Corporate Debt Securities |
| PHILLIPS 66                    SR GLBL NT 29    | 2029-05-15      | 5.1250%  | 0.0000% | $50000.00          | $50461.27          | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 32  | 2032-04-14      | 5.3150%  | 0.0000% | $2694000.00        | $2675064.92        | Corporate Debt Securities |
| COUSINS PPTYS LP               SR GLBL NT 32    | 2032-02-15      | 5.3750%  | 0.0000% | $811000.00         | $824135.61         | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -A BD 28 | 2028-04-01      | 1.9000%  | 0.0000% | $25000.00          | $23502.60          | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 29    | 2029-02-15      | 4.3750%  | 0.0000% | $3000000.00        | $2986741.25        | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -B BD 50 | 2050-03-01      | 2.9500%  | 0.0000% | $57000.00          | $36517.79          | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -A BD 33 | 2033-04-01      | 5.2000%  | 0.0000% | $96000.00          | $97962.45          | Corporate Debt Securities |
| PTTEP TREAS CTR CO LTD         SR GLBL REGS 30  | 2030-01-15      | 2.9930%  | 0.0000% | $7000000.00        | $6561336.25        | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 27    | 2027-04-01      | 3.8500%  | 0.0000% | $2000.00           | $1985.40           | Corporate Debt Securities |
| VICI PPTYS INC                 SR GLBL 144A 29  | 2029-12-01      | 4.6250%  | 0.0000% | $1880000.00        | $1867604.27        | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 50  | 2050-05-15      | 5.8000%  | 0.0000% | $4787000.00        | $4386838.71        | Corporate Debt Securities |
| DH EUROPE FIN II S A R L       SR GLBL NT 39    | 2039-11-15      | 3.2500%  | 0.0000% | $15000.00          | $11667.66          | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 29   | 2029-07-15      | 4.3000%  | 0.0000% | $300000.00         | $296959.50         | Corporate Debt Securities |
| STATE GRID OVERSEAS INVT 2013  SR GLBL REGS 43  | 2043-05-22      | 4.3750%  | 0.0000% | $389000.00         | $353547.40         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL30 | 2030-02-01      | 4.0500%  | 0.0000% | $109000.00         | $104839.20         | Corporate Debt Securities |
| CNOOC FIN 2003 LTD             GLBL REGS NT 33  | 2033-05-21      | 5.5000%  | 0.0000% | $3000000.00        | $3147255.00        | Corporate Debt Securities |
| WISCONSIN ALUMNI RESH FNDTN    SR NT 3.564%49   | 2049-10-01      | 3.5640%  | 0.0000% | $25000.00          | $17687.28          | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 30    | 2030-11-15      | 4.7500%  | 0.0000% | $170000.00         | $169161.76         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 53 | 2053-04-01      | 5.4500%  | 0.0000% | $5000.00           | $4650.66           | Corporate Debt Securities |
| WIPRO IT SERVICES LLC          GLBL 144A NT 26  | 2026-06-23      | 1.5000%  | 0.0000% | $200000.00         | $194438.33         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 34    | 2034-11-15      | 5.4500%  | 0.0000% | $225000.00         | $216549.19         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 34   | 2034-12-30      | 5.7000%  | 0.0000% | $6931000.00        | $7093716.78        | Corporate Debt Securities |
| CK HUTCHISON INTL (16) LIMITED GLBL REGS NT 26  | 2026-10-03      | 2.7500%  | 0.0000% | $285000.00         | $279415.19         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC     LW TIER II 31    | 2031-09-13      | 2.5640%  | 0.0000% | $5615000.00        | $4844869.68        | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 4.75%28  | 2028-02-15      | 4.7500%  | 0.0000% | $205000.00         | $207682.25         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48 | 2048-03-01      | 5.3000%  | 0.0000% | $101000.00         | $83133.38          | Corporate Debt Securities |
| VICI PROPERTIES LP             SR GLBL NT 28    | 2028-04-01      | 4.7500%  | 0.0000% | $1462000.00        | $1470542.55        | Corporate Debt Securities |
| MEGA ADVANCE INVESTMENTS LTD   SR GLBL REGS 41  | 2041-05-12      | 6.3750%  | 0.0000% | $10935000.00       | $11689706.36       | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 32 | 2032-03-30      | 2.4000%  | 0.0000% | $218000.00         | $186557.86         | Corporate Debt Securities |
| CK HUTCHINSON INTL 24 II LTD   SR REGS NT 30    | 2030-03-13      | 4.3750%  | 0.0000% | $528000.00         | $524635.39         | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT5.4%35 | 2035-06-15      | 5.4000%  | 0.0000% | $50000.00          | $49530.50          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.2%50 | 2050-01-31      | 4.2000%  | 0.0000% | $38000.00          | $29583.00          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GLBL NT 5.55%55  | 2055-02-16      | 5.5500%  | 0.0000% | $30000.00          | $28495.00          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.1%34 | 2034-01-07      | 6.1000%  | 0.0000% | $35000.00          | $36011.87          | Corporate Debt Securities |
| HEALTH CARE SVC CORP           SR GLBL 144A 54  | 2054-06-15      | 5.8750%  | 0.0000% | $100000.00         | $96808.71          | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.625%30 | 2030-07-15      | 3.6250%  | 0.0000% | $8000.00           | $7947.39           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37   | 2037-10-01      | 6.7500%  | 0.0000% | $738000.00         | $799004.93         | Corporate Debt Securities |
| GUARDIAN LIFE GLOBAL FDG MTN   SR SEC 144A NT30 | 2030-04-28      | 4.7980%  | 0.0000% | $4940000.00        | $4997179.95        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT4.3%25 | 2025-07-13      | 4.3000%  | 0.0000% | $109000.00         | $110669.21         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT3.6%30 | 2030-06-21      | 3.6000%  | 0.0000% | $17000.00          | $15908.60          | Corporate Debt Securities |
| GEORGIA PAC CORP               SR GLBL 144A 27  | 2027-04-30      | 2.1000%  | 0.0000% | $4209000.00        | $4043586.30        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.25%27  | 2027-11-15      | 3.2500%  | 0.0000% | $21000.00          | $20682.57          | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 33    | 2033-03-15      | 5.2500%  | 0.0000% | $2000.00           | $2051.22           | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT2.7%27 | 2027-08-20      | 2.7000%  | 0.0000% | $3000.00           | $2875.29           | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL FL NT 29 | 2029-08-14      | 4.6626%  | 0.0000% | $5250000.00        | $5264961.45        | Corporate Debt Securities |
| GEORGIA TECH FNDTN INC         -2021 SINK BD 51 | 2051-11-01      | 2.8860%  | 0.0000% | $1000000.00        | $620894.83         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39 | 2039-01-25      | 6.3000%  | 0.0000% | $4746000.00        | $4972977.45        | Corporate Debt Securities |
| TELEDYNE FLIR LLC              SR GLBL NT2.5%30 | 2030-08-01      | 2.5000%  | 0.0000% | $40000.00          | $36057.36          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 29    | 2029-07-15      | 5.5500%  | 0.0000% | $87000.00          | $89645.89          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 31    | 2031-02-08      | 5.7500%  | 0.0000% | $41000.00          | $42187.31          | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT5.4%28 | 2028-05-08      | 5.4000%  | 0.0000% | $15000.00          | $15283.95          | Corporate Debt Securities |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT2.9%51 | 2051-09-15      | 2.9000%  | 0.0000% | $45000.00          | $27699.83          | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT29 | 2029-06-15      | 4.1250%  | 0.0000% | $465000.00         | $460999.26         | Corporate Debt Securities |
| GETTY PAUL J TR                GLBL 2025A BD 35 | 2035-04-01      | 4.9050%  | 0.0000% | $8425000.00        | $8371838.25        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.7%26 | 2026-02-15      | 3.7000%  | 0.0000% | $63000.00          | $63315.11          | Corporate Debt Securities |
| INTERSTATE PWR & LT CO         SR GLBL DB5.6%35 | 2035-06-29      | 5.6000%  | 0.0000% | $1912000.00        | $1922728.44        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB OO NT | 2500-12-31      | 6.5000%  | 0.0000% | $5200000.00        | $5330586.44        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT33 | 2033-01-25      | 5.9000%  | 0.0000% | $1100000.00        | $1142382.39        | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 54    | 2054-09-15      | 5.9500%  | 0.0000% | $2587000.00        | $2472566.21        | Corporate Debt Securities |
| GOODMAN US FINANCE SIX LLC     GLBL 144A NT 34  | 2034-10-07      | 5.1250%  | 0.0000% | $2194000.00        | $2162615.13        | Corporate Debt Securities |
| GOLDMAN SACHS BK USA           SR FLT NT 27     | 2027-03-18      | 5.1176%  | 0.0000% | $100000.00         | $101099.92         | Corporate Debt Securities |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 28    | 2028-05-15      | 3.8750%  | 0.0000% | $79000.00          | $78460.00          | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 31    | 2031-06-15      | 3.1250%  | 0.0000% | $15000.00          | $13240.24          | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 51    | 2051-12-04      | 2.8750%  | 0.0000% | $1153000.00        | $723179.54         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.2%52 | 2052-02-15      | 3.2000%  | 0.0000% | $568000.00         | $364476.13         | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT 26    | 2026-04-15      | 3.3750%  | 0.0000% | $336000.00         | $333620.70         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.8%65 | 2065-03-15      | 5.8000%  | 0.0000% | $53000.00          | $52977.74          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45    | 2045-10-21      | 4.7500%  | 0.0000% | $498000.00         | $433631.42         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.6%54 | 2054-06-15      | 5.6000%  | 0.0000% | $1807000.00        | $1798699.85        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT35 | 2035-01-25      | 6.2500%  | 0.0000% | $472000.00         | $494227.14         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 42    | 2042-07-21      | 2.9080%  | 0.0000% | $510000.00         | $359198.27         | Corporate Debt Securities |
| EATON CORP OHIO                GLBL NT 4.15%33  | 2033-03-15      | 4.1500%  | 0.0000% | $68000.00          | $65523.16          | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SR GLBL NT 31    | 2031-03-12      | 5.2310%  | 0.0000% | $13074000.00       | $13146741.56       | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD 34    | 2034-03-15      | 5.3500%  | 0.0000% | $1200000.00        | $1216375.00        | Corporate Debt Securities |
| RELX CAPITAL INC               SR GLBL NT 30    | 2030-03-27      | 4.7500%  | 0.0000% | $212000.00         | $215311.97         | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC    144A NT 5.1%29   | 2029-12-10      | 5.1000%  | 0.0000% | $2190000.00        | $2265912.70        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022D 27 | 2027-06-01      | 4.7000%  | 0.0000% | $4000.00           | $4082.44           | Corporate Debt Securities |
| SIERRA PAC PWR CO              SR GLBL NT5.9%54 | 2054-03-15      | 5.9000%  | 0.0000% | $7577000.00        | $7439565.85        | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -K NT  | 2500-12-31      | 6.4500%  | 0.0000% | $11770000.00       | $11975092.25       | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM SUB GLBL 144A 47 | 2047-05-15      | 4.2700%  | 0.0000% | $7616000.00        | $6034607.41        | Corporate Debt Securities |
| TR FIN LLC                     SR GLBL NT 26    | 2026-05-15      | 3.3500%  | 0.0000% | $4000.00           | $3953.10           | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 28    | 2028-02-15      | 2.0500%  | 0.0000% | $125000.00         | $118197.40         | Corporate Debt Securities |
| TOLEDO HOSPITAL                BD-15B AGM-CR 45 | 2045-11-15      | 4.9820%  | 0.0000% | $3819000.00        | $3239603.60        | Corporate Debt Securities |
| TRANSCANADA PIPELINE STRIP     SR NT 5%43       | 2043-10-16      | 5.0000%  | 0.0000% | $54000.00          | $48280.38          | Corporate Debt Securities |
| TOTALENERGIES CAP SA           SR GLBL NT 28    | 2028-10-11      | 3.8830%  | 0.0000% | $42000.00          | $41758.72          | Corporate Debt Securities |
| TRANSCANADA PIPELINE STRIP     SR GLBL NT 39    | 2039-01-15      | 7.6250%  | 0.0000% | $1461000.00        | $1709317.04        | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL XX BD 30 | 2030-02-01      | 2.5500%  | 0.0000% | $9000.00           | $8252.81           | Corporate Debt Securities |
| TOTALENERGIES CAP SA           GLBL NT 5.638%64 | 2064-04-05      | 5.6380%  | 0.0000% | $1300000.00        | $1227165.69        | Corporate Debt Securities |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 35    | 2035-04-15      | 5.9500%  | 0.0000% | $32000.00          | $32065.00          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 4.4%42     | 2042-05-15      | 4.4000%  | 0.0000% | $30000.00          | $27101.80          | Corporate Debt Securities |
| BLOCK FINL LLC                 CR SEN SR GLBL30 | 2030-08-15      | 3.8750%  | 0.0000% | $79000.00          | $75216.85          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 51    | 2051-05-15      | 2.8500%  | 0.0000% | $24000.00          | $14183.94          | Corporate Debt Securities |
| BAYER US FIN II LLC            GLBL 144A NT 25  | 2025-12-15      | 4.2500%  | 0.0000% | $29135000.00       | $29583654.73       | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 50    | 2050-10-15      | 4.2500%  | 0.0000% | $23000.00          | $17826.21          | Corporate Debt Securities |
| BEACON FDG TR                  SR 144A NT 54    | 2054-08-15      | 6.2660%  | 0.0000% | $6177000.00        | $6030208.74        | Corporate Debt Securities |
| BALTIMORE GAS & ELEC CO        GLBL NT 2.25%31  | 2031-06-15      | 2.2500%  | 0.0000% | $12000.00          | $10627.83          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 5.227%34 | 2034-11-17      | 5.2270%  | 0.0000% | $1000.00           | $996.83            | Corporate Debt Securities |
| BACARDI LTD / BACARDI MARTINI  144A NT 5.9%43   | 2043-06-15      | 5.9000%  | 0.0000% | $22480000.00       | $21306356.67       | Corporate Debt Securities |
| BAKER HUGHES HLDGS LLC / BAKER SR GLBL NT 30    | 2030-05-01      | 4.4860%  | 0.0000% | $8000.00           | $7947.07           | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 30    | 2030-08-02      | 6.3430%  | 0.0000% | $92000.00          | $100005.93         | Corporate Debt Securities |
| BAYCARE HEALTH SYS INC         SR -2020A BD 50  | 2050-11-15      | 3.8310%  | 0.0000% | $2500000.00        | $1854340.62        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT3.7%30 | 2030-07-15      | 3.7000%  | 0.0000% | $258000.00         | $251275.23         | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       SR SEC NT 5.3%54 | 2054-08-01      | 5.3000%  | 0.0000% | $2000.00           | $1889.40           | Corporate Debt Securities |
| SCE RECOVERY FDG LLC           EXT SR SEC SNK40 | 2040-05-15      | 1.9420%  | 0.0000% | $65000.00          | $48000.50          | Corporate Debt Securities |
| SABINE PASS LIQUEFACTION LLC   SR SEC GLBL NT28 | 2028-03-15      | 4.2000%  | 0.0000% | $317000.00         | $316562.54         | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          GLBL NT 4.875%30 | 2030-03-14      | 4.8750%  | 0.0000% | $566000.00         | $577971.84         | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL -BBBB 54 | 2054-04-15      | 5.5500%  | 0.0000% | $6000.00           | $5611.55           | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 53    | 2053-06-15      | 5.2500%  | 0.0000% | $136000.00         | $127753.30         | Corporate Debt Securities |
| REINSURANCE GROUP AMER INC     SUB GLBL DEB 55  | 2055-09-15      | 6.6500%  | 0.0000% | $17000.00          | $16971.28          | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 31    | 2031-03-15      | 1.6250%  | 0.0000% | $153000.00         | $129770.84         | Corporate Debt Securities |
| PACIFIC LIFE GLOBAL FDG II MED GLBL 144A 26     | 2026-07-28      | 5.3949%  | 0.0000% | $8000000.00        | $8090239.55        | Corporate Debt Securities |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33    | 2033-06-05      | 5.7500%  | 0.0000% | $404000.00         | $420669.60         | Corporate Debt Securities |
| BLUE OWL CAP CORP II           SR GLBL NT 26    | 2026-11-15      | 8.4500%  | 0.0000% | $807000.00         | $840935.02         | Corporate Debt Securities |
| SMBC AVIATION CAP FIN          SR GLBL 144A 34  | 2034-04-03      | 5.5500%  | 0.0000% | $7857000.00        | $7863423.10        | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT4.5%28 | 2028-03-14      | 4.5000%  | 0.0000% | $3838000.00        | $3888853.50        | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL ZZZ BD53 | 2053-04-01      | 5.3500%  | 0.0000% | $238000.00         | $217572.00         | Corporate Debt Securities |
| PHILLIPS EDISON GROCERY CTR OP GLBL NT 5.75%34  | 2034-07-15      | 5.7500%  | 0.0000% | $12000.00          | $12343.71          | Corporate Debt Securities |
| PROLOGIS L P                   GLBL NT 3.25%26  | 2026-06-30      | 3.2500%  | 0.0000% | $10000.00          | $10002.72          | Corporate Debt Securities |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 53    | 2053-11-15      | 6.5440%  | 0.0000% | $50000.00          | $50551.33          | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 27   | 2027-09-29      | 4.4500%  | 0.0000% | $130000.00         | $130308.14         | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52 | 2052-09-01      | 6.0000%  | 0.0000% | $3771000.00        | $3823618.02        | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.5%54 | 2054-05-15      | 5.5000%  | 0.0000% | $93000.00          | $83664.82          | Corporate Debt Securities |
| PRUDENTIAL FDG ASIA PLC        SR GLBL NT 30    | 2030-04-14      | 3.1250%  | 0.0000% | $259000.00         | $244255.92         | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 28    | 2028-11-09      | 1.9500%  | 0.0000% | $14000.00          | $12946.47          | Corporate Debt Securities |
| CONNECTICUT LT & PWR CO        1M GLBL A BD4%48 | 2048-04-01      | 4.0000%  | 0.0000% | $100000.00         | $77053.56          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 33    | 2033-09-15      | 5.0500%  | 0.0000% | $321000.00         | $324130.02         | Corporate Debt Securities |
| CLAREMONT MCKENNA COLLEGE      -2022 BD3.775%22 | 2122-01-01      | 3.7750%  | 0.0000% | $40000.00          | $25249.77          | Corporate Debt Securities |
| COLUMBIA PIPELINES HLDG CO LLC SR 144A NT 34    | 2034-01-15      | 5.6810%  | 0.0000% | $95000.00          | $95655.86          | Corporate Debt Securities |
| CITIBANK N A                   SR GLBL NT 26    | 2026-08-06      | 4.9290%  | 0.0000% | $7317000.00        | $7470426.51        | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.1%50 | 2050-08-15      | 3.1000%  | 0.0000% | $785000.00         | $520927.31         | Corporate Debt Securities |
| COOPERATIEVE CENTRALE RAIFFEIS SR COCO 26       | 2026-08-28      | 4.9711%  | 0.0000% | $2400000.00        | $2407569.33        | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 C53 | 2053-11-15      | 5.9000%  | 0.0000% | $75000.00          | $74631.62          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2024 E55 | 2055-03-15      | 5.5000%  | 0.0000% | $85000.00          | $80920.71          | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT 4%28  | 2028-06-01      | 4.0000%  | 0.0000% | $129000.00         | $130049.92         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.989%34 | 2034-04-10      | 4.9890%  | 0.0000% | $1846000.00        | $1830122.86        | Corporate Debt Securities |
| CITIGROUP INC                  SB GLBL NT5.3%44 | 2044-05-06      | 5.3000%  | 0.0000% | $51000.00          | $46753.40          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 25    | 2025-06-01      | 6.8750%  | 0.0000% | $295000.00         | $305054.79         | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -B BD 26 | 2026-12-01      | 4.8500%  | 0.0000% | $15000.00          | $15520.13          | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 27    | 2027-06-11      | 4.6250%  | 0.0000% | $10000.00          | $10323.22          | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 28    | 2028-01-26      | 3.6250%  | 0.0000% | $25000.00          | $25086.40          | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 39   | 2039-09-19      | 5.4110%  | 0.0000% | $206000.00         | $198106.43         | Corporate Debt Securities |
| COMCAST CABLE COMMUNICATIONS   SR NT 8.5%27     | 2027-05-01      | 8.5000%  | 0.0000% | $20000.00          | $21477.14          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 45    | 2045-07-30      | 4.6500%  | 0.0000% | $283000.00         | $246348.67         | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD4.7%30 | 2030-01-15      | 4.7000%  | 0.0000% | $2000.00           | $2049.21           | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL D NT 26 | 2026-11-20      | 4.3000%  | 0.0000% | $439000.00         | $437166.93         | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD2.5%60 | 2060-05-01      | 2.5000%  | 0.0000% | $9000.00           | $4816.93           | Corporate Debt Securities |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 25    | 2025-09-23      | 1.6250%  | 0.0000% | $903000.00         | $897053.12         | Corporate Debt Securities |
| HILLSHIRE BRANDS CO            SR NT 6.125%32   | 2032-11-01      | 6.1250%  | 0.0000% | $382000.00         | $388724.74         | Corporate Debt Securities |
| SABINE PASS LIQUEFACTION LLC   SR SEC GLBL NT26 | 2026-06-30      | 5.8750%  | 0.0000% | $50000.00          | $51539.46          | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    SR GLBL COCO 32  | 2032-03-15      | 2.8960%  | 0.0000% | $260000.00         | $229913.67         | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     GLBL NT 5.353%30 | 2030-09-06      | 5.3530%  | 0.0000% | $357000.00         | $362837.07         | Corporate Debt Securities |
| REYNOLDS AMERICAN INC          SR GLBL NT 7%41  | 2041-08-04      | 7.0000%  | 0.0000% | $68000.00          | $71303.82          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 30    | 2030-01-09      | 6.1740%  | 0.0000% | $2000.00           | $2108.60           | Corporate Debt Securities |
| SAFEHOLD OPER PARTNERSHIP LP   SR GLBL NT 32    | 2032-01-15      | 2.8500%  | 0.0000% | $4182000.00        | $3599520.58        | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 51   | 2051-02-15      | 3.0500%  | 0.0000% | $18000.00          | $11731.24          | Corporate Debt Securities |
| CHEVRON USA INC                GLBL NT 4.405%27 | 2027-02-26      | 4.4050%  | 0.0000% | $1340000.00        | $1363224.80        | Corporate Debt Securities |
| BUNGE LTD FIN CORP             SR GLBL NT 26    | 2026-08-15      | 3.2500%  | 0.0000% | $3000.00           | $2981.04           | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 4.375%42  | 2042-09-01      | 4.3750%  | 0.0000% | $37000.00          | $31910.13          | Corporate Debt Securities |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT 28    | 2028-03-01      | 5.2500%  | 0.0000% | $382000.00         | $394323.00         | Corporate Debt Securities |
| BELL CDA                       SR GLBL-US8 NT33 | 2033-05-11      | 5.1000%  | 0.0000% | $13000.00          | $12740.54          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 26    | 2026-05-04      | 3.1190%  | 0.0000% | $83000.00          | $82232.47          | Corporate Debt Securities |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 33    | 2033-08-04      | 5.9500%  | 0.0000% | $536000.00         | $548034.39         | Corporate Debt Securities |
| CINTAS CORP NO 2               SR GLBL NT4.2%28 | 2028-05-01      | 4.2000%  | 0.0000% | $180000.00         | $180219.00         | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL FL NT 28 | 2028-02-26      | 4.8195%  | 0.0000% | $500000.00         | $501608.28         | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 53   | 2053-01-15      | 4.4500%  | 0.0000% | $16000.00          | $13469.40          | Corporate Debt Securities |
| BOSTON GAS CO                  SR 144A NT 42    | 2042-02-15      | 4.4870%  | 0.0000% | $1689000.00        | $1403334.50        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $54000.00          | $57942.24          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 30    | 2030-10-15      | 1.4500%  | 0.0000% | $36000.00          | $31310.01          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.3%27 | 2027-03-15      | 2.3000%  | 0.0000% | $15000.00          | $14632.08          | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.875%33 | 2033-03-03      | 4.8750%  | 0.0000% | $17000.00          | $17249.58          | Corporate Debt Securities |
| BLACKROCK INC                  GLBL NT 5.25%54  | 2054-03-14      | 5.2500%  | 0.0000% | $1371000.00        | $1295311.66        | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT7.3%28 | 2028-11-27      | 7.3000%  | 0.0000% | $5000.00           | $5290.64           | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 5.834%31 | 2031-02-20      | 5.8340%  | 0.0000% | $107000.00         | $113188.40         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 25    | 2025-09-21      | 3.7960%  | 0.0000% | $150000.00         | $150695.35         | Corporate Debt Securities |
| BROADCOM CORP/BROADCOM CAYMAN  SR GLBL NT3.5%28 | 2028-01-15      | 3.5000%  | 0.0000% | $1097000.00        | $1087483.52        | Corporate Debt Securities |
| TRUIST BK                      SUB GLBL NT 29   | 2029-09-17      | 4.6320%  | 0.0000% | $12031000.00       | $11870235.76       | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 41   | 2041-03-01      | 5.0500%  | 0.0000% | $3000.00           | $2858.17           | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL64 | 2064-05-01      | 7.0080%  | 0.0000% | $25000.00          | $26775.63          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 45   | 2045-04-01      | 4.1500%  | 0.0000% | $25000.00          | $20560.53          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 43   | 2043-09-01      | 5.1500%  | 0.0000% | $25000.00          | $23889.55          | Corporate Debt Securities |
| BUNGE LTD FIN CORP             GLBL NT 4.65%34  | 2034-09-17      | 4.6500%  | 0.0000% | $67000.00          | $65015.40          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 48   | 2048-12-15      | 4.1500%  | 0.0000% | $21000.00          | $17176.13          | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT 31    | 2031-12-01      | 3.5690%  | 0.0000% | $29000.00          | $26797.91          | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 6%34  | 2034-11-22      | 6.0000%  | 0.0000% | $32000.00          | $30772.59          | Corporate Debt Securities |

### Security 654: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.890000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP188287, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP188287
- **C.18 - Value (incl. sponsor support):** $399579816.00
- **C.18.a - Value (excl. sponsor support):** $399579816.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 5.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MFA TRUST 2023-NQM4            A-1    20681225 FLT | 2068-12-25      | 6.1050%  | 0.0000% | $1000000.00        | $695037.51         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2014-150E A      20320913 3.9 | 2032-09-13      | 3.9120%  | 0.0000% | $20820000.00       | $18535823.93       | Private Label Collateralized Mortgage Obligations |
| MFR TR 2022-INV2               M-1    20570725 FLT | 2057-07-25      | 4.9500%  | 0.0000% | $14798000.00       | $12991230.79       | Private Label Collateralized Mortgage Obligations |
| MSWF COML MTG TR 2023-2        A-5    20561215 FLT | 2056-12-15      | 6.0140%  | 0.0000% | $1330000.00        | $1409731.65        | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2024-INV1          A-1    20540625 FLT | 2054-06-25      | 6.5000%  | 0.0000% | $2470790.00        | $2177228.80        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 2021-L6 TR  A-3    20540617 2.1 | 2054-06-17      | 2.1960%  | 0.0000% | $100000.00         | $87116.20          | Private Label Collateralized Mortgage Obligations |
| MFA 2023-INV2 TRUST            M-1    20581025 FLT | 2058-10-25      | 7.6500%  | 0.0000% | $5000000.00        | $5105497.50        | Private Label Collateralized Mortgage Obligations |
| MFRA TR 2022-INV3              M-1    20571025 FLT | 2057-10-25      | 6.0000%  | 0.0000% | $13735000.00       | $13394843.56       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-SG1   B      20480917 FLT | 2048-09-17      | 4.4305%  | 0.0000% | $980000.00         | $946410.54         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG TR 2015-P2 D      20481217 3.2 | 2048-12-17      | 3.2410%  | 0.0000% | $4600000.00        | $4329252.30        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG TR 2015-P2 C      20481217 FLT | 2048-12-17      | 4.6552%  | 0.0000% | $15000.00          | $14693.75          | Private Label Collateralized Mortgage Obligations |
| MFA 2020-NQM2 TR               A-1    20650425 FLT | 2065-04-25      | 1.3810%  | 0.0000% | $98997000.00       | $9950195.29        | Private Label Collateralized Mortgage Obligations |
| OAKST COML MTG TR 2023-NLP     A      20400316 FLT | 2040-03-16      | 6.0949%  | 0.0000% | $5000000.00        | $5018448.91        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS5  A-S    20590117 3.9 | 2059-01-17      | 3.9880%  | 0.0000% | $100000.00         | $98692.06          | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            A-1    20640125 FLT | 2064-01-25      | 6.0670%  | 0.0000% | $2132268.00        | $1595597.95        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-SG1   A-4    20480917 3.7 | 2048-09-17      | 3.7890%  | 0.0000% | $325000.00         | $214456.16         | Private Label Collateralized Mortgage Obligations |
| PRKCM 2023-AFC4 TRUST          A-1    20581125 7.2 | 2058-11-25      | 7.2250%  | 0.0000% | $1000000.00        | $761119.01         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TR 2024-INV1  A-6    20541025 FLT | 2054-10-25      | 5.5000%  | 0.0000% | $995000.00         | $840284.50         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2017-RC1   A-S    20600116 3.8 | 2060-01-16      | 3.8440%  | 0.0000% | $57000.00          | $55456.76          | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TR 2017-1MKT  D      20320210 4.1 | 2032-02-10      | 4.1455%  | 0.0000% | $2184000.00        | $1943404.95        | Private Label Collateralized Mortgage Obligations |
| SFAVE COML MTG TR 2015-5AVE    A-2A   20430108 3.6 | 2043-01-08      | 3.6590%  | 0.0000% | $4779000.00        | $4025827.34        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2017-RB1   C      20500317 FLT | 2050-03-17      | 4.3110%  | 0.0000% | $675000.00         | $561652.48         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MBS TR 2022-INV1   A-2    20520325 FLT | 2052-03-25      | 3.0000%  | 0.0000% | $1700000.00        | $1129241.28        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 2021-230P   B      20381215 FLT | 2038-12-15      | 5.8921%  | 0.0000% | $1836000.00        | $1721779.46        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              A-1    20640625 FLT | 2064-06-25      | 5.1160%  | 0.0000% | $17847822.00       | $14553664.14       | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C24      A-S    20470816 FLT | 2047-08-16      | 4.0360%  | 0.0000% | $3400000.00        | $3386271.55        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY TR 2021-PLZA    A      20431112 2.5 | 2043-11-12      | 2.5740%  | 0.0000% | $106900.00         | $89863.83          | Private Label Collateralized Mortgage Obligations |
| PMT LN TR 2025-INV3            A-3    20560325 FLT | 2056-03-25      | 5.5000%  | 0.0000% | $5000000.00        | $4786871.11        | Private Label Collateralized Mortgage Obligations |
| WFLD MTG TR 2014-MONT          A      20310812 FLT | 2031-08-12      | 3.7548%  | 0.0000% | $3050000.00        | $2639735.44        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2019-C52   A-5    20520816 2.8 | 2052-08-16      | 2.8920%  | 0.0000% | $471090.00         | $435226.70         | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      B      20390107 FLT | 2039-01-07      | 3.3765%  | 0.0000% | $2591000.00        | $2312998.55        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TR 2024-INV1  A-2    20541025 FLT | 2054-10-25      | 6.0000%  | 0.0000% | $4500000.00        | $3995264.70        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-LC22  B      20580917 FLT | 2058-09-17      | 4.5398%  | 0.0000% | $919887.00         | $911987.08         | Private Label Collateralized Mortgage Obligations |
| SFAVE COML MTG TR 2015-5AVE    A-1    20430108 3.8 | 2043-01-08      | 3.8720%  | 0.0000% | $2002500.00        | $1712602.30        | Private Label Collateralized Mortgage Obligations |
| WBRK  MTG TR 2025-WBRK         A      20350307 5.8 | 2035-03-07      | 5.8670%  | 0.0000% | $5000000.00        | $5144110.97        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C22     A-S    20570917 FLT | 2057-09-17      | 4.0690%  | 0.0000% | $184000.00         | $164001.21         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2019-C49   B      20520315 4.5 | 2052-03-15      | 4.5460%  | 0.0000% | $96000.00          | $92766.34          | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP A      20360115 FLT | 2036-01-15      | 5.3935%  | 0.0000% | $5100000.00        | $4961649.75        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG SEC 2020-5     A-1    20500925 FLT | 2050-09-25      | 2.5000%  | 0.0000% | $290000.00         | $125629.26         | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              B      20411115 5.9 | 2041-11-15      | 5.9304%  | 0.0000% | $7656000.00        | $7831653.34        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2020-C57  A-4    20530815 2.1 | 2053-08-15      | 2.1180%  | 0.0000% | $900000.00         | $792225.15         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-C32   A-4    20590117 3.5 | 2059-01-17      | 3.5600%  | 0.0000% | $858000.00         | $851041.43         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C30   A-4    20580917 3.6 | 2058-09-17      | 3.6640%  | 0.0000% | $141000.00         | $77355.63          | Private Label Collateralized Mortgage Obligations |
| RADIAN MTG CAPITAL TR 2024-J2  A-16   20550325 FLT | 2055-03-25      | 5.5000%  | 0.0000% | $450000.00         | $309064.67         | Private Label Collateralized Mortgage Obligations |
| WELLS FAR COM MRT TR 2021-C61  A-4    20541118 2.6 | 2054-11-18      | 2.6580%  | 0.0000% | $530000.00         | $460305.62         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2018-C44     A-5    20510517 4.2 | 2051-05-17      | 4.2120%  | 0.0000% | $100000.00         | $98473.20          | Private Label Collateralized Mortgage Obligations |
| UBS COMM MTG TR 2019-C17       A-4    20521018 FLT | 2052-10-18      | 2.9210%  | 0.0000% | $2000000.00        | $1850288.05        | Private Label Collateralized Mortgage Obligations |
| WELLS FARG CML MTG TR 2024-5C2 A-2    20571119 5.4 | 2057-11-19      | 5.4390%  | 0.0000% | $600000.00         | $614608.45         | Private Label Collateralized Mortgage Obligations |
| READY CAP MTG FING 2023-FL12   A      20380525 FLT | 2038-05-25      | 6.6597%  | 0.0000% | $35000000.00       | $6036197.29        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2017-C42     A-S    20501216 3.8 | 2050-12-16      | 3.8510%  | 0.0000% | $400000.00         | $380294.88         | Private Label Collateralized Mortgage Obligations |
| MSDBTRUST 2017-712F            A      20390713 FLT | 2039-07-13      | 3.3160%  | 0.0000% | $40437000.00       | $38617669.13       | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   A      20400212 2.6 | 2040-02-12      | 2.6940%  | 0.0000% | $9375000.00        | $8204429.69        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2019-2          A-1    20490625 FLT | 2049-06-25      | 4.0000%  | 0.0000% | $7550000.00        | $378415.24         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2020-1       A2B    20600125 FLT | 2060-01-25      | 3.2500%  | 0.0000% | $250000.00         | $219902.76         | Private Label Collateralized Mortgage Obligations |
| RIDE 2025-SHRE                 D      20470214 FLT | 2047-02-14      | 6.7467%  | 0.0000% | $2427000.00        | $2461346.48        | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2013-1515          C      20330310 3.4 | 2033-03-10      | 3.4462%  | 0.0000% | $5000000.00        | $4587000.53        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK44                A-5    20551118 FLT | 2055-11-18      | 5.7439%  | 0.0000% | $11680574.00       | $12170761.58       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-WPT  A-FX   20330708 4.2 | 2033-07-08      | 4.2475%  | 0.0000% | $400000.00         | $380155.44         | Private Label Collateralized Mortgage Obligations |
| LIFE MORTGAGE TRUST 2022-BMR2  C      20380517 FLT | 2038-05-17      | 6.4218%  | 0.0000% | $6243000.00        | $5635404.78        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C33 D-1    20481217 FLT | 2048-12-17      | 4.1257%  | 0.0000% | $4765000.00        | $4324735.33        | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      C      20390107 FLT | 2039-01-07      | 3.4496%  | 0.0000% | $5320000.00        | $4511109.00        | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST 2022-C17  E      20550917 FLT | 2055-09-17      | 2.5000%  | 0.0000% | $5500000.00        | $3650024.88        | Private Label Collateralized Mortgage Obligations |
| BANK5 2023-5YR2                A-3    20560717 FLT | 2056-07-17      | 6.6560%  | 0.0000% | $13000.00          | $13711.12          | Private Label Collateralized Mortgage Obligations |
| BNK 2022-BNK43                 A-5    20550817 4.3 | 2055-08-17      | 4.3990%  | 0.0000% | $10270000.00       | $9812868.32        | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK7                 B      20600917 FLT | 2060-09-17      | 3.9490%  | 0.0000% | $2115000.00        | $1958215.34        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2018-CX11    A-4    20510417 3.7 | 2051-04-17      | 3.7659%  | 0.0000% | $500000.00         | $352040.41         | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE TRUST 2024-R05 2M-2   20440725 FLT | 2044-07-25      | 6.0220%  | 0.0000% | $12620000.00       | $12650058.71       | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK4                 A-4    20500517 3.6 | 2050-05-17      | 3.6250%  | 0.0000% | $500000.00         | $490047.07         | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK25                A-5    20630118 2.6 | 2063-01-18      | 2.6490%  | 0.0000% | $2741000.00        | $2474237.43        | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR8                D      20570817 4.0 | 2057-08-17      | 4.0000%  | 0.0000% | $2000000.00        | $1736580.45        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2025-5C34         A-3    20580517 5.6 | 2058-05-17      | 5.6590%  | 0.0000% | $75000.00          | $77727.27          | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MORTGAGE 2023-7      A-1    20671125 FLT | 2067-11-25      | 4.8000%  | 0.0000% | $1000000.00        | $853588.06         | Private Label Collateralized Mortgage Obligations |
| BNK 2022-BNK43                 D      20550817 3.0 | 2055-08-17      | 3.0000%  | 0.0000% | $1500000.00        | $1040338.00        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK21                A-5    20521018 FLT | 2052-10-18      | 2.8510%  | 0.0000% | $1000000.00        | $913854.64         | Private Label Collateralized Mortgage Obligations |
| BNK 2022-BNK42                 D      20550617 FLT | 2055-06-17      | 2.5000%  | 0.0000% | $1500000.00        | $1093036.33        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-9        A-7-A  20500525 FLT | 2050-05-25      | 3.0000%  | 0.0000% | $500000.00         | $131535.08         | Private Label Collateralized Mortgage Obligations |
| DC OFFICE TRUST 2019-MTC       A      20450915 2.9 | 2045-09-15      | 2.9650%  | 0.0000% | $7120000.00        | $6426750.33        | Private Label Collateralized Mortgage Obligations |
| CROSS 2024-H8 MORTGAGE 2024-H8 A-1    20691225 FLT | 2069-12-25      | 5.5490%  | 0.0000% | $5660000.00        | $5445988.38        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP2 B      20490817 3.4 | 2049-08-17      | 3.4595%  | 0.0000% | $58000.00          | $53999.96          | Private Label Collateralized Mortgage Obligations |
| DC OFFICE TRUST 2019-MTC       D      20450915 FLT | 2045-09-15      | 3.0720%  | 0.0000% | $10452000.00       | $8726047.31        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                A-4    20640317 FLT | 2064-03-17      | 3.3909%  | 0.0000% | $90000.00          | $81517.19          | Private Label Collateralized Mortgage Obligations |
| DOLP TR  2021-NYC              A      20410510 2.9 | 2041-05-10      | 2.9560%  | 0.0000% | $6443000.00        | $5650460.89        | Private Label Collateralized Mortgage Obligations |
| DC OFFICE TRUST 2019-MTC       B      20450915 FLT | 2045-09-15      | 3.0720%  | 0.0000% | $4437000.00        | $3944558.08        | Private Label Collateralized Mortgage Obligations |
| DC TRUST 2024-HLTN             B      20400413 FLT | 2040-04-13      | 6.4550%  | 0.0000% | $2900000.00        | $2933976.00        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-2        B-5    20500725 FLT | 2050-07-25      | 3.8237%  | 0.0000% | $2346000.00        | $1771705.17        | Private Label Collateralized Mortgage Obligations |
| DBGS MTG TR 2018-C1            A-SB   20511017 FLT | 2051-10-17      | 4.3020%  | 0.0000% | $400000.00         | $260840.59         | Private Label Collateralized Mortgage Obligations |
| HOMEWARD OPT FUND I 2020-2     B-1    20650525 FLT | 2065-05-25      | 5.4500%  | 0.0000% | $389000.00         | $394214.26         | Private Label Collateralized Mortgage Obligations |
| GRACE TR 2020-GRCE             A      20401212 2.3 | 2040-12-12      | 2.3470%  | 0.0000% | $4550000.00        | $3942100.15        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2019-C18     E      20521217 2.5 | 2052-12-17      | 2.5000%  | 0.0000% | $2000000.00        | $1565013.78        | Private Label Collateralized Mortgage Obligations |
| BNK 2021-BNK37                 A-5    20641118 FLT | 2064-11-18      | 2.6180%  | 0.0000% | $395000.00         | $341526.85         | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2018-C7              B      20510817 FLT | 2051-08-17      | 4.6590%  | 0.0000% | $2419888.00        | $2311489.32        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDEN FDG TR 2024-NQM8 A-1A   20530825 FLT | 2053-08-25      | 4.3000%  | 0.0000% | $19000000.00       | $17759635.34       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR  2022-B32     E      20550115 FLT | 2055-01-15      | 2.0000%  | 0.0000% | $5000000.00        | $2787900.56        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B24      A-5    20540317 FLT | 2054-03-17      | 2.5843%  | 0.0000% | $5045000.00        | $4363106.69        | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK7                 A-3    20600917 3.0 | 2060-09-17      | 3.0920%  | 0.0000% | $200000.00         | $39151.38          | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK32                A-5    20540417 FLT | 2054-04-17      | 2.6430%  | 0.0000% | $176000.00         | $155642.62         | Private Label Collateralized Mortgage Obligations |
| COMM 2022-HC MORTGAGE TRUST    A      20390110 2.8 | 2039-01-10      | 2.8190%  | 0.0000% | $7215000.00        | $6806954.67        | Private Label Collateralized Mortgage Obligations |
| BPR TRUST 2023-BRK2            A      20381007 FLT | 2038-10-07      | 6.8990%  | 0.0000% | $6000000.00        | $6284157.17        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SEC TR 2023-R01       1M-2   20421226 FLT | 2042-12-26      | 8.0706%  | 0.0000% | $1000000.00        | $1055603.66        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 C      20340615 FLT | 2034-06-15      | 6.1101%  | 0.0000% | $9475000.00        | $6540780.98        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GPTX       A      20340512 2.8 | 2034-05-12      | 2.8556%  | 0.0000% | $5600000.00        | $4079811.99        | Private Label Collateralized Mortgage Obligations |
| GS MBS TR 2021-GR1             A-2    20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $1300000.00        | $754034.21         | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2025-INV2  A-3    20700225 FLT | 2070-02-25      | 5.9540%  | 0.0000% | $1035000.00        | $1021456.19        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR 2024-SLCT C      20420115 FLT | 2042-01-15      | 6.7207%  | 0.0000% | $5000000.00        | $4979626.38        | Private Label Collateralized Mortgage Obligations |
| CHI COML MTG TR 2025-SFT       C      20420417 FLT | 2042-04-17      | 6.5988%  | 0.0000% | $10000000.00       | $10021407.32       | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           A      20301216 FLT | 2030-12-16      | 5.3260%  | 0.0000% | $1170000.00        | $1089605.77        | Private Label Collateralized Mortgage Obligations |
| HIH TR 2024-61P                A      20411015 FLT | 2041-10-15      | 6.1707%  | 0.0000% | $6675000.00        | $6593478.99        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-P3    B      20490416 FLT | 2049-04-16      | 4.2710%  | 0.0000% | $3250000.00        | $3037714.97        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2015-590M       B      20351015 FLT | 2035-10-15      | 3.8054%  | 0.0000% | $5739000.00        | $5699179.72        | Private Label Collateralized Mortgage Obligations |
| CALI MTG TR 2019-101C          A      20390311 3.9 | 2039-03-11      | 3.9570%  | 0.0000% | $16900000.00       | $15844892.17       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       A      20330307 FLT | 2033-03-07      | 3.5495%  | 0.0000% | $5770000.00        | $4920998.27        | Private Label Collateralized Mortgage Obligations |
| CROSS MTG TR 2024-H7           A-1    20691125 FLT | 2069-11-25      | 5.5850%  | 0.0000% | $7285364.00        | $6624498.26        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2021-INV1            A-2    20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $12920000.00       | $7710242.15        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-3    A      20521018 2.7 | 2052-10-18      | 2.7050%  | 0.0000% | $3960000.00        | $386994.86         | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK8                 B      20501117 FLT | 2050-11-17      | 3.9470%  | 0.0000% | $5350000.00        | $4810054.08        | Private Label Collateralized Mortgage Obligations |
| GS MTG BKD SECS TR 2025-PJ4    A-2    20550925 FLT | 2055-09-25      | 5.5000%  | 0.0000% | $3000000.00        | $2920599.76        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2015-590M       C      20351015 FLT | 2035-10-15      | 3.8054%  | 0.0000% | $5225000.00        | $5111405.68        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-NQM5           A-2    20660525 FLT | 2066-05-25      | 1.2980%  | 0.0000% | $3000000.00        | $1367421.27        | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2013-1515          A-2    20330310 3.4 | 2033-03-10      | 3.4543%  | 0.0000% | $8000000.00        | $7522097.48        | Private Label Collateralized Mortgage Obligations |
| DBGS MTG TR 2018-C1            C      20511017 FLT | 2051-10-17      | 4.6372%  | 0.0000% | $5000000.00        | $4367812.45        | Private Label Collateralized Mortgage Obligations |
| LAQ MTG TR 2023-LAQ            B      20360317 FLT | 2036-03-17      | 7.0196%  | 0.0000% | $3040000.00        | $1230716.08        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2017-1        B-3    20470125 FLT | 2047-01-25      | 3.4467%  | 0.0000% | $1800000.00        | $1155313.82        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-HYB1     B-4    20491025 FLT | 2049-10-25      | 4.9888%  | 0.0000% | $5679000.00        | $4979123.49        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2017-2        B-5    20470525 FLT | 2047-05-25      | 3.6442%  | 0.0000% | $355000.00         | $229597.34         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2022-8        B-2    20530125 FLT | 2053-01-25      | 4.6748%  | 0.0000% | $832000.00         | $704108.94         | Private Label Collateralized Mortgage Obligations |
| HUNDRED ACRE WOOD TR 2021-INV3 B4     20511225 FLT | 2051-12-25      | 3.3199%  | 0.0000% | $3310000.00        | $2451579.24        | Private Label Collateralized Mortgage Obligations |
| IRV TR 2025-200P               C      20470314 5.7 | 2047-03-14      | 5.7304%  | 0.0000% | $3000000.00        | $2908641.39        | Private Label Collateralized Mortgage Obligations |

### Security 655: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP188XR1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP188XR1
- **C.18 - Value (incl. sponsor support):** $304743095.45
- **C.18.a - Value (excl. sponsor support):** $304743095.45
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.9300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SHERWIN WILLIAMS CO            SR GLBL NT2.2%32    | 2032-03-15      | 2.2000%  | 0.0000% | $2000.00           | $1700.57           | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL III BD40    | 2040-08-15      | 4.5000%  | 0.0000% | $3000.00           | $2656.03           | Corporate Debt Securities                         |
| SIXTH STR LENDING PARTNERS     SR GLBL NT6.5%29    | 2029-03-11      | 6.5000%  | 0.0000% | $95000.00          | $98670.22          | Corporate Debt Securities                         |
| SABINE PASS LIQUEFACTION LLC   SR SEC GLBL NT30    | 2030-05-15      | 4.5000%  | 0.0000% | $4000.00           | $3946.26           | Corporate Debt Securities                         |
| CSX CORP                       SR NT 6.15%37       | 2037-05-01      | 6.1500%  | 0.0000% | $3000.00           | $3184.66           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 37       | 2037-05-29      | 5.8750%  | 0.0000% | $2000.00           | $1984.11           | Corporate Debt Securities                         |
| EXTENDED STAY AMER TR 2021-ESH D      20380715 FLT | 2038-07-15      | 6.6935%  | 0.0000% | $15000000.00       | $12901795.92       | Private Label Collateralized Mortgage Obligations |
| BAYER US FIN II LLC            SR GLBL 144A 64     | 2064-07-15      | 4.7000%  | 0.0000% | $795000.00         | $580107.52         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 25       | 2025-11-01      | 3.3500%  | 0.0000% | $98000.00          | $97775.44          | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 5.15%31     | 2031-11-15      | 5.1500%  | 0.0000% | $3000.00           | $3054.98           | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR NT 7.2%32        | 2032-01-15      | 7.2000%  | 0.0000% | $25000.00          | $27761.25          | Corporate Debt Securities                         |
| OBX TRUST 2024-NQM4            M-1    20640125 FLT | 2064-01-25      | 6.6220%  | 0.0000% | $1303800.00        | $1318111.02        | Private Label Collateralized Mortgage Obligations |
| BANK NOVA SCOTIA B C           SR GLBL COCO 26     | 2026-08-03      | 2.7000%  | 0.0000% | $3000.00           | $2966.44           | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          GLBL NT 4.927%28    | 2028-05-10      | 4.9270%  | 0.0000% | $88000.00          | $88436.24          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 7%25         | 2025-12-15      | 7.0000%  | 0.0000% | $5000.00           | $5222.37           | Corporate Debt Securities                         |
| BOSTON SCIENTIFIC CORP         SR GLBL NT 39       | 2039-03-01      | 4.5500%  | 0.0000% | $63000.00          | $58730.40          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD5.7%35    | 2035-04-01      | 5.7000%  | 0.0000% | $24000.00          | $24768.28          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 27       | 2027-06-01      | 3.2500%  | 0.0000% | $3000.00           | $2984.37           | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             144A NT 5.05%31     | 2031-12-06      | 5.0500%  | 0.0000% | $728000.00         | $734973.03         | Corporate Debt Securities                         |
| PUGET ENERGY INC               SR SEC GLBL NT34    | 2034-06-15      | 5.3300%  | 0.0000% | $90000.00          | $92356.13          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3.65%090128      | 2028-09-01      | 3.6500%  | 0.0000% | $5000.00           | $4935.47           | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 5%32     | 2032-03-14      | 5.0000%  | 0.0000% | $2000.00           | $2027.21           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1MTG BD 5.55%36     | 2036-01-15      | 5.5500%  | 0.0000% | $3000.00           | $2968.75           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2019C 29    | 2029-08-01      | 2.8500%  | 0.0000% | $19000.00          | $17634.49          | Corporate Debt Securities                         |
| CNX RES CORP                   SR 144A NT 31       | 2031-01-15      | 7.3750%  | 0.0000% | $4000.00           | $4203.59           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION VR 071123-070325    | 2025-07-03      | 4.8498%  | 0.0000% | $29000.00          | $29227.98          | Corporate Debt Securities                         |
| CHOBANI LLC / CHOBANI FIN CORP SR SEC GLBL 28      | 2028-11-15      | 4.6250%  | 0.0000% | $2002000.00        | $1961293.50        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT3.7%30    | 2030-07-15      | 3.7000%  | 0.0000% | $2000.00           | $1947.87           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT5.6%54    | 2054-02-15      | 5.6000%  | 0.0000% | $688000.00         | $618761.97         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 122 BD27    | 2027-08-15      | 2.9500%  | 0.0000% | $60000.00          | $58688.65          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 25       | 2025-07-15      | 1.3500%  | 0.0000% | $4000.00           | $4001.37           | Corporate Debt Securities                         |
| CDW LLC / CDW FIN CORP         SR GLBL NT 29       | 2029-02-15      | 3.2500%  | 0.0000% | $80000.00          | $75824.73          | Corporate Debt Securities                         |
| CHENIERE ENERGY INC            SR SEC GLBL NT28    | 2028-10-15      | 4.6250%  | 0.0000% | $78000.00          | $77576.56          | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT2.5%51    | 2051-03-15      | 2.5000%  | 0.0000% | $5000.00           | $2933.54           | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          PERP SUB -M NT      | 2500-12-31      | 3.9500%  | 0.0000% | $5000.00           | $4896.73           | Corporate Debt Securities                         |
| OBX TRUST 2021-NQM4            A-1    20611025 1.9 | 2061-10-25      | 1.9570%  | 0.0000% | $17062000.00       | $9600615.16        | Private Label Collateralized Mortgage Obligations |
| COCA COLA CO                   SR GLBL NT2.6%50    | 2050-06-01      | 2.6000%  | 0.0000% | $2000.00           | $1226.70           | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1MTG BD-07B 17      | 2037-03-01      | 5.7500%  | 0.0000% | $172000.00         | $175986.15         | Corporate Debt Securities                         |
| DARTMOUTH-HITCHCOCK HEALTH     2018B BD4.178%48    | 2048-08-01      | 4.1780%  | 0.0000% | $70000.00          | $52941.04          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 29       | 2029-08-15      | 3.2500%  | 0.0000% | $425000.00         | $402954.90         | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-4          A1     20570625 FLT | 2057-06-25      | 2.7500%  | 0.0000% | $4835000.00        | $489434.35         | Private Label Collateralized Mortgage Obligations |
| DIAMONDBACK ENERGY INC         SR GLBL NT3.5%29    | 2029-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1922.99           | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT4.3%29    | 2029-02-15      | 4.3000%  | 0.0000% | $2000.00           | $1985.22           | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 5%051427         | 2027-05-14      | 5.0000%  | 0.0000% | $1000.00           | $1015.66           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-01-15      | 6.6250%  | 0.0000% | $2000.00           | $2155.67           | Corporate Debt Securities                         |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 28     | 2028-12-15      | 9.2500%  | 0.0000% | $4000.00           | $4399.98           | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 5%28     | 2028-01-11      | 5.0000%  | 0.0000% | $95000.00          | $97377.43          | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT5.3%26    | 2026-10-01      | 5.3000%  | 0.0000% | $31000.00          | $31490.30          | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 38       | 2038-03-01      | 3.5500%  | 0.0000% | $2000.00           | $1556.79           | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1ST MTG BD 6.35%    | 2036-06-01      | 6.3500%  | 0.0000% | $1000.00           | $1110.08           | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL COCO 29     | 2029-01-12      | 3.8690%  | 0.0000% | $250000.00         | $248185.29         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 61       | 2061-12-15      | 3.0500%  | 0.0000% | $304000.00         | $185257.35         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT5.2%49    | 2049-02-15      | 5.2000%  | 0.0000% | $552000.00         | $486442.64         | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             SNR NPF REGS 27     | 2027-09-18      | 6.3390%  | 0.0000% | $200000.00         | $206233.60         | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       SR GLBL N NT1%25    | 2025-11-01      | 1.0000%  | 0.0000% | $2000.00           | $1969.59           | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 34       | 2034-02-15      | 5.4500%  | 0.0000% | $4000.00           | $4100.10           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 5.2%35      | 2035-02-15      | 5.2000%  | 0.0000% | $1000.00           | $1003.77           | Corporate Debt Securities                         |
| AGREE LTD PARTNERSHIP          SR GLBL NT2.6%33    | 2033-06-15      | 2.6000%  | 0.0000% | $3000.00           | $2475.29           | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 53       | 2053-03-02      | 5.7500%  | 0.0000% | $85000.00          | $82402.02          | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT 51       | 2051-10-01      | 2.9500%  | 0.0000% | $284000.00         | $179889.78         | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.875%33    | 2033-03-03      | 4.8750%  | 0.0000% | $61000.00          | $61895.56          | Corporate Debt Securities                         |
| ASB BK LTD                     FR 5.284%061732     | 2032-06-17      | 5.2840%  | 0.0000% | $4000.00           | $4104.06           | Corporate Debt Securities                         |
| APTIV PLC                      SR GLBL NT3.1%51    | 2051-12-01      | 3.1000%  | 0.0000% | $125000.00         | $73442.99          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT3.2%27    | 2027-05-11      | 3.2000%  | 0.0000% | $38000.00          | $37456.94          | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT 30       | 2030-01-15      | 4.2500%  | 0.0000% | $3000.00           | $2852.21           | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.9%31      | 2031-02-26      | 4.9000%  | 0.0000% | $501000.00         | $515886.94         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 49       | 2049-06-01      | 4.1500%  | 0.0000% | $3000.00           | $2382.85           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 1.8%011331       | 2031-01-13      | 1.8000%  | 0.0000% | $3000.00           | $2560.02           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 4.95%31     | 2031-11-01      | 4.9500%  | 0.0000% | $1000.00           | $1003.96           | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL NT5.7%28    | 2028-03-15      | 5.7000%  | 0.0000% | $15301000.00       | $15463879.14       | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              144A NT 5.526%31    | 2031-07-11      | 5.5260%  | 0.0000% | $904000.00         | $932698.84         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M -OO BD4.45%44    | 2044-03-15      | 4.4500%  | 0.0000% | $1000.00           | $815.53            | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 31     | 2031-05-13      | 5.2440%  | 0.0000% | $13227000.00       | $13260944.89       | Corporate Debt Securities                         |
| TRANSALTA CORP                 SR GLBL NT 29       | 2029-11-15      | 7.7500%  | 0.0000% | $4000.00           | $4189.72           | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 33       | 2033-08-10      | 5.0860%  | 0.0000% | $286000.00         | $292572.44         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023C 26    | 2026-06-01      | 4.9000%  | 0.0000% | $2000.00           | $2050.71           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.55%092027      | 2027-09-20      | 4.5500%  | 0.0000% | $371000.00         | $375462.10         | Corporate Debt Securities                         |
| VORTEX OPCO LLC                SR SEC 144A NT30    | 2030-04-30      | 8.0000%  | 0.0000% | $2000.00           | $327.73            | Corporate Debt Securities                         |
| TRANSCANADA TRUST              JR SB COCO 76       | 2076-08-15      | 5.8750%  | 0.0000% | $2000.00           | $2022.61           | Corporate Debt Securities                         |
| 3M CO                          FR 3.625%091428     | 2028-09-14      | 3.6250%  | 0.0000% | $415000.00         | $408307.20         | Corporate Debt Securities                         |
| TRANSCANADA PIPELINE STRIP     SR NT 5%43          | 2043-10-16      | 5.0000%  | 0.0000% | $5000.00           | $4470.41           | Corporate Debt Securities                         |
| SIXTH STREET SPECIALTY LENDING SR GLBL NT 28       | 2028-08-14      | 6.9500%  | 0.0000% | $39000.00          | $41428.68          | Corporate Debt Securities                         |
| ROYAL BK CDA                   SUB GLBL COCO 84    | 2084-11-24      | 6.3500%  | 0.0000% | $557000.00         | $524748.77         | Corporate Debt Securities                         |
| SOCIETE GENERALE               SUB COCO 55         | 2055-01-19      | 7.1320%  | 0.0000% | $400000.00         | $407453.02         | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL NT4.5%48    | 2048-05-15      | 4.5000%  | 0.0000% | $95000.00          | $78457.18          | Corporate Debt Securities                         |
| S&P GLOBAL INC                 GLBL NT 2.5%29      | 2029-12-01      | 2.5000%  | 0.0000% | $37000.00          | $34553.95          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 1.792%060927     | 2027-06-09      | 1.7920%  | 0.0000% | $4941000.00        | $4824797.56        | Corporate Debt Securities                         |
| SEMPRA                         PERP SUB GLBL -C    | 2079-12-31      | 4.8750%  | 0.0000% | $3000.00           | $2998.18           | Corporate Debt Securities                         |
| SANOFI                         SR GLBL NT 28       | 2028-06-19      | 3.6250%  | 0.0000% | $83000.00          | $82947.86          | Corporate Debt Securities                         |
| SKYWORKS SOLUTIONS INC         SR GLBL NT 3%31     | 2031-06-01      | 3.0000%  | 0.0000% | $5000.00           | $4411.33           | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 012122-012127    | 2027-01-21      | 5.0536%  | 0.0000% | $3000.00           | $3023.03           | Corporate Debt Securities                         |
| BX TR 2022-CLS                 A      20391014 5.7 | 2039-10-14      | 5.7600%  | 0.0000% | $220000.00         | $222537.48         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     A1     20610125 FLT | 2061-01-25      | 2.7500%  | 0.0000% | $200000.00         | $739.32            | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2014-C23 A-5    20470917 3.9 | 2047-09-17      | 3.9342%  | 0.0000% | $320000.00         | $2577.76           | Private Label Collateralized Mortgage Obligations |
| GALTON FD MTG TR 2018-1        A33    20571125 FLT | 2057-11-25      | 3.5000%  | 0.0000% | $100000.00         | $3623.34           | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MORTGAGE TR 2024-2  A-6-A  20540825 FLT | 2054-08-25      | 6.0000%  | 0.0000% | $187000.00         | $36173.11          | Private Label Collateralized Mortgage Obligations |
| BMW US CAP LLC                 144A NT 2.55%31     | 2031-04-01      | 2.5500%  | 0.0000% | $2000.00           | $1760.26           | Corporate Debt Securities                         |
| JP MORGAN MTG 2021-6 TR        A-8    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $3000000.00        | $2348204.67        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS PLC                   SR GLBL NT 27       | 2027-05-09      | 5.8290%  | 0.0000% | $6000000.00        | $6076261.50        | Corporate Debt Securities                         |
| CSMC 2020-NET                  E      20370817 FLT | 2037-08-17      | 3.7042%  | 0.0000% | $8000000.00        | $7894959.51        | Private Label Collateralized Mortgage Obligations |
| BNP PARIBAS                    SNR NPF 144A 29     | 2029-09-15      | 2.1590%  | 0.0000% | $8005000.00        | $7372748.42        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%29    | 2029-06-01      | 4.2000%  | 0.0000% | $2000.00           | $1971.97           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3.85%042828      | 2028-04-28      | 3.8500%  | 0.0000% | $3000.00           | $2991.22           | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SUB GLBL COCO 55    | 2055-01-15      | 6.3000%  | 0.0000% | $1000.00           | $975.98            | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 2.5%012632       | 2032-01-26      | 2.5000%  | 0.0000% | $2000.00           | $1751.96           | Corporate Debt Securities                         |
| J.P.MORGAN MORTGAGE TR 2024-1  A-4    20540625 FLT | 2054-06-25      | 6.0000%  | 0.0000% | $10050000.00       | $5419130.86        | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 5.834%102533     | 2033-10-25      | 5.8340%  | 0.0000% | $24000.00          | $25216.85          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6                           | 2037-12-25      | 6.1419%  | 0.0000% | $9705000.00        | $4472.05           | Private Label Collateralized Mortgage Obligations |
| ATMOS ENERGY CORP              SR GLBL NT4.3%48    | 2048-10-01      | 4.3000%  | 0.0000% | $2000.00           | $1621.19           | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2024-AIRC A      20410815 FLT | 2041-08-15      | 6.0200%  | 0.0000% | $43872000.00       | $42827320.19       | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2007-AR17         A-2    20370825 FLT | 2037-08-25      | 3.6554%  | 0.0000% | $35433000.00       | $404.32            | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2024-HQA1 M-2    20440325 FLT | 2044-03-25      | 6.3220%  | 0.0000% | $2000000.00        | $2016653.66        | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2019-1      M      20580725 FLT | 2058-07-25      | 4.7500%  | 0.0000% | $1400000.00        | $1166546.96        | Private Label Collateralized Mortgage Obligations |
| NEW RSIDNTAL MTG LN 2022-NQM3  A-1    20620425 FLT | 2062-04-25      | 3.9000%  | 0.0000% | $13844000.00       | $10122972.32       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2007-A6       1-A-2  20371225 FLT | 2037-12-25      | 0.0000%  | 0.0000% | $699000.00         | $4851.39           | Private Label Collateralized Mortgage Obligations |
| BANK MONTREAL MEDIUM           FR 5.3%060526       | 2026-06-05      | 5.3000%  | 0.0000% | $2000.00           | $2066.47           | Corporate Debt Securities                         |
| AVIATION CAP GROUP LLC         SR GLBL 144A 30     | 2030-04-10      | 5.1250%  | 0.0000% | $600000.00         | $601851.50         | Corporate Debt Securities                         |
| BX COML MTG TR 2024-XL4        A      20390215 FLT | 2039-02-15      | 5.7707%  | 0.0000% | $1307000.00        | $1242209.79        | Private Label Collateralized Mortgage Obligations |
| BROADCOM INC                   GLBL NT 5.05%27     | 2027-07-12      | 5.0500%  | 0.0000% | $2000.00           | $2063.34           | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 26       | 2026-07-15      | 5.0500%  | 0.0000% | $3000.00           | $3071.93           | Corporate Debt Securities                         |
| AVIATION CAP GROUP LLC         SR GLBL 144A 25     | 2025-08-01      | 4.1250%  | 0.0000% | $2000.00           | $2024.41           | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR SEC 144A NT26    | 2026-08-27      | 4.8600%  | 0.0000% | $3776000.00        | $3830166.72        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 2.8%050426       | 2026-05-04      | 2.8000%  | 0.0000% | $50787000.00       | $50160401.27       | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2016-JP4 A-SB   20491217 FLT | 2049-12-17      | 3.4743%  | 0.0000% | $3500000.00        | $1039648.38        | Private Label Collateralized Mortgage Obligations |
| MELLO MORT CAP ACC 2022-INV1   A-4    20520325 FLT | 2052-03-25      | 2.5000%  | 0.0000% | $2368430.00        | $1565810.25        | Private Label Collateralized Mortgage Obligations |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 2.25%28     | 2028-04-01      | 2.2500%  | 0.0000% | $60000.00          | $56342.85          | 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 |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-03-01      | 5.1250%  | 0.0000% | $88000.00          | $85642.24          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 4.15%110145      | 2045-11-01      | 4.1500%  | 0.0000% | $55000.00          | $44025.47          | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS INC         SR SEC GLBL 30      | 2030-02-15      | 9.7810%  | 0.0000% | $4460.00           | $4463.22           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            5.7%48              | 2048-09-15      | 5.7000%  | 0.0000% | $3000.00           | $3026.84           | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              GLBL NT 5%33        | 2033-12-15      | 5.0000%  | 0.0000% | $2000.00           | $2051.43           | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 28       | 2028-05-15      | 3.9500%  | 0.0000% | $5000.00           | $4954.28           | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $4000.00           | $4059.48           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 28 BD 50    | 2050-07-01      | 4.9500%  | 0.0000% | $99000.00          | $80543.18          | Corporate Debt Securities                         |
| LINDE INC                      SR GLBL NT1.1%30    | 2030-08-10      | 1.1000%  | 0.0000% | $77000.00          | $65739.61          | Corporate Debt Securities                         |
| SEMPRA                         3.8%38              | 2038-02-01      | 3.8000%  | 0.0000% | $6000.00           | $4916.47           | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 5.375%031529     | 2029-03-15      | 5.3750%  | 0.0000% | $47000.00          | $48530.22          | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 26       | 2026-05-03      | 3.3500%  | 0.0000% | $36146000.00       | $35878248.51       | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          SR GLBL NT 28       | 2028-11-15      | 4.7250%  | 0.0000% | $4000.00           | $4055.36           | Corporate Debt Securities                         |
| ERAC USA FINANCE COMPANY       SR 144A NT4.5%45    | 2045-02-15      | 4.5000%  | 0.0000% | $23000.00          | $19553.33          | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL 144A 36     | 2036-11-03      | 6.4500%  | 0.0000% | $35000.00          | $35411.86          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 53       | 2053-01-15      | 5.3500%  | 0.0000% | $3000.00           | $2828.98           | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 77    | 2077-01-15      | 6.0000%  | 0.0000% | $2000.00           | $2019.44           | Corporate Debt Securities                         |
| TIME WARNER INC                SR GLBL DEB 31      | 2031-04-15      | 7.6250%  | 0.0000% | $1000.00           | $1078.98           | Corporate Debt Securities                         |
| ALLTEL CORP                    SR DEB 6.8%29       | 2029-05-01      | 6.8000%  | 0.0000% | $1000.00           | $1050.79           | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT2.1%31    | 2031-05-12      | 2.1000%  | 0.0000% | $3000.00           | $2639.40           | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 2.1%090128       | 2028-09-01      | 2.1000%  | 0.0000% | $14000.00          | $13020.30          | Corporate Debt Securities                         |
| AES CORP                       SR GLBL NT5.8%32    | 2032-03-15      | 5.8000%  | 0.0000% | $298000.00         | $297784.78         | Corporate Debt Securities                         |
| AGILENT TECHNOLOGIES INC       SR GLBL NT2.1%30    | 2030-06-04      | 2.1000%  | 0.0000% | $3000.00           | $2689.16           | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -N NT 29    | 2029-05-15      | 5.4500%  | 0.0000% | $3000.00           | $3073.98           | Corporate Debt Securities                         |
| ALGONQUIN POWER & UTILITIES CO JR SB GLBL          | 2082-01-18      | 4.7500%  | 0.0000% | $2000.00           | $1944.37           | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD 33       | 2033-06-01      | 4.9500%  | 0.0000% | $4000.00           | $4079.05           | Corporate Debt Securities                         |
| ALLY FINL INC                  GLBL NT 6.184%35    | 2035-07-26      | 6.1840%  | 0.0000% | $75000.00          | $75924.03          | Corporate Debt Securities                         |
| ARES MANAGEMENT CORPORATION    GLBL NT 6.375%28    | 2028-11-10      | 6.3750%  | 0.0000% | $12577000.00       | $13280955.66       | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT3.8%26    | 2026-04-15      | 3.8000%  | 0.0000% | $2000.00           | $1994.26           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 29       | 2029-09-15      | 4.1500%  | 0.0000% | $80000.00          | $78505.27          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD3.2%49    | 2049-08-15      | 3.2000%  | 0.0000% | $6000.00           | $3969.38           | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M BDS 4.15%44      | 2044-12-01      | 4.1500%  | 0.0000% | $65000.00          | $52957.11          | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 29       | 2029-06-15      | 5.4500%  | 0.0000% | $216000.00         | $218388.78         | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2017-CH2        A-19   20471225 FLT | 2047-12-25      | 4.0000%  | 0.0000% | $107000.00         | $3734.84           | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV2   B-5    20510925 FLT | 2051-09-25      | 3.2403%  | 0.0000% | $116000.00         | $79106.32          | Private Label Collateralized Mortgage Obligations |
| LAUDER ESTEE COS INC           SR GLBL NT2.6%30    | 2030-04-15      | 2.6000%  | 0.0000% | $773000.00         | $707380.03         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.8%040130       | 2030-04-01      | 5.8000%  | 0.0000% | $204000.00         | $210849.41         | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 28       | 2028-08-01      | 4.7500%  | 0.0000% | $3000.00           | $2955.90           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28    | 2028-03-15      | 6.1963%  | 0.0000% | $1000.00           | $1028.24           | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL FL NT 30    | 2030-01-07      | 5.6368%  | 0.0000% | $5230000.00        | $5137896.61        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-01-28      | 5.2070%  | 0.0000% | $1000.00           | $1030.18           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 31       | 2031-04-01      | 2.6250%  | 0.0000% | $3000.00           | $2682.61           | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%30     | 2030-01-15      | 4.0000%  | 0.0000% | $37000.00          | $35478.93          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT5.4%64    | 2064-06-25      | 5.4000%  | 0.0000% | $53000.00          | $50792.02          | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 33       | 2033-08-21      | 5.6250%  | 0.0000% | $10000.00          | $10332.29          | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 27       | 2027-01-15      | 2.6250%  | 0.0000% | $12000.00          | $11543.08          | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 54       | 2054-04-04      | 5.8930%  | 0.0000% | $335000.00         | $321207.01         | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL 144A 26     | 2026-07-01      | 1.4000%  | 0.0000% | $629000.00         | $630751.42         | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 2%28     | 2028-05-15      | 2.0000%  | 0.0000% | $2000.00           | $1866.67           | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR -2013A NT 43     | 2043-03-15      | 4.3000%  | 0.0000% | $2000.00           | $1671.16           | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       SR GLBL -M NT 32    | 2032-06-15      | 5.7000%  | 0.0000% | $65000.00          | $64694.72          | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 27       | 2027-06-01      | 2.2500%  | 0.0000% | $3000.00           | $2901.38           | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT 27       | 2027-02-15      | 2.0500%  | 0.0000% | $10186000.00       | $9670172.47        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP GLBL NT        | 2500-12-31      | 4.1250%  | 0.0000% | $1000.00           | $976.25            | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      GLBL NT 5.55%55     | 2055-02-16      | 5.5500%  | 0.0000% | $158000.00         | $150073.67         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT5.2%64    | 2064-02-15      | 5.2000%  | 0.0000% | $29000.00          | $26467.91          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $3000.00           | $2585.63           | Corporate Debt Securities                         |
| FIRST COAST RE IV LTD          -B VR 144A NT 28    | 2028-03-07      | 11.8113% | 0.0000% | $2500000.00        | $2482250.00        | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-10-15      | 3.8750%  | 0.0000% | $469.00            | $402.29            | Corporate Debt Securities                         |
| GENUINE PARTS CO               SR GLBL NT 30       | 2030-11-01      | 1.8750%  | 0.0000% | $2000.00           | $1707.04           | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT2.5%27    | 2027-01-15      | 2.5000%  | 0.0000% | $277000.00         | $269527.92         | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRUST        144A NT 5.4%30      | 2030-01-13      | 5.4000%  | 0.0000% | $298000.00         | $308897.86         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 43     | 2043-04-15      | 4.1000%  | 0.0000% | $2000.00           | $1516.09           | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL -17TH 35    | 2035-04-15      | 5.2500%  | 0.0000% | $95000.00          | $95916.04          | Corporate Debt Securities                         |
| F&G GLOBAL FUNDING             -20251 144A NT30    | 2030-01-16      | 5.8750%  | 0.0000% | $15000.00          | $15548.97          | Corporate Debt Securities                         |
| FMC CORP                       SR GLBL NT3.2%26    | 2026-10-01      | 3.2000%  | 0.0000% | $5000.00           | $4910.57           | Corporate Debt Securities                         |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT5.1%32    | 2032-07-15      | 5.1000%  | 0.0000% | $3000.00           | $3061.45           | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 6.2%30      | 2030-11-15      | 6.2000%  | 0.0000% | $4000.00           | $4242.53           | Corporate Debt Securities                         |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT 29       | 2029-05-21      | 3.7500%  | 0.0000% | $50000.00          | $48164.88          | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR NT 5.75%41       | 2041-10-01      | 5.7500%  | 0.0000% | $5000.00           | $4897.82           | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 32       | 2032-01-15      | 3.2500%  | 0.0000% | $3000.00           | $2632.13           | Corporate Debt Securities                         |
| ENTEGRIS ESCROWCORPORATION     SR SEC GLBL 29      | 2029-04-15      | 4.7500%  | 0.0000% | $5000.00           | $4879.84           | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 6.65%34       | 2034-10-15      | 6.6500%  | 0.0000% | $4000.00           | $4374.57           | Corporate Debt Securities                         |
| CORPORACION NACIONAL DEL COBRE SR REGS NT 55       | 2055-01-13      | 6.7800%  | 0.0000% | $280000.00         | $283030.07         | Corporate Debt Securities                         |
| GLENCORE FINANCE CANADA LTD    GLBL REGS NT6%41    | 2041-11-15      | 6.0000%  | 0.0000% | $5000.00           | $4880.70           | Corporate Debt Securities                         |
| TRANSURBAN FIN CO PTY LTD      SR SEC GLBL 31      | 2031-03-16      | 2.4500%  | 0.0000% | $25000.00          | $21955.15          | Corporate Debt Securities                         |
| PETROLIAM NASIONAL BERHAD      GLBL REGS BD 26     | 2026-10-15      | 7.6250%  | 0.0000% | $325000.00         | $340421.66         | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT2.7%40    | 2040-04-15      | 2.7000%  | 0.0000% | $2000.00           | $1487.31           | Corporate Debt Securities                         |
| NEUQUEN PROV ARGENTINA         SR GLBL STEP 30     | 2030-04-27      | 6.8750%  | 0.0000% | $509.00            | $375.41            | Corporate Debt Securities                         |
| WINTRUST FINL CORP             SUB GLBL NT 29      | 2029-06-06      | 4.8500%  | 0.0000% | $55000.00          | $54136.04          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL REGS 32     | 2032-04-15      | 4.1500%  | 0.0000% | $3000.00           | $2866.94           | Corporate Debt Securities                         |
| KKR GROUP FIN CO XII LLC       SR GLBL REGS 32     | 2032-05-17      | 4.8500%  | 0.0000% | $146000.00         | $142607.16         | Corporate Debt Securities                         |
| SIX FLAGS THEME PKS INC        SR SEC GLBL 25      | 2025-07-01      | 7.0000%  | 0.0000% | $4000.00           | $4118.37           | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK LTD144A  FR 5.902%011436     | 2036-01-14      | 5.9020%  | 0.0000% | $2000000.00        | $2063132.89        | Corporate Debt Securities                         |
| SES GLOBAL AMERS HLDGS GP      SR GLBL REGS 44     | 2044-03-25      | 5.3000%  | 0.0000% | $4000.00           | $2872.68           | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 51       | 2051-09-22      | 2.6500%  | 0.0000% | $198000.00         | $121990.88         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID GLBL REGS NT 29     | 2029-05-15      | 4.6880%  | 0.0000% | $290000.00         | $282028.87         | Corporate Debt Securities                         |
| SEALED AIR CORP NEW            SR GLBL REGS 29     | 2029-04-15      | 5.0000%  | 0.0000% | $4000.00           | $3949.40           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 33       | 2033-02-15      | 5.3500%  | 0.0000% | $56000.00          | $57363.83          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.867%060834     | 2034-06-08      | 5.8670%  | 0.0000% | $6254000.00        | $6574337.52        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL REGS 28     | 2028-02-15      | 1.9500%  | 0.0000% | $2000.00           | $1887.97           | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 47       | 2047-02-09      | 4.2500%  | 0.0000% | $2000.00           | $1709.19           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 4.75%30     | 2030-02-15      | 4.7500%  | 0.0000% | $3000.00           | $3050.65           | Corporate Debt Securities                         |
| TRUIST FINL CORP               SUB NT      6%26    | 2026-02-15      | 6.0000%  | 0.0000% | $2000.00           | $2049.12           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 31       | 2031-02-15      | 2.5500%  | 0.0000% | $2405000.00        | $2143378.09        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL COCO 30     | 2030-10-15      | 5.0050%  | 0.0000% | $5900000.00        | $5925170.88        | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC CO        1M GLBL -9 BD 52    | 2052-06-01      | 5.1500%  | 0.0000% | $5000.00           | $4311.78           | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -J NT     | 2500-12-31      | 6.7000%  | 0.0000% | $4000.00           | $4127.55           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 27       | 2027-04-15      | 3.7500%  | 0.0000% | $1941000.00        | $1924321.96        | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT 28       | 2028-03-23      | 5.4500%  | 0.0000% | $4000.00           | $4113.53           | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 28       | 2028-03-07      | 3.6500%  | 0.0000% | $5000.00           | $4941.23           | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M MM BD5.125%40    | 2040-11-15      | 5.1250%  | 0.0000% | $2000.00           | $1874.05           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.45%051826      | 2026-05-18      | 4.4500%  | 0.0000% | $4000.00           | $4009.53           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.9%050145       | 2045-05-01      | 3.9000%  | 0.0000% | $1040000.00        | $801020.13         | Corporate Debt Securities                         |
| INFOR INC.                     SR GLBL REGS 25     | 2025-07-15      | 1.7500%  | 0.0000% | $2000.00           | $2003.92           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.478%040431     | 2031-04-04      | 4.4780%  | 0.0000% | $180000.00         | $177986.84         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               GLBL NT 2.15%31     | 2031-06-03      | 2.1500%  | 0.0000% | $2000.00           | $1775.12           | Corporate Debt Securities                         |
| US BANCORP                     FR 3.95%111725      | 2025-11-17      | 3.9500%  | 0.0000% | $4000.00           | $3989.39           | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 29       | 2029-07-31      | 3.1250%  | 0.0000% | $5000.00           | $4793.78           | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD 34       | 2034-09-15      | 5.1500%  | 0.0000% | $12000.00          | $11979.35          | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 5.3%29      | 2029-04-05      | 5.3000%  | 0.0000% | $43000.00          | $44250.32          | Corporate Debt Securities                         |
| WESTPAC BKG CORP               SR GLBL NT2.7%26    | 2026-08-19      | 2.7000%  | 0.0000% | $5000.00           | $4944.07           | Corporate Debt Securities                         |
| WRKCO INC                      4.2%32              | 2032-06-01      | 4.2000%  | 0.0000% | $4000.00           | $3855.37           | Corporate Debt Securities                         |
| BROOKFIELD CORP                SR GLBL 144A 26     | 2026-03-01      | 6.1250%  | 0.0000% | $4000.00           | $3997.25           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 48       | 2048-12-15      | 4.4500%  | 0.0000% | $5000.00           | $4076.33           | Corporate Debt Securities                         |
| TRANSCANADA TRUST              SUB COCO 77         | 2077-03-15      | 5.3000%  | 0.0000% | $2000.00           | $1971.12           | Corporate Debt Securities                         |
| TORREY PINES RE LTD            -B-20221 144A 25    | 2025-06-06      | 12.9218% | 0.0000% | $2250000.00        | $2265200.08        | Corporate Debt Securities                         |
| TRIMAS CORP                    SR GLBL 144A 29     | 2029-04-15      | 4.1250%  | 0.0000% | $2000.00           | $1892.19           | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2500-12-31      | 7.6250%  | 0.0000% | $1000.00           | $1079.86           | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT 35       | 2035-12-14      | 4.1500%  | 0.0000% | $5000.00           | $4795.78           | Corporate Debt Securities                         |
| WASHINGTON UNIV                SR -2022 BD 22      | 2122-04-15      | 4.3490%  | 0.0000% | $342000.00         | $255650.56         | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR GLBL NT6.4%54    | 2054-06-28      | 6.4000%  | 0.0000% | $338000.00         | $330953.45         | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT4.9%33    | 2033-03-14      | 4.9000%  | 0.0000% | $4000.00           | $4069.42           | Corporate Debt Securities                         |
| WEYERHAEUSER CO                SR GLBL NT 4%30     | 2030-04-15      | 4.0000%  | 0.0000% | $3600000.00        | $3499956.00        | Corporate Debt Securities                         |
| US BANCORP                     FR 5.775%061229     | 2029-06-12      | 5.7750%  | 0.0000% | $1000.00           | $1058.06           | Corporate Debt Securities                         |
| WESTPAC NZ LIMITED             SR 144A NT 27       | 2027-02-26      | 5.1320%  | 0.0000% | $1495000.00        | $1529534.83        | Corporate Debt Securities                         |
| VIKING BAKED GOODS ACQU CORP   SR SEC GLBL 31      | 2031-11-01      | 8.6250%  | 0.0000% | $2053000.00        | $1950448.37        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            SR GLBL NT 37       | 2037-06-15      | 6.3750%  | 0.0000% | $3000.00           | $3246.57           | Corporate Debt Securities                         |
| PROVINCIA DE RIO NEGRO         GLBL AMZ REGS 28    | 2028-03-10      | 6.8750%  | 0.0000% | $1097.00           | $689.26            | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 6.123%102833     | 2033-10-28      | 6.1230%  | 0.0000% | $2000.00           | $2095.01           | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 65       | 2065-11-15      | 4.3750%  | 0.0000% | $6000.00           | $4445.42           | Corporate Debt Securities                         |
| WELLS FARGO & CO               SR GLBL NT 28       | 2028-07-25      | 4.8080%  | 0.0000% | $8000.00           | $8147.80           | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 25       | 2025-07-15      | 3.7500%  | 0.0000% | $16000.00          | $16207.40          | Corporate Debt Securities                         |
| BIMBO BAKERIES USA INC         SR REGS NT 36       | 2036-01-09      | 5.3750%  | 0.0000% | $5211000.00        | $5136545.66        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            SR GLBL NT5.1%44    | 2044-01-15      | 5.1000%  | 0.0000% | $5000.00           | $4549.27           | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR DEB 4.5%42       | 2042-09-15      | 4.5000%  | 0.0000% | $3000.00           | $2328.26           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 30       | 2030-12-01      | 7.7500%  | 0.0000% | $85000.00          | $100394.75         | Corporate Debt Securities                         |
| VORNADO RLTY L P               GLBL NT 3.4%31      | 2031-06-01      | 3.4000%  | 0.0000% | $2000.00           | $1752.25           | Corporate Debt Securities                         |
| SIEMENS FUNDING B.V.           SR GLBL REGS 65     | 2065-05-28      | 5.9000%  | 0.0000% | $200000.00         | $202811.56         | Corporate Debt Securities                         |
| WESTROCK CO                    SR GLBL NT 4%28     | 2028-03-15      | 4.0000%  | 0.0000% | $2000.00           | $1978.87           | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 5.65%44     | 2044-07-05      | 5.6500%  | 0.0000% | $967000.00         | $952443.69         | Corporate Debt Securities                         |
| CLOROX CO DEL                  SR GLBL NT4.6%32    | 2032-05-01      | 4.6000%  | 0.0000% | $3000.00           | $2968.61           | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT 29       | 2029-11-15      | 2.8750%  | 0.0000% | $268000.00         | $249151.00         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT3.8%28    | 2028-02-15      | 3.8000%  | 0.0000% | $3000.00           | $2959.51           | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            2024A BD5.205%31    | 2031-12-01      | 5.2050%  | 0.0000% | $2000.00           | $2070.54           | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 3.15%091725      | 2025-09-17      | 3.1500%  | 0.0000% | $3000.00           | $3008.15           | Corporate Debt Securities                         |
| CALIFORNIA RES CORP            SR GLBL 144A 29     | 2029-06-15      | 8.2500%  | 0.0000% | $4000.00           | $4157.61           | Corporate Debt Securities                         |
| DXC TECHNOLOGY CO              SR GLBL NT1.8%26    | 2026-09-15      | 1.8000%  | 0.0000% | $4000.00           | $3860.60           | Corporate Debt Securities                         |
| BANCO GNB SUDAMERIS S A        LW TIER II 31       | 2031-04-16      | 7.5000%  | 0.0000% | $150000.00         | $147625.00         | Corporate Debt Securities                         |
| FHLMC SCRTT SERIES 2018-3      M      20570827 FLT | 2057-08-27      | 4.7500%  | 0.0000% | $1634000.00        | $1583470.82        | Private Label Collateralized Mortgage Obligations |
| ATHENE GLOBAL FDG              SR SEC REGS NT31    | 2031-06-07      | 2.6730%  | 0.0000% | $5000.00           | $4365.88           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%32    | 2032-06-15      | 5.9000%  | 0.0000% | $3000.00           | $3100.45           | Corporate Debt Securities                         |
| MARATHON PETE CORP             SR GLBL NT 5%54     | 2054-09-15      | 5.0000%  | 0.0000% | $6000.00           | $4764.34           | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL26    | 2026-06-30      | 3.8500%  | 0.0000% | $4000.00           | $4041.37           | Corporate Debt Securities                         |
| NISOURCE INC                   SR GLBL NT 27       | 2027-05-15      | 3.4900%  | 0.0000% | $3000.00           | $2941.27           | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 34       | 2034-03-15      | 5.9500%  | 0.0000% | $3000.00           | $3076.37           | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT3.4%29    | 2029-03-07      | 3.4000%  | 0.0000% | $12000.00          | $11716.79          | Corporate Debt Securities                         |
| FOX CORP                       SR GLBL NT 29       | 2029-01-25      | 4.7090%  | 0.0000% | $3000.00           | $3054.18           | Corporate Debt Securities                         |
| NESCO HOLDINGS II INCORPORATED SR SEC 144A NT29    | 2029-04-15      | 5.5000%  | 0.0000% | $5000.00           | $4747.32           | Corporate Debt Securities                         |
| LINDE INC                      SR NT 3.55%42       | 2042-11-07      | 3.5500%  | 0.0000% | $96000.00          | $74122.37          | Corporate Debt Securities                         |
| PHYSICIANS RLTY LP             SR GLBL NT 31       | 2031-11-01      | 2.6250%  | 0.0000% | $4000.00           | $3449.90           | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR GLBL 144A 29     | 2029-04-01      | 8.0000%  | 0.0000% | $4000.00           | $4059.96           | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 5%34     | 2034-03-15      | 5.0000%  | 0.0000% | $1000000.00        | $993776.67         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          SR GLBL NT 26       | 2026-03-01      | 2.9500%  | 0.0000% | $149000.00         | $147729.49         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 27       | 2027-04-15      | 2.1250%  | 0.0000% | $500000.00         | $481548.12         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT3.1%26    | 2026-11-15      | 3.1000%  | 0.0000% | $500000.00         | $489630.83         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5%112425         | 2025-11-24      | 5.0000%  | 0.0000% | $5000.00           | $5009.32           | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 33       | 2033-02-27      | 5.1500%  | 0.0000% | $61000.00          | $62117.16          | Corporate Debt Securities                         |
| PRICOA GLOBAL FDG I            144A NT 5.35%35     | 2035-05-28      | 5.3500%  | 0.0000% | $999000.00         | $1000265.95        | Corporate Debt Securities                         |
| PUGET ENERGY INC               MTN AMBAC  12/27    | 2027-12-01      | 7.0200%  | 0.0000% | $4000.00           | $4268.90           | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     FR 5.71%012133      | 2033-01-21      | 5.7100%  | 0.0000% | $2401000.00        | $2513897.02        | Corporate Debt Securities                         |
| MASCO CORP                     SR GLBL NT1.5%28    | 2028-02-15      | 1.5000%  | 0.0000% | $2000.00           | $1847.27           | Corporate Debt Securities                         |
| NMI HLDGS INC                  GLBL NT 6%29        | 2029-08-15      | 6.0000%  | 0.0000% | $76000.00          | $78790.72          | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT 25       | 2025-06-01      | 1.6500%  | 0.0000% | $3000.00           | $3024.01           | Corporate Debt Securities                         |
| NBN CO LTD                     FR 1.625%010827     | 2027-01-08      | 1.6250%  | 0.0000% | $200000.00         | $192625.94         | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT 62       | 2062-06-01      | 5.2500%  | 0.0000% | $4000.00           | $3622.62           | Corporate Debt Securities                         |
| NORTHWESTERN MUTUAL GLOBAL FDG FR 4.11%091227      | 2027-09-12      | 4.1100%  | 0.0000% | $2034000.00        | $2040661.35        | Corporate Debt Securities                         |
| NORTHWESTERN MUTUAL GLOBAL FDG FR 4.35%091527      | 2027-09-15      | 4.3500%  | 0.0000% | $3000.00           | $3028.12           | Corporate Debt Securities                         |
| NESTLE HLDGS INC               SR 144A NT 33       | 2033-03-14      | 4.8500%  | 0.0000% | $800000.00         | $813359.11         | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR NT 5.75%40       | 2040-01-30      | 5.7500%  | 0.0000% | $5000.00           | $4968.18           | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR NT 6.125%34      | 2034-03-15      | 6.1250%  | 0.0000% | $1000.00           | $1041.00           | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 26       | 2026-03-01      | 7.8750%  | 0.0000% | $41000.00          | $42798.62          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL 72 DB 53    | 2053-02-28      | 5.2500%  | 0.0000% | $783000.00         | $710006.13         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT 35       | 2035-03-15      | 4.9500%  | 0.0000% | $450000.00         | $432964.12         | Corporate Debt Securities                         |
| PEPSICO INC                    SR NT 5.5%40        | 2040-01-15      | 5.5000%  | 0.0000% | $4000.00           | $4148.50           | Corporate Debt Securities                         |
| PPG INDS INC                   SR GLBL NT 28       | 2028-03-15      | 3.7500%  | 0.0000% | $9000.00           | $8887.07           | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 4.85%020729      | 2029-02-07      | 4.8500%  | 0.0000% | $94000.00          | $96433.06          | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL40    | 2040-12-21      | 2.5000%  | 0.0000% | $2000.00           | $1362.64           | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 30       | 2030-12-15      | 2.1500%  | 0.0000% | $2000.00           | $1754.89           | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.15%020134      | 2034-02-01      | 5.1500%  | 0.0000% | $2000.00           | $2045.89           | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         4.2%28              | 2028-09-15      | 4.2000%  | 0.0000% | $87000.00          | $86991.30          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD4.2%29    | 2029-03-01      | 4.2000%  | 0.0000% | $90000.00          | $88396.50          | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS LP        SR NT 3.75%28       | 2028-03-01      | 3.7500%  | 0.0000% | $3000.00           | $2884.92           | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT 37       | 2037-06-15      | 7.2500%  | 0.0000% | $93000.00          | $104946.70         | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 31       | 2031-01-15      | 3.2500%  | 0.0000% | $124000.00         | $115942.17         | Corporate Debt Securities                         |
| NUTRIEN LTD                    SR GLBL NT 35       | 2035-03-15      | 4.1250%  | 0.0000% | $93000.00          | $83401.82          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.2%080133       | 2033-08-01      | 5.2000%  | 0.0000% | $28000.00          | $28766.89          | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            GLBL NT 3.112%40    | 2040-02-15      | 3.1120%  | 0.0000% | $92000.00          | $69539.73          | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 31       | 2031-03-15      | 1.6250%  | 0.0000% | $4000.00           | $3392.70           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.376%042728     | 2028-04-27      | 4.3760%  | 0.0000% | $8000.00           | $7988.01           | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 5.017%27    | 2027-11-17      | 5.0170%  | 0.0000% | $2000.00           | $2032.66           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M4     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $5000000.00        | $2159.11           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2005-1      M8     20350325 FLT | 2035-03-25      | 6.4642%  | 0.0000% | $3000000.00        | $1647.96           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M5     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $4000000.00        | $1742.28           | Asset-Backed Securities                           |
| COREVEST AMCR FIN TR 2021-1    XA     20540417 FLT | 2054-04-17      | 2.8559%  | 0.0000% | $15570679.00       | $183810.39         | Asset-Backed Securities                           |
| CWHEQ HEQ LN TR 2006-S5        A-6    20350625 FLT | 2035-06-25      | 5.7500%  | 0.0000% | $8000000.00        | $1.06              | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M3     20360525 FLT | 2036-05-25      | 5.0242%  | 0.0000% | $7527000.00        | $3231.50           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-3      M4     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $7200000.00        | $3073.11           | Asset-Backed Securities                           |
| GMACM HEQ LN TR 2007-HE2       A-4    20371225 FLT | 2037-12-25      | 7.4240%  | 0.0000% | $70000.00          | $1439.10           | Asset-Backed Securities                           |
| ML MTG INVESTORS 2005-WMC1     M-1    20350925 FLT | 2035-09-25      | 5.1892%  | 0.0000% | $1500000.00        | $260112.80         | Asset-Backed Securities                           |
| GSAMP TRUST 2006-S1            A-2A   20351125 FLT | 2035-11-25      | 4.6192%  | 0.0000% | $300000.00         | $923.91            | Asset-Backed Securities                           |
| FHF TRUST 2021-2               A      20261215 0.8 | 2026-12-15      | 0.8300%  | 0.0000% | $146000.00         | $80.55             | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M4     20360525 FLT | 2036-05-25      | 5.1892%  | 0.0000% | $8861000.00        | $3926.05           | Asset-Backed Securities                           |
| SOUND POINT CLO LTD 2021-32    Y      20341025 FLT | 2034-10-25      | 0.0625%  | 0.0000% | $464839.00         | $248168.72         | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M6     20360525 FLT | 2036-05-25      | 5.3092%  | 0.0000% | $9500000.00        | $4304.17           | Asset-Backed Securities                           |
| WESTLAKE AM RECEVIBALE 2025-P1 C      20301115 5.1 | 2030-11-15      | 5.1500%  | 0.0000% | $300000.00         | $300649.22         | Asset-Backed Securities                           |
| SASCO ARC 2004-1               A      20340627 5.2 | 2034-06-27      | 5.2500%  | 0.0000% | $5920000.00        | $194.50            | Asset-Backed Securities                           |
| UNITED AIRLINES PTC 2020-1     A      20290415 5.8 | 2029-04-15      | 5.8750%  | 0.0000% | $3999.00           | $1626.08           | Asset-Backed Securities                           |
| NOMURA ASSET ALT LN 2006-S3    A-1    20360825 FLT | 2036-08-25      | 4.7592%  | 0.0000% | $338000.00         | $1896.76           | Asset-Backed Securities                           |
| JOHN DEERE OWNER TR 2023       A-3    20271115 5.0 | 2027-11-15      | 5.0100%  | 0.0000% | $5000.00           | $3764.23           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-S1     M4     20370125 FLT | 2037-01-25      | 5.4892%  | 0.0000% | $4078000.00        | $1908.79           | Asset-Backed Securities                           |
| AIR CANADA 2020-2              B      20270401 9.0 | 2027-04-01      | 9.0000%  | 0.0000% | $20000.00          | $4904.85           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-S1     M5     20370125 FLT | 2037-01-25      | 5.6392%  | 0.0000% | $3981000.00        | $1913.15           | Asset-Backed Securities                           |
| FLAGSHIP CR AUTO TR 2022-4     A-3    20270615 6.3 | 2027-06-15      | 6.3200%  | 0.0000% | $15000.00          | $4529.57           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-3      M7     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $3015000.00        | $1448.92           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M7     20360525 FLT | 2036-05-25      | 6.0892%  | 0.0000% | $5000000.00        | $2590.36           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M3     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $7600000.00        | $3215.34           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M5     20360525 FLT | 2036-05-25      | 5.2342%  | 0.0000% | $4000000.00        | $1787.28           | Asset-Backed Securities                           |
| GMACM HEQ LN TR 2007-HE2       A-5    20371225 FLT | 2037-12-25      | 7.0510%  | 0.0000% | $50000.00          | $1027.91           | Asset-Backed Securities                           |
| PAGAYA AI DEBT TR 2023-6       D      20310616 9.0 | 2031-06-16      | 9.0000%  | 0.0000% | $3319805.00        | $3360185.15        | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2006-2  C      20310925 FLT | 2031-09-25      | 4.9392%  | 0.0000% | $7000000.00        | $2886.61           | Asset-Backed Securities                           |
| SUTTER HEALTH                  SR SEC GLBL 28      | 2028-08-15      | 3.6950%  | 0.0000% | $1000.00           | $982.07            | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 48       | 2048-03-15      | 4.4500%  | 0.0000% | $2000.00           | $1628.86           | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 32       | 2032-09-15      | 1.8500%  | 0.0000% | $6000.00           | $4926.75           | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT4.7%30    | 2030-03-01      | 4.7000%  | 0.0000% | $29000.00          | $29874.22          | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL FLT NT 27      | 2027-03-15      | 5.2263%  | 0.0000% | $2000.00           | $2034.72           | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 27       | 2027-07-30      | 4.6500%  | 0.0000% | $4000.00           | $4080.44           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT5.3%29    | 2029-06-24      | 5.3000%  | 0.0000% | $10000.00          | $10316.67          | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         SR GLBL DB3.5%49    | 2049-09-30      | 3.5000%  | 0.0000% | $4000.00           | $2765.69           | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 29       | 2029-02-20      | 4.7500%  | 0.0000% | $4000.00           | $4101.70           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.95%030335      | 2035-03-03      | 4.9500%  | 0.0000% | $185000.00         | $184471.36         | Corporate Debt Securities                         |
| NATURE COAST RE LTD            EXTND-A 144A 32     | 2032-06-07      | 19.0872% | 0.0000% | $1000000.00        | $1168957.55        | Corporate Debt Securities                         |
| INTERNATIONAL PAPER CO         SR GLBL NT4.4%47    | 2047-08-15      | 4.4000%  | 0.0000% | $3000.00           | $2377.36           | Corporate Debt Securities                         |
| HEALTHCARE RLTY TR             SR GLBL NT 28       | 2028-01-15      | 3.6250%  | 0.0000% | $5000.00           | $4802.37           | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL 144A NT 30     | 2030-04-01      | 5.1860%  | 0.0000% | $4000.00           | $4075.24           | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL -B DB 31    | 2031-04-01      | 7.4500%  | 0.0000% | $74000.00          | $84626.38          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SB NT FXD/FLT 46    | 2046-04-20      | 5.2500%  | 0.0000% | $2000.00           | $1992.61           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 51       | 2051-09-15      | 2.7500%  | 0.0000% | $7000.00           | $4198.45           | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.9%52    | 2052-08-05      | 4.9000%  | 0.0000% | $58000.00          | $47146.62          | Corporate Debt Securities                         |
| GEORGIA PWR CO                 GLBL 2024B NT 34    | 2034-03-15      | 5.2500%  | 0.0000% | $3000.00           | $3043.64           | Corporate Debt Securities                         |
| LOWES COS INC                  SR NT 4.65%42       | 2042-04-15      | 4.6500%  | 0.0000% | $3000.00           | $2591.62           | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL COCO 28     | 2028-01-05      | 5.4620%  | 0.0000% | $700000.00         | $722623.81         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT4.5%40    | 2040-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1886.09           | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 1.34%011227      | 2027-01-12      | 1.3400%  | 0.0000% | $435000.00         | $428208.20         | Corporate Debt Securities                         |
| KENVUE INC                     SR GLBL NT 5%30     | 2030-03-22      | 5.0000%  | 0.0000% | $3769000.00        | $3890755.45        | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR FLT NT 27        | 2027-05-21      | 5.0976%  | 0.0000% | $2000.00           | $2003.57           | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT 30       | 2030-05-30      | 4.6500%  | 0.0000% | $5906000.00        | $5918756.96        | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        SR 144A NT 34       | 2034-06-15      | 5.8870%  | 0.0000% | $203000.00         | $214031.44         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 39     | 2039-04-01      | 3.8750%  | 0.0000% | $64000.00          | $54341.80          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD31    | 2031-03-15      | 1.3500%  | 0.0000% | $15000.00          | $12426.79          | Corporate Debt Securities                         |
| JOHNS HOPKINS UNIV             GLBL -A BD 32       | 2032-07-01      | 4.7050%  | 0.0000% | $53000.00          | $53585.30          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -B    | 2500-12-31      | 6.5000%  | 0.0000% | $5000.00           | $4929.52           | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 38       | 2038-05-15      | 6.3750%  | 0.0000% | $234000.00         | $254768.96         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-06-15      | 4.8750%  | 0.0000% | $836.00            | $769.11            | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          SR GLBL 144A 29     | 2029-02-01      | 4.5690%  | 0.0000% | $81000.00          | $81377.71          | Corporate Debt Securities                         |
| NEW YORK UNIVERSITY            -2009 SINK BD 32    | 2032-07-01      | 5.2360%  | 0.0000% | $3000.00           | $3101.55           | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 62       | 2062-03-15      | 5.3910%  | 0.0000% | $2000.00           | $1304.62           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 32       | 2032-02-03      | 5.2500%  | 0.0000% | $100000.00         | $103128.25         | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        GLBL NT 4.65%30     | 2030-05-19      | 4.6500%  | 0.0000% | $3000.00           | $3019.23           | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 30       | 2030-06-24      | 1.4500%  | 0.0000% | $12000.00          | $10435.84          | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT3.6%25    | 2025-11-13      | 3.6000%  | 0.0000% | $4000.00           | $3987.96           | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 4.3%43        | 2043-06-15      | 4.3000%  | 0.0000% | $74000.00          | $63625.08          | Corporate Debt Securities                         |
| MERITAGE HOMES CORP            SR GLBL NT 27       | 2027-06-06      | 5.1250%  | 0.0000% | $42000.00          | $43405.77          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 5.2%051734       | 2034-05-17      | 5.2000%  | 0.0000% | $4000.00           | $4054.27           | Corporate Debt Securities                         |
| DTE GAS CO DISC COML PAPER     SR SEC NT 5.7%33    | 2033-03-15      | 5.7000%  | 0.0000% | $1000.00           | $1026.57           | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 5.6%40        | 2040-09-15      | 5.6000%  | 0.0000% | $4000.00           | $4034.95           | Corporate Debt Securities                         |
| INTUIT                         SR GLBL NT 25       | 2025-07-15      | 0.9500%  | 0.0000% | $4000.00           | $3995.97           | Corporate Debt Securities                         |
| MALLINCKRODT INTL FIN SA / CB  SR SEC GLBL 28      | 2028-11-14      | 14.7500% | 0.0000% | $243.00            | $254.65            | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 41       | 2041-08-19      | 2.7500%  | 0.0000% | $2000.00           | $1377.23           | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL31    | 2031-04-15      | 2.8500%  | 0.0000% | $370000.00         | $331465.42         | Corporate Debt Securities                         |

### Security 656: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.680000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP188XS9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP188XS9
- **C.18 - Value (incl. sponsor support):** $499912655.00
- **C.18.a - Value (excl. sponsor support):** $499912655.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| URBAN ONE INC                  CL D NON VTG     | 2500-12-31      | N/A      | 0.0000% | $32886.00          | $23677.92          | Equities   |
| VICARIOUS SURGICAL INC         COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $13541.00          | $104942.75         | Equities   |
| A SPAC III ACQUISITION CORP    ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $17859.00          | $181447.44         | Equities   |
| DT CLOUD STAR ACQUISITION CORP SHS              | 2500-12-31      | N/A      | 0.0000% | $14786.00          | $152591.52         | Equities   |
| WISDOMTREE TR                  CYBERSECURITY FD | 2500-12-31      | N/A      | 0.0000% | $24901.00          | $753476.87         | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $27344.00          | $280822.88         | Equities   |
| CI&T INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $117321.00         | $712138.47         | Equities   |
| VIRTUS ETF TR II               DUFF & PHELPS CL | 2500-12-31      | N/A      | 0.0000% | $271.00            | $4945.13           | Equities   |
| WISDOMTREE TR                  7 10 YR LADDERED | 2500-12-31      | N/A      | 0.0000% | $299.00            | $14806.21          | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHARES WE | 2500-12-31      | N/A      | 0.0000% | $2740.00           | $68089.00          | Equities   |
| VANECK ETF TRUST               GREEN METALS ETF | 2500-12-31      | N/A      | 0.0000% | $1799.00           | $39283.32          | Equities   |
| VICTORY PORTFOLIOS II          VCSHS INTL VOLTY | 2500-12-31      | N/A      | 0.0000% | $809.00            | $39980.78          | Equities   |
| TOYO CO LTD                    ORD SH           | 2500-12-31      | N/A      | 0.0000% | $16436.00          | $55882.40          | Equities   |
| GP-ACT III ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $65672.00          | $687585.84         | Equities   |
| VIRTUS ETF TR II               STONE HARBOR EMG | 2500-12-31      | N/A      | 0.0000% | $2709.00           | $71531.15          | Equities   |
| VANECK ETF TRUST               GREEN BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $764.00            | $18274.88          | Equities   |
| FUTURE VISION II ACQUISITION   SHS              | 2500-12-31      | N/A      | 0.0000% | $13452.00          | $138555.60         | Equities   |
| URBAN ONE INC                  CL A             | 2500-12-31      | N/A      | 0.0000% | $22291.00          | $38786.34          | Equities   |
| VANECK ETF TRUST               BRAZIL SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $8314.00           | $121319.55         | Equities   |
| WISDOMTREE TR                  WSDM EMKTBD FD   | 2500-12-31      | N/A      | 0.0000% | $5019.00           | $326235.00         | Equities   |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $146477.00         | $373516.35         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHARES FR | 2500-12-31      | N/A      | 0.0000% | $8102.00           | $200760.27         | Equities   |
| TIDAL ETF TR                   FOLIOBEYOND ENHA | 2500-12-31      | N/A      | 0.0000% | $1115.00           | $21810.63          | Equities   |
| VANECK ETF TRUST               RETAIL ETF       | 2500-12-31      | N/A      | 0.0000% | $6195.00           | $1447461.75        | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $23438.00          | $237192.56         | Equities   |
| FLAG SHIP ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $5434.00           | $56513.60          | Equities   |
| WISDOMTREE TR                  EM MKTS QTLY DIV | 2500-12-31      | N/A      | 0.0000% | $9926.00           | $263237.52         | Equities   |
| EUREKA ACQUISITION CORP        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $18741.00          | $194344.17         | Equities   |
| CHURCHILL CAPITAL CORP IX      CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $57050.00          | $632684.50         | Equities   |
| CREDICORP LTD                  COM              | 2500-12-31      | N/A      | 0.0000% | $88624.00          | $18592428.96       | Equities   |
| NABORS ENERGY TRANSITION CORP  CL A             | 2500-12-31      | N/A      | 0.0000% | $252528.00         | $2787909.12        | Equities   |
| TIMOTHY PLAN                   U S SM CP CORE   | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $135972.00         | Equities   |
| WISDOMTREE TR                  JPN SCAP HDG EQT | 2500-12-31      | N/A      | 0.0000% | $2014.00           | $72081.06          | Equities   |
| DIVERSIFIED ENERGY COMPANY PLC SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $47821.00          | $676667.15         | Equities   |
| WISDOMTREE TR                  BIANCO TOTL RETU | 2500-12-31      | N/A      | 0.0000% | $10403.00          | $261219.33         | Equities   |
| VANECK MERK GOLD ETF           GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $132385.00         | $4232348.45        | Equities   |
| ALLSPRING EXCHANGE TRADED FUND CORE PLUS ETF    | 2500-12-31      | N/A      | 0.0000% | $26988.00          | $663904.80         | Equities   |
| AMPLIFY ETF TR                 WEIGHT LOSS DRUG | 2500-12-31      | N/A      | 0.0000% | $1616.00           | $35418.20          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS ALL INT  | 2500-12-31      | N/A      | 0.0000% | $9865.00           | $627512.65         | Equities   |
| AIM ETF PRODUCTS TRUST         US LARCP B10 MAY | 2500-12-31      | N/A      | 0.0000% | $3558.00           | $120458.58         | Equities   |
| AIM ETF PRODUCTS TRUST         US LRGCP B10 APR | 2500-12-31      | N/A      | 0.0000% | $553.00            | $21118.57          | Equities   |
| ALTO INGREDIENTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $27663.00          | $25779.15          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $6145.00           | $352913.49         | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM US LRG | 2500-12-31      | N/A      | 0.0000% | $17639.00          | $525481.69         | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM U S LR | 2500-12-31      | N/A      | 0.0000% | $2334.00           | $64931.65          | Equities   |
| ADVISOR MANAGED PORTFOLIOS     MILLER VALUE PAR | 2500-12-31      | N/A      | 0.0000% | $6719.00           | $222022.64         | Equities   |
| BLACKROCK ETF TRUST            ISHARES TECHNOLO | 2500-12-31      | N/A      | 0.0000% | $7565.00           | $194738.99         | Equities   |
| YHN ACQUISITION I LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $12827.00          | $131989.83         | Equities   |
| EMBRACE CHANGE ACQUISITN CORP  ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $4030.00           | $48158.50          | Equities   |
| WISDOMTREE TR                  EMGRING MKTS     | 2500-12-31      | N/A      | 0.0000% | $8076.00           | $224585.48         | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A SHS     | 2500-12-31      | N/A      | 0.0000% | $7023.00           | $74443.80          | Equities   |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $3602052.00        | $17614034.28       | Equities   |
| PERCEPTIVE CAP SOLUTIONS CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $3428.00           | $36165.40          | Equities   |
| RISING DRAGON ACQUISITION CORP SHS              | 2500-12-31      | N/A      | 0.0000% | $8284.00           | $84911.00          | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $12396.00          | $126935.04         | Equities   |
| IHS HOLDING LIMITED            ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $749850.00         | $4071685.50        | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $62174.00          | $643811.77         | Equities   |
| TAVIA ACQUISITION CORP         SHS              | 2500-12-31      | N/A      | 0.0000% | $23433.00          | $238313.61         | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $17928.00          | $182327.76         | Equities   |
| YATRA ONLINE INC               ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $103820.00         | $94476.20          | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $56898.00          | $586618.38         | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $54495.00          | $99180.90          | Equities   |
| VOX ROYALTY CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $26059.00          | $92770.04          | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $24342.00          | $251452.86         | Equities   |
| RF ACQUISITION CORP II         SHS              | 2500-12-31      | N/A      | 0.0000% | $10540.00          | $110353.80         | Equities   |
| TRINSEO PLC                    SHS              | 2500-12-31      | N/A      | 0.0000% | $329997.00         | $963591.24         | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $284237.00         | $494572.38         | Equities   |
| SOPHIA GENETICS SA             ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $61292.00          | $175908.04         | Equities   |
| FERRARI N V                    COM              | 2500-12-31      | N/A      | 0.0000% | $52344.00          | $25073822.88       | Equities   |
| WILLOW LANE ACQUISITION CORP.  ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $19426.00          | $196979.64         | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $3797.00           | $6948.51           | Equities   |
| REVIVA PHARMACEUTCLS HLDGS INC COM              | 2500-12-31      | N/A      | 0.0000% | $76866.00          | $68487.61          | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $82046.00          | $25074078.06       | Equities   |
| RBB FD INC                     FM OPPORTUNISTIC | 2500-12-31      | N/A      | 0.0000% | $2938.00           | $150925.06         | Equities   |
| RBB FD INC                     F M 2YEAR INVES  | 2500-12-31      | N/A      | 0.0000% | $6378.00           | $322744.66         | Equities   |
| PROSHARES TR                   ULTRASHORT SEMIC | 2500-12-31      | N/A      | 0.0000% | $1987.00           | $34216.14          | Equities   |
| RBB FD INC                     US TREAS 7 YR NT | 2500-12-31      | N/A      | 0.0000% | $1671.00           | $79906.72          | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $71536.00          | $738251.52         | Equities   |
| SUNCAR TECHNOLOGY GROUP INC    CL A             | 2500-12-31      | N/A      | 0.0000% | $85957.00          | $231224.33         | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $338332.00         | $345098.64         | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $153292.00         | $25073972.44       | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $436450.00         | $25074052.50       | Equities   |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $894744.00         | $17000136.00       | Equities   |
| CANADIAN NAT RES LTD           COM              | 2500-12-31      | N/A      | 0.0000% | $438056.00         | $13478983.12       | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD ENERG | 2500-12-31      | N/A      | 0.0000% | $4637.00           | $175417.71         | Equities   |
| BONDBLOXX ETF TRUST            B RT USD HI YLD  | 2500-12-31      | N/A      | 0.0000% | $3473.00           | $135937.73         | Equities   |
| EA SERIES TRUST                RESEARCH AFFILIA | 2500-12-31      | N/A      | 0.0000% | $786.00            | $18588.90          | Equities   |
| ASSERTIO HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $103256.00         | $70079.85          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS INTL SML | 2500-12-31      | N/A      | 0.0000% | $15200.00          | $910632.00         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $9330.00           | $520482.45         | Equities   |
| EA SERIES TRUST                TBG DIVIDEND FOC | 2500-12-31      | N/A      | 0.0000% | $3287.00           | $103869.20         | Equities   |
| ANGEL OAK FUNDS TRUST          HIGH YIELD OPPOR | 2500-12-31      | N/A      | 0.0000% | $26074.00          | $287335.48         | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BIOTCH | 2500-12-31      | N/A      | 0.0000% | $98.00             | $5207.72           | Equities   |
| AMERICAN CENTY ETF TR          SELECT HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $2323.00           | $106832.68         | Equities   |
| CO2 ENERGY TRANSITION CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $15994.00          | $159780.06         | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM US LRG | 2500-12-31      | N/A      | 0.0000% | $3098.00           | $96080.44          | Equities   |
| AMERICAN WELL CORP             COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $5900.00           | $40769.00          | Equities   |
| CALAMOS ETF TR                 NASDAQ 100 STRUC | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1032.34           | Equities   |
| COLUMBIA ETF TR I              US HIGH YIELD    | 2500-12-31      | N/A      | 0.0000% | $6524.00           | $130358.00         | Equities   |
| DBX ETF TR                     XTRACKERS HIGH   | 2500-12-31      | N/A      | 0.0000% | $2032.00           | $84932.11          | Equities   |
| SEMILUX INTL LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $5304.00           | $7690.80           | Equities   |
| BITWISE ETHEREUM ETF           SHS              | 2500-12-31      | N/A      | 0.0000% | $9643.00           | $183506.29         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  INTERNATIONAL BD | 2500-12-31      | N/A      | 0.0000% | $5464.00           | $140315.52         | Equities   |
| AMPLIFY ETF TR                 VIDEO GAME LEADE | 2500-12-31      | N/A      | 0.0000% | $978.00            | $75683.12          | Equities   |
| EA SERIES TRUST                MILITIA LONG/SHO | 2500-12-31      | N/A      | 0.0000% | $13312.00          | $376093.29         | Equities   |
| BNY MELLON ETF TRUST           EMRG MKT EQUIT   | 2500-12-31      | N/A      | 0.0000% | $2987.00           | $189285.29         | Equities   |
| AMPLIFY ETF TR                 ALTRNTV HARV ETF | 2500-12-31      | N/A      | 0.0000% | $1820.00           | $35908.60          | Equities   |
| BNY MELLON ETF TRUST           INNOVATORS ETF   | 2500-12-31      | N/A      | 0.0000% | $321.00            | $11151.44          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $6672.00           | $231065.37         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $4642.00           | $174399.94         | Equities   |
| ALTICE USA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $3465040.00        | $8108193.60        | Equities   |
| EA SERIES TRUST                STRIVE EMERGING  | 2500-12-31      | N/A      | 0.0000% | $7309.00           | $216591.25         | Equities   |
| THE ALGER ETF TRUST            MID CAP 40 ETF   | 2500-12-31      | N/A      | 0.0000% | $6756.00           | $118871.82         | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $42619.00          | $177721.23         | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1290.00           | $83125.28          | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $76124.96          | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $1444.00           | $29573.12          | Equities   |
| PROSHARES TR                   NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $48530.00          | $1880537.50        | Equities   |
| PACER FDS TR                   BLUESTAR DIG ENT | 2500-12-31      | N/A      | 0.0000% | $885.00            | $25673.94          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $2363.00           | $150671.02         | Equities   |
| PROSHARES TR                   ULTRA CYBRSCURTY | 2500-12-31      | N/A      | 0.0000% | $2335.00           | $130036.15         | Equities   |
| PRECIDIAN ETFS TR              SAP SE ADRHEDGED | 2500-12-31      | N/A      | 0.0000% | $497.00            | $27535.79          | Equities   |
| PROSHARES TR                   ULT MSCI BR CAPP | 2500-12-31      | N/A      | 0.0000% | $17944.00          | $214879.40         | Equities   |
| PGIM ETF TR                    FLOATING RT INC  | 2500-12-31      | N/A      | 0.0000% | $13227.00          | $660820.92         | Equities   |
| PROSHARES TR                   SHT FTSE CHIN 50 | 2500-12-31      | N/A      | 0.0000% | $9160.00           | $103646.32         | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  SPECTRUM TAX ADV | 2500-12-31      | N/A      | 0.0000% | $15650.00          | $298602.00         | Equities   |
| PROSHARES TR                   ULTRA MSCI BRAZI | 2500-12-31      | N/A      | 0.0000% | $172.00            | $3364.90           | Equities   |
| PROSHARES TR                   ULTSHT FT CH 50  | 2500-12-31      | N/A      | 0.0000% | $10639.00          | $123518.79         | Equities   |
| PIMCO EQUITY SER               RAFI DYN EMERG   | 2500-12-31      | N/A      | 0.0000% | $16083.00          | $323528.84         | Equities   |
| PROSHARES TR                   SHRT RUSSELL2000 | 2500-12-31      | N/A      | 0.0000% | $3168.00           | $62979.84          | Equities   |
| PROSHARES TR                   PSHS ULTRUSS2000 | 2500-12-31      | N/A      | 0.0000% | $8414.00           | $289694.02         | Equities   |
| PROFESIONALLY MANAGED PORTFOLI CONGRESS SMID GR | 2500-12-31      | N/A      | 0.0000% | $765.00            | $23125.95          | Equities   |
| PROSHARES TR                   PSHS ULDOW30 NEW | 2500-12-31      | N/A      | 0.0000% | $11190.00          | $296535.00         | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  PRNC INVT GRAD   | 2500-12-31      | N/A      | 0.0000% | $17427.00          | $355685.07         | Equities   |
| PROSHARES TR                   ULTR 7-10 TREA   | 2500-12-31      | N/A      | 0.0000% | $3694.00           | $155770.07         | Equities   |
| PROSHARES TR II                PSH ULTRA EURO   | 2500-12-31      | N/A      | 0.0000% | $26000.00          | $326040.00         | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $282740.00         | $25073383.20       | Equities   |
| CORECARD CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $14720.00          | $387136.00         | Equities   |
| ISHARES U S ETF TR             INFLT HGD HI YLD | 2500-12-31      | N/A      | 0.0000% | $892.00            | $24084.27          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVESCO BULLETSH | 2500-12-31      | N/A      | 0.0000% | $7631.00           | $199550.65         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $42296.00          | $25072222.88       | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI HEALTHY HEA | 2500-12-31      | N/A      | 0.0000% | $1158.00           | $34571.74          | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $53607.00          | $137233.92         | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS GBL PO | 2500-12-31      | N/A      | 0.0000% | $5088.00           | $158960.82         | Equities   |
| ADIAL PHARMACEUTICALS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $58010.00          | $39910.88          | Equities   |
| ABRDN ETFS                     BBRG ALL COMMDY  | 2500-12-31      | N/A      | 0.0000% | $8429.00           | $275375.43         | Equities   |
| ABSOLUTE SHS TR                WBI BBR YLD 3000 | 2500-12-31      | N/A      | 0.0000% | $2892.00           | $61915.70          | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET T | 2500-12-31      | N/A      | 0.0000% | $4959.00           | $139450.55         | Equities   |
| ACLARIS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $171294.00         | $250089.24         | Equities   |
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $16589.00          | $648296.46         | Equities   |
| PACER FDS TR                   BLUESTAR ENG THE | 2500-12-31      | N/A      | 0.0000% | $499.00            | $10713.08          | Equities   |
| PGIM ETF TR                    ACTV HY BD ETF   | 2500-12-31      | N/A      | 0.0000% | $17303.00          | $604566.82         | Equities   |
| PACER FDS TR                   US CHS CWS GWT   | 2500-12-31      | N/A      | 0.0000% | $44.00             | $2089.59           | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $449.00            | $12399.76          | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $533.00            | $26626.01          | Equities   |
| MORGAN STANLEY ETF TRUST       PARAMETRIC EQU   | 2500-12-31      | N/A      | 0.0000% | $430.00            | $10557.58          | Equities   |
| OAK WOODS ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $1371.00           | $16356.03          | Equities   |
| PALMER SQUARE FUNDS TRUST      CLO SR DEBT ETF  | 2500-12-31      | N/A      | 0.0000% | $2188.00           | $44624.26          | Equities   |
| NUSHARES ETF TR                NUVEN AA-BBB CLO | 2500-12-31      | N/A      | 0.0000% | $4732.00           | $118905.70         | Equities   |
| PRECIDIAN ETFS TR              HSBC HLDG PLC AD | 2500-12-31      | N/A      | 0.0000% | $1185.00           | $76362.70          | Equities   |
| SPDR INDEX SHS FDS             MSCI ACWI CLMTE  | 2500-12-31      | N/A      | 0.0000% | $8429.00           | $319627.68         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2027 | 2500-12-31      | N/A      | 0.0000% | $1609.00           | $39492.90          | Equities   |
| GUINNESS ATKINSON FDS          SUSTNBL ENRGY II | 2500-12-31      | N/A      | 0.0000% | $1035.00           | $26767.17          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2032 | 2500-12-31      | N/A      | 0.0000% | $3117.00           | $75759.31          | Equities   |
| THEMES ETF TR                  TRANSATLANTIC DE | 2500-12-31      | N/A      | 0.0000% | $6672.00           | $223979.04         | Equities   |
| TORTOISE CAPITAL SERIES TRUST  ESSENTIAL ENERGY | 2500-12-31      | N/A      | 0.0000% | $8163.00           | $161855.96         | Equities   |
| THEMES ETF TR                  SILVER MINER ETF | 2500-12-31      | N/A      | 0.0000% | $490.00            | $15807.40          | Equities   |
| SPDR SERIES TRUST              HLTH CR EQUIP    | 2500-12-31      | N/A      | 0.0000% | $15961.00          | $1304350.48        | Equities   |
| STARBOARD INVT TR              ADAPTIVE HDGD MU | 2500-12-31      | N/A      | 0.0000% | $1356.00           | $10603.92          | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY DI   | 2500-12-31      | N/A      | 0.0000% | $958.00            | $28452.60          | Equities   |
| TEUCRIUM COMMODITY TR          CORN FD SHS      | 2500-12-31      | N/A      | 0.0000% | $11952.00          | $217048.32         | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP INTL  | 2500-12-31      | N/A      | 0.0000% | $883.00            | $10410.22          | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $4131.00           | $86540.73          | Equities   |
| SIREN ETF TR                   NSD NXGN ECO ETF | 2500-12-31      | N/A      | 0.0000% | $5513.00           | $114505.01         | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY TRAN | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $63240.00          | Equities   |
| TEMA ETF TRUST                 NEUROSCIENCE & M | 2500-12-31      | N/A      | 0.0000% | $530.00            | $11919.33          | Equities   |
| SPDR INDEX SHS FDS             MSCI EMRG MKTS   | 2500-12-31      | N/A      | 0.0000% | $2932.00           | $179057.24         | Equities   |
| SPDR SERIES TRUST              BLOOMBERG 1-3 MO | 2500-12-31      | N/A      | 0.0000% | $25470.00          | $2335853.70        | Equities   |
| SEER INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $281313.00         | $537307.83         | Equities   |
| SPORTSMANS WHSE HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $83953.00          | $161189.76         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $1054.00           | $25675.44          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2029 | 2500-12-31      | N/A      | 0.0000% | $6007.00           | $148613.18         | Equities   |
| SPROTT FDS TR                  JR COPPER MINERS | 2500-12-31      | N/A      | 0.0000% | $12078.00          | $268977.06         | Equities   |
| TIDAL ETF TR                   SONICSHARES GBL  | 2500-12-31      | N/A      | 0.0000% | $16785.00          | $489786.30         | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP MUNIC | 2500-12-31      | N/A      | 0.0000% | $6242.00           | $63044.20          | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $215806.00         | $612889.04         | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $955.00            | $114193.46         | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $1129.00           | $13446.39          | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $4945.00           | $176144.86         | Equities   |
| TIDAL ETF TR                   AZTLAN NORTH AME | 2500-12-31      | N/A      | 0.0000% | $1910.00           | $41023.55          | Equities   |
| THEMES ETF TR                  NATURAL MONOPOLY | 2500-12-31      | N/A      | 0.0000% | $234.00            | $7276.23           | Equities   |
| TIDAL TRUST III                YWCA WOMENS ETF  | 2500-12-31      | N/A      | 0.0000% | $384.00            | $14793.95          | Equities   |
| IKENA ONCOLOGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $22114.00          | $26094.52          | Equities   |
| IB ACQUISITION CORP            COM SHS          | 2500-12-31      | N/A      | 0.0000% | $10995.00          | $114567.90         | Equities   |
| IBIO INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $63279.00          | $49458.87          | Equities   |
| TIDAL TRUST III                VISTASHARES ARTI | 2500-12-31      | N/A      | 0.0000% | $5065.00           | $124474.40         | Equities   |
| HORIZON FDS                    EXPEDITION PLUS  | 2500-12-31      | N/A      | 0.0000% | $2805.00           | $66525.90          | Equities   |
| TIDAL TRUST III                USCF DLY TRGT 2X | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $21775.80          | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $332.00            | $13495.80          | Equities   |
| PRECIDIAN ETFS TR              ASTRAZENECA PLC  | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $67648.64          | Equities   |
| PROSHARES TR                   BITCOIN & ETHER  | 2500-12-31      | N/A      | 0.0000% | $1418.00           | $100309.32         | Equities   |
| ISHARES U S ETF TR             COMMODITY CURVE  | 2500-12-31      | N/A      | 0.0000% | $16240.00          | $311077.20         | Equities   |
| TIMOTHY PLAN                   INTL ETF         | 2500-12-31      | N/A      | 0.0000% | $10513.00          | $330844.11         | Equities   |
| SUNCOR ENERGY INC NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $701170.00         | $25073839.20       | Equities   |
| TIDAL ETF TR                   UPAR ULTRA RISK  | 2500-12-31      | N/A      | 0.0000% | $12978.00          | $176679.90         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS NATL MUNI BD ETF | 2500-12-31      | N/A      | 0.0000% | $2925.00           | $72946.57          | Equities   |
| TIDAL TR II                    YIELDMAX META    | 2500-12-31      | N/A      | 0.0000% | $22578.00          | $358312.86         | Equities   |
| TIDAL ETF TR                   SOUND ENHANCED   | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1104.53           | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $155536.00         | $25073958.56       | Equities   |
| TIDAL TR II                    TACTICAL ADVANT  | 2500-12-31      | N/A      | 0.0000% | $2407.00           | $49951.99          | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $178580.00         | $194652.20         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2034 | 2500-12-31      | N/A      | 0.0000% | $3450.00           | $83052.88          | Equities   |
| TEUCRIUM COMMODITY TR          AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $42.00             | $1035.48           | Equities   |
| SPINNAKER ETF SERIES           OBRA HIGH GRDE   | 2500-12-31      | N/A      | 0.0000% | $3450.00           | $34569.00          | Equities   |
| TIDAL TR II                    YIELDMAX JPM OPT | 2500-12-31      | N/A      | 0.0000% | $6926.00           | $111577.86         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2026 | 2500-12-31      | N/A      | 0.0000% | $2347.00           | $58792.35          | Equities   |
| TIDAL TR II                    YIELDMAX TSM OPT | 2500-12-31      | N/A      | 0.0000% | $11111.00          | $173553.82         | Equities   |
| TIANCI INTL INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $18496.00          | $38194.24          | Equities   |
| USCF ETF TR                    SUMMERHAVEN K1   | 2500-12-31      | N/A      | 0.0000% | $21943.00          | $451148.08         | Equities   |
| TELUS INTL CDA INC             SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $15842.00          | $44991.28          | Equities   |
| TIDAL TR II                    YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $13335.00          | $114547.65         | Equities   |
| TEMA ETF TRUST                 GLP-1 OBESITY    | 2500-12-31      | N/A      | 0.0000% | $10277.00          | $281795.34         | Equities   |
| TIDAL TR II                    YIELDMAX SHORT T | 2500-12-31      | N/A      | 0.0000% | $76995.00          | $358026.75         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $127180.00         | $25073537.00       | Equities   |
| TEUCRIUM COMMODITY TR          WHEAT FD         | 2500-12-31      | N/A      | 0.0000% | $12597.00          | $57442.32          | Equities   |
| TURNSTONE BIOLOGICS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $159659.00         | $51426.16          | Equities   |
| TIDAL TR II                    DEFIANCE S&P 500 | 2500-12-31      | N/A      | 0.0000% | $3351.00           | $112133.84         | Equities   |
| VANECK ETF TRUST               MORTGAGE REIT    | 2500-12-31      | N/A      | 0.0000% | $19996.00          | $205158.96         | Equities   |
| VANECK ETF TRUST               DIGI TRANSFRM    | 2500-12-31      | N/A      | 0.0000% | $1522.00           | $20014.30          | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $46232.00          | $25072538.24       | Equities   |
| TIDAL ETF TR                   SOUND EQUITY DIV | 2500-12-31      | N/A      | 0.0000% | $39.00             | $955.87            | Equities   |
| WESTWOOD HLDGS GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $6558.00           | $98960.22          | Equities   |
| VANECK ETF TRUST               ISRAEL ETF       | 2500-12-31      | N/A      | 0.0000% | $3159.00           | $150539.93         | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $23079.00          | $2374136.73        | Equities   |
| VYNE THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $10091.00          | $9737.82           | Equities   |
| TIGO ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $40634.00          | $38525.10          | Equities   |
| HARTFORD FDS EXCHANGE TRADED T SCHRODERS COMMOD | 2500-12-31      | N/A      | 0.0000% | $706.00            | $10745.32          | Equities   |
| HUDBAY MINERALS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $118775.00         | $1074913.75        | Equities   |
| ISHARES TR                     IBONDS OCT 2032  | 2500-12-31      | N/A      | 0.0000% | $3779.00           | $97160.36          | Equities   |
| JANUS DETROIT STR TR           HENDERSON EMERGI | 2500-12-31      | N/A      | 0.0000% | $317.00            | $16078.68          | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $417968.00         | $25073900.32       | Equities   |
| ISHARES TR                     IBONDS DEC 2034  | 2500-12-31      | N/A      | 0.0000% | $11483.00          | $294194.46         | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLA  | 2500-12-31      | N/A      | 0.0000% | $3248.00           | $40409.99          | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAP INTL G | 2500-12-31      | N/A      | 0.0000% | $3848.00           | $37152.44          | Equities   |
| KRONOS BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $271146.00         | $182074.54         | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $3173.00           | $72747.05          | Equities   |
| LISTED FDS TR                  HORIZON KINETICS | 2500-12-31      | N/A      | 0.0000% | $653.00            | $19134.01          | Equities   |
| KRANESHARES TRUST              MSCI ONE BELT    | 2500-12-31      | N/A      | 0.0000% | $1170.00           | $26654.82          | Equities   |
| KRANESHARES TRUST              GLOBAL CARB STRA | 2500-12-31      | N/A      | 0.0000% | $13309.00          | $385029.37         | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $2945.00           | $55007.30          | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $2593.00           | $64404.93          | Equities   |
| MADISON ETFS TRUST             AGGREGATE BOND   | 2500-12-31      | N/A      | 0.0000% | $813.00            | $16306.26          | Equities   |
| ISHARES TR                     ESG EAFE ETF     | 2500-12-31      | N/A      | 0.0000% | $13487.00          | $987653.01         | Equities   |
| LEGG MASON ETF INVT            FRANKLIN CLEARBR | 2500-12-31      | N/A      | 0.0000% | $17162.00          | $884529.48         | Equities   |
| KRANESHARES TRUST              EMRNG MKT CONS   | 2500-12-31      | N/A      | 0.0000% | $6321.00           | $128039.44         | Equities   |
| ISHARES TR                     MSCI WTR MGMT MS | 2500-12-31      | N/A      | 0.0000% | $1139.00           | $36598.12          | Equities   |
| MANULIFE FINL CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $63295.00          | $2008983.30        | Equities   |
| MATTHEWS INTL FDS              ASIA DIVIDEND AC | 2500-12-31      | N/A      | 0.0000% | $647.00            | $22342.40          | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TR | 2500-12-31      | N/A      | 0.0000% | $3496.00           | $88064.24          | Equities   |
| KEZAR LIFE SCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $30170.00          | $125808.90         | Equities   |
| ISHARES TR                     YLD OPTIM BD     | 2500-12-31      | N/A      | 0.0000% | $19838.00          | $442585.78         | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $29681.00          | $911503.51         | Equities   |
| ISHARES TR                     IBONDS OCT 2033  | 2500-12-31      | N/A      | 0.0000% | $3556.00           | $91425.12          | Equities   |
| ISHARES TR                     LITHIUM MINRS    | 2500-12-31      | N/A      | 0.0000% | $4603.00           | $33739.99          | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $334278.00         | $6715645.02        | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $1568.00           | $37263.52          | Equities   |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $3204.00           | $76514.40          | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE HIGH | 2500-12-31      | N/A      | 0.0000% | $1418.00           | $74787.73          | Equities   |
| ISHARES TR                     IBONDS OCT 2034  | 2500-12-31      | N/A      | 0.0000% | $16745.00          | $425155.55         | Equities   |
| ISHARES TR                     MSCI LW CRB TG   | 2500-12-31      | N/A      | 0.0000% | $10453.00          | $2125303.96        | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $2938.00           | $74768.57          | Equities   |
| LEE ENTERPRISES INC            COM              | 2500-12-31      | N/A      | 0.0000% | $18730.00          | $121557.70         | Equities   |
| ISHARES TR                     MSCI GBL SUS DEV | 2500-12-31      | N/A      | 0.0000% | $11750.00          | $887125.00         | Equities   |
| ISHARES TR                     MSCI CHINA MLTSE | 2500-12-31      | N/A      | 0.0000% | $36941.00          | $694121.39         | Equities   |
| ISHARES TR                     MSCI ACWI EXUS   | 2500-12-31      | N/A      | 0.0000% | $21161.00          | $731620.41         | Equities   |
| ISHARES TR                     IBONDS OCT 2027  | 2500-12-31      | N/A      | 0.0000% | $5343.00           | $139398.87         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INVESCO MSCI     | 2500-12-31      | N/A      | 0.0000% | $12097.00          | $510147.43         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P INTL LOW     | 2500-12-31      | N/A      | 0.0000% | $255.00            | $8402.25           | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY HIGH | 2500-12-31      | N/A      | 0.0000% | $2184.00           | $57023.80          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $7143.00           | $113402.27         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SML600 GWT   | 2500-12-31      | N/A      | 0.0000% | $5067.00           | $246812.56         | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1663.00           | $25443.90          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA ACTIVE US REAL   | 2500-12-31      | N/A      | 0.0000% | $1036.00           | $95244.04          | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $5503.00           | $168134.81         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $10803.00          | $356282.94         | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS GREEN ALPHA  | 2500-12-31      | N/A      | 0.0000% | $3369.00           | $106884.56         | Equities   |
| IRON HORSE ACQUISITIONS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $17227.00          | $181658.71         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $3586.00           | $75782.94          | Equities   |
| INVESCO EXCH TRADED FD TR II   GBL CLEAN ENRG   | 2500-12-31      | N/A      | 0.0000% | $39243.00          | $460712.82         | Equities   |
| RBB FD INC                     SGI ENHANCED COR | 2500-12-31      | N/A      | 0.0000% | $13779.00          | $352466.82         | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $3135.00           | $56790.53          | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE CORE | 2500-12-31      | N/A      | 0.0000% | $1763.00           | $82365.77          | Equities   |
| FRANKLIN TEMPLETON ETF TR      EMER MKT COR DIV | 2500-12-31      | N/A      | 0.0000% | $4392.00           | $126568.66         | Equities   |
| FEDERATED HERMES ETF TRUST     MDT LARGE CAP    | 2500-12-31      | N/A      | 0.0000% | $1719.00           | $49579.91          | Equities   |
| COLUMBIA ETF TR II             RESEARCH ENHANCD | 2500-12-31      | N/A      | 0.0000% | $8196.00           | $186763.07         | Equities   |
| EXCHANGE LISTED FDS TR         BANCREEK INT LC  | 2500-12-31      | N/A      | 0.0000% | $351.00            | $10525.09          | Equities   |
| TCW ETF TRUST                  TRANSFRM 500 ETF | 2500-12-31      | N/A      | 0.0000% | $892.00            | $61869.12          | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $9283.00           | $326355.93         | Equities   |
| GLOBAL X FDS                   CONSCIOUS COS    | 2500-12-31      | N/A      | 0.0000% | $1521.00           | $58969.17          | Equities   |
| FLEXSHARES TR                  EMRG MKT QT LW   | 2049-12-31      | N/A      | 0.0000% | $2356.00           | $62732.74          | Equities   |
| FEDERATED HERMES ETF TRUST     SHORT DURATION C | 2500-12-31      | N/A      | 0.0000% | $510.00            | $12347.10          | Equities   |
| DIREXION SHS ETF TR            DL FTSE BULL 3X  | 2500-12-31      | N/A      | 0.0000% | $32623.00          | $1197264.10        | Equities   |
| GLOBAL X FDS                   S&P 500 COVERED  | 2500-12-31      | N/A      | 0.0000% | $2967.00           | $79185.08          | Equities   |
| ELECTROVAYA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $62658.00          | $202385.34         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II GERMANY ALPHA    | 2500-12-31      | N/A      | 0.0000% | $7157.00           | $392283.04         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1647.00           | $65842.94          | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $5460.00           | $168331.80         | Equities   |
| FLEXSHARES TR                  MSTAR EMKT FAC   | 2500-12-31      | N/A      | 0.0000% | $12564.00          | $700647.79         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTIVE GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $8807.00           | $131372.26         | Equities   |
| FRANKLIN TEMPLETON ETF TR      MARTIN CURRIE    | 2500-12-31      | N/A      | 0.0000% | $7963.00           | $112360.32         | Equities   |
| GOLDMAN SACHS ETF TR           ACCES TREASURY   | 2500-12-31      | N/A      | 0.0000% | $39958.00          | $4000594.96        | Equities   |
| FOUR LEAF ACQUISITION CORP     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1153.00           | $13167.26          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN ASIA    | 2500-12-31      | N/A      | 0.0000% | $5870.00           | $145087.03         | Equities   |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $61735.00          | $2418777.30        | Equities   |
| GLOBAL X FDS                   EMERGING MKT GRT | 2500-12-31      | N/A      | 0.0000% | $13051.00          | $363864.49         | Equities   |
| FIRST TR EXCH TRADED FD III    NEW YORK MUNI    | 2500-12-31      | N/A      | 0.0000% | $2164.00           | $56040.46          | Equities   |
| GLOBAL X FDS                   INFORMATION TEC  | 2500-12-31      | N/A      | 0.0000% | $1338.00           | $41940.41          | Equities   |
| FIRST TR EXCH TRADED FD III    RIVRFRNT DYN EUR | 2500-12-31      | N/A      | 0.0000% | $263.00            | $18065.31          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN    | 2500-12-31      | N/A      | 0.0000% | $2428.00           | $78788.60          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV HIGH INCM STRGC  | 2500-12-31      | N/A      | 0.0000% | $3589.00           | $158059.56         | Equities   |
| GLOBAL X FDS                   DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $3471.00           | $84771.54          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $251.00            | $11874.81          | Equities   |
| FIRST TR EXCHANGE TRADED FD II BLOOMBERG AI ETF | 2500-12-31      | N/A      | 0.0000% | $4367.00           | $138608.58         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $1470.00           | $48534.70          | Equities   |
| GLOBAL X FDS                   INT RT VOLTLTY   | 2500-12-31      | N/A      | 0.0000% | $670.00            | $14005.35          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII FT ENERGY INCOME | 2500-12-31      | N/A      | 0.0000% | $21641.00          | $418753.35         | Equities   |
| GLOBAL X FDS                   U S ELECTRIFICAT | 2500-12-31      | N/A      | 0.0000% | $8545.00           | $221230.05         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $2390.00           | $130565.70         | Equities   |
| FIRST TR EXCHANGE TRADED FD II EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $948.00            | $23759.06          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $6698.00           | $247840.74         | Equities   |
| FRANKLIN TEMPLETON ETF TR      INTL DIV MULTIPL | 2500-12-31      | N/A      | 0.0000% | $8697.00           | $267316.21         | Equities   |
| TIDAL TRUST III                ROCKEFELLER GLOB | 2500-12-31      | N/A      | 0.0000% | $2641.00           | $70407.21          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CORE | 2500-12-31      | N/A      | 0.0000% | $15763.00          | $330786.55         | Equities   |
| ESSA PHARMA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $85554.00          | $142875.18         | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1617.00           | $80607.45          | Equities   |
| FIRST TR EXCHANGE TRADED FD II BLOOMBERG EMMKT  | 2500-12-31      | N/A      | 0.0000% | $963.00            | $22911.89          | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR | 2500-12-31      | N/A      | 0.0000% | $1242.00           | $31956.78          | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI EMERG | 2500-12-31      | N/A      | 0.0000% | $3285.00           | $78664.91          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    WCM INTL EQUITY  | 2500-12-31      | N/A      | 0.0000% | $25499.00          | $394469.53         | Equities   |
| TCW ETF TRUST                  HIGH YIELD BOND  | 2500-12-31      | N/A      | 0.0000% | $4753.00           | $144253.55         | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BULL   | 2500-12-31      | N/A      | 0.0000% | $20792.00          | $520839.60         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    WCM DEVELOPING W | 2500-12-31      | N/A      | 0.0000% | $5016.00           | $76694.64          | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE FIN E | 2500-12-31      | N/A      | 0.0000% | $6837.00           | $254633.13         | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE MEDIC | 2500-12-31      | N/A      | 0.0000% | $373.00            | $8727.90           | Equities   |
| FIDELITY MERRIMACK STR TR      LOW DURATION BD  | 2500-12-31      | N/A      | 0.0000% | $1536.00           | $77345.28          | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX METAVERSE  | 2500-12-31      | N/A      | 0.0000% | $804.00            | $34253.78          | Equities   |
| TCW ETF TRUST                  CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $5273.00           | $239988.47         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $7565.00           | $404046.65         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV COML MTG OPPORTU | 2500-12-31      | N/A      | 0.0000% | $10816.00          | $218988.31         | Equities   |
| ETF SER SOLUTIONS              DISTILLATE INTNL | 2500-12-31      | N/A      | 0.0000% | $884.00            | $23956.40          | Equities   |
| TCW ETF TRUST                  TRANSFORM SUPPLY | 2500-12-31      | N/A      | 0.0000% | $1056.00           | $67202.15          | Equities   |
| DIREXION SHS ETF TR            DAILY NFLX BEAR  | 2500-12-31      | N/A      | 0.0000% | $14464.00          | $205388.80         | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $3695.00           | $85705.52          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST MUSQ GBL MUSIC I | 2500-12-31      | N/A      | 0.0000% | $474.00            | $12768.42          | Equities   |
| EDUCATIONAL DEV CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $9667.00           | $13147.12          | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $95.00             | $2213.95           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI MULTI ASSET DI   | 2500-12-31      | N/A      | 0.0000% | $23819.00          | $376340.20         | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $2890.00           | $95365.38          | Equities   |
| ELEVATION SERIES TRUST         CLOUGH SELECT EQ | 2500-12-31      | N/A      | 0.0000% | $243.00            | $8250.97           | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $11666.00          | $440592.16         | Equities   |
| ANGEL OAK FUNDS TRUST          MORTGAGE BACKED  | 2500-12-31      | N/A      | 0.0000% | $21704.00          | $185352.16         | Equities   |
| CAPITAL GROUP CONSERVATIVE EQU SHS              | 2500-12-31      | N/A      | 0.0000% | $66463.00          | $1835043.43        | Equities   |
| DBX ETF TR                     XTRACKERS RREEF  | 2500-12-31      | N/A      | 0.0000% | $218.00            | $5427.57           | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE BTC    | 2500-12-31      | N/A      | 0.0000% | $2152.00           | $73339.73          | Equities   |
| DEUTSCHE BK AG LONDON BRH      DB GOLD SHORT    | 2500-12-31      | N/A      | 0.0000% | $4779.00           | $32568.89          | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $85420.00          | $743154.00         | Equities   |
| ETF OPPORTUNITIES TRUST        APPLIED FINA VAL | 2500-12-31      | N/A      | 0.0000% | $4251.00           | $158222.22         | Equities   |
| DBX ETF TR                     XTRACK MSCI ALL  | 2500-12-31      | N/A      | 0.0000% | $27996.00          | $1019454.74        | Equities   |
| BONDBLOXX ETF TRUST            BB RT USD HI YLD | 2500-12-31      | N/A      | 0.0000% | $2627.00           | $106606.81         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GBL HLTCR   | 2500-12-31      | N/A      | 0.0000% | $7210.00           | $196470.34         | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $83162.00          | $329321.52         | Equities   |
| COLUMBIA ETF TR I              SHORT DURTN HIGH | 2500-12-31      | N/A      | 0.0000% | $16967.00          | $341460.88         | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE LOW  | 2500-12-31      | N/A      | 0.0000% | $230.00            | $11536.34          | Equities   |
| DIREXION SHS ETF TR            20YR TRES BEAR   | 2500-12-31      | N/A      | 0.0000% | $5618.00           | $225562.70         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $915520.00         | $11965846.40       | Equities   |
| ETFIS SER TR I                 INFRACP REIT PFD | 2500-12-31      | N/A      | 0.0000% | $2537.00           | $45260.08          | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $6479.00           | $202540.67         | Equities   |
| NEOS ETF TRUST                 FIS KNIGHTS      | 2500-12-31      | N/A      | 0.0000% | $417.00            | $12477.27          | Equities   |
| RENAISSANCE CAP GREENWICH FDS  INTNTL IPO ETF   | 2500-12-31      | N/A      | 0.0000% | $1154.00           | $16467.58          | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $1155.00           | $40488.29          | Equities   |
| ABSOLUTE SHS TR                WBI BBR QTY 3000 | 2500-12-31      | N/A      | 0.0000% | $1551.00           | $48075.57          | Equities   |
| ABRDN PALLADIUM ETF TRUST      PHYSICAL PALLADM | 2500-12-31      | N/A      | 0.0000% | $15637.00          | $1394664.03        | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET O | 2500-12-31      | N/A      | 0.0000% | $4101.00           | $104247.42         | Equities   |
| ALPS ETF TR                    DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $1288.00           | $60440.04          | Equities   |
| ALPS ETF TR                    RIVERFRONT DYM   | 2500-12-31      | N/A      | 0.0000% | $2346.00           | $52296.09          | Equities   |
| ADVISORS INNER CIRCLE FD III   RAYLIANT QUANTMN | 2500-12-31      | N/A      | 0.0000% | $1928.00           | $47351.68          | Equities   |
| ADVISORSHARES TR               PURE CANNABIS    | 2500-12-31      | N/A      | 0.0000% | $53112.00          | $104317.28         | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE SHRT   | 2500-12-31      | N/A      | 0.0000% | $207748.00         | $5197854.96        | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $5078.00           | $112551.33         | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE LONG M | 2500-12-31      | N/A      | 0.0000% | $5421.00           | $131892.93         | Equities   |
| ADVISORS INNER CIRCLE FD III   DEMOCRACY INTERN | 2500-12-31      | N/A      | 0.0000% | $2714.00           | $75466.30          | Equities   |
| ADAPTIMMUNE THERAPEUTICS PLC   SPONDS ADS       | 2500-12-31      | N/A      | 0.0000% | $1111152.00        | $303455.61         | Equities   |
| INVESTMENT MANAGERS SER TR II  ASTORIA REAL     | 2500-12-31      | N/A      | 0.0000% | $10365.00          | $160968.45         | Equities   |
| ISHARES TR                     SHRT NAT MUN ETF | 2500-12-31      | N/A      | 0.0000% | $8221.00           | $870850.53         | Equities   |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $456.00            | $41778.72          | Equities   |
| ISHARES TR                     MSCI INDONIA ETF | 2500-12-31      | N/A      | 0.0000% | $45667.00          | $865389.65         | Equities   |
| INHIBIKASE THERAPEUTICS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $157941.00         | $328517.28         | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $8579.00           | $186936.41         | Equities   |
| ISHARES INC                    ASIA/PAC DIV ETF | 2500-12-31      | N/A      | 0.0000% | $4556.00           | $170000.76         | Equities   |
| ISHARES TR                     GBL COMM SVC ETF | 2500-12-31      | N/A      | 0.0000% | $38318.00          | $4031436.78        | Equities   |
| INNOVATOR ETFS TRUST           INTRNL DEV JULY  | 2500-12-31      | N/A      | 0.0000% | $2507.00           | $77970.21          | Equities   |
| ISHARES TR                     LATN AMER 40 ETF | 2500-12-31      | N/A      | 0.0000% | $1840.00           | $47324.80          | Equities   |
| ISHARES TR                     MSCI IRELAND ETF | 2500-12-31      | N/A      | 0.0000% | $5303.00           | $349202.55         | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1X SHORT   | 2500-12-31      | N/A      | 0.0000% | $8277.00           | $371637.30         | Equities   |
| ISHARES INC                    MSCI BIC ETF     | 2500-12-31      | N/A      | 0.0000% | $2660.00           | $108062.50         | Equities   |
| ISHARES TR                     EMGR MKT INF ETF | 2500-12-31      | N/A      | 0.0000% | $1010.00           | $23573.40          | Equities   |
| INNOVATOR ETFS TRUST           NASDAQ-100 10 BU | 2500-12-31      | N/A      | 0.0000% | $592.00            | $16173.44          | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS REAL ESTATE  | 2500-12-31      | N/A      | 0.0000% | $2858.00           | $58056.55          | Equities   |
| ISHARES TR                     JPX NIKKEI 400   | 2500-12-31      | N/A      | 0.0000% | $1556.00           | $122494.70         | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $307090.00         | $19205408.60       | Equities   |
| ISHARES TR                     20 YR TR BD ETF  | 2500-12-31      | N/A      | 0.0000% | $291048.00         | $25073785.20       | Equities   |
| QUETTA ACQUISITION CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $6731.00           | $71685.15          | Equities   |
| PUTNAM ETF TRUST               FOCSD LARCP GWT  | 2500-12-31      | N/A      | 0.0000% | $6456.00           | $247929.77         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMALLCAP 600 | 2500-12-31      | N/A      | 0.0000% | $1401.00           | $34862.20          | Equities   |
| ISHARES INC                    MSCI AUSTRIA ETF | 2500-12-31      | N/A      | 0.0000% | $9741.00           | $282781.23         | Equities   |
| GLOBAL X FDS                   WIND ENERGY ETF  | 2500-12-31      | N/A      | 0.0000% | $1303.00           | $15049.65          | Equities   |
| GLOBAL X FDS                   RENEWABLE ENERGY | 2500-12-31      | N/A      | 0.0000% | $3158.00           | $29179.92          | Equities   |
| GOSSAMER BIO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $990743.00         | $1119539.59        | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE           | 2500-12-31      | N/A      | 0.0000% | $5412.00           | $178093.77         | Equities   |
| FLEXSHARES TR                  REAL ASST IDX    | 2500-12-31      | N/A      | 0.0000% | $1241.00           | $40022.25          | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC NY MUNI  | 2500-12-31      | N/A      | 0.0000% | $582.00            | $28457.41          | Equities   |
| GLOBAL X FDS                   AGING POPULATION | 2500-12-31      | N/A      | 0.0000% | $5127.00           | $160577.64         | Equities   |
| GOLDMAN SACHS ETF TR           COMMUNITY MUNI   | 2500-12-31      | N/A      | 0.0000% | $152.00            | $7463.20           | Equities   |
| HARBOR ETF TRUST               OSMOSIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $56.00             | $1214.56           | Equities   |
| GRANITESHARES GOLD TR          SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $82169.00          | $2686926.30        | Equities   |
| FRANKLIN TEMPLETON ETF TR      ULTRA SHORT BOND | 2500-12-31      | N/A      | 0.0000% | $2589.00           | $64699.11          | Equities   |
| GLOBAL X FDS                   INTEREST RT HEDG | 2500-12-31      | N/A      | 0.0000% | $1646.00           | $30868.10          | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE CONSUMER  | 2500-12-31      | N/A      | 0.0000% | $7334.00           | $258519.83         | Equities   |
| GRAYSCALE ETHEREUM TRUST ETF   SHS              | 2500-12-31      | N/A      | 0.0000% | $101060.00         | $2223320.00        | Equities   |
| FIRST TR EXCHANGE TRAD FD VII  ALT ABSLT STRG   | 2500-12-31      | N/A      | 0.0000% | $413.00            | $11031.23          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SKYBRIDGE CRYPTO | 2500-12-31      | N/A      | 0.0000% | $2842.00           | $54623.24          | Equities   |
| GLOBAL X FDS                   SHORT-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $1717.00           | $86056.04          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN INDIA   | 2500-12-31      | N/A      | 0.0000% | $4189.00           | $163831.79         | Equities   |
| GLOBAL X FDS                   SOLAR ETF        | 2500-12-31      | N/A      | 0.0000% | $8838.00           | $72727.90          | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1084.00           | $33714.24          | Equities   |
| GLOBAL X FDS                   INTER-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $156.00            | $7614.98           | Equities   |
| FRANKLIN TEMPLETON ETF TR      WESTN ASSET BD   | 2500-12-31      | N/A      | 0.0000% | $7456.00           | $185173.49         | Equities   |
| GLOBAL X FDS                   CLEANTECH ETF    | 2500-12-31      | N/A      | 0.0000% | $870.00            | $5672.40           | Equities   |
| ETF SER SOLUTIONS              AAM SLC LOW DUR  | 2500-12-31      | N/A      | 0.0000% | $5694.00           | $142036.83         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF     | 2500-12-31      | N/A      | 0.0000% | $15089.00          | $856300.75         | Equities   |
| GLOBAL X FDS                   GBL X HYDROGEN   | 2500-12-31      | N/A      | 0.0000% | $5504.00           | $101163.52         | Equities   |
| PGIM ETF TR                    ACTIVE AGGREGATE | 2500-12-31      | N/A      | 0.0000% | $2801.00           | $117221.85         | Equities   |
| PGIM ETF TR                    JENNISON FOC VAL | 2500-12-31      | N/A      | 0.0000% | $1089.00           | $76161.61          | Equities   |
| PLDT INC                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $27729.00          | $636380.55         | Equities   |
| MATTHEWS ASIA FDS              KOREA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $2476.00           | $59836.50          | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $1824.00           | $55159.95          | Equities   |
| ISHARES TR                     IBONDS OCT 2030  | 2500-12-31      | N/A      | 0.0000% | $15093.00          | $395134.74         | Equities   |
| LEGG MASON ETF INVT            WESTN AST SHRT   | 2500-12-31      | N/A      | 0.0000% | $4315.00           | $104228.83         | Equities   |
| NEUBERGER BERMAN ETF TRUST     ENERGY TRANSITN  | 2500-12-31      | N/A      | 0.0000% | $5826.00           | $185771.91         | Equities   |
| NUSHARES ETF TR                NUVEEN ULTRA SHT | 2500-12-31      | N/A      | 0.0000% | $417.00            | $10545.93          | Equities   |
| MATTHEWS ASIA FDS              EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $3921.00           | $120531.54         | Equities   |
| NORTHERN LIGHTS FD TR          TOEWS AGLTY DNYM | 2500-12-31      | N/A      | 0.0000% | $4396.00           | $97195.56          | Equities   |
| MATTHEWS INTL FDS              INDIA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $768.00            | $22620.13          | Equities   |
| ISHARES TR                     COPPER & METALS  | 2500-12-31      | N/A      | 0.0000% | $5538.00           | $156448.50         | Equities   |
| AMERICAN STRATEGIC INVEST CO   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $556.00            | $5421.00           | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $80379.00          | $245155.95         | Equities   |
| NORTHERN LIGHTS FD TR          OCEAN PK HIGH IN | 2500-12-31      | N/A      | 0.0000% | $3325.00           | $79950.29          | Equities   |
| NUSHARES ETF TR                NUVEEN HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $33319.00          | $810584.63         | Equities   |
| NORTHERN LIGHTS FD TR          OCEAN PK INTL    | 2500-12-31      | N/A      | 0.0000% | $1153.00           | $26691.95          | Equities   |
| MIZUHO FINANCIAL GROUP INC     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $10033.00          | $55081.17          | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   INTERNATIONAL HI | 2500-12-31      | N/A      | 0.0000% | $558.00            | $18542.06          | Equities   |
| NEXGEN ENERGY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $118769.00         | $736367.80         | Equities   |
| MODIV INDUSTRIAL INC           COM STK CL C     | 2500-12-31      | N/A      | 0.0000% | $44215.00          | $636253.85         | Equities   |
| NEXTNRG INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $62712.00          | $186881.76         | Equities   |
| NEUBERGER BERMAN ETF TRUST     NEXT GEN CONNECT | 2500-12-31      | N/A      | 0.0000% | $250.00            | $6537.00           | Equities   |
| NORTHERN LTS FD TR IV          INSPIRE GBL HOPE | 2500-12-31      | N/A      | 0.0000% | $19256.00          | $764078.08         | Equities   |
| KARYOPHARM THERAPEUTICS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $36225.00          | $164099.25         | Equities   |
| MACQUARIE ETF TRUST            GLOBAL LISTED IN | 2500-12-31      | N/A      | 0.0000% | $182.00            | $4874.49           | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA COR | 2500-12-31      | N/A      | 0.0000% | $314.00            | $7871.98           | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $39.00             | $983.43            | Equities   |
| MACQUARIE ETF TRUST            FOCUSED EMERGING | 2500-12-31      | N/A      | 0.0000% | $4698.00           | $130228.56         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   DISCIPLINED VAL  | 2500-12-31      | N/A      | 0.0000% | $2177.00           | $66118.76          | Equities   |
| ISHARES TR                     IBONDS DEC 2032  | 2500-12-31      | N/A      | 0.0000% | $7891.00           | $179125.70         | Equities   |
| MODULAR MED INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $100260.00         | $88529.58          | Equities   |
| ISHARES TR                     IBONDS 26 TRM TS | 2500-12-31      | N/A      | 0.0000% | $1007.00           | $23040.16          | Equities   |
| ISHARES TR                     EMERGNT FD & AGT | 2500-12-31      | N/A      | 0.0000% | $1065.00           | $22888.66          | Equities   |

### Security 657: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.680000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP188Y25, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP188Y25
- **C.18 - Value (incl. sponsor support):** $1348702258.50
- **C.18.a - Value (excl. sponsor support):** $1348702258.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.9100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BX COM MRTG TR 2022-CSMO       D      20390615 FLT | 2039-06-15      | 8.6660%  | 0.0000% | $10935000.00       | $11056497.01       | Private Label Collateralized Mortgage Obligations |
| BANQUE FED DU CRED MUTUEL      SNR PREF REGS 25    | 2025-07-13      | 4.5240%  | 0.0000% | $2000000.00        | $2033032.67        | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B26      A-5    20540617 FLT | 2054-06-17      | 2.6130%  | 0.0000% | $40000.00          | $34778.16          | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-BRVE             C      20410415 FLT | 2041-04-15      | 7.4177%  | 0.0000% | $13333760.00       | $13370810.68       | Private Label Collateralized Mortgage Obligations |
| BLP COML MTG TR 2023-IND       B      20400315 FLT | 2040-03-15      | 6.5207%  | 0.0000% | $2000000.00        | $1992933.93        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B18      A-5    20530717 FLT | 2053-07-17      | 1.9250%  | 0.0000% | $940000.00         | $807814.09         | Private Label Collateralized Mortgage Obligations |
| BLP COML MTG TR 2024-IND2      C      20410315 FLT | 2041-03-15      | 6.2201%  | 0.0000% | $3437000.00        | $3267533.32        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2012-LTRT          A-2    20301007 3.3 | 2030-10-07      | 3.3996%  | 0.0000% | $7500000.00        | $4726878.13        | Private Label Collateralized Mortgage Obligations |
| AEGEA FIN S A R L S A          SR REGS NT 9%31     | 2031-01-20      | 9.0000%  | 0.0000% | $1164000.00        | $1264825.68        | Corporate Debt Securities                         |
| BENCHMARK MTG  2021-B27 TR     A-5    20540717 2.3 | 2054-07-17      | 2.3900%  | 0.0000% | $2824000.00        | $2415664.51        | Private Label Collateralized Mortgage Obligations |
| WESTERN UN CO                  SR GLBL NT6.2%36    | 2036-11-17      | 6.2000%  | 0.0000% | $268000.00         | $270384.90         | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT2.7%27    | 2027-02-15      | 2.7000%  | 0.0000% | $11000.00          | $10798.65          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B31      E      20541217 2.2 | 2054-12-17      | 2.2500%  | 0.0000% | $1695000.00        | $940925.86         | Private Label Collateralized Mortgage Obligations |
| BX TR 2021-SDMF                B      20340915 FLT | 2034-09-15      | 5.1815%  | 0.0000% | $3000000.00        | $2812434.64        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2018-CX12    D      20510817 FLT | 2051-08-17      | 3.2174%  | 0.0000% | $5000000.00        | $3988969.10        | Private Label Collateralized Mortgage Obligations |
| EMPRESA ELECTRICA ANGAMO SA    SR SEC GLBL 29      | 2029-05-25      | 4.8750%  | 0.0000% | $200000.00         | $62421.22          | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-B 144A 33     | 2033-03-08      | 9.3113%  | 0.0000% | $9944000.00        | $9974385.32        | Corporate Debt Securities                         |
| SITIOS LATINOAMERICA SAB DE CV SR GLBL REGS 29     | 2029-11-25      | 6.0000%  | 0.0000% | $2787000.00        | $2830570.10        | Corporate Debt Securities                         |
| WRIGLEY RE LIMITED             EXTND-A 144A 30     | 2030-08-07      | 10.8118% | 0.0000% | $850000.00         | $867000.00         | Corporate Debt Securities                         |
| GUARA NORTE SARL               SR SEC GLBL 34      | 2034-06-15      | 5.1980%  | 0.0000% | $736000.00         | $563802.84         | Corporate Debt Securities                         |
| ANGEL OAK MORTGAGE 2023-7      A-1    20671125 FLT | 2067-11-25      | 4.8000%  | 0.0000% | $1000000.00        | $853588.06         | Private Label Collateralized Mortgage Obligations |
| XPLR INFRASTRUCTURE            SR 144A NT 33       | 2033-03-15      | 8.6250%  | 0.0000% | $2784000.00        | $2948069.24        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR REGS NT 33       | 2033-11-15      | 9.0160%  | 0.0000% | $250000.00         | $305686.67         | Corporate Debt Securities                         |
| DELPHI JERSEY HLDGS PLC        SR GLBL REGS 25     | 2025-10-01      | 5.0000%  | 0.0000% | $60000.00          | $53594.07          | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL REGS NT 29     | 2029-03-12      | 4.8750%  | 0.0000% | $42000.00          | $42536.03          | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $5746000.00        | $5648346.73        | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TALL         D      20370316 FLT | 2037-03-16      | 5.9745%  | 0.0000% | $2300000.00        | $1973035.17        | Private Label Collateralized Mortgage Obligations |
| BMW US CAP LLC                 SR GLBL REGS 30     | 2030-04-09      | 4.1500%  | 0.0000% | $7000.00           | $6835.21           | Corporate Debt Securities                         |
| VITALITY RE XIV LTD            -B VR 144A NT 27    | 2027-01-05      | 8.8118%  | 0.0000% | $2416000.00        | $2534001.20        | Corporate Debt Securities                         |
| BAMLL COML MTG SEC 2021-JACX   B      20380915 FLT | 2038-09-15      | 5.8935%  | 0.0000% | $5000000.00        | $4724779.17        | Private Label Collateralized Mortgage Obligations |
| URSA RE II LIMITED             -E-20221 144A 25    | 2025-06-16      | 12.0618% | 0.0000% | $3744000.00        | $3853176.49        | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT5.4%30    | 2030-05-19      | 5.4000%  | 0.0000% | $3472000.00        | $3481617.44        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.244%012431     | 2031-01-24      | 5.2440%  | 0.0000% | $15000.00          | $15473.61          | Corporate Debt Securities                         |
| VERALTO CORP                   SR GLBL NT 28       | 2028-09-18      | 5.3500%  | 0.0000% | $264000.00         | $273807.60         | Corporate Debt Securities                         |
| BXP TRUST 2017-GM              B      20390615 FLT | 2039-06-15      | 3.4248%  | 0.0000% | $490000.00         | $469668.36         | Private Label Collateralized Mortgage Obligations |
| GLENCORE FDG LLC               SR REGS NT5.4%28    | 2028-05-08      | 5.4000%  | 0.0000% | $250000.00         | $254732.50         | Corporate Debt Securities                         |
| COMM MTG TR 2014-CCRE19        D      20470812 FLT | 2047-08-12      | 4.5109%  | 0.0000% | $1168000.00        | $423480.63         | Private Label Collateralized Mortgage Obligations |
| CORPORACION NACIONAL DEL COBRE SR GLBL REGS 36     | 2036-01-26      | 6.4400%  | 0.0000% | $390000.00         | $407117.97         | Corporate Debt Securities                         |
| JP MORGAN MRTG TR 2021-INV4    A-2    20520125 FLT | 2052-01-25      | 3.0000%  | 0.0000% | $305000.00         | $189066.55         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-6          M2     20571025 FLT | 2057-10-25      | 3.2500%  | 0.0000% | $528000.00         | $460905.49         | Private Label Collateralized Mortgage Obligations |
| 1211 AVE OF AMERICA 2015-1211  A-1A2  20350810 3.9 | 2035-08-10      | 3.9005%  | 0.0000% | $3350000.00        | $3200355.73        | Private Label Collateralized Mortgage Obligations |
| VERUS SECUR TR 2022-INV1       A-1    20670825 FLT | 2067-08-25      | 5.0410%  | 0.0000% | $590000.00         | $425248.50         | Private Label Collateralized Mortgage Obligations |
| UWM MTG TR 2021-INV3           A-7    20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $799547.00         | $553477.53         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPTAL 24-BPR2  C      20410507 FLT | 2041-05-07      | 8.7518%  | 0.0000% | $9000000.00        | $9242316.55        | Private Label Collateralized Mortgage Obligations |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT31    | 2031-04-01      | 2.8000%  | 0.0000% | $3556000.00        | $3131480.77        | Corporate Debt Securities                         |
| ARDAGH METAL PACKAGING FIN PLC SR SEC GLBL 28      | 2028-09-01      | 3.2500%  | 0.0000% | $865000.00         | $796435.05         | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-DWHP C      20380415 FLT | 2038-04-15      | 7.6688%  | 0.0000% | $12600000.00       | $12598076.24       | Private Label Collateralized Mortgage Obligations |
| UWM MTG TR 2021-INV3           B-2    20511125 FLT | 2051-11-25      | 3.2278%  | 0.0000% | $959000.00         | $721591.52         | Private Label Collateralized Mortgage Obligations |
| BRAVO RSDENTL FDG TR 2022-NQM1 A-3    20610925 FLT | 2061-09-25      | 4.0860%  | 0.0000% | $1910000.00        | $1054769.63        | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR5                A-S    20570216 FLT | 2057-02-16      | 6.2680%  | 0.0000% | $3400000.00        | $3526677.95        | Private Label Collateralized Mortgage Obligations |
| WILSONART LLC                  SR 144A NT 11%32    | 2032-08-15      | 11.0000% | 0.0000% | $394000.00         | $363320.53         | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2024-MDHS B      20410515 FLT | 2041-05-15      | 6.1697%  | 0.0000% | $4417000.00        | $3527894.35        | Private Label Collateralized Mortgage Obligations |
| ROCHE HOLDINGS INC             SR REGS NT 33       | 2033-11-13      | 5.5930%  | 0.0000% | $320000.00         | $335142.76         | Corporate Debt Securities                         |
| INTERNATIONAL FLAVORS&FRAGRANC SR GLBL REGS 27     | 2027-10-15      | 1.8320%  | 0.0000% | $22000.00          | $20557.02          | Corporate Debt Securities                         |
| BX TR 2022-FOX2 2022-FOX2      B      20390415 FLT | 2039-04-15      | 5.6988%  | 0.0000% | $3000000.00        | $2139269.84        | Private Label Collateralized Mortgage Obligations |
| PAMPA ENERGIA SA               SR REGS NT 34       | 2034-12-16      | 7.8750%  | 0.0000% | $660000.00         | $676747.50         | Corporate Debt Securities                         |
| BANCO SANTANDER MEXICO SA      SR REGS NT 29       | 2029-12-10      | 5.6210%  | 0.0000% | $2230000.00        | $2305025.25        | Corporate Debt Securities                         |
| BBCMS MTG TR 2025-5C33         A-S    20580315 FLT | 2058-03-15      | 6.1680%  | 0.0000% | $5000000.00        | $5200603.33        | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2019-4       M2     20591025 FLT | 2059-10-25      | 3.7500%  | 0.0000% | $924000.00         | $770854.24         | Private Label Collateralized Mortgage Obligations |
| PFIZER INC                     SR DEB 6.6%28       | 2028-12-01      | 6.6000%  | 0.0000% | $7741000.00        | $8524131.17        | Corporate Debt Securities                         |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32    | 2032-04-07      | 8.3118%  | 0.0000% | $12565000.00       | $12516570.03       | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 5%27     | 2027-08-01      | 5.0000%  | 0.0000% | $60000.00          | $60992.27          | Corporate Debt Securities                         |
| QUEENS HEALTH SYSTEM           GLBL -2022 BD 52    | 2052-07-01      | 4.8100%  | 0.0000% | $6424000.00        | $5710602.31        | Corporate Debt Securities                         |
| SIMMONS FOODS INC / SIMMONS P  SR SEC GLBL 29      | 2029-03-01      | 4.6250%  | 0.0000% | $727000.00         | $686320.01         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT 50       | 2050-11-15      | 2.7500%  | 0.0000% | $91000.00          | $49857.61          | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH            SR GLBL NT 32       | 2032-01-15      | 3.1250%  | 0.0000% | $24597000.00       | $21258172.47       | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING IN R EXTND-B 144A 29     | 2029-04-09      | 14.9118% | 0.0000% | $22384000.00       | $21141688.00       | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2022 LTD     EXT GLBL 144A 30    | 2030-12-06      | 12.0018% | 0.0000% | $3525000.00        | $3721827.46        | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN LLC    SR NT 6.15%36       | 2036-02-01      | 6.1500%  | 0.0000% | $235000.00         | $238602.35         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR NT 4.5%48        | 2048-11-15      | 4.5000%  | 0.0000% | $192000.00         | $154545.60         | Corporate Debt Securities                         |
| SWISS RE SUB FIN PLC           SUB GLBL 144A 46    | 2046-04-01      | 6.1910%  | 0.0000% | $800000.00         | $793357.09         | Corporate Debt Securities                         |
| STARBUCKS CORP                 3.55%29             | 2029-08-15      | 3.5500%  | 0.0000% | $2623000.00        | $2553186.67        | Corporate Debt Securities                         |
| 3264 RE LTD                    EXTND-B 144A 32     | 2032-02-07      | 7.3092%  | 0.0000% | $9250000.00        | $9262950.00        | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 52       | 2052-04-15      | 4.9500%  | 0.0000% | $75000.00          | $60298.31          | Corporate Debt Securities                         |
| TELEFONICA EMISONES SA         SR GLBL NT 47       | 2047-03-08      | 5.2130%  | 0.0000% | $2055000.00        | $1796242.74        | Corporate Debt Securities                         |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 28     | 2028-01-15      | 5.7500%  | 0.0000% | $44000.00          | $45200.87          | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 27      | 2027-06-01      | 4.8750%  | 0.0000% | $403000.00         | $239591.39         | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-A 144A 30     | 2030-04-07      | 7.0618%  | 0.0000% | $7420000.00        | $7374738.00        | Corporate Debt Securities                         |
| SWEDBANK AB                    SNR NPF 144A 26     | 2026-09-12      | 6.1360%  | 0.0000% | $200000.00         | $206674.93         | Corporate Debt Securities                         |
| SOLOMON RE LTD                 EXTND-A 144A 30     | 2030-06-07      | 9.8318%  | 0.0000% | $2825000.00        | $2882065.00        | Corporate Debt Securities                         |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT 54       | 2054-04-03      | 5.7770%  | 0.0000% | $607000.00         | $579677.06         | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT4.5%34    | 2034-09-15      | 4.5000%  | 0.0000% | $56000.00          | $53970.84          | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT 30       | 2030-04-15      | 3.0500%  | 0.0000% | $3393000.00        | $3171717.02        | Corporate Debt Securities                         |
| SUTTER RE LIMITED              EXTND-E 144A 30     | 2030-06-07      | 14.0618% | 0.0000% | $8587000.00        | $8921893.00        | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL 144A 30     | 2030-03-18      | 5.7500%  | 0.0000% | $4720000.00        | $4776687.20        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT31    | 2031-06-01      | 8.3750%  | 0.0000% | $705000.00         | $745419.31         | Corporate Debt Securities                         |
| TORREY PINES RE LTD            EXTND-A 144A 31     | 2031-06-05      | 9.5278%  | 0.0000% | $8000000.00        | $8144800.00        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.198%012330     | 2030-01-23      | 5.1980%  | 0.0000% | $39000.00          | $40317.32          | Corporate Debt Securities                         |
| WESTPAC BKG CORP               GLBL NT 2.65%30     | 2030-01-16      | 2.6500%  | 0.0000% | $81000.00          | $75854.39          | Corporate Debt Securities                         |
| WINSTON RE LTD                 EXTND-A 144A 32     | 2032-02-20      | 10.8118% | 0.0000% | $5250000.00        | $5220075.00        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 6%55     | 2055-03-15      | 6.0000%  | 0.0000% | $100000.00         | $99402.00          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 41       | 2041-09-03      | 2.8500%  | 0.0000% | $1000000.00        | $697687.50         | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT5.5%33    | 2033-03-01      | 5.5000%  | 0.0000% | $507000.00         | $484518.21         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 29       | 2029-08-15      | 2.8750%  | 0.0000% | $2826000.00        | $2656766.17        | Corporate Debt Securities                         |
| URSA RE II LIMITED             GLBL-AA 144A 25     | 2025-12-06      | 11.3118% | 0.0000% | $3990000.00        | $4072194.00        | Corporate Debt Securities                         |
| URSA RE LTD                    EXTND-C 144A 29     | 2029-12-06      | 12.5618% | 0.0000% | $750000.00         | $764850.00         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 2.811%011141     | 2041-01-11      | 2.8110%  | 0.0000% | $850000.00         | $577646.05         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCPT 2021-INV3  A-5    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $1316000.00        | $846939.29         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG 2021-5 TR        A-4    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $7550000.00        | $3748641.60        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-HYB1     A-2A   20491025 FLT | 2049-10-25      | 4.9888%  | 0.0000% | $29000000.00       | $2658047.99        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2025-4          A-1    20700425 FLT | 2070-04-25      | 5.7940%  | 0.0000% | $10000000.00       | $10120117.22       | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2019-3      M      20581025 FLT | 2058-10-25      | 4.7500%  | 0.0000% | $230000.00         | $185490.04         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2025-VIS1     M-1    20550825 FLT | 2055-08-25      | 6.4120%  | 0.0000% | $1044000.00        | $1045747.89        | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FIN MOR TR 20-1      B-1    20650525 FLT | 2065-05-25      | 5.0996%  | 0.0000% | $650000.00         | $659322.07         | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2023-3      A-4-A  20531025 FLT | 2053-10-25      | 5.0000%  | 0.0000% | $500000.00         | $338293.72         | Private Label Collateralized Mortgage Obligations |
| WEC ENERGY GROUP INC           SR GLBL NT 27       | 2027-10-15      | 1.3750%  | 0.0000% | $17000.00          | $15823.58          | Corporate Debt Securities                         |
| DTE ENERGY CO                  GLBL -C NT 28       | 2028-06-01      | 4.8750%  | 0.0000% | $263000.00         | $271373.81         | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  144A NT 3.65%27     | 2027-04-07      | 3.6500%  | 0.0000% | $190000.00         | $187564.89         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT3.8%30    | 2030-03-22      | 3.8000%  | 0.0000% | $7000.00           | $6887.14           | Corporate Debt Securities                         |
| DARLING INGREDIENTS INC        SR GLBL 144A 30     | 2030-06-15      | 6.0000%  | 0.0000% | $2000000.00        | $2055920.00        | Corporate Debt Securities                         |
| D R HORTON INC                 SR GLBL NT 5%34     | 2034-10-15      | 5.0000%  | 0.0000% | $10000.00          | $9771.10           | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL DEB 28      | 2028-01-01      | 6.7500%  | 0.0000% | $2477000.00        | $2688331.45        | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE INS CO   144A NT 6.17%55     | 2055-05-29      | 6.1700%  | 0.0000% | $482000.00         | $495858.17         | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD 31       | 2031-04-01      | 2.2500%  | 0.0000% | $82000.00          | $73045.40          | Corporate Debt Securities                         |
| NORTHWEST PIPELINE CORP        4%27                | 2027-04-01      | 4.0000%  | 0.0000% | $3116000.00        | $3098816.99        | Corporate Debt Securities                         |
| NORTHWELL HEALTHCARE INC       SR -2017A BD 47     | 2047-11-01      | 4.2600%  | 0.0000% | $17000.00          | $13030.70          | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 GLBL NT 4.68%45     | 2045-02-15      | 4.6800%  | 0.0000% | $55000.00          | $45146.75          | Corporate Debt Securities                         |
| ORIX CORP                      GLBL NT 4.65%29     | 2029-09-10      | 4.6500%  | 0.0000% | $5000.00           | $5027.22           | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT 7%32      | 2032-05-01      | 7.0000%  | 0.0000% | $80000.00          | $89047.91          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL BD9.5%27    | 2027-09-15      | 9.5000%  | 0.0000% | $10000.00          | $10621.92          | Corporate Debt Securities                         |
| OPEN TEXT HLDGS INC            SR GLBL 144A 30     | 2030-02-15      | 4.1250%  | 0.0000% | $2941000.00        | $2786718.82        | Corporate Debt Securities                         |
| OCELOT RE LTD                  EXTND-A 144A 31     | 2031-01-07      | 12.0618% | 0.0000% | $4000000.00        | $4061200.00        | Corporate Debt Securities                         |
| OPEN TEXT HLDGS INC            SR GLBL 144A 31     | 2031-12-01      | 4.1250%  | 0.0000% | $6716000.00        | $6217675.60        | Corporate Debt Securities                         |
| RIVERFRONT RE LTD              -A-20251 144A 29    | 2029-01-08      | 9.8113%  | 0.0000% | $13116000.00       | $13102884.00       | Corporate Debt Securities                         |
| PINNACLE WEST CAP CORP         SR GLBL NT4.9%28    | 2028-05-15      | 4.9000%  | 0.0000% | $10000.00          | $10083.72          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.8%37    | 2037-11-15      | 3.8000%  | 0.0000% | $57000.00          | $47461.24          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-11-10      | 5.1250%  | 0.0000% | $33000.00          | $33500.52          | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL33    | 2033-04-15      | 6.4000%  | 0.0000% | $99000.00          | $103136.22         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT4.1%21    | 2121-05-15      | 4.1000%  | 0.0000% | $59000.00          | $39738.76          | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT3.4%26    | 2026-07-15      | 3.4000%  | 0.0000% | $6680000.00        | $6613600.80        | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT2.2%25    | 2025-09-15      | 2.2000%  | 0.0000% | $75000.00          | $74762.50          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.677%061527     | 2027-06-15      | 4.6770%  | 0.0000% | $200000.00         | $204557.25         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025C 30    | 2030-03-15      | 5.2500%  | 0.0000% | $20000.00          | $20287.52          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2020B 30    | 2030-06-01      | 2.2500%  | 0.0000% | $6000.00           | $5289.71           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1MTG BD 5.35%35     | 2035-07-15      | 5.3500%  | 0.0000% | $6000.00           | $5866.40           | Corporate Debt Securities                         |
| PEDERNALES ELEC COOP INC       1M GLBL 144A 32     | 2032-11-15      | 6.2020%  | 0.0000% | $1090000.00        | $1149300.54        | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING IN R EXTND-A 144A 29     | 2029-04-09      | 7.7218%  | 0.0000% | $41308000.00       | $40667726.00       | Corporate Debt Securities                         |
| POLESTAR RE LTD                -A-20243 144A 28    | 2028-01-07      | 14.8118% | 0.0000% | $29110000.00       | $30021143.00       | Corporate Debt Securities                         |
| PUBLIC SVC CO NEW HAMPSHIRE    1M GLBL -X BD 33    | 2033-10-01      | 5.3500%  | 0.0000% | $50000.00          | $51197.40          | Corporate Debt Securities                         |
| PURPLE RE LTD                  EXTND-A 144A 30     | 2030-04-24      | 17.1385% | 0.0000% | $13980000.00       | $14427360.00       | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORP            SR NT 6.25%33       | 2033-07-01      | 6.2500%  | 0.0000% | $962000.00         | $1023748.91        | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT4.4%48    | 2048-05-01      | 4.4000%  | 0.0000% | $45000.00          | $36553.25          | Corporate Debt Securities                         |
| PROTECTIVE LIFE GLOBAL FUNDING REGS NT 4.772%29    | 2029-12-09      | 4.7720%  | 0.0000% | $200000.00         | $205075.40         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL ZZ BD 33    | 2033-06-01      | 5.2000%  | 0.0000% | $32000.00          | $32692.66          | Corporate Debt Securities                         |
| SPIRIT AEROSYSTEMS INC         SR GLBL NT4.6%28    | 2028-06-15      | 4.6000%  | 0.0000% | $200000.00         | $199028.67         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 50       | 2050-10-15      | 2.1250%  | 0.0000% | $52000.00          | $27008.60          | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CORP        SR 144A NT 5%29     | 2029-11-15      | 5.0000%  | 0.0000% | $500000.00         | $509301.67         | Corporate Debt Securities                         |
| SAKURA RE LTD                  EXTND-A 144A 30     | 2030-01-06      | 17.8118% | 0.0000% | $7024000.00        | $7273352.00        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 41       | 2041-11-15      | 4.3750%  | 0.0000% | $13314000.00       | $11359410.50       | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 5.5%060129       | 2029-06-01      | 5.5000%  | 0.0000% | $74000.00          | $77906.25          | Corporate Debt Securities                         |
| OCELOT RE LTD                  -B-20251 144A 29    | 2029-02-26      | 10.5592% | 0.0000% | $11000000.00       | $10896600.00       | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 34       | 2034-02-13      | 5.2500%  | 0.0000% | $89000.00          | $90889.84          | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30    | 2030-05-01      | 4.4000%  | 0.0000% | $72000.00          | $71597.12          | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT6.2%30    | 2030-06-15      | 6.2000%  | 0.0000% | $13000.00          | $14064.40          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.95%020129      | 2029-02-01      | 4.9500%  | 0.0000% | $81000.00          | $83725.85          | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 6.3%120128       | 2028-12-01      | 6.3000%  | 0.0000% | $235000.00         | $253615.52         | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL B-2 144A 30      | 2030-04-08      | 9.0618%  | 0.0000% | $19135000.00       | $19039325.00       | Corporate Debt Securities                         |
| QUALCOMM INC                   FR 3.25%052027      | 2027-05-20      | 3.2500%  | 0.0000% | $3902000.00        | $3836496.26        | Corporate Debt Securities                         |
| RENAISSANCERE HLDGS LTD        SR GLBL NT5.8%35    | 2035-04-01      | 5.8000%  | 0.0000% | $1500000.00        | $1531523.33        | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL XXX BD32    | 2032-03-15      | 3.0000%  | 0.0000% | $34000.00          | $30032.88          | Corporate Debt Securities                         |
| S&P GLOBAL INC                 GLBL NT 1.25%30     | 2030-08-15      | 1.2500%  | 0.0000% | $12000.00          | $10256.71          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     SR GLBL 144A 26     | 2026-06-24      | 1.3390%  | 0.0000% | $1140000.00        | $1143627.86        | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING IN R EXTND-A 144A 28     | 2028-06-07      | 10.7618% | 0.0000% | $2055000.00        | $2051917.50        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     -4-2024II 144A28    | 2028-12-06      | 9.5618%  | 0.0000% | $2050000.00        | $2062505.00        | Corporate Debt Securities                         |
| CUSHMAN & WAKEFIELD U S BRRWR  SR SEC GLBL 28      | 2028-05-15      | 6.7500%  | 0.0000% | $1794000.00        | $1808625.58        | Corporate Debt Securities                         |
| DH EUROPE FIN II S A R L       SR GLBL NT3.4%49    | 2049-11-15      | 3.4000%  | 0.0000% | $96000.00          | $66388.48          | Corporate Debt Securities                         |
| D R HORTON INC                 SR GLBL NT1.3%26    | 2026-10-15      | 1.3000%  | 0.0000% | $30000.00          | $28772.25          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B30      D      20541118 FLT | 2054-11-18      | 2.0000%  | 0.0000% | $1500000.00        | $991632.17         | Private Label Collateralized Mortgage Obligations |
| SLM STUDENT LOAN TR 2013-3     A-3    20550426 FLT | 2055-04-26      | 4.9365%  | 0.0000% | $800000.00         | $286359.49         | Asset-Backed Securities                           |
| NAVIENT ST LN TR 2020-2        A-1A   20690826 1.3 | 2069-08-26      | 1.3200%  | 0.0000% | $1632430.00        | $601917.63         | Asset-Backed Securities                           |
| JETBLUE AIRWAYS CORP 2020-1    1A     20340515 4.0 | 2034-05-15      | 4.0000%  | 0.0000% | $100000.00         | $64845.71          | Asset-Backed Securities                           |
| NEWSTAR ARLINGTON SR LN 2014-R C-1-R  20310425 FLT | 2031-04-25      | 7.0934%  | 0.0000% | $1000000.00        | $1005386.34        | Asset-Backed Securities                           |
| ALAMO RE LTD                   EXT GLBL 144A 31    | 2031-06-07      | 10.3118% | 0.0000% | $29225000.00       | $30014075.00       | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 35       | 2035-05-12      | 4.7500%  | 0.0000% | $32000.00          | $31741.60          | Corporate Debt Securities                         |
| AMCOR GROUP FIN PLC            GLBL NT 5.45%29     | 2029-05-23      | 5.4500%  | 0.0000% | $5530000.00        | $5639492.46        | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -K NT 49    | 2049-06-15      | 3.8000%  | 0.0000% | $70000.00          | $51530.27          | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXTND-A 144A 30     | 2030-06-07      | 12.7012% | 0.0000% | $2533000.00        | $2596325.00        | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34      | 2034-08-20      | 5.5000%  | 0.0000% | $139000.00         | $138400.60         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 4%30     | 2030-05-15      | 4.0000%  | 0.0000% | $40000.00          | $39683.69          | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 30       | 2030-05-07      | 4.8500%  | 0.0000% | $78000.00          | $78396.13          | Corporate Debt Securities                         |
| ALGONQUIN POWER & UTILITIES CO GLBL NT 1.18%26     | 2026-06-15      | 5.3650%  | 0.0000% | $97000.00          | $98568.21          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.4%34      | 2034-02-15      | 5.4000%  | 0.0000% | $7807000.00        | $8023410.04        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 6.875%33      | 2033-11-01      | 6.8750%  | 0.0000% | $137000.00         | $151110.75         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT5.1%29    | 2029-01-19      | 5.1000%  | 0.0000% | $230000.00         | $236271.72         | Corporate Debt Securities                         |
| ACCENTURE CAPITAL INC          GLBL NT 3.9%27      | 2027-10-04      | 3.9000%  | 0.0000% | $442000.00         | $441627.25         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT2.5%50    | 2050-06-03      | 2.5000%  | 0.0000% | $300000.00         | $179547.50         | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        SR GLBL NT 29       | 2029-04-22      | 3.6250%  | 0.0000% | $490000.00         | $472637.53         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 48       | 2048-10-06      | 4.4390%  | 0.0000% | $1683000.00        | $1408096.26        | Corporate Debt Securities                         |
| UNITED AIRLINES PTC 2019-1     A      20330225 4.5 | 2033-02-25      | 4.5500%  | 0.0000% | $45000.00          | $27588.79          | Asset-Backed Securities                           |
| SHELL FIN US INC               SR GLBL NT 43       | 2043-08-12      | 4.5500%  | 0.0000% | $444000.00         | $385898.16         | Corporate Debt Securities                         |
| KOHLS CORP                     SR SEC 144A NT30    | 2030-06-01      | 10.0000% | 0.0000% | $3248000.00        | $3345472.48        | Corporate Debt Securities                         |
| MASCHPARK RE LTD               EXTND AUTOCLL 28    | 2028-07-10      | 7.8372%  | 0.0000% | $10912000.00       | $11058220.80       | Corporate Debt Securities                         |
| KENDALL RE LTD                 -A VR 144A NT 27    | 2027-04-30      | 10.5618% | 0.0000% | $3694000.00        | $3862815.80        | Corporate Debt Securities                         |
| MATTERHORN RE LTD              GLBL-A 144A 28      | 2028-02-04      | 11.3118% | 0.0000% | $5750000.00        | $5762650.00        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT3.1%27    | 2027-05-03      | 3.1000%  | 0.0000% | $12182000.00       | $11924655.25       | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT5.5%35    | 2035-10-15      | 5.5000%  | 0.0000% | $2347000.00        | $2415309.44        | Corporate Debt Securities                         |
| NIELSEN FIN LLC/ NIELSEN FIN   SR GLBL 144A 29     | 2029-07-15      | 4.5000%  | 0.0000% | $222000.00         | $126493.16         | Corporate Debt Securities                         |
| MET TOWER GLOBAL FUNDING       144A NT 5.25%29     | 2029-04-12      | 5.2500%  | 0.0000% | $225000.00         | $231268.50         | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -A2-20251 144A28    | 2028-06-06      | 12.3113% | 0.0000% | $5272000.00        | $5201882.40        | Corporate Debt Securities                         |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 14.8113% | 0.0000% | $12529000.00       | $12537841.01       | Corporate Debt Securities                         |
| MERNA REINSURANCE II LTD       EXT-20241 144A32    | 2032-07-07      | 11.5618% | 0.0000% | $15946000.00       | $16529623.60       | Corporate Debt Securities                         |
| KILIMANJARO III RE LTD         EXT GLBL 144A 29    | 2029-04-08      | 8.8718%  | 0.0000% | $8781000.00        | $8777487.60        | Corporate Debt Securities                         |
| MONA LISA RE LTD               EXTND SB GLBL 29    | 2029-07-09      | 11.3118% | 0.0000% | $10685000.00       | $10685000.00       | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       SR SEC GLBL 28      | 2028-04-25      | 5.2244%  | 0.0000% | $600000.00         | $605539.13         | Corporate Debt Securities                         |
| NAKAMA RE PTE LIMITED          EXTND-1 144A 33     | 2033-04-25      | 6.4118%  | 0.0000% | $3650000.00        | $3597805.00        | Corporate Debt Securities                         |
| MERNA REINSURANCE II LTD       EXT-20242 144A31    | 2031-07-07      | 13.0618% | 0.0000% | $1500000.00        | $1554000.00        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 50       | 2050-06-24      | 2.4500%  | 0.0000% | $1874000.00        | $1085751.87        | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 28       | 2028-03-01      | 5.7500%  | 0.0000% | $9986000.00        | $10375606.57       | Corporate Debt Securities                         |
| MID-AMERICA APTS LP            3.95%29             | 2029-03-15      | 3.9500%  | 0.0000% | $54000.00          | $53335.76          | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 44     | 2044-04-01      | 3.9500%  | 0.0000% | $93000.00          | $74363.14          | Corporate Debt Securities                         |
| NETFLIX INC.                   SR GLBL 144A 29     | 2029-11-15      | 5.3750%  | 0.0000% | $27000.00          | $28644.45          | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     SR SEC 144A NT27    | 2027-04-15      | 7.8750%  | 0.0000% | $2259000.00        | $2337836.28        | Corporate Debt Securities                         |
| KEB HANA BANK                  FR 3.25%033027      | 2027-03-30      | 3.2500%  | 0.0000% | $225000.00         | $221246.25         | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT4.6%33    | 2033-02-01      | 4.6000%  | 0.0000% | $86000.00          | $84304.56          | Corporate Debt Securities                         |
| NEW YORK ST ELEC & GAS CORP    SR GLBL 144A 26     | 2026-12-01      | 3.2500%  | 0.0000% | $6824000.00        | $6804003.78        | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -D-20251 144A 27    | 2027-06-06      | 29.8113% | 0.0000% | $14509000.00       | $14005537.70       | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 27       | 2027-01-15      | 4.8500%  | 0.0000% | $15000.00          | $15342.71          | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             CR SEN SR NT 43     | 2043-07-15      | 5.7000%  | 0.0000% | $173000.00         | $166670.79         | Corporate Debt Securities                         |
| MERNA REINSURANCE II LTD       EXTND-A 144A 30     | 2030-07-07      | 12.0618% | 0.0000% | $12122000.00       | $12479599.00       | Corporate Debt Securities                         |
| MCCORMICK & CO INC             SR GLBL NT3.4%27    | 2027-08-15      | 3.4000%  | 0.0000% | $3579000.00        | $3529526.29        | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%50    | 2050-05-01      | 4.2000%  | 0.0000% | $95000.00          | $67893.97          | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 5%26     | 2026-02-27      | 5.0000%  | 0.0000% | $234000.00         | $237031.86         | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 33       | 2033-04-01      | 5.7500%  | 0.0000% | $200000.00         | $204232.72         | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 4.55%012833      | 2033-01-28      | 4.5500%  | 0.0000% | $781000.00         | $766043.42         | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR NT 5.375%41      | 2041-03-01      | 5.3750%  | 0.0000% | $89000.00          | $88524.58          | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT3.9%29    | 2029-08-08      | 3.9000%  | 0.0000% | $2396000.00        | $2275728.79        | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT 26       | 2026-10-15      | 2.0500%  | 0.0000% | $74000.00          | $71496.02          | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT 30       | 2030-01-15      | 3.0500%  | 0.0000% | $6000.00           | $5610.47           | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 35       | 2035-03-01      | 5.7500%  | 0.0000% | $4774000.00        | $4877941.92        | Corporate Debt Securities                         |
| LIONS GATE CAP HLDGS 1 INC     SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $5114000.00        | $4586618.75        | Corporate Debt Securities                         |
| LONG WALK REINS LTD            EXTND-A 144A 31     | 2031-01-30      | 14.0618% | 0.0000% | $8663000.00        | $8773886.40        | Corporate Debt Securities                         |
| FLOWERS FOODS INC              SR GLBL NT6.2%55    | 2055-03-15      | 6.2000%  | 0.0000% | $8000.00           | $7937.08           | Corporate Debt Securities                         |
| EAGLE INTER GLOBAL HLDG B V    SR 144A NT7.5%25    | 2025-06-30      | 7.5000%  | 0.0000% | $235000.00         | $221693.05         | Corporate Debt Securities                         |
| EPR PPTYS                      SR GLBL NT 26       | 2026-12-15      | 4.7500%  | 0.0000% | $98000.00          | $99463.22          | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 51       | 2051-09-15      | 2.9500%  | 0.0000% | $198000.00         | $119399.11         | Corporate Debt Securities                         |
| EPR PPTYS                      SR GLBL NT 29       | 2029-08-15      | 3.7500%  | 0.0000% | $289000.00         | $274806.49         | Corporate Debt Securities                         |
| GATEWAY RE LTD                 EXT-AAA 144A 32     | 2032-07-07      | 8.5592%  | 0.0000% | $8245000.00        | $8118027.00        | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT2.5%30    | 2030-02-15      | 2.5000%  | 0.0000% | $99000.00          | $90847.52          | Corporate Debt Securities                         |
| EASTMAN CHEM CO                SR GLBL NT 33       | 2033-03-08      | 5.7500%  | 0.0000% | $92000.00          | $95383.50          | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             LW TIER II 34       | 2034-02-10      | 7.0790%  | 0.0000% | $2000000.00        | $2141560.56        | Corporate Debt Securities                         |
| FISH POND RE LTD               -A-20241 144A 27    | 2027-01-08      | 8.3313%  | 0.0000% | $14670000.00       | $14950069.99       | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 77    | 2077-07-15      | 5.5000%  | 0.0000% | $67000.00          | $66686.77          | Corporate Debt Securities                         |
| FLOODSMART RE LTD              EXTND-B 144A 31     | 2031-03-11      | 21.5613% | 0.0000% | $12467000.00       | $11974553.50       | Corporate Debt Securities                         |
| FLOODSMART RE LTD              EXTND-A 144A 30     | 2030-03-11      | 21.4618% | 0.0000% | $26747000.00       | $26733626.50       | Corporate Debt Securities                         |
| DISH NETWORK CORPORATION       SR SEC GLBL 27      | 2027-11-15      | 11.7500% | 0.0000% | $230000.00         | $242621.44         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 45       | 2045-11-15      | 4.7500%  | 0.0000% | $12000.00          | $9797.63           | Corporate Debt Securities                         |
| FLOODSMART RE LTD              EXTND-A 144A 31     | 2031-03-11      | 18.3118% | 0.0000% | $46850000.00       | $48091525.00       | Corporate Debt Securities                         |
| EAST LANE RE VII LTD           FLT BD 26           | 2026-03-31      | 13.5613% | 0.0000% | $16111000.00       | $16257610.10       | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 7%030132         | 2032-03-01      | 7.0000%  | 0.0000% | $60000.00          | $68946.93          | Corporate Debt Securities                         |
| EATON CORP OHIO                SR DEB 7.65%29      | 2029-11-15      | 7.6500%  | 0.0000% | $20501000.00       | $23199290.37       | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           EXTND-A 144A 31     | 2031-05-13      | 14.8118% | 0.0000% | $32725000.00       | $34246712.50       | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR NT -2012A 42     | 2042-03-15      | 4.3000%  | 0.0000% | $100000.00         | $84509.83          | Corporate Debt Securities                         |
| FORTINET INC                   SR GLBL NT2.2%31    | 2031-03-15      | 2.2000%  | 0.0000% | $95000.00          | $82945.77          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT5.5%27    | 2027-12-15      | 5.5000%  | 0.0000% | $31733000.00       | $31533346.54       | Corporate Debt Securities                         |
| SENSATA TECHNOLOGIES INC       SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $1969000.00        | $1770500.19        | Corporate Debt Securities                         |
| NELNET ED LN FDG 2004-4        A-5    20370125 FLT | 2037-01-25      | 4.7849%  | 0.0000% | $1902000.00        | $102402.65         | Asset-Backed Securities                           |
| BENCHMARK MTG TR 2021-B23      D      20540218 2.0 | 2054-02-18      | 2.0000%  | 0.0000% | $3000000.00        | $1944846.33        | Private Label Collateralized Mortgage Obligations |
| BX TR 2024-BIO                 D      20410215 FLT | 2041-02-15      | 7.9677%  | 0.0000% | $13000000.00       | $12778712.43       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-IG1      A-S    20430917 FLT | 2043-09-17      | 2.9086%  | 0.0000% | $11101000.00       | $9009893.96        | Private Label Collateralized Mortgage Obligations |
| PROMIGAS S A E S P/GASES       GLBL REGS NT 29     | 2029-10-16      | 3.7500%  | 0.0000% | $4795000.00        | $4474901.78        | Corporate Debt Securities                         |
| TRUHOME PART OF AMER TR 2021-3 B      20410117 2.6 | 2041-01-17      | 2.6490%  | 0.0000% | $400000.00         | $331789.64         | Asset-Backed Securities                           |
| GLS AUTO RECV ISSUER TR 2025-2 B      20291015 4.9 | 2029-10-15      | 4.9700%  | 0.0000% | $1331000.00        | $1340307.54        | Asset-Backed Securities                           |
| JOHNSON & JOHNSON              SR GLBL NT 38       | 2038-07-15      | 5.8500%  | 0.0000% | $16000.00          | $17526.68          | Corporate Debt Securities                         |
| HIGHWOODS RLTY LTD PARTNERSHIP SR GLBL NT 34       | 2034-02-01      | 7.6500%  | 0.0000% | $14000.00          | $15780.07          | Corporate Debt Securities                         |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 27.3113% | 0.0000% | $3000000.00        | $3058366.93        | Corporate Debt Securities                         |
| GLOBAL MARINE INC              SR GLBL NT 7%28     | 2028-06-01      | 7.0000%  | 0.0000% | $1142000.00        | $1067547.94        | Corporate Debt Securities                         |
| HACKENSACK MERIDIAN HEALTH     SR SEC GLBL 57      | 2057-07-01      | 4.5000%  | 0.0000% | $665000.00         | $539245.18         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.875%110127     | 2027-11-01      | 4.8750%  | 0.0000% | $1619000.00        | $1621326.64        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 60       | 2060-03-25      | 4.9500%  | 0.0000% | $48000.00          | $37765.80          | Corporate Debt Securities                         |
| INDIANA UNIV FNDTN             GLBL -2021 BD 51    | 2051-10-01      | 2.8200%  | 0.0000% | $124000.00         | $75309.13          | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              EXTND-A 144A 30     | 2030-01-07      | 10.7718% | 0.0000% | $6208000.00        | $6239040.00        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT5.6%33    | 2033-03-02      | 5.6000%  | 0.0000% | $58000.00          | $59823.46          | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL COCO 29     | 2029-03-25      | 4.8580%  | 0.0000% | $432000.00         | $436795.80         | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD 31       | 2031-06-01      | 3.0500%  | 0.0000% | $40000.00          | $37062.21          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.7%062630       | 2030-06-26      | 5.7000%  | 0.0000% | $31000.00          | $32507.63          | Corporate Debt Securities                         |
| HERBIE RE LTD                  -B-20242 144A 29    | 2029-01-08      | 15.0618% | 0.0000% | $9750000.00        | $9906975.00        | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              -B-20241 144A 28    | 2028-01-07      | 12.5618% | 0.0000% | $3500000.00        | $3450300.00        | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -A-20251 144A 28    | 2028-07-07      | 14.8092% | 0.0000% | $5500000.00        | $5550600.00        | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              EXTND-A 144A 31     | 2031-01-07      | 10.1092% | 0.0000% | $3480000.00        | $3528720.00        | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 33       | 2033-04-30      | 5.6250%  | 0.0000% | $3000000.00        | $2806162.50        | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              -A-20241 144A 28    | 2028-01-07      | 9.8118%  | 0.0000% | $24320000.00       | $24147328.00       | Corporate Debt Securities                         |
| FIRST COAST RE IV LTD          -A VR 144A NT 28    | 2028-03-07      | 10.8113% | 0.0000% | $6815000.00        | $6773428.50        | Corporate Debt Securities                         |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 28      | 2028-12-15      | 9.8750%  | 0.0000% | $461000.00         | $438070.05         | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 42       | 2042-11-15      | 3.8500%  | 0.0000% | $78000.00          | $60506.49          | Corporate Debt Securities                         |
| HANESBRANDS INC                SR GLBL 144A 31     | 2031-02-15      | 9.0000%  | 0.0000% | $3000000.00        | $3251460.00        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP JR SB -Y NT    | 2500-12-31      | 6.1250%  | 0.0000% | $4994000.00        | $4863221.01        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP -W NT 7.5%     | 2500-12-31      | 7.5000%  | 0.0000% | $72000.00          | $77133.36          | Corporate Debt Securities                         |
| FORTRESS INTER 3 INC           SR SEC 144A NT31    | 2031-06-01      | 7.5000%  | 0.0000% | $1127000.00        | $1205531.24        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34       | 2034-09-06      | 5.4500%  | 0.0000% | $1299000.00        | $1257388.70        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 51       | 2051-04-27      | 3.8750%  | 0.0000% | $96000.00          | $67774.28          | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2025C 35    | 2035-03-15      | 5.2000%  | 0.0000% | $123000.00         | $123794.17         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT3.5%27    | 2027-08-15      | 3.5000%  | 0.0000% | $21000.00          | $20941.58          | Corporate Debt Securities                         |
| AFFIRM ASSET SEC TR 2024-X2    A      20291217 5.2 | 2029-12-17      | 5.2200%  | 0.0000% | $500000.00         | $273247.95         | Asset-Backed Securities                           |
| TORREY PINES RE LTD            EXTND-A 144A 32     | 2032-06-07      | 10.3092% | 0.0000% | $27050000.00       | $28042368.13       | Corporate Debt Securities                         |
| URSA RE LTD                    -F-20251 144A 28    | 2028-02-22      | 11.8118% | 0.0000% | $21744000.00       | $21776616.00       | Corporate Debt Securities                         |
| URSA RE II LIMITED             -A-20221 144A 25    | 2025-06-16      | 9.3118%  | 0.0000% | $3413000.00        | $3488127.08        | Corporate Debt Securities                         |
| TORREY PINES RE LTD            -A-20221 144A 25    | 2025-06-06      | 9.9118%  | 0.0000% | $6458000.00        | $6492437.52        | Corporate Debt Securities                         |
| TRINITY INDS INC               SR GLBL 144A 28     | 2028-07-15      | 7.7500%  | 0.0000% | $14000.00          | $14962.25          | Corporate Debt Securities                         |
| LOANCORE ISSUER 2025-CRE8      B      20420818 FLT | 2042-08-18      | 6.1679%  | 0.0000% | $3000000.00        | $2952021.91        | Private Label Collateralized Mortgage Obligations |
| GS MTG BCD SECS TR 2024-PJ1    A-15   20540625 FLT | 2054-06-25      | 6.0000%  | 0.0000% | $250000.00         | $124176.83         | Private Label Collateralized Mortgage Obligations |
| COMM 2022-HC MORTGAGE TRUST    A      20390110 2.8 | 2039-01-10      | 2.8190%  | 0.0000% | $2216000.00        | $2090673.81        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2021-GSA3       E      20541217 2.2 | 2054-12-17      | 2.2500%  | 0.0000% | $5000000.00        | $3103767.50        | Private Label Collateralized Mortgage Obligations |
| BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 27      | 2027-04-01      | 4.5000%  | 0.0000% | $86000.00          | $84107.57          | Corporate Debt Securities                         |
| CALFRAC HLDGS LP               SR GLBL 144A 26     | 2026-03-15      | 10.8750% | 0.0000% | $58800.00          | $59764.69          | Corporate Debt Securities                         |
| BONANZA RE LTD                 -C-20241 144A 28    | 2028-01-08      | 9.8118%  | 0.0000% | $16900000.00       | $16871270.00       | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 3.45%50     | 2050-02-01      | 3.4500%  | 0.0000% | $100000.00         | $68253.42          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 52      | 2052-06-15      | 2.8750%  | 0.0000% | $9000.00           | $5641.26           | Corporate Debt Securities                         |
| BROOKLYN UNION GAS CO          SR GLBL 144A 49     | 2049-03-04      | 4.4870%  | 0.0000% | $34000.00          | $26354.04          | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              FLT 144A NT 27      | 2027-01-07      | 5.1768%  | 0.0000% | $10875000.00       | $10969527.46       | Corporate Debt Securities                         |
| BONANZA RE LTD                 -B-20241 144A 28    | 2028-01-08      | 8.0618%  | 0.0000% | $9260000.00        | $9131286.00        | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 3.9%101546       | 2046-10-15      | 3.9000%  | 0.0000% | $1160000.00        | $893147.80         | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR NT 6.125%53      | 2053-11-01      | 6.1250%  | 0.0000% | $160000.00         | $169829.44         | Corporate Debt Securities                         |
| COMERICA INC                   PERP SUB GLBL -A    | 2500-12-31      | 5.6250%  | 0.0000% | $42000.00          | $42336.37          | Corporate Debt Securities                         |
| BONANZA RE LTD                 -A-20231 144A 26    | 2026-01-08      | 12.7618% | 0.0000% | $6170000.00        | $6224913.00        | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR NT 6.25%38       | 2038-03-15      | 6.2500%  | 0.0000% | $51000.00          | $51739.54          | Corporate Debt Securities                         |
| CNG HOLDINGS INC               SR SEC GLBL 26      | 2026-06-30      | 14.5000% | 0.0000% | $6146000.00        | $5839980.42        | Corporate Debt Securities                         |
| CAPE LOOKOUT RE LTD            EXTND-A 144A 30     | 2030-04-28      | 12.7318% | 0.0000% | $14868000.00       | $15165360.00       | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 2.25%31     | 2031-05-28      | 2.2500%  | 0.0000% | $258000.00         | $227154.81         | Corporate Debt Securities                         |
| BANCO DE BOGOTA SA             SR GLBL 144A 27     | 2027-08-03      | 4.3750%  | 0.0000% | $500000.00         | $495519.38         | Corporate Debt Securities                         |
| BRINKS CO                      SR GLBL 144A 32     | 2032-06-15      | 6.7500%  | 0.0000% | $96000.00          | $101517.84         | Corporate Debt Securities                         |
| CATAHOULA II RE PTE LTD        -A VR 144A NT 25    | 2025-06-16      | 15.5492% | 0.0000% | $500000.00         | $505785.19         | Corporate Debt Securities                         |
| TORREY PINES RE LTD            -A VR 144A BD 28    | 2028-06-07      | 8.0592%  | 0.0000% | $12288000.00       | $12275712.00       | Corporate Debt Securities                         |
| URSA RE LTD                    EXTND-D 144A 30     | 2030-12-07      | 13.0618% | 0.0000% | $8000000.00        | $8602365.22        | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD2.5%60    | 2060-05-01      | 2.5000%  | 0.0000% | $53000.00          | $28366.34          | Corporate Debt Securities                         |
| CAPE LOOKOUT RE LTD            EXT GLBL 144A 32    | 2032-03-13      | 11.2144% | 0.0000% | $26500000.00       | $26619250.00       | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 28     | 2028-04-15      | 7.7500%  | 0.0000% | $934000.00         | $863658.12         | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 6.84%091334      | 2034-09-13      | 6.8400%  | 0.0000% | $1600000.00        | $1753232.00        | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 30       | 2030-01-23      | 5.8410%  | 0.0000% | $2202000.00        | $2304317.58        | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 30       | 2030-08-15      | 5.9270%  | 0.0000% | $150000.00         | $158197.06         | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXTND-A 144A 31     | 2031-06-07      | 13.5618% | 0.0000% | $2475000.00        | $2540587.50        | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 2.722%30    | 2030-02-15      | 2.7220%  | 0.0000% | $14520000.00       | $13459011.50       | Corporate Debt Securities                         |
| CHARLES RIV RE LTD             -20241 VR 144A27    | 2027-05-10      | 11.0618% | 0.0000% | $950000.00         | $965799.35         | Corporate Debt Securities                         |
| COMMONWEALTH RE LTD            EXT GLBL 144A 30    | 2026-07-08      | 8.5818%  | 0.0000% | $4875000.00        | $4928625.00        | Corporate Debt Securities                         |
| ENLINK MIDSTREAM PARTNERS LP   SR GLBL NT 26       | 2026-07-15      | 4.8500%  | 0.0000% | $80000.00          | $81498.20          | Corporate Debt Securities                         |
| MORGAN STANLEY RES MTG 2023-4  A-8    20531125 FLT | 2053-11-25      | 6.0000%  | 0.0000% | $2640800.00        | $2582188.06        | Private Label Collateralized Mortgage Obligations |
| CONSUMERS ENERGY CO            1M GLBL BD 52       | 2052-08-15      | 2.6500%  | 0.0000% | $72000.00          | $43320.90          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 45      | 2045-04-01      | 4.1500%  | 0.0000% | $21000.00          | $17270.85          | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 2.65%30     | 2030-02-01      | 2.6500%  | 0.0000% | $87000.00          | $80821.24          | Corporate Debt Securities                         |
| COMMONWEALTH RE LTD            -A FL 144A NT 25    | 2025-07-08      | 8.0743%  | 0.0000% | $6325000.00        | $6312350.00        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.868%29    | 2029-11-25      | 4.8680%  | 0.0000% | $9744000.00        | $9871023.87        | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 31       | 2031-03-05      | 5.2530%  | 0.0000% | $65000.00          | $65835.44          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     SUB NT 4.375%25     | 2025-08-04      | 4.3750%  | 0.0000% | $410000.00         | $415517.46         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA3 M-2    20420425 FLT | 2042-04-25      | 8.6720%  | 0.0000% | $2009040.00        | $2120227.63        | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2017-3      M-2    20560725 FLT | 2056-07-25      | 4.7500%  | 0.0000% | $1343000.00        | $1228296.02        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2016-2          M1     20550825 FLT | 2055-08-25      | 3.0000%  | 0.0000% | $301000.00         | $189034.10         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2019-4       M1     20591025 FLT | 2059-10-25      | 3.5000%  | 0.0000% | $1501000.00        | $1300037.78        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-4          M1     20570625 FLT | 2057-06-25      | 3.2500%  | 0.0000% | $337000.00         | $305630.71         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-4          B1     20570625 FLT | 2057-06-25      | 3.6489%  | 0.0000% | $236000.00         | $201232.38         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RESIDENTIAL 202 A-1    20540225 FLT | 2054-02-25      | 6.5000%  | 0.0000% | $1030000.00        | $661871.60         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I 2016-UBS12   A-4    20491217 3.5 | 2049-12-17      | 3.5960%  | 0.0000% | $200000.00         | $195031.76         | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 2022-DSC1    A-1    20630125 FLT | 2063-01-25      | 4.7500%  | 0.0000% | $250000.00         | $186613.99         | Private Label Collateralized Mortgage Obligations |
| ONNI COML MTG TR 2024-APT      D      20390715 FLT | 2039-07-15      | 7.0038%  | 0.0000% | $1100000.00        | $1140281.91        | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV2   A-9    20510925 FLT | 2051-09-25      | 5.0000%  | 0.0000% | $4009000.00        | $2877758.57        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-1          A1     20580125 FLT | 2058-01-25      | 3.0000%  | 0.0000% | $2195998.00        | $149807.01         | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2018-C15       C      20511215 FLT | 2051-12-15      | 5.1377%  | 0.0000% | $915000.00         | $864234.64         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-1          B2     20561025 FLT | 2056-10-25      | 3.8076%  | 0.0000% | $390000.00         | $342840.89         | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRTT SERIES 2020-1    M      20590825 FLT | 2059-08-25      | 4.2500%  | 0.0000% | $1890000.00        | $1809124.27        | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL MTG LN TR 2020-2   B-2    20600525 FLT | 2060-05-25      | 5.4000%  | 0.0000% | $7048000.00        | $6774650.37        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 2021-10      A-4-A  20511225 FLT | 2051-12-25      | 2.0000%  | 0.0000% | $229000.00         | $137341.94         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACPTNC 2021-INV1 B-2    20510625 FLT | 2051-06-25      | 2.9565%  | 0.0000% | $260000.00         | $190738.63         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2021-INV2            A-11   20511025 FLT | 2051-10-25      | 5.0000%  | 0.0000% | $900000.00         | $655250.77         | Private Label Collateralized Mortgage Obligations |
| HIT TR 2022-HI32               C      20390715 FLT | 2039-07-15      | 8.0662%  | 0.0000% | $2000000.00        | $1828710.80        | Private Label Collateralized Mortgage Obligations |
| MELLO MORT CAP ACC 2022-INV1   A-14   20520325 FLT | 2052-03-25      | 3.0000%  | 0.0000% | $2164500.00        | $1452804.63        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-1          A2     20561025 FLT | 2056-10-25      | 3.5000%  | 0.0000% | $606000.00         | $247729.80         | Private Label Collateralized Mortgage Obligations |
| SLG OFFICE TRUST 2021-OVA      C      20410717 2.8 | 2041-07-17      | 2.8506%  | 0.0000% | $2437000.00        | $2099188.73        | Private Label Collateralized Mortgage Obligations |
| ELP COMMERCIAL MTG TR 2021-ELP C      20381115 FLT | 2038-11-15      | 5.7633%  | 0.0000% | $5452000.00        | $5443426.39        | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2018-1      M      20570525 FLT | 2057-05-25      | 4.7500%  | 0.0000% | $1010000.00        | $620424.44         | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR 2020-COR7 A-S    20530515 FLT | 2053-05-15      | 2.5361%  | 0.0000% | $2000000.00        | $1581529.94        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MRTG TR 2021-INV3    A-3    20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $5500000.00        | $3268896.27        | Private Label Collateralized Mortgage Obligations |
| CSTL COMMERCIAL MTG 2024-GATE  A      20411113 4.9 | 2041-11-13      | 4.7644%  | 0.0000% | $14810000.00       | $14626829.52       | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 2022-LTV1    A-2    20520725 FLT | 2052-07-25      | 3.5084%  | 0.0000% | $500000.00         | $335345.39         | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-4     A-3    20690725 FLT | 2069-07-25      | 6.3030%  | 0.0000% | $620000.00         | $531142.74         | Private Label Collateralized Mortgage Obligations |
| JOHN DEERE CAPITAL CORPORATION FR 3.9%060732       | 2032-06-07      | 3.9000%  | 0.0000% | $30000.00          | $29055.95          | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 29       | 2029-05-15      | 5.1250%  | 0.0000% | $80000.00          | $80738.03          | Corporate Debt Securities                         |
| EXTER AUTOMOBILE REC TR 2025-3 D      20311015 5.5 | 2031-10-15      | 5.5700%  | 0.0000% | $4637000.00        | $4660599.75        | Asset-Backed Securities                           |
| CARVANA AUTO RECB TR 2021-N1   A      20280110 0.7 | 2028-01-10      | 0.7000%  | 0.0000% | $3410000.00        | $207219.11         | Asset-Backed Securities                           |
| AEP TRANSMISSION CO LLC        SR GLBL G NT 46     | 2046-12-01      | 4.0000%  | 0.0000% | $40000.00          | $31600.36          | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR NT 4.45%45       | 2045-06-01      | 4.4500%  | 0.0000% | $99000.00          | $79833.24          | Corporate Debt Securities                         |
| ASHERA RE LTD                  EXTND-A 144A 31     | 2031-04-08      | 9.5018%  | 0.0000% | $1800000.00        | $1854499.04        | Corporate Debt Securities                         |
| ATLANTIC CITY ELEC CO          4%28                | 2028-10-15      | 4.0000%  | 0.0000% | $97000.00          | $96411.21          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 2.25%30     | 2030-05-15      | 2.2500%  | 0.0000% | $35428000.00       | $31531894.27       | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT L P      GLBL NT 5.5%34      | 2034-07-15      | 5.5000%  | 0.0000% | $712000.00         | $722213.64         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT3.1%51    | 2051-05-12      | 3.1000%  | 0.0000% | $67000.00          | $44308.44          | Corporate Debt Securities                         |
| AQUILA RE I LTD 2023-1         EXT-B-1 144A 31     | 2031-06-07      | 13.3092% | 0.0000% | $5000000.00        | $5140500.00        | Corporate Debt Securities                         |
| BALDWIN RE LIMITED             -A-20211 144A 25    | 2025-07-07      | 6.3772%  | 0.0000% | $11779000.00       | $11884439.56       | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXT GLBL 144A 31    | 2031-06-07      | 12.0592% | 0.0000% | $13200000.00       | $13714800.00       | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY INC DEL     SR NT 4.5%43        | 2043-02-11      | 4.5000%  | 0.0000% | $2870000.00        | $2639553.35        | Corporate Debt Securities                         |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $98000.00          | $100570.54         | Corporate Debt Securities                         |
| ATLAS WHSE LENDING CO LP       SR 144A NT 30       | 2030-01-15      | 6.2500%  | 0.0000% | $2500000.00        | $2581884.72        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 29       | 2029-12-01      | 4.6500%  | 0.0000% | $63000.00          | $65555.96          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 5.004%012729     | 2029-01-27      | 5.0040%  | 0.0000% | $8000.00           | $8214.46           | Corporate Debt Securities                         |
| ATLANTIC CITY ELEC CO          1M GLBL BD2.3%31    | 2031-03-15      | 2.3000%  | 0.0000% | $11000.00          | $9682.66           | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 33       | 2033-08-02      | 6.4210%  | 0.0000% | $250000.00         | $272874.15         | Corporate Debt Securities                         |
| ATHILON CAP CORP               FLT 144A NT 45      | 2045-02-03      | 0.0000%  | 0.0000% | $2500000.00        | $946302.15         | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 29       | 2029-03-29      | 4.8500%  | 0.0000% | $12923000.00       | $13029201.94       | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT2.7%60    | 2060-06-03      | 2.7000%  | 0.0000% | $40000.00          | $22960.60          | Corporate Debt Securities                         |
| BLACK KITE RE LTD              FLT 144A NT 28      | 2028-05-08      | 12.3118% | 0.0000% | $3234000.00        | $3262153.77        | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 5.85%011129      | 2029-01-11      | 5.8500%  | 0.0000% | $1264000.00        | $1326855.56        | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT 30       | 2030-06-01      | 1.7500%  | 0.0000% | $10000.00          | $8865.31           | Corporate Debt Securities                         |
| ACORN RE LIMITED               -A VR 144A NT 26    | 2026-11-06      | 8.6618%  | 0.0000% | $11571000.00       | $11832609.69       | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 5.45%080129      | 2029-08-01      | 5.4500%  | 0.0000% | $2692000.00        | $2821230.21        | Corporate Debt Securities                         |
| BANNER HEALTH                  SR -2021A BD 32     | 2032-01-01      | 2.4800%  | 0.0000% | $270000.00         | $232244.40         | Corporate Debt Securities                         |
| BLACKROCK INC                  SR GLBL NT2.1%32    | 2032-02-25      | 2.1000%  | 0.0000% | $2000000.00        | $1711503.33        | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC       SR GLBL 144A 27     | 2027-10-01      | 4.7500%  | 0.0000% | $58000.00          | $57537.43          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 2.259%032528     | 2028-03-25      | 2.2590%  | 0.0000% | $1047000.00        | $987665.20         | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 29     | 2029-03-01      | 5.3750%  | 0.0000% | $2362000.00        | $2254926.27        | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR NT 5.1%28        | 2028-09-08      | 5.1000%  | 0.0000% | $52000.00          | $53650.83          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.5%51    | 2051-01-15      | 2.5000%  | 0.0000% | $1030000.00        | $606664.85         | Corporate Debt Securities                         |
| BLACKSTONE SECD LENDING FD     SR GLBL NT 26       | 2026-01-15      | 3.6250%  | 0.0000% | $3100000.00        | $3110830.62        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.288%042534     | 2034-04-25      | 5.2880%  | 0.0000% | $2107000.00        | $2119581.13        | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.894%120534     | 2034-12-05      | 5.8940%  | 0.0000% | $870000.00         | $931344.91         | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-B 144A 32     | 2032-04-07      | 8.3118%  | 0.0000% | $15799000.00       | $16143767.54       | Corporate Debt Securities                         |
| MET TOWER GLOBAL FUNDING       FR 4.8%011428       | 2028-01-14      | 4.8000%  | 0.0000% | $1120000.00        | $1149851.73        | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-02-15      | 3.3750%  | 0.0000% | $39000.00          | $36745.56          | Corporate Debt Securities                         |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27      | 2027-05-15      | 6.5000%  | 0.0000% | $114000.00         | $115769.09         | Corporate Debt Securities                         |
| NETFLIX INC.                   5.875%28            | 2028-11-15      | 5.8750%  | 0.0000% | $90000.00          | $94469.21          | Corporate Debt Securities                         |
| MERNA REINSURANCE II LTD       EXT-20243 144A32    | 2032-07-07      | 12.8118% | 0.0000% | $14500000.00       | $14753750.00       | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 30       | 2030-07-17      | 2.0480%  | 0.0000% | $885000.00         | $781433.96         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54    | 2054-09-01      | 6.7000%  | 0.0000% | $1350000.00        | $1389276.75        | Corporate Debt Securities                         |
| NAKAMA RE PTE LIMITED          -1-20211 144A 26    | 2026-10-13      | 6.3618%  | 0.0000% | $42410000.00       | $42155540.00       | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -C-20251 144A 28    | 2028-06-06      | 16.5613% | 0.0000% | $26077000.00       | $25839699.30       | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%090149     | 2049-09-01      | 3.6250%  | 0.0000% | $100000.00         | $71985.18          | Corporate Debt Securities                         |

### Security 658: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP189VS9, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP189VS9
- **C.18 - Value (incl. sponsor support):** $249831595.00
- **C.18.a - Value (excl. sponsor support):** $249831595.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 5.0100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CANACOL ENERGY LTD             GLBL REGS NT 28  | 2028-11-24      | 5.7500%  | 0.0000% | $437000.00         | $199891.81         | Corporate Debt Securities |
| BRASKEM AMERICA FINANCE CO     SR GLBL REGS 41  | 2041-07-22      | 7.1250%  | 0.0000% | $918000.00         | $738570.78         | Corporate Debt Securities |
| US FOODS INC                   SR GLBL 144A 30  | 2030-06-01      | 4.6250%  | 0.0000% | $996000.00         | $982122.26         | Corporate Debt Securities |
| VIRTUSA CORP / AUSTIN BIDCO    SR 144A NT 28    | 2028-12-15      | 7.1250%  | 0.0000% | $3200000.00        | $3183124.00        | Corporate Debt Securities |
| VIKING CRUISES LTD             SR 144A NT 27    | 2027-09-15      | 5.8750%  | 0.0000% | $1054000.00        | $1066194.34        | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 29  | 2029-03-15      | 7.1250%  | 0.0000% | $636000.00         | $654827.98         | Corporate Debt Securities |
| TENET HEALTHCARE CORP          SR SEC GLBL NT28 | 2028-06-15      | 4.6250%  | 0.0000% | $113000.00         | $113044.96         | Corporate Debt Securities |
| TRANSOCEAN INC                 SR GLBL 144A 27  | 2027-02-01      | 8.0000%  | 0.0000% | $225000.00         | $226994.50         | Corporate Debt Securities |
| UNICREDIT S.P.A                FR 7.296%040234  | 2034-04-02      | 7.2960%  | 0.0000% | $4354000.00        | $4605376.74        | Corporate Debt Securities |
| UNITI GROUP LP / UNITI FIBER/  SR GLBL 144A 30  | 2030-01-15      | 6.0000%  | 0.0000% | $237000.00         | $220959.84         | Corporate Debt Securities |
| QWEST CAP  FDG INC             GLBL DEB6.875%28 | 2028-07-15      | 6.8750%  | 0.0000% | $520000.00         | $465806.25         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT30 | 2030-01-15      | 7.0000%  | 0.0000% | $1197000.00        | $1225356.93        | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC 144A NT33 | 2033-01-15      | 6.0000%  | 0.0000% | $62000.00          | $62242.42          | Corporate Debt Securities |
| ENPRO INC                      SR GLBL NT 26    | 2026-10-15      | 5.7500%  | 0.0000% | $2426000.00        | $2440404.38        | Corporate Debt Securities |
| ALTICE FINANCING S.A.          SR SEC 144A NT27 | 2027-07-15      | 9.6250%  | 0.0000% | $1680000.00        | $1531779.90        | Corporate Debt Securities |
| ARAMARK SVCS INC               SR GLBL 144A 28  | 2028-02-01      | 5.0000%  | 0.0000% | $713000.00         | $716085.71         | Corporate Debt Securities |
| CSC HLDGS LLC                  SR GLBL 144A 29  | 2029-02-01      | 6.5000%  | 0.0000% | $10475000.00       | $8544207.26        | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR 144A NT 6%29  | 2029-06-01      | 6.0000%  | 0.0000% | $63000.00          | $61616.10          | Corporate Debt Securities |
| CSC HLDGS LLC                  SR 144A NT4.5%31 | 2031-11-15      | 4.5000%  | 0.0000% | $5277000.00        | $3571605.52        | Corporate Debt Securities |
| ANDEAVOR LOGISTICS LP          SR GLBL NT5.2%47 | 2047-12-01      | 5.2000%  | 0.0000% | $100000.00         | $76592.56          | Corporate Debt Securities |
| AMN HEALTHCARE INC             SR GLBL 144A 27  | 2027-10-01      | 4.6250%  | 0.0000% | $128000.00         | $124977.90         | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC       SR SEC 144A NT32 | 2032-06-30      | 8.2500%  | 0.0000% | $3814000.00        | $4139696.53        | Corporate Debt Securities |
| ASSUREDPARTNERS INC            SR GLBL 144A 29  | 2029-01-15      | 5.6250%  | 0.0000% | $1317000.00        | $1342475.72        | Corporate Debt Securities |
| ASTON MARTIN CAP HLDGS LTD     SR SEC GLBL 29   | 2029-03-31      | 10.0000% | 0.0000% | $3939000.00        | $3734351.44        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 32    | 2032-03-19      | 6.5320%  | 0.0000% | $9486000.00        | $9577740.16        | Corporate Debt Securities |
| AZORRA FIN LTD                 SR GLBL 144A 30  | 2030-04-15      | 7.7500%  | 0.0000% | $11974000.00       | $12149868.12       | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 32   | 2032-02-15      | 8.3750%  | 0.0000% | $1001000.00        | $940028.67         | Corporate Debt Securities |
| HECLA MINING COMPANY           SR GLBL NT 28    | 2028-02-15      | 7.2500%  | 0.0000% | $215000.00         | $221072.85         | Corporate Debt Securities |
| CALDERYS FING II               SR GLBL PIK 28   | 2028-06-01      | 11.7500% | 0.0000% | $500000.00         | $539106.81         | Corporate Debt Securities |
| EMBECTA CORP                   SR SEC 144A NT30 | 2030-02-15      | 5.0000%  | 0.0000% | $1250000.00        | $1133116.67        | Corporate Debt Securities |
| AVIENT CORPORATION             SR GLBL 144A 31  | 2031-11-01      | 6.2500%  | 0.0000% | $1222000.00        | $1228531.25        | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC       SR SEC GLBL 29   | 2029-09-30      | 9.0000%  | 0.0000% | $1528000.00        | $1588004.56        | Corporate Debt Securities |
| COINBASE GLOBAL INC            SR GLBL 144A 31  | 2031-10-01      | 3.6250%  | 0.0000% | $1221000.00        | $1068998.90        | Corporate Debt Securities |
| BCPE ULYSSES INTER INC         SUB GLBL PIK 27  | 2027-04-01      | 7.7500%  | 0.0000% | $130000.00         | $124710.48         | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 27    | 2027-12-15      | 4.2500%  | 0.0000% | $588000.00         | $585100.67         | Corporate Debt Securities |
| COUGAR JV SUBSIDIARY LLC       SR 144A NT 8%32  | 2032-05-15      | 8.0000%  | 0.0000% | $110000.00         | $116040.47         | Corporate Debt Securities |
| FINANCE OF AMERICA FUNDING LLC SR GLBL 144A 25  | 2025-11-15      | 7.8750%  | 0.0000% | $250000.00         | $233320.31         | Corporate Debt Securities |
| LABL INC                       SR SEC 144A NT28 | 2028-11-01      | 9.5000%  | 0.0000% | $4000.00           | $3591.33           | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 54    | 2054-09-15      | 6.2500%  | 0.0000% | $2411000.00        | $2316153.27        | Corporate Debt Securities |
| ARDAGH METAL PACKAGING FIN PLC SR GLBL 144A 29  | 2029-09-01      | 4.0000%  | 0.0000% | $1414000.00        | $1254990.99        | Corporate Debt Securities |
| BRISTOW GROUP INC              SR SEC GLBL 28   | 2028-03-01      | 6.8750%  | 0.0000% | $25000.00          | $25421.16          | Corporate Debt Securities |
| AMERIGAS PARTNERS L P          SR GLBL 144A 28  | 2028-06-01      | 9.3750%  | 0.0000% | $300000.00         | $316804.37         | Corporate Debt Securities |
| LAS VEGAS SANDS CORP           SR GLBL NT3.5%26 | 2026-08-18      | 3.5000%  | 0.0000% | $105000.00         | $103756.45         | Corporate Debt Securities |
| COLGATE ENERGY PARTNERS III    SR 144A NT 29    | 2029-07-01      | 5.8750%  | 0.0000% | $1755000.00        | $1778615.23        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 28    | 2028-11-01      | 6.2500%  | 0.0000% | $219000.00         | $217505.26         | Corporate Debt Securities |
| JOHNSON CTLS INC               SR GLBL NT 64    | 2064-07-02      | 4.9500%  | 0.0000% | $480000.00         | $397008.00         | Corporate Debt Securities |
| ACU PETROLEO LUXEMBOURG S A R  SR SEC GLBL 35   | 2035-07-13      | 7.5000%  | 0.0000% | $412000.00         | $392856.23         | Corporate Debt Securities |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 28  | 2028-07-01      | 5.5000%  | 0.0000% | $390000.00         | $393351.62         | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL NT 32    | 2032-04-01      | 5.3750%  | 0.0000% | $668000.00         | $663744.19         | Corporate Debt Securities |
| BRASKEM NETH FIN B V           SUB GLBL REGS 81 | 2081-01-23      | 8.5000%  | 0.0000% | $2261000.00        | $2289231.10        | Corporate Debt Securities |
| BANCO DO BRASIL S A            FR 6.25%041830   | 2030-04-18      | 6.2500%  | 0.0000% | $313000.00         | $320791.09         | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           SR SEC GLBL 31   | 2031-01-17      | 9.5000%  | 0.0000% | $2858000.00        | $3077800.84        | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 28  | 2028-11-01      | 4.7500%  | 0.0000% | $2248000.00        | $2173852.84        | Corporate Debt Securities |
| PARKLAND CORP                  SR 144A NT 32    | 2032-08-15      | 6.6250%  | 0.0000% | $1044000.00        | $1066877.09        | Corporate Debt Securities |
| RANGE RES CORP                 SR GLBL 144A 30  | 2030-02-15      | 4.7500%  | 0.0000% | $407000.00         | $396468.54         | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR GLBL 144A 32  | 2032-08-01      | 8.2500%  | 0.0000% | $171000.00         | $175117.82         | Corporate Debt Securities |
| LD HOLDINGS GROUP LLC          SR GLBL 144A 28  | 2028-04-01      | 6.1250%  | 0.0000% | $7650000.00        | $6356753.69        | Corporate Debt Securities |
| DISH DBS CORPORATION           SR SEC GLBL 28   | 2028-12-01      | 5.7500%  | 0.0000% | $32984000.00       | $28911474.68       | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL NT 26    | 2026-09-15      | 6.7500%  | 0.0000% | $123000.00         | $124628.83         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 5%27  | 2027-08-01      | 5.0000%  | 0.0000% | $400000.00         | $406615.11         | Corporate Debt Securities |
| RADIOLOGY PARTNERS INC         SR SEC GLBL 30   | 2030-02-15      | 9.7810%  | 0.0000% | $4069791.00        | $4072727.92        | Corporate Debt Securities |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 32  | 2032-06-15      | 7.0000%  | 0.0000% | $817000.00         | $860132.15         | Corporate Debt Securities |
| NEW FORTRESS ENERGY INC        SR SEC GLBL 26   | 2026-09-30      | 6.5000%  | 0.0000% | $1141000.00        | $686908.62         | Corporate Debt Securities |
| SS&C TECHNOLOGIES INC          SR GLBL 144A 32  | 2032-06-01      | 6.5000%  | 0.0000% | $127000.00         | $134231.31         | Corporate Debt Securities |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 31  | 2031-02-01      | 4.3750%  | 0.0000% | $427000.00         | $392862.12         | Corporate Debt Securities |
| GRAY MEDIA INC                 SR GLBL 144A 26  | 2026-07-15      | 5.8750%  | 0.0000% | $910000.00         | $923223.44         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          ALT TIER I PERP  | 2099-12-31      | 6.1250%  | 0.0000% | $7572000.00        | $7667780.54        | Corporate Debt Securities |
| BOYD GAMING CORP               SR GLBL NT 27    | 2027-12-01      | 4.7500%  | 0.0000% | $3000.00           | $3027.23           | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29  | 2029-06-15      | 8.2500%  | 0.0000% | $1000000.00        | $1039402.50        | Corporate Debt Securities |
| APPLOVIN CORP                  SR GLBL NT 54    | 2054-12-01      | 5.9500%  | 0.0000% | $804000.00         | $789289.70         | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 32  | 2032-07-15      | 5.6250%  | 0.0000% | $509000.00         | $506960.82         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP JR SB -Y NT | 2500-12-31      | 6.1250%  | 0.0000% | $1150000.00        | $1119884.69        | Corporate Debt Securities |
| MOTION FINCO S A R L           SR SEC GLBL 32   | 2032-02-15      | 8.3750%  | 0.0000% | $1314000.00        | $1256391.14        | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29  | 2029-09-01      | 6.7500%  | 0.0000% | $25000.00          | $25804.19          | Corporate Debt Securities |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 29  | 2029-08-01      | 6.5000%  | 0.0000% | $163000.00         | $169449.28         | Corporate Debt Securities |
| JEFFERIES FINANCE LLC/JFIN CP  SR SEC 144A NT31 | 2031-10-15      | 6.6250%  | 0.0000% | $1758000.00        | $1755382.78        | Corporate Debt Securities |
| RYAN SPECIALTY GROUP LLC       SR SEC GLBL 30   | 2030-02-01      | 4.3750%  | 0.0000% | $1387000.00        | $1340662.83        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.6%31 | 2031-01-03      | 5.6000%  | 0.0000% | $143000.00         | $145419.08         | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 32  | 2032-02-15      | 3.6250%  | 0.0000% | $1702000.00        | $1530698.66        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32  | 2032-04-01      | 7.6250%  | 0.0000% | $506000.00         | $486699.40         | Corporate Debt Securities |
| BORR IHC LTD / BORR FIN LLC    SR SEC 144A 30   | 2030-11-15      | 10.3750% | 0.0000% | $9364000.00        | $7039147.06        | Corporate Debt Securities |
| MAXIM CRANE WKS HLDGS CAP LLC  SR SEC 144A NT28 | 2028-09-01      | 11.5000% | 0.0000% | $125000.00         | $131371.32         | Corporate Debt Securities |
| DT MIDSTREAM INC               SR GLBL 144A 31  | 2031-06-15      | 4.3750%  | 0.0000% | $96000.00          | $91396.04          | Corporate Debt Securities |
| JONES DESLAURIERS INS MGMT INC SR 144A NT 30    | 2030-12-15      | 10.5000% | 0.0000% | $1517000.00        | $1698880.72        | Corporate Debt Securities |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 30   | 2030-04-15      | 8.2500%  | 0.0000% | $50000.00          | $51487.92          | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 26    | 2026-01-08      | 4.3890%  | 0.0000% | $6857000.00        | $6922773.49        | Corporate Debt Securities |
| LUMEN TECHNOLOGIES INC         SR GLBL 144A 29  | 2029-06-15      | 5.3750%  | 0.0000% | $2472000.00        | $2242438.75        | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    GLBL 144A NT 30  | 2030-08-01      | 4.1250%  | 0.0000% | $60000.00          | $56187.93          | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 28    | 2028-11-07      | 6.7980%  | 0.0000% | $745000.00         | $763686.96         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 26    | 2026-05-15      | 6.2500%  | 0.0000% | $170000.00         | $169296.91         | Corporate Debt Securities |
| IQVIA INC                      SR GLBL 144A 26  | 2026-10-15      | 5.0000%  | 0.0000% | $1605000.00        | $1607969.25        | Corporate Debt Securities |
| FERRELLGAS L P / FERRELLGAS    SR GLBL 144A 29  | 2029-04-01      | 5.8750%  | 0.0000% | $325000.00         | $297478.50         | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 30  | 2030-11-15      | 3.8750%  | 0.0000% | $66000.00          | $60463.56          | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.5%51 | 2051-06-10      | 5.5000%  | 0.0000% | $2454000.00        | $1923646.97        | Corporate Debt Securities |
| PRESTIGE BRANDS IN             SR GLBL 144A 28  | 2028-01-15      | 5.1250%  | 0.0000% | $1620000.00        | $1643309.77        | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 7.69%50  | 2050-01-23      | 7.6900%  | 0.0000% | $87207000.00       | $67033283.56       | Corporate Debt Securities |
| PETROLEOS MEXICANOS            FR 6.875%080426  | 2026-08-04      | 6.8750%  | 0.0000% | $100000.00         | $101432.28         | Corporate Debt Securities |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL 144A 29  | 2029-09-01      | 5.6250%  | 0.0000% | $370000.00         | $250270.31         | Corporate Debt Securities |
| NEW ENTERPRISE STONE & LIME CO SR GLBL 144A 28  | 2028-07-15      | 9.7500%  | 0.0000% | $195000.00         | $202872.64         | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29  | 2029-02-15      | 3.3750%  | 0.0000% | $130000.00         | $122485.19         | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT 29  | 2029-06-15      | 4.8750%  | 0.0000% | $970788.00         | $893111.61         | Corporate Debt Securities |
| CARVANA CO                     SR SEC GLBL 28   | 2028-12-01      | 9.0000%  | 0.0000% | $947000.00         | $1006348.49        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT6.2%40 | 2040-03-15      | 6.2000%  | 0.0000% | $1284000.00        | $1219128.04        | Corporate Debt Securities |
| KRONOS ACQUISITION HLDGS INC   SR 144A NT 32    | 2032-06-30      | 10.7500% | 0.0000% | $2020000.00        | $1423618.57        | Corporate Debt Securities |
| LIBERTY MEDIA CORP DEL         SR DEB 8.25%30   | 2030-02-01      | 8.2500%  | 0.0000% | $1248000.00        | $257426.00         | Corporate Debt Securities |
| LIFEPOINT HEALTH INC           SR SEC GLBL 30   | 2030-08-15      | 9.8750%  | 0.0000% | $2963000.00        | $3259306.17        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 33  | 2033-02-15      | 6.8750%  | 0.0000% | $1356000.00        | $1391352.05        | Corporate Debt Securities |
| SMITHFIELD FOODS INC           SR GLBL 144A 29  | 2029-04-01      | 5.2000%  | 0.0000% | $500000.00         | $501126.11         | Corporate Debt Securities |
| PMHC II INC                    SR 144A NT 9%30  | 2030-02-15      | 9.0000%  | 0.0000% | $215000.00         | $157218.75         | Corporate Debt Securities |
| QWEST CAP  FDG INC             SR NT 7.75%31    | 2031-02-15      | 7.7500%  | 0.0000% | $525000.00         | $405617.19         | Corporate Debt Securities |
| TENET HEALTHCARE CORP          SR GLBL NT 28    | 2028-10-01      | 6.1250%  | 0.0000% | $1584000.00        | $1603416.98        | Corporate Debt Securities |
| TERRAFORM PWR OPER LLC         SR GLBL 144A 28  | 2028-01-31      | 5.0000%  | 0.0000% | $1983000.00        | $1961259.71        | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 31    | 2031-03-15      | 3.8750%  | 0.0000% | $1888000.00        | $1750087.11        | Corporate Debt Securities |
| VICTRA HLDGS LLC / VICTRA FIN  SR SEC GLBL 29   | 2029-09-15      | 8.7500%  | 0.0000% | $2197000.00        | $2284614.53        | Corporate Debt Securities |
| VFH PARENT LLC & VALOR CO-ISSU SR 144A NT7.5%31 | 2031-06-15      | 7.5000%  | 0.0000% | $72000.00          | $77663.16          | Corporate Debt Securities |
| TENET HEALTHCARE CORP          SR SEC GLBL NT27 | 2027-11-01      | 5.1250%  | 0.0000% | $120000.00         | $119733.42         | Corporate Debt Securities |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 29  | 2029-04-15      | 4.0000%  | 0.0000% | $820000.00         | $774219.40         | Corporate Debt Securities |
| SPIRIT AEROSYSTEMS INC         SR SEC GLBL 29   | 2029-11-30      | 9.3750%  | 0.0000% | $1714000.00        | $1826044.18        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 26    | 2026-03-15      | 7.1250%  | 0.0000% | $4466000.00        | $4591511.35        | Corporate Debt Securities |
| STATION CASINOS LLC            SR GLBL 144A 31  | 2031-12-01      | 4.6250%  | 0.0000% | $289000.00         | $270485.66         | Corporate Debt Securities |
| SAAVI ENERGIA S A R L          SR REGS NT 35    | 2035-02-10      | 8.8750%  | 0.0000% | $1754000.00        | $1839451.47        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 29  | 2029-05-01      | 4.3750%  | 0.0000% | $1490000.00        | $1444099.52        | Corporate Debt Securities |
| COLOMBIA TELECOMUNICACIONES    SR REGS NT 30    | 2030-07-17      | 4.9500%  | 0.0000% | $7701000.00        | $6852022.51        | Corporate Debt Securities |
| INTL GAME TECH PLC             SR SEC GLBL 26   | 2026-04-15      | 4.1250%  | 0.0000% | $628000.00         | $626559.53         | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  4.875%28         | 2028-01-15      | 4.8750%  | 0.0000% | $18000.00          | $18107.48          | Corporate Debt Securities |
| WILSONART LLC                  SR 144A NT 11%32 | 2032-08-15      | 11.0000% | 0.0000% | $300000.00         | $276640.00         | Corporate Debt Securities |
| XPO ESCROW SUB LLC             GLBL 144A NT 27  | 2027-11-15      | 7.5000%  | 0.0000% | $200000.00         | $204949.00         | Corporate Debt Securities |
| BANCO INTERNATIONAL DEL PERU   SUB GLBL REGS 30 | 2030-07-08      | 4.0000%  | 0.0000% | $9680000.00        | $9815692.09        | Corporate Debt Securities |
| C&S GROUP ENTERPRISES LLC      SR GLBL REGS 28  | 2028-12-15      | 5.0000%  | 0.0000% | $730000.00         | $635017.27         | Corporate Debt Securities |

### Security 659: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18BAC2, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP18BAC2
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2024-097 FT       | 2054-06-20      | 5.4783%  | 0.0000% | $1000.00           | $968.64            | Agency Collateralized Mortgage Obligation |
| GNII SF CW6047 C       | 2053-11-20      | 6.5000%  | 0.0000% | $2159119.00        | $1023654.00        | Agency Mortgage-Backed Securities         |
| GNII SF DH6218 C       | 2055-02-20      | 6.0000%  | 0.0000% | $9096950.00        | $9476322.82        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $139658031.00      | $112591265.19      | Agency Mortgage-Backed Securities         |
| GNII SF DH5696 C       | 2055-03-20      | 6.0000%  | 0.0000% | $15742741.00       | $16054338.32       | Agency Mortgage-Backed Securities         |
| GNII SF AR8429 C       | 2037-05-20      | 5.5000%  | 0.0000% | $6180363.00        | $700242.45         | Agency Mortgage-Backed Securities         |
| GNII ET DE0900 C       | 2064-08-20      | 3.0000%  | 0.0000% | $877777.00         | $740906.95         | Agency Mortgage-Backed Securities         |
| GNII SF DH6345 C       | 2055-03-20      | 6.5000%  | 0.0000% | $10646113.00       | $11297987.98       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4826   | 2053-10-01      | 5.0000%  | 0.0000% | $150000.00         | $127735.93         | Agency Mortgage-Backed Securities         |
| GNII ET CX4001 C       | 2063-07-20      | 2.0000%  | 0.0000% | $300785.00         | $222255.20         | Agency Mortgage-Backed Securities         |
| GNII ET DE0844 C       | 2064-08-20      | 4.0000%  | 0.0000% | $546534.00         | $490447.04         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1561   | 2052-09-01      | 5.0000%  | 0.0000% | $1342366.00        | $1008474.12        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7525   | 2050-10-01      | 2.5000%  | 0.0000% | $900000.00         | $450506.55         | Agency Mortgage-Backed Securities         |
| GNII SF 705308 C       | 2039-01-20      | 7.2500%  | 0.0000% | $1310308.00        | $188531.24         | Agency Mortgage-Backed Securities         |
| GNII BD 421392 C       | 2033-11-20      | 6.0000%  | 0.0000% | $6188631.00        | $75547.74          | Agency Mortgage-Backed Securities         |
| GNII SF 736306 C       | 2031-02-20      | 7.0000%  | 0.0000% | $1628331.00        | $155483.22         | Agency Mortgage-Backed Securities         |
| GNII SF DI7867 C       | 2055-04-20      | 6.5000%  | 0.0000% | $2085291.00        | $2172854.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9526   | 2039-12-01      | 5.0000%  | 0.0000% | $20212908.00       | $1188396.03        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1868   | 2052-11-01      | 5.5000%  | 0.0000% | $118412.00         | $102819.83         | Agency Mortgage-Backed Securities         |
| GNII SF DH3136 C       | 2055-03-20      | 6.0000%  | 0.0000% | $2200704.00        | $2246865.31        | Agency Mortgage-Backed Securities         |
| GNII ET DE7736 C       | 2062-04-20      | 4.0000%  | 0.0000% | $66574.00          | $59499.38          | Agency Mortgage-Backed Securities         |
| GNMI SF 736641 X       | 2032-05-15      | 6.5000%  | 0.0000% | $1422657.00        | $194476.67         | Agency Mortgage-Backed Securities         |
| GNII SP 785035 C       | 2050-06-20      | 5.5000%  | 0.0000% | $13199269.00       | $4086862.40        | Agency Mortgage-Backed Securities         |
| GNII SF 004777 M       | 2039-02-20      | 7.5000%  | 0.0000% | $1630738.00        | $14706.10          | Agency Mortgage-Backed Securities         |
| GNMI SP 787165 X       | 2052-02-15      | 3.5000%  | 0.0000% | $1256000.00        | $1056366.67        | Agency Mortgage-Backed Securities         |
| GNII SP 785053 C       | 2050-06-20      | 4.5000%  | 0.0000% | $204740371.00      | $68067677.55       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q17952 G   | 2043-05-01      | 4.0000%  | 0.0000% | $4033.00           | $635.74            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U50822 G   | 2033-09-01      | 4.0000%  | 0.0000% | $2146020.00        | $191002.14         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0286   | 2055-01-01      | 5.0000%  | 0.0000% | $2970121.00        | $2861661.13        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PRE6016   | 2049-10-01      | 4.0000%  | 0.0000% | $458809.00         | $29535.05          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8686   | 2053-07-01      | 2.5000%  | 0.0000% | $11000.00          | $8606.64           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6559   | 2055-02-01      | 6.0000%  | 0.0000% | $40670.00          | $38547.84          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX9894   | 2055-03-01      | 7.0000%  | 0.0000% | $1527718.00        | $1603441.39        | Agency Mortgage-Backed Securities         |
| GNII SF MA4782 M       | 2047-10-20      | 5.5000%  | 0.0000% | $3540861.00        | $401075.20         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX5545   | 2055-02-01      | 6.0000%  | 0.0000% | $82263.00          | $83658.23          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX8061   | 2055-03-01      | 5.5000%  | 0.0000% | $1116802.00        | $1118861.72        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4511   | 2052-01-01      | 2.0000%  | 0.0000% | $460002.00         | $295363.58         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0238   | 2055-04-01      | 5.5000%  | 0.0000% | $8120.00           | $8138.95           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0735   | 2052-01-01      | 3.0000%  | 0.0000% | $203999.00         | $113694.96         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI7097   | 2054-06-01      | 5.5000%  | 0.0000% | $2009197.00        | $1861026.95        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8209   | 2053-01-01      | 5.5000%  | 0.0000% | $3829124.00        | $3376388.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1817   | 2054-11-01      | 5.5000%  | 0.0000% | $155000.00         | $153387.27         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX8520   | 2055-03-01      | 5.5000%  | 0.0000% | $1192000.00        | $1190777.85        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC0035   | 2054-09-01      | 6.0000%  | 0.0000% | $6000.00           | $5709.95           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2670   | 2052-01-01      | 3.0000%  | 0.0000% | $195923.00         | $140153.67         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA8431   | 2053-01-01      | 6.5000%  | 0.0000% | $150360.00         | $115191.06         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5570   | 2051-07-01      | 2.0000%  | 0.0000% | $80000.00          | $40096.68          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB3696   | 2037-05-01      | 2.5000%  | 0.0000% | $173427.00         | $113997.10         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI2213   | 2054-03-01      | 5.0000%  | 0.0000% | $1993493.00        | $1907142.90        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI9548   | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1546.15           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0244   | 2054-08-01      | 6.5000%  | 0.0000% | $162935.00         | $153978.21         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1630   | 2051-09-01      | 2.5000%  | 0.0000% | $110999.00         | $76983.56          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6315   | 2055-02-01      | 5.5000%  | 0.0000% | $1050556.00        | $1048692.13        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4653   | 2052-07-01      | 3.0000%  | 0.0000% | $11000.00          | $8066.07           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2054   | 2051-11-01      | 2.0000%  | 0.0000% | $311000.00         | $191251.09         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI4763   | 2054-04-01      | 6.0000%  | 0.0000% | $761913.00         | $712821.44         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PRE6024   | 2050-01-01      | 3.5000%  | 0.0000% | $759860.00         | $98581.59          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI2819   | 2054-04-01      | 5.0000%  | 0.0000% | $1981434.00        | $1711388.84        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI7511   | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1879.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0055   | 2054-04-01      | 5.5000%  | 0.0000% | $157409.00         | $131583.92         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB0064   | 2054-04-01      | 6.0000%  | 0.0000% | $290109.00         | $272589.93         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5139   | 2033-01-01      | 5.5000%  | 0.0000% | $253852.00         | $90293.94          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 3PSE9057   | 2051-05-01      | 2.0000%  | 0.0000% | $10000.00          | $6671.02           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9056   | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $84770.50          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI9872   | 2054-07-01      | 5.5000%  | 0.0000% | $5049.00           | $4604.02           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1103   | 2051-07-01      | 2.0000%  | 0.0000% | $103168.00         | $61408.39          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G60081 G   | 2045-06-01      | 4.0000%  | 0.0000% | $2000.00           | $304.85            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q29019 G   | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $331.09            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB1382   | 2050-07-01      | 3.0000%  | 0.0000% | $225000.00         | $88980.56          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4366   | 2052-06-01      | 5.0000%  | 0.0000% | $100000.00         | $62058.22          | Agency Mortgage-Backed Securities         |
| 08.000 FGPC P20472 G   | 2031-03-01      | 8.0000%  | 0.0000% | $42620.00          | $643.17            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $2827.00           | $49.53             | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $11336.00          | $276.54            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05899 G   | 2040-05-01      | 5.5000%  | 0.0000% | $11710.00          | $535.26            | Agency Mortgage-Backed Securities         |
| GNII FS MA5177 M       | 2048-05-20      | 3.5000%  | 0.0000% | $822182.00         | $172926.37         | Agency Mortgage-Backed Securities         |
| GNII SF MA6871 M       | 2050-09-20      | 5.5000%  | 0.0000% | $733117.00         | $267643.01         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0710   | 2054-01-01      | 6.5000%  | 0.0000% | $6206.00           | $5846.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7906   | 2053-11-01      | 6.0000%  | 0.0000% | $142356.00         | $114418.17         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX9301   | 2055-04-01      | 5.5000%  | 0.0000% | $1424746.00        | $1424518.85        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1486   | 2055-04-01      | 5.5000%  | 0.0000% | $2069066.00        | $2074760.81        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3813   | 2052-11-01      | 4.5000%  | 0.0000% | $195000.00         | $143683.90         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6376   | 2054-06-01      | 6.0000%  | 0.0000% | $969340.00         | $930092.82         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX7682   | 2055-03-01      | 6.0000%  | 0.0000% | $164243.00         | $167543.77         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0942   | 2054-02-01      | 6.0000%  | 0.0000% | $1994722.00        | $1569385.33        | Agency Mortgage-Backed Securities         |
| GNII SF MA6571 M       | 2035-04-20      | 2.5000%  | 0.0000% | $1000000.00        | $219573.05         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0004   | 2055-01-01      | 6.0000%  | 0.0000% | $12108.00          | $11936.35          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1476   | 2052-03-01      | 3.0000%  | 0.0000% | $228938.00         | $160204.31         | Agency Mortgage-Backed Securities         |
| GNII SF MA6157 M       | 2049-09-20      | 5.0000%  | 0.0000% | $1042529.00        | $135994.37         | Agency Mortgage-Backed Securities         |
| GNII SF MA5266 M       | 2048-06-20      | 5.0000%  | 0.0000% | $15000000.00       | $1170464.33        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1262   | 2054-04-01      | 5.5000%  | 0.0000% | $9253.00           | $8530.02           | Agency Mortgage-Backed Securities         |
| GNII SF MA6872 M       | 2050-09-20      | 6.0000%  | 0.0000% | $823809.00         | $137972.33         | Agency Mortgage-Backed Securities         |
| GNII SF MA6481 M       | 2038-03-20      | 6.5000%  | 0.0000% | $3087557.00        | $758781.32         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0014   | 2055-05-01      | 6.0000%  | 0.0000% | $5541723.00        | $5620893.90        | Agency Mortgage-Backed Securities         |
| GNII FS MA8030 M       | 2051-08-20      | 3.0000%  | 0.0000% | $264449.00         | $213801.38         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX9631   | 2055-04-01      | 5.5000%  | 0.0000% | $1313216.00        | $1307142.51        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX8715   | 2055-03-01      | 5.5000%  | 0.0000% | $1881230.00        | $1873699.77        | Agency Mortgage-Backed Securities         |
| GNII FS MA6504 M       | 2050-01-20      | 3.5000%  | 0.0000% | $500740.00         | $247584.76         | Agency Mortgage-Backed Securities         |
| GNMI SF 798441 X       | 2042-05-15      | 4.5000%  | 0.0000% | $1033579.00        | $273801.76         | Agency Mortgage-Backed Securities         |
| GNMI SF 705648 X       | 2038-12-15      | 6.5000%  | 0.0000% | $2337478.00        | $114269.31         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3650   | 2053-08-01      | 6.0000%  | 0.0000% | $182408032.00      | $156114077.56      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2871   | 2053-04-01      | 5.5000%  | 0.0000% | $1399000.00        | $1163150.40        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $1693656.00        | $18038.45          | Agency Mortgage-Backed Securities         |
| 08.000 FGPC G01903 G   | 2034-01-01      | 8.0000%  | 0.0000% | $21309545.00       | $192843.83         | Agency Mortgage-Backed Securities         |
| 08.500 FGPC G60687 G   | 2031-05-01      | 8.5000%  | 0.0000% | $100000.00         | $4372.12           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8833   | 2052-09-01      | 4.5000%  | 0.0000% | $882506.00         | $538810.30         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF2389   | 2052-10-01      | 5.5000%  | 0.0000% | $90000.00          | $75338.69          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG3914   | 2053-06-01      | 6.0000%  | 0.0000% | $321576.00         | $250283.09         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3558   | 2052-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2058.72           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q52446 G   | 2047-11-01      | 3.5000%  | 0.0000% | $4089443.00        | $1486291.99        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6330   | 2053-01-01      | 5.5000%  | 0.0000% | $1162435.00        | $919471.65         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8861   | 2052-09-01      | 5.0000%  | 0.0000% | $3717547.00        | $3215088.71        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE5829   | 2052-07-01      | 5.0000%  | 0.0000% | $185245.00         | $144671.26         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH1855   | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1939.14           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF1989   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $561.67            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q28932 G   | 2044-10-01      | 4.0000%  | 0.0000% | $15129157.00       | $2141722.77        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8603   | 2050-04-01      | 3.5000%  | 0.0000% | $2108934.00        | $846763.75         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD7594   | 2052-02-01      | 2.5000%  | 0.0000% | $54000.00          | $32344.70          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8719   | 2050-04-01      | 3.5000%  | 0.0000% | $2112048.00        | $817842.96         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q63567 G   | 2049-05-01      | 4.0000%  | 0.0000% | $2052.00           | $372.74            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4746   | 2052-06-01      | 5.0000%  | 0.0000% | $2562392.00        | $2388475.01        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE0362   | 2052-04-01      | 3.5000%  | 0.0000% | $260000.00         | $176329.70         | Agency Mortgage-Backed Securities         |
| GNII FS MA7299 M       | 2051-03-20      | 2.5000%  | 0.0000% | $221346.00         | $162950.76         | Agency Mortgage-Backed Securities         |
| GNII SF MA6870 M       | 2050-09-20      | 5.0000%  | 0.0000% | $1108209.00        | $277552.71         | Agency Mortgage-Backed Securities         |
| GNII FS MA7180 M       | 2051-01-20      | 2.5000%  | 0.0000% | $216328.00         | $158683.05         | Agency Mortgage-Backed Securities         |
| GNII FS MA7556 M       | 2051-08-20      | 3.0000%  | 0.0000% | $213780.00         | $121717.46         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1213   | 2054-04-01      | 5.5000%  | 0.0000% | $5119.00           | $4968.02           | Agency Mortgage-Backed Securities         |
| GNII FS MA7811 M       | 2051-12-20      | 2.5000%  | 0.0000% | $551547.00         | $92854.29          | Agency Mortgage-Backed Securities         |
| GNII SF MA5819 M       | 2049-03-20      | 5.0000%  | 0.0000% | $1621998.00        | $113861.93         | Agency Mortgage-Backed Securities         |
| GNII FS MA9058 M       | 2050-08-20      | 3.0000%  | 0.0000% | $370372.00         | $303135.95         | Agency Mortgage-Backed Securities         |
| GNII SF MA7481 M       | 2038-08-20      | 7.0000%  | 0.0000% | $84789.00          | $76569.81          | Agency Mortgage-Backed Securities         |
| GNII SF CN3251 C       | 2052-04-20      | 5.0000%  | 0.0000% | $1296625.00        | $1152877.61        | Agency Mortgage-Backed Securities         |
| GNII SF MA6873 M       | 2037-10-20      | 6.5000%  | 0.0000% | $417185.00         | $135550.63         | Agency Mortgage-Backed Securities         |
| GNII SF BT3785 C       | 2050-04-20      | 4.0000%  | 0.0000% | $4620313.00        | $1052223.48        | Agency Mortgage-Backed Securities         |
| GNII SF BT3784 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2231288.00        | $471447.94         | Agency Mortgage-Backed Securities         |
| GNII SF BT3780 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1044528.00        | $430910.15         | Agency Mortgage-Backed Securities         |
| GNII SF BT3781 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1299716.00        | $242178.24         | Agency Mortgage-Backed Securities         |
| GNII SF BT3786 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1107108.00        | $284751.86         | Agency Mortgage-Backed Securities         |
| GNII FS MA7612 M       | 2041-07-20      | 7.0000%  | 0.0000% | $62513.00          | $56342.43          | Agency Mortgage-Backed Securities         |
| GNII SF MA7339 M       | 2036-05-20      | 2.0000%  | 0.0000% | $300000.00         | $145122.71         | Agency Mortgage-Backed Securities         |
| GNII FS MA8381 M       | 2052-09-20      | 5.0000%  | 0.0000% | $70343.00          | $66062.04          | Agency Mortgage-Backed Securities         |
| GNII SF MA9264 M       | 2036-02-20      | 2.0000%  | 0.0000% | $574165.00         | $460751.72         | Agency Mortgage-Backed Securities         |
| GNII SF MA6716 M       | 2050-05-20      | 6.0000%  | 0.0000% | $1888947.00        | $320935.85         | Agency Mortgage-Backed Securities         |
| GNII SF CO9534 C       | 2052-07-20      | 4.5000%  | 0.0000% | $1118654.00        | $753927.68         | Agency Mortgage-Backed Securities         |
| GNII FS MA7866 M       | 2052-01-20      | 2.5000%  | 0.0000% | $632123.00         | $474090.50         | Agency Mortgage-Backed Securities         |
| GNII FS MA7461 M       | 2045-04-20      | 3.5000%  | 0.0000% | $88868.00          | $69891.02          | Agency Mortgage-Backed Securities         |
| United States Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $210782200.00      | $170811092.52      | U.S. Treasuries (including strips)        |
| United States Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $63926200.00       | $62072093.51       | U.S. Treasuries (including strips)        |
| United States Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $1601500.00        | $1093269.29        | U.S. Treasuries (including strips)        |
| United States Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $264390300.00      | $249981044.78      | U.S. Treasuries (including strips)        |
| United States Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $9970200.00        | $7513262.31        | U.S. Treasuries (including strips)        |
| United States Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $2883800.00        | $2336938.45        | U.S. Treasuries (including strips)        |
| United States Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $93.35             | U.S. Treasuries (including strips)        |
| United States Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $487400.00         | $468889.18         | U.S. Treasuries (including strips)        |
| United States Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $11198700.00       | $8302299.33        | U.S. Treasuries (including strips)        |
| United States Treasury | 2031-02-15      | 5.3750%  | 0.0000% | $281000.00         | $303493.20         | U.S. Treasuries (including strips)        |
| United States Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $8921300.00        | $6644431.90        | U.S. Treasuries (including strips)        |
| United States Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $14247000.00       | $9794269.33        | U.S. Treasuries (including strips)        |
| United States Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $4539900.00        | $4027229.96        | U.S. Treasuries (including strips)        |
| United States Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $1031700.00        | $673295.29         | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $249134400.00      | $249999978.61      | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-08-12      | 0.0000%  | 0.0000% | $10795000.00       | $10701299.40       | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $4000000.00        | $4216046.41        | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-07-08      | 0.0000%  | 0.0000% | $101100.00         | $100637.77         | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $51427700.00       | $54205392.52       | U.S. Treasuries (including strips)        |
| United States Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $10000.00          | $7300.20           | U.S. Treasuries (including strips)        |
| United States Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $8000.00           | $6249.45           | U.S. Treasuries (including strips)        |
| United States Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $54888400.00       | $34444450.88       | U.S. Treasuries (including strips)        |
| United States Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $45000.00          | $40260.48          | U.S. Treasuries (including strips)        |
| United States Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $1500000.00        | $1313552.23        | U.S. Treasuries (including strips)        |
| United States Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $68521300.00       | $62819132.28       | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $174754000.00      | $175941187.98      | U.S. Treasuries (including strips)        |
| United States Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $106700.00         | $58896.34          | U.S. Treasuries (including strips)        |
| United States Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $13435100.00       | $13533212.73       | U.S. Treasuries (including strips)        |
| United States Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $452000.00         | $442843.90         | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-06-10      | 0.0000%  | 0.0000% | $200.00            | $199.74            | U.S. Treasuries (including strips)        |
| United States Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $5000000.00        | $4022838.40        | U.S. Treasuries (including strips)        |
| United States Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $26000.00          | $15767.40          | U.S. Treasuries (including strips)        |
| United States Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $91800.00          | $89492.90          | U.S. Treasuries (including strips)        |
| United States Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $179437000.00      | $184475680.14      | U.S. Treasuries (including strips)        |
| United States Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $111164500.00      | $113477888.49      | U.S. Treasuries (including strips)        |
| United States Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $31530600.00       | $30738177.41       | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-09-09      | 0.0000%  | 0.0000% | $24815600.00       | $24518805.42       | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-11-13      | 0.0000%  | 0.0000% | $10300.00          | $10100.49          | U.S. Treasuries (including strips)        |
| United States Treasury | 2026-11-15      | 6.5000%  | 0.0000% | $215600.00         | $224605.28         | U.S. Treasuries (including strips)        |
| United States Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $732000.00         | $581598.08         | U.S. Treasuries (including strips)        |
| United States Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $15698100.00       | $12472656.93       | U.S. Treasuries (including strips)        |
| United States Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $348000.00         | $258020.70         | U.S. Treasuries (including strips)        |
| United States Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $405000.00         | $400356.75         | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-08-19      | 0.0000%  | 0.0000% | $396500.00         | $392721.35         | U.S. Treasuries (including strips)        |
| United States Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $77335000.00       | $61734796.80       | U.S. Treasuries (including strips)        |
| United States Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $500000.00         | $389242.95         | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLRA9611   | 2053-08-01      | 5.0000%  | 0.0000% | $606000.00         | $525183.91         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6954   | 2052-03-01      | 3.0000%  | 0.0000% | $200000.00         | $137716.01         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA3586   | 2050-09-01      | 4.0000%  | 0.0000% | $193000.00         | $49047.11          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9478   | 2053-07-01      | 5.5000%  | 0.0000% | $2104876.00        | $1941399.34        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8694   | 2053-04-01      | 5.0000%  | 0.0000% | $300000.00         | $250808.16         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4142   | 2050-12-01      | 2.5000%  | 0.0000% | $400000.00         | $207677.68         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6766   | 2052-02-01      | 2.5000%  | 0.0000% | $1400000.00        | $885999.99         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9433   | 2053-07-01      | 5.5000%  | 0.0000% | $691047.00         | $637585.29         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4349   | 2051-01-01      | 2.5000%  | 0.0000% | $375000.00         | $179369.54         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4180   | 2050-12-01      | 2.5000%  | 0.0000% | $445000.00         | $226366.96         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7932   | 2052-09-01      | 5.0000%  | 0.0000% | $151619496.00      | $119967780.28      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ9470   | 2054-11-01      | 5.5000%  | 0.0000% | $1028370.00        | $1025624.88        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1340   | 2052-03-01      | 3.0000%  | 0.0000% | $700008.00         | $483883.29         | Agency Mortgage-Backed Securities         |
| GNII SF 737750 C       | 2038-02-20      | 6.5000%  | 0.0000% | $4394097.00        | $103395.99         | Agency Mortgage-Backed Securities         |
| GNII SF DG7348 C       | 2055-04-20      | 6.5000%  | 0.0000% | $9024903.00        | $9387018.60        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4462   | 2053-11-01      | 6.0000%  | 0.0000% | $1840960.00        | $1560684.00        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5578   | 2052-09-01      | 3.5000%  | 0.0000% | $1210000.00        | $1016612.26        | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZJ4912   | 2031-02-01      | 8.0000%  | 0.0000% | $3660189.00        | $37811.59          | Agency Mortgage-Backed Securities         |
| GNII SF DC1404 C       | 2054-05-20      | 6.5000%  | 0.0000% | $1845331.00        | $1917063.03        | Agency Mortgage-Backed Securities         |
| GNII SF CZ7383 C       | 2054-01-20      | 8.0000%  | 0.0000% | $7192814.00        | $7071657.15        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM3524   | 2047-06-01      | 4.5000%  | 0.0000% | $577294.00         | $157710.45         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C04052 G   | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $139.10            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC T62264 G   | 2048-07-01      | 4.0000%  | 0.0000% | $900000.00         | $50074.14          | Agency Mortgage-Backed Securities         |
| GNII ET DC2613 C       | 2064-06-20      | 3.5000%  | 0.0000% | $858467.00         | $739821.26         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1751   | 2051-10-01      | 2.5000%  | 0.0000% | $200000.00         | $132706.85         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258   | 2052-10-01      | 5.0000%  | 0.0000% | $4232568.00        | $3353766.79        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258   | 2052-10-01      | 5.0000%  | 0.0000% | $196262585.00      | $155512903.58      | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07351 G   | 2042-08-01      | 3.5000%  | 0.0000% | $10926.00          | $1790.75           | Agency Mortgage-Backed Securities         |
| GNMI SF 733533 X       | 2041-01-15      | 3.5000%  | 0.0000% | $799920.00         | $90472.75          | Agency Mortgage-Backed Securities         |
| GNMI SP 784794 X       | 2042-06-15      | 4.0000%  | 0.0000% | $2000000.00        | $593392.73         | Agency Mortgage-Backed Securities         |
| GNII SF DG1246 C       | 2055-01-20      | 6.0000%  | 0.0000% | $368194.00         | $378975.14         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2334   | 2053-02-01      | 5.0000%  | 0.0000% | $1150000.00        | $968059.83         | Agency Mortgage-Backed Securities         |
| GNII ET DF5606 C       | 2064-10-20      | 6.5000%  | 0.0000% | $43658228.00       | $35714575.35       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977   | 2053-11-01      | 5.0000%  | 0.0000% | $166377930.00      | $148965256.30      | Agency Mortgage-Backed Securities         |
| GNII ET DE7746 C       | 2056-03-20      | 3.0000%  | 0.0000% | $108616.00         | $91357.74          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6860   | 2054-11-01      | 5.5000%  | 0.0000% | $2128915.00        | $2016319.74        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16210 G   | 2032-06-01      | 3.5000%  | 0.0000% | $310942.00         | $60893.98          | Agency Mortgage-Backed Securities         |
| GNII SF DH6340 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1002040.00        | $1060827.14        | Agency Mortgage-Backed Securities         |
| GNII SF DH6217 C       | 2055-02-20      | 6.0000%  | 0.0000% | $1381711.00        | $1418304.14        | Agency Mortgage-Backed Securities         |
| GNII SF CZ3123 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1692827.00        | $1519051.11        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2727   | 2052-04-01      | 3.5000%  | 0.0000% | $23395.00          | $17638.06          | Agency Mortgage-Backed Securities         |
| GNII SF DH6528 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1342632.00        | $1341839.16        | Agency Mortgage-Backed Securities         |
| GNII SF DI3268 C       | 2055-03-20      | 6.0000%  | 0.0000% | $1723989.00        | $1756058.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3000   | 2053-06-01      | 5.5000%  | 0.0000% | $8000.00           | $6556.85           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1502   | 2052-07-01      | 4.0000%  | 0.0000% | $173000.00         | $134701.07         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2428   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $787.13            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8245   | 2052-09-01      | 4.5000%  | 0.0000% | $1473000.00        | $1163296.95        | Agency Mortgage-Backed Securities         |
| GNII SF DF8901 C       | 2055-02-20      | 6.0000%  | 0.0000% | $3170562.00        | $3231350.52        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4914   | 2031-02-01      | 7.5000%  | 0.0000% | $8574054.00        | $37067.35          | Agency Mortgage-Backed Securities         |
| GNII SF DH7090 C       | 2055-01-20      | 7.0000%  | 0.0000% | $2062218.00        | $2204080.00        | Agency Mortgage-Backed Securities         |
| GNII SF DG7347 C       | 2055-04-20      | 6.0000%  | 0.0000% | $9722385.00        | $9974241.96        | Agency Mortgage-Backed Securities         |
| GNII SF DI0493 C       | 2055-02-20      | 6.0000%  | 0.0000% | $3841356.00        | $3914809.82        | Agency Mortgage-Backed Securities         |
| GNII SF DI5472 C       | 2055-02-20      | 6.0000%  | 0.0000% | $1349488.00        | $1393124.31        | Agency Mortgage-Backed Securities         |
| GNII SF 737769 C       | 2033-05-20      | 6.5000%  | 0.0000% | $412866.00         | $16876.02          | Agency Mortgage-Backed Securities         |
| GNMI SF 739138 X       | 2033-07-15      | 6.0000%  | 0.0000% | $1112844.00        | $93842.97          | Agency Mortgage-Backed Securities         |
| GNII SF DE7807 C       | 2054-12-20      | 5.5000%  | 0.0000% | $2351415.00        | $2352228.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3518   | 2053-07-01      | 5.5000%  | 0.0000% | $19000.00          | $16406.16          | Agency Mortgage-Backed Securities         |
| GNII SF DI3138 C       | 2055-03-20      | 6.0000%  | 0.0000% | $11917283.00       | $12157179.80       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5759   | 2054-06-01      | 6.5000%  | 0.0000% | $220000.00         | $193676.27         | Agency Mortgage-Backed Securities         |
| GNII SF DH6287 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1237103.00        | $1303972.40        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0468   | 2029-10-01      | 7.5000%  | 0.0000% | $66278996.00       | $31137.75          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6753   | 2054-08-01      | 6.0000%  | 0.0000% | $156111.00         | $144482.96         | Agency Mortgage-Backed Securities         |
| GNII SF DH6290 C       | 2055-02-20      | 6.0000%  | 0.0000% | $1098582.00        | $1127489.43        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6243   | 2049-01-01      | 4.5000%  | 0.0000% | $2669073.00        | $605862.74         | Agency Mortgage-Backed Securities         |
| GNMI SF 736644 X       | 2031-05-15      | 6.5000%  | 0.0000% | $1231390.00        | $163757.02         | Agency Mortgage-Backed Securities         |
| GNII SF 736305 C       | 2027-05-20      | 7.0000%  | 0.0000% | $1284206.00        | $49226.85          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0457   | 2042-09-01      | 3.5000%  | 0.0000% | $24969800.00       | $3704506.41        | Agency Mortgage-Backed Securities         |
| GNII SF CZ0778 C       | 2054-01-20      | 6.5000%  | 0.0000% | $2184622.00        | $1687921.63        | Agency Mortgage-Backed Securities         |
| GNII SF DH5694 C       | 2055-03-20      | 6.0000%  | 0.0000% | $1857037.00        | $1893586.60        | Agency Mortgage-Backed Securities         |
| GNII SF CY6018 C       | 2053-10-20      | 7.5000%  | 0.0000% | $1266090.00        | $1328398.18        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3124   | 2053-04-01      | 2.5000%  | 0.0000% | $5176840.00        | $3749675.77        | Agency Mortgage-Backed Securities         |
| GNII SF DH7157 C       | 2055-01-20      | 6.0000%  | 0.0000% | $1074747.00        | $1111773.26        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $1531089.00        | $1227399.53        | Agency Mortgage-Backed Securities         |
| GNII ET DE7709 C       | 2064-10-20      | 4.0000%  | 0.0000% | $147103.00         | $132490.62         | Agency Mortgage-Backed Securities         |
| GNII SF DE7806 C       | 2054-12-20      | 5.5000%  | 0.0000% | $2075856.00        | $2080879.89        | Agency Mortgage-Backed Securities         |
| GNII SF CY2423 C       | 2053-11-20      | 7.5000%  | 0.0000% | $1438120.00        | $1109445.14        | Agency Mortgage-Backed Securities         |
| GNII ET DE7706 C       | 2063-10-20      | 4.5000%  | 0.0000% | $40486.00          | $36864.99          | Agency Mortgage-Backed Securities         |
| GNII ET DD5420 C       | 2064-08-20      | 4.0000%  | 0.0000% | $840904.00         | $750034.77         | Agency Mortgage-Backed Securities         |
| GNII SF DI0603 C       | 2055-02-20      | 6.0000%  | 0.0000% | $1018658.00        | $1038830.29        | Agency Mortgage-Backed Securities         |
| GNII ET DE0829 C       | 2064-07-20      | 3.5000%  | 0.0000% | $621621.00         | $535842.96         | Agency Mortgage-Backed Securities         |
| GNII SF CY2978 C       | 2053-10-20      | 7.5000%  | 0.0000% | $2712629.00        | $2842433.23        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS2889   | 2035-06-01      | 7.5000%  | 0.0000% | $890000.00         | $29604.08          | Agency Mortgage-Backed Securities         |
| GNMI SP 783274 X       | 2036-05-15      | 6.0000%  | 0.0000% | $18900000.00       | $832140.21         | Agency Mortgage-Backed Securities         |
| GNII BD 736304 C       | 2027-09-20      | 7.0000%  | 0.0000% | $1139328.00        | $60027.07          | Agency Mortgage-Backed Securities         |
| GNII SF CU7815 C       | 2053-11-20      | 7.5000%  | 0.0000% | $2931230.00        | $2689240.95        | Agency Mortgage-Backed Securities         |
| GNII SF DG6307 C       | 2054-11-20      | 5.5000%  | 0.0000% | $1037298.00        | $1032345.43        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3482   | 2047-06-01      | 3.5000%  | 0.0000% | $23767950.00       | $4190434.02        | Agency Mortgage-Backed Securities         |
| GNII SF AE2211 C       | 2036-04-20      | 5.5000%  | 0.0000% | $1412965.00        | $115004.05         | Agency Mortgage-Backed Securities         |
| GNII ET CW7531 C       | 2063-06-20      | 2.0000%  | 0.0000% | $104592.00         | $77358.05          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6729   | 2049-05-01      | 4.5000%  | 0.0000% | $505898.00         | $115156.93         | Agency Mortgage-Backed Securities         |
| GNII ET CW6332 C       | 2063-08-20      | 6.5000%  | 0.0000% | $907712.00         | $313342.74         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C91925 G   | 2037-04-01      | 3.5000%  | 0.0000% | $10530000.00       | $1720646.92        | Agency Mortgage-Backed Securities         |
| GNII SF CY6019 C       | 2053-10-20      | 7.5000%  | 0.0000% | $2603526.00        | $2433888.81        | Agency Mortgage-Backed Securities         |
| GNII SF CU7816 C       | 2053-11-20      | 7.5000%  | 0.0000% | $2077250.00        | $2153390.59        | Agency Mortgage-Backed Securities         |
| GNII SF CX7264 C       | 2054-01-20      | 7.5000%  | 0.0000% | $2442392.00        | $2305991.34        | Agency Mortgage-Backed Securities         |
| GNII ET CW6906 C       | 2063-08-20      | 6.5000%  | 0.0000% | $1623279.00        | $688435.53         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G07692 G   | 2044-03-01      | 4.5000%  | 0.0000% | $470656.00         | $60794.29          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0240   | 2048-01-01      | 3.5000%  | 0.0000% | $8050000.00        | $1430408.70        | Agency Mortgage-Backed Securities         |
| GNII SF DG7345 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1328118.00        | $1372330.96        | Agency Mortgage-Backed Securities         |
| GNII SF CW7625 C       | 2054-01-20      | 8.0000%  | 0.0000% | $2900041.00        | $2985003.49        | Agency Mortgage-Backed Securities         |
| GNII ET CW3476 C       | 2063-07-20      | 6.5000%  | 0.0000% | $1064615.00        | $884694.27         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3UZM9884   | 2026-09-01      | 3.5000%  | 0.0000% | $3033894.00        | $37868.29          | Agency Mortgage-Backed Securities         |
| GNII SF CY2937 C       | 2053-10-20      | 7.5000%  | 0.0000% | $1430184.00        | $1497370.57        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4717   | 2047-05-01      | 3.5000%  | 0.0000% | $1533769.00        | $161120.36         | Agency Mortgage-Backed Securities         |
| GNII ET DA9234 C       | 2063-06-20      | 2.0000%  | 0.0000% | $153612.00         | $114520.51         | Agency Mortgage-Backed Securities         |
| GNII SF CZ4872 C       | 2054-01-20      | 6.0000%  | 0.0000% | $1577139.00        | $1600920.94        | Agency Mortgage-Backed Securities         |
| GNII ET DE7724 C       | 2063-12-20      | 7.5000%  | 0.0000% | $413245.00         | $425179.71         | Agency Mortgage-Backed Securities         |
| GNII ET DE0875 C       | 2064-08-20      | 2.5000%  | 0.0000% | $657797.00         | $519168.42         | Agency Mortgage-Backed Securities         |
| GNII ET DC2577 C       | 2064-05-20      | 3.5000%  | 0.0000% | $1117177.00        | $961939.08         | Agency Mortgage-Backed Securities         |
| GNII SF DH3157 C       | 2055-03-20      | 6.5000%  | 0.0000% | $3634330.00        | $3754414.56        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8288   | 2053-01-01      | 5.0000%  | 0.0000% | $36000.00          | $29685.92          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1701   | 2052-05-01      | 2.5000%  | 0.0000% | $355001.00         | $235734.94         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0802   | 2052-01-01      | 2.5000%  | 0.0000% | $109000.00         | $68711.52          | Agency Mortgage-Backed Securities         |
| GNII SF DB0433 C       | 2054-03-20      | 6.0000%  | 0.0000% | $1701643.00        | $1617059.63        | Agency Mortgage-Backed Securities         |
| GNII SP 787228 C       | 2054-01-20      | 6.0000%  | 0.0000% | $30100000.00       | $25812139.43       | Agency Mortgage-Backed Securities         |
| GNII SF DH8875 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1067980.00        | $1124383.78        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1305   | 2052-07-01      | 5.0000%  | 0.0000% | $100000.00         | $76633.05          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3740   | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1747.80           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1872   | 2052-11-01      | 5.5000%  | 0.0000% | $359887.00         | $290274.10         | Agency Mortgage-Backed Securities         |
| GNII SF CW7621 C       | 2054-01-20      | 7.5000%  | 0.0000% | $2246326.00        | $2327156.13        | Agency Mortgage-Backed Securities         |
| GNII SF DI3274 C       | 2055-03-20      | 6.0000%  | 0.0000% | $7681996.00        | $7832798.40        | Agency Mortgage-Backed Securities         |
| GNII SF DH3137 C       | 2055-03-20      | 6.0000%  | 0.0000% | $3182638.00        | $3246267.20        | Agency Mortgage-Backed Securities         |
| GNII SF DI3269 C       | 2055-03-20      | 6.0000%  | 0.0000% | $2944733.00        | $3003384.39        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3TZT0906   | 2034-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $124956.86         | Agency Mortgage-Backed Securities         |
| GNMI SF 736643 X       | 2030-11-15      | 6.5000%  | 0.0000% | $1033784.00        | $29211.18          | Agency Mortgage-Backed Securities         |
| GNII ET DD5359 C       | 2064-08-20      | 3.5000%  | 0.0000% | $871119.00         | $752315.91         | Agency Mortgage-Backed Securities         |
| GNII ET DE0808 C       | 2064-01-20      | 3.0000%  | 0.0000% | $205028.00         | $173041.95         | Agency Mortgage-Backed Securities         |
| GNII SF CZ3121 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1489746.00        | $1374893.20        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $2595095.00        | $1616793.81        | Agency Mortgage-Backed Securities         |
| GNII SF CZ7381 C       | 2054-01-20      | 8.0000%  | 0.0000% | $1117412.00        | $1148070.61        | Agency Mortgage-Backed Securities         |
| GNII RG DH3740 C       | 2053-09-20      | 6.0000%  | 0.0000% | $5995726.00        | $6205513.86        | Agency Mortgage-Backed Securities         |
| GNII ET DE0915 C       | 2064-08-20      | 2.5000%  | 0.0000% | $624596.00         | $491500.57         | Agency Mortgage-Backed Securities         |
| GNII SF DH6357 C       | 2055-02-20      | 6.0000%  | 0.0000% | $3544549.00        | $3633148.20        | Agency Mortgage-Backed Securities         |
| GNII SF 742291 C       | 2031-08-20      | 7.5000%  | 0.0000% | $1082579.00        | $72023.48          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q18603 G   | 2043-06-01      | 3.5000%  | 0.0000% | $11541104.00       | $1504178.08        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q24207 G   | 2044-01-01      | 4.5000%  | 0.0000% | $3033.00           | $166.75            | Agency Mortgage-Backed Securities         |
| GNII RG CL8529 C       | 2039-07-20      | 5.5000%  | 0.0000% | $1138430.00        | $831953.19         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3LZL0755   | 2037-02-01      | 4.5000%  | 0.0000% | $1430095.00        | $37384.47          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08711 G   | 2046-06-01      | 3.5000%  | 0.0000% | $2022253.00        | $233793.16         | Agency Mortgage-Backed Securities         |
| GNII ET CT5358 C       | 2063-03-20      | 5.5000%  | 0.0000% | $654623.00         | $388795.46         | Agency Mortgage-Backed Securities         |
| GNMI SF AP7290 X       | 2045-10-15      | 4.5000%  | 0.0000% | $1444208.00        | $375953.54         | Agency Mortgage-Backed Securities         |
| GNII SF CL3171 C       | 2052-01-20      | 4.0000%  | 0.0000% | $1482893.00        | $797272.61         | Agency Mortgage-Backed Securities         |
| GNII SF CR2393 C       | 2053-05-20      | 6.0000%  | 0.0000% | $8481684.00        | $8870635.38        | Agency Mortgage-Backed Securities         |
| GNII SF CU7813 C       | 2053-11-20      | 7.5000%  | 0.0000% | $27841108.00       | $24612390.86       | Agency Mortgage-Backed Securities         |
| GNII ET CV7254 C       | 2063-06-20      | 6.5000%  | 0.0000% | $652454.00         | $93445.77          | Agency Mortgage-Backed Securities         |
| GNII SF CU3444 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1049867.00        | $1050335.00        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07346 G   | 2043-04-01      | 3.5000%  | 0.0000% | $8665.00           | $1599.90           | Agency Mortgage-Backed Securities         |
| GNII SF CW7620 C       | 2054-01-20      | 7.5000%  | 0.0000% | $3194499.00        | $3314082.59        | Agency Mortgage-Backed Securities         |
| GNII SF CY2938 C       | 2053-10-20      | 7.5000%  | 0.0000% | $5891268.00        | $5919454.89        | Agency Mortgage-Backed Securities         |
| GNII SF CU9140 C       | 2053-06-20      | 6.0000%  | 0.0000% | $1411464.00        | $949725.88         | Agency Mortgage-Backed Securities         |
| GNII SF CU1540 C       | 2053-09-20      | 7.5000%  | 0.0000% | $1314152.00        | $1359461.80        | Agency Mortgage-Backed Securities         |
| GNII SF CZ3124 C       | 2053-12-20      | 8.0000%  | 0.0000% | $10571327.00       | $9912818.37        | Agency Mortgage-Backed Securities         |
| GNII ET CV4691 C       | 2063-07-20      | 6.0000%  | 0.0000% | $743234.00         | $343536.25         | Agency Mortgage-Backed Securities         |
| GNII SF CW7627 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1741287.00        | $1809003.52        | Agency Mortgage-Backed Securities         |
| GNII RG CG2269 C       | 2040-08-20      | 5.0000%  | 0.0000% | $1646711.00        | $1063554.80        | Agency Mortgage-Backed Securities         |
| GNII SF CU1539 C       | 2053-09-20      | 7.5000%  | 0.0000% | $1502353.00        | $1553297.09        | Agency Mortgage-Backed Securities         |
| GNII ET CQ3338 C       | 2062-09-20      | 4.5000%  | 0.0000% | $695780.00         | $527687.79         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 4PZL0907   | 2035-01-01      | 5.0000%  | 0.0000% | $725000.00         | $28235.56          | Agency Mortgage-Backed Securities         |
| GNII ET DE0896 C       | 2064-08-20      | 4.0000%  | 0.0000% | $384684.00         | $322132.97         | Agency Mortgage-Backed Securities         |
| GNII ET DF4407 C       | 2064-11-20      | 4.0000%  | 0.0000% | $900835.00         | $810490.84         | Agency Mortgage-Backed Securities         |
| GNII SF CR0057 C       | 2052-12-20      | 7.5000%  | 0.0000% | $1813857.00        | $1166699.95        | Agency Mortgage-Backed Securities         |
| GNII SF CW7626 C       | 2054-01-20      | 8.0000%  | 0.0000% | $3177055.00        | $3268660.29        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3144   | 2054-09-01      | 6.0000%  | 0.0000% | $278438.00         | $271251.45         | Agency Mortgage-Backed Securities         |
| 06.500 FGPC P51237 G   | 2036-11-01      | 6.5000%  | 0.0000% | $7947.00           | $347.72            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $12910.00          | $503.44            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $127078.00         | $1752.09           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A48052 G   | 2035-12-01      | 5.5000%  | 0.0000% | $5000000.00        | $332089.07         | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $24068.00          | $1121.51           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G05398 G   | 2033-11-01      | 5.0000%  | 0.0000% | $121763.00         | $7652.38           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05566 G   | 2038-12-01      | 5.5000%  | 0.0000% | $15598682.00       | $384101.00         | Agency Mortgage-Backed Securities         |
| GNII SF CZ7380 C       | 2054-01-20      | 7.5000%  | 0.0000% | $7644325.00        | $7275895.13        | Agency Mortgage-Backed Securities         |
| GNII ET CX3996 C       | 2063-08-20      | 2.0000%  | 0.0000% | $371491.00         | $217468.37         | Agency Mortgage-Backed Securities         |
| GNII SF CS5067 C       | 2053-01-20      | 7.5000%  | 0.0000% | $818436.00         | $851082.34         | Agency Mortgage-Backed Securities         |
| GNII SF CR9823 C       | 2053-01-20      | 7.5000%  | 0.0000% | $1988324.00        | $1522324.06        | Agency Mortgage-Backed Securities         |
| GNII SF CU1534 C       | 2053-09-20      | 7.5000%  | 0.0000% | $7259145.00        | $7421488.54        | Agency Mortgage-Backed Securities         |
| GNII ET DB6276 C       | 2064-06-20      | 3.5000%  | 0.0000% | $919015.00         | $599868.95         | Agency Mortgage-Backed Securities         |
| GNII SF CU3426 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1427328.00        | $920427.20         | Agency Mortgage-Backed Securities         |
| GNII ET DE0878 C       | 2063-08-20      | 4.0000%  | 0.0000% | $300788.00         | $270294.31         | Agency Mortgage-Backed Securities         |
| GNII SF AF3174 C       | 2035-08-20      | 5.5000%  | 0.0000% | $2760925.00        | $193276.67         | Agency Mortgage-Backed Securities         |
| GNII ET CV6825 C       | 2063-05-20      | 6.5000%  | 0.0000% | $419058.00         | $288109.25         | Agency Mortgage-Backed Securities         |
| GNII SF CU0485 C       | 2053-04-20      | 7.5000%  | 0.0000% | $1051771.00        | $871775.14         | Agency Mortgage-Backed Securities         |
| GNII ET CU9033 C       | 2063-05-20      | 6.5000%  | 0.0000% | $520874.00         | $196743.13         | Agency Mortgage-Backed Securities         |
| GNII ET CW3509 C       | 2063-06-20      | 6.5000%  | 0.0000% | $1160557.00        | $682494.41         | Agency Mortgage-Backed Securities         |
| GNII SF CW7624 C       | 2054-01-20      | 8.0000%  | 0.0000% | $2151226.00        | $2215789.03        | Agency Mortgage-Backed Securities         |
| GNII ET DC2650 C       | 2064-05-20      | 3.5000%  | 0.0000% | $1367409.00        | $1166174.13        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9003   | 2045-02-01      | 3.5000%  | 0.0000% | $3948.00           | $383.60            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G07074 G   | 2040-01-01      | 5.5000%  | 0.0000% | $1605000.00        | $78089.91          | Agency Mortgage-Backed Securities         |
| GNMI SF CR2394 X       | 2053-05-15      | 6.0000%  | 0.0000% | $3692183.00        | $3807244.16        | Agency Mortgage-Backed Securities         |
| GNII ET DF5602 C       | 2064-10-20      | 6.5000%  | 0.0000% | $9169559.00        | $7768463.86        | Agency Mortgage-Backed Securities         |
| GNII ET DC2608 C       | 2064-06-20      | 2.5000%  | 0.0000% | $815327.00         | $641313.58         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9627   | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $263.84            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC N35004 G   | 2045-05-01      | 3.0000%  | 0.0000% | $685000.00         | $46429.15          | Agency Mortgage-Backed Securities         |
| GNII SF CY2424 C       | 2053-11-20      | 7.5000%  | 0.0000% | $3248957.00        | $2633463.17        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2862   | 2042-03-01      | 3.5000%  | 0.0000% | $2415.00           | $259.19            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G07137 G   | 2039-10-01      | 6.0000%  | 0.0000% | $5961431.00        | $379853.98         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3LZL0757   | 2037-05-01      | 4.5000%  | 0.0000% | $47237700.00       | $36663.88          | Agency Mortgage-Backed Securities         |
| GNII ET DE0802 C       | 2064-08-20      | 3.0000%  | 0.0000% | $169215.00         | $142830.66         | Agency Mortgage-Backed Securities         |
| GNII SF CU7790 C       | 2053-11-20      | 7.0000%  | 0.0000% | $1136741.00        | $1182559.21        | Agency Mortgage-Backed Securities         |
| GNII SF CZ3122 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1343470.00        | $1378157.00        | Agency Mortgage-Backed Securities         |
| GNII ET DE0871 C       | 2064-02-20      | 3.5000%  | 0.0000% | $119952.00         | $103609.87         | Agency Mortgage-Backed Securities         |
| GNII ET CU4374 C       | 2063-06-20      | 6.5000%  | 0.0000% | $1223137.00        | $601954.73         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZT1100   | 2042-12-01      | 3.5000%  | 0.0000% | $219653.00         | $29194.24          | Agency Mortgage-Backed Securities         |
| GNII ET CX3997 C       | 2063-05-20      | 1.5000%  | 0.0000% | $144797.00         | $95028.61          | Agency Mortgage-Backed Securities         |
| United States Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $325000.00         | $310351.71         | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-02-15      | 6.6250%  | 0.0000% | $104700.00         | $111563.41         | U.S. Treasuries (including strips)        |
| United States Treasury | 2029-02-15      | 5.2500%  | 0.0000% | $2146900.00        | $2281214.09        | U.S. Treasuries (including strips)        |
| United States Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $6406500.00        | $6369702.60        | U.S. Treasuries (including strips)        |
| GNII SF BT9272 C       | 2050-05-20      | 4.0000%  | 0.0000% | $1304938.00        | $492735.57         | Agency Mortgage-Backed Securities         |
| GNII SF BT9273 C       | 2050-05-20      | 4.0000%  | 0.0000% | $2245289.00        | $963244.61         | Agency Mortgage-Backed Securities         |
| United States Treasury | 2025-06-05      | 0.0000%  | 0.0000% | $8000000.00        | $7994368.00        | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-02-15      | 6.6250%  | 0.0000% | $42000.00          | $44753.23          | U.S. Treasuries (including strips)        |
| GNII SF CF7447 C       | 2051-08-20      | 4.0000%  | 0.0000% | $1028306.00        | $418061.55         | Agency Mortgage-Backed Securities         |
| GNII SF CC0198 C       | 2051-04-20      | 3.0000%  | 0.0000% | $9468212.00        | $5058173.41        | Agency Mortgage-Backed Securities         |
| GNII SF BU3326 C       | 2050-05-20      | 3.0000%  | 0.0000% | $1669077.00        | $1313916.69        | Agency Mortgage-Backed Securities         |
| GNII SF CJ2186 C       | 2052-06-20      | 6.0000%  | 0.0000% | $1716347.00        | $1200020.03        | Agency Mortgage-Backed Securities         |
| GNII SF BU3391 C       | 2050-05-20      | 5.0000%  | 0.0000% | $813982.00         | $459077.26         | Agency Mortgage-Backed Securities         |
| United States Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $190231100.00      | $190477025.44      | U.S. Treasuries (including strips)        |
| United States Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $98.74             | U.S. Treasuries (including strips)        |
| GNII FS MA8379 M       | 2052-06-20      | 5.0000%  | 0.0000% | $76997.00          | $72840.55          | Agency Mortgage-Backed Securities         |
| GNII SF CP5373 C       | 2052-12-20      | 7.5000%  | 0.0000% | $1182272.00        | $955491.48         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG7693   | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1738.53           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH7753   | 2054-01-01      | 7.5000%  | 0.0000% | $1103527.00        | $810675.18         | Agency Mortgage-Backed Securities         |
| GNII SF BU5005 C       | 2050-05-20      | 3.5000%  | 0.0000% | $2641770.00        | $1281605.73        | Agency Mortgage-Backed Securities         |
| GNII SF CF7063 C       | 2051-08-20      | 4.0000%  | 0.0000% | $1097365.00        | $670740.62         | Agency Mortgage-Backed Securities         |
| GNII SF BU0673 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1283345.00        | $678883.65         | Agency Mortgage-Backed Securities         |
| GNII SF CD0710 C       | 2051-05-20      | 2.5000%  | 0.0000% | $1670725.00        | $850667.32         | Agency Mortgage-Backed Securities         |
| GNII SF BT9466 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2131633.00        | $716012.91         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V84451 G   | 2048-07-01      | 3.5000%  | 0.0000% | $2017.00           | $268.46            | Agency Mortgage-Backed Securities         |
| GNII SF BY1855 C       | 2050-12-20      | 4.0000%  | 0.0000% | $1396540.00        | $759506.33         | Agency Mortgage-Backed Securities         |
| GNII SF BU3285 C       | 2050-04-20      | 4.0000%  | 0.0000% | $11569747.00       | $6387532.04        | Agency Mortgage-Backed Securities         |
| GNII SF BW9306 C       | 2050-08-20      | 2.0000%  | 0.0000% | $1033106.00        | $412261.46         | Agency Mortgage-Backed Securities         |
| GNMI SF CJ2187 X       | 2052-06-15      | 5.5000%  | 0.0000% | $1519206.00        | $1503294.54        | Agency Mortgage-Backed Securities         |
| GNII SF BU3325 C       | 2050-05-20      | 3.0000%  | 0.0000% | $1108844.00        | $861706.83         | Agency Mortgage-Backed Securities         |
| GNII SF BT9465 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2104531.00        | $1059207.78        | Agency Mortgage-Backed Securities         |
| GNII SF BU3283 C       | 2050-04-20      | 4.0000%  | 0.0000% | $5617731.00        | $3475267.02        | Agency Mortgage-Backed Securities         |
| GNII SF BU3284 C       | 2050-04-20      | 4.0000%  | 0.0000% | $7429479.00        | $5333031.28        | Agency Mortgage-Backed Securities         |
| GNII SF BT9274 C       | 2050-05-20      | 4.0000%  | 0.0000% | $2116218.00        | $800402.11         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G06843 G   | 2041-12-01      | 4.0000%  | 0.0000% | $17497311.00       | $1644816.41        | Agency Mortgage-Backed Securities         |
| GNII FS MA8299 M       | 2052-05-20      | 4.0000%  | 0.0000% | $60241.00          | $51964.12          | Agency Mortgage-Backed Securities         |
| GNII SF CP5275 C       | 2053-01-20      | 7.5000%  | 0.0000% | $1532931.00        | $690545.14         | Agency Mortgage-Backed Securities         |
| GNMI SF BD7084 X       | 2047-10-15      | 4.0000%  | 0.0000% | $8159150.00        | $1269858.80        | Agency Mortgage-Backed Securities         |
| GNII FS MA7691 M       | 2051-10-20      | 3.0000%  | 0.0000% | $130158.00         | $104320.93         | Agency Mortgage-Backed Securities         |
| GNII SF BT3783 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1109550.00        | $453703.71         | Agency Mortgage-Backed Securities         |
| GNII FS MA8997 M       | 2053-07-20      | 6.0000%  | 0.0000% | $87330.00          | $85804.51          | Agency Mortgage-Backed Securities         |
| GNII SF MA6714 M       | 2050-06-20      | 5.0000%  | 0.0000% | $2212820.00        | $366636.46         | Agency Mortgage-Backed Securities         |
| GNII FS MA7690 M       | 2051-10-20      | 2.5000%  | 0.0000% | $445304.00         | $229015.14         | Agency Mortgage-Backed Securities         |
| GNII SF BT1002 C       | 2050-06-20      | 4.5000%  | 0.0000% | $600000.00         | $434231.46         | Agency Mortgage-Backed Securities         |
| GNII SF BT3787 C       | 2050-04-20      | 4.0000%  | 0.0000% | $10927060.00       | $629269.43         | Agency Mortgage-Backed Securities         |
| GNII SF BT9271 C       | 2050-05-20      | 4.0000%  | 0.0000% | $2118072.00        | $986506.05         | Agency Mortgage-Backed Securities         |
| GNII SF MA8492 M       | 2052-12-20      | 6.0000%  | 0.0000% | $18000000.00       | $11141042.10       | Agency Mortgage-Backed Securities         |
| GNII FS MA8411 M       | 2052-10-20      | 5.0000%  | 0.0000% | $65414.00          | $61743.86          | Agency Mortgage-Backed Securities         |
| GNII FS MA7867 M       | 2051-08-20      | 3.0000%  | 0.0000% | $118034.00         | $95031.86          | Agency Mortgage-Backed Securities         |
| GNII FS MA6584 M       | 2050-04-20      | 3.5000%  | 0.0000% | $185260.00         | $93423.46          | Agency Mortgage-Backed Securities         |
| GNII SF BT3782 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2664319.00        | $508856.83         | Agency Mortgage-Backed Securities         |
| GNII SF BT3788 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1112549.00        | $189902.48         | Agency Mortgage-Backed Securities         |
| GNII FS MA8304 M       | 2045-10-20      | 3.5000%  | 0.0000% | $110557.00         | $81053.38          | Agency Mortgage-Backed Securities         |
| GNII SF BT9270 C       | 2050-05-20      | 4.0000%  | 0.0000% | $1576419.00        | $704465.02         | Agency Mortgage-Backed Securities         |
| GNII SF CO9570 C       | 2052-07-20      | 4.5000%  | 0.0000% | $1811398.00        | $893865.20         | Agency Mortgage-Backed Securities         |
| GNII SF BM9834 C       | 2049-06-20      | 6.0000%  | 0.0000% | $1094008.00        | $402732.11         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6431   | 2053-01-01      | 6.0000%  | 0.0000% | $1036579.00        | $828476.65         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE4957   | 2052-06-01      | 4.5000%  | 0.0000% | $25759.00          | $19669.59          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7777   | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1431.20           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2022   | 2053-10-01      | 6.0000%  | 0.0000% | $2348884.00        | $2066891.52        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ5685   | 2054-10-01      | 6.5000%  | 0.0000% | $2016.00           | $1903.33           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH8856   | 2054-02-01      | 6.0000%  | 0.0000% | $636642.00         | $568380.00         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF2151   | 2052-10-01      | 5.5000%  | 0.0000% | $4070690.00        | $3649915.68        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE4420   | 2052-06-01      | 4.5000%  | 0.0000% | $1224408.00        | $998294.60         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH5672   | 2053-11-01      | 7.0000%  | 0.0000% | $704633.00         | $540963.14         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5457   | 2054-10-01      | 5.5000%  | 0.0000% | $1050116.00        | $1001780.56        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6096   | 2053-01-01      | 6.0000%  | 0.0000% | $10000.00          | $9406.78           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH8115   | 2054-01-01      | 7.5000%  | 0.0000% | $1157558.00        | $769587.80         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG9455   | 2053-08-01      | 6.5000%  | 0.0000% | $79575.00          | $63066.53          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF2390   | 2052-10-01      | 5.0000%  | 0.0000% | $1024609.00        | $775759.73         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0250   | 2052-09-01      | 4.5000%  | 0.0000% | $40000.00          | $31067.85          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG7496   | 2053-07-01      | 6.0000%  | 0.0000% | $3946552.00        | $3799155.18        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG8408   | 2053-08-01      | 5.0000%  | 0.0000% | $62000.00          | $52496.63          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9297   | 2052-09-01      | 5.0000%  | 0.0000% | $942577.00         | $838195.76         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG1496   | 2053-04-01      | 5.5000%  | 0.0000% | $3808416.00        | $3354702.44        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB5092   | 2050-11-01      | 2.5000%  | 0.0000% | $866910.00         | $453215.10         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC7906   | 2051-09-01      | 2.5000%  | 0.0000% | $600000.00         | $377608.60         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE5777   | 2052-07-01      | 5.0000%  | 0.0000% | $3104532.00        | $2096472.92        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF4661   | 2052-12-01      | 5.5000%  | 0.0000% | $124165.00         | $99501.13          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6198   | 2053-01-01      | 6.0000%  | 0.0000% | $2898852.00        | $2005378.73        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE2763   | 2052-05-01      | 4.5000%  | 0.0000% | $1759255.00        | $1482047.48        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF2777   | 2052-11-01      | 6.0000%  | 0.0000% | $3000.00           | $1729.52           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6156   | 2053-07-01      | 6.0000%  | 0.0000% | $1861289.00        | $1476272.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7696   | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1814.46           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF8195   | 2053-02-01      | 6.0000%  | 0.0000% | $810510.00         | $582335.00         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8415   | 2053-08-01      | 5.5000%  | 0.0000% | $17000.00          | $14499.64          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5120   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1786.11           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG3700   | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1398.55           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH5577   | 2053-12-01      | 7.0000%  | 0.0000% | $1307106.00        | $1016350.44        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ2244   | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1925.43           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6976   | 2053-02-01      | 5.5000%  | 0.0000% | $1380875.00        | $1012303.28        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8140   | 2052-08-01      | 5.0000%  | 0.0000% | $26400.00          | $20426.85          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH5578   | 2053-12-01      | 7.5000%  | 0.0000% | $1489030.00        | $1010873.18        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6251   | 2053-07-01      | 6.0000%  | 0.0000% | $240088.00         | $226197.06         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF7057   | 2053-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2098.16           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH5830   | 2053-12-01      | 7.5000%  | 0.0000% | $502007.00         | $329183.85         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH5809   | 2053-12-01      | 7.5000%  | 0.0000% | $3710764.00        | $2460650.18        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH1710   | 2053-10-01      | 6.0000%  | 0.0000% | $2067636.00        | $2015384.55        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE4388   | 2052-06-01      | 4.0000%  | 0.0000% | $702000.00         | $444645.44         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH5590   | 2053-12-01      | 7.0000%  | 0.0000% | $1579942.00        | $1161936.63        | Agency Mortgage-Backed Securities         |

### Security 660: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.610000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18FTX7, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP18FTX7
- **C.18 - Value (incl. sponsor support):** $899683821.00
- **C.18.a - Value (excl. sponsor support):** $899683821.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 29  | 2029-06-01      | 6.5000%  | 0.0000% | $2162000.00        | $2278206.30        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR DEB 5.85%43   | 2043-09-01      | 5.8500%  | 0.0000% | $96000.00          | $83709.36          | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55   | 2055-04-15      | 7.1250%  | 0.0000% | $4902000.00        | $5011486.17        | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL NT 38    | 2038-06-04      | 7.7210%  | 0.0000% | $2297000.00        | $2487920.00        | Corporate Debt Securities |
| RESORTS WORLD LAS VEGAS LLC    SR GLBL 144A 31  | 2031-04-06      | 4.6250%  | 0.0000% | $3200000.00        | $2605752.00        | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34   | 2034-05-15      | 6.7500%  | 0.0000% | $2121000.00        | $1972917.08        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $1000000.00        | $980197.78         | Corporate Debt Securities |
| BANC OF CALIF LOS ANGE         LW TIER II NT 31 | 2031-05-01      | 3.2500%  | 0.0000% | $510000.00         | $446310.21         | Corporate Debt Securities |
| RITCHIE BROS HLDGS INC         SR SEC GLBL 28   | 2028-03-15      | 6.7500%  | 0.0000% | $460000.00         | $476317.35         | Corporate Debt Securities |
| SEMPRA                         PERP SUB GLBL -C | 2079-12-31      | 4.8750%  | 0.0000% | $1000.00           | $999.39            | Corporate Debt Securities |
| PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 26   | 2026-04-15      | 5.7500%  | 0.0000% | $22123000.00       | $22418544.84       | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2030-11-18      | 5.3750%  | 0.0000% | $986000.00         | $877403.60         | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 9.3750%  | 0.0000% | $19249000.00       | $20395919.58       | Corporate Debt Securities |
| TELEFLEX INCORPORATED          SR GLBL 144A 28  | 2028-06-01      | 4.2500%  | 0.0000% | $537000.00         | $531786.77         | Corporate Debt Securities |
| STEELCASE INC                  SR GLBL NT 29    | 2029-01-18      | 5.1250%  | 0.0000% | $798000.00         | $787762.99         | Corporate Debt Securities |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT4.5%30 | 2030-04-30      | 4.5000%  | 0.0000% | $200000.00         | $189550.00         | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL NT7.2%36 | 2036-07-18      | 7.2000%  | 0.0000% | $998000.00         | $1059057.64        | Corporate Debt Securities |
| SYNCHRONY FINANCIAL            SUB GLBL NT 33   | 2033-02-02      | 7.2500%  | 0.0000% | $49000.00          | $51264.97          | Corporate Debt Securities |
| SASOL FING USA LLC             SR GLBL NT 26    | 2026-09-18      | 4.3750%  | 0.0000% | $300000.00         | $296004.00         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 28    | 2028-03-01      | 6.7500%  | 0.0000% | $675000.00         | $709126.31         | Corporate Debt Securities |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT4.5%30 | 2030-04-30      | 4.5000%  | 0.0000% | $900000.00         | $852975.00         | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $7899000.00        | $7742582.25        | Corporate Debt Securities |
| SASOL FING USA LLC             SR GLBL NT6.5%28 | 2028-09-27      | 6.5000%  | 0.0000% | $798000.00         | $761208.21         | Corporate Debt Securities |
| STANLEY BLACK & DECKER INC     JR SB GLBL DB 60 | 2060-03-15      | 6.7070%  | 0.0000% | $10000.00          | $9821.90           | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55   | 2055-04-15      | 7.1250%  | 0.0000% | $8806000.00        | $9002682.01        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2030-11-18      | 5.3750%  | 0.0000% | $3713000.00        | $3304056.37        | Corporate Debt Securities |
| STANDARD CHARTERED PLC         ALT TIER I PERP  | 2500-12-31      | 7.7500%  | 0.0000% | $25184000.00       | $26525152.94       | Corporate Debt Securities |
| ON SEMICONDUCTOR CORP          SR GLBL 144A 28  | 2028-09-01      | 3.8750%  | 0.0000% | $639000.00         | $617222.79         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26    | 2026-10-01      | 3.1500%  | 0.0000% | $555000.00         | $544239.94         | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR DEB 5.875%40  | 2040-11-15      | 5.8750%  | 0.0000% | $265000.00         | $248378.65         | Corporate Debt Securities |
| NATWEST GROUP PLC              ALT TIER I COCO  | 2099-12-31      | 8.0000%  | 0.0000% | $21376000.00       | $21725782.61       | Corporate Debt Securities |
| NATWEST GROUP PLC              ALT TIER I COCO  | 2099-12-31      | 8.0000%  | 0.0000% | $27189000.00       | $27633902.66       | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL -C NT 33 | 2033-11-15      | 6.3750%  | 0.0000% | $525000.00         | $531739.03         | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL NT 38    | 2038-06-04      | 7.7210%  | 0.0000% | $6247000.00        | $6766232.59        | Corporate Debt Securities |
| SIX FLAGS ENTERTAINMENT CORP   SR SEC GLBL 32   | 2032-05-01      | 6.6250%  | 0.0000% | $3296000.00        | $3378719.07        | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 29    | 2029-03-15      | 3.6250%  | 0.0000% | $1700000.00        | $1605143.54        | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26   | 2026-04-20      | 5.5000%  | 0.0000% | $18000.00          | $6024.91           | Corporate Debt Securities |
| AES GENER S A                  JR SB GLBL 55    | 2055-06-10      | 8.1500%  | 0.0000% | $800000.00         | $844916.89         | Corporate Debt Securities |
| AES GENER S A                  JR SB GLBL 55    | 2055-06-10      | 8.1500%  | 0.0000% | $3975000.00        | $4198180.79        | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28  | 2028-02-15      | 6.5000%  | 0.0000% | $2253000.00        | $2340592.88        | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55 | 2055-07-15      | 6.9500%  | 0.0000% | $6856000.00        | $6724581.91        | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 29   | 2029-04-20      | 5.7500%  | 0.0000% | $98000.00          | $97014.99          | Corporate Debt Securities |
| APPLOVIN CORP                  SR GLBL NT5.5%34 | 2034-12-01      | 5.5000%  | 0.0000% | $494000.00         | $506165.30         | Corporate Debt Securities |
| ASHLAND LLC                    SR GLBL 144A 31  | 2031-09-01      | 3.3750%  | 0.0000% | $107000.00         | $93495.93          | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 9.6250%  | 0.0000% | $805000.00         | $903694.68         | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL DB 62 | 2062-02-15      | 3.8750%  | 0.0000% | $27000.00          | $26048.04          | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 9.6250%  | 0.0000% | $8524000.00        | $9569060.16        | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 9.6250%  | 0.0000% | $10977000.00       | $12322803.07       | Corporate Debt Securities |
| TIME WARNER INC                SR GLBL DEB 31   | 2031-04-15      | 7.6250%  | 0.0000% | $100000.00         | $107898.12         | Corporate Debt Securities |
| BANCO SANTANDER S.A.           ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $400000.00         | $383534.00         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%29 | 2029-06-01      | 4.2000%  | 0.0000% | $377000.00         | $371715.72         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP JR SB -Y NT | 2500-12-31      | 6.1250%  | 0.0000% | $2246000.00        | $2187183.50        | Corporate Debt Securities |
| GENWORTH HLDGS INC             SR GLBL NT6.5%34 | 2034-06-15      | 6.5000%  | 0.0000% | $1300000.00        | $1289667.17        | Corporate Debt Securities |
| PHINIA INC                     SR GLBL 144A 32  | 2032-10-15      | 6.6250%  | 0.0000% | $2264000.00        | $2272990.91        | Corporate Debt Securities |
| PROSPECT CAP CORP              SR GLBL NT 26    | 2026-11-15      | 3.3640%  | 0.0000% | $1959000.00        | $1848202.23        | Corporate Debt Securities |
| ORGANON & CO                   SR SEC GLBL 28   | 2028-04-30      | 4.1250%  | 0.0000% | $8656000.00        | $8133069.40        | Corporate Debt Securities |
| 180 MED INC                    SR GLBL 144A 29  | 2029-10-15      | 3.8750%  | 0.0000% | $344000.00         | $327324.17         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT7.5%31 | 2031-05-15      | 7.5000%  | 0.0000% | $2293000.00        | $2360311.01        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29   | 2029-02-15      | 3.5000%  | 0.0000% | $5368000.00        | $5116285.53        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 54    | 2054-10-01      | 6.0500%  | 0.0000% | $1514000.00        | $1332797.33        | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  PERP SUB GLBL -B | 2500-12-31      | 8.6979%  | 0.0000% | $4000.00           | $3990.02           | Corporate Debt Securities |
| STANDARD CHARTERED PLC         TIER I PERP GLBL | 2500-12-31      | 7.0140%  | 0.0000% | $18200000.00       | $19035016.00       | Corporate Debt Securities |
| RESORTS WORLD LAS VEGAS LLC    SR GLBL 144A 31  | 2031-04-06      | 4.6250%  | 0.0000% | $200000.00         | $162859.50         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.6%31 | 2031-01-03      | 5.6000%  | 0.0000% | $500000.00         | $508458.33         | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34   | 2034-05-15      | 6.7500%  | 0.0000% | $979000.00         | $910648.67         | Corporate Debt Securities |
| SOUTH BOW CDN INFRASTRUCTURE H JR SB -2 144A 55 | 2055-03-01      | 7.5000%  | 0.0000% | $3501000.00        | $3543332.93        | Corporate Debt Securities |
| TOLEDO HOSPITAL                TAX BD 2018B 28  | 2028-11-15      | 5.3250%  | 0.0000% | $700000.00         | $683885.12         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 32  | 2032-05-01      | 7.2500%  | 0.0000% | $750000.00         | $786165.21         | Corporate Debt Securities |
| NATWEST GROUP PLC              ALT TIER I PERP  | 2500-12-31      | 6.0000%  | 0.0000% | $1102000.00        | $1109680.94        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 28    | 2028-09-15      | 3.8750%  | 0.0000% | $1502000.00        | $1420836.30        | Corporate Debt Securities |
| TOLEDO HOSPITAL                TAX BD 2018B 28  | 2028-11-15      | 5.3250%  | 0.0000% | $2118000.00        | $2069240.99        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 6.7500%  | 0.0000% | $1099000.00        | $1074761.55        | Corporate Debt Securities |
| ROBLOX CORP                    SR GLBL 144A 30  | 2030-05-01      | 3.8750%  | 0.0000% | $565000.00         | $526027.16         | Corporate Debt Securities |
| RANGE RES CORP                 SR GLBL 144A 30  | 2030-02-15      | 4.7500%  | 0.0000% | $1722000.00        | $1677441.82        | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC        SR SEC 144A NT30 | 2030-06-01      | 8.6250%  | 0.0000% | $1663000.00        | $1846271.61        | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC        SR SEC 144A NT30 | 2030-06-01      | 8.6250%  | 0.0000% | $2073000.00        | $2301455.83        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 29    | 2029-05-15      | 6.6250%  | 0.0000% | $2235000.00        | $2263832.43        | Corporate Debt Securities |
| SABRA HLTH CARE LP/SABRA CAP C SR GLBL NT3.2%31 | 2031-12-01      | 3.2000%  | 0.0000% | $5488000.00        | $4852111.54        | Corporate Debt Securities |
| QORVO INC                      SR GLBL 144A 31  | 2031-04-01      | 3.3750%  | 0.0000% | $370000.00         | $327624.36         | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 10.0000% | 0.0000% | $3499000.00        | $3817739.46        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT4.9%26 | 2026-03-11      | 4.9000%  | 0.0000% | $212000.00         | $213972.19         | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 28    | 2028-03-20      | 3.9500%  | 0.0000% | $3434000.00        | $3295508.69        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30    | 2030-05-15      | 3.6250%  | 0.0000% | $742000.00         | $655653.77         | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37  | 2037-09-20      | 5.0000%  | 0.0000% | $110000.00         | $86722.04          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP  | 2500-12-31      | 7.3790%  | 0.0000% | $559000.00         | $574015.21         | Corporate Debt Securities |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 29  | 2029-03-01      | 3.5000%  | 0.0000% | $1800000.00        | $1676831.00        | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SUB 144A NT 54   | 2054-10-15      | 7.9500%  | 0.0000% | $3000000.00        | $3112822.50        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP SUB GLBL NT | 2500-12-31      | 7.1860%  | 0.0000% | $761000.00         | $775309.76         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP GLBL NT     | 2500-12-31      | 4.1250%  | 0.0000% | $84000.00          | $82005.14          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP  | 2500-12-31      | 3.6500%  | 0.0000% | $446000.00         | $436889.46         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP  | 2500-12-31      | 3.6500%  | 0.0000% | $688000.00         | $673946.07         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP  | 2500-12-31      | 3.6500%  | 0.0000% | $3722000.00        | $3645969.88        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.5%51 | 2051-06-10      | 5.5000%  | 0.0000% | $1100000.00        | $862270.44         | Corporate Debt Securities |
| PANOCHE ENERGY CTR LLC         SR SEC GLBL 29   | 2029-07-31      | 6.8850%  | 0.0000% | $15918000.00       | $5132885.88        | Corporate Debt Securities |
| V F CORP                       SR GLBL NT 30    | 2030-04-23      | 2.9500%  | 0.0000% | $1228000.00        | $1033081.95        | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2079-12-31      | 4.3750%  | 0.0000% | $9500000.00        | $8415556.53        | Corporate Debt Securities |
| UNITED AIR LINES INC           SR SEC GLBL 29   | 2029-04-15      | 4.6250%  | 0.0000% | $135000.00         | $128819.87         | Corporate Debt Securities |
| TRANSCANADA TRUST              JR SB GLBL 82    | 2082-03-07      | 5.6000%  | 0.0000% | $1597000.00        | $1519163.99        | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 6.8500%  | 0.0000% | $3799000.00        | $3837568.29        | Corporate Debt Securities |
| UNITED AIR LINES INC           SR SEC GLBL 29   | 2029-04-15      | 4.6250%  | 0.0000% | $3603000.00        | $3438059.16        | Corporate Debt Securities |
| M & T BK CORP                  PERP JR SB GLBL  | 2500-12-31      | 7.3040%  | 0.0000% | $13000.00          | $13320.62          | Corporate Debt Securities |
| LOUISIANA PAC CORP             SR GLBL 144A 29  | 2029-03-15      | 3.6250%  | 0.0000% | $129000.00         | $122728.29         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP  | 2500-12-31      | 8.0000%  | 0.0000% | $2048000.00        | $2180997.12        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP  | 2500-12-31      | 8.0000%  | 0.0000% | $7200000.00        | $7667568.00        | Corporate Debt Securities |
| M & T BK CORP                  PERP JR SB GLBL  | 2079-12-31      | 3.5000%  | 0.0000% | $2000.00           | $1890.41           | Corporate Debt Securities |
| M & T BK CORP                  PERP JR SB GLBL  | 2079-12-31      | 3.5000%  | 0.0000% | $986000.00         | $931969.94         | Corporate Debt Securities |
| LOUISIANA PAC CORP             SR GLBL 144A 29  | 2029-03-15      | 3.6250%  | 0.0000% | $871000.00         | $828653.79         | Corporate Debt Securities |
| M & T BK CORP                  PERP JR SB -F NT | 2500-12-31      | 5.1250%  | 0.0000% | $74000.00          | $73384.21          | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 29  | 2029-02-01      | 5.7500%  | 0.0000% | $3479000.00        | $3396363.12        | Corporate Debt Securities |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 30   | 2030-11-15      | 7.7500%  | 0.0000% | $1093220.00        | $1110830.86        | Corporate Debt Securities |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 30   | 2030-11-15      | 7.7500%  | 0.0000% | $4190000.00        | $4257497.41        | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC     4.5%29           | 2029-05-01      | 4.5000%  | 0.0000% | $7000.00           | $6581.23           | Corporate Debt Securities |
| IQVIA INC                      SR 144A NT6.5%30 | 2030-05-15      | 6.5000%  | 0.0000% | $1200000.00        | $1228198.00        | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC     4.5%29           | 2029-05-01      | 4.5000%  | 0.0000% | $1300000.00        | $1222227.50        | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          JR SB -F 144A 51 | 2051-12-15      | 4.1250%  | 0.0000% | $639000.00         | $627284.73         | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          JR SB -F 144A 51 | 2051-12-15      | 4.1250%  | 0.0000% | $963000.00         | $945344.60         | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 5.7%34   | 2034-10-15      | 5.7000%  | 0.0000% | $275000.00         | $252179.12         | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 5.7%34   | 2034-10-15      | 5.7000%  | 0.0000% | $855000.00         | $784047.82         | Corporate Debt Securities |
| KINETIK HLDGS LP               SR GLBL 144A 28  | 2028-12-15      | 6.6250%  | 0.0000% | $118000.00         | $123848.62         | Corporate Debt Securities |
| JANE STR GROUP LLC / JSG FIN   SR SEC 144A NT33 | 2033-05-01      | 6.7500%  | 0.0000% | $1487000.00        | $1531227.10        | Corporate Debt Securities |
| KEYCORP CAP III                JR SB PFD TR 29  | 2029-07-15      | 7.7500%  | 0.0000% | $7877000.00        | $8483233.61        | Corporate Debt Securities |
| KINETIK HLDGS LP               SR GLBL 144A 28  | 2028-12-15      | 6.6250%  | 0.0000% | $1912000.00        | $2006767.48        | Corporate Debt Securities |
| HILLENBRAND INC                SR GLBL NT 29    | 2029-02-15      | 6.2500%  | 0.0000% | $999000.00         | $1019758.39        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 33    | 2033-11-01      | 8.3750%  | 0.0000% | $700000.00         | $703350.57         | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 33    | 2033-11-01      | 8.3750%  | 0.0000% | $975000.00         | $979666.86         | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29  | 2029-05-01      | 3.7500%  | 0.0000% | $2774000.00        | $2635912.59        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 34    | 2034-05-15      | 6.8750%  | 0.0000% | $3682000.00        | $3368200.02        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 6%30  | 2030-04-15      | 6.0000%  | 0.0000% | $700000.00         | $669970.00         | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31  | 2031-02-01      | 6.0000%  | 0.0000% | $3200000.00        | $3009066.67        | Corporate Debt Securities |
| KFC HLDG CO/PIZZA HUT HLDGS LL SR GLBL 144A 27  | 2027-06-01      | 4.7500%  | 0.0000% | $394000.00         | $401666.47         | Corporate Debt Securities |
| VIPER ENERGY INC               SR GLBL 144A 27  | 2027-11-01      | 5.3750%  | 0.0000% | $714000.00         | $712657.58         | Corporate Debt Securities |
| WMG ACQUISITION CORP           SR SEC GLBL 30   | 2030-07-15      | 3.8750%  | 0.0000% | $175000.00         | $164192.22         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT 50    | 2050-05-19      | 4.9500%  | 0.0000% | $80000.00          | $60402.60          | Corporate Debt Securities |
| WELLS FARGO & CO               PERP JR SB GLBL  | 2079-12-31      | 3.9000%  | 0.0000% | $7000.00           | $6951.31           | Corporate Debt Securities |
| VIATRIS INC                    SR GLBL NT 40    | 2040-06-22      | 3.8500%  | 0.0000% | $2500000.00        | $1814343.06        | Corporate Debt Securities |
| VOYA FINANCIAL INC             PERP SUB GLBL -A | 2500-12-31      | 7.7580%  | 0.0000% | $20042000.00       | $21074597.25       | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 29  | 2029-05-01      | 4.3750%  | 0.0000% | $1025000.00        | $993424.16         | Corporate Debt Securities |
| VIAVI SOLUTIONS INC            SR GLBL 144A 29  | 2029-10-01      | 3.7500%  | 0.0000% | $572000.00         | $529400.78         | Corporate Debt Securities |
| WELLS FARGO & CO               PERP SUB GLBL FF | 2500-12-31      | 6.8500%  | 0.0000% | $2537000.00        | $2640207.27        | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT4.6%50 | 2050-05-15      | 4.6000%  | 0.0000% | $998000.00         | $704594.65         | Corporate Debt Securities |
| LINCOLN NATL CORP IND          PERP SUB GLBL -C | 2500-12-31      | 9.2500%  | 0.0000% | $1099000.00        | $1208952.81        | Corporate Debt Securities |
| LATAM AIRLS GROUP S A / PROFES SR SEC 144A NT29 | 2029-10-15      | 13.3750% | 0.0000% | $740000.00         | $842614.88         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP  | 2500-12-31      | 8.0000%  | 0.0000% | $899000.00         | $957381.06         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP  | 2500-12-31      | 7.5000%  | 0.0000% | $2464000.00        | $2500380.96        | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      PERP JR SB GLBL  | 2500-12-31      | 4.4500%  | 0.0000% | $31000.00          | $30247.71          | Corporate Debt Securities |
| KFC HLDG CO/PIZZA HUT HLDGS LL SR GLBL 144A 27  | 2027-06-01      | 4.7500%  | 0.0000% | $1339000.00        | $1365054.34        | Corporate Debt Securities |
| LAS VEGAS SANDS CORP           SR GLBL NT 28    | 2028-06-15      | 5.6250%  | 0.0000% | $1900000.00        | $1909082.00        | Corporate Debt Securities |
| LAS VEGAS SANDS CORP           SR GLBL NT 6%30  | 2030-06-14      | 6.0000%  | 0.0000% | $1850000.00        | $1877195.00        | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30   | 2030-04-15      | 7.8750%  | 0.0000% | $1800000.00        | $1824918.75        | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30   | 2030-04-15      | 7.8750%  | 0.0000% | $2500000.00        | $2534609.38        | Corporate Debt Securities |
| LABL INC                       SR SEC 144A NT28 | 2028-11-01      | 9.5000%  | 0.0000% | $4000.00           | $3591.33           | Corporate Debt Securities |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 32   | 2032-11-15      | 8.0000%  | 0.0000% | $579441.00         | $580259.94         | Corporate Debt Securities |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 32   | 2032-11-15      | 8.0000%  | 0.0000% | $1671612.00        | $1673974.54        | Corporate Debt Securities |
| INTL GAME TECH PLC             SR SEC GLBL 29   | 2029-01-15      | 5.2500%  | 0.0000% | $725000.00         | $726245.19         | Corporate Debt Securities |
| INTL GAME TECH PLC             SR SEC GLBL 29   | 2029-01-15      | 5.2500%  | 0.0000% | $1100000.00        | $1101889.25        | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          EXT JR SB GLBL87 | 2087-03-07      | 7.8000%  | 0.0000% | $2354000.00        | $2693752.82        | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          JR SB -F 144A 51 | 2051-12-15      | 4.1250%  | 0.0000% | $1340000.00        | $1315432.77        | Corporate Debt Securities |
| JAGUAR LAND ROVER PLC          SR 144A NT5.5%29 | 2029-07-15      | 5.5000%  | 0.0000% | $800000.00         | $804700.00         | Corporate Debt Securities |
| SIX FLAGS THEME PKS INC        SR SEC GLBL 25   | 2025-07-01      | 7.0000%  | 0.0000% | $274000.00         | $282108.27         | Corporate Debt Securities |
| VIATRIS INC                    SR GLBL NT2.7%30 | 2030-06-22      | 2.7000%  | 0.0000% | $49000.00          | $43302.28          | Corporate Debt Securities |
| VORNADO RLTY L P               GLBL NT 3.4%31   | 2031-06-01      | 3.4000%  | 0.0000% | $110000.00         | $96373.81          | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR DEB 5.25%44   | 2044-04-01      | 5.2500%  | 0.0000% | $400000.00         | $310641.67         | Corporate Debt Securities |
| WELLS FARGO & CO               PERP JR SB GLBL  | 2500-12-31      | 7.6250%  | 0.0000% | $29000.00          | $31315.81          | Corporate Debt Securities |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62 | 2062-03-30      | 6.3750%  | 0.0000% | $3808000.00        | $3765826.40        | Corporate Debt Securities |
| VIATRIS INC                    SR GLBL NT 40    | 2040-06-22      | 3.8500%  | 0.0000% | $51000.00          | $37012.60          | Corporate Debt Securities |
| VIATRIS INC                    SR GLBL NT 4%50  | 2050-06-22      | 4.0000%  | 0.0000% | $5495000.00        | $3612278.68        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 36   | 2036-04-30      | 6.8750%  | 0.0000% | $2241000.00        | $2285818.13        | Corporate Debt Securities |
| WELLS FARGO & CO               JR SB -B DEB 29  | 2029-11-15      | 7.9500%  | 0.0000% | $2615000.00        | $2913482.64        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR DEB 5.85%43   | 2043-09-01      | 5.8500%  | 0.0000% | $5667000.00        | $4941468.16        | Corporate Debt Securities |
| SOUTH BOW CDN INFRASTRUCTURE H JR SB -2 144A 55 | 2055-03-01      | 7.5000%  | 0.0000% | $5163000.00        | $5225429.28        | Corporate Debt Securities |
| PROVIDENT FING TR I            JR SB GLBL NT 38 | 2038-03-15      | 7.4050%  | 0.0000% | $714000.00         | $765534.44         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 32  | 2032-04-15      | 6.8750%  | 0.0000% | $1515000.00        | $1590422.38        | Corporate Debt Securities |
| WELLS FARGO & CO               EXT JR SB GLBL86 | 2086-12-01      | 5.9500%  | 0.0000% | $3000.00           | $3078.90           | Corporate Debt Securities |
| ASSURANT INC                   SUB GLBL NT 7%48 | 2048-03-27      | 7.0000%  | 0.0000% | $94000.00          | $96465.62          | Corporate Debt Securities |
| ACADEMY LTD / ACADEMY FIN CORP SR SEC GLBL 27   | 2027-11-15      | 6.0000%  | 0.0000% | $517000.00         | $518809.50         | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29 | 2029-04-12      | 8.8750%  | 0.0000% | $1164000.00        | $1255610.68        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL  | 2500-12-31      | 4.7000%  | 0.0000% | $5420000.00        | $4754523.36        | Corporate Debt Securities |
| BBVA MEXICO SA INSTITUCION DE  LW TIER II 34    | 2034-09-13      | 5.8750%  | 0.0000% | $4479000.00        | $4360198.88        | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29 | 2029-04-12      | 8.8750%  | 0.0000% | $775000.00         | $835995.08         | Corporate Debt Securities |
| ACADEMY LTD / ACADEMY FIN CORP SR SEC GLBL 27   | 2027-11-15      | 6.0000%  | 0.0000% | $1983000.00        | $1989940.50        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR NT 4.85%42    | 2042-07-01      | 4.8500%  | 0.0000% | $51000.00          | $40757.34          | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 29    | 2029-01-19      | 8.6250%  | 0.0000% | $1300000.00        | $1408193.04        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 29    | 2029-01-19      | 8.6250%  | 0.0000% | $1700000.00        | $1841483.21        | Corporate Debt Securities |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 27  | 2027-04-15      | 8.0000%  | 0.0000% | $3474000.00        | $3580304.40        | Corporate Debt Securities |
| ECOPETROL S A                  SR NT 7.375%43   | 2043-09-18      | 7.3750%  | 0.0000% | $3000.00           | $2503.14           | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL COCO 78 | 2078-03-01      | 6.2500%  | 0.0000% | $250000.00         | $250040.35         | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL COCO 78 | 2078-03-01      | 6.2500%  | 0.0000% | $354000.00         | $354057.13         | Corporate Debt Securities |
| ECOPETROL S A                  SR NT 7.375%43   | 2043-09-18      | 7.3750%  | 0.0000% | $1437000.00        | $1199004.06        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30    | 2030-05-15      | 3.6250%  | 0.0000% | $3381000.00        | $2987554.44        | Corporate Debt Securities |
| DOMINION ENERGY INC            PERP SUB GLBL -C | 2079-12-31      | 4.3500%  | 0.0000% | $7000.00           | $6869.92           | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT5.5%33 | 2033-03-01      | 5.5000%  | 0.0000% | $3546000.00        | $3388760.51        | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR GLBL NT4.5%34 | 2034-12-15      | 4.5000%  | 0.0000% | $1978000.00        | $1593466.91        | Corporate Debt Securities |
| NEMAK S A B DE C V             SR GLBL REGS 31  | 2031-06-28      | 3.6250%  | 0.0000% | $900000.00         | $742055.00         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62 | 2062-03-30      | 6.3750%  | 0.0000% | $8949000.00        | $8849889.82        | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT6.4%29 | 2029-03-26      | 6.4000%  | 0.0000% | $15000.00          | $15675.42          | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT6.4%29 | 2029-03-26      | 6.4000%  | 0.0000% | $300000.00         | $313508.33         | Corporate Debt Securities |
| WESTERN DIGITAL CORP           SR GLBL NT 26    | 2026-02-15      | 4.7500%  | 0.0000% | $581000.00         | $586272.09         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 27  | 2027-02-15      | 5.6250%  | 0.0000% | $4074000.00        | $4139657.60        | Corporate Debt Securities |
| WORTHINGTON ENTERPRISES INC    SR GLBL NT4.3%32 | 2032-08-01      | 4.3000%  | 0.0000% | $12000.00          | $10464.41          | Corporate Debt Securities |
| WESTERN DIGITAL CORP           SR GLBL NT 26    | 2026-02-15      | 4.7500%  | 0.0000% | $914000.00         | $922293.79         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT4.7%32 | 2032-05-14      | 4.7000%  | 0.0000% | $3000.00           | $2746.08           | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT4.7%32 | 2032-05-14      | 4.7000%  | 0.0000% | $3323000.00        | $3041737.59        | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT4.5%46 | 2046-06-01      | 4.5000%  | 0.0000% | $2000000.00        | $1483130.00        | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR 144A NT 30    | 2030-03-15      | 5.8750%  | 0.0000% | $1852000.00        | $1789549.79        | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT 43    | 2043-03-01      | 5.1500%  | 0.0000% | $1000.00           | $834.96            | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 5.3750%  | 0.0000% | $905000.00         | $805324.81         | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42    | 2042-03-15      | 5.0500%  | 0.0000% | $70000.00          | $51144.86          | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 7.125%30 | 2030-04-14      | 7.1250%  | 0.0000% | $1390000.00        | $1350835.59        | Corporate Debt Securities |
| METHANEX CORP                  SR NT 5.65%44    | 2044-12-01      | 5.6500%  | 0.0000% | $857000.00         | $686631.02         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT2.4%31 | 2031-05-15      | 2.4000%  | 0.0000% | $3683000.00        | $3024111.30        | Corporate Debt Securities |
| WESTERN DIGITAL CORP           SR GLBL NT3.1%32 | 2032-02-01      | 3.1000%  | 0.0000% | $157000.00         | $136270.85         | Corporate Debt Securities |
| VORNADO RLTY L P               GLBL NT 3.4%31   | 2031-06-01      | 3.4000%  | 0.0000% | $1597000.00        | $1399172.51        | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT5.5%33 | 2033-03-01      | 5.5000%  | 0.0000% | $100000.00         | $95565.72          | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT2.4%31 | 2031-05-15      | 2.4000%  | 0.0000% | $1667000.00        | $1368773.70        | Corporate Debt Securities |
| XEROX CORP                     1LIEN GLBL 30    | 2030-10-15      | 10.2500% | 0.0000% | $500000.00         | $520325.69         | Corporate Debt Securities |
| XEROX CORP                     1LIEN GLBL 30    | 2030-10-15      | 10.2500% | 0.0000% | $4510000.00        | $4693337.76        | Corporate Debt Securities |
| CENTRAL AMER BOTTLING CORP / C SR GLBL REGS 29  | 2029-04-27      | 5.2500%  | 0.0000% | $865000.00         | $838221.76         | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42    | 2042-03-15      | 5.0500%  | 0.0000% | $4401000.00        | $3215550.31        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42    | 2042-03-15      | 5.0500%  | 0.0000% | $5142000.00        | $3756955.16        | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT 34    | 2034-03-01      | 5.7500%  | 0.0000% | $1151000.00        | $1105138.72        | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT4.6%50 | 2050-05-15      | 4.6000%  | 0.0000% | $1102000.00        | $778019.35         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 43   | 2043-03-15      | 4.3750%  | 0.0000% | $443000.00         | $326692.38         | Corporate Debt Securities |
| LAS VEGAS SANDS CORP           SR GLBL NT6.2%34 | 2034-08-15      | 6.2000%  | 0.0000% | $1708000.00        | $1723958.41        | Corporate Debt Securities |
| INTL GAME TECH PLC             SR SEC GLBL 26   | 2026-04-15      | 4.1250%  | 0.0000% | $1805000.00        | $1800859.78        | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27   | 2027-05-15      | 6.5000%  | 0.0000% | $1680000.00        | $1706070.80        | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27   | 2027-05-15      | 6.5000%  | 0.0000% | $2241000.00        | $2275776.58        | Corporate Debt Securities |
| HILLENBRAND INC                SR GLBL NT 31    | 2031-03-01      | 3.7500%  | 0.0000% | $68000.00          | $60231.06          | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT52 | 2052-06-01      | 3.9000%  | 0.0000% | $310000.00         | $210729.22         | Corporate Debt Securities |
| CHART INDS INC                 SR SEC GLBL 30   | 2030-01-01      | 7.5000%  | 0.0000% | $1354000.00        | $1453764.98        | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL33 | 2033-11-15      | 7.2000%  | 0.0000% | $97000.00          | $101334.93         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT29 | 2029-06-01      | 6.1000%  | 0.0000% | $531000.00         | $568419.87         | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT2.5%31 | 2031-03-01      | 2.5000%  | 0.0000% | $54000.00          | $46130.07          | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT63 | 2063-04-01      | 5.5000%  | 0.0000% | $100000.00         | $82464.39          | Corporate Debt Securities |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 28  | 2028-05-01      | 4.2500%  | 0.0000% | $1624000.00        | $1565119.62        | Corporate Debt Securities |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 28  | 2028-05-01      | 4.2500%  | 0.0000% | $2533000.00        | $2441162.57        | Corporate Debt Securities |
| BRITISH TELECOMMUNICATIONS PLC SUB GLBL 144A 81 | 2081-11-23      | 4.8750%  | 0.0000% | $3974000.00        | $3618914.82        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT29 | 2029-06-01      | 6.1000%  | 0.0000% | $2000.00           | $2140.94           | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT33 | 2033-04-01      | 4.4000%  | 0.0000% | $925000.00         | $857762.78         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT29 | 2029-06-01      | 6.1000%  | 0.0000% | $83000.00          | $88849.06          | Corporate Debt Securities |
| CMS ENERGY CORP                JR SB GLBL NT 50 | 2050-06-01      | 4.7500%  | 0.0000% | $28000.00          | $27136.71          | Corporate Debt Securities |
| CIENA CORP                     SR GLBL 144A 30  | 2030-01-31      | 4.0000%  | 0.0000% | $698000.00         | $660687.25         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT51 | 2051-04-01      | 3.7000%  | 0.0000% | $4000.00           | $2593.42           | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT51 | 2051-04-01      | 3.7000%  | 0.0000% | $275000.00         | $178297.32         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT51 | 2051-04-01      | 3.7000%  | 0.0000% | $4000000.00        | $2593415.56        | Corporate Debt Securities |
| BELL CDA                       JR SB GLBL -A 55 | 2055-09-15      | 6.8750%  | 0.0000% | $3529000.00        | $3626079.85        | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL30 | 2030-11-15      | 7.0500%  | 0.0000% | $50000.00          | $51714.88          | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT42 | 2042-03-01      | 3.5000%  | 0.0000% | $131000.00         | $91509.10          | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARI ALT TIER I PERP  | 2500-12-31      | 9.3750%  | 0.0000% | $1800000.00        | $2007377.25        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC NT5.75%48 | 2048-04-01      | 5.7500%  | 0.0000% | $400000.00         | $355121.44         | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -A 55 | 2055-02-15      | 7.0000%  | 0.0000% | $65000.00          | $68079.48          | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL30 | 2030-11-15      | 7.0500%  | 0.0000% | $2303000.00        | $2381987.14        | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 28  | 2028-03-15      | 4.7500%  | 0.0000% | $7000000.00        | $6904630.83        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT53 | 2053-04-01      | 5.2500%  | 0.0000% | $84000.00          | $69932.87          | Corporate Debt Securities |
| COGENT COMMUNICATIONS GROUP IN SR SEC GLBL 26   | 2026-05-01      | 3.5000%  | 0.0000% | $980000.00         | $976187.26         | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB GLBL  | 2500-12-31      | 6.9500%  | 0.0000% | $935000.00         | $943439.15         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC NT3.85%61 | 2061-04-01      | 3.8500%  | 0.0000% | $400000.00         | $248027.89         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC NT6.65%34 | 2034-02-01      | 6.6500%  | 0.0000% | $481000.00         | $515512.69         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR 144A NT 35    | 2035-05-01      | 7.7500%  | 0.0000% | $2085000.00        | $2212259.71        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR 144A NT 35    | 2035-05-01      | 7.7500%  | 0.0000% | $1515000.00        | $1607469.29        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33 | 2033-05-15      | 5.5000%  | 0.0000% | $160000.00         | $152707.47         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33 | 2033-05-15      | 5.5000%  | 0.0000% | $500000.00         | $477210.83         | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT33 | 2033-11-01      | 3.8750%  | 0.0000% | $810000.00         | $694875.94         | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT33 | 2033-11-01      | 3.8750%  | 0.0000% | $9393000.00        | $8057987.26        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 30   | 2030-07-30      | 7.8750%  | 0.0000% | $640000.00         | $720851.20         | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29 | 2029-08-15      | 3.8750%  | 0.0000% | $800000.00         | $752089.67         | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARI FR 7.75%         | 2500-12-31      | 7.7500%  | 0.0000% | $496000.00         | $496209.70         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT61 | 2061-12-01      | 4.4000%  | 0.0000% | $111000.00         | $77216.90          | Corporate Debt Securities |
| BELL CDA                       JR SB GLBL -A 55 | 2055-09-15      | 6.8750%  | 0.0000% | $1441000.00        | $1480640.71        | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARI ALT TIER I PERP  | 2500-12-31      | 6.1250%  | 0.0000% | $6400000.00        | $6208396.44        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          PERP SUB -M NT   | 2500-12-31      | 3.9500%  | 0.0000% | $871000.00         | $853009.74         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          PERP SUB -M NT   | 2500-12-31      | 3.9500%  | 0.0000% | $3538000.00        | $3464923.59        | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -B 55 | 2055-02-15      | 6.8500%  | 0.0000% | $47000.00          | $48977.72          | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -B 55 | 2055-02-15      | 6.8500%  | 0.0000% | $595000.00         | $620037.10         | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 7.6250%  | 0.0000% | $750000.00         | $753526.15         | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 31    | 2031-08-01      | 2.6250%  | 0.0000% | $22000.00          | $18781.78          | Corporate Debt Securities |
| ATKORE INC                     SR GLBL 144A 31  | 2031-06-01      | 4.2500%  | 0.0000% | $555000.00         | $517599.63         | Corporate Debt Securities |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP  | 2500-12-31      | 6.6250%  | 0.0000% | $1349000.00        | $1233073.69        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT61 | 2061-12-01      | 4.4000%  | 0.0000% | $770000.00         | $535648.79         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC NT 2.3%32 | 2032-02-01      | 2.3000%  | 0.0000% | $250000.00         | $207835.69         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT45 | 2045-10-23      | 6.4840%  | 0.0000% | $20000.00          | $19386.08          | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT45 | 2045-10-23      | 6.4840%  | 0.0000% | $531000.00         | $514700.48         | Corporate Debt Securities |
| BALL CORP                      SR GLBL NT 30    | 2030-08-15      | 2.8750%  | 0.0000% | $974000.00         | $870157.40         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT4.6%45 | 2045-01-15      | 4.6000%  | 0.0000% | $2100000.00        | $1576092.00        | Corporate Debt Securities |
| CENTURY COMMUNITIES INC        SR GLBL 144A 29  | 2029-08-15      | 3.8750%  | 0.0000% | $758000.00         | $695117.90         | Corporate Debt Securities |
| BELL CDA                       JR SB GLBL -A 55 | 2055-09-15      | 6.8750%  | 0.0000% | $328000.00         | $337023.01         | Corporate Debt Securities |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 35  | 2035-05-15      | 6.7500%  | 0.0000% | $3115000.00        | $3141742.27        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC NT3.85%61 | 2061-04-01      | 3.8500%  | 0.0000% | $3000.00           | $1860.21           | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 8.0000%  | 0.0000% | $850000.00         | $899951.67         | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55 | 2055-01-15      | 7.6000%  | 0.0000% | $5002000.00        | $5163764.68        | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55 | 2055-01-15      | 7.6000%  | 0.0000% | $6218000.00        | $6419090.12        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL  | 2500-12-31      | 4.7000%  | 0.0000% | $1826000.00        | $1730259.78        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL  | 2500-12-31      | 4.7000%  | 0.0000% | $2911000.00        | $2758371.42        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL  | 2500-12-31      | 4.7000%  | 0.0000% | $9885000.00        | $9366712.97        | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         SR GLBL NT3.5%32 | 2032-03-15      | 3.5000%  | 0.0000% | $332000.00         | $290739.59         | Corporate Debt Securities |
| BANCO SANTANDER S.A.           ALT TIER I PERP  | 2500-12-31      | 8.0000%  | 0.0000% | $200000.00         | $210684.89         | Corporate Debt Securities |
| ANTERO RESOURCES CORP          SR GLBL 144A 29  | 2029-02-01      | 7.6250%  | 0.0000% | $400000.00         | $420105.94         | Corporate Debt Securities |
| BALL CORP                      SR GLBL NT 30    | 2030-08-15      | 2.8750%  | 0.0000% | $487000.00         | $435078.70         | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30  | 2030-02-15      | 4.8750%  | 0.0000% | $3307000.00        | $3264533.99        | Corporate Debt Securities |
| AMERICAN AGCREDIT ACA          PERP JR GLBL     | 2500-12-31      | 5.2500%  | 0.0000% | $449000.00         | $429215.94         | Corporate Debt Securities |
| CVS HEALTH CORP                JR SB GLBL -B 54 | 2054-12-10      | 6.7500%  | 0.0000% | $2035000.00        | $2042967.02        | Corporate Debt Securities |
| BELL CDA                       JR SB GLBL -B 55 | 2055-09-15      | 7.0000%  | 0.0000% | $2329000.00        | $2383925.58        | Corporate Debt Securities |
| ALLISON TRANSMISSION INC       SR GLBL 144A 31  | 2031-01-30      | 3.7500%  | 0.0000% | $5041000.00        | $4636510.16        | Corporate Debt Securities |
| BELL CDA                       JR SB GLBL -A 55 | 2055-09-15      | 6.8750%  | 0.0000% | $17000.00          | $17467.66          | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 30    | 2030-02-15      | 3.3750%  | 0.0000% | $28000.00          | $25762.06          | Corporate Debt Securities |
| BALL CORP                      SR GLBL NT 31    | 2031-09-15      | 3.1250%  | 0.0000% | $300000.00         | $264684.13         | Corporate Debt Securities |
| FLUTTER TREAS DAC              SR SEC GLBL 29   | 2029-04-29      | 6.3750%  | 0.0000% | $2000000.00        | $2060717.50        | Corporate Debt Securities |
| EDISON INTL                    PERP SR GLBL -B  | 2500-12-31      | 5.0000%  | 0.0000% | $2475000.00        | $2230214.25        | Corporate Debt Securities |
| EDISON INTL                    PERP SUB GLBL -A | 2500-12-31      | 5.3750%  | 0.0000% | $4320000.00        | $4149480.60        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30    | 2030-05-15      | 3.6250%  | 0.0000% | $5000000.00        | $4418152.08        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 31    | 2031-11-02      | 4.6250%  | 0.0000% | $200000.00         | $166795.44         | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 31    | 2031-11-02      | 4.6250%  | 0.0000% | $473000.00         | $394471.23         | Corporate Debt Securities |
| DOMINION ENERGY INC            PERP SUB GLBL -C | 2079-12-31      | 4.3500%  | 0.0000% | $28000.00          | $27479.69          | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 31    | 2031-04-01      | 4.3750%  | 0.0000% | $65000.00          | $60006.71          | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL COCO 84 | 2084-01-15      | 8.5000%  | 0.0000% | $17000.00          | $18981.10          | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 30    | 2030-04-29      | 6.8750%  | 0.0000% | $1000000.00        | $987670.14         | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT6.1%32 | 2032-08-19      | 6.1000%  | 0.0000% | $267000.00         | $265161.41         | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT6.1%32 | 2032-08-19      | 6.1000%  | 0.0000% | $440000.00         | $436970.11         | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL BD 51    | 2051-11-02      | 5.8750%  | 0.0000% | $100000.00         | $65014.94          | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL BD 51    | 2051-11-02      | 5.8750%  | 0.0000% | $201000.00         | $130680.04         | Corporate Debt Securities |
| ECOPETROL S A                  SR NT 5.875%45   | 2045-05-28      | 5.8750%  | 0.0000% | $1100000.00        | $741726.03         | Corporate Debt Securities |
| FAIR ISAAC CORP                SR GLBL 144A 28  | 2028-06-15      | 4.0000%  | 0.0000% | $1805000.00        | $1775494.27        | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 46    | 2046-12-08      | 5.2910%  | 0.0000% | $93000.00          | $75729.83          | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL DEB 28   | 2028-10-01      | 6.6250%  | 0.0000% | $37000.00          | $38884.32          | Corporate Debt Securities |
| ENERGY TRANSFER L P            PERP JR GLBL -H  | 2079-12-31      | 6.5000%  | 0.0000% | $46000.00          | $46016.02          | Corporate Debt Securities |
| ENERGY TRANSFER L P            PERP JR GLBL -H  | 2079-12-31      | 6.5000%  | 0.0000% | $2169000.00        | $2169755.53        | Corporate Debt Securities |
| FIFTH THIRD BANCORP            PERP SB H NT5.1% | 2500-12-31      | 7.5938%  | 0.0000% | $5000.00           | $5040.73           | Corporate Debt Securities |
| ENERGY TRANSFER L P            JR SB GLBL NT 54 | 2054-10-01      | 7.1250%  | 0.0000% | $15000.00          | $15270.71          | Corporate Debt Securities |
| STANDARD CHARTERED PLC         ALT TIER I PERP  | 2500-12-31      | 6.0513%  | 0.0000% | $2800000.00        | $2667231.61        | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 9.2500%  | 0.0000% | $500000.00         | $545884.03         | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 33  | 2033-02-01      | 6.0000%  | 0.0000% | $2431000.00        | $2460958.02        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 52    | 2052-03-15      | 5.1410%  | 0.0000% | $100000.00         | $65792.04          | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT 29    | 2029-03-30      | 8.1250%  | 0.0000% | $75000.00          | $79402.63          | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29  | 2029-02-15      | 3.3750%  | 0.0000% | $923000.00         | $869644.83         | Corporate Debt Securities |
| CENTRAIS ELETRICAS BRASILEIRAS SR GLBL REGS 35  | 2035-01-11      | 6.5000%  | 0.0000% | $1067000.00        | $1073420.38        | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR NT 5.125%42   | 2042-01-15      | 5.1250%  | 0.0000% | $5805000.00        | $4010493.09        | Corporate Debt Securities |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42   | 2042-07-31      | 8.9470%  | 0.0000% | $1999000.00        | $2119040.93        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 52    | 2052-03-15      | 5.1410%  | 0.0000% | $5373000.00        | $3535006.40        | Corporate Debt Securities |
| MARB BONDCO PLC                SR GLBL REGS 31  | 2031-01-29      | 3.9500%  | 0.0000% | $5169000.00        | $4617500.72        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29  | 2029-07-15      | 5.7500%  | 0.0000% | $8100000.00        | $8246873.25        | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT 29    | 2029-03-30      | 8.1250%  | 0.0000% | $780000.00         | $825787.30         | Corporate Debt Securities |
| AIR CDA INC                    SR SEC GLBL 26   | 2026-08-15      | 3.8750%  | 0.0000% | $416000.00         | $415405.99         | Corporate Debt Securities |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP  | 2500-12-31      | 8.3750%  | 0.0000% | $600000.00         | $596415.83         | Corporate Debt Securities |
| MYLAN N V                      SR GLBL NT 46    | 2046-06-15      | 5.2500%  | 0.0000% | $1930000.00        | $1534296.93        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 62    | 2062-03-15      | 5.3910%  | 0.0000% | $2000.00           | $1304.62           | Corporate Debt Securities |
| MURPHY OIL CORP                CR SEN SR NT 42  | 2042-12-01      | 5.8750%  | 0.0000% | $1681000.00        | $1344349.17        | Corporate Debt Securities |
| PERENTI FIN PTY LTD            SR REGS NT7.5%29 | 2029-04-26      | 7.5000%  | 0.0000% | $1000000.00        | $1042083.33        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 62    | 2062-03-15      | 5.3910%  | 0.0000% | $73000.00          | $47618.72          | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT6.5%31 | 2031-03-26      | 6.5000%  | 0.0000% | $400000.00         | $419902.22         | Corporate Debt Securities |
| METHANEX CORP                  SR NT 5.65%44    | 2044-12-01      | 5.6500%  | 0.0000% | $1093000.00        | $875714.94         | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR REGS NT 32    | 2032-04-15      | 6.1250%  | 0.0000% | $685000.00         | $686915.43         | Corporate Debt Securities |
| APH SOM/ APH2/APH3             SR REGS NT 29    | 2029-11-01      | 7.8750%  | 0.0000% | $535000.00         | $534595.41         | Corporate Debt Securities |
| MYLAN INC                      SR NT 5.4%43     | 2043-11-29      | 5.4000%  | 0.0000% | $580000.00         | $461819.20         | Corporate Debt Securities |
| LATAM AIRLS GROUP S A / PROFES SR SEC REGS NT29 | 2029-10-15      | 13.3750% | 0.0000% | $1580000.00        | $1799096.62        | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 4.3750%  | 0.0000% | $6600000.00        | $5846597.17        | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 55 | 2055-03-31      | 6.3750%  | 0.0000% | $20000.00          | $19903.30          | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 55 | 2055-03-31      | 6.3750%  | 0.0000% | $4624000.00        | $4601642.96        | Corporate Debt Securities |
| REDE D OR FIN S A R L          GLBL REGS NT 30  | 2030-01-22      | 4.5000%  | 0.0000% | $1900000.00        | $1820770.00        | Corporate Debt Securities |
| OCP S A                        SR GLBL 144A 34  | 2034-05-02      | 6.7500%  | 0.0000% | $260000.00         | $263476.20         | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 6.8500%  | 0.0000% | $3200000.00        | $3232487.11        | Corporate Debt Securities |
| METHANEX US OPERATIONS INC     SR GLBL 144A 32  | 2032-03-15      | 6.2500%  | 0.0000% | $1625000.00        | $1592371.35        | Corporate Debt Securities |
| MYLAN INC                      5.2%48           | 2048-04-15      | 5.2000%  | 0.0000% | $456000.00         | $345105.36         | Corporate Debt Securities |
| OLIN CORP                      SR GLBL NT 5%30  | 2030-02-01      | 5.0000%  | 0.0000% | $88000.00          | $84624.12          | Corporate Debt Securities |
| XPLR INFRASTRUCTURE            SR GLBL 144A 26  | 2026-10-15      | 3.8750%  | 0.0000% | $9242000.00        | $9006178.82        | Corporate Debt Securities |
| GRUPO AVAL LTD                 SR GLBL REGS 30  | 2030-02-04      | 4.3750%  | 0.0000% | $813000.00         | $738608.24         | Corporate Debt Securities |
| MURPHY OIL CORP                SR GLBL NT 29    | 2029-05-01      | 7.0500%  | 0.0000% | $918000.00         | $928528.70         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 34    | 2034-10-01      | 5.5500%  | 0.0000% | $1321000.00        | $1259752.94        | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL REGS 27  | 2027-09-15      | 4.5000%  | 0.0000% | $413000.00         | $408987.71         | Corporate Debt Securities |
| RESORTS WORLD LAS VEGAS LLC    SR GLBL REGS 29  | 2029-04-16      | 4.6250%  | 0.0000% | $1100000.00        | $970786.06         | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 31    | 2031-08-01      | 4.2500%  | 0.0000% | $3394000.00        | $3022759.57        | Corporate Debt Securities |
| MUELLER WTR PRODS INC          SR GLBL 144A 29  | 2029-06-15      | 4.0000%  | 0.0000% | $705000.00         | $680863.15         | Corporate Debt Securities |
| NOVA CHEMICALS CORP MTN BE     SR SEC GLBL 28   | 2028-11-15      | 8.5000%  | 0.0000% | $100000.00         | $105727.17         | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 31    | 2031-08-01      | 4.2500%  | 0.0000% | $8885000.00        | $7913146.36        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 36    | 2036-09-15      | 6.4500%  | 0.0000% | $1100000.00        | $1095410.25        | Corporate Debt Securities |
| PERENTI FIN PTY LTD            SR REGS NT7.5%29 | 2029-04-26      | 7.5000%  | 0.0000% | $1455000.00        | $1516231.25        | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT 43    | 2043-03-01      | 5.1500%  | 0.0000% | $1664000.00        | $1389376.67        | Corporate Debt Securities |
| USIMINAS INTL S A R L          SR GLBL REGS 32  | 2032-01-27      | 7.5000%  | 0.0000% | $500000.00         | $518437.50         | Corporate Debt Securities |
| PLUSPETROL S A                 SR REGS NT8.5%32 | 2032-05-30      | 8.5000%  | 0.0000% | $5146000.00        | $5130562.00        | Corporate Debt Securities |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP  | 2500-12-31      | 7.6250%  | 0.0000% | $849000.00         | $861384.79         | Corporate Debt Securities |
| NBM US HLDGS INC               SR GLBL REGS 29  | 2029-08-06      | 6.6250%  | 0.0000% | $200000.00         | $204513.83         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT5.2%29 | 2029-08-01      | 5.2000%  | 0.0000% | $4121000.00        | $4157589.90        | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR 144A NT 32    | 2032-03-15      | 6.1250%  | 0.0000% | $2390000.00        | $2240028.50        | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 28  | 2028-06-15      | 4.3750%  | 0.0000% | $6414000.00        | $6353016.22        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 29    | 2029-03-15      | 4.0540%  | 0.0000% | $3842000.00        | $3605316.79        | Corporate Debt Securities |
| CITIGROUP INC                  ALT TIER I PERP  | 2500-12-31      | 4.1500%  | 0.0000% | $114000.00         | $110703.03         | Corporate Debt Securities |
| CELANESE US HLDGS LLC          SR GLBL NT 33    | 2033-04-15      | 6.7500%  | 0.0000% | $4000.00           | $3942.56           | Corporate Debt Securities |
| CENTURY COMMUNITIES INC        SR GLBL 144A 29  | 2029-08-15      | 3.8750%  | 0.0000% | $1315000.00        | $1205910.34        | Corporate Debt Securities |
| M D C HLDGS INC                SR NT 6%43       | 2043-01-15      | 6.0000%  | 0.0000% | $800000.00         | $725496.00         | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 9.2500%  | 0.0000% | $5158000.00        | $5929833.09        | Corporate Debt Securities |
| TRANSCANADA TRUST              JR SB GLBL 82    | 2082-03-07      | 5.6000%  | 0.0000% | $50000.00          | $47563.06          | Corporate Debt Securities |
| TRANSCANADA TRUST              JR SB GLBL 82    | 2082-03-07      | 5.6000%  | 0.0000% | $1400000.00        | $1331765.56        | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 9.2500%  | 0.0000% | $2459000.00        | $2684657.65        | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 9.2500%  | 0.0000% | $9700000.00        | $10590150.14       | Corporate Debt Securities |
| DIAMOND FGN ASSET CO / DIAMOND SR SEC GLBL 30   | 2030-10-01      | 8.5000%  | 0.0000% | $653000.00         | $662710.47         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC NT 55     | 2055-10-23      | 6.8340%  | 0.0000% | $47000.00          | $46891.61          | Corporate Debt Securities |
| DIAMOND FGN ASSET CO / DIAMOND SR SEC GLBL 30   | 2030-10-01      | 8.5000%  | 0.0000% | $907000.00         | $920487.59         | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB AA NT | 2500-12-31      | 7.6250%  | 0.0000% | $47000.00          | $49285.94          | Corporate Debt Securities |
| DT MIDSTREAM INC               SR GLBL 144A 29  | 2029-06-15      | 4.1250%  | 0.0000% | $750000.00         | $726064.69         | Corporate Debt Securities |
| COTY INC                       SR SEC GLBL 29   | 2029-01-15      | 4.7500%  | 0.0000% | $100000.00         | $98203.25          | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 7.6250%  | 0.0000% | $3875000.00        | $3893218.42        | Corporate Debt Securities |
| COTY INC                       SR SEC GLBL 29   | 2029-01-15      | 4.7500%  | 0.0000% | $900000.00         | $883829.25         | Corporate Debt Securities |
| CRANE NXT CO                   SR GLBL NT4.2%48 | 2048-03-15      | 4.2000%  | 0.0000% | $3503000.00        | $2140297.97        | Corporate Debt Securities |
| CITIGROUP INC                  PERP SR GLBL -DD | 2500-12-31      | 7.0000%  | 0.0000% | $43000.00          | $44108.40          | Corporate Debt Securities |
| CITIGROUP INC                  PERP SR GLBL -DD | 2500-12-31      | 7.0000%  | 0.0000% | $2006000.00        | $2057707.99        | Corporate Debt Securities |
| COMERICA INC                   PERP SUB GLBL -A | 2500-12-31      | 5.6250%  | 0.0000% | $5650000.00        | $5695249.44        | Corporate Debt Securities |
| CITIGROUP INC                  PERP SR GLBL -CC | 2500-12-31      | 7.1250%  | 0.0000% | $3978000.00        | $4029589.69        | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB GLBL  | 2500-12-31      | 6.7500%  | 0.0000% | $4020000.00        | $3987729.45        | Corporate Debt Securities |
| CITIGROUP INC                  PERP SR GLBL -CC | 2500-12-31      | 7.1250%  | 0.0000% | $2037000.00        | $2063417.34        | Corporate Debt Securities |
| DT MIDSTREAM INC               SR GLBL 144A 31  | 2031-06-15      | 4.3750%  | 0.0000% | $4707000.00        | $4481262.09        | Corporate Debt Securities |
| CITIGROUP INC                  PERP SUB GLBL -W | 2079-12-31      | 4.0000%  | 0.0000% | $54000.00          | $53874.12          | Corporate Debt Securities |
| COMERICA INC                   PERP SUB GLBL -A | 2500-12-31      | 5.6250%  | 0.0000% | $19036000.00       | $19188454.57       | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 28    | 2028-07-15      | 2.4500%  | 0.0000% | $81000.00          | $75258.52          | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR NT 6.35%40    | 2040-06-01      | 6.3500%  | 0.0000% | $2000.00           | $1767.05           | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR NT 6.35%40    | 2040-06-01      | 6.3500%  | 0.0000% | $15000.00          | $13252.85          | Corporate Debt Securities |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26    | 2026-09-30      | 4.2500%  | 0.0000% | $1458000.00        | $1448367.48        | Corporate Debt Securities |
| CROWDSTRIKE HLDGS INC          SR GLBL NT 3%29  | 2029-02-15      | 3.0000%  | 0.0000% | $3601000.00        | $3397435.47        | Corporate Debt Securities |
| DARLING INGREDIENTS INC        SR GLBL 144A 27  | 2027-04-15      | 5.2500%  | 0.0000% | $2621000.00        | $2617808.93        | Corporate Debt Securities |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26    | 2026-09-30      | 4.2500%  | 0.0000% | $542000.00         | $538419.19         | Corporate Debt Securities |
| DARLING INGREDIENTS INC        SR GLBL 144A 27  | 2027-04-15      | 5.2500%  | 0.0000% | $2300000.00        | $2297199.75        | Corporate Debt Securities |
| CITIGROUP INC                  PERP GLBL -BB NT | 2500-12-31      | 7.2000%  | 0.0000% | $200000.00         | $206502.00         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT33 | 2033-05-01      | 7.5000%  | 0.0000% | $4626000.00        | $4860330.03        | Corporate Debt Securities |
| V F CORP                       SR GLBL NT 30    | 2030-04-23      | 2.9500%  | 0.0000% | $694000.00         | $583842.73         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT33 | 2033-05-01      | 7.5000%  | 0.0000% | $2372000.00        | $2492153.66        | Corporate Debt Securities |
| TRANSCANADA TRUST              SUB COCO 79      | 2079-09-15      | 5.5000%  | 0.0000% | $2847000.00        | $2778183.26        | Corporate Debt Securities |
| V F CORP                       SR GLBL NT2.8%27 | 2027-04-23      | 2.8000%  | 0.0000% | $6331000.00        | $6003799.85        | Corporate Debt Securities |
| TRANSCANADA TRUST              JR SB COCO 76    | 2076-08-15      | 5.8750%  | 0.0000% | $145000.00         | $146639.29         | Corporate Debt Securities |
| TOPBUILD COR                   SR GLBL 144A 29  | 2029-03-15      | 3.6250%  | 0.0000% | $646000.00         | $609140.59         | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 32    | 2032-01-15      | 3.2500%  | 0.0000% | $1153000.00        | $1011616.26        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP  | 2500-12-31      | 7.3790%  | 0.0000% | $34000.00          | $34913.27          | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 54    | 2054-09-15      | 6.2500%  | 0.0000% | $13000.00          | $12488.59          | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL FL NT 28 | 2028-03-20      | 6.3777%  | 0.0000% | $5000000.00        | $5002974.25        | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%31  | 2031-01-15      | 4.0000%  | 0.0000% | $2000000.00        | $1886980.00        | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 46    | 2046-12-08      | 5.2910%  | 0.0000% | $2538000.00        | $2066691.43        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27    | 2027-11-04      | 7.3500%  | 0.0000% | $2300000.00        | $2380289.17        | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SB 144A NT4.7%51 | 2051-10-15      | 4.7000%  | 0.0000% | $909000.00         | $886106.83         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       PERP SUB -A NT   | 2099-12-31      | 5.7500%  | 0.0000% | $27000.00          | $26385.84          | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR NT 7.35%30    | 2030-03-06      | 7.3500%  | 0.0000% | $2288000.00        | $2420681.12        | Corporate Debt Securities |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 29   | 2029-04-15      | 12.2500% | 0.0000% | $489000.00         | $536360.87         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL  | 2500-12-31      | 6.8500%  | 0.0000% | $3866000.00        | $3994331.87        | Corporate Debt Securities |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 29   | 2029-04-15      | 12.2500% | 0.0000% | $916000.00         | $1004716.89        | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 54    | 2054-09-15      | 6.2500%  | 0.0000% | $4100000.00        | $3938709.42        | Corporate Debt Securities |
| GTE CALIF INC                  SR -F DEB6.75%27 | 2027-05-15      | 6.7500%  | 0.0000% | $3510000.00        | $3572521.88        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30  | 2030-02-15      | 4.2500%  | 0.0000% | $580000.00         | $559361.18         | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 31    | 2031-07-16      | 7.4500%  | 0.0000% | $1000.00           | $1089.79           | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 31    | 2031-07-16      | 7.4500%  | 0.0000% | $222000.00         | $241933.50         | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 31    | 2031-07-16      | 7.4500%  | 0.0000% | $1459000.00        | $1590004.42        | Corporate Debt Securities |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 30  | 2030-12-01      | 7.8750%  | 0.0000% | $575000.00         | $626264.84         | Corporate Debt Securities |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 31  | 2031-05-01      | 7.0000%  | 0.0000% | $955000.00         | $984250.59         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -C | 2500-12-31      | 5.7000%  | 0.0000% | $51000.00          | $49340.97          | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 4%30  | 2030-11-13      | 4.0000%  | 0.0000% | $1309000.00        | $1167102.95        | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 32    | 2032-01-15      | 3.2500%  | 0.0000% | $218000.00         | $191268.30         | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL COCO 83 | 2083-01-15      | 7.3750%  | 0.0000% | $10000.00          | $10420.46          | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     5.3%29           | 2029-01-15      | 5.3000%  | 0.0000% | $22000.00          | $22453.09          | Corporate Debt Securities |
| GXO LOGISTICS INCORPORATED     GLBL NT 6.25%29  | 2029-05-06      | 6.2500%  | 0.0000% | $14000.00          | $14354.71          | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 26    | 2026-04-15      | 5.3750%  | 0.0000% | $384000.00         | $385785.12         | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33    | 2033-12-01      | 6.7500%  | 0.0000% | $198000.00         | $214416.67         | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33    | 2033-12-01      | 6.7500%  | 0.0000% | $412000.00         | $446159.95         | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 30    | 2030-04-22      | 9.6250%  | 0.0000% | $650000.00         | $743307.32         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR NT 6.05%31    | 2031-03-05      | 6.0500%  | 0.0000% | $461000.00         | $458448.24         | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 34    | 2034-09-15      | 5.6250%  | 0.0000% | $808000.00         | $798884.75         | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 26    | 2026-04-15      | 5.3750%  | 0.0000% | $1380000.00        | $1386415.27        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -B | 2500-12-31      | 6.5000%  | 0.0000% | $469000.00         | $462388.66         | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 34    | 2034-09-15      | 5.6250%  | 0.0000% | $2976000.00        | $2942427.00        | Corporate Debt Securities |
| GENTING NEW YORK LLC / GENNY C SR GLBL 144A 29  | 2029-10-01      | 7.2500%  | 0.0000% | $1060000.00        | $1084742.46        | Corporate Debt Securities |
| GENTING NEW YORK LLC / GENNY C SR GLBL 144A 29  | 2029-10-01      | 7.2500%  | 0.0000% | $1100000.00        | $1125676.14        | Corporate Debt Securities |
| GXO LOGISTICS INCORPORATED     GLBL NT 6.5%34   | 2034-05-06      | 6.5000%  | 0.0000% | $1214000.00        | $1241828.93        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL  | 2500-12-31      | 7.5000%  | 0.0000% | $280000.00         | $292568.27         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL  | 2500-12-31      | 7.5000%  | 0.0000% | $1332000.00        | $1391789.04        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP -W NT 7.5%  | 2500-12-31      | 7.5000%  | 0.0000% | $345000.00         | $369597.35         | Corporate Debt Securities |
| OLIN CORP                      SR GLBL 144A 33  | 2033-04-01      | 6.6250%  | 0.0000% | $439000.00         | $426385.82         | Corporate Debt Securities |
| OHIO NATL FINL SVCS INC        CR SEN SR GLBL30 | 2030-01-24      | 6.8000%  | 0.0000% | $240000.00         | $234639.60         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30    | 2030-03-15      | 7.8750%  | 0.0000% | $1792000.00        | $1897058.24        | Corporate Debt Securities |
| OLIN CORP                      SR GLBL 144A 33  | 2033-04-01      | 6.6250%  | 0.0000% | $1154000.00        | $1120841.09        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 9%29  | 2029-01-15      | 9.0000%  | 0.0000% | $683000.00         | $738124.93         | Corporate Debt Securities |
| PG&E CORP                      SR SEC GLBL NT30 | 2030-07-01      | 5.2500%  | 0.0000% | $3200000.00        | $3168605.33        | Corporate Debt Securities |
| RANGE RES CORP                 SR GLBL NT 29    | 2029-01-15      | 8.2500%  | 0.0000% | $6068000.00        | $6435584.27        | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30   | 2030-04-15      | 7.8750%  | 0.0000% | $2395000.00        | $2428155.78        | Corporate Debt Securities |
| PROSPECT CAP CORP              SR GLBL NT 28    | 2028-10-15      | 3.4370%  | 0.0000% | $1298000.00        | $1145415.23        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 31    | 2031-11-15      | 7.1250%  | 0.0000% | $2605000.00        | $2650558.19        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 44    | 2044-03-17      | 7.2500%  | 0.0000% | $1600000.00        | $1627538.22        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30    | 2030-03-15      | 7.8750%  | 0.0000% | $2489000.00        | $2634920.74        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR NT 6.35%40    | 2040-06-01      | 6.3500%  | 0.0000% | $302000.00         | $266824.13         | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 28    | 2028-03-20      | 3.9500%  | 0.0000% | $546000.00         | $523980.12         | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 50    | 2050-05-15      | 4.6500%  | 0.0000% | $3000.00           | $1881.92           | Corporate Debt Securities |
| V F CORP                       SR GLBL NT 30    | 2030-04-23      | 2.9500%  | 0.0000% | $1063000.00        | $894272.08         | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 54 | 2054-11-30      | 6.9500%  | 0.0000% | $3149000.00        | $3219474.62        | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 30    | 2030-04-01      | 4.3750%  | 0.0000% | $2256000.00        | $2055080.95        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 45    | 2045-06-15      | 4.6250%  | 0.0000% | $398000.00         | $297281.29         | Corporate Debt Securities |
| MURPHY OIL USA INC             SR GLBL 144A 31  | 2031-02-15      | 3.7500%  | 0.0000% | $4632000.00        | $4232802.66        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 36    | 2036-09-15      | 6.4500%  | 0.0000% | $4850000.00        | $4829763.38        | Corporate Debt Securities |
| NOKIA CORP                     SR NT 6.625%39   | 2039-05-15      | 6.6250%  | 0.0000% | $1157000.00        | $1177548.80        | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 5%44  | 2044-01-15      | 5.0000%  | 0.0000% | $4050000.00        | $2910573.00        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32    | 2032-03-15      | 4.2790%  | 0.0000% | $945000.00         | $808489.63         | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL DEB 28   | 2028-03-15      | 6.9500%  | 0.0000% | $1085000.00        | $1114185.60        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT7.5%31 | 2031-05-01      | 7.5000%  | 0.0000% | $550000.00         | $594066.92         | Corporate Debt Securities |
| BRITISH TELECOMMUNICATIONS PLC SUB GLBL REGS 81 | 2081-11-23      | 4.2500%  | 0.0000% | $464000.00         | $455128.96         | Corporate Debt Securities |
| QORVO INC                      SR GLBL REGS 31  | 2031-04-01      | 3.3750%  | 0.0000% | $1000000.00        | $885471.25         | Corporate Debt Securities |
| OLYMPUS WTR US HLDG CORP       SR 144A NT 29    | 2029-10-01      | 6.2500%  | 0.0000% | $742000.00         | $692429.25         | Corporate Debt Securities |
| PRUMO PARTICIPACOES E INVEST   SR SEC GLBL 31   | 2031-12-31      | 7.5000%  | 0.0000% | $3500000.00        | $2628592.27        | Corporate Debt Securities |
| ENERGY TRANSFER L P            JR SB GLBL FL 66 | 2066-11-01      | 7.5550%  | 0.0000% | $3769000.00        | $3707022.55        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 26    | 2026-08-01      | 4.5420%  | 0.0000% | $1370000.00        | $1368964.05        | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 31    | 2031-04-01      | 4.3750%  | 0.0000% | $760000.00         | $701616.91         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 32    | 2032-03-19      | 6.5320%  | 0.0000% | $3345000.00        | $3377349.87        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31    | 2031-06-17      | 3.6250%  | 0.0000% | $579000.00         | $507275.33         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 26    | 2026-08-01      | 4.5420%  | 0.0000% | $200000.00         | $199848.77         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 25    | 2025-11-13      | 3.3750%  | 0.0000% | $200000.00         | $198288.75         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 25    | 2025-06-16      | 5.1250%  | 0.0000% | $212000.00         | $216892.37         | Corporate Debt Securities |
| EDISON INTL                    JR SB GLBL NT 54 | 2054-06-15      | 7.8750%  | 0.0000% | $1750000.00        | $1748011.56        | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL DB7.4%46 | 2046-11-01      | 7.4000%  | 0.0000% | $1800000.00        | $1831790.00        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 27    | 2027-03-15      | 3.7550%  | 0.0000% | $100000.00         | $97604.29          | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT6.6%46 | 2046-03-15      | 6.6000%  | 0.0000% | $1188000.00        | $1143236.16        | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30   | 2030-04-15      | 7.8750%  | 0.0000% | $880000.00         | $892182.50         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT6.2%40 | 2040-03-15      | 6.2000%  | 0.0000% | $1200000.00        | $1139372.00        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 32    | 2032-01-01      | 5.3750%  | 0.0000% | $1412000.00        | $1398764.66        | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT 30    | 2030-03-17      | 5.1500%  | 0.0000% | $100000.00         | $99289.31          | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 34    | 2034-10-01      | 5.5500%  | 0.0000% | $5048000.00        | $4813953.68        | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 54 | 2054-11-30      | 6.9500%  | 0.0000% | $37000.00          | $37828.06          | Corporate Debt Securities |
| ENERGY TRANSFER L P            PERP SUB GLBL -G | 2079-12-31      | 7.1250%  | 0.0000% | $65000.00          | $65486.12          | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 32    | 2032-02-01      | 7.7500%  | 0.0000% | $65000.00          | $64513.02          | Corporate Debt Securities |
| EDISON INTL                    JR SB GLBL NT 53 | 2053-06-15      | 8.1250%  | 0.0000% | $92000.00          | $94262.24          | Corporate Debt Securities |
| EDISON INTL                    JR SB GLBL NT 53 | 2053-06-15      | 8.1250%  | 0.0000% | $4693000.00        | $4808398.91        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 33    | 2033-01-13      | 8.8750%  | 0.0000% | $134000.00         | $140992.70         | Corporate Debt Securities |
| EMERA INC                      SUB COCO 76      | 2076-06-15      | 6.7500%  | 0.0000% | $26369000.00       | $27372010.84       | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 33    | 2033-01-13      | 8.8750%  | 0.0000% | $349000.00         | $367212.32         | Corporate Debt Securities |
| FMC CORP                       SUB GLBL NT 55   | 2055-11-01      | 8.4500%  | 0.0000% | $771000.00         | $777124.95         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 32    | 2032-03-19      | 6.5320%  | 0.0000% | $610000.00         | $615899.38         | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL COCO 80 | 2080-07-15      | 5.7500%  | 0.0000% | $3000.00           | $2955.10           | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 30    | 2030-04-15      | 5.8750%  | 0.0000% | $1007000.00        | $1011656.12        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 4%30  | 2030-11-13      | 4.0000%  | 0.0000% | $891000.00         | $794414.61         | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL COCO 84 | 2084-01-15      | 8.2500%  | 0.0000% | $32000.00          | $34523.12          | Corporate Debt Securities |
| FIRST CASH INC                 SR GLBL 144A 32  | 2032-03-01      | 6.8750%  | 0.0000% | $1045000.00        | $1086785.92        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 33    | 2033-11-07      | 7.1220%  | 0.0000% | $3800000.00        | $3876836.63        | Corporate Debt Securities |
| FORD MTR CO                    SR NT 4.75%43    | 2043-01-15      | 4.7500%  | 0.0000% | $831000.00         | $639805.60         | Corporate Debt Securities |

### Security 661: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.610000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18FTY5, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP18FTY5
- **C.18 - Value (incl. sponsor support):** $609791154.30
- **C.18.a - Value (excl. sponsor support):** $609791154.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMERIGAS PARTNERS L P          SR GLBL NT 26    | 2026-08-20      | 5.8750%  | 0.0000% | $8500000.00        | $8721590.27        | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR GLBL 144A 28  | 2028-12-31      | 8.2500%  | 0.0000% | $400000.00         | $417420.33         | Corporate Debt Securities |
| ADAPTHEALTH LLC                SR GLBL 144A 30  | 2030-03-01      | 5.1250%  | 0.0000% | $982000.00         | $920634.96         | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 32    | 2032-10-15      | 6.6250%  | 0.0000% | $2219000.00        | $2249935.63        | Corporate Debt Securities |
| ARSENAL AIC PARENT LLC         SR SEC 144A NT30 | 2030-10-01      | 8.0000%  | 0.0000% | $50000.00          | $53138.06          | Corporate Debt Securities |
| ARSENAL AIC PARENT LLC         SR SEC 144A NT30 | 2030-10-01      | 8.0000%  | 0.0000% | $100000.00         | $106276.11         | Corporate Debt Securities |
| ADAPTHEALTH LLC                SR GLBL 144A 30  | 2030-03-01      | 5.1250%  | 0.0000% | $51000.00          | $47813.02          | Corporate Debt Securities |
| ARIS WTR HLDGS LLC             SR GLBL 144A 30  | 2030-04-01      | 7.2500%  | 0.0000% | $98000.00          | $99966.89          | Corporate Debt Securities |
| ARIS WTR HLDGS LLC             SR GLBL 144A 30  | 2030-04-01      | 7.2500%  | 0.0000% | $911000.00         | $929284.02         | Corporate Debt Securities |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 27  | 2027-04-01      | 6.8750%  | 0.0000% | $1338000.00        | $1355029.21        | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A 144A NT 9%27     | 2027-11-01      | 9.0000%  | 0.0000% | $1459000.00        | $1748611.50        | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR GLBL 144A 28  | 2028-12-31      | 8.2500%  | 0.0000% | $700000.00         | $730485.58         | Corporate Debt Securities |
| ARCOSA INC                     SR GLBL 144A 29  | 2029-04-15      | 4.3750%  | 0.0000% | $160000.00         | $153300.60         | Corporate Debt Securities |
| ARCOSA INC                     SR GLBL 144A 29  | 2029-04-15      | 4.3750%  | 0.0000% | $260000.00         | $249113.48         | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR GLBL 144A 29  | 2029-06-30      | 5.8750%  | 0.0000% | $2524000.00        | $2553163.07        | Corporate Debt Securities |
| AAG FH UK PLC/GL AU HL PLC     SR 144A NT 29    | 2029-08-15      | 11.5000% | 0.0000% | $2380000.00        | $2358650.08        | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT30 | 2030-02-14      | 9.6250%  | 0.0000% | $9042000.00        | $8303632.79        | Corporate Debt Securities |
| ATI INC                        SR GLBL NT 30    | 2030-08-15      | 7.2500%  | 0.0000% | $930000.00         | $989878.82         | Corporate Debt Securities |
| BAYTEX ENERGY CORP             SR 144A NT8.5%30 | 2030-04-30      | 8.5000%  | 0.0000% | $56000.00          | $54695.39          | Corporate Debt Securities |
| B & G FOODS INC                SR SEC GLBL 28   | 2028-09-15      | 8.0000%  | 0.0000% | $80000.00          | $76970.13          | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        SR GLBL NT 28    | 2028-07-01      | 6.8750%  | 0.0000% | $345000.00         | $351508.38         | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31  | 2031-02-15      | 8.0000%  | 0.0000% | $140000.00         | $141935.27         | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31  | 2031-02-15      | 8.0000%  | 0.0000% | $534000.00         | $541381.66         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC-A1 144A28 | 2028-12-01      | 9.0000%  | 0.0000% | $3691000.00        | $3542400.34        | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC-A1 144A28 | 2028-12-01      | 9.0000%  | 0.0000% | $6538000.00        | $6274780.12        | Corporate Debt Securities |
| TKC HOLDINGS INCORPORATED      SR SEC 144A NT28 | 2028-05-15      | 6.8750%  | 0.0000% | $300000.00         | $300241.37         | Corporate Debt Securities |
| VZ SECD FING BV                SR SEC 144A NT32 | 2032-01-15      | 5.0000%  | 0.0000% | $668000.00         | $589803.92         | Corporate Debt Securities |
| SELECT MEDICAL CORP            SR GLBL 144A 32  | 2032-12-01      | 6.2500%  | 0.0000% | $2300000.00        | $2346527.08        | Corporate Debt Securities |
| TRUENOORD CAPITAL DAC          SR GLBL 144A 30  | 2030-03-01      | 8.7500%  | 0.0000% | $200000.00         | $212351.39         | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 29  | 2029-03-15      | 7.1250%  | 0.0000% | $2101000.00        | $2163197.48        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT31 | 2031-07-31      | 8.5000%  | 0.0000% | $266000.00         | $262957.85         | Corporate Debt Securities |
| VELOCITY VEH GROUP LLC         SR 144A NT 8%29  | 2029-06-01      | 8.0000%  | 0.0000% | $86000.00          | $86133.97          | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30   | 2030-08-15      | 4.5000%  | 0.0000% | $680000.00         | $636320.20         | Corporate Debt Securities |
| TKC HOLDINGS INCORPORATED      SR SEC 144A NT28 | 2028-05-15      | 6.8750%  | 0.0000% | $810000.00         | $810651.71         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 30  | 2030-12-31      | 6.0000%  | 0.0000% | $1525000.00        | $1499547.75        | Corporate Debt Securities |
| TENNECO INC                    SR SEC GLBL 28   | 2028-11-17      | 8.0000%  | 0.0000% | $1034000.00        | $1041355.19        | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 29  | 2029-03-15      | 7.1250%  | 0.0000% | $750000.00         | $772202.81         | Corporate Debt Securities |
| COHERENT CORP                  GLBL 144A NT5%29 | 2029-12-15      | 5.0000%  | 0.0000% | $2000.00           | $1986.35           | Corporate Debt Securities |
| TENET HEALTHCARE CORP          SR SEC GLBL NT27 | 2027-02-01      | 6.2500%  | 0.0000% | $1700000.00        | $1736090.53        | Corporate Debt Securities |
| VALVOLINE INC                  SR GLBL 144A 31  | 2031-06-15      | 3.6250%  | 0.0000% | $343000.00         | $308787.04         | Corporate Debt Securities |
| TENNECO INC                    SR SEC GLBL 28   | 2028-11-17      | 8.0000%  | 0.0000% | $3000000.00        | $3021340.00        | Corporate Debt Securities |
| VIKING CRUISES LTD             SR GLBL 144A 29  | 2029-02-15      | 7.0000%  | 0.0000% | $41000.00          | $42168.36          | Corporate Debt Securities |
| VIKING CRUISES LTD             SR GLBL 144A 29  | 2029-02-15      | 7.0000%  | 0.0000% | $149000.00         | $153246.00         | Corporate Debt Securities |
| UNISYS CORP                    SR SEC GLBL 27   | 2027-11-01      | 6.8750%  | 0.0000% | $2198000.00        | $2203644.89        | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 33    | 2033-02-15      | 7.2500%  | 0.0000% | $190000.00         | $170591.76         | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 30   | 2030-06-30      | 7.3750%  | 0.0000% | $42000.00          | $40373.73          | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 29   | 2029-05-15      | 5.5000%  | 0.0000% | $1700000.00        | $1663673.83        | Corporate Debt Securities |
| VFH PARENT LLC & VALOR CO-ISSU SR 144A NT7.5%31 | 2031-06-15      | 7.5000%  | 0.0000% | $12000.00          | $12943.86          | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 27   | 2027-06-01      | 6.6250%  | 0.0000% | $525000.00         | $543023.76         | Corporate Debt Securities |
| VZ SECD FING BV                SR SEC 144A NT32 | 2032-01-15      | 5.0000%  | 0.0000% | $842000.00         | $743435.48         | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 33  | 2033-03-15      | 6.2500%  | 0.0000% | $547000.00         | $548439.07         | Corporate Debt Securities |
| WALGREENS BOOTS ALLIANCE INC   SR NT 4.5%34     | 2034-11-18      | 4.5000%  | 0.0000% | $300000.00         | $284898.00         | Corporate Debt Securities |
| VOYAGER PARENT LLC             SR SEC GLBL 32   | 2032-07-01      | 9.2500%  | 0.0000% | $2686000.00        | $2792242.49        | Corporate Debt Securities |
| VOYAGER PARENT LLC             SR SEC GLBL 32   | 2032-07-01      | 9.2500%  | 0.0000% | $4917000.00        | $5111487.84        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT29 | 2029-05-01      | 4.5000%  | 0.0000% | $551000.00         | $491241.29         | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31   | 2031-01-31      | 4.2500%  | 0.0000% | $681000.00         | $626749.84         | Corporate Debt Securities |
| WALMART INC                    SR GLBL NT 30    | 2030-04-28      | 4.3500%  | 0.0000% | $11000.00          | $11061.89          | Corporate Debt Securities |
| VIKING CRUISES LTD             SR 144A NT 27    | 2027-09-15      | 5.8750%  | 0.0000% | $475000.00         | $480495.55         | Corporate Debt Securities |
| VIKING CRUISES LTD             SR 144A NT 31    | 2031-07-15      | 9.1250%  | 0.0000% | $174000.00         | $192946.64         | Corporate Debt Securities |
| VIKING CRUISES LTD             SR 144A NT 31    | 2031-07-15      | 9.1250%  | 0.0000% | $226000.00         | $250608.86         | Corporate Debt Securities |
| VERDE PURCHASER LLC            SR SEC 144A NT30 | 2030-11-30      | 10.5000% | 0.0000% | $18000.00          | $19170.00          | Corporate Debt Securities |
| WALGREENS BOOTS ALLIANCE INC   SR GLBL NT 26    | 2026-06-01      | 3.4500%  | 0.0000% | $1024000.00        | $1021321.39        | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29  | 2029-10-01      | 5.1250%  | 0.0000% | $275000.00         | $270498.06         | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 33    | 2033-02-15      | 7.2500%  | 0.0000% | $2040000.00        | $1831616.83        | Corporate Debt Securities |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 8.125%29 | 2029-08-15      | 8.1250%  | 0.0000% | $291000.00         | $311747.69         | Corporate Debt Securities |
| VISTRA CORP                    PERP SUB GLBL    | 2500-12-31      | 8.0000%  | 0.0000% | $5000.00           | $5148.50           | Corporate Debt Securities |
| WALGREENS BOOTS ALLIANCE INC   SR GLBL NT 26    | 2026-06-01      | 3.4500%  | 0.0000% | $2000.00           | $1994.77           | Corporate Debt Securities |
| WALGREENS BOOTS ALLIANCE INC   SR NT 4.5%34     | 2034-11-18      | 4.5000%  | 0.0000% | $211000.00         | $200378.26         | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 33  | 2033-03-15      | 6.2500%  | 0.0000% | $208000.00         | $208547.21         | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC 144A NT32 | 2032-04-15      | 7.7500%  | 0.0000% | $48000.00          | $49904.52          | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT29 | 2029-05-01      | 4.5000%  | 0.0000% | $87000.00          | $77564.41          | Corporate Debt Securities |
| VAREX IMAGING CORP             SR SEC GLBL 27   | 2027-10-15      | 7.8750%  | 0.0000% | $1863000.00        | $1870440.36        | Corporate Debt Securities |
| VISTRA CORP                    PERP SUB -B 144A | 2500-12-31      | 7.0000%  | 0.0000% | $2300000.00        | $2403277.67        | Corporate Debt Securities |
| CHURCHILL DOWNS INC            SR GLBL 144A 28  | 2028-01-15      | 4.7500%  | 0.0000% | $1737000.00        | $1726738.67        | Corporate Debt Securities |
| CIVITAS RESOURCES INC          SR 144A NT 31    | 2031-07-01      | 8.7500%  | 0.0000% | $470000.00         | $475553.18         | Corporate Debt Securities |
| CLARIVATE SCIENCE HOLDINGS COR SR SEC GLBL 28   | 2028-07-01      | 3.8750%  | 0.0000% | $363000.00         | $351614.81         | Corporate Debt Securities |
| CHURCHILL DOWNS INC            SR GLBL 144A 31  | 2031-05-01      | 6.7500%  | 0.0000% | $30000.00          | $30755.92          | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 28    | 2028-10-15      | 4.7500%  | 0.0000% | $500000.00         | $491573.75         | Corporate Debt Securities |
| LEVEL 3 FING INC               SR SEC GLBL 30   | 2030-05-15      | 10.5000% | 0.0000% | $15000.00          | $16460.92          | Corporate Debt Securities |
| ITHACA ENERGY NORTH SEA PLC    SR GLBL 144A 29  | 2029-10-15      | 8.1250%  | 0.0000% | $1970000.00        | $2002517.31        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS PARENT SR SEC GLBL 27   | 2027-10-15      | 5.8750%  | 0.0000% | $8905000.00        | $8997467.29        | Corporate Debt Securities |
| JELD-WEN INC                   SR GLBL 144A 27  | 2027-12-15      | 4.8750%  | 0.0000% | $997000.00         | $894163.19         | Corporate Debt Securities |
| LONG RIDGE ENERGY LLC          SR SEC GLBL 32   | 2032-02-15      | 8.7500%  | 0.0000% | $238000.00         | $245322.93         | Corporate Debt Securities |
| LIFEPOINT HEALTH INC           SR SEC GLBL 30   | 2030-08-15      | 9.8750%  | 0.0000% | $4095000.00        | $4504508.53        | Corporate Debt Securities |
| LONG RIDGE ENERGY LLC          SR SEC GLBL 32   | 2032-02-15      | 8.7500%  | 0.0000% | $460000.00         | $474153.56         | Corporate Debt Securities |
| MGM CHINA HOLDINGS LIMITED     SR GLBL 144A 25  | 2025-06-18      | 5.2500%  | 0.0000% | $338000.00         | $345282.21         | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT 30  | 2030-12-15      | 10.7500% | 0.0000% | $46241.00          | $52459.45          | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT 30  | 2030-12-15      | 10.7500% | 0.0000% | $99998.00          | $113445.65         | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT 29  | 2029-04-15      | 10.5000% | 0.0000% | $30999.00          | $35677.63          | Corporate Debt Securities |
| LIFEPOINT HEALTH INC           SR SEC 144A NT30 | 2030-10-15      | 11.0000% | 0.0000% | $2687000.00        | $2991410.23        | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC  SR GLBL 144A 27  | 2027-10-15      | 4.7500%  | 0.0000% | $50000.00          | $49455.38          | Corporate Debt Securities |
| LIFEPOINT HEALTH INC           SR SEC 144A NT30 | 2030-10-15      | 11.0000% | 0.0000% | $21207000.00       | $23609541.03       | Corporate Debt Securities |
| LEVEL 3 FING INC               SR SEC GLBL 30   | 2030-05-15      | 10.5000% | 0.0000% | $1513000.00        | $1660358.64        | Corporate Debt Securities |
| MAGNOLIA OIL & GAS OPER LLC    SR GLBL 144A 32  | 2032-12-01      | 6.8750%  | 0.0000% | $629000.00         | $643321.63         | Corporate Debt Securities |
| MAGNOLIA OIL & GAS OPER LLC    SR GLBL 144A 32  | 2032-12-01      | 6.8750%  | 0.0000% | $1465000.00        | $1498356.42        | Corporate Debt Securities |
| MIDAS OPCO HLDGS LLC           SR GLBL 144A 29  | 2029-08-15      | 5.6250%  | 0.0000% | $52000.00          | $49841.29          | Corporate Debt Securities |
| MIDAS OPCO HLDGS LLC           SR GLBL 144A 29  | 2029-08-15      | 5.6250%  | 0.0000% | $101000.00         | $96807.11          | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 26  | 2026-07-15      | 6.6250%  | 0.0000% | $287000.00         | $293771.41         | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 32  | 2032-06-15      | 8.3750%  | 0.0000% | $1307000.00        | $1317062.63        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 32  | 2032-02-01      | 4.7500%  | 0.0000% | $1230000.00        | $1158268.11        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL NT4.5%32 | 2032-05-01      | 4.5000%  | 0.0000% | $15000.00          | $13703.02          | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31  | 2031-02-15      | 8.0000%  | 0.0000% | $2000000.00        | $2027646.67        | Corporate Debt Securities |
| ATI INC                        SR GLBL NT 29    | 2029-10-01      | 4.8750%  | 0.0000% | $317000.00         | $309667.66         | Corporate Debt Securities |
| AZORRA FIN LTD                 SR GLBL 144A 30  | 2030-04-15      | 7.7500%  | 0.0000% | $100000.00         | $101468.75         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT30 | 2030-02-14      | 9.6250%  | 0.0000% | $25627000.00       | $23534306.30       | Corporate Debt Securities |
| BAYTEX ENERGY CORP             SR GLBL 144A 32  | 2032-03-15      | 7.3750%  | 0.0000% | $2000.00           | $1848.57           | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 30  | 2030-01-15      | 8.2500%  | 0.0000% | $202000.00         | $211887.39         | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL NT 29    | 2029-10-15      | 7.2500%  | 0.0000% | $2574000.00        | $2586027.02        | Corporate Debt Securities |
| CHURCHILL DOWNS INC            SR GLBL 144A 28  | 2028-01-15      | 4.7500%  | 0.0000% | $100000.00         | $99409.25          | Corporate Debt Securities |
| CLARIOS GLOBAL LP / CLARIOS US SR SEC GLBL 28   | 2028-05-15      | 6.7500%  | 0.0000% | $58000.00          | $59244.82          | Corporate Debt Securities |
| CLARIOS GLOBAL LP / CLARIOS US SR SEC GLBL 28   | 2028-05-15      | 6.7500%  | 0.0000% | $753000.00         | $769161.26         | Corporate Debt Securities |
| CHURCHILL DOWNS INC            SR GLBL 144A 28  | 2028-01-15      | 4.7500%  | 0.0000% | $1208000.00        | $1200863.74        | Corporate Debt Securities |
| CLARIOS GLOBAL LP / CLARIOS US SR SEC GLBL 30   | 2030-02-15      | 6.7500%  | 0.0000% | $300000.00         | $312646.50         | Corporate Debt Securities |
| CINEMARK USA INC               SR GLBL 144A 32  | 2032-08-01      | 7.0000%  | 0.0000% | $1575000.00        | $1659418.25        | Corporate Debt Securities |
| GETTY IMAGES INC               SR GLBL 144A 27  | 2027-03-01      | 9.7500%  | 0.0000% | $100000.00         | $100263.42         | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP    SR GLBL 144A 28  | 2028-06-01      | 7.1250%  | 0.0000% | $808000.00         | $840543.88         | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP    SR GLBL 144A 28  | 2028-06-01      | 7.1250%  | 0.0000% | $1692000.00        | $1760148.82        | Corporate Debt Securities |
| EVERGREEN ACQCO 1 LP / TVI INC SR SEC 144A NT28 | 2028-04-26      | 9.7500%  | 0.0000% | $378000.00         | $405672.43         | Corporate Debt Securities |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL 144A 32  | 2032-01-15      | 8.2500%  | 0.0000% | $1741000.00        | $1861925.51        | Corporate Debt Securities |
| GCI LLC                        SR GLBL 144A 28  | 2028-10-15      | 4.7500%  | 0.0000% | $566000.00         | $534891.22         | Corporate Debt Securities |
| HANESBRANDS INC                SR GLBL 144A 31  | 2031-02-15      | 9.0000%  | 0.0000% | $1047000.00        | $1134759.54        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 31   | 2031-03-15      | 8.6250%  | 0.0000% | $2535000.00        | $2744565.28        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 31    | 2031-07-15      | 5.2500%  | 0.0000% | $60000.00          | $57688.65          | Corporate Debt Securities |
| KENNEDY WILSON INC             SR GLBL NT 29    | 2029-03-01      | 4.7500%  | 0.0000% | $9947000.00        | $9291920.97        | Corporate Debt Securities |
| KODIAK GAS SVCS LLC            SR GLBL 144A 29  | 2029-02-15      | 7.2500%  | 0.0000% | $1647000.00        | $1716677.71        | Corporate Debt Securities |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 29  | 2029-02-01      | 4.1250%  | 0.0000% | $250000.00         | $237978.85         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 27    | 2027-05-15      | 5.2500%  | 0.0000% | $450000.00         | $428628.38         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 28  | 2028-02-15      | 9.2500%  | 0.0000% | $502000.00         | $532551.30         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 28  | 2028-02-15      | 9.2500%  | 0.0000% | $672000.00         | $712897.36         | Corporate Debt Securities |
| DANA INC                       SR GLBL NT 28    | 2028-06-15      | 5.6250%  | 0.0000% | $87000.00          | $88975.01          | Corporate Debt Securities |
| KENNEDY WILSON INC             SR GLBL NT 29    | 2029-03-01      | 4.7500%  | 0.0000% | $10250000.00       | $9574966.32        | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29  | 2029-03-01      | 9.7500%  | 0.0000% | $500000.00         | $530112.08         | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30    | 2030-10-01      | 12.2500% | 0.0000% | $5800000.00        | $6527473.06        | Corporate Debt Securities |
| GRAY MEDIA INC                 SR SEC GLBL 29   | 2029-07-15      | 10.5000% | 0.0000% | $1335000.00        | $1473472.88        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33  | 2033-01-15      | 7.3750%  | 0.0000% | $473000.00         | $453179.53         | Corporate Debt Securities |
| KAISER ALUMINIUM CORPORATION   SR GLBL 144A 28  | 2028-03-01      | 4.6250%  | 0.0000% | $2000.00           | $1965.17           | Corporate Debt Securities |
| HUDBAY MINERALS INC            SR GLBL 144A 29  | 2029-04-01      | 6.1250%  | 0.0000% | $100000.00         | $101310.82         | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 28    | 2028-07-15      | 8.8750%  | 0.0000% | $200000.00         | $215878.25         | Corporate Debt Securities |
| HUDBAY MINERALS INC            SR GLBL 144A 29  | 2029-04-01      | 6.1250%  | 0.0000% | $1200000.00        | $1215729.83        | Corporate Debt Securities |
| KAISER ALUMINIUM CORPORATION   SR GLBL 144A 28  | 2028-03-01      | 4.6250%  | 0.0000% | $594000.00         | $583654.91         | Corporate Debt Securities |
| MAGNERA CORP                   SR GLBL 144A 29  | 2029-11-15      | 4.7500%  | 0.0000% | $3037000.00        | $2585881.49        | Corporate Debt Securities |
| KRAKEN OIL & GAS PARTNERS LLC  SR 144A NT 29    | 2029-08-15      | 7.6250%  | 0.0000% | $250000.00         | $243277.40         | Corporate Debt Securities |
| KOHLS CORP                     SR GLBL NT 45    | 2045-07-17      | 5.5500%  | 0.0000% | $1800000.00        | $911689.50         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32  | 2032-04-01      | 7.6250%  | 0.0000% | $80000.00          | $76948.52          | Corporate Debt Securities |
| ILIAD HLDG S A S               SR SEC 144A NT28 | 2028-10-15      | 7.0000%  | 0.0000% | $250000.00         | $256552.50         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 29    | 2029-02-01      | 4.3750%  | 0.0000% | $656000.00         | $547511.90         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 29    | 2029-02-01      | 4.3750%  | 0.0000% | $1104000.00        | $921422.47         | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT 29  | 2029-11-15      | 11.0000% | 0.0000% | $49510.00          | $56275.71          | Corporate Debt Securities |
| EVERGREEN ACQCO 1 LP / TVI INC SR SEC 144A NT28 | 2028-04-26      | 9.7500%  | 0.0000% | $630000.00         | $676120.72         | Corporate Debt Securities |
| INTELSAT JACKSON HOLDINGS S A  SR SEC 144A NT30 | 2030-03-15      | 6.5000%  | 0.0000% | $18000.00          | $18023.07          | Corporate Debt Securities |
| MATADOR RES CO                 SR GLBL 144A 32  | 2032-04-15      | 6.5000%  | 0.0000% | $478000.00         | $472022.61         | Corporate Debt Securities |
| LFS TOPCO LLC                  SR 144A NT 26    | 2026-10-15      | 5.8750%  | 0.0000% | $400000.00         | $399061.50         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 9%30  | 2030-06-15      | 9.0000%  | 0.0000% | $1033000.00        | $983333.36         | Corporate Debt Securities |
| LIGHT & WONDER INTL INC        SR GLBL 144A 31  | 2031-09-01      | 7.5000%  | 0.0000% | $989000.00         | $1039945.04        | Corporate Debt Securities |
| INTELSAT JACKSON HOLDINGS S A  SR SEC 144A NT30 | 2030-03-15      | 6.5000%  | 0.0000% | $44000.00          | $44056.39          | Corporate Debt Securities |
| JELD-WEN HLDG INC              SR GLBL 144A 32  | 2032-09-01      | 7.0000%  | 0.0000% | $1227000.00        | $930379.57         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 9%30  | 2030-06-15      | 9.0000%  | 0.0000% | $96000.00          | $91384.32          | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 28    | 2028-02-15      | 5.9500%  | 0.0000% | $10442000.00       | $9075394.55        | Corporate Debt Securities |
| STL HLDG CO LLC                SR GLBL 144A 29  | 2029-02-15      | 8.7500%  | 0.0000% | $273000.00         | $292183.94         | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT5.5%27 | 2027-12-15      | 5.5000%  | 0.0000% | $205000.00         | $203710.21         | Corporate Debt Securities |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29   | 2029-10-31      | 8.6250%  | 0.0000% | $820000.00         | $840644.53         | Corporate Debt Securities |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29   | 2029-10-31      | 8.6250%  | 0.0000% | $1897000.00        | $1944759.35        | Corporate Debt Securities |
| LIGHT & WONDER INTL INC        SR GLBL 144A 29  | 2029-11-15      | 7.2500%  | 0.0000% | $799000.00         | $823857.56         | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT 29    | 2029-06-15      | 8.3750%  | 0.0000% | $764000.00         | $804914.00         | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT 29    | 2029-06-15      | 8.3750%  | 0.0000% | $1148000.00        | $1209478.11        | Corporate Debt Securities |
| STRATHCONA RESOURCES LIMITED   SR 144A NT 26    | 2026-08-01      | 6.8750%  | 0.0000% | $1550000.00        | $1591254.33        | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT5.5%27 | 2027-12-15      | 5.5000%  | 0.0000% | $1948000.00        | $1935743.83        | Corporate Debt Securities |
| STUDIO CITY FIN LTD            SR GLBL 144A 29  | 2029-01-15      | 5.0000%  | 0.0000% | $300000.00         | $276006.00         | Corporate Debt Securities |
| UPC BROADBAND FINCO B V        SR SEC GLBL 31   | 2031-07-15      | 4.8750%  | 0.0000% | $218000.00         | $205790.09         | Corporate Debt Securities |
| TRANSOCEAN INC                 SR SEC GLBL 30   | 2030-02-15      | 8.7500%  | 0.0000% | $1399000.00        | $1159660.01        | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT 32    | 2032-06-15      | 8.8750%  | 0.0000% | $6000.00           | $6283.61           | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 27  | 2027-03-01      | 6.0000%  | 0.0000% | $502000.00         | $509381.07         | Corporate Debt Securities |
| LIGHT & WONDER INTL INC        SR GLBL 144A 29  | 2029-11-15      | 7.2500%  | 0.0000% | $2500000.00        | $2577777.08        | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 27  | 2027-03-01      | 6.0000%  | 0.0000% | $2498000.00        | $2534728.93        | Corporate Debt Securities |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT31 | 2031-01-15      | 7.0000%  | 0.0000% | $3510000.00        | $3676128.30        | Corporate Debt Securities |
| ATI INC                        SR GLBL NT 27    | 2027-12-01      | 5.8750%  | 0.0000% | $284000.00         | $292557.43         | Corporate Debt Securities |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GLBL 28   | 2028-11-15      | 6.5000%  | 0.0000% | $1800000.00        | $1392783.00        | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        SR GLBL NT 5%29  | 2029-10-01      | 5.0000%  | 0.0000% | $400000.00         | $364549.78         | Corporate Debt Securities |
| ALBION FING 1 S A R L & AGGRE  SR SEC GLBL 30   | 2030-05-21      | 7.0000%  | 0.0000% | $18020000.00       | $18314266.60       | Corporate Debt Securities |
| AAG FH UK PLC/GL AU HL PLC     SR 144A NT 29    | 2029-08-15      | 11.5000% | 0.0000% | $200000.00         | $198205.89         | Corporate Debt Securities |
| GEO GROUP INC                  SR GLBL NT 31    | 2031-04-15      | 10.2500% | 0.0000% | $357000.00         | $395756.81         | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28 | 2028-02-15      | 7.7500%  | 0.0000% | $24997000.00       | $26397936.03       | Corporate Debt Securities |
| HERTZ CORP                     SR SEC GLBL 29   | 2029-07-15      | 12.6250% | 0.0000% | $527000.00         | $565783.91         | Corporate Debt Securities |
| HERTZ CORP                     SR SEC GLBL 29   | 2029-07-15      | 12.6250% | 0.0000% | $609000.00         | $653818.59         | Corporate Debt Securities |
| CIVITAS RESOURCES INC          SR GLBL 144A 28  | 2028-07-01      | 8.3750%  | 0.0000% | $2000.00           | $2080.43           | Corporate Debt Securities |
| COREWEAVE INC                  SR GLBL 144A 30  | 2030-06-01      | 9.2500%  | 0.0000% | $8827000.00        | $8850222.37        | Corporate Debt Securities |
| COREWEAVE INC                  SR GLBL 144A 30  | 2030-06-01      | 9.2500%  | 0.0000% | $17000000.00       | $17044724.17       | Corporate Debt Securities |
| COREWEAVE INC                  SR GLBL 144A 30  | 2030-06-01      | 9.2500%  | 0.0000% | $33429000.00       | $33516946.13       | Corporate Debt Securities |
| DANA INC                       SR GLBL NT 27    | 2027-11-15      | 5.3750%  | 0.0000% | $3000.00           | $2992.77           | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL 30   | 2030-11-30      | 6.7500%  | 0.0000% | $2653000.00        | $2351009.01        | Corporate Debt Securities |
| FOOT LOCKER INC                SR GLBL 144A 29  | 2029-10-01      | 4.0000%  | 0.0000% | $50000.00          | $47965.28          | Corporate Debt Securities |
| DANA INC                       SR GLBL NT4.5%32 | 2032-02-15      | 4.5000%  | 0.0000% | $1050000.00        | $999300.75         | Corporate Debt Securities |
| DANA INC                       SR GLBL NT4.5%32 | 2032-02-15      | 4.5000%  | 0.0000% | $1711000.00        | $1628384.36        | Corporate Debt Securities |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28  | 2028-08-15      | 8.2500%  | 0.0000% | $203000.00         | $213737.18         | Corporate Debt Securities |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28  | 2028-08-15      | 8.2500%  | 0.0000% | $997000.00         | $1049733.82        | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 30  | 2030-04-15      | 4.6250%  | 0.0000% | $285000.00         | $271462.86         | Corporate Debt Securities |
| PEBBLEBROOK HOTEL L P / PEB FI SR GLBL 144A 29  | 2029-10-15      | 6.3750%  | 0.0000% | $2000000.00        | $1994637.50        | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL NT 27    | 2027-01-15      | 6.6250%  | 0.0000% | $90000.00          | $92309.74          | Corporate Debt Securities |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT30 | 2030-12-15      | 6.6250%  | 0.0000% | $1261000.00        | $1313261.62        | Corporate Debt Securities |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL 144A 32  | 2032-01-15      | 8.2500%  | 0.0000% | $69000.00          | $73792.57          | Corporate Debt Securities |
| FERTITTA ENTMT LLC / FERTITTA  SR SEC 144A NT29 | 2029-01-15      | 4.6250%  | 0.0000% | $13163000.00       | $12570714.36       | Corporate Debt Securities |
| DANA INC                       SR GLBL NT4.5%32 | 2032-02-15      | 4.5000%  | 0.0000% | $1845000.00        | $1755914.18        | Corporate Debt Securities |
| FOOT LOCKER INC                SR GLBL 144A 29  | 2029-10-01      | 4.0000%  | 0.0000% | $776000.00         | $744421.11         | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 8%33  | 2033-03-01      | 8.0000%  | 0.0000% | $9965000.00        | $10068027.03       | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30   | 2030-05-15      | 8.7500%  | 0.0000% | $3047000.00        | $3205675.06        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30   | 2030-05-15      | 8.7500%  | 0.0000% | $4726000.00        | $4972110.39        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30   | 2030-05-15      | 8.7500%  | 0.0000% | $5104000.00        | $5369795.05        | Corporate Debt Securities |
| HELIOS SOFTWARE HLDGS INC      SR SEC 144A NT29 | 2029-05-01      | 8.7500%  | 0.0000% | $4582000.00        | $4706074.20        | Corporate Debt Securities |
| MAGNERA CORP                   SR GLBL 144A 29  | 2029-11-15      | 4.7500%  | 0.0000% | $306000.00         | $260546.51         | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 12%28 | 2028-10-01      | 12.0000% | 0.0000% | $2543000.00        | $2781728.36        | Corporate Debt Securities |
| EVERARC ESCROW S AR L          SR SEC 144A NT29 | 2029-10-30      | 5.0000%  | 0.0000% | $31000.00          | $29672.48          | Corporate Debt Securities |
| GARDEN SPINCO CORP             SR 144A NT 30    | 2030-07-20      | 8.6250%  | 0.0000% | $8000.00           | $8580.29           | Corporate Debt Securities |
| DYE & DURHAM CORP              SR SEC 144A NT29 | 2029-04-15      | 8.6250%  | 0.0000% | $910000.00         | $951724.64         | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR SEC GLBL 27   | 2027-02-15      | 4.6250%  | 0.0000% | $1500000.00        | $1500599.37        | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29  | 2029-03-01      | 9.7500%  | 0.0000% | $17000.00          | $18023.81          | Corporate Debt Securities |
| GARDEN SPINCO CORP             SR 144A NT 30    | 2030-07-20      | 8.6250%  | 0.0000% | $502000.00         | $538412.99         | Corporate Debt Securities |
| HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29   | 2029-06-01      | 5.0000%  | 0.0000% | $3112000.00        | $3000251.54        | Corporate Debt Securities |
| HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29   | 2029-06-01      | 5.0000%  | 0.0000% | $3153000.00        | $3039779.27        | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32 | 2032-05-15      | 7.5000%  | 0.0000% | $1425000.00        | $1469096.62        | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28 | 2028-02-15      | 7.7500%  | 0.0000% | $6000.00           | $6336.27           | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC 144A NT29 | 2029-04-15      | 6.6250%  | 0.0000% | $1291000.00        | $1313142.26        | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40    | 2040-10-01      | 6.2500%  | 0.0000% | $1634000.00        | $1212106.19        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29  | 2029-02-15      | 4.2500%  | 0.0000% | $484000.00         | $465010.66         | Corporate Debt Securities |
| PERRIGO FINANCE UNLIMITED COMP SR NT 4.9%44     | 2044-12-15      | 4.9000%  | 0.0000% | $682000.00         | $541084.02         | Corporate Debt Securities |
| SS&C TECHNOLOGIES INC          SR GLBL 144A 32  | 2032-06-01      | 6.5000%  | 0.0000% | $85000.00          | $89839.85          | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL NT 29    | 2029-09-15      | 6.6250%  | 0.0000% | $11000.00          | $10817.31          | Corporate Debt Securities |
| ROCKCLIFF ENERGY II LLC        SR 144A NT5.5%29 | 2029-10-15      | 5.5000%  | 0.0000% | $40000.00          | $38080.20          | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 27  | 2027-05-13      | 6.6250%  | 0.0000% | $303000.00         | $304090.93         | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR GLBL 144A 34  | 2034-05-15      | 7.8750%  | 0.0000% | $2051000.00        | $1774978.98        | Corporate Debt Securities |
| ROCKCLIFF ENERGY II LLC        SR 144A NT5.5%29 | 2029-10-15      | 5.5000%  | 0.0000% | $1215000.00        | $1156686.07        | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 31  | 2031-05-15      | 7.2500%  | 0.0000% | $25000.00          | $25094.77          | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL 144A 32  | 2032-08-01      | 7.0000%  | 0.0000% | $2000000.00        | $1972057.78        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32    | 2032-05-15      | 6.8750%  | 0.0000% | $2500000.00        | $2530503.47        | Corporate Debt Securities |
| UPBOUND GROUP INC              SR GLBL 144A 29  | 2029-02-15      | 6.3750%  | 0.0000% | $2017000.00        | $1971766.25        | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 27  | 2027-05-13      | 6.6250%  | 0.0000% | $2531000.00        | $2540112.65        | Corporate Debt Securities |
| RIVERS ENT BOR LLC/FIN CORP    SR SEC GLBL 33   | 2033-02-01      | 6.6250%  | 0.0000% | $53000.00          | $53513.53          | Corporate Debt Securities |
| POST HLDGS INC                 SR 144A NT 33    | 2033-03-01      | 6.3750%  | 0.0000% | $181000.00         | $182502.38         | Corporate Debt Securities |
| RYAN SPECIALTY LLC             SR SEC GLBL 32   | 2032-08-01      | 5.8750%  | 0.0000% | $248000.00         | $251122.35         | Corporate Debt Securities |
| DOMTAR CORP                    SR SEC 144A NT28 | 2028-10-01      | 6.7500%  | 0.0000% | $21706000.00       | $19235260.29       | Corporate Debt Securities |
| PROG HOLDINGS INC              SR GLBL 144A 29  | 2029-11-15      | 6.0000%  | 0.0000% | $47000.00          | $44723.32          | Corporate Debt Securities |
| PRECISION DRILLING CORP        SR GLBL 144A 29  | 2029-01-15      | 6.8750%  | 0.0000% | $2000000.00        | $1968042.50        | Corporate Debt Securities |
| SATURN OIL & GAS INC           2LIEN SNK 144A29 | 2029-06-15      | 9.6250%  | 0.0000% | $18000.00          | $17385.56          | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL 144A 31  | 2031-03-15      | 7.5000%  | 0.0000% | $2428000.00        | $2423908.82        | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL NT 27    | 2027-05-15      | 5.3750%  | 0.0000% | $11000.00          | $10790.01          | Corporate Debt Securities |
| CONSENSUS CLOUD SOLUTIONS INC  SR GLBL 144A 28  | 2028-10-15      | 6.5000%  | 0.0000% | $300000.00         | $300553.50         | Corporate Debt Securities |
| LIGHT & WONDER INTL INC        SR GLBL 144A 28  | 2028-05-15      | 7.0000%  | 0.0000% | $1200000.00        | $1205912.00        | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40    | 2040-10-01      | 6.2500%  | 0.0000% | $911000.00         | $675782.58         | Corporate Debt Securities |
| COEUR MNG INC                  SR GLBL 144A 29  | 2029-02-15      | 5.1250%  | 0.0000% | $500000.00         | $489558.96         | Corporate Debt Securities |
| CLEARWATER PAPER CORP          SR GLBL 144A 28  | 2028-08-15      | 4.7500%  | 0.0000% | $76000.00          | $73474.84          | Corporate Debt Securities |
| CLEARWATER PAPER CORP          SR GLBL 144A 28  | 2028-08-15      | 4.7500%  | 0.0000% | $2923000.00        | $2825880.89        | Corporate Debt Securities |
| SIERRACOL ENERGY ANDINA LLC    SR REGS NT 6%28  | 2028-06-15      | 6.0000%  | 0.0000% | $549000.00         | $513984.78         | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL 144A 29  | 2029-11-15      | 4.6250%  | 0.0000% | $50000.00          | $41214.85          | Corporate Debt Securities |
| CALPINE CORPORATION            SR GLBL 144A 31  | 2031-02-01      | 5.0000%  | 0.0000% | $39000.00          | $38493.69          | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL 144A 33  | 2033-01-15      | 8.0000%  | 0.0000% | $1323000.00        | $1214337.60        | Corporate Debt Securities |
| CALPINE CORPORATION            SR GLBL 144A 29  | 2029-02-01      | 4.6250%  | 0.0000% | $267000.00         | $264746.04         | Corporate Debt Securities |
| SATURN OIL & GAS INC           2LIEN SNK 144A29 | 2029-06-15      | 9.6250%  | 0.0000% | $1397000.00        | $1349312.82        | Corporate Debt Securities |
| SATURN OIL & GAS INC           2LIEN SNK 144A29 | 2029-06-15      | 9.6250%  | 0.0000% | $1999000.00        | $1930763.30        | Corporate Debt Securities |
| MAUSER PACKAGING SOLUTIONS     SR SEC 144A NT27 | 2027-04-15      | 7.8750%  | 0.0000% | $4591000.00        | $4751220.16        | Corporate Debt Securities |
| LCM INVESTMENTS HOLDINGS II LL SR 144A NT 29    | 2029-05-01      | 4.8750%  | 0.0000% | $884000.00         | $854586.74         | Corporate Debt Securities |
| W & T OFFSHORE INC             SR SEC GLBL 29   | 2029-02-01      | 10.7500% | 0.0000% | $2647000.00        | $2368192.96        | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 29  | 2029-12-15      | 5.1250%  | 0.0000% | $310000.00         | $295581.77         | Corporate Debt Securities |
| WALGREEN CO                    SR NT 4.4%42     | 2042-09-15      | 4.4000%  | 0.0000% | $1147000.00        | $1033787.28        | Corporate Debt Securities |
| PITNEY BOWES INC               SR GLBL REGS 29  | 2029-03-15      | 7.2500%  | 0.0000% | $25000.00          | $25423.35          | Corporate Debt Securities |
| VOYAGER PARENT LLC             SR SEC GLBL 32   | 2032-07-01      | 9.2500%  | 0.0000% | $81343000.00       | $84560454.58       | Corporate Debt Securities |
| ARIS MINING CORPORATION        SR REGS NT 8%29  | 2029-10-31      | 8.0000%  | 0.0000% | $200000.00         | $205533.33         | Corporate Debt Securities |
| WEX INC                        SR GLBL 144A 33  | 2033-03-15      | 6.5000%  | 0.0000% | $8610000.00        | $8645616.70        | Corporate Debt Securities |
| MGM CHINA HOLDINGS LIMITED     SR GLBL REGS 31  | 2031-06-26      | 7.1250%  | 0.0000% | $292000.00         | $306176.36         | Corporate Debt Securities |
| WALGREENS BOOTS ALLIANCE INC   SR NT 4.5%34     | 2034-11-18      | 4.5000%  | 0.0000% | $867000.00         | $823355.22         | Corporate Debt Securities |
| XEROX ISSUER CORPORATION       2LIEN GLBL 31    | 2031-04-15      | 13.5000% | 0.0000% | $2000.00           | $2023.67           | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR REGS NT 27    | 2027-01-15      | 6.6250%  | 0.0000% | $9024000.00        | $9226171.44        | Corporate Debt Securities |
| XEROX HOLDINGS CORP            SR GLBL 144A 28  | 2028-08-15      | 5.5000%  | 0.0000% | $23000.00          | $16467.81          | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 28  | 2028-08-26      | 5.6250%  | 0.0000% | $300000.00         | $293780.25         | Corporate Debt Securities |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29  | 2029-02-01      | 3.8750%  | 0.0000% | $100000.00         | $94013.90          | Corporate Debt Securities |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29  | 2029-02-01      | 3.8750%  | 0.0000% | $800000.00         | $752111.22         | Corporate Debt Securities |
| GOLOMT BANK JSC                SR REGS NT 11%27 | 2027-05-20      | 11.0000% | 0.0000% | $500000.00         | $510212.78         | Corporate Debt Securities |
| XHR LP                         SR GLBL 144A 30  | 2030-05-15      | 6.6250%  | 0.0000% | $1400000.00        | $1403878.58        | Corporate Debt Securities |
| WILDFIRE INTER HLDGS LLC       SR 144A NT7.5%29 | 2029-10-15      | 7.5000%  | 0.0000% | $93000.00          | $91029.79          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30  | 2030-08-15      | 4.5000%  | 0.0000% | $93000.00          | $88591.34          | Corporate Debt Securities |
| BOMBARDIER INC                 SR GLBL 144A 30  | 2030-11-15      | 8.7500%  | 0.0000% | $1199000.00        | $1290874.37        | Corporate Debt Securities |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 31  | 2031-11-15      | 5.7500%  | 0.0000% | $6552000.00        | $6584470.62        | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT     | 2500-12-31      | 10.2500% | 0.0000% | $834000.00         | $934942.50         | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL NT 32    | 2032-05-15      | 6.6250%  | 0.0000% | $118000.00         | $109672.79         | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT     | 2500-12-31      | 10.2500% | 0.0000% | $6428000.00        | $7206007.62        | Corporate Debt Securities |
| NCL CORP LTD                   SR 144A NT 32    | 2032-02-01      | 6.7500%  | 0.0000% | $12000.00          | $12280.56          | Corporate Debt Securities |
| NCR ATLEOS ESCROW CORP         SR SEC 144A NT29 | 2029-04-01      | 9.5000%  | 0.0000% | $375000.00         | $415376.04         | Corporate Debt Securities |
| MIDAS OPCO HLDGS LLC           SR GLBL 144A 29  | 2029-08-15      | 5.6250%  | 0.0000% | $1378000.00        | $1320794.05        | Corporate Debt Securities |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 31  | 2031-11-15      | 5.7500%  | 0.0000% | $653000.00         | $656236.16         | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 29   | 2029-02-15      | 8.1250%  | 0.0000% | $11000.00          | $10686.01          | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL NT 27    | 2027-09-15      | 6.3750%  | 0.0000% | $228000.00         | $231383.80         | Corporate Debt Securities |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 32  | 2032-02-01      | 7.1250%  | 0.0000% | $74000.00          | $78864.17          | Corporate Debt Securities |
| NEWELL BRANDS INC              CR SEN SR GLBL46 | 2046-04-01      | 7.0000%  | 0.0000% | $1464000.00        | $1222809.25        | Corporate Debt Securities |
| NABORS INDS INC                SR GLBL 144A 27  | 2027-05-15      | 7.3750%  | 0.0000% | $5000.00           | $4825.86           | Corporate Debt Securities |
| NABORS INDS INC                SR GLBL 144A 27  | 2027-05-15      | 7.3750%  | 0.0000% | $5632000.00        | $5435853.87        | Corporate Debt Securities |
| BAUSCH PLUS LOMB CORP          SR SEC GLBL 28   | 2028-10-01      | 8.3750%  | 0.0000% | $4733000.00        | $4975451.21        | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 27  | 2027-09-15      | 6.2500%  | 0.0000% | $2394000.00        | $2383540.21        | Corporate Debt Securities |
| CVR PARTNERS LP/CVR NITROGEN   SR SEC GLBL 28   | 2028-06-15      | 6.1250%  | 0.0000% | $370000.00         | $378647.98         | Corporate Debt Securities |
| BLUELINX HLDGS INC             SR SEC GLBL 29   | 2029-11-15      | 6.0000%  | 0.0000% | $497000.00         | $468969.20         | Corporate Debt Securities |
| BOMBARDIER INC                 SR 144A NT 6%28  | 2028-02-15      | 6.0000%  | 0.0000% | $90000.00          | $91519.20          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 34  | 2034-01-15      | 4.2500%  | 0.0000% | $2087000.00        | $1840227.90        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 28  | 2028-02-01      | 5.0000%  | 0.0000% | $446000.00         | $444986.59         | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 26  | 2026-07-15      | 6.6250%  | 0.0000% | $1113000.00        | $1139259.84        | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 26  | 2026-02-01      | 7.1250%  | 0.0000% | $89000.00          | $91145.09          | Corporate Debt Securities |
| CALPINE CORPORATION            SR GLBL 144A 28  | 2028-03-15      | 5.1250%  | 0.0000% | $265000.00         | $265659.08         | Corporate Debt Securities |
| BOMBARDIER INC                 SR 144A NT 31    | 2031-07-01      | 7.2500%  | 0.0000% | $31000.00          | $32879.13          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29  | 2029-09-01      | 6.3750%  | 0.0000% | $2013000.00        | $2070975.24        | Corporate Debt Securities |
| BOMBARDIER INC                 SR GLBL 144A 30  | 2030-11-15      | 8.7500%  | 0.0000% | $1870000.00        | $2013290.31        | Corporate Debt Securities |
| CALDERYS FING LLC              SR SEC GLBL 28   | 2028-06-01      | 11.2500% | 0.0000% | $3820000.00        | $4274570.45        | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29  | 2029-06-15      | 8.2500%  | 0.0000% | $8000.00           | $8315.22           | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29  | 2029-06-15      | 8.2500%  | 0.0000% | $2096000.00        | $2178587.64        | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 30  | 2030-02-15      | 4.8750%  | 0.0000% | $428000.00         | $377623.86         | Corporate Debt Securities |
| BLUELINX HLDGS INC             SR SEC GLBL 29   | 2029-11-15      | 6.0000%  | 0.0000% | $298000.00         | $281192.80         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC-A1 144A28 | 2028-12-01      | 9.0000%  | 0.0000% | $7058000.00        | $6773844.92        | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29  | 2029-06-15      | 5.0000%  | 0.0000% | $82000.00          | $75239.65          | Corporate Debt Securities |
| BOMBARDIER INC                 SR GLBL 144A 27  | 2027-04-15      | 7.8750%  | 0.0000% | $2000.00           | $2030.09           | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29  | 2029-06-15      | 5.0000%  | 0.0000% | $80000.00          | $73404.53          | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT     | 2500-12-31      | 10.2500% | 0.0000% | $18798000.00       | $21073200.27       | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 30  | 2030-03-01      | 6.2500%  | 0.0000% | $1381000.00        | $1389011.72        | Corporate Debt Securities |
| NCR VOYIX CORPORATION          SR GLBL 144A 29  | 2029-04-15      | 5.1250%  | 0.0000% | $9000.00           | $8835.63           | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL 144A 28  | 2028-06-01      | 8.5000%  | 0.0000% | $550000.00         | $571251.39         | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 29  | 2029-02-15      | 7.7500%  | 0.0000% | $4000.00           | $4288.02           | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 30  | 2030-03-01      | 6.2500%  | 0.0000% | $1572000.00        | $1581119.78        | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL NT 27    | 2027-09-15      | 6.3750%  | 0.0000% | $1135000.00        | $1151844.82        | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 31  | 2031-09-15      | 4.5000%  | 0.0000% | $1526000.00        | $1406842.29        | Corporate Debt Securities |
| PRECISION DRILLING CORP        SR GLBL 144A 29  | 2029-01-15      | 6.8750%  | 0.0000% | $100000.00         | $98402.12          | Corporate Debt Securities |
| PRECISION DRILLING CORP        SR GLBL 144A 29  | 2029-01-15      | 6.8750%  | 0.0000% | $133000.00         | $130874.83         | Corporate Debt Securities |
| PITNEY BOWES INC               SR GLBL 144A 29  | 2029-03-15      | 7.2500%  | 0.0000% | $262000.00         | $266436.75         | Corporate Debt Securities |
| NOBLE FIN II LLC               SR GLBL 144A 30  | 2030-04-15      | 8.0000%  | 0.0000% | $930000.00         | $941736.60         | Corporate Debt Securities |
| NOBLE FIN II LLC               SR GLBL 144A 30  | 2030-04-15      | 8.0000%  | 0.0000% | $2321000.00        | $2350291.02        | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT 30    | 2030-01-15      | 5.6250%  | 0.0000% | $900000.00         | $829812.38         | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL NT 32    | 2032-05-15      | 6.6250%  | 0.0000% | $1379000.00        | $1281684.54        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31  | 2031-09-15      | 5.7500%  | 0.0000% | $250000.00         | $244242.29         | Corporate Debt Securities |
| PITNEY BOWES INC               SR GLBL 144A 29  | 2029-03-15      | 7.2500%  | 0.0000% | $535000.00         | $544059.78         | Corporate Debt Securities |
| PITNEY BOWES INC               SR GLBL 144A 29  | 2029-03-15      | 7.2500%  | 0.0000% | $1990000.00        | $2023698.99        | Corporate Debt Securities |
| REALOGY GRP LLC/REALOGY CO     2LIEN GLBL 30    | 2030-04-15      | 7.0000%  | 0.0000% | $2800000.00        | $2567824.00        | Corporate Debt Securities |
| PATRICK INDS INC               SR GLBL 144A 32  | 2032-11-01      | 6.3750%  | 0.0000% | $2230000.00        | $2209362.28        | Corporate Debt Securities |
| PEBBLEBROOK HOTEL L P / PEB FI SR GLBL 144A 29  | 2029-10-15      | 6.3750%  | 0.0000% | $2000.00           | $1994.64           | Corporate Debt Securities |
| PEBBLEBROOK HOTEL L P / PEB FI SR GLBL 144A 29  | 2029-10-15      | 6.3750%  | 0.0000% | $800000.00         | $797855.00         | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 27  | 2027-09-30      | 6.7500%  | 0.0000% | $48000.00          | $49365.12          | Corporate Debt Securities |
| OT MIDCO INC                   SR SEC GLBL 30   | 2030-02-15      | 10.0000% | 0.0000% | $1239000.00        | $1073764.21        | Corporate Debt Securities |
| UPBOUND GROUP INC              SR GLBL 144A 29  | 2029-02-15      | 6.3750%  | 0.0000% | $883000.00         | $863197.62         | Corporate Debt Securities |
| CLARIOS GLOBAL LP              SR SEC GLBL 26   | 2026-05-15      | 6.2500%  | 0.0000% | $712000.00         | $714950.65         | Corporate Debt Securities |
| PERU LNG S.R.L.                SR GLBL REGS 30  | 2030-03-22      | 5.3750%  | 0.0000% | $5597000.00        | $4367468.22        | Corporate Debt Securities |
| ZIPRECRUITER INC               SR GLBL 144A 30  | 2030-01-15      | 5.0000%  | 0.0000% | $855000.00         | $747252.90         | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 28  | 2028-08-26      | 5.6250%  | 0.0000% | $425000.00         | $416188.69         | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 28  | 2028-08-26      | 5.6250%  | 0.0000% | $500000.00         | $489633.75         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC REGS NT30 | 2030-02-14      | 9.6250%  | 0.0000% | $4351000.00        | $3995698.55        | Corporate Debt Securities |
| CONSTELLATION OIL SVCS HLDG SA SR SEC REGS 29   | 2029-11-07      | 9.3750%  | 0.0000% | $200000.00         | $199539.92         | Corporate Debt Securities |
| BOMBARDIER INC                 SR REGS NT7.5%29 | 2029-02-01      | 7.5000%  | 0.0000% | $350000.00         | $370605.08         | Corporate Debt Securities |
| AI CANDELARIA SPAIN S.A.       SR SEC GLBL 33   | 2033-06-15      | 5.7500%  | 0.0000% | $500000.00         | $435602.08         | Corporate Debt Securities |
| AI CANDELARIA SPAIN S.A.       SR SEC GLBL 33   | 2033-06-15      | 5.7500%  | 0.0000% | $600000.00         | $522722.50         | Corporate Debt Securities |
| MGM CHINA HOLDINGS LIMITED     SR GLBL REGS 25  | 2025-06-18      | 5.2500%  | 0.0000% | $900000.00         | $919390.50         | Corporate Debt Securities |
| VZ SECD FING BV                SR SEC REGS NT32 | 2032-01-15      | 5.0000%  | 0.0000% | $2000000.00        | $1765880.00        | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 29  | 2029-12-15      | 5.1250%  | 0.0000% | $640000.00         | $610233.33         | Corporate Debt Securities |

### Security 662: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.980000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18FVK2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP18FVK2
- **C.18 - Value (incl. sponsor support):** $149907244.50
- **C.18.a - Value (excl. sponsor support):** $149907244.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 5.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ONE NEW YORK PLAZATR 2020-1NYP C      20360115 FLT | 2036-01-15      | 6.6435%  | 0.0000% | $4160000.00        | $3945316.27        | Private Label Collateralized Mortgage Obligations |
| CFK TR 2020-MF2                E      20390317 FLT | 2039-03-17      | 3.4575%  | 0.0000% | $5000000.00        | $3685011.04        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      G      20380816 FLT | 2038-08-16      | 8.2935%  | 0.0000% | $2500000.00        | $843504.85         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         E      20370316 FLT | 2037-03-16      | 6.9630%  | 0.0000% | $9250000.00        | $7333837.10        | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2013-1515          D      20330310 3.6 | 2033-03-10      | 3.6332%  | 0.0000% | $1500000.00        | $1353308.62        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 6.1435%  | 0.0000% | $6800000.00        | $1037408.00        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          C      20470812 FLT | 2047-08-12      | 4.6455%  | 0.0000% | $15261000.00       | $11197639.91       | Private Label Collateralized Mortgage Obligations |
| CSWF TR 2018-TOP               HRR    20350815 FLT | 2035-08-15      | 10.7250% | 0.0000% | $26550000.00       | $19876408.82       | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R5              B3     20591225 FLT | 2059-12-25      | 4.5400%  | 0.0000% | $19438122.00       | $11595261.60       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 2021-230P   C      20381215 FLT | 2038-12-15      | 6.2416%  | 0.0000% | $6000000.00        | $5506434.00        | Private Label Collateralized Mortgage Obligations |
| FRESB MRTG TR 2025-SB118       A-7F   20311125 FLT | 2031-11-25      | 4.6400%  | 0.0000% | $2500000.00        | $2503517.34        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    D      20361215 FLT | 2036-12-15      | 6.4435%  | 0.0000% | $3750000.00        | $169824.19         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH H      20380615 FLT | 2038-06-15      | 8.0835%  | 0.0000% | $3880000.00        | $2886698.01        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC22       C      20470612 FLT | 2047-06-12      | 4.5731%  | 0.0000% | $4792000.00        | $3288653.20        | Private Label Collateralized Mortgage Obligations |
| LCCM MORTGAGE TR 2017-LC26     D      20500712 3.3 | 2050-07-12      | 3.3270%  | 0.0000% | $5000000.00        | $3818360.42        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC37  E      20490412 FLT | 2049-04-12      | 4.9108%  | 0.0000% | $6963239.00        | $4107461.17        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  C      20350615 FLT | 2035-06-15      | 6.0360%  | 0.0000% | $5300000.00        | $3575173.30        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2025-MN10  M-2    20450227 FLT | 2045-02-27      | 7.1720%  | 0.0000% | $3000000.00        | $2983147.99        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         F      20370316 FLT | 2037-03-16      | 7.7610%  | 0.0000% | $26607000.00       | $18466821.29       | Private Label Collateralized Mortgage Obligations |
| BX CM MTG 2021-VOLT            E      20360915 FLT | 2036-09-15      | 6.4432%  | 0.0000% | $6838000.00        | $6787977.18        | Private Label Collateralized Mortgage Obligations |
| DC OFFICE TRUST 2019-MTC       E      20450915 FLT | 2045-09-15      | 3.0720%  | 0.0000% | $871000.00         | $662609.48         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2016-P6  D      20491210 3.2 | 2049-12-10      | 3.2500%  | 0.0000% | $2820000.00        | $2060444.44        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2017-P8  D      20500916 3.0 | 2050-09-16      | 3.0000%  | 0.0000% | $500000.00         | $308504.83         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          C      20470912 FLT | 2047-09-12      | 4.7193%  | 0.0000% | $425000.00         | $392615.71         | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP                 C      20390118 FLT | 2039-01-18      | 6.4187%  | 0.0000% | $10856000.00       | $10796828.96       | Private Label Collateralized Mortgage Obligations |
| BX COML  MTG TR 2020-VIVA      E      20440311 3.6 | 2044-03-11      | 3.5488%  | 0.0000% | $1389000.00        | $1220095.82        | Private Label Collateralized Mortgage Obligations |
| HOMEWARD OPPORTI FD 2024-RRTL2 A2     20390925 FLT | 2039-09-25      | 6.3690%  | 0.0000% | $5000000.00        | $5000322.92        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2024-MN8   M-2    20440525 FLT | 2044-05-25      | 8.5720%  | 0.0000% | $2800000.00        | $2930508.93        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            A      20420212 3.3 | 2042-02-12      | 3.3580%  | 0.0000% | $5205000.00        | $3986811.68        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C3  F      20580117 FLT | 2058-01-17      | 4.2500%  | 0.0000% | $2000000.00        | $1449775.22        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND G      20360515 FLT | 2036-05-15      | 8.0935%  | 0.0000% | $5000000.00        | $33961.42          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  C      20580717 FLT | 2058-07-17      | 4.1680%  | 0.0000% | $3750000.00        | $3442284.46        | Private Label Collateralized Mortgage Obligations |
| MULTIFAMILY 7.41422 25MAY55 144A FR                | 2055-05-25      | 7.4142%  | 0.0000% | $5000000.00        | $4970134.75        | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       C      20500311 FLT | 2050-03-11      | 4.6666%  | 0.0000% | $3000000.00        | $2796750.55        | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024-WOLF     G      20390315 FLT | 2039-03-15      | 9.7647%  | 0.0000% | $20500000.00       | $20464691.41       | Private Label Collateralized Mortgage Obligations |
| LBA TR 2024-BOLT               E      20390615 FLT | 2039-06-15      | 8.0168%  | 0.0000% | $500000.00         | $501045.17         | Private Label Collateralized Mortgage Obligations |
| VISIO TRUST 2023-2             B-2    20581025 FLT | 2058-10-25      | 7.7323%  | 0.0000% | $1960000.00        | $1459853.48        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    F      20361215 FLT | 2036-12-15      | 7.7935%  | 0.0000% | $8181000.00        | $48259.31          | Private Label Collateralized Mortgage Obligations |

### Security 663: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.880000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18FVW6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP18FVW6
- **C.18 - Value (incl. sponsor support):** $499435725.00
- **C.18.a - Value (excl. sponsor support):** $499435725.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 5.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ANGEL OAK MTG TR 2024-10       A-1    20691025 FLT | 2069-10-25      | 5.3480%  | 0.0000% | $2520000.00        | $2300204.62        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2020-1        A-1    20591225 FLT | 2059-12-25      | 2.4660%  | 0.0000% | $250000.00         | $20292.02          | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST 2023-5C23 A-3    20561215 FLT | 2056-12-15      | 6.6750%  | 0.0000% | $1500000.00        | $1589196.12        | Private Label Collateralized Mortgage Obligations |
| ARBOR MTF MTG SEC TR 2021-MF2  A-4    20540615 2.2 | 2054-06-15      | 2.2515%  | 0.0000% | $17600000.00       | $15375812.48       | Private Label Collateralized Mortgage Obligations |
| PFS FIN CORP 2022-D            A      20270816 4.2 | 2027-08-16      | 4.2700%  | 0.0000% | $116000.00         | $116101.64         | Asset-Backed Securities                           |
| BPR COMMERCIAL MT TR 2024-PARK A      20391107 FLT | 2039-11-07      | 5.2180%  | 0.0000% | $6000000.00        | $6050588.14        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                A-4    20610517 FLT | 2061-05-17      | 4.2550%  | 0.0000% | $357004.00         | $354811.15         | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BN14                 A-S    20600917 FLT | 2060-09-17      | 4.4810%  | 0.0000% | $4583937.00        | $4426688.22        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         C      20370316 FLT | 2037-03-16      | 5.6470%  | 0.0000% | $12975000.00       | $11513144.65       | Private Label Collateralized Mortgage Obligations |
| BX 2021-VIEW TR                A      20360616 FLT | 2036-06-16      | 5.7235%  | 0.0000% | $3400000.00        | $3391192.59        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BN14                 A-4    20600917 FLT | 2060-09-17      | 4.2310%  | 0.0000% | $12000.00          | $11823.58          | Private Label Collateralized Mortgage Obligations |
| BNK 2021-BNK37                 A-2    20641118 2.5 | 2064-11-18      | 2.5130%  | 0.0000% | $30000.00          | $29059.87          | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      C      20380816 FLT | 2038-08-16      | 5.9935%  | 0.0000% | $1700000.00        | $1221269.71        | Private Label Collateralized Mortgage Obligations |
| BNK 2021-BNK37                 A-S    20641118 FLT | 2064-11-18      | 2.8510%  | 0.0000% | $1650000.00        | $1403251.80        | Private Label Collateralized Mortgage Obligations |
| BAYVIEW MSR OPPORT 2021-INV4   A-20   20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $2100680.00        | $1232873.53        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK21                A-4    20521018 FLT | 2052-10-18      | 2.6000%  | 0.0000% | $1500000.00        | $1282000.74        | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK33                A-5    20640516 2.5 | 2064-05-16      | 2.5560%  | 0.0000% | $120000.00         | $105339.96         | Private Label Collateralized Mortgage Obligations |
| BXP TR 2021-601L               A      20440115 2.6 | 2044-01-15      | 2.6180%  | 0.0000% | $5825000.00        | $4930005.90        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         D      20370316 FLT | 2037-03-16      | 5.9745%  | 0.0000% | $17000000.00       | $14583303.44       | Private Label Collateralized Mortgage Obligations |
| CSMC TR 2018-J1                B-2    20480225 FLT | 2048-02-25      | 3.5782%  | 0.0000% | $1160000.00        | $808661.13         | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2021-INV1            A-29   20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $240000.00         | $141880.11         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2022-B35 C      20550517 FLT | 2055-05-17      | 4.4431%  | 0.0000% | $2300000.00        | $1848271.21        | Private Label Collateralized Mortgage Obligations |
| PFS FINANCING CORP 2025-B      A      20300215 4.8 | 2030-02-15      | 4.8500%  | 0.0000% | $1651000.00        | $1670666.44        | Asset-Backed Securities                           |
| PFS FING CORP 2023-B           B      20280515 5.7 | 2028-05-15      | 5.7100%  | 0.0000% | $4600000.00        | $4640259.97        | Asset-Backed Securities                           |
| OBX TR 2024-NQM13              A-3    20640625 FLT | 2064-06-25      | 5.4210%  | 0.0000% | $2650000.00        | $2161401.32        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN RES TR 2024-INV3   A-1    20540625 FLT | 2054-06-25      | 6.5000%  | 0.0000% | $1550168.00        | $1334480.91        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2019-C49   A-5    20520315 4.0 | 2052-03-15      | 4.0230%  | 0.0000% | $500000.00         | $487813.38         | Private Label Collateralized Mortgage Obligations |
| GREYSTONE CRE NT LLC 2024-HC3  A      20410315 FLT | 2041-03-15      | 6.5436%  | 0.0000% | $10250000.00       | $10280201.68       | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR 2020-COR7 A-5    20530515 FLT | 2053-05-15      | 2.1798%  | 0.0000% | $619000.00         | $508381.57         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2020-C58  A-4    20530717 2.0 | 2053-07-17      | 2.0920%  | 0.0000% | $3800000.00        | $3278944.85        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-4          A-1    20550525 FLT | 2055-05-25      | 6.0000%  | 0.0000% | $28500000.00       | $28247891.36       | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST 2021-W52   A      20391017 FLT | 2039-10-17      | 5.8383%  | 0.0000% | $5000000.00        | $4957479.17        | Private Label Collateralized Mortgage Obligations |
| MF1 2024-FL14 LLC              A      20390321 FLT | 2039-03-21      | 6.0637%  | 0.0000% | $9000000.00        | $9025500.70        | Private Label Collateralized Mortgage Obligations |
| WELLS FARG CML MTG TR 2024-5C2 A-S    20571119 FLT | 2057-11-19      | 6.1454%  | 0.0000% | $160000.00         | $166569.83         | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMM MTG SEC 2019-FAME B      20340817 FLT | 2034-08-17      | 3.6553%  | 0.0000% | $4980000.00        | $4521563.84        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            A-2    20640125 FLT | 2064-01-25      | 6.2200%  | 0.0000% | $1511000.00        | $1130767.65        | Private Label Collateralized Mortgage Obligations |
| ILPT COML MTG TR 2022-LPF2     A      20391017 FLT | 2039-10-17      | 6.5737%  | 0.0000% | $9561438.00        | $9575675.42        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 2019-2      B-1    20571225 FLT | 2057-12-25      | 4.0000%  | 0.0000% | $500000.00         | $301115.10         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-4          A1     20580625 FLT | 2058-06-25      | 3.0000%  | 0.0000% | $5070000.00        | $1532744.83        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG 2021-C59 TR A-5    20540417 2.6 | 2054-04-17      | 2.6260%  | 0.0000% | $585000.00         | $507890.21         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2017-C42     D      20501216 2.8 | 2050-12-16      | 2.8000%  | 0.0000% | $4690000.00        | $3032265.83        | Private Label Collateralized Mortgage Obligations |
| WB COML MTG TR 2024-HQ         A      20400316 FLT | 2040-03-16      | 5.9365%  | 0.0000% | $1700000.00        | $1712267.51        | Private Label Collateralized Mortgage Obligations |
| WORLDWIDE PLAZA TR 2017-WWP    A      20361112 3.5 | 2036-11-12      | 3.5263%  | 0.0000% | $22855650.00       | $16230200.01       | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2025-INV1         A-3    20700225 FLT | 2070-02-25      | 5.9530%  | 0.0000% | $3000000.00        | $2925149.94        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2020-C56  A-5    20530617 2.4 | 2053-06-17      | 2.4480%  | 0.0000% | $160000.00         | $144006.40         | Private Label Collateralized Mortgage Obligations |
| WELLS FARG CML MTG TR 2024-5C2 A-3    20571119 FLT | 2057-11-19      | 5.9200%  | 0.0000% | $1970000.00        | $2055893.75        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2017-RC1   D      20600116 3.2 | 2060-01-16      | 3.2500%  | 0.0000% | $2035000.00        | $1777407.78        | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2019-HY2     B2     20580528 FLT | 2058-05-28      | 6.6892%  | 0.0000% | $5000000.00        | $5011345.36        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C3  A-S    20580117 FLT | 2058-01-17      | 6.3900%  | 0.0000% | $8000000.00        | $8391132.00        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C39 B      20500916 FLT | 2050-09-16      | 4.0250%  | 0.0000% | $64000.00          | $60067.80          | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C23      A-S    20500715 FLT | 2050-07-15      | 4.0040%  | 0.0000% | $800000.00         | $800721.96         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-SG1   C      20480917 FLT | 2048-09-17      | 4.4305%  | 0.0000% | $6976106.00        | $6514399.66        | Private Label Collateralized Mortgage Obligations |
| PFS FINANCING CORP 2025-A      A      20290116 FLT | 2029-01-16      | 4.9823%  | 0.0000% | $16000000.00       | $16020559.20       | Asset-Backed Securities                           |
| BANK 2022-BNK44                D      20551118 FLT | 2055-11-18      | 4.0000%  | 0.0000% | $4000000.00        | $3004420.89        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          B      20470912 FLT | 2047-09-12      | 4.5140%  | 0.0000% | $2880000.00        | $2792869.28        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK18                A-4    20620517 3.5 | 2062-05-17      | 3.5840%  | 0.0000% | $4000000.00        | $3773600.44        | Private Label Collateralized Mortgage Obligations |
| BANK5 2023-5YR4                A-3    20561215 6.5 | 2056-12-15      | 6.5000%  | 0.0000% | $9299000.00        | $8477325.11        | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK7                 A-5    20600917 3.4 | 2060-09-17      | 3.4350%  | 0.0000% | $810000.00         | $785733.28         | Private Label Collateralized Mortgage Obligations |
| BANK5 2025-5YR13               A-3    20580117 FLT | 2058-01-17      | 5.7530%  | 0.0000% | $22000.00          | $22828.33          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-LC23          D      20481013 FLT | 2048-10-13      | 3.5434%  | 0.0000% | $2547000.00        | $2194908.83        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-LC19          B      20480212 FLT | 2048-02-12      | 3.8290%  | 0.0000% | $7225000.00        | $7136569.41        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  B      20490617 3.9 | 2049-06-17      | 3.9901%  | 0.0000% | $7524000.00        | $6704465.21        | Private Label Collateralized Mortgage Obligations |
| COLT 2024-7 MORT LN TR 2024-7  A-3    20691225 FLT | 2069-12-25      | 5.9940%  | 0.0000% | $6525000.00        | $6200636.11        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  A-S    20580912 4.1 | 2058-09-12      | 4.1140%  | 0.0000% | $3750000.00        | $3722276.46        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-IG1      A-3    20430917 FLT | 2043-09-17      | 2.6866%  | 0.0000% | $11879000.00       | $10062727.09       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TR 2022-1   A-3    20520725 FLT | 2052-07-25      | 2.5000%  | 0.0000% | $3000000.00        | $1907294.32        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK19                A1     20610817 FLT | 2061-08-17      | 2.2630%  | 0.0000% | $350000.00         | $23991.01          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR  2022-B32     A-3    20550115 FLT | 2055-01-15      | 3.0416%  | 0.0000% | $565000.00         | $518804.57         | Private Label Collateralized Mortgage Obligations |
| IMPACT FDG MTG LN TR 2014-1    D      20470825 FLT | 2047-08-25      | 6.2328%  | 0.0000% | $1500000.00        | $1183592.78        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   A      20360616 FLT | 2036-06-16      | 5.7440%  | 0.0000% | $11675000.00       | $10976622.90       | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-P1    A-S    20480917 FLT | 2048-09-17      | 4.0330%  | 0.0000% | $3000000.00        | $2995841.42        | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK30                A-1    20531217 0.4 | 2053-12-17      | 0.4460%  | 0.0000% | $50000.00          | $5626.08           | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2019-2         B-3    20491225 FLT | 2049-12-25      | 3.9995%  | 0.0000% | $125000.00         | $98533.86          | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FIN MTG TR 2019-2    A-1    20591125 FLT | 2059-11-25      | 2.7390%  | 0.0000% | $43360000.00       | $4236361.78        | Private Label Collateralized Mortgage Obligations |
| GCAT 2023-NQM4 TRUST           A-1    20670525 FLT | 2067-05-25      | 4.2500%  | 0.0000% | $1000000.00        | $829838.20         | Private Label Collateralized Mortgage Obligations |
| BDS LLC 2024-FL13              A      20390920 FLT | 2039-09-20      | 5.9029%  | 0.0000% | $25764000.00       | $25656896.24       | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK15                A-S    20611117 FLT | 2061-11-17      | 4.5858%  | 0.0000% | $400000.00         | $392500.04         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-LC21          A-M    20480710 FLT | 2048-07-10      | 4.0430%  | 0.0000% | $800000.00         | $800873.49         | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R5              B2     20591225 FLT | 2059-12-25      | 4.5400%  | 0.0000% | $14044000.00       | $11456081.31       | Private Label Collateralized Mortgage Obligations |
| CSMC 2019-AFC1 TR              A-1    20490825 FLT | 2049-08-25      | 3.5730%  | 0.0000% | $22880000.00       | $2525693.85        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-2    A      20520517 3.3 | 2052-05-17      | 3.3760%  | 0.0000% | $1800000.00        | $68290.50          | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK8                 C      20501117 FLT | 2050-11-17      | 4.0910%  | 0.0000% | $2000000.00        | $1622641.06        | Private Label Collateralized Mortgage Obligations |
| CHI COML MTG TR 2025-SFT       B      20420417 FLT | 2042-04-17      | 5.8711%  | 0.0000% | $8458586.00        | $8426185.36        | Private Label Collateralized Mortgage Obligations |
| BENCHMRK MRTG TR 2022-B34      A-5    20550416 FLT | 2055-04-16      | 3.7860%  | 0.0000% | $3475000.00        | $3155862.37        | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR11               A-S    20571119 FLT | 2057-11-19      | 6.1390%  | 0.0000% | $330000.00         | $342429.88         | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R5              B1     20591225 FLT | 2059-12-25      | 4.5400%  | 0.0000% | $10152000.00       | $8597239.53        | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK31                A-S    20540218 2.2 | 2054-02-18      | 2.2110%  | 0.0000% | $905000.00         | $759796.45         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK36                A-5    20640917 2.4 | 2064-09-17      | 2.4700%  | 0.0000% | $148000.00         | $127878.77         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             A      20341115 FLT | 2034-11-15      | 5.2260%  | 0.0000% | $7750000.00        | $5243352.32        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2023-B39      A-5    20560717 5.7 | 2056-07-17      | 5.7536%  | 0.0000% | $14000000.00       | $14615717.70       | Private Label Collateralized Mortgage Obligations |
| CHI COML MTG TR 2025-SFT       A      20420417 FLT | 2042-04-17      | 5.4822%  | 0.0000% | $22000000.00       | $22265104.05       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CH COM TR 2019-BROOK A      20290917 FLT | 2029-09-17      | 5.9435%  | 0.0000% | $9735000.00        | $3571308.03        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2024-INV3              A-17   20540925 FLT | 2054-09-25      | 6.5000%  | 0.0000% | $2940000.00        | $2564706.88        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2025-INV2  A-1    20700225 FLT | 2070-02-25      | 5.6010%  | 0.0000% | $6725000.00        | $6632033.32        | Private Label Collateralized Mortgage Obligations |
| SHR TR 2024-LXRY               D      20411015 FLT | 2041-10-15      | 7.9287%  | 0.0000% | $8429000.00        | $8451578.16        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-6        B-5    20491225 FLT | 2049-12-25      | 4.2576%  | 0.0000% | $2761000.00        | $1791287.43        | Private Label Collateralized Mortgage Obligations |
| MFA TRUST 2023-INV1            M-1    20580225 FLT | 2058-02-25      | 6.6000%  | 0.0000% | $14372000.00       | $14172856.78       | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK15                A-3    20611117 4.1 | 2061-11-17      | 4.1380%  | 0.0000% | $100000.00         | $96737.27          | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    A      20530815 1.3 | 2053-08-15      | 1.3580%  | 0.0000% | $2735000.00        | $503752.86         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2020-3          A-1    20650427 FLT | 2065-04-27      | 1.5060%  | 0.0000% | $1375000.00        | $55145.96          | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  A      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $23988000.00       | $21358654.04       | Private Label Collateralized Mortgage Obligations |
| NYC COMMERCIAL MTG TR 2025-3BP A      20421215 FLT | 2042-12-15      | 5.5417%  | 0.0000% | $840000.00         | $836164.59         | Private Label Collateralized Mortgage Obligations |
| SPRUCE HILL MTG LN TR 2020-SH1 B-1    20500128 FLT | 2050-01-28      | 3.8270%  | 0.0000% | $9531000.00        | $9176912.49        | Private Label Collateralized Mortgage Obligations |
| GS MTG BKD SECS TR 2025-PJ4    A-5    20550925 FLT | 2055-09-25      | 5.5000%  | 0.0000% | $13500000.00       | $13285707.58       | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 2021-10      A-3    20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $2200000.00        | $1350483.52        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2023-NQM10           A-1    20631025 FLT | 2063-10-25      | 6.4650%  | 0.0000% | $1000000.00        | $701893.65         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-14       A-12   20520525 FLT | 2052-05-25      | 5.0000%  | 0.0000% | $600000.00         | $436464.47         | Private Label Collateralized Mortgage Obligations |
| OLYMPIC TOWER MTG TR 2017-OT   C      20390512 FLT | 2039-05-12      | 3.9453%  | 0.0000% | $5780000.00        | $4931566.03        | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TR 2017-1MKT  B      20320210 3.8 | 2032-02-10      | 3.8453%  | 0.0000% | $5724000.00        | $5280983.02        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   A-S    20481113 FLT | 2048-11-13      | 4.0720%  | 0.0000% | $1000000.00        | $956899.22         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2018-H3   A-4    20510717 3.9 | 2051-07-17      | 3.9140%  | 0.0000% | $550000.00         | $528642.87         | Private Label Collateralized Mortgage Obligations |
| MSSG TR 2017-237P              B      20390913 FLT | 2039-09-13      | 3.6900%  | 0.0000% | $3350000.00        | $3030234.12        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              A-2    20640625 FLT | 2064-06-25      | 5.3700%  | 0.0000% | $1805000.00        | $1474051.46        | Private Label Collateralized Mortgage Obligations |
| NYC COMMERCIAL MTG TR 2025-3BP D      20421215 FLT | 2042-12-15      | 6.7700%  | 0.0000% | $600000.00         | $586905.49         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            A-1    20640125 FLT | 2064-01-25      | 6.0670%  | 0.0000% | $20129732.00       | $15063284.28       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            A-3    20640125 FLT | 2064-01-25      | 6.3210%  | 0.0000% | $2118000.00        | $1583996.53        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 2022-INV1    A-6    20520325 FLT | 2052-03-25      | 3.0000%  | 0.0000% | $700000.00         | $448675.46         | Private Label Collateralized Mortgage Obligations |
| PRPM TRUST 2023-NQM3           A-1    20681125 FLT | 2068-11-25      | 6.2210%  | 0.0000% | $1000000.00        | $785554.07         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2013-ALTM A-2    20350207 FLT | 2035-02-07      | 3.7048%  | 0.0000% | $1775000.00        | $1671866.95        | Private Label Collateralized Mortgage Obligations |
| DC OFFICE TRUST 2019-MTC       C      20450915 FLT | 2045-09-15      | 3.0720%  | 0.0000% | $510000.00         | $440026.81         | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2021-3INV      A-5    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $2615000.00        | $1496158.02        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MBS TR 2021-INV2   A-17   20510925 3.0 | 2051-09-25      | 3.0000%  | 0.0000% | $130000.00         | $78251.51          | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.2374%  | 0.0000% | $8927000.00        | $8337732.52        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2019-C53   A-4    20521018 3.0 | 2052-10-18      | 3.0400%  | 0.0000% | $76000.00          | $70713.13          | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I  2016-UBS11  D      20490817 FLT | 2049-08-17      | 3.5000%  | 0.0000% | $144000.00         | $133842.88         | Private Label Collateralized Mortgage Obligations |
| PFP LTD 2024-11                A      20390919 FLT | 2039-09-19      | 6.1698%  | 0.0000% | $600000.00         | $528609.89         | Private Label Collateralized Mortgage Obligations |
| SMR MORTGAGE TRUST 2022-IND    A      20390215 FLT | 2039-02-15      | 5.9787%  | 0.0000% | $5000000.00        | $4544139.98        | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TR 2017-1MKT  A      20320210 3.6 | 2032-02-10      | 3.6139%  | 0.0000% | $5411000.00        | $3748629.56        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C14     A-S    20460615 3.4 | 2046-06-15      | 3.4880%  | 0.0000% | $6386002.00        | $907004.63         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MRTG TR 2019-INV1    B-3    20490925 FLT | 2049-09-25      | 4.9320%  | 0.0000% | $3579000.00        | $2937636.55        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C41 A-3    20501117 3.2 | 2050-11-17      | 3.2100%  | 0.0000% | $60000.00          | $58480.43          | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2018-RPL1      A-1    20571225 FLT | 2057-12-25      | 3.5000%  | 0.0000% | $33370000.00       | $6496195.01        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C39 A-5    20500916 3.4 | 2050-09-16      | 3.4180%  | 0.0000% | $1500000.00        | $1450464.58        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML 2025-C64      A-5    20580215 5.6 | 2058-02-15      | 5.6450%  | 0.0000% | $18554000.00       | $19175176.06       | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              A      20411115 5.3 | 2041-11-15      | 5.3883%  | 0.0000% | $4480000.00        | $4548488.48        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2019-C51   B      20520617 FLT | 2052-06-17      | 3.8360%  | 0.0000% | $1300000.00        | $1137813.44        | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2017-C1        A-3    20500617 3.1 | 2050-06-17      | 3.1960%  | 0.0000% | $240000.00         | $106168.98         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 2021-230P   A      20381215 FLT | 2038-12-15      | 5.6124%  | 0.0000% | $8000000.00        | $7698710.67        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2019-C49   A-S    20520315 4.2 | 2052-03-15      | 4.2440%  | 0.0000% | $639000.00         | $615851.44         | Private Label Collateralized Mortgage Obligations |

### Security 664: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.920000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18HV36, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP18HV36
- **C.18 - Value (incl. sponsor support):** $499648895.00
- **C.18.a - Value (excl. sponsor support):** $499648895.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 5.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| OBX TRUST 2024-NQM4            B-1    20640125 FLT | 2064-01-25      | 7.8630%  | 0.0000% | $18123000.00       | $17758457.36       | Private Label Collateralized Mortgage Obligations |
| MULTIFAMILY 6.71422 25MAY55 144A FR                | 2055-05-25      | 6.7142%  | 0.0000% | $3000000.00        | $2983774.52        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-5          B-6    20550625 FLT | 2055-06-25      | 6.1973%  | 0.0000% | $1937781.00        | $1023763.18        | Private Label Collateralized Mortgage Obligations |
| ARES CLO LTD 2019-51           SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $2760000.00        | $1249808.04        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD 2020-29   SUB    20310725 FLT | 2031-07-25      | 0.0000%  | 0.0000% | $7360776.00        | $3238741.44        | Asset-Backed Securities                           |
| AVIS BUDGET RENTL FD LC 2021-1 D      20270820 3.7 | 2027-08-20      | 3.7100%  | 0.0000% | $5000000.00        | $4848127.78        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO 2015-4        SUB NT 20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $2500000.00        | $324417.50         | Asset-Backed Securities                           |
| MORGAN STAN CAP I TR 2019-PLND B      20360515 FLT | 2036-05-15      | 5.7435%  | 0.0000% | $4385000.00        | $865612.67         | Private Label Collateralized Mortgage Obligations |
| MF1 LTD  2021-FL7              C      20361021 FLT | 2036-10-21      | 6.4912%  | 0.0000% | $3606000.00        | $3542871.26        | Private Label Collateralized Mortgage Obligations |
| BBCMS TR 2017-C1               D      20500217 FLT | 2050-02-17      | 3.5422%  | 0.0000% | $1232544.00        | $812510.78         | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 D      20340615 FLT | 2034-06-15      | 6.8601%  | 0.0000% | $7930000.00        | $5157756.79        | Private Label Collateralized Mortgage Obligations |
| EXETER AUTOMOBLE REC TR 2025-2 E      20321015 7.8 | 2032-10-15      | 7.8100%  | 0.0000% | $3501000.00        | $3570554.95        | Asset-Backed Securities                           |
| CEDAR FUNDING XII CLO 2020-12  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $3706425.00        | $2483304.75        | Asset-Backed Securities                           |
| ELEVATION CLO 2021-12R LTD     E-R    20370420 FLT | 2037-04-20      | 11.7495% | 0.0000% | $4356000.00        | $4312608.11        | Asset-Backed Securities                           |
| FOUNDATION FIN TR 2021-2       D      20420115 5.7 | 2042-01-15      | 5.7300%  | 0.0000% | $2340000.00        | $2005797.40        | Asset-Backed Securities                           |
| ELEVATION CLO LTD 2016 -5RR    E-RR   20380125 FLT | 2038-01-25      | 11.8934% | 0.0000% | $3000000.00        | $3134678.04        | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2023-107        SUB    20350815 FLT | 2035-08-15      | 0.0000%  | 0.0000% | $4397000.00        | $2989168.54        | Asset-Backed Securities                           |
| EQUIFIRST MTG LN TR 2004-3     M-9    20341225 FLT | 2034-12-25      | 8.3392%  | 0.0000% | $212000.00         | $67202.01          | Asset-Backed Securities                           |
| CROWN CITY CLO 2020-2R         D-R    20350420 FLT | 2035-04-20      | 11.3795% | 0.0000% | $1750000.00        | $1742749.33        | Asset-Backed Securities                           |
| EXETER ATMOBILE REC TR 2021-4  E      20280117 4.0 | 2028-01-17      | 4.0200%  | 0.0000% | $8000000.00        | $7862464.00        | Asset-Backed Securities                           |
| COREVEST AMER FIN TR 2019-2    D      20520617 4.2 | 2052-06-17      | 4.2190%  | 0.0000% | $2000000.00        | $1907013.28        | Asset-Backed Securities                           |
| ELEVATION CLO LTD 2018-9       SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $3000000.00        | $542577.00         | Asset-Backed Securities                           |
| FIRSTKEY HOMES TR 2020-SFR1    E      20370819 2.7 | 2037-08-19      | 2.7910%  | 0.0000% | $1350000.00        | $1340048.21        | Asset-Backed Securities                           |
| ELEVATION CLO 2013-1 LTD       D1-R2  20320816 FLT | 2032-08-16      | 12.2379% | 0.0000% | $3225000.00        | $3141985.73        | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $2348000.00        | $2074068.22        | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2021-8         SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $1764706.00        | $617647.10         | Asset-Backed Securities                           |
| EXETER SEL AUTO REC TR 2025-1  E      20321215 8.4 | 2032-12-15      | 8.4400%  | 0.0000% | $3200000.00        | $3232264.53        | Asset-Backed Securities                           |
| CENTERSQUARE ISSUER LLC 2024-1 A-2    20541026 5.2 | 2054-10-26      | 5.2000%  | 0.0000% | $200000.00         | $194536.44         | Asset-Backed Securities                           |
| GREENSKY HME IMP ISSUER 2024-1 D      20590625 7.3 | 2059-06-25      | 7.3300%  | 0.0000% | $6000000.00        | $6192312.34        | Asset-Backed Securities                           |
| CARVANA AUTO RECV TR 2024-N1   E      20300510 0.0 | 2031-03-10      | 8.2800%  | 0.0000% | $3779000.00        | $3847195.83        | Asset-Backed Securities                           |
| CARLYLE GL MKT STS CLO 2013-3  SUB    20250715 FLT | 2025-07-15      | 0.0000%  | 0.0000% | $1371000.00        | $114477.13         | Asset-Backed Securities                           |
| FIRSTKEY HOMES 2020-SFR2 TR    E      20371019 2.6 | 2037-10-19      | 2.6680%  | 0.0000% | $12900000.00       | $12729800.28       | Asset-Backed Securities                           |
| MADISON PARK FUNDING 2019-32   SUB    20310122 FLT | 2031-01-22      | 0.0000%  | 0.0000% | $5361301.00        | $2412585.45        | Asset-Backed Securities                           |
| OCTAGON 2021-57 LTD            SUB    20341016 FLT | 2034-10-16      | 0.0000%  | 0.0000% | $5000000.00        | $2535320.00        | Asset-Backed Securities                           |
| MISSION LN CR CD MT TR 2024-B  D      20300115 0.0 | 2030-01-15      | 9.1600%  | 0.0000% | $4000000.00        | $4028490.67        | Asset-Backed Securities                           |
| GENERATE CLO 0.01 22APR37 144A FRN                 | 2037-04-22      | 11.0293% | 0.0000% | $960000.00         | $972923.60         | Asset-Backed Securities                           |
| KKR CLO LTD 2021-34            E      20340717 FLT | 2034-07-17      | 11.3677% | 0.0000% | $1400000.00        | $1386811.49        | Asset-Backed Securities                           |
| OPORTUN FUNDING TR 2024-3      A      20290815 5.2 | 2029-08-15      | 5.2600%  | 0.0000% | $3039000.00        | $1615399.48        | Asset-Backed Securities                           |
| HERTZ VEHICLE FING LLC 2025-1  D      20290925 7.9 | 2029-09-25      | 7.9800%  | 0.0000% | $3810000.00        | $3719970.97        | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2024-4      E      20320217 7.6 | 2032-02-17      | 7.6500%  | 0.0000% | $7348000.00        | $7527875.37        | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2023-107        E      20350815 FLT | 2035-08-15      | 12.0563% | 0.0000% | $610000.00         | $613613.32         | Asset-Backed Securities                           |
| FLAGSHIP CR AT TR 2022-2       E      20290615 8.2 | 2029-06-15      | 8.2000%  | 0.0000% | $9500000.00        | $2220640.83        | Asset-Backed Securities                           |
| PRET LLC 2021-RN3              A-1    20510925 FLT | 2051-09-25      | 4.8429%  | 0.0000% | $4000000.00        | $2228737.12        | Asset-Backed Securities                           |
| DT AUTO OWNER TRUST 2022-1     E      20290315 5.5 | 2029-03-15      | 5.5300%  | 0.0000% | $12700000.00       | $12677243.72       | Asset-Backed Securities                           |
| COMM MTG TR 2014-UBS2          E      20470312 FLT | 2047-03-12      | 4.7528%  | 0.0000% | $3617822.00        | $376682.85         | Private Label Collateralized Mortgage Obligations |
| DRYDEN CLO LTD 2022-97         E      20350420 FLT | 2035-04-20      | 11.0224% | 0.0000% | $1500000.00        | $1476386.64        | Asset-Backed Securities                           |
| ONE NEW YORK PLAZATR 2020-1NYP D      20360115 FLT | 2036-01-15      | 7.1935%  | 0.0000% | $1168000.00        | $1091201.08        | Private Label Collateralized Mortgage Obligations |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.5829%  | 0.0000% | $11045000.00       | $8319113.75        | Private Label Collateralized Mortgage Obligations |
| NEUBERGER BR LN A CL 2020-24R2 E-R2   20381019 FLT | 2038-10-19      | 11.2695% | 0.0000% | $660000.00         | $670037.67         | Asset-Backed Securities                           |
| KKR CLO 29 L 12.07094 15JUL37 144A                 | 2037-07-15      | 11.3361% | 0.0000% | $4098697.00        | $4110460.77        | Asset-Backed Securities                           |
| GLS AUTO REC TR 2021-4         E      20281016 4.4 | 2028-10-16      | 4.4300%  | 0.0000% | $7240000.00        | $7083889.92        | Asset-Backed Securities                           |
| PRPM LLC 2021-4                A-1    20260425 FLT | 2026-04-25      | 5.8670%  | 0.0000% | $24040000.00       | $12209018.05       | Asset-Backed Securities                           |
| TRICOLOR AUTO SCRTZN TR 2022-1 E      20270816 7.7 | 2027-08-16      | 7.7900%  | 0.0000% | $5667000.00        | $3224215.05        | Asset-Backed Securities                           |
| TIKEHAU US CLO I LTD           E      20350118 FLT | 2035-01-18      | 11.4411% | 0.0000% | $1300000.00        | $1134624.31        | Asset-Backed Securities                           |
| LEGACY MTG ASSET TR 2021-GS1   A2     20661025 FLT | 2066-10-25      | 7.8440%  | 0.0000% | $660000.00         | $726174.88         | Asset-Backed Securities                           |
| IMPERIAL FUND MTG TR 2022-NQM1 B-2    20670225 FLT | 2067-02-25      | 4.0750%  | 0.0000% | $7740000.00        | $5437943.18        | Asset-Backed Securities                           |
| WESTLAKE AT REC TR 2024-1      E      20310515 7.4 | 2031-05-15      | 7.4200%  | 0.0000% | $59790000.00       | $60114161.47       | Asset-Backed Securities                           |
| MARBLE POINT CLO XV LTD        INC    20490606 FLT | 2049-06-06      | 0.0000%  | 0.0000% | $6750000.00        | $1755000.00        | Asset-Backed Securities                           |
| OHA CREDIT PARTNRS LTD 2021-16 SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $375000.00         | $288750.00         | Asset-Backed Securities                           |
| PRKCM TR 2023-AFC1             B-2    20580225 FLT | 2058-02-25      | 7.4470%  | 0.0000% | $7900000.00        | $7873029.30        | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2025-SFR1 E1     20420220 3.7 | 2042-02-20      | 3.7500%  | 0.0000% | $6250000.00        | $5640317.71        | Asset-Backed Securities                           |
| GREYWOLF CLO IVR-R LTD         D-R    20340417 FLT | 2034-04-17      | 11.3998% | 0.0000% | $2520000.00        | $2542272.61        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-1 B-2    20700125 FLT | 2070-01-25      | 7.3495%  | 0.0000% | $6526000.00        | $6300205.16        | Asset-Backed Securities                           |
| GENERATE CLO LTD 2022-10       SUB    20350723 FLT | 2035-07-23      | 0.0000%  | 0.0000% | $3000000.00        | $2250000.00        | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2022-SFR5 E-2    20390617 6.8 | 2039-06-17      | 6.8630%  | 0.0000% | $1000000.00        | $1006550.53        | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      C-1    20350705 FLT | 2035-07-05      | 6.3463%  | 0.0000% | $2000000.00        | $313570.58         | Asset-Backed Securities                           |
| OCTAGON INVEST PARTS 2020-46R  D-R    20360715 FLT | 2036-07-15      | 7.8177%  | 0.0000% | $15500000.00       | $15593033.12       | Asset-Backed Securities                           |
| FIRSTKEY HOMES TR 2021-SFR1    F1     20380819 3.2 | 2038-08-19      | 3.2380%  | 0.0000% | $4800000.00        | $4642893.07        | Asset-Backed Securities                           |
| ICG US CLO LTD 2018-1          SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $3500000.00        | $661822.00         | Asset-Backed Securities                           |
| MIDOCEAN CR CLO VI 2016-6RR    E-RR   20330420 FLT | 2033-04-20      | 12.5811% | 0.0000% | $2000000.00        | $2022439.01        | Asset-Backed Securities                           |
| LOBEL AUT RECEIVABLES 2023-2   C      20290615 10. | 2029-06-15      | 10.0400% | 0.0000% | $1480000.00        | $1544040.09        | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2018-1     B4     20620525 FLT | 2062-05-25      | 3.6845%  | 0.0000% | $7639000.00        | $5153769.04        | Asset-Backed Securities                           |
| GREENSKY HME IMP ISSUER 2024-1 A-3    20590625 5.5 | 2059-06-25      | 5.5500%  | 0.0000% | $5925000.00        | $6045282.44        | Asset-Backed Securities                           |
| SIERRA TIMSHR REC FDG 2022-2   D      20400620 9.2 | 2040-06-20      | 9.2200%  | 0.0000% | $1000000.00        | $231912.72         | Asset-Backed Securities                           |
| OAKTREE CLO LTD 2019-4         SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $3479425.00        | Asset-Backed Securities                           |
| PAGAYA AI DEBT TR 2022-3       B      20300315 8.0 | 2030-03-15      | 8.0500%  | 0.0000% | $2700000.00        | $346064.67         | Asset-Backed Securities                           |
| HPS LOAN MANAGEMENT 11-2017    F      20300506 FLT | 2030-05-06      | 12.3721% | 0.0000% | $1501750.00        | $369457.61         | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2025-SFR1 E2     20420220 3.7 | 2042-02-20      | 3.7500%  | 0.0000% | $4768000.00        | $4263673.54        | Asset-Backed Securities                           |
| JER CRE CDO 2006-2             H-FL   20450325 FLT | 2045-03-25      | 6.9392%  | 0.0000% | $3000000.00        | $579214.31         | Asset-Backed Securities                           |
| EXETER AUTOMOBILE TR 2022-6    E      20300617 11. | 2030-06-17      | 11.6100% | 0.0000% | $5000000.00        | $5526727.50        | Asset-Backed Securities                           |
| MAGNETITE XX LTD 2018-20       SUB NT 20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $2383000.00        | $357450.00         | Asset-Backed Securities                           |
| FOUNDATION FIN TR 2020-1       A      20400715 3.5 | 2040-07-15      | 3.5400%  | 0.0000% | $4200000.00        | $235094.00         | Asset-Backed Securities                           |
| NEUBERGER BER LN ADV CLO       SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $4550000.00        | $2325664.25        | Asset-Backed Securities                           |
| WELLS FARGO COM MTG TR 2015-P2 E      20481217 FLT | 2048-12-17      | 4.6552%  | 0.0000% | $1500000.00        | $1336185.06        | Private Label Collateralized Mortgage Obligations |
| VISIO TR 2023-1                B-2    20580325 FLT | 2058-03-25      | 7.8346%  | 0.0000% | $1110000.00        | $833618.24         | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  C      20361215 FLT | 2036-12-15      | 5.9435%  | 0.0000% | $3000000.00        | $578120.00         | Private Label Collateralized Mortgage Obligations |
| AFFIRM MASTER TRUST 2025-1     E      20330215 7.1 | 2033-02-15      | 7.1800%  | 0.0000% | $5000000.00        | $4960783.33        | Asset-Backed Securities                           |
| AIG CLO 2021-2 INCOME NT LTD                       | 2034-07-20      | 0.0000%  | 0.0000% | $2500000.00        | $1632855.00        | Asset-Backed Securities                           |
| RCKT MTG TR 2025-CES5          A-1A   20550525 5.6 | 2055-05-25      | 5.6870%  | 0.0000% | $3750000.00        | $3786863.23        | Asset-Backed Securities                           |
| RISERVA CLO 2016               SUB    20281018 FLT | 2028-10-18      | 0.0000%  | 0.0000% | $3200000.00        | $1196214.40        | Asset-Backed Securities                           |
| REPUBLIC FINAN ISSUANCE 2024-B C      20371120 6.6 | 2037-11-20      | 6.6000%  | 0.0000% | $115000.00         | $115380.46         | Asset-Backed Securities                           |
| POST ROAD EQUIP FIN LLC 2025-1 E      20320517 7.0 | 2032-05-17      | 7.0800%  | 0.0000% | $2000000.00        | $2022398.00        | Asset-Backed Securities                           |
| OCTAGON LTD 2021-56            E      20341016 FLT | 2034-10-16      | 11.0477% | 0.0000% | $2000000.00        | $1931399.28        | Asset-Backed Securities                           |
| MARINER FIN ISSUANCE TR 2024-A E      20360922 9.0 | 2036-09-22      | 9.0200%  | 0.0000% | $1110000.00        | $1142086.28        | Asset-Backed Securities                           |
| TCI-SYMPHONY CLO 2017-1        INC NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $5000000.00        | $1607985.00        | Asset-Backed Securities                           |
| STAR TR 2021-SFR2              E      20390120 FLT | 2039-01-20      | 6.4432%  | 0.0000% | $1210000.00        | $1207374.07        | Asset-Backed Securities                           |
| TABERNA PREF FDG V 2006-5      A-2L   20360805 FLT | 2036-08-05      | 5.3221%  | 0.0000% | $12000000.00       | $761993.46         | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-6 B-2    20690725 FLT | 2069-07-25      | 7.9227%  | 0.0000% | $2570000.00        | $2551527.32        | Asset-Backed Securities                           |
| VSTRONG AUTO RECEIVABLES 2023- D      20300215 9.3 | 2030-02-15      | 9.3100%  | 0.0000% | $1255000.00        | $1366965.03        | Asset-Backed Securities                           |
| SWITCH ABS ISSUER LLC 2024-2   A-2    20540625 5.4 | 2054-06-25      | 5.4360%  | 0.0000% | $475000.00         | $473237.75         | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR10     F      20401219 4.6 | 2040-12-19      | 4.6080%  | 0.0000% | $12620000.00       | $10520024.22       | Asset-Backed Securities                           |
| VENTURE XVIII CLO 2014-18R     SUB    20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $7500000.00        | $750.00            | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-B     E      20280915 11. | 2028-09-15      | 11.3200% | 0.0000% | $11350000.00       | $11536998.82       | Asset-Backed Securities                           |
| AMERICAN CR ACCEPT RECV 2025-1 E      20321213 7.3 | 2032-12-13      | 7.3900%  | 0.0000% | $52880000.00       | $51846513.28       | Asset-Backed Securities                           |
| APIDOS CLO XLII LTD 2023-43    E      20350425 FLT | 2035-04-25      | 12.0318% | 0.0000% | $2815000.00        | $2856711.41        | Asset-Backed Securities                           |
| VENTURE XIX CLO LTD 2015-19    SUBFEE 20270115 FLT | 2027-01-15      | 0.1000%  | 0.0000% | $364227.00         | $10791.49          | Asset-Backed Securities                           |
| TREMAN PARK CLO LTD 2015       SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $11243568.00       | $1124.36           | Asset-Backed Securities                           |
| THL CREDIT WIND RIVER 2014-3R2 E-R2   20311022 FLT | 2031-10-22      | 10.7540% | 0.0000% | $2575000.00        | $2382316.44        | Asset-Backed Securities                           |
| KKR CLO LTD 2016-14R           E-R    20310715 FLT | 2031-07-15      | 10.6677% | 0.0000% | $3500000.00        | $3478333.73        | Asset-Backed Securities                           |
| WIND RIVER CLO LTD 2023-1      E      20380426 FLT | 2038-04-26      | 12.8018% | 0.0000% | $1850000.00        | $1868121.06        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-1 B-1    20700125 FLT | 2070-01-25      | 7.0090%  | 0.0000% | $1000000.00        | $996037.14         | Asset-Backed Securities                           |
| OCTAGON LTD 2024-71            SUB    20370420 FLT | 2037-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $2825725.00        | Asset-Backed Securities                           |
| REPUBLIC FINAN ISSUANCE 2024-B D      20371120 8.8 | 2037-11-20      | 8.8300%  | 0.0000% | $6500000.00        | $6521962.06        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-4 B-2    20700525 FLT | 2070-05-25      | 7.4360%  | 0.0000% | $2784000.00        | $2672668.15        | Asset-Backed Securities                           |
| ZAYO ISSUER LLC 2025-1         C      20550320 8.6 | 2055-03-20      | 8.6590%  | 0.0000% | $2500000.00        | $2528563.19        | Asset-Backed Securities                           |
| VOYA CLO LTD 2015-3R           D-R    20311020 FLT | 2031-10-20      | 10.7311% | 0.0000% | $1000000.00        | $925565.34         | Asset-Backed Securities                           |
| CWCAPITAL COBALT II 2006-2     K      20500426 FLT | 2050-04-26      | 8.0442%  | 0.0000% | $4000000.00        | $62644.58          | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES 2025-A    E      20320816 7.6 | 2032-08-16      | 7.6500%  | 0.0000% | $1000000.00        | $1016911.50        | Asset-Backed Securities                           |
| CSMC TRUST 2017-RPL3           B-3    20570825 FLT | 2057-08-25      | 4.4872%  | 0.0000% | $11909100.00       | $7176939.40        | Asset-Backed Securities                           |
| BARINGS CLO LTD 2021-1         SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $820000.00         | Asset-Backed Securities                           |
| ATALAYA EQPMNT LSNG TR 2021-1  C      20280615 2.6 | 2028-06-15      | 2.6900%  | 0.0000% | $8691000.00        | $8483556.48        | Asset-Backed Securities                           |
| AMERICAN CR ACCEP RECV TR 24-1 E      20311112 7.9 | 2031-11-12      | 7.9800%  | 0.0000% | $26000000.00       | $25831936.00       | Asset-Backed Securities                           |
| AFFIRM ASSET SEC 2023-B        D      20280915 8.7 | 2028-09-15      | 8.7800%  | 0.0000% | $3000000.00        | $3033856.00        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD 2021-28   SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $5000000.00        | $1750000.00        | Asset-Backed Securities                           |
| BLUEMNT CLO LTD 2021-33        SUB    20341120 FLT | 2034-11-20      | 0.0000%  | 0.0000% | $5400569.00        | $2160227.60        | Asset-Backed Securities                           |
| AVIS BUDGET RENTAL 2020-1 LLC  D      20260820 3.3 | 2026-08-20      | 3.3400%  | 0.0000% | $5000000.00        | $2490431.94        | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD 2020-29R  E-R    20340725 FLT | 2034-07-25      | 11.4034% | 0.0000% | $850000.00         | $838547.63         | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT 2022-2     E      20350423 FLT | 2035-04-23      | 12.1124% | 0.0000% | $3122000.00        | $3156858.04        | Asset-Backed Securities                           |
| B2R MTG TRUST 2015-2           E      20481118 FLT | 2048-11-18      | 5.7407%  | 0.0000% | $100000.00         | $99443.35          | Asset-Backed Securities                           |
| CANYON CAPITAL CLO LTD 2021-1  E      20340417 FLT | 2034-04-17      | 10.9277% | 0.0000% | $280000.00         | $279308.30         | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT CLO 2022-5 SUB    20370126 FLT | 2037-01-26      | 0.0000%  | 0.0000% | $1000000.00        | $640000.00         | Asset-Backed Securities                           |
| AFFIRM AST SECTZN TR 2024-B    E      20290917 7.3 | 2029-09-17      | 7.3500%  | 0.0000% | $1650000.00        | $1643517.98        | Asset-Backed Securities                           |
| CSMC TRUST 2017-RPL3           B-2    20570825 FLT | 2057-08-25      | 4.4872%  | 0.0000% | $5000000.00        | $3048198.18        | Asset-Backed Securities                           |
| AMERICAN CR REC TR 2023-4      E      20310812 9.7 | 2031-08-12      | 9.7900%  | 0.0000% | $33320000.00       | $35190984.64       | Asset-Backed Securities                           |
| AMSR TR 2025-SFR1              D      20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1082000.00        | $976800.45         | Asset-Backed Securities                           |
| AMSR TR 2025-SFR1              C      20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1500000.00        | $1367530.58        | Asset-Backed Securities                           |
| AMSR TRUST 2022-SFR1           F      20390317 6.0 | 2039-03-17      | 6.0210%  | 0.0000% | $4500000.00        | $4456994.62        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2013-2R       B-3L-R 20301018 FLT | 2030-10-18      | 12.4111% | 0.0000% | $750000.00         | $553972.94         | Asset-Backed Securities                           |
| AMSR TRUST 2024-SFR1           E      20410718 4.2 | 2041-07-18      | 4.2900%  | 0.0000% | $6293000.00        | $5892178.90        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-X1    D      20281115 9.5 | 2028-11-15      | 9.5500%  | 0.0000% | $2000000.00        | $2040070.33        | Asset-Backed Securities                           |
| ALM I LTD 2020-1               SUB    20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $3500000.00        | $17094.00          | Asset-Backed Securities                           |
| ATLAS SENIOR LN FD LTD 2018-10 E      20310115 FLT | 2031-01-15      | 10.2177% | 0.0000% | $3910000.00        | $3708799.76        | Asset-Backed Securities                           |
| APEX CREDIT CLO LTD  2019-RR   E-RR   20370720 FLT | 2037-07-20      | 12.3995% | 0.0000% | $5000000.00        | $5060630.24        | Asset-Backed Securities                           |
| JP MORGAN CHASE CMBS 2018-PHH  F      20350615 FLT | 2035-06-15      | 7.6860%  | 0.0000% | $1890000.00        | $17808.53          | Private Label Collateralized Mortgage Obligations |
| OCTAGON LTD 2022-59            E      20350515 FLT | 2035-05-15      | 11.9263% | 0.0000% | $2500000.00        | $2438498.26        | Asset-Backed Securities                           |
| REPUBLIC FIN ISSUANC TR 2021-A A      20311222 2.3 | 2031-12-22      | 2.3000%  | 0.0000% | $2925000.00        | $1166010.57        | Asset-Backed Securities                           |

### Security 665: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18KQ76, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP18KQ76
- **C.18 - Value (incl. sponsor support):** $450077908.50
- **C.18.a - Value (excl. sponsor support):** $450077908.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ABVC BIOPHARMA INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1674.00           | $2343.60           | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE FIN E | 2500-12-31      | N/A      | 0.0000% | $6292.00           | $234335.47         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY DGTL PAY | 2500-12-31      | N/A      | 0.0000% | $2331.00           | $131724.81         | Equities   |
| DUPONT DE NEMOURS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $326181.00         | $22499965.38       | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF     | 2500-12-31      | N/A      | 0.0000% | $478.00            | $27126.50          | Equities   |
| BIORESTORATIVE THERAPIES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16101.00          | $27854.73          | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $56156.00          | $1850340.20        | Equities   |
| FRANKLIN TEMPLETON ETF TR      MARTIN CURRIE    | 2500-12-31      | N/A      | 0.0000% | $7963.00           | $112360.32         | Equities   |
| FIRST TR EXCHANGE TRADED FD II DJ GLBL DIVID    | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $100320.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    INDXX AEROSPACE  | 2500-12-31      | N/A      | 0.0000% | $5302.00           | $182282.76         | Equities   |
| DOW INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $60742.00          | $1748762.18        | Equities   |
| ALPHABET INC                   CAP STK CL A     | 2500-12-31      | N/A      | 0.0000% | $130920.00         | $22499911.20       | Equities   |
| FIRST TR EXCHNG TRADED FD VIII VEST U S EQUITY  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6392.00           | Equities   |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $978286.00         | $1712000.50        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $13057.00          | $697374.37         | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $83160.00          | $329313.60         | Equities   |
| COLUMBIA ETF TR II             EM CORE EX ETF   | 2500-12-31      | N/A      | 0.0000% | $21007.00          | $674324.70         | Equities   |
| FIDELITY COVINGTON TRUST       CRYPTO IND & DIG | 2500-12-31      | N/A      | 0.0000% | $108.00            | $3203.28           | Equities   |
| ADVISORS INNER CIRCLE FD III   RAYLIANT QUANTMN | 2500-12-31      | N/A      | 0.0000% | $12891.00          | $316602.96         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES HIGH YIE | 2500-12-31      | N/A      | 0.0000% | $2224.00           | $113690.88         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $50466.00          | $1472597.88        | Equities   |
| AB ACTIVE ETFS INC             US LOW VOLATIL   | 2500-12-31      | N/A      | 0.0000% | $677.00            | $49092.86          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FST LOW OPPT EFT | 2500-12-31      | N/A      | 0.0000% | $160.00            | $7816.00           | Equities   |
| ATLANTIC INTL CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $26943.00          | $74632.11          | Equities   |
| AMERICAN CENTY ETF TR          EMERGING MKT VAL | 2500-12-31      | N/A      | 0.0000% | $2606.00           | $133870.22         | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1617.00           | $80607.45          | Equities   |
| BRISTOL-MYERS SQUIBB CO        COM              | 2500-12-31      | N/A      | 0.0000% | $55.00             | $2631.75           | Equities   |
| GRACE THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $419.00            | $1202.53           | Equities   |
| GERDAU SA                      SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $2785460.00        | $7660015.00        | Equities   |
| BIOCARDIA INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $25900.00          | $56073.50          | Equities   |
| FLEXSHARES TR                  INTL QLTDV IDX   | 2500-12-31      | N/A      | 0.0000% | $1809.00           | $48445.02          | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $302190.00         | $5197668.00        | Equities   |
| DIREXION SHS ETF TR            DAILY AVGO BEAR  | 2500-12-31      | N/A      | 0.0000% | $8000.00           | $119440.00         | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BEAR   | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $98600.00          | Equities   |
| DIREXION SHS ETF TR            DAILY SM CP BEAR | 2500-12-31      | N/A      | 0.0000% | $1490.00           | $20517.30          | Equities   |
| DIREXION SHS ETF TR            DAILY MU BEAR    | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $101595.00         | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BEAR  | 2500-12-31      | N/A      | 0.0000% | $3324.00           | $75621.00          | Equities   |
| DOORDASH INC                   CL A             | 2500-12-31      | N/A      | 0.0000% | $109980.00         | $22499708.40       | Equities   |
| PERFORMANCE SHIPPING INC       COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $19392.00          | $33257.28          | Equities   |
| ABRDN ETFS                     BBRG ALL COMD K1 | 2500-12-31      | N/A      | 0.0000% | $1865.00           | $38139.25          | Equities   |
| BANK MONTREAL MEDIUM           MICROSE LKD 43   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $690.96            | Equities   |
| ACLARIS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $210528.00         | $307370.88         | Equities   |
| EA SERIES TRUST                INTL QUAN VALUE  | 2500-12-31      | N/A      | 0.0000% | $17300.00          | $478864.00         | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $11048.00          | $313100.32         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II GBL WND ENRG ETF | 2500-12-31      | N/A      | 0.0000% | $7060.00           | $120867.20         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S&P INTL DIVID   | 2500-12-31      | N/A      | 0.0000% | $7464.00           | $139651.44         | Equities   |
| DIREXION SHS ETF TR            DRX S&P500BULL   | 2500-12-31      | N/A      | 0.0000% | $29471.00          | $4486075.62        | Equities   |
| DECKERS OUTDOOR CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $181900.00         | $19512413.00       | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE SMCAP ETF   | 2500-12-31      | N/A      | 0.0000% | $2119.00           | $270977.72         | Equities   |
| XCEL BRANDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1736.00           | $4235.84           | Equities   |
| PROSHARES TR                   ULTRASHRT S&P500 | 2500-12-31      | N/A      | 0.0000% | $4805.00           | $88412.00          | Equities   |
| TIDAL ETF TR                   SOFI SELECT 500  | 2500-12-31      | N/A      | 0.0000% | $5868.00           | $652697.64         | Equities   |
| SPDR INDEX SHS FDS             PORTFLO EURP ETF | 2500-12-31      | N/A      | 0.0000% | $6706.00           | $321955.06         | Equities   |
| SYNTEC OPTICS HLDGS INC        CL A             | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $5814.00           | Equities   |
| TRUST FOR PROFESSIONAL MANAGER CROSSINGBRDG PRE | 2500-12-31      | N/A      | 0.0000% | $22894.00          | $486497.50         | Equities   |
| PINNACLE WEST CAP CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $225800.00         | $20511672.00       | Equities   |
| TIDAL TR II                    YIELDMAX UNIVERS | 2500-12-31      | N/A      | 0.0000% | $800.00            | $10816.00          | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $184176.00         | $165739.98         | Equities   |
| SHIMMICK CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $2409.00           | $4167.57           | Equities   |
| T-MOBILE US INC                COM              | 2500-12-31      | N/A      | 0.0000% | $94024.00          | $22499943.20       | Equities   |
| ICZOOM GROUP INC.              CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $831.00            | $1986.09           | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $754.00            | $1311.96           | Equities   |
| WISDOMTREE TR                  TARGET RANGE FD  | 2500-12-31      | N/A      | 0.0000% | $5220.00           | $125301.40         | Equities   |
| AC IMMUNE SA                   SHS              | 2500-12-31      | N/A      | 0.0000% | $168667.00         | $285890.57         | Equities   |
| TRIVAGO N V                    SPON ADS A SHS N | 2500-12-31      | N/A      | 0.0000% | $7815.00           | $31494.45          | Equities   |
| TESLA INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $62770.00          | $22498651.10       | Equities   |
| TRUST FOR PROFESSIONAL MANAGER JENSEN QUALITY   | 2500-12-31      | N/A      | 0.0000% | $4453.00           | $116625.85         | Equities   |
| TIDAL TR II                    YIELDMAX PYPL OP | 2500-12-31      | N/A      | 0.0000% | $730.00            | $9344.00           | Equities   |
| TORTOISE CAPITAL SERIES TRUST  ESSENTIAL ENERGY | 2500-12-31      | N/A      | 0.0000% | $3219.00           | $63826.33          | Equities   |
| VILLAGE FARMS INTL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $142361.00         | $170833.20         | Equities   |
| ITERUM THERAPEUTICS PLC        SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $18069.00          | $17707.62          | Equities   |
| TIDAL TR II                    YIELDMAX MAGNIFI | 2500-12-31      | N/A      | 0.0000% | $328.00            | $5057.76           | Equities   |
| SCHWAB STRATEGIC TR            US LCAP VA ETF   | 2500-12-31      | N/A      | 0.0000% | $26819.00          | $718481.01         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $620632.00         | $16874984.08       | Equities   |
| REGENERON PHARMACEUTICALS      COM              | 2500-12-31      | N/A      | 0.0000% | $37166.00          | $22499924.74       | Equities   |
| USCF ETF TR                    SUMMERHAVEN K1   | 2500-12-31      | N/A      | 0.0000% | $1030.00           | $21176.80          | Equities   |
| TURNSTONE BIOLOGICS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $159659.00         | $51426.16          | Equities   |
| TEUCRIUM COMMODITY TR          SOYBEAN FD       | 2500-12-31      | N/A      | 0.0000% | $223.00            | $4856.94           | Equities   |
| SSGA ACTIVE ETF TR             INCOM ALLO ETF   | 2500-12-31      | N/A      | 0.0000% | $2161.00           | $69479.82          | Equities   |
| KORU MEDICAL SYSTEMS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $18771.00          | $53685.06          | Equities   |
| TROOPS INC                     SHS              | 2500-12-31      | N/A      | 0.0000% | $1731.00           | $1253.24           | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $46894.00          | $1541874.72        | Equities   |
| EBANG INTL HLDGS INC           CL A ORD SH NEW  | 2500-12-31      | N/A      | 0.0000% | $967.00            | $3490.87           | Equities   |
| MERCURITY FINTECH HOLDING INC  ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $10113.00          | $31855.95          | Equities   |
| VOX ROYALTY CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $209137.00         | $744527.72         | Equities   |
| TIAN RUIXIANG HLDGS LTD        CL A ORD SHS NEW | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $9620.00           | Equities   |
| WISDOMTREE TR                  EMER MKT HIGH FD | 2500-12-31      | N/A      | 0.0000% | $13427.00          | $592936.32         | Equities   |
| ZENTEK LTD                     COM              | 2500-12-31      | N/A      | 0.0000% | $1456.00           | $2169.44           | Equities   |
| VANECK ETF TRUST               AGRIBUSINESS ETF | 2500-12-31      | N/A      | 0.0000% | $1748.00           | $126258.04         | Equities   |
| BARINTHUS BIOTHERAPEUTICS PLC  ADS              | 2500-12-31      | N/A      | 0.0000% | $9812.00           | $10793.20          | Equities   |
| GAMEHAUS HOLDINGS INC          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $782.00            | $1165.18           | Equities   |
| VANGUARD INDEX FDS             SM CP VAL ETF    | 2500-12-31      | N/A      | 0.0000% | $14101.00          | $2677074.85        | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $133946.00         | $727326.78         | Equities   |
| WISDOMTREE TR                  EUROPEAN OPPORTU | 2500-12-31      | N/A      | 0.0000% | $852.00            | $39541.32          | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $7862.00           | $466373.84         | Equities   |
| SPDR SERIES TRUST              BLOOMBERG HIGH Y | 2500-12-31      | N/A      | 0.0000% | $1903.00           | $182307.40         | Equities   |
| RLI CORP                       COM              | 2500-12-31      | N/A      | 0.0000% | $294888.00         | $22499954.40       | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $34800.00          | $276312.00         | Equities   |
| SOLIGENIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1820.00           | $3458.00           | Equities   |
| IO BIOTECH INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $152422.00         | $184430.62         | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $464693.00         | $1026971.53        | Equities   |
| SOLESENCE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $19621.00          | $81427.15          | Equities   |
| PARNASSUS INCOME FDS           CORE SELECT ETF  | 2500-12-31      | N/A      | 0.0000% | $168.00            | $4075.34           | Equities   |
| JAGUAR HEALTH INC              COM              | 2500-12-31      | N/A      | 0.0000% | $12300.00          | $56826.00          | Equities   |
| ISHARES INC                    MSCI ISRAEL ETF  | 2500-12-31      | N/A      | 0.0000% | $1424.00           | $121296.32         | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $37132.00          | $67951.56          | Equities   |
| RENOVORX INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5795.00           | $7823.25           | Equities   |
| SUNSHINE BIOPHARMA INC         COM              | 2500-12-31      | N/A      | 0.0000% | $2920.00           | $4204.80           | Equities   |
| SSGA ACTIVE ETF TR             BLACKSTONE SENR  | 2500-12-31      | N/A      | 0.0000% | $543872.00         | $22499984.64       | Equities   |
| MONOGRAM TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $25013.00          | $63282.89          | Equities   |
| DBX ETF TR                     XTRACKERS CALIF  | 2500-12-31      | N/A      | 0.0000% | $6595.00           | $159796.85         | Equities   |
| QUINCE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $19411.00          | $20187.44          | Equities   |
| DIREXION SHS ETF TR            DLY TECH BULL 3X | 2500-12-31      | N/A      | 0.0000% | $771.00            | $55874.37          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $1101.00           | $115997.95         | Equities   |
| DEERE & CO                     COM              | 2500-12-31      | N/A      | 0.0000% | $7802.00           | $3927916.90        | Equities   |
| COSTCO WHSL CORP NEW           COM              | 2500-12-31      | N/A      | 0.0000% | $22305.00          | $22499945.70       | Equities   |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $994.00            | $44650.48          | Equities   |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $45693.00          | $101895.39         | Equities   |
| DBX ETF TR                     XTRACKERS SEMICO | 2500-12-31      | N/A      | 0.0000% | $79.00             | $2395.28           | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $80253.00          | $4814377.47        | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE FLTG | 2500-12-31      | N/A      | 0.0000% | $4014.00           | $201021.12         | Equities   |
| HEALTHCARE TRIANGLE INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $109981.00         | $1000.83           | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EMERG MKT ALPH   | 2500-12-31      | N/A      | 0.0000% | $13968.00          | $332298.72         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA MSCI EAFE INCOME | 2500-12-31      | N/A      | 0.0000% | $2133.00           | $108591.03         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $14410.00          | $503341.30         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ ARTFCIAL   | 2500-12-31      | N/A      | 0.0000% | $9752.00           | $437377.20         | Equities   |
| INHIBIKASE THERAPEUTICS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $53369.00          | $111007.52         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE DEVELOPIN | 2500-12-31      | N/A      | 0.0000% | $218.00            | $11347.86          | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ NEXT  | 2500-12-31      | N/A      | 0.0000% | $703.00            | $16534.56          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMALLCAP 600 | 2500-12-31      | N/A      | 0.0000% | $16543.00          | $688023.37         | Equities   |
| CSX CORP                       COM              | 2500-12-31      | N/A      | 0.0000% | $716104.00         | $22499987.68       | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $618.00            | $10547.34          | Equities   |
| ISHARES TR                     LATN AMER 40 ETF | 2500-12-31      | N/A      | 0.0000% | $84025.00          | $2161123.00        | Equities   |
| IQVIA HLDGS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $30945.00          | $4363863.90        | Equities   |
| ISHARES TR                     CORE 60/40 BALAN | 2500-12-31      | N/A      | 0.0000% | $11046.00          | $657789.30         | Equities   |
| NORDSON CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $37.00             | $7731.89           | Equities   |
| INTELLICHECK INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16631.00          | $81491.90          | Equities   |
| FIRST TR EXCHANGE TRADED FD II DJ INTL INTRNT   | 2500-12-31      | N/A      | 0.0000% | $10867.00          | $350718.30         | Equities   |
| HUBBELL INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $56683.00          | $22499750.02       | Equities   |
| ISHARES TR                     NATIONAL MUN ETF | 2500-12-31      | N/A      | 0.0000% | $216366.00         | $22499900.34       | Equities   |
| INVESCO EXCH TRADED FD TR II   GLOBAL WATER     | 2500-12-31      | N/A      | 0.0000% | $360.00            | $15472.80          | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $4050.00           | $103332.91         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    WCM INTL EQUITY  | 2500-12-31      | N/A      | 0.0000% | $16528.00          | $255688.16         | Equities   |
| ESSA PHARMA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $69748.00          | $116479.16         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $79424.00          | $4118928.64        | Equities   |
| GENPREX INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $115400.00         | $38428.20          | Equities   |
| HERITAGE GLOBAL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $918.00            | $1872.72           | Equities   |
| IMMUNIC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $689912.00         | $469209.15         | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE BITCOI | 2500-12-31      | N/A      | 0.0000% | $35.00             | $1684.33           | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $26592.00          | $1043470.08        | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1663.00           | $25443.90          | Equities   |
| INNOVATOR ETFS TRUST           QUITY MANAGD FLR | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $97080.00          | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1X SHORT   | 2500-12-31      | N/A      | 0.0000% | $881.00            | $39556.90          | Equities   |
| INVESCO CURRENCYSHARES SWISS F SWISS FRANC      | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $118518.84         | Equities   |
| GLOBAL X FDS                   GBL X BLOCKCHAIN | 2500-12-31      | N/A      | 0.0000% | $73.00             | $3101.77           | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV CORE INVESTMENT  | 2500-12-31      | N/A      | 0.0000% | $5400.00           | $111888.00         | Equities   |
| ISHARES TR                     EAFE SML CP ETF  | 2500-12-31      | N/A      | 0.0000% | $62906.00          | $4423549.92        | Equities   |
| MERCER INTL INC                COM              | 2500-12-31      | N/A      | 0.0000% | $952.00            | $3446.24           | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2029 | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2474.00           | Equities   |
| PACER FDS TR                   US LRG CP CASH   | 2500-12-31      | N/A      | 0.0000% | $19186.00          | $658079.80         | Equities   |
| PROSHARES TR                   PSHS ULTRA INDL  | 2500-12-31      | N/A      | 0.0000% | $2315.00           | $93498.45          | Equities   |
| SPDR INDEX SHS FDS             DJ GLB RL ES ETF | 2500-12-31      | N/A      | 0.0000% | $78174.00          | $3470143.86        | Equities   |
| PROSHARES TR                   ULTRA COMMUNICTN | 2500-12-31      | N/A      | 0.0000% | $69.00             | $5961.60           | Equities   |
| PRUDENTIAL FINL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $14.00             | $1460.62           | Equities   |
| SKYX PLATFORMS CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $42859.00          | $55288.11          | Equities   |
| ISHARES TR                     CORE 30/70 CONSE | 2500-12-31      | N/A      | 0.0000% | $31844.00          | $1214211.72        | Equities   |
| ISHARES TR                     CUR HD EURZN ETF | 2500-12-31      | N/A      | 0.0000% | $11678.00          | $481133.60         | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $103983.00         | $165332.97         | Equities   |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $95523.60          | Equities   |
| MEDICUS PHARMA LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $5635.00           | $20483.22          | Equities   |
| PROTARA THERAPEUTICS INC       COM STK          | 2500-12-31      | N/A      | 0.0000% | $333384.00         | $1043491.92        | Equities   |
| NUSHARES ETF TR                NUVEN AA-BBB CLO | 2500-12-31      | N/A      | 0.0000% | $21426.00          | $538392.53         | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $10407.00          | $276220.51         | Equities   |
| PROSHARES TR                   ULTRAPRO SHT QQQ | 2500-12-31      | N/A      | 0.0000% | $11825.00          | $278833.50         | Equities   |
| KALARIS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $6422.00           | $19009.12          | Equities   |
| INVESCO EXCH TRADED FD TR II   NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $3991.00           | $97380.40          | Equities   |
| ISHARES TR                     MSCI ACWI ETF    | 2500-12-31      | N/A      | 0.0000% | $92558.00          | $11468861.78       | Equities   |
| ISHARES S&P GSCI COMMODITY- IN UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $22659.00          | $481730.34         | Equities   |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $45600.00          | $1252176.00        | Equities   |
| MILESTONE PHARMACEUTICALS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $91400.00          | $145326.00         | Equities   |
| PICOCELA INC                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $53225.00          | $37481.05          | Equities   |
| NEXTNRG INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $8846.00           | $26361.08          | Equities   |
| PROSHARES TR                   SP500 EX FINLS   | 2500-12-31      | N/A      | 0.0000% | $1670.00           | $105036.32         | Equities   |
| RBB FD INC                     US TREASY 2 YR   | 2500-12-31      | N/A      | 0.0000% | $94.00             | $4544.43           | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $2363.00           | $150671.02         | Equities   |
| JANUS DETROIT STR TR           HENDERSON MID    | 2500-12-31      | N/A      | 0.0000% | $5075.00           | $140723.15         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P INTL MOMNT   | 2500-12-31      | N/A      | 0.0000% | $59445.00          | $2951444.25        | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $170173.00         | $15729090.39       | Equities   |
| JANUS DETROIT STR TR           HENDERSN SML ETF | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $81301.00          | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $11446.00          | $25066.74          | Equities   |
| WISDOMTREE TR                  ITL HDG QTLY DIV | 2500-12-31      | N/A      | 0.0000% | $11246.00          | $507981.82         | Equities   |
| META PLATFORMS INC             CL A             | 2500-12-31      | N/A      | 0.0000% | $34880.00          | $22499344.00       | Equities   |
| HUNTINGTON INGALLS INDS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $100590.00         | $22499971.20       | Equities   |

### Security 666: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18LKY1, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP18LKY1
- **C.18 - Value (incl. sponsor support):** $2442000000.00
- **C.18.a - Value (excl. sponsor support):** $2442000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLSD3967   | 2053-09-01      | 6.0000%  | 0.0000% | $65741037.00       | $60421486.61       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7559   | 2053-03-01      | 5.5000%  | 0.0000% | $53071100.00       | $42631190.62       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4264   | 2053-11-01      | 6.0000%  | 0.0000% | $60730561.00       | $54293385.89       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1873   | 2052-11-01      | 5.5000%  | 0.0000% | $56611745.00       | $45633801.58       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1679   | 2049-01-01      | 4.5000%  | 0.0000% | $142553600.00      | $29372458.83       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6339   | 2049-03-01      | 4.5000%  | 0.0000% | $141600162.00      | $29017300.02       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD7560   | 2053-02-01      | 4.0000%  | 0.0000% | $46838765.00       | $35552820.55       | Agency Mortgage-Backed Securities         |
| United States Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $125707500.00      | $128323535.55      | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRA9621   | 2053-08-01      | 5.5000%  | 0.0000% | $38330698.00       | $34123703.21       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9860   | 2053-09-01      | 6.0000%  | 0.0000% | $37776233.00       | $29594944.49       | Agency Mortgage-Backed Securities         |
| United States Treasury | 2025-06-03      | 0.0000%  | 0.0000% | $207200.00         | $207102.62         | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $522700.00         | $518896.83         | U.S. Treasuries (including strips)        |
| United States Treasury | 2029-08-15      | 6.1250%  | 0.0000% | $500000.00         | $550019.34         | U.S. Treasuries (including strips)        |
| United States Treasury | 2031-02-15      | 5.3750%  | 0.0000% | $187100.00         | $202076.79         | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-10-16      | 0.0000%  | 0.0000% | $133000.00         | $130850.99         | U.S. Treasuries (including strips)        |
| United States Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $2074000.00        | $2118622.48        | U.S. Treasuries (including strips)        |
| United States Treasury | 2028-11-15      | 5.2500%  | 0.0000% | $883700.00         | $922298.20         | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-07-03      | 0.0000%  | 0.0000% | $6595700.00        | $6569442.52        | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-07-08      | 0.0000%  | 0.0000% | $87000.00          | $86602.24          | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-09-16      | 0.0000%  | 0.0000% | $39700.00          | $39192.63          | U.S. Treasuries (including strips)        |
| United States Treasury | 2026-04-16      | 0.0000%  | 0.0000% | $5018400.00        | $4840748.64        | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-08-28      | 0.0000%  | 0.0000% | $557700.00         | $551788.38         | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-12-26      | 0.0000%  | 0.0000% | $164500.00         | $160553.64         | U.S. Treasuries (including strips)        |
| United States Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $2095400.00        | $2033040.90        | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-11-28      | 0.0000%  | 0.0000% | $454700.00         | $445119.47         | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $752700.00         | $739316.99         | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-06-05      | 0.0000%  | 0.0000% | $2031500.00        | $2030069.82        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRJ1333   | 2054-04-01      | 5.5000%  | 0.0000% | $84126875.00       | $78841303.61       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2682   | 2054-10-01      | 6.0000%  | 0.0000% | $68272685.00       | $63167978.52       | Agency Mortgage-Backed Securities         |
| United States Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $1274000.00        | $735662.20         | U.S. Treasuries (including strips)        |
| United States Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $403600.00         | $341892.94         | U.S. Treasuries (including strips)        |
| United States Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $16200.00          | $12611.47          | U.S. Treasuries (including strips)        |
| United States Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.14             | U.S. Treasuries (including strips)        |
| United States Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $130.52            | U.S. Treasuries (including strips)        |
| United States Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $750200.00         | $362104.49         | U.S. Treasuries (including strips)        |
| United States Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $114671800.00      | $71427397.12       | U.S. Treasuries (including strips)        |
| United States Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $15084900.00       | $11183383.35       | U.S. Treasuries (including strips)        |
| United States Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $348000.00         | $332315.06         | U.S. Treasuries (including strips)        |
| United States Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $9301900.00        | $7390665.59        | U.S. Treasuries (including strips)        |
| United States Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $6600.00           | $6008.22           | U.S. Treasuries (including strips)        |
| United States Treasury | 2039-02-15      | 3.5000%  | 0.0000% | $7200.00           | $6425.67           | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-08-26      | 0.0000%  | 0.0000% | $113100.00         | $111931.68         | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-07-29      | 0.0000%  | 0.0000% | $372000.00         | $369381.12         | U.S. Treasuries (including strips)        |
| United States Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $2253400.00        | $1695523.12        | U.S. Treasuries (including strips)        |
| United States Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $5106800.00        | $5102312.62        | U.S. Treasuries (including strips)        |
| United States Treasury | 2038-02-15      | 4.3750%  | 0.0000% | $15800.00          | $15673.08          | U.S. Treasuries (including strips)        |
| United States Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $2900000.00        | $2883343.09        | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-09-18      | 0.0000%  | 0.0000% | $17954300.00       | $17721612.27       | U.S. Treasuries (including strips)        |
| United States Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $1009500.00        | $1056042.03        | U.S. Treasuries (including strips)        |
| United States Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $1637000.00        | $1593488.54        | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-07-24      | 0.0000%  | 0.0000% | $245600.00         | $244015.88         | U.S. Treasuries (including strips)        |
| United States Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $341000.00         | $219685.19         | U.S. Treasuries (including strips)        |
| United States Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $2750000.00        | $2645558.54        | U.S. Treasuries (including strips)        |
| United States Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $62.75             | U.S. Treasuries (including strips)        |
| United States Treasury | 2026-03-19      | 0.0000%  | 0.0000% | $500000.00         | $483655.00         | U.S. Treasuries (including strips)        |
| United States Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $3188500.00        | $2273167.05        | U.S. Treasuries (including strips)        |
| United States Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $20000.00          | $18910.00          | U.S. Treasuries (including strips)        |
| United States Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $259817500.00      | $249999921.11      | U.S. Treasuries (including strips)        |
| United States Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $223590500.00      | $215252935.02      | U.S. Treasuries (including strips)        |
| United States Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $86700.00          | $47856.73          | U.S. Treasuries (including strips)        |
| United States Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $2842000.00        | $2292905.42        | U.S. Treasuries (including strips)        |
| United States Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $1000.00           | $904.91            | U.S. Treasuries (including strips)        |
| United States Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $114721200.00      | $119533338.36      | U.S. Treasuries (including strips)        |
| United States Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $734400.00         | $610009.63         | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $73559000.00       | $74058721.67       | U.S. Treasuries (including strips)        |
| United States Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $4590100.00        | $3085723.26        | U.S. Treasuries (including strips)        |
| United States Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $2780000.00        | $2513453.45        | U.S. Treasuries (including strips)        |
| United States Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $6566200.00        | $3948145.01        | U.S. Treasuries (including strips)        |
| United States Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $189800.00         | $183217.22         | U.S. Treasuries (including strips)        |
| United States Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $137000.00         | $134224.81         | U.S. Treasuries (including strips)        |
| United States Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $1121800.00        | $575668.91         | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $241701800.00      | $249999914.17      | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $243897700.00      | $249999924.85      | U.S. Treasuries (including strips)        |
| United States Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $125214300.00      | $130466585.86      | U.S. Treasuries (including strips)        |
| United States Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $4288600.00        | $2324606.75        | U.S. Treasuries (including strips)        |
| United States Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $83000.00          | $50334.40          | U.S. Treasuries (including strips)        |
| United States Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $1695000.00        | $1176868.88        | U.S. Treasuries (including strips)        |
| United States Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $67.74             | U.S. Treasuries (including strips)        |
| United States Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $40000.00          | $28428.56          | U.S. Treasuries (including strips)        |
| GNRA 2024-097 FT       | 2054-06-20      | 5.4783%  | 0.0000% | $1000.00           | $968.64            | Agency Collateralized Mortgage Obligation |
| United States Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $79000.00          | $70679.52          | U.S. Treasuries (including strips)        |
| United States Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $3500.00           | $2948.39           | U.S. Treasuries (including strips)        |
| United States Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $150000000.00      | $111717438.60      | U.S. Treasuries (including strips)        |
| United States Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $26316100.00       | $18091315.45       | U.S. Treasuries (including strips)        |
| United States Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $38957600.00       | $26781864.74       | U.S. Treasuries (including strips)        |
| United States Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $99300.00          | $98048.46          | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-01-15      | 4.0000%  | 0.0000% | $246449600.00      | $249999984.24      | U.S. Treasuries (including strips)        |
| United States Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $523800.00         | $505633.20         | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $18120600.00       | $18490835.71       | U.S. Treasuries (including strips)        |

### Security 667: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18NF15, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP18NF15
- **C.18 - Value (incl. sponsor support):** $999995550.00
- **C.18.a - Value (excl. sponsor support):** $999995550.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ELEVANCE HEALTH INC            GLBL NT 5.85%64     | 2064-11-01      | 5.8500%  | 0.0000% | $5000.00           | $4729.06           | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 26       | 2026-02-23      | 3.2500%  | 0.0000% | $5337000.00        | $5340772.96        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 46       | 2046-09-16      | 3.8750%  | 0.0000% | $556000.00         | $401968.69         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 36       | 2036-04-25      | 5.6670%  | 0.0000% | $8000.00           | $8193.76           | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 59       | 2059-09-15      | 3.6500%  | 0.0000% | $1830000.00        | $1213736.83        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 3%29     | 2029-02-22      | 3.0000%  | 0.0000% | $6000.00           | $5731.18           | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 25       | 2025-08-15      | 0.4500%  | 0.0000% | $1280000.00        | $1270416.00        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT2.9%27    | 2027-09-12      | 2.9000%  | 0.0000% | $92000.00          | $90306.59          | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 3.75%26       | 2026-11-30      | 3.7500%  | 0.0000% | $2000.00           | $1989.28           | Corporate Debt Securities                         |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 27     | 2027-08-04      | 4.2000%  | 0.0000% | $444000.00         | $431027.80         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.707%042228     | 2028-04-22      | 5.7070%  | 0.0000% | $8430000.00        | $8631848.39        | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL ASSN     SR FLT NT 25        | 2025-08-01      | 5.1454%  | 0.0000% | $4109000.00        | $4127862.59        | Corporate Debt Securities                         |
| CHILE ELECTRICITY LUX MPC II S SR SEC GLBL 35      | 2035-10-20      | 5.6720%  | 0.0000% | $5266000.00        | $5279695.11        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 35       | 2035-05-12      | 4.7500%  | 0.0000% | $920000.00         | $912571.00         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.1%060326       | 2026-06-03      | 4.1000%  | 0.0000% | $413000.00         | $419206.70         | Corporate Debt Securities                         |
| WESTERN ALLIANCE BK PHOENIX    LW TIER II NT 30    | 2030-06-01      | 5.2500%  | 0.0000% | $419000.00         | $428890.15         | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL ASSN     SR NT 5.254%26      | 2026-12-11      | 5.2540%  | 0.0000% | $6825000.00        | $7077146.97        | Corporate Debt Securities                         |
| AS MILEAGE PLAN IP LTD         SR SEC GLBL 31      | 2031-10-20      | 5.3080%  | 0.0000% | $500000.00         | $488348.89         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT4.2%30    | 2030-05-12      | 4.2000%  | 0.0000% | $5894000.00        | $5881563.66        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.244%012431     | 2031-01-24      | 5.2440%  | 0.0000% | $2572000.00        | $2653208.33        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             JR SB GLBL DB 54    | 2054-10-15      | 6.6250%  | 0.0000% | $2788000.00        | $2767567.44        | Corporate Debt Securities                         |
| AVNET INC                      SR GLBL NT5.5%32    | 2032-06-01      | 5.5000%  | 0.0000% | $123000.00         | $124275.17         | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 26       | 2026-07-08      | 3.0500%  | 0.0000% | $5000.00           | $4998.65           | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT0.7%26    | 2026-02-08      | 0.7000%  | 0.0000% | $19000.00          | $18570.18          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT2.4%50    | 2050-08-20      | 2.4000%  | 0.0000% | $2000.00           | $1169.05           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.623%050929     | 2029-05-09      | 4.6230%  | 0.0000% | $5625000.00        | $5635331.72        | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 37       | 2037-06-15      | 6.6250%  | 0.0000% | $466000.00         | $501921.42         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT2.4%50    | 2050-08-20      | 2.4000%  | 0.0000% | $28000.00          | $16366.75          | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     JR SB GLBL NT 40    | 2040-01-15      | 4.9000%  | 0.0000% | $2984000.00        | $2892794.04        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 35       | 2035-06-15      | 5.0500%  | 0.0000% | $45000.00          | $44902.45          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.623%050929     | 2029-05-09      | 4.6230%  | 0.0000% | $50834000.00       | $50927369.35       | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.464%050936     | 2036-05-09      | 5.4640%  | 0.0000% | $2058000.00        | $2073532.41        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.464%050936     | 2036-05-09      | 5.4640%  | 0.0000% | $6642000.00        | $6692129.39        | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           LW TIER II GLBL     | 2030-12-03      | 2.7490%  | 0.0000% | $1200000.00        | $1070623.10        | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.35%051526      | 2026-05-15      | 4.3500%  | 0.0000% | $19473000.00       | $19515889.28       | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.5%041926       | 2026-04-19      | 3.5000%  | 0.0000% | $3255000.00        | $3241186.14        | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 59       | 2059-08-01      | 3.9500%  | 0.0000% | $8781000.00        | $5933207.06        | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 27       | 2027-05-11      | 1.9950%  | 0.0000% | $7695000.00        | $7407768.10        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 26       | 2026-05-08      | 4.4210%  | 0.0000% | $3671000.00        | $3680000.27        | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 31       | 2031-04-01      | 1.7300%  | 0.0000% | $77000.00          | $64809.00          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 51       | 2051-02-08      | 2.6500%  | 0.0000% | $2000.00           | $1228.53           | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB NT 4.6%26       | 2026-03-09      | 4.6000%  | 0.0000% | $2055000.00        | $2073659.40        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.948%072228     | 2028-07-22      | 4.9480%  | 0.0000% | $4096000.00        | $4190875.19        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.571%042733     | 2033-04-27      | 4.5710%  | 0.0000% | $2650000.00        | $2573362.22        | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SUB GLBL COCO 25    | 2025-11-19      | 5.1790%  | 0.0000% | $600000.00         | $601687.48         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 4%28     | 2028-05-12      | 4.0000%  | 0.0000% | $2000.00           | $2001.22           | Corporate Debt Securities                         |
| HARBORVIEW MTG LN TR 2006-1    2-A1A  20360319 FLT | 2036-03-19      | 4.9212%  | 0.0000% | $77607000.00       | $5217513.19        | Private Label Collateralized Mortgage Obligations |
| INDYMAC IMSC 2007-AR1          2-A-1  20370625 FLT | 2037-06-25      | 3.9023%  | 0.0000% | $21775000.00       | $1522200.81        | Private Label Collateralized Mortgage Obligations |
| CWALT INC ALT LN TR 2006-OA9   2-A-1A 20460720 FLT | 2046-07-20      | 4.8589%  | 0.0000% | $44499900.00       | $2482583.37        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2016-3          B2     20560425 FLT | 2056-04-25      | 4.0798%  | 0.0000% | $1100000.00        | $1054203.15        | Private Label Collateralized Mortgage Obligations |
| VISIO TR 2023-1                A-3    20580325 FLT | 2058-03-25      | 7.3220%  | 0.0000% | $5209000.00        | $3863023.09        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-5            B-2    20680625 FLT | 2068-06-25      | 8.0424%  | 0.0000% | $5000000.00        | $4978242.86        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2019-2          M2     20581225 FLT | 2058-12-25      | 3.7500%  | 0.0000% | $1074322.00        | $875158.64         | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2007-HY7         2-A2   20370725 FLT | 2037-07-25      | 4.1498%  | 0.0000% | $19525000.00       | $1177705.91        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-5           CB-1   20350725 FLT | 2035-07-25      | 4.8392%  | 0.0000% | $19215000.00       | $426960.03         | Private Label Collateralized Mortgage Obligations |
| VASA TRUST 2021-VASA           D      20390715 FLT | 2039-07-15      | 6.5435%  | 0.0000% | $1007446.00        | $889584.34         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-1          M2     20580125 FLT | 2058-01-25      | 3.7500%  | 0.0000% | $2955000.00        | $2751001.08        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-2          M2     20580325 FLT | 2058-03-25      | 3.5000%  | 0.0000% | $4902900.00        | $4402124.88        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ 2004-18   M      20341225 FLT | 2034-12-25      | 4.9692%  | 0.0000% | $10180000.00       | $2390037.28        | Private Label Collateralized Mortgage Obligations |
| RATE MORTGAGE TRUST 2024-J4    A-5    20541225 FLT | 2054-12-25      | 5.5000%  | 0.0000% | $899322.00         | $823302.15         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-5            B-1    20680625 FLT | 2068-06-25      | 8.0424%  | 0.0000% | $2000000.00        | $2016889.14        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-C33   D      20590317 3.1 | 2059-03-17      | 3.1230%  | 0.0000% | $5078000.00        | $4634008.88        | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2018-C10       D      20510517 3.0 | 2051-05-17      | 3.0000%  | 0.0000% | $5440000.00        | $4348516.59        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURIT TR 2024-INV1     B-1    20690325 FLT | 2069-03-25      | 8.0870%  | 0.0000% | $2017002.00        | $2035595.79        | Private Label Collateralized Mortgage Obligations |
| UBS-BARCLY COML MTG TR 2012-C4 F      20451212 FLT | 2045-12-12      | 3.8565%  | 0.0000% | $6190900.00        | $3701270.64        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-C35   A-S    20480717 3.1 | 2048-07-17      | 3.1840%  | 0.0000% | $1500000.00        | $1464418.33        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2020-1            B-1    20600125 FLT | 2060-01-25      | 3.6240%  | 0.0000% | $1400000.00        | $1296212.87        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-6          B2     20571025 FLT | 2057-10-25      | 3.3283%  | 0.0000% | $1125906.00        | $891437.33         | Private Label Collateralized Mortgage Obligations |
| RALI TRUST 2005-QO5            A-1    20460125 FLT | 2046-01-25      | 5.4972%  | 0.0000% | $36271000.00       | $1882596.96        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2018-CH2        A-15   20480625 FLT | 2048-06-25      | 4.0000%  | 0.0000% | $11375000.00       | $2077218.70        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-3          B1     20570725 FLT | 2057-07-25      | 3.8635%  | 0.0000% | $3000000.00        | $2741073.72        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C16     D      20460917 FLT | 2046-09-17      | 4.6151%  | 0.0000% | $7848000.00        | $2983777.78        | Private Label Collateralized Mortgage Obligations |
| SVC ABS LLC 2023-1             C      20530220 6.7 | 2053-02-20      | 6.7000%  | 0.0000% | $3750000.00        | $3598481.67        | Private Label Collateralized Mortgage Obligations |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54    | 2054-03-15      | 6.5000%  | 0.0000% | $70000.00          | $72351.42          | Corporate Debt Securities                         |
| SIEMENS FIN NV                 GLBL 144A NT 26     | 2026-08-17      | 6.1250%  | 0.0000% | $2085000.00        | $2166928.63        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 36       | 2036-07-15      | 3.8500%  | 0.0000% | $100000.00         | $87556.75          | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR GLBL NT 34       | 2034-03-28      | 5.7500%  | 0.0000% | $4693000.00        | $4796916.06        | Corporate Debt Securities                         |
| PRECISION CASTPARTS CORP       SR NT 3.9%43        | 2043-01-15      | 3.9000%  | 0.0000% | $2000.00           | $1615.05           | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $2000.00           | $2031.48           | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 5.625%33      | 2033-09-07      | 5.6250%  | 0.0000% | $8000.00           | $8369.43           | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT3.8%30    | 2030-09-15      | 3.8000%  | 0.0000% | $55000.00          | $52283.92          | Corporate Debt Securities                         |
| TEACHERS INS & ANNUITY ASSN AM SB 144A NT4.9%44    | 2044-09-15      | 4.9000%  | 0.0000% | $2000.00           | $1774.02           | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $343000.00         | $354301.28         | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW          SR GLBL NT 32       | 2032-02-01      | 7.1500%  | 0.0000% | $778000.00         | $858246.59         | Corporate Debt Securities                         |
| EQUINOR ASA                    SR NT 4.25%41       | 2041-11-23      | 4.2500%  | 0.0000% | $95000.00          | $81313.96          | Corporate Debt Securities                         |
| SIXTH STR LENDING PARTNERS     SR GLBL 144A 30     | 2030-07-15      | 6.1250%  | 0.0000% | $2000.00           | $2064.46           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.928%042832     | 2032-04-28      | 1.9280%  | 0.0000% | $1000.00           | $843.72            | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            SR GLBL 2023A 33    | 2033-09-15      | 5.7500%  | 0.0000% | $26000.00          | $27037.38          | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              GLBL NT 1.339%26    | 2026-03-25      | 1.3390%  | 0.0000% | $9969000.00        | $9741782.95        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.316%29    | 2029-07-09      | 5.3160%  | 0.0000% | $200000.00         | $208858.20         | Corporate Debt Securities                         |
| USB REALTY CORP                -A 6.091%           | 2500-12-31      | 5.6647%  | 0.0000% | $300000.00         | $241434.27         | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT5.1%35    | 2035-05-23      | 5.1000%  | 0.0000% | $4999000.00        | $5021203.89        | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL EEE BD55    | 2055-06-15      | 6.0000%  | 0.0000% | $1771000.00        | $1752197.88        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 3.4000%  | 0.0000% | $6161000.00        | $5925054.23        | Corporate Debt Securities                         |
| STANFORD UNIV CALIF            GLBL -2017 BD 48    | 2048-05-01      | 3.6470%  | 0.0000% | $1846000.00        | $1378182.73        | Corporate Debt Securities                         |
| STANFORD HEALTH CARE           -2018 BD3.795%48    | 2048-11-15      | 3.7950%  | 0.0000% | $3000.00           | $2203.86           | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT3.8%49    | 2049-08-15      | 3.8000%  | 0.0000% | $226000.00         | $164879.05         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 27       | 2027-01-11      | 3.4460%  | 0.0000% | $91000.00          | $90804.84          | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT2.3%30    | 2030-03-15      | 2.3000%  | 0.0000% | $160000.00         | $141718.67         | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL 55       | 2055-04-01      | 6.5500%  | 0.0000% | $3482000.00        | $3299873.02        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 30       | 2030-01-22      | 2.5500%  | 0.0000% | $97000.00          | $89380.33          | Corporate Debt Securities                         |
| TRUIST FINL CORP               PERP SUB GLBL -Q    | 2079-12-31      | 5.1000%  | 0.0000% | $2262000.00        | $2229604.39        | Corporate Debt Securities                         |
| SIEMENS FIN NV                 GLBL 144A NT 26     | 2026-08-17      | 6.1250%  | 0.0000% | $4361000.00        | $4532362.47        | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT4.2%33    | 2033-02-01      | 4.2000%  | 0.0000% | $87000.00          | $80838.95          | Corporate Debt Securities                         |
| US BANCORP                     ALT TIER I PERP     | 2079-12-31      | 5.3000%  | 0.0000% | $73000.00          | $72838.30          | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $3218000.00        | $3268647.48        | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 26       | 2026-05-10      | 2.8750%  | 0.0000% | $4182000.00        | $4133226.26        | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2019-CH3        A-13   20491025 FLT | 2049-10-25      | 4.0000%  | 0.0000% | $5000000.00        | $1075581.47        | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE 7.27527 25AUG59 144A F                | 2059-08-25      | 7.2160%  | 0.0000% | $5115000.00        | $4923330.23        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            M-1    20550225 FLT | 2055-02-25      | 6.1680%  | 0.0000% | $1268000.00        | $1263747.97        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               A-3    20631225 FLT | 2063-12-25      | 6.4330%  | 0.0000% | $1529000.00        | $1075421.83        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2016-4          B2     20560725 FLT | 2056-07-25      | 3.9742%  | 0.0000% | $3000000.00        | $2818210.27        | Private Label Collateralized Mortgage Obligations |
| STORE MSTR FDG I-VII 2018-1    A-2    20481020 4.2 | 2048-10-20      | 4.2900%  | 0.0000% | $1300000.00        | $1165774.04        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              M-1    20641025 FLT | 2064-10-25      | 5.9680%  | 0.0000% | $1638000.00        | $1631897.72        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG 2006-AR3  I-2A-3 20360425 FLT | 2036-04-25      | 4.9792%  | 0.0000% | $58500000.00       | $1974337.94        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              A-2    20641025 FLT | 2064-10-25      | 5.5700%  | 0.0000% | $2178000.00        | $1918304.11        | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR NT 4.25%42       | 2042-12-15      | 4.2500%  | 0.0000% | $3000.00           | $2367.72           | Corporate Debt Securities                         |
| SHR TR 2024-LXRY               E      20411015 FLT | 2041-10-15      | 8.7787%  | 0.0000% | $2050000.00        | $2038279.73        | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ACCREDIT 2005-QO1  A-1    20350827 FLT | 2035-08-27      | 4.7392%  | 0.0000% | $37515380.00       | $1328663.45        | Private Label Collateralized Mortgage Obligations |
| SG RESIDENTIAL MTG TR 2021-2   A-1    20611225 FLT | 2061-12-25      | 1.7370%  | 0.0000% | $5983319.00        | $3445653.56        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TR 2021-INV1          A-27   20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $165474.00         | $100799.65         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              A-3    20641025 FLT | 2064-10-25      | 5.7220%  | 0.0000% | $2909000.00        | $2564349.14        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM5               A-1    20640125 FLT | 2064-01-25      | 5.9880%  | 0.0000% | $4184746.00        | $2931336.94        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FND MTG TR 2021-INV1 A-14   20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $1729379.00        | $1099266.12        | Private Label Collateralized Mortgage Obligations |
| SFAVE COML MTG TR 2015-5AVE    A-2B   20430108 4.1 | 2043-01-08      | 4.1440%  | 0.0000% | $2335000.00        | $1972269.94        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM7 TRUST            A-1    20550525 FLT | 2055-05-25      | 5.5600%  | 0.0000% | $426375.00         | $422008.38         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG 2006-AR6  II-A-1 20360725 FLT | 2036-07-25      | 4.8192%  | 0.0000% | $58972000.00       | $5457661.55        | Private Label Collateralized Mortgage Obligations |
| WORLDWIDE PLAZA TR 2017-WWP    A      20361112 3.5 | 2036-11-12      | 3.5263%  | 0.0000% | $1998670.00        | $1419290.80        | Private Label Collateralized Mortgage Obligations |
| AT&T INC                       SR GLBL NT 37       | 2037-03-01      | 5.2500%  | 0.0000% | $4000.00           | $3960.68           | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR NT 5.55%35       | 2035-05-09      | 5.5500%  | 0.0000% | $310000.00         | $317535.33         | Corporate Debt Securities                         |
| ADVANCED MICRO DEVICES INC     SR GLBL NT 26       | 2026-09-24      | 4.2120%  | 0.0000% | $562000.00         | $566491.50         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-09-01      | 6.0000%  | 0.0000% | $91000.00          | $92269.75          | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 26       | 2026-08-24      | 5.8750%  | 0.0000% | $3196000.00        | $3296982.95        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.625%012027     | 2027-01-20      | 3.6250%  | 0.0000% | $4622000.00        | $4624034.96        | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL NT 32       | 2032-02-01      | 4.7500%  | 0.0000% | $407000.00         | $390244.38         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5%050233         | 2033-05-02      | 5.0000%  | 0.0000% | $11814000.00       | $11862896.83       | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT4.5%28    | 2028-03-14      | 4.5000%  | 0.0000% | $416000.00         | $421512.00         | Corporate Debt Securities                         |
| NEWMONT CORP                   SR GLBL NT 44       | 2044-06-09      | 5.4500%  | 0.0000% | $87000.00          | $84738.65          | Corporate Debt Securities                         |
| NORTHWEST NAT HLDG CO          JR SB GLBL DB 55    | 2055-09-15      | 7.0000%  | 0.0000% | $5693000.00        | $5779078.16        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT3.7%46    | 2046-08-08      | 3.7000%  | 0.0000% | $2000.00           | $1609.76           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-03-01      | 5.1250%  | 0.0000% | $3240000.00        | $3153191.40        | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -J NT     | 2500-12-31      | 6.7000%  | 0.0000% | $63000.00          | $65008.96          | Corporate Debt Securities                         |
| S&P GLOBAL INC                 GLBL NT 5.25%33     | 2033-09-15      | 5.2500%  | 0.0000% | $37000.00          | $38269.38          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.424%072134     | 2034-07-21      | 5.4240%  | 0.0000% | $4176000.00        | $4285603.30        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT2.4%26    | 2026-08-08      | 2.4000%  | 0.0000% | $4292000.00        | $4238850.73        | Corporate Debt Securities                         |
| NETFLIX INC.                   SR GLBL 144A 29     | 2029-11-15      | 5.3750%  | 0.0000% | $215000.00         | $228094.66         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.971%072238     | 2038-07-22      | 3.9710%  | 0.0000% | $955000.00         | $828585.80         | Corporate Debt Securities                         |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 32     | 2032-02-02      | 3.8280%  | 0.0000% | $3000000.00        | $2587852.00        | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  REGS NT 5.125%28    | 2028-01-19      | 5.1250%  | 0.0000% | $700000.00         | $720733.51         | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH            SR GLBL REGS 26     | 2026-07-14      | 5.7500%  | 0.0000% | $211000.00         | $217092.04         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL COCO 45     | 2045-05-15      | 4.8750%  | 0.0000% | $559000.00         | $487476.65         | Corporate Debt Securities                         |
| SYSTEM ENERGY RESOURCES INC    1M GLBL BD5.3%34    | 2034-12-15      | 5.3000%  | 0.0000% | $3000.00           | $3009.08           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.65%110444      | 2044-11-04      | 4.6500%  | 0.0000% | $164000.00         | $136519.89         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.013%040451     | 2051-04-04      | 5.0130%  | 0.0000% | $19147000.00       | $16938738.20       | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL NT4.8%34    | 2034-09-15      | 4.8000%  | 0.0000% | $1915000.00        | $1863543.95        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     FR 3.875%020829     | 2029-02-08      | 3.8750%  | 0.0000% | $2000.00           | $1982.75           | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 35       | 2035-05-14      | 5.2500%  | 0.0000% | $12000.00          | $12019.36          | Corporate Debt Securities                         |
| US BANCORP                     PERP JR SB GLBL     | 2079-12-31      | 3.7000%  | 0.0000% | $1796000.00        | $1722355.02        | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 35       | 2035-05-14      | 5.2500%  | 0.0000% | $7457000.00        | $7469030.62        | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 35       | 2035-09-01      | 5.2500%  | 0.0000% | $214000.00         | $224731.92         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT5.6%54    | 2054-12-01      | 5.6000%  | 0.0000% | $578000.00         | $568546.49         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.35%030233      | 2033-03-02      | 3.3500%  | 0.0000% | $85000.00          | $76799.11          | Corporate Debt Securities                         |
| EQUINOR ASA                    SR NT 3.95%43       | 2043-05-15      | 3.9500%  | 0.0000% | $97000.00          | $77853.74          | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT3.9%25    | 2025-09-09      | 3.9000%  | 0.0000% | $2804000.00        | $2824371.06        | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 55       | 2055-05-14      | 5.9500%  | 0.0000% | $89000.00          | $88785.02          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.9%050145       | 2045-05-01      | 3.9000%  | 0.0000% | $5000.00           | $3851.06           | Corporate Debt Securities                         |
| IMPAC SECD ASSET TR 2007-3     A1-B   20370925 FLT | 2037-09-25      | 4.9192%  | 0.0000% | $19306000.00       | $2207466.72        | Private Label Collateralized Mortgage Obligations |
| HOME EQUITY ASSET TR 2005-3    M-6    20350825 FLT | 2035-08-25      | 5.5042%  | 0.0000% | $6025000.00        | $4231392.46        | Private Label Collateralized Mortgage Obligations |
| HILT COML MTG TR 2024-ORL      D      20370515 FLT | 2037-05-15      | 7.5176%  | 0.0000% | $2000000.00        | $1997514.65        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-P3    C      20490416 FLT | 2049-04-16      | 4.8886%  | 0.0000% | $3328000.00        | $2882976.72        | Private Label Collateralized Mortgage Obligations |
| CONNECT AVE SEC TRUST 2024-R02 1B-2   20440225 FLT | 2044-02-25      | 8.0220%  | 0.0000% | $5400000.00        | $5537713.49        | Private Label Collateralized Mortgage Obligations |
| GALTON FD MTG TR 2019-2        A22    20590625 FLT | 2059-06-25      | 3.5000%  | 0.0000% | $8600000.00        | $363920.79         | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-9               1-A-2  20350525 FLT | 2035-05-25      | 5.1392%  | 0.0000% | $53999000.00       | $562685.51         | Private Label Collateralized Mortgage Obligations |
| GS MRTG BCK SEC TR 2022-PJ2    A-4    20520625 FLT | 2052-06-25      | 2.5000%  | 0.0000% | $8861281.00        | $5538759.32        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 5.4435%  | 0.0000% | $3500000.00        | $2160473.41        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I  2016-UBS9   A-S    20490317 3.9 | 2049-03-17      | 3.9030%  | 0.0000% | $1000000.00        | $980530.08         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2016-C30      B      20490917 FLT | 2049-09-17      | 3.3070%  | 0.0000% | $2000000.00        | $1862281.94        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C12      D      20461017 FLT | 2046-10-17      | 4.7048%  | 0.0000% | $5000000.00        | $4566699.80        | Private Label Collateralized Mortgage Obligations |
| APPLE INC                      SR GLBL NT 49       | 2049-09-11      | 2.9500%  | 0.0000% | $2000.00           | $1323.89           | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 30       | 2030-10-15      | 1.8750%  | 0.0000% | $108000.00         | $92824.24          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT3.4%41    | 2041-02-04      | 3.4000%  | 0.0000% | $2992000.00        | $2194080.14        | Corporate Debt Securities                         |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33     | 2033-08-25      | 5.3320%  | 0.0000% | $750000.00         | $726660.42         | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 34       | 2034-02-15      | 5.2500%  | 0.0000% | $39000.00          | $39480.97          | Corporate Debt Securities                         |
| CITIGROUP INC                  SB GLBL NT5.3%44    | 2044-05-06      | 5.3000%  | 0.0000% | $286000.00         | $262185.73         | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL NT 34       | 2034-04-30      | 5.5700%  | 0.0000% | $1125000.00        | $1154949.38        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-03-27      | 5.3330%  | 0.0000% | $1000.00           | $994.66            | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 52    | 2052-12-15      | 6.8750%  | 0.0000% | $1496000.00        | $1564367.82        | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 5%34     | 2034-05-13      | 5.0000%  | 0.0000% | $444000.00         | $451335.37         | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 0.687%25    | 2025-08-12      | 0.6870%  | 0.0000% | $4774000.00        | $4745885.91        | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 28       | 2028-04-10      | 4.5500%  | 0.0000% | $100000.00         | $100248.94         | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT 54       | 2054-02-20      | 5.4500%  | 0.0000% | $560000.00         | $536372.98         | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 35       | 2035-02-15      | 5.1500%  | 0.0000% | $794000.00         | $797860.38         | Corporate Debt Securities                         |
| COTTAGE HEALTH CREDIT GROUP    SR -2020 BD 49      | 2049-11-01      | 3.3040%  | 0.0000% | $4000.00           | $2693.17           | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 5%30     | 2030-04-01      | 5.0000%  | 0.0000% | $249000.00         | $251516.01         | Corporate Debt Securities                         |
| CAIXABANK S A                  SNR NPF 144A 30     | 2030-03-15      | 5.6730%  | 0.0000% | $500000.00         | $518884.38         | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -RR NT    | 2500-12-31      | 4.3750%  | 0.0000% | $95000.00          | $92319.14          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.288%042534     | 2034-04-25      | 5.2880%  | 0.0000% | $2869000.00        | $2886131.12        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 41       | 2041-02-08      | 2.3750%  | 0.0000% | $2000.00           | $1382.56           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT      | 2079-12-31      | 3.7500%  | 0.0000% | $7827000.00        | $7594551.15        | Corporate Debt Securities                         |
| APTIV PLC / APTIV GLOBAL FING  SR GLBL NT 29       | 2029-09-13      | 4.6500%  | 0.0000% | $232000.00         | $230460.87         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 36    | 2036-01-24      | 6.0200%  | 0.0000% | $724000.00         | $742071.04         | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL NT 27       | 2027-05-29      | 4.5760%  | 0.0000% | $257000.00         | $257312.80         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL34    | 2034-05-01      | 6.5280%  | 0.0000% | $1980000.00        | $2122537.56        | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 3.969%47    | 2047-11-01      | 3.9690%  | 0.0000% | $10000.00          | $7519.57           | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 46      | 2046-05-18      | 4.7500%  | 0.0000% | $3089000.00        | $2568946.26        | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $4242000.00        | $4328939.20        | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT2.9%27    | 2027-05-25      | 2.9000%  | 0.0000% | $2140000.00        | $2095793.54        | Corporate Debt Securities                         |
| BROWN UNIV                     SR -2020A BD 50     | 2050-09-01      | 2.9240%  | 0.0000% | $1000.00           | $641.80            | Corporate Debt Securities                         |
| SCG MTG TRUST 2024-MSP         A      20410415 FLT | 2041-04-15      | 6.0697%  | 0.0000% | $1782762.00        | $1785600.45        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-4          M2     20580625 FLT | 2058-06-25      | 3.0000%  | 0.0000% | $2850000.00        | $2127184.90        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-2            B-1    20680325 FLT | 2068-03-25      | 7.4875%  | 0.0000% | $3000000.00        | $3005287.78        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR6         B-1    20450425 FLT | 2045-04-25      | 5.3392%  | 0.0000% | $17349419.00       | $5306679.70        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C29   E      20480617 FLT | 2048-06-17      | 4.2218%  | 0.0000% | $1571423.00        | $1331617.40        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR13        B-1    20451025 FLT | 2045-10-25      | 5.3392%  | 0.0000% | $4150000.00        | $2017286.79        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2022-INV2         B-1    20671025 FLT | 2067-10-25      | 6.7732%  | 0.0000% | $5000000.00        | $4982630.73        | Private Label Collateralized Mortgage Obligations |
| VERUS SECRITIZATION TR 2021-R2 M-1    20640225 FLT | 2064-02-25      | 2.2440%  | 0.0000% | $4750000.00        | $4153773.67        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2024-NQM1   A-1    20690225 FLT | 2069-02-25      | 6.1950%  | 0.0000% | $5321000.00        | $3862677.46        | Private Label Collateralized Mortgage Obligations |
| GCAT  TR 2023-INV1             A-1    20530825 FLT | 2053-08-25      | 6.0000%  | 0.0000% | $925000.00         | $727514.36         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-LTV1     A-5    20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $11764810.00       | $568281.80         | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE BK AG N Y             SNR NPF GLBL        | 2029-01-10      | 5.5558%  | 0.0000% | $205000.00         | $205757.08         | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          SR NT 5.6%41        | 2041-07-15      | 5.6000%  | 0.0000% | $4113000.00        | $3786139.89        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT3.8%60    | 2060-05-13      | 3.8000%  | 0.0000% | $55000.00          | $39011.74          | Corporate Debt Securities                         |
| WELLS FARGO MBS 2019-2         A-1    20490425 FLT | 2049-04-25      | 4.0000%  | 0.0000% | $30495000.00       | $439706.55         | Private Label Collateralized Mortgage Obligations |
| EQUINOR ASA                    SR GLBL NT 26       | 2026-01-22      | 1.7500%  | 0.0000% | $1000.00           | $989.54            | Corporate Debt Securities                         |
| BAYVIEW MSR OPPORT 2021-INV4   A-8    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $450000.00         | $260547.88         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         D      20370316 FLT | 2037-03-16      | 5.9745%  | 0.0000% | $5000000.00        | $4289206.89        | Private Label Collateralized Mortgage Obligations |
| BEAR STRNS MTG FDG 2006-AR5    II-A-1 20370126 FLT | 2037-01-26      | 4.8192%  | 0.0000% | $12749382.00       | $1248070.89        | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C16         E      20550617 2.5 | 2055-06-17      | 2.5000%  | 0.0000% | $7745000.00        | $4572469.01        | Private Label Collateralized Mortgage Obligations |
| ADJUSTABLE RATE MTG 2005-7     7-M-1  20351025 FLT | 2035-10-25      | 5.4392%  | 0.0000% | $2355936.00        | $1047580.92        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B-16     A-M    20530218 FLT | 2053-02-18      | 2.9440%  | 0.0000% | $3639000.00        | $3261888.81        | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER LLC 2021-1 B-1    20610315 1.9 | 2061-03-15      | 1.9800%  | 0.0000% | $1095000.00        | $989647.22         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-OA11            A-1C   20460925 FLT | 2046-09-25      | 4.9392%  | 0.0000% | $8435000.00        | $5783210.39        | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER 2020-1     B-2    20600715 2.6 | 2060-07-15      | 2.6000%  | 0.0000% | $500000.00         | $400789.22         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B20      A-5    20531020 FLT | 2053-10-20      | 2.0341%  | 0.0000% | $1000203.00        | $854261.96         | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK4                 A-S    20500517 3.7 | 2050-05-17      | 3.7770%  | 0.0000% | $750000.00         | $728359.19         | Private Label Collateralized Mortgage Obligations |
| BAMLL CML MTG SEC TR 2022-DKLX E      20390118 FLT | 2039-01-18      | 8.4560%  | 0.0000% | $2194000.00        | $1976059.09        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2006-8      I-A-1  20460625 FLT | 2046-06-25      | 4.7592%  | 0.0000% | $63502100.00       | $2553535.39        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2023-B39      A-5    20560717 5.7 | 2056-07-17      | 5.7536%  | 0.0000% | $2759296.00        | $2880649.39        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      B      20380816 FLT | 2038-08-16      | 5.7935%  | 0.0000% | $6800000.00        | $5290199.37        | Private Label Collateralized Mortgage Obligations |
| CFCRE COML MTG TR 2017-C8      D      20500617 3.0 | 2050-06-17      | 3.0000%  | 0.0000% | $3741000.00        | $3153747.80        | Private Label Collateralized Mortgage Obligations |
| CFCRE COML MTG TR 2016-C4      D      20580510 FLT | 2058-05-10      | 4.8426%  | 0.0000% | $2325238.00        | $2202884.00        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 2024-NQM5    A-1    20640625 FLT | 2064-06-25      | 5.8030%  | 0.0000% | $7415000.00        | $6068266.47        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         C      20370316 FLT | 2037-03-16      | 5.6470%  | 0.0000% | $3376000.00        | $2995635.94        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2006-8      II-A-1 20460825 FLT | 2046-08-25      | 4.7170%  | 0.0000% | $27500000.00       | $1513369.29        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 6.1435%  | 0.0000% | $4000000.00        | $610240.00         | Private Label Collateralized Mortgage Obligations |
| BANK 2024-BNK47                A-5    20570615 5.7 | 2057-06-15      | 5.7160%  | 0.0000% | $5362955.00        | $5576199.80        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B19      B      20530917 FLT | 2053-09-17      | 2.3510%  | 0.0000% | $1100000.00        | $844573.25         | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2024-NQM1   A-1    20690225 FLT | 2069-02-25      | 6.1950%  | 0.0000% | $5350000.00        | $3883729.46        | Private Label Collateralized Mortgage Obligations |
| AMERICAN HOME MTG 2004-4       M-1    20450225 FLT | 2045-02-25      | 5.2642%  | 0.0000% | $12500000.00       | $5716678.98        | Private Label Collateralized Mortgage Obligations |
| AMERICAN HOME MTG 2005-2       I-A-1  20450925 FLT | 2045-09-25      | 5.0392%  | 0.0000% | $49903000.00       | $1872506.18        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2023-NQM5   M-1    20681125 FLT | 2068-11-25      | 8.1356%  | 0.0000% | $2122800.00        | $2182700.40        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2019-2        B-2    20490325 FLT | 2049-03-25      | 6.2860%  | 0.0000% | $1100000.00        | $1120366.19        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE 2024-C8           A-5    20570316 5.5 | 2057-03-16      | 5.5980%  | 0.0000% | $1050553.00        | $1081793.83        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2024-NQM2   A-1    20690425 FLT | 2069-04-25      | 6.4980%  | 0.0000% | $3000000.00        | $2368562.85        | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 2020-BOC     A      20320115 2.6 | 2032-01-15      | 2.6270%  | 0.0000% | $2402837.00        | $2094551.08        | Private Label Collateralized Mortgage Obligations |
| BB-UBS TRUST 2012-TFT          C      20300607 FLT | 2030-06-07      | 3.5593%  | 0.0000% | $1213000.00        | $848817.59         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2007-OA4             A-2    20470525 FLT | 2047-05-25      | 4.8792%  | 0.0000% | $63094951.00       | $2410691.68        | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 2016-UBS10   E      20490716 3.4 | 2049-07-16      | 3.4130%  | 0.0000% | $7000000.00        | $4814406.53        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK11                D      20610317 3.0 | 2061-03-17      | 3.0000%  | 0.0000% | $5465000.00        | $4101972.52        | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2021-AGW           G      20360616 FLT | 2036-06-16      | 9.2435%  | 0.0000% | $1290000.00        | $1059717.52        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2023-NQM5   A-3    20681125 FLT | 2068-11-25      | 7.7560%  | 0.0000% | $1997000.00        | $1649750.02        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B20      A-5    20531020 FLT | 2053-10-20      | 2.0341%  | 0.0000% | $650000.00         | $555157.58         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B-16     A-M    20530218 FLT | 2053-02-18      | 2.9440%  | 0.0000% | $1000000.00        | $896369.56         | Private Label Collateralized Mortgage Obligations |
| BX TR 2021-MFM1                E      20340117 FLT | 2034-01-17      | 6.6935%  | 0.0000% | $6510600.00        | $4555887.57        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FD TR 2023-NQM8      A-2    20631025 FLT | 2063-10-25      | 6.8000%  | 0.0000% | $3668000.00        | $2706310.19        | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD1             D      20490812 FLT | 2049-08-12      | 2.7612%  | 0.0000% | $5300000.00        | $1183327.28        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A II 2007-1   I-A-1  20470925 FLT | 2047-09-25      | 4.3262%  | 0.0000% | $41199900.00       | $3293887.35        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE22        D      20480312 FLT | 2048-03-12      | 3.8865%  | 0.0000% | $2500000.00        | $1894916.98        | Private Label Collateralized Mortgage Obligations |
| COLT MTG TR 2023-4             B-1    20681025 FLT | 2068-10-25      | 8.3383%  | 0.0000% | $372503.00         | $376506.73         | Private Label Collateralized Mortgage Obligations |
| BOCA COML MTG TR 2024-BOCA     E      20410815 FLT | 2041-08-15      | 8.7657%  | 0.0000% | $5000000.00        | $5023631.96        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2023-R4              A1     20620525 FLT | 2062-05-25      | 5.0000%  | 0.0000% | $1000000.00        | $756356.22         | Private Label Collateralized Mortgage Obligations |
| CSMC 2019-NQM1                 B-1    20591025 FLT | 2059-10-25      | 3.8900%  | 0.0000% | $5409090.00        | $4953718.25        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2023-R4              B2     20620525 FLT | 2062-05-25      | 5.1389%  | 0.0000% | $6107000.00        | $4887460.56        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2017-COR2          D      20500912 3.0 | 2050-09-12      | 3.0000%  | 0.0000% | $7717320.00        | $6706394.81        | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER LLC 2021-1 A-1    20610315 1.5 | 2061-03-15      | 1.5300%  | 0.0000% | $555000.00         | $503823.71         | Private Label Collateralized Mortgage Obligations |
| CSMC 2019-NQM1                 B-2    20591025 FLT | 2059-10-25      | 5.2500%  | 0.0000% | $1493746.00        | $1324092.55        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2015-C1      B      20500415 FLT | 2050-04-15      | 3.8314%  | 0.0000% | $436283.00         | $417600.98         | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2017-C8      D      20500617 FLT | 2050-06-17      | 4.4078%  | 0.0000% | $4626885.00        | $3628975.57        | Private Label Collateralized Mortgage Obligations |
| ENERGY TRANSFER L P            SR GLBL NT 54       | 2054-09-01      | 6.0500%  | 0.0000% | $53000.00          | $49920.01          | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42    | 2042-01-15      | 5.5000%  | 0.0000% | $1689000.00        | $1680107.42        | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             FR 6%100739         | 2039-10-07      | 6.0000%  | 0.0000% | $284000.00         | $288496.67         | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 45       | 2045-03-06      | 3.5670%  | 0.0000% | $371000.00         | $279902.06         | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42    | 2042-01-15      | 5.5000%  | 0.0000% | $960000.00         | $954945.60         | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 26       | 2026-01-22      | 1.7500%  | 0.0000% | $2000.00           | $1979.08           | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36    | 2036-01-25      | 6.1000%  | 0.0000% | $12974000.00       | $13429740.58       | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 30       | 2030-05-22      | 2.3750%  | 0.0000% | $285000.00         | $257627.97         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 34       | 2034-09-01      | 5.6500%  | 0.0000% | $3727000.00        | $3747752.14        | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL DEB 33      | 2033-05-15      | 4.9500%  | 0.0000% | $187000.00         | $191550.18         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32    | 2032-11-29      | 6.7000%  | 0.0000% | $62000.00          | $66538.16          | Corporate Debt Securities                         |
| JP MRGN CHASE COM TR 2022-NLP  G      20370415 FLT | 2037-04-15      | 8.8535%  | 0.0000% | $439406.00         | $383730.09         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2017-JP7 D      20500916 FLT | 2050-09-16      | 4.4239%  | 0.0000% | $608000.00         | $372105.52         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-WPT  B-FL   20330708 FLT | 2033-07-08      | 5.8180%  | 0.0000% | $3000000.00        | $2622171.33        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG 2021-6 TR        A-15   20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $700000.00         | $400045.57         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP4 D      20491217 FLT | 2049-12-17      | 3.3752%  | 0.0000% | $8000000.00        | $5932367.20        | Private Label Collateralized Mortgage Obligations |
| KSL COMMERCIAL MTG TR 2024-HT2 C      20391215 FLT | 2039-12-15      | 6.6700%  | 0.0000% | $3021000.00        | $3021843.35        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN ALT LN TR 2006-S4    A-4    20361225 FLT | 2036-12-25      | 6.4600%  | 0.0000% | $10000000.00       | $1377649.69        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2024-6       A-6    20541225 FLT | 2054-12-25      | 6.0000%  | 0.0000% | $1469470.00        | $928269.36         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP3 A-5    20490817 2.8 | 2049-08-17      | 2.8704%  | 0.0000% | $325000.00         | $317084.71         | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2007-6         3-A4   20370525 FLT | 2037-05-25      | 4.2302%  | 0.0000% | $4250000.00        | $1677028.04        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C4  D      20491217 FLT | 2049-12-17      | 3.0373%  | 0.0000% | $5907451.00        | $4537227.95        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR 2020-COR7 D      20530515 FLT | 2053-05-15      | 1.7500%  | 0.0000% | $3866000.00        | $1864965.06        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  A-S    20490617 3.4 | 2049-06-17      | 3.4836%  | 0.0000% | $1500000.00        | $1403503.85        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  A      20350615 FLT | 2035-06-15      | 5.5860%  | 0.0000% | $2000000.00        | $1704376.52        | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  J      20361215 4.2 | 2036-12-15      | 4.2500%  | 0.0000% | $8537000.00        | $3074546.01        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     M3     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $154000.00         | $135623.58         | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2024-4       A-5-A  20541025 FLT | 2054-10-25      | 6.0000%  | 0.0000% | $1803660.00        | $1802897.65        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C23      A-S    20500715 FLT | 2050-07-15      | 4.0040%  | 0.0000% | $473000.00         | $473426.86         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     M3     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $1039000.00        | $915018.84         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C32 D      20481118 FLT | 2048-11-18      | 4.1544%  | 0.0000% | $5000000.00        | $635832.82         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TR 2024-5   A-6    20541125 FLT | 2054-11-25      | 6.0000%  | 0.0000% | $450000.00         | $269483.10         | Private Label Collateralized Mortgage Obligations |
| APIDOS CLO LTD 2025-53         A-1    20380720 FLT | 2038-07-20      | 5.6485%  | 0.0000% | $758792.00         | $758657.62         | Asset-Backed Securities                           |
| UNITED AIRLINES PT CERT 2014-2 A      20280303 3.7 | 2028-03-03      | 3.7500%  | 0.0000% | $2000.00           | $933.56            | Asset-Backed Securities                           |
| AGL CLO 2025-39 LTD            A-1    20380420 FLT | 2038-04-20      | 5.3429%  | 0.0000% | $1219877.00        | $1217197.29        | Asset-Backed Securities                           |
| COMM MTG TR 2014-UBS5          C      20470912 FLT | 2047-09-12      | 4.7193%  | 0.0000% | $2378500.00        | $2197262.28        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV2       A-1    20690527 FLT | 2069-05-27      | 6.4210%  | 0.0000% | $600000.00         | $515207.99         | Private Label Collateralized Mortgage Obligations |
| CSMC 2020-NQM1                 A-3    20650525 FLT | 2065-05-25      | 2.7220%  | 0.0000% | $2750000.00        | $353572.48         | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-2     A-1    20690425 FLT | 2069-04-25      | 6.1250%  | 0.0000% | $525000.00         | $385620.46         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2016-GS4        D      20491115 FLT | 2049-11-15      | 3.2330%  | 0.0000% | $3500000.00        | $2814368.76        | Private Label Collateralized Mortgage Obligations |
| CSMC 2021-GATE                 C      20361215 FLT | 2036-12-15      | 7.1504%  | 0.0000% | $670000.00         | $642543.09         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2018-B2  A-S    20510310 4.1 | 2051-03-10      | 4.1790%  | 0.0000% | $1488747.00        | $1445971.45        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-C3    A-4    20491118 3.1 | 2049-11-18      | 3.1540%  | 0.0000% | $1220000.00        | $1191711.52        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2012-CCRE3         B      20451017 3.9 | 2045-10-17      | 3.9220%  | 0.0000% | $3600000.00        | $3179738.60        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-C3    A-4    20491118 3.1 | 2049-11-18      | 3.1540%  | 0.0000% | $1004000.00        | $980719.97         | Private Label Collateralized Mortgage Obligations |
| CROSS 2023-H1 MTG TR           M-1    20680325 FLT | 2068-03-25      | 7.4890%  | 0.0000% | $1893000.00        | $1920510.60        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2016-CCRE28        D      20490212 FLT | 2049-02-12      | 3.8363%  | 0.0000% | $3300000.00        | $2810010.62        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          A      20330915 FLT | 2033-09-15      | 5.6250%  | 0.0000% | $3820956.00        | $3483629.14        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2023-3          A-1    20680925 FLT | 2068-09-25      | 7.1800%  | 0.0000% | $477000.00         | $335252.65         | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2018-4         B-2    20480725 FLT | 2048-07-25      | 4.1345%  | 0.0000% | $1500000.00        | $1125481.14        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2012-CCRE5         E      20451212 FLT | 2045-12-12      | 4.5410%  | 0.0000% | $9000000.00        | $5020639.11        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2019-RP1   B-1    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $3550150.00        | $2908869.44        | Private Label Collateralized Mortgage Obligations |
| CROSS MTG TR 2024-H7           A-1    20691125 FLT | 2069-11-25      | 5.5850%  | 0.0000% | $500000.00         | $454644.29         | Private Label Collateralized Mortgage Obligations |
| HMH TR 2017-NSS                A      20310708 3.0 | 2031-07-08      | 3.0622%  | 0.0000% | $320363.00         | $273255.79         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2011-GC5        D      20440812 FLT | 2044-08-12      | 5.1480%  | 0.0000% | $4000000.00        | $3007776.12        | Private Label Collateralized Mortgage Obligations |
| DOMINION ENERGY INC            JR SB GLBL -B 54    | 2054-06-01      | 7.0000%  | 0.0000% | $3373000.00        | $3670854.64        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 6.5%42        | 2042-02-01      | 6.5000%  | 0.0000% | $99000.00          | $101435.01         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -C 55    | 2055-05-15      | 6.6250%  | 0.0000% | $961000.00         | $961942.18         | Corporate Debt Securities                         |
| DOMINION RES CAP TR III        JR SB BD 8.4%31     | 2031-01-15      | 8.4000%  | 0.0000% | $4600000.00        | $4765324.00        | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL DEB 33      | 2033-05-15      | 4.9500%  | 0.0000% | $258000.00         | $264277.78         | Corporate Debt Securities                         |
| OBX TRUST 2021-NQM2            B-2    20610525 FLT | 2061-05-25      | 4.0610%  | 0.0000% | $3384000.00        | $2879852.91        | Private Label Collateralized Mortgage Obligations |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $25766000.00       | $26768068.37       | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 30       | 2030-06-01      | 2.6500%  | 0.0000% | $365000.00         | $334324.08         | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.414%27      | 2027-05-21      | 5.4140%  | 0.0000% | $5024000.00        | $5062903.34        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 48       | 2048-02-15      | 4.0500%  | 0.0000% | $2030000.00        | $1472221.98        | Corporate Debt Securities                         |
| KAISER FNDTN HOSP/HLTH MTN BE  -2019 BD3.266%49    | 2049-11-01      | 3.2660%  | 0.0000% | $3000.00           | $2013.30           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 51       | 2051-03-15      | 2.3750%  | 0.0000% | $666000.00         | $368656.25         | Corporate Debt Securities                         |
| NYMT LOAN TRUST 2024-INV1      B-1    20690625 FLT | 2069-06-25      | 7.6880%  | 0.0000% | $4000000.00        | $4019284.45        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-07-21      | 2.3830%  | 0.0000% | $18199000.00       | $15786705.86       | Corporate Debt Securities                         |
| FARM CR BK TEX                 CL B -3 6.2%        | 2500-12-31      | 6.2000%  | 0.0000% | $752000.00         | $756073.33         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 51       | 2051-08-12      | 3.0500%  | 0.0000% | $81000.00          | $47191.41          | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $11265000.00       | $11803748.62       | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -C NT 28    | 2028-05-15      | 4.6000%  | 0.0000% | $4440000.00        | $4457769.87        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $1000.00           | $1056.38           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $7000.00           | $7394.64           | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2021-INV1    A-4    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $1281000.00        | $748253.01         | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37      | 2037-10-01      | 6.7500%  | 0.0000% | $3383000.00        | $3662647.24        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45       | 2045-10-21      | 4.7500%  | 0.0000% | $6429000.00        | $5598024.96        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 5.5%40        | 2040-10-15      | 5.5000%  | 0.0000% | $1540000.00        | $1538313.70        | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               M-1    20631225 FLT | 2063-12-25      | 6.8450%  | 0.0000% | $1023000.00        | $1034548.67        | Private Label Collateralized Mortgage Obligations |
| MARRIOTT INTL INC NEW          SR GLBL OO NT 34    | 2034-05-15      | 5.3000%  | 0.0000% | $2000.00           | $1984.54           | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT4.7%30    | 2030-03-01      | 4.7000%  | 0.0000% | $2000.00           | $2060.29           | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2021-INV1    A-8    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $1253175.00        | $827471.31         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 33       | 2033-01-25      | 2.9630%  | 0.0000% | $20100000.00       | $17946449.70       | Corporate Debt Securities                         |
| OBX TRUST 2024-NQM1            A-1    20640625 FLT | 2064-06-25      | 5.8750%  | 0.0000% | $500000.00         | $404525.93         | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT 51       | 2051-08-12      | 3.0500%  | 0.0000% | $710000.00         | $413653.10         | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2021-INV1    A-2    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $3634735.00        | $2131475.98        | Private Label Collateralized Mortgage Obligations |
| ENBRIDGE INC                   SB GLBL NT7.2%54    | 2054-06-27      | 7.2000%  | 0.0000% | $3089000.00        | $3203478.34        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $6304000.00        | $6549169.56        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.664%041736     | 2036-04-17      | 5.6640%  | 0.0000% | $4796000.00        | $4898180.38        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT3.3%27    | 2027-02-06      | 3.3000%  | 0.0000% | $36000.00          | $35946.72          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.466%011835     | 2035-01-18      | 5.4660%  | 0.0000% | $15839000.00       | $16232314.05       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.23%011531      | 2031-01-15      | 5.2300%  | 0.0000% | $576000.00         | $594933.60         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-03-01      | 5.1250%  | 0.0000% | $1027000.00        | $999483.82         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 28     | 2028-04-01      | 5.5000%  | 0.0000% | $216000.00         | $218761.32         | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD 53       | 2053-12-01      | 5.3500%  | 0.0000% | $4713000.00        | $4259851.60        | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL NT 53      | 2053-09-15      | 7.1250%  | 0.0000% | $1181000.00        | $1239286.78        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $4434000.00        | $4429516.73        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.4%33    | 2033-06-15      | 6.4000%  | 0.0000% | $900000.00         | $952374.00         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 35       | 2035-04-30      | 4.8750%  | 0.0000% | $2000.00           | $1939.68           | Corporate Debt Securities                         |
| STANFORD HEALTH CARE           -2018 BD3.795%48    | 2048-11-15      | 3.7950%  | 0.0000% | $1000.00           | $734.62            | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR 2016-C2  D      20490617 FLT | 2049-06-17      | 3.3205%  | 0.0000% | $7500000.00        | $3454033.87        | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      B      20390107 FLT | 2039-01-07      | 3.3765%  | 0.0000% | $2263000.00        | $2020191.32        | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2007-14H       A1-2   20470725 FLT | 2047-07-25      | 5.4392%  | 0.0000% | $9636000.00        | $2969943.66        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF D      20341115 FLT | 2034-11-15      | 6.8260%  | 0.0000% | $4283000.00        | $4102403.74        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2017-H1   D      20500617 2.5 | 2050-06-17      | 2.5460%  | 0.0000% | $7251520.00        | $5842469.49        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC 2014-C22    B      20470917 FLT | 2047-09-17      | 4.5083%  | 0.0000% | $4000000.00        | $3829686.88        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     B3     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $168000.00         | $127153.14         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.2374%  | 0.0000% | $2500000.00        | $2334976.06        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C22      D      20480417 FLT | 2048-04-17      | 4.0631%  | 0.0000% | $4000001.00        | $2683092.90        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2018-MP   E      20400712 FLT | 2040-07-12      | 4.2760%  | 0.0000% | $2505000.00        | $1707709.99        | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2021-INV2   A-3    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $4200000.00        | $2543975.33        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2025-1       A-1    20550625 FLT | 2055-06-25      | 6.4415%  | 0.0000% | $1170747.00        | $1117722.57        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TR 2024-5   A-4    20541125 FLT | 2054-11-25      | 6.0000%  | 0.0000% | $920323.00         | $627796.52         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     M1     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $161000.00         | $153196.22         | Private Label Collateralized Mortgage Obligations |
| INDUSTRIAS PENOLES S.A.B.      SR GLBL 144A 49     | 2049-09-12      | 5.6500%  | 0.0000% | $3000000.00        | $2577185.00        | Corporate Debt Securities                         |
| MASS INST TECH MTN BE          SR GLBL -E BD 16    | 2116-07-01      | 3.8850%  | 0.0000% | $2239000.00        | $1549342.29        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 35       | 2035-05-15      | 5.1500%  | 0.0000% | $1200000.00        | $1180123.67        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 51       | 2051-08-12      | 3.0500%  | 0.0000% | $9969000.00        | $5808039.09        | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT5.5%54    | 2054-11-15      | 5.5000%  | 0.0000% | $1086000.00        | $1040270.35        | Corporate Debt Securities                         |
| OBX TR 2024-NQM10              A-1    20640525 FLT | 2064-05-25      | 6.1800%  | 0.0000% | $455758.00         | $365275.22         | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM9 TRUST            A-2    20640125 FLT | 2064-01-25      | 6.2840%  | 0.0000% | $1956000.00        | $1574618.40        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPTAL 24-BPR2  A      20410507 7.2 | 2041-05-07      | 7.2910%  | 0.0000% | $3192567.00        | $3292093.66        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               B-2    20631225 FLT | 2063-12-25      | 7.7635%  | 0.0000% | $4619000.00        | $3735469.62        | Private Label Collateralized Mortgage Obligations |
| SFAVE COML MTG TR 2015-5AVE    D      20430108 FLT | 2043-01-08      | 4.3880%  | 0.0000% | $908000.00         | $693930.63         | Private Label Collateralized Mortgage Obligations |
| JOHNSON & JOHNSON              SR GLBL NT 37       | 2037-03-03      | 3.6250%  | 0.0000% | $928000.00         | $821354.63         | Corporate Debt Securities                         |
| SCG MTG TRUST 2024-MSP         D      20410415 FLT | 2041-04-15      | 8.2667%  | 0.0000% | $2500000.00        | $2498456.46        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2021-INV1    A-6    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $3161319.00        | $1828900.66        | Private Label Collateralized Mortgage Obligations |
| JOHNSON & JOHNSON              SR GLBL NT 26       | 2026-03-01      | 2.4500%  | 0.0000% | $13560000.00       | $13449986.96       | Corporate Debt Securities                         |
| SG COML MTG SECS TR 2019-787E  F      20410215 FLT | 2041-02-15      | 4.5094%  | 0.0000% | $4000000.00        | $3022922.34        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            A-1    20550225 FLT | 2055-02-25      | 5.4000%  | 0.0000% | $3053050.00        | $2952052.87        | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR  2025-DATA    D      20420218 FLT | 2042-02-18      | 6.9699%  | 0.0000% | $600000.00         | $594992.48         | Private Label Collateralized Mortgage Obligations |
| MARS INC                       SR GLBL 144A 45     | 2045-05-01      | 5.6500%  | 0.0000% | $4262000.00        | $4226078.44        | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT6.2%34    | 2034-04-14      | 6.2000%  | 0.0000% | $1000.00           | $1024.84           | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               A-2    20631225 FLT | 2063-12-25      | 6.3320%  | 0.0000% | $1320000.00        | $929021.99         | Private Label Collateralized Mortgage Obligations |
| HOME DEPOT INC                 SR GLBL NT3.9%47    | 2047-06-15      | 3.9000%  | 0.0000% | $47000.00          | $36966.21          | Corporate Debt Securities                         |
| NEW ECONOMY ASSETS-PH 1 2021-1 A-1    20611020 1.9 | 2061-10-20      | 1.9100%  | 0.0000% | $1253098.00        | $1176029.41        | Private Label Collateralized Mortgage Obligations |
| MCDONALDS CORP                 FR 4.875%120945     | 2045-12-09      | 4.8750%  | 0.0000% | $512000.00         | $463158.40         | Corporate Debt Securities                         |
| LENOVO GROUP LTD               SR GLBL A REGS32    | 2032-07-27      | 6.5360%  | 0.0000% | $753000.00         | $818489.41         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL COCO 32    | 2032-05-17      | 7.6250%  | 0.0000% | $2592000.00        | $2818886.76        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $78000.00          | $79958.80          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 33      | 2033-09-14      | 5.7170%  | 0.0000% | $3000.00           | $3110.13           | Corporate Debt Securities                         |
| OBX 2024-NQM9 TRUST            A-3    20640125 FLT | 2064-01-25      | 6.4350%  | 0.0000% | $2688000.00        | $2162284.93        | Private Label Collateralized Mortgage Obligations |
| INTER-AMERICAN INVESTMENT CORP GLBL NT 4.25%30     | 2030-04-01      | 4.2500%  | 0.0000% | $9259000.00        | $9346546.42        | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 5.4%33      | 2033-07-31      | 5.4000%  | 0.0000% | $632000.00         | $650454.40         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $1414000.00        | $1449509.47        | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51    | 2051-05-20      | 3.5000%  | 0.0000% | $1540000.00        | $1038194.42        | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 27       | 2027-03-03      | 2.9500%  | 0.0000% | $2000.00           | $1977.28           | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL SS NT 37    | 2037-04-15      | 5.5000%  | 0.0000% | $88000.00          | $87056.74          | Corporate Debt Securities                         |
| OBX TRUST 2024-NQM1            A-1    20640625 FLT | 2064-06-25      | 5.8750%  | 0.0000% | $1550000.00        | $1254030.37        | Private Label Collateralized Mortgage Obligations |
| LIBERTY MUT INS CO             SUB 144A NT 97      | 2097-10-15      | 7.6970%  | 0.0000% | $1951000.00        | $2132328.38        | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT5.7%55    | 2055-02-10      | 5.7000%  | 0.0000% | $4348000.00        | $4264069.11        | Corporate Debt Securities                         |
| FLOWERS FOODS INC              SR GLBL NT6.2%55    | 2055-03-15      | 6.2000%  | 0.0000% | $215000.00         | $213309.14         | Corporate Debt Securities                         |
| NY COML MTG TR 2025-299P       A      20470212 FLT | 2047-02-12      | 5.6637%  | 0.0000% | $3300000.00        | $3374647.43        | Private Label Collateralized Mortgage Obligations |
| NY COML MTG TR 2025-299P       A      20470212 FLT | 2047-02-12      | 5.6637%  | 0.0000% | $5000000.00        | $5113102.17        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC36  C      20490212 FLT | 2049-02-12      | 4.7470%  | 0.0000% | $2500000.00        | $2037304.91        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-2     B-2    20690425 FLT | 2069-04-25      | 8.4107%  | 0.0000% | $2149000.00        | $2159516.95        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-3     A-1    20690625 FLT | 2069-06-25      | 6.3930%  | 0.0000% | $1000000.00        | $841849.82         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-COR3          C      20510512 FLT | 2051-05-12      | 4.5636%  | 0.0000% | $9225560.00        | $6248215.70        | Private Label Collateralized Mortgage Obligations |
| CIM TR 2023-R2                 A1     20640825 FLT | 2064-08-25      | 5.5000%  | 0.0000% | $2000000.00        | $1506508.32        | Private Label Collateralized Mortgage Obligations |
| CROSS MTG TR 2023-H2           A-1A   20681125 FLT | 2068-11-25      | 7.1350%  | 0.0000% | $490000.00         | $334424.22         | Private Label Collateralized Mortgage Obligations |
| GS MRTG-BCK SEC 2022-NQM1      B-5    20620525 FLT | 2062-05-25      | 4.0823%  | 0.0000% | $162000.00         | $95603.58          | Private Label Collateralized Mortgage Obligations |
| GALTON FDG MTG TR 2019-H1      A3     20591025 FLT | 2059-10-25      | 2.9640%  | 0.0000% | $4921000.00        | $579385.06         | Private Label Collateralized Mortgage Obligations |
| EFMT 2023-1 2023-1             A-3    20680225 FLT | 2068-02-25      | 6.5440%  | 0.0000% | $1206000.00        | $838121.14         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV1       B-1    20681226 FLT | 2068-12-26      | 8.1442%  | 0.0000% | $4599342.00        | $4640427.84        | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $12000000.00       | $5307385.67        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SEC TR 2023-R01       1M-1   20421226 FLT | 2042-12-26      | 6.7206%  | 0.0000% | $4514339.00        | $3088470.94        | Private Label Collateralized Mortgage Obligations |
| DBUBS MTG TR 2011-LC3          F      20440812 3.7 | 2044-08-12      | 3.7500%  | 0.0000% | $2000000.00        | $1391641.67        | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2005-1             B-1    20341125 FLT | 2034-11-25      | 6.2600%  | 0.0000% | $3671000.00        | $3276061.99        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2018-C6  D      20511110 FLT | 2051-11-10      | 5.0671%  | 0.0000% | $5899000.00        | $4203767.94        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-6CB             1-A-1  20360525 5.5 | 2036-05-25      | 5.5000%  | 0.0000% | $46000000.00       | $1726159.41        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2019-RP1   B-2    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $4671150.00        | $3627078.95        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C32 C      20481118 FLT | 2048-11-18      | 4.6544%  | 0.0000% | $3000000.00        | $1285408.03        | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RES MTG 2021-2 TR    M-1    20660425 FLT | 2066-04-25      | 2.2170%  | 0.0000% | $3500000.00        | $2712342.21        | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE ALT-B SECS 2007-AB1   A-1    20370425 FLT | 2037-04-25      | 4.7392%  | 0.0000% | $32100000.00       | $2316384.76        | Private Label Collateralized Mortgage Obligations |
| DBGS MTG TR 2018-C1            D      20511017 FLT | 2051-10-17      | 2.8872%  | 0.0000% | $5500000.00        | $3760684.22        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG 2019-GC41     F      20560811 3.0 | 2056-08-11      | 3.0000%  | 0.0000% | $9079360.00        | $5352179.82        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-56              1-A-2  20351125 FLT | 2035-11-25      | 5.5992%  | 0.0000% | $72823000.00       | $1979000.17        | Private Label Collateralized Mortgage Obligations |
| CALI MTG TR 2019-101C          A      20390311 3.9 | 2039-03-11      | 3.9570%  | 0.0000% | $1400492.00        | $1313055.90        | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2006-16            A-1    20361027 FLT | 2036-10-27      | 4.5592%  | 0.0000% | $106818125.00      | $1770210.92        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2020-PJ1        A-4    20500525 FLT | 2050-05-25      | 3.5000%  | 0.0000% | $1100857.00        | $121416.63         | Private Label Collateralized Mortgage Obligations |
| EQT TRUST 2024-EXTR            A      20410708 FLT | 2041-07-08      | 5.3308%  | 0.0000% | $1153000.00        | $1171359.51        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC36  D      20490212 2.8 | 2049-02-12      | 2.8500%  | 0.0000% | $4000000.00        | $2211243.33        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2019-RP1   B-5    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $11086572.00       | $4034020.76        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GS7        E      20500812 3.0 | 2050-08-12      | 3.0000%  | 0.0000% | $6995000.00        | $5594647.64        | Private Label Collateralized Mortgage Obligations |
| EFMT 2023-1 2023-1             A-2    20680225 FLT | 2068-02-25      | 6.2400%  | 0.0000% | $1479000.00        | $1027257.53        | Private Label Collateralized Mortgage Obligations |
| GS MRTG BCK SEC TR 2021-INV1   A-6    20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $400000.00         | $241912.81         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2018-BOP  C      20330815 FLT | 2033-08-15      | 5.8760%  | 0.0000% | $5020000.00        | $2143573.47        | Private Label Collateralized Mortgage Obligations |
| MICROSOFT CORP                 SR GLBL NT 62       | 2062-03-17      | 3.0410%  | 0.0000% | $30000.00          | $19125.49          | Corporate Debt Securities                         |
| MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27      | 2027-06-20      | 6.5000%  | 0.0000% | $34.00             | $15.52             | Corporate Debt Securities                         |
| MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27      | 2027-06-20      | 6.5000%  | 0.0000% | $546.00            | $249.31            | Corporate Debt Securities                         |
| MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27      | 2027-06-20      | 6.5000%  | 0.0000% | $72714.00          | $33201.61          | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 52       | 2052-03-17      | 2.9210%  | 0.0000% | $141000.00         | $92857.40          | Corporate Debt Securities                         |
| METHODIST HOSP HOUSTON TEX     SR GLBL 2020A 50    | 2050-12-01      | 2.7050%  | 0.0000% | $2000.00           | $1209.12           | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 30       | 2030-02-15      | 4.6630%  | 0.0000% | $22000.00          | $21977.57          | Corporate Debt Securities                         |
| MUSEUM FINE ARTS HOUSTON       -A BD 2.853%51      | 2051-08-01      | 2.8530%  | 0.0000% | $3000.00           | $1802.49           | Corporate Debt Securities                         |
| NOV INC                        SR NT 3.95%42       | 2042-12-01      | 3.9500%  | 0.0000% | $59000.00          | $43302.48          | Corporate Debt Securities                         |
| METHODIST HOSP HOUSTON TEX     SR GLBL 2020A 50    | 2050-12-01      | 2.7050%  | 0.0000% | $1000.00           | $604.56            | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR NT 3.125%25      | 2025-11-03      | 3.1250%  | 0.0000% | $2000.00           | $1994.11           | Corporate Debt Securities                         |
| CIBANCO S A INSTITUCION DE BAN SR GLBL REGS 29     | 2029-07-18      | 4.9620%  | 0.0000% | $499000.00         | $486811.43         | Corporate Debt Securities                         |

### Security 668: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18NFR8, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP18NFR8
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $42810240.00       | $9507109.34        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL945840 | 2037-07-01      | 5.5000%  | 0.0000% | $15217800.00       | $72002.62          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3313 | 2033-03-01      | 3.5000%  | 0.0000% | $321160.00         | $37661.65          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0494 | 2055-03-01      | 6.0000%  | 0.0000% | $1268730.00        | $1288201.91        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0377 | 2054-05-01      | 5.5000%  | 0.0000% | $300000.00         | $293580.75         | Agency Mortgage-Backed Securities         |
| GNMI SF 772046 X     | 2041-08-15      | 4.0000%  | 0.0000% | $760000.00         | $82996.54          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0073 | 2055-04-01      | 6.5000%  | 0.0000% | $2301944.00        | $2392560.01        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8373 | 2055-03-01      | 6.5000%  | 0.0000% | $7666530.00        | $7937504.63        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  | 0.0000% | $301000.00         | $28551.58          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5657 | 2045-03-01      | 5.0000%  | 0.0000% | $264933.00         | $252754.26         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA5126 | 2043-08-01      | 4.5000%  | 0.0000% | $340300.00         | $272211.83         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  | 0.0000% | $123500000.00      | $77783557.52       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB9683 | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $13228.97          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA4148 | 2030-10-01      | 2.0000%  | 0.0000% | $213804.00         | $61238.69          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0731 | 2053-11-01      | 5.5000%  | 0.0000% | $253688320.00      | $248502985.11      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTMA5707 | 2045-05-01      | 6.0000%  | 0.0000% | $15310656.00       | $15572345.21       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  | 0.0000% | $1510000.00        | $153683.40         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTMA5695 | 2045-04-01      | 6.5000%  | 0.0000% | $1221226.00        | $1234498.52        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY2026 | 2055-04-01      | 5.0000%  | 0.0000% | $2082592.00        | $2021566.08        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB9662 | 2043-06-01      | 3.0000%  | 0.0000% | $550000.00         | $111497.83         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4568 | 2037-03-01      | 2.5000%  | 0.0000% | $206611.00         | $129011.99         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA5708 | 2040-05-01      | 3.5000%  | 0.0000% | $963609.00         | $918649.09         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CVMA3119 | 2032-07-01      | 3.5000%  | 0.0000% | $2431500.00        | $375352.00         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0916 | 2054-12-01      | 6.0000%  | 0.0000% | $1530862.00        | $1558930.77        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX8291 | 2055-03-01      | 6.0000%  | 0.0000% | $1248810.00        | $1285353.14        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0776 | 2031-06-01      | 4.5000%  | 0.0000% | $200000.00         | $6966.00           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY4254 | 2053-06-01      | 5.5000%  | 0.0000% | $97976.00          | $94858.76          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U80311 G | 2033-04-01      | 3.5000%  | 0.0000% | $1265876.00        | $172541.07         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA0465 | 2049-06-01      | 3.5000%  | 0.0000% | $3192088.00        | $644821.36         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CKCA4613 | 2049-11-01      | 3.5000%  | 0.0000% | $715000.00         | $41302.35          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8137 | 2037-01-01      | 2.0000%  | 0.0000% | $50068288.00       | $30488618.43       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA9301 | 2051-02-01      | 3.0000%  | 0.0000% | $500000.00         | $264348.86         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G67712 G | 2048-06-01      | 4.0000%  | 0.0000% | $776000.00         | $218963.94         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2055 | 2048-07-01      | 4.5000%  | 0.0000% | $222000.00         | $19057.15          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4379 | 2052-08-01      | 4.0000%  | 0.0000% | $354665.00         | $290392.60         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CNCA3002 | 2028-12-01      | 4.0000%  | 0.0000% | $1401548.00        | $136998.54         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q17792 G | 2043-05-01      | 3.5000%  | 0.0000% | $172686.00         | $26741.02          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8164 | 2051-07-01      | 3.5000%  | 0.0000% | $1689550.00        | $626630.10         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBY1752 | 2053-05-01      | 4.5000%  | 0.0000% | $61685.00          | $40268.26          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQC0277 | 2051-04-01      | 3.5000%  | 0.0000% | $1083634.00        | $578999.80         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G61047 G | 2047-07-01      | 4.5000%  | 0.0000% | $1005932.00        | $200390.02         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF4390 | 2052-12-01      | 4.5000%  | 0.0000% | $1145924.00        | $766840.75         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4074 | 2049-08-01      | 3.5000%  | 0.0000% | $213000.00         | $30497.22          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  | 0.0000% | $4476000.00        | $2953728.21        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB1158 | 2034-07-01      | 3.0000%  | 0.0000% | $109881.00         | $80732.61          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U61858 G | 2042-12-01      | 4.0000%  | 0.0000% | $15028860.00       | $1847157.19        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U69902 G | 2043-07-01      | 4.0000%  | 0.0000% | $1124060.00        | $783478.58         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G60985 G | 2047-05-01      | 3.0000%  | 0.0000% | $10400000.00       | $2930796.35        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD4180 | 2053-01-01      | 3.5000%  | 0.0000% | $549416.00         | $429395.39         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY7811 | 2053-07-01      | 6.0000%  | 0.0000% | $2269120.00        | $2257834.63        | Agency Mortgage-Backed Securities         |
| 03.000 FGPC U80254 G | 2033-03-01      | 3.0000%  | 0.0000% | $1200000.00        | $139838.04         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q04439 G | 2041-11-01      | 3.5000%  | 0.0000% | $300000.00         | $14650.72          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3725 | 2052-11-01      | 5.0000%  | 0.0000% | $100000.00         | $83136.41          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD5748 | 2052-02-01      | 2.0000%  | 0.0000% | $25000.00          | $16210.09          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ1222 | 2054-08-01      | 6.0000%  | 0.0000% | $1288542.00        | $1309349.07        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF5465 | 2052-12-01      | 5.0000%  | 0.0000% | $600000.00         | $465194.06         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q26374 G | 2044-05-01      | 4.5000%  | 0.0000% | $18258400.00       | $2829015.73        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5354 | 2050-03-01      | 3.5000%  | 0.0000% | $975000.00         | $462825.23         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ2339 | 2054-08-01      | 5.5000%  | 0.0000% | $1010676.00        | $820019.04         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1002 | 2053-11-01      | 5.5000%  | 0.0000% | $134027776.00      | $129940822.86      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2802 | 2052-02-01      | 2.0000%  | 0.0000% | $350000.00         | $221742.26         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9851 | 2053-09-01      | 6.0000%  | 0.0000% | $18776288.00       | $16481511.83       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTCB2115 | 2041-11-01      | 2.5000%  | 0.0000% | $100000.00         | $63707.62          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD5321 | 2052-01-01      | 2.0000%  | 0.0000% | $1000000.00        | $634900.46         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6321 | 2053-05-01      | 5.5000%  | 0.0000% | $157171.00         | $134096.26         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF7405 | 2053-02-01      | 6.0000%  | 0.0000% | $1260748.00        | $959355.57         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG2543 | 2053-05-01      | 5.5000%  | 0.0000% | $624874.00         | $394204.44         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1666 | 2051-09-01      | 2.5000%  | 0.0000% | $170000.00         | $108072.07         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1795 | 2048-04-01      | 3.0000%  | 0.0000% | $775000.00         | $272946.76         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5131 | 2052-11-01      | 5.0000%  | 0.0000% | $400000.00         | $340025.00         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH1859 | 2053-08-01      | 5.5000%  | 0.0000% | $1175180.00        | $1146274.37        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ7201 | 2054-10-01      | 6.0000%  | 0.0000% | $1533588.00        | $1558078.22        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1711 | 2048-05-01      | 4.5000%  | 0.0000% | $320000.00         | $38426.63          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQG9049 | 2053-07-01      | 3.0000%  | 0.0000% | $25000.00          | $19330.34          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE0808 | 2052-04-01      | 2.5000%  | 0.0000% | $60000.00          | $42085.57          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC2114 | 2051-05-01      | 2.5000%  | 0.0000% | $2134148.00        | $1287784.25        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA4664 | 2048-10-01      | 4.0000%  | 0.0000% | $2216220.00        | $607316.79         | Agency Mortgage-Backed Securities         |
| GNRA 2014-017 AM     | 2048-06-16      | 3.5354%  | 0.0000% | $250000.00         | $8533.05           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-169 E      | 2064-11-16      | 3.5000%  | 0.0000% | $4113048.00        | $2691292.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  | 0.0000% | $25000000.00       | $19579139.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2010-117 LF     | 2040-09-20      | 4.8389%  | 0.0000% | $76000000.00       | $1433259.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-064 FA     | 2053-05-20      | 5.3283%  | 0.0000% | $200000000.00      | $103684331.07      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-186 FA     | 2053-12-20      | 5.5283%  | 0.0000% | $100000000.00      | $46300400.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-184 JF     | 2054-11-20      | 5.5283%  | 0.0000% | $2780000.00        | $2742047.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-103 DA     | 2054-09-16      | 3.2500%  | 0.0000% | $2000000.00        | $870210.13         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-183 FG     | 2054-11-20      | 5.7783%  | 0.0000% | $20000000.00       | $17459067.93       | Agency Collateralized Mortgage Obligation |
| GNAR AT CQ7523 C     | 2052-09-20      | 3.5000%  | 0.0000% | $1325460.00        | $960521.37         | Agency Mortgage-Backed Securities         |
| GNMI SF 752072 X     | 2040-12-15      | 4.0000%  | 0.0000% | $1000000.00        | $76576.32          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5251 | 2039-01-01      | 6.0000%  | 0.0000% | $84109.00          | $45134.59          | Agency Mortgage-Backed Securities         |
| GNII SF MA2074 M     | 2044-07-20      | 4.0000%  | 0.0000% | $364904448.00      | $23478218.13       | Agency Mortgage-Backed Securities         |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $457903.00         | $29004.19          | Agency Mortgage-Backed Securities         |
| GNII SF MA4004 M     | 2046-10-20      | 3.5000%  | 0.0000% | $4430000.00        | $552397.95         | Agency Mortgage-Backed Securities         |
| GNII SF MA6414 M     | 2049-12-20      | 5.5000%  | 0.0000% | $215000.00         | $25733.58          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX7809 | 2055-03-01      | 6.5000%  | 0.0000% | $1933272.00        | $1842925.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX8671 | 2055-03-01      | 6.0000%  | 0.0000% | $24752832.00       | $23543685.70       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3045 | 2054-12-01      | 6.0000%  | 0.0000% | $309000.00         | $308909.04         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2513 | 2055-04-01      | 6.0000%  | 0.0000% | $2728304.00        | $2777605.08        | Agency Mortgage-Backed Securities         |
| GNPL PN CN7021       | 2057-11-15      | 4.2000%  | 0.0000% | $12573200.00       | $11576553.46       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3044 | 2055-04-01      | 6.0000%  | 0.0000% | $2158176.00        | $2200379.85        | Agency Mortgage-Backed Securities         |
| GNMI SF AA0159 X     | 2042-05-15      | 3.8750%  | 0.0000% | $600000.00         | $59644.62          | Agency Mortgage-Backed Securities         |
| GNII SF DI3339 C     | 2055-03-20      | 6.0000%  | 0.0000% | $123136.00         | $126414.88         | Agency Mortgage-Backed Securities         |
| GNMI SF AA0290 X     | 2042-05-15      | 3.2500%  | 0.0000% | $200000.00         | $31750.78          | Agency Mortgage-Backed Securities         |
| GNII SF MA8949 M     | 2053-06-20      | 6.0000%  | 0.0000% | $22138240.00       | $15291667.84       | Agency Mortgage-Backed Securities         |
| GNPL PN CO7977       | 2057-08-15      | 3.1800%  | 0.0000% | $5935799.00        | $5086685.87        | Agency Mortgage-Backed Securities         |
| GNMI SF 717166 X     | 2039-06-15      | 4.5000%  | 0.0000% | $2090000.00        | $32729.06          | Agency Mortgage-Backed Securities         |
| GNII SF MA5135 M     | 2048-04-20      | 3.0000%  | 0.0000% | $310498.00         | $48699.75          | Agency Mortgage-Backed Securities         |
| GNII SF MA2046 M     | 2029-06-20      | 4.0000%  | 0.0000% | $619093.00         | $32247.77          | Agency Mortgage-Backed Securities         |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $5745768.00        | $4398664.50        | Agency Mortgage-Backed Securities         |
| GNII SF BG4935 C     | 2036-11-20      | 5.5000%  | 0.0000% | $1050702.00        | $84661.62          | Agency Mortgage-Backed Securities         |
| GNII ET DC2501 C     | 2064-04-20      | 3.5000%  | 0.0000% | $548983.00         | $472825.31         | Agency Mortgage-Backed Securities         |
| GNII SF MA9242 M     | 2053-09-20      | 6.0000%  | 0.0000% | $19077088.00       | $13705731.98       | Agency Mortgage-Backed Securities         |
| GNII SF DH0999 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1321956.00        | $1362364.42        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3633 | 2034-04-01      | 4.0000%  | 0.0000% | $863000.00         | $85403.82          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $147000.00         | $107869.01         | Agency Mortgage-Backed Securities         |
| GNII SF 004245 M     | 2038-09-20      | 6.0000%  | 0.0000% | $4998000.00        | $45555.07          | Agency Mortgage-Backed Securities         |
| GNII SF DI5294 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1147704.00        | $1096525.64        | Agency Mortgage-Backed Securities         |
| GNII SF DI3128 C     | 2055-03-20      | 6.0000%  | 0.0000% | $202332.00         | $208489.76         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2627 | 2055-04-01      | 6.5000%  | 0.0000% | $1432668.00        | $1490206.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $2705744.00        | $327300.93         | Agency Mortgage-Backed Securities         |
| GNMI SF AA8585 X     | 2027-10-15      | 3.0000%  | 0.0000% | $3662948.00        | $196388.33         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6717 | 2053-04-01      | 6.0000%  | 0.0000% | $375000.00         | $317711.44         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRAL4741 | 2044-01-01      | 4.5000%  | 0.0000% | $854000.00         | $110985.32         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTRB5339 | 2045-02-01      | 4.5000%  | 0.0000% | $558695.00         | $533889.82         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTRB5338 | 2045-03-01      | 6.0000%  | 0.0000% | $982300.00         | $966813.14         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6113 | 2052-05-01      | 3.0000%  | 0.0000% | $142238000.00      | $106548274.61      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL891804 | 2036-06-01      | 6.0000%  | 0.0000% | $3900000.00        | $18293.22          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG5082 | 2053-05-01      | 4.5000%  | 0.0000% | $2608604.00        | $1866403.26        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB0714 | 2041-12-01      | 2.0000%  | 0.0000% | $820000.00         | $520646.83         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4099 | 2052-07-01      | 4.5000%  | 0.0000% | $90000.00          | $70454.60          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4992 | 2054-09-01      | 6.0000%  | 0.0000% | $9620704.00        | $9808752.20        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3773 | 2048-11-01      | 3.5000%  | 0.0000% | $1190000.00        | $299396.14         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3331 | 2052-11-01      | 5.0000%  | 0.0000% | $760000.00         | $615739.18         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC6277 | 2051-08-01      | 2.5000%  | 0.0000% | $6840672.00        | $3292975.03        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAL1779 | 2038-12-01      | 5.5000%  | 0.0000% | $660902.00         | $26122.44          | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL542933 | 2030-06-01      | 7.5000%  | 0.0000% | $874529.00         | $5579.74           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4300 | 2052-08-01      | 4.5000%  | 0.0000% | $557190.00         | $393039.08         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $165361.00         | $136736.96         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  | 0.0000% | $1190000.00        | $872756.28         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM4532 | 2050-09-01      | 3.0000%  | 0.0000% | $100000.00         | $35122.61          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA8636 | 2051-01-01      | 4.0000%  | 0.0000% | $17266.00          | $8588.54           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIQN8761 | 2036-12-01      | 1.5000%  | 0.0000% | $433718.00         | $269800.77         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS1329 | 2037-02-01      | 2.0000%  | 0.0000% | $53832.00          | $31842.89          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ2345 | 2054-08-01      | 5.5000%  | 0.0000% | $2524320.00        | $2306843.64        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL930477 | 2039-01-01      | 5.0000%  | 0.0000% | $543284.00         | $29609.70          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  | 0.0000% | $800000.00         | $483550.58         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6115 | 2051-10-01      | 2.5000%  | 0.0000% | $1619128.00        | $1018511.02        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQF0977 | 2052-09-01      | 2.0000%  | 0.0000% | $757544.00         | $529383.89         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4139 | 2054-09-01      | 6.0000%  | 0.0000% | $1633856.00        | $1655298.54        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA8518 | 2050-04-01      | 3.0000%  | 0.0000% | $629000.00         | $210706.36         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3250 | 2050-05-01      | 3.5000%  | 0.0000% | $640000.00         | $158558.80         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2896 | 2052-09-01      | 4.5000%  | 0.0000% | $186000.00         | $143787.89         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTCB9751 | 2045-01-01      | 6.0000%  | 0.0000% | $2261252.00        | $2226377.33        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICA9437 | 2036-03-01      | 2.0000%  | 0.0000% | $724842.00         | $418125.49         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB2503 | 2036-12-01      | 2.5000%  | 0.0000% | $90000.00          | $56597.57          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD5628 | 2052-02-01      | 2.0000%  | 0.0000% | $300000.00         | $197996.05         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2079 | 2051-11-01      | 2.0000%  | 0.0000% | $652637.00         | $392308.03         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5902 | 2053-03-01      | 5.5000%  | 0.0000% | $188098.00         | $153120.26         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  | 0.0000% | $688000.00         | $494961.56         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS6148 | 2049-07-01      | 4.0000%  | 0.0000% | $2121000.00        | $1685603.99        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6766 | 2052-02-01      | 2.5000%  | 0.0000% | $1033012.00        | $653749.02         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA1877 | 2049-11-01      | 5.0000%  | 0.0000% | $1740000.00        | $394064.60         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM1569 | 2048-04-01      | 4.5000%  | 0.0000% | $18000.00          | $5590.89           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG6599 | 2053-07-01      | 5.0000%  | 0.0000% | $1005830.00        | $820106.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ1020 | 2054-08-01      | 5.5000%  | 0.0000% | $1515762.00        | $1502372.71        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3807 | 2053-01-01      | 6.0000%  | 0.0000% | $38782656.00       | $27378671.63       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1429 | 2052-04-01      | 3.5000%  | 0.0000% | $357724.00         | $261897.99         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS4794 | 2037-08-01      | 2.0000%  | 0.0000% | $32282816.00       | $23239451.54       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7091 | 2054-02-01      | 6.0000%  | 0.0000% | $20000000.00       | $18064725.25       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1807 | 2052-07-01      | 4.5000%  | 0.0000% | $100000.00         | $75632.44          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1634 | 2049-06-01      | 3.5000%  | 0.0000% | $348000.00         | $43744.61          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB3102 | 2052-03-01      | 2.0000%  | 0.0000% | $700005.00         | $443068.23         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF4046 | 2052-12-01      | 6.0000%  | 0.0000% | $667553.00         | $249848.86         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6386 | 2052-07-01      | 4.5000%  | 0.0000% | $250000.00         | $155281.32         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CICB0954 | 2036-06-01      | 3.0000%  | 0.0000% | $796529.00         | $388490.29         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6357 | 2052-07-01      | 4.5000%  | 0.0000% | $14700000.00       | $11814689.97       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTFM3463 | 2036-12-01      | 3.5000%  | 0.0000% | $37000.00          | $10821.42          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS2294 | 2050-04-01      | 5.5000%  | 0.0000% | $5000000.00        | $3049384.34        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM5313 | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $118846.23         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6474 | 2053-01-01      | 5.5000%  | 0.0000% | $3813108.00        | $2731756.70        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2906 | 2052-09-01      | 5.0000%  | 0.0000% | $6398000.00        | $4628384.36        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD5262 | 2052-01-01      | 2.0000%  | 0.0000% | $12000.00          | $8024.08           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM2993 | 2044-07-01      | 3.5000%  | 0.0000% | $45000.00          | $19070.80          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM2378 | 2050-01-01      | 4.5000%  | 0.0000% | $1730000.00        | $270666.51         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3332 | 2052-12-01      | 5.5000%  | 0.0000% | $40000.00          | $31693.38          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE1075 | 2052-04-01      | 3.0000%  | 0.0000% | $100000.00         | $68389.88          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA1193 | 2049-08-01      | 4.0000%  | 0.0000% | $10882000.00       | $1919483.76        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF0488 | 2052-09-01      | 5.5000%  | 0.0000% | $300707.00         | $194343.98         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2837 | 2052-02-01      | 2.0000%  | 0.0000% | $887525.00         | $559450.66         | Agency Mortgage-Backed Securities         |
| GNII SF 754384 C     | 2042-03-20      | 4.5000%  | 0.0000% | $600000.00         | $65726.50          | Agency Mortgage-Backed Securities         |
| GNMI SF 723324 X     | 2039-09-15      | 4.0000%  | 0.0000% | $80000.00          | $6524.92           | Agency Mortgage-Backed Securities         |
| GNMI SF 682572 X     | 2040-11-15      | 4.0000%  | 0.0000% | $1500000.00        | $163596.83         | Agency Mortgage-Backed Securities         |
| GNII JM 004554 M     | 2039-10-20      | 5.0000%  | 0.0000% | $3250000.00        | $16538.08          | Agency Mortgage-Backed Securities         |
| GNII SF DE5923 C     | 2054-11-20      | 5.0000%  | 0.0000% | $4975460.00        | $4817011.77        | Agency Mortgage-Backed Securities         |
| GNMI SF 748742 X     | 2040-11-15      | 4.0000%  | 0.0000% | $707488.00         | $82473.75          | Agency Mortgage-Backed Securities         |
| GNII SF DJ6789 C     | 2055-04-20      | 6.5000%  | 0.0000% | $822598.00         | $868577.29         | Agency Mortgage-Backed Securities         |
| GNII SF DJ0292 C     | 2055-05-20      | 6.0000%  | 0.0000% | $5566250.00        | $5688475.57        | Agency Mortgage-Backed Securities         |
| GNII SF AY0515 C     | 2047-06-20      | 4.5000%  | 0.0000% | $2468732.00        | $109039.02         | Agency Mortgage-Backed Securities         |
| GNII SF MA4322 M     | 2047-03-20      | 4.0000%  | 0.0000% | $926108.00         | $82408.64          | Agency Mortgage-Backed Securities         |
| GNII SF DI2807 C     | 2055-03-20      | 6.5000%  | 0.0000% | $904272.00         | $946263.50         | Agency Mortgage-Backed Securities         |
| GNII SF DJ7763 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1466910.00        | $1520333.55        | Agency Mortgage-Backed Securities         |
| GNII JM MA8143 M     | 2052-07-20      | 4.5000%  | 0.0000% | $24160800.00       | $19261224.19       | Agency Mortgage-Backed Securities         |
| GNMI SF 737010 X     | 2040-02-15      | 4.5000%  | 0.0000% | $152152.00         | $11730.50          | Agency Mortgage-Backed Securities         |
| GNII SF MA7539 M     | 2051-08-20      | 5.0000%  | 0.0000% | $227000.00         | $70622.41          | Agency Mortgage-Backed Securities         |
| GNMI SF 723189 X     | 2039-10-15      | 5.0000%  | 0.0000% | $1021164.00        | $67996.05          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA6746 | 2050-08-01      | 3.5000%  | 0.0000% | $997504.00         | $493532.85         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9060 | 2053-05-01      | 5.5000%  | 0.0000% | $30000.00          | $25943.60          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9066 | 2050-12-01      | 3.5000%  | 0.0000% | $26057536.00       | $21523052.75       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $70800.00          | $52760.40          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3VSF5022 | 2045-06-01      | 4.0000%  | 0.0000% | $5211688.00        | $4359554.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7086 | 2053-09-01      | 5.5000%  | 0.0000% | $40000.00          | $32634.25          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $39000.00          | $6763.30           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL555679 | 2033-08-01      | 5.0000%  | 0.0000% | $956039.00         | $6841.36           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS9131 | 2052-03-01      | 2.0000%  | 0.0000% | $5198720.00        | $3916791.99        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1741 | 2027-05-01      | 3.5000%  | 0.0000% | $320565.00         | $5661.50           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL938504 | 2037-05-01      | 5.5000%  | 0.0000% | $4079152.00        | $6803.96           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5245 | 2035-04-01      | 5.5000%  | 0.0000% | $873167.00         | $876219.78         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  | 0.0000% | $700000.00         | $618383.52         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL3036 | 2038-02-01      | 6.0000%  | 0.0000% | $4000000.00        | $298017.88         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9299 | 2053-06-01      | 6.0000%  | 0.0000% | $10000.00          | $8793.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA4181 | 2049-09-01      | 4.5000%  | 0.0000% | $971000.00         | $210930.20         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0424 | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $315729.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAI6139 | 2041-07-01      | 5.0000%  | 0.0000% | $420000.00         | $19796.63          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO2428 | 2039-08-01      | 6.0000%  | 0.0000% | $62296.00          | $47255.07          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI3065 | 2054-03-01      | 7.0000%  | 0.0000% | $7000.00           | $7381.34           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC4135 | 2054-10-01      | 4.5000%  | 0.0000% | $1434950.00        | $1349741.57        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0804 | 2055-05-01      | 6.0000%  | 0.0000% | $2933048.00        | $2997605.36        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5716 | 2055-02-01      | 6.5000%  | 0.0000% | $5797580.00        | $5788128.11        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS9407 | 2040-05-01      | 6.0000%  | 0.0000% | $223991.00         | $23796.16          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5666 | 2055-03-01      | 6.5000%  | 0.0000% | $18514720.00       | $18486773.71       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL4543 | 2029-11-01      | 2.8700%  | 0.0000% | $1687402.00        | $1420011.53        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2146 | 2029-12-01      | 4.5000%  | 0.0000% | $750000.00         | $11886.88          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8815 | 2027-01-01      | 6.0000%  | 0.0000% | $3988000.00        | $9487.65           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKMA4340 | 2051-05-01      | 2.0000%  | 0.0000% | $1606674.00        | $970148.57         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL942292 | 2037-08-01      | 6.5000%  | 0.0000% | $3007170.00        | $13395.62          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1045 | 2040-05-01      | 4.5000%  | 0.0000% | $5805000.00        | $377558.21         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CZ971841 | 2048-01-01      | 5.5000%  | 0.0000% | $1822898.00        | $59440.37          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL995752 | 2039-05-01      | 4.5000%  | 0.0000% | $14692220.00       | $746390.92         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB8925 | 2043-04-01      | 3.0000%  | 0.0000% | $1158622.00        | $222548.24         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL960117 | 2037-11-01      | 5.5000%  | 0.0000% | $37950000.00       | $116909.42         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 GLAB0457 | 2039-02-01      | 4.0000%  | 0.0000% | $2465672.00        | $324458.90         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4619 | 2055-01-01      | 6.0000%  | 0.0000% | $3149908.00        | $3202317.35        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 GLAB6570 | 2042-10-01      | 3.5000%  | 0.0000% | $6654600.00        | $475995.21         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5426 | 2039-07-01      | 6.0000%  | 0.0000% | $591916.00         | $422721.63         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0706 | 2031-04-01      | 4.5000%  | 0.0000% | $200000.00         | $5818.74           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA2596 | 2031-04-01      | 3.0000%  | 0.0000% | $583000.00         | $80504.93          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4709 | 2052-07-01      | 5.0000%  | 0.0000% | $59199.00          | $44858.71          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | 0.0000% | $161000.00         | $19189.81          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA3128 | 2039-02-01      | 4.0000%  | 0.0000% | $258865.00         | $11932.70          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY7932 | 2054-08-01      | 5.5000%  | 0.0000% | $2352128.00        | $2308554.14        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  | 0.0000% | $1705000.00        | $177121.39         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2320 | 2052-03-01      | 3.0000%  | 0.0000% | $3800000.00        | $2727867.45        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U69907 G | 2043-03-01      | 3.5000%  | 0.0000% | $275000.00         | $202992.20         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8531 | 2055-05-01      | 4.5000%  | 0.0000% | $1005868.00        | $945256.31         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8385 | 2040-05-01      | 5.5000%  | 0.0000% | $3602480.00        | $3610423.77        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8144 | 2037-03-01      | 1.5000%  | 0.0000% | $20695920.00       | $13159556.71       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5384 | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $183217.72         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G67715 G | 2048-08-01      | 4.5000%  | 0.0000% | $3339000.00        | $733132.74         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC U80547 G | 2032-06-01      | 4.5000%  | 0.0000% | $2927396.00        | $420252.12         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA4035 | 2049-08-01      | 4.5000%  | 0.0000% | $99426.00          | $13643.22          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5565 | 2054-05-01      | 5.5000%  | 0.0000% | $2121732.00        | $1939520.68        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2341 | 2053-02-01      | 6.0000%  | 0.0000% | $26803872.00       | $21564758.17       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2320 | 2052-03-01      | 3.0000%  | 0.0000% | $2259012.00        | $1621654.03        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1189 | 2052-07-01      | 5.0000%  | 0.0000% | $350000.00         | $252927.23         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5136 | 2054-04-01      | 6.0000%  | 0.0000% | $130000.00         | $117916.33         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1104 | 2050-03-01      | 4.0000%  | 0.0000% | $989000.00         | $662218.47         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3874 | 2053-09-01      | 6.0000%  | 0.0000% | $2363000.00        | $2142354.31        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  | 0.0000% | $32894144.00       | $31147190.62       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8196 | 2052-02-01      | 3.5000%  | 0.0000% | $75000.00          | $46614.96          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $17678040.00       | $17355418.23       | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8127 | 2036-11-01      | 1.5000%  | 0.0000% | $1060264.00        | $638346.60         | Agency Mortgage-Backed Securities         |
| GNRA 2009-092 FL     | 2039-10-16      | 5.1432%  | 0.0000% | $100000000.00      | $1624531.71        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-042 FB     | 2054-03-20      | 5.6283%  | 0.0000% | $28000000.00       | $16219024.96       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLBM4696 | 2047-03-01      | 3.0000%  | 0.0000% | $2200000.00        | $723669.64         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIBK7642 | 2033-09-01      | 4.0000%  | 0.0000% | $51500.00          | $12861.54          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM1920 | 2046-07-01      | 4.5000%  | 0.0000% | $608000.00         | $146104.16         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX JUBM1876 | 2044-09-01      | 5.1940%  | 0.0000% | $17495808.00       | $4074096.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS9454 | 2034-02-01      | 5.0000%  | 0.0000% | $413721.00         | $49781.64          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5822 | 2055-03-01      | 6.0000%  | 0.0000% | $11030784.00       | $11226677.67       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD7648 | 2055-05-01      | 6.5000%  | 0.0000% | $1058270.00        | $1094987.85        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU8892 | 2052-04-01      | 2.0000%  | 0.0000% | $2188176.00        | $1442232.28        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTBN6890 | 2041-02-01      | 2.0000%  | 0.0000% | $19905440.00       | $11504872.72       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM1825 | 2047-10-01      | 3.5000%  | 0.0000% | $400000.00         | $78620.59          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU4106 | 2053-07-01      | 6.5000%  | 0.0000% | $736970.00         | $549916.98         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV4196 | 2052-04-01      | 3.0000%  | 0.0000% | $200000.00         | $126065.72         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE0068 | 2055-05-01      | 6.5000%  | 0.0000% | $1303686.00        | $1353055.43        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV7132 | 2052-04-01      | 4.5000%  | 0.0000% | $14030.00          | $9331.43           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV1515 | 2055-04-01      | 6.5000%  | 0.0000% | $13317184.00       | $13589903.79       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0101 | 2056-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $330824.04         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN0940 | 2048-11-01      | 4.0000%  | 0.0000% | $1784592.00        | $568775.46         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 R3BF0056 | 2039-07-01      | 6.0000%  | 0.0000% | $261890.00         | $45827.74          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTBM1976 | 2037-11-01      | 4.0000%  | 0.0000% | $7700000.00        | $1754423.97        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK6737 | 2048-07-01      | 4.5000%  | 0.0000% | $40000.00          | $13552.60          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4599 | 2041-02-01      | 4.5000%  | 0.0000% | $80000.00          | $23091.69          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBU9528 | 2051-12-01      | 3.5000%  | 0.0000% | $800709.00         | $466738.04         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV1487 | 2055-04-01      | 5.0000%  | 0.0000% | $2561228.00        | $2509158.16        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CKBM7433 | 2048-11-25      | 3.5000%  | 0.0000% | $34507008.00       | $27830571.82       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO3531 | 2049-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $377459.86         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0141 | 2055-05-01      | 6.0000%  | 0.0000% | $1040130.00        | $1062193.58        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM1225 | 2032-04-01      | 3.0000%  | 0.0000% | $1000000.00        | $182266.71         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8857 | 2027-12-01      | 6.0000%  | 0.0000% | $8876000.00        | $33044.62          | Agency Mortgage-Backed Securities         |
| GNMI SF BD7167 X     | 2047-11-15      | 5.0000%  | 0.0000% | $928001.00         | $106619.21         | Agency Mortgage-Backed Securities         |
| GNII SF 627021 C     | 2045-11-20      | 4.0000%  | 0.0000% | $41000.00          | $14258.12          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL693787 | 2033-03-01      | 6.0000%  | 0.0000% | $5671624.00        | $34175.63          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY0015 | 2045-01-01      | 4.0000%  | 0.0000% | $1975562.00        | $89392.79          | Agency Mortgage-Backed Securities         |
| GNII SF DI9267 C     | 2055-04-20      | 6.5000%  | 0.0000% | $342767.00         | $361147.70         | Agency Mortgage-Backed Securities         |
| GNMI SF 726380 X     | 2039-10-15      | 4.5000%  | 0.0000% | $1213592.00        | $75006.05          | Agency Mortgage-Backed Securities         |
| GNII SF 515980 C     | 2041-11-20      | 4.0000%  | 0.0000% | $2545988.00        | $121037.76         | Agency Mortgage-Backed Securities         |
| GNII SF DJ6883 C     | 2055-05-20      | 6.0000%  | 0.0000% | $5406336.00        | $5525050.13        | Agency Mortgage-Backed Securities         |
| GNII SF DI3437 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2635308.00        | $2746505.01        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ2728 | 2045-06-01      | 3.5000%  | 0.0000% | $50213.00          | $6881.87           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5245 | 2040-06-01      | 3.5000%  | 0.0000% | $3099580.00        | $290430.68         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL744602 | 2033-10-01      | 5.0000%  | 0.0000% | $2244496.00        | $45462.71          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CAAY0382 | 2044-11-01      | 4.0000%  | 0.0000% | $58886.00          | $7571.18           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS8947 | 2047-03-01      | 3.5000%  | 0.0000% | $110000.00         | $21941.26          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAV4178 | 2043-12-01      | 5.0000%  | 0.0000% | $1986946.00        | $285771.11         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8415 | 2046-11-01      | 3.0000%  | 0.0000% | $45966.00          | $6964.65           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAO9944 | 2042-07-01      | 3.5000%  | 0.0000% | $31000000.00       | $3365392.96        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAS2741 | 2044-06-01      | 5.0000%  | 0.0000% | $724675.00         | $48724.66          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTAS8349 | 2036-11-01      | 3.0000%  | 0.0000% | $25470.00          | $6074.68           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAK3103 | 2042-02-01      | 4.0000%  | 0.0000% | $175000.00         | $22672.19          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX3123 | 2044-10-01      | 4.0000%  | 0.0000% | $677801.00         | $63423.83          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL644188 | 2032-06-01      | 6.0000%  | 0.0000% | $1421618.00        | $10812.01          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0549 | 2052-02-01      | 2.5000%  | 0.0000% | $2800000.00        | $1852634.68        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL9546 | 2046-11-01      | 3.5000%  | 0.0000% | $1810000.00        | $271903.19         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL735503 | 2035-04-01      | 6.0000%  | 0.0000% | $449987072.00      | $4376374.20        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL640094 | 2032-04-01      | 6.0000%  | 0.0000% | $15000000.00       | $26820.22          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR5213 | 2043-11-01      | 3.0000%  | 0.0000% | $919551.00         | $197432.98         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAQ4055 | 2043-04-01      | 3.0000%  | 0.0000% | $61473.00          | $13477.01          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL796242 | 2034-11-01      | 6.5000%  | 0.0000% | $1046696.00        | $15477.87          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL677293 | 2033-01-01      | 6.0000%  | 0.0000% | $6712592.00        | $13694.59          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256946 | 2027-10-01      | 6.5000%  | 0.0000% | $1432910.00        | $5779.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0481 | 2055-03-01      | 6.0000%  | 0.0000% | $867824.00         | $881194.03         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDD0162 | 2040-03-01      | 5.0000%  | 0.0000% | $1011986.00        | $1008685.99        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL849985 | 2036-02-01      | 6.0000%  | 0.0000% | $13600000.00       | $963530.35         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDC3296 | 2039-09-01      | 6.0000%  | 0.0000% | $1951078.00        | $1658190.66        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL809327 | 2034-12-01      | 5.0000%  | 0.0000% | $502685.00         | $26697.69          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC4488 | 2054-12-01      | 6.0000%  | 0.0000% | $1858796.00        | $1885527.73        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7177 | 2055-04-01      | 6.0000%  | 0.0000% | $587491.00         | $598115.09         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3992 | 2044-07-01      | 4.5000%  | 0.0000% | $1025000.00        | $69174.91          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM0366 | 2045-10-01      | 4.5000%  | 0.0000% | $4567816.00        | $338564.10         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA6025 | 2054-03-01      | 5.5000%  | 0.0000% | $59850.00          | $58708.67          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8128 | 2055-05-01      | 6.0000%  | 0.0000% | $4309936.00        | $4400252.14        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD3412 | 2055-02-01      | 6.0000%  | 0.0000% | $1130430.00        | $1155506.79        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH7067 | 2047-12-01      | 4.5000%  | 0.0000% | $328000.00         | $70054.94          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC1667 | 2054-09-01      | 6.5000%  | 0.0000% | $1319116.00        | $1359365.21        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3690 | 2040-05-01      | 6.0000%  | 0.0000% | $534745.00         | $20362.52          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD7041 | 2055-04-01      | 6.5000%  | 0.0000% | $2481456.00        | $2563620.65        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB9213 | 2054-08-01      | 6.0000%  | 0.0000% | $1821654.00        | $1840372.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB5228 | 2054-05-01      | 5.5000%  | 0.0000% | $1028006.00        | $982133.22         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1527 | 2054-09-01      | 5.5000%  | 0.0000% | $2073760.00        | $1895948.69        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6128 | 2054-07-01      | 6.0000%  | 0.0000% | $1174380.00        | $1192233.08        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD0164 | 2055-04-01      | 6.5000%  | 0.0000% | $3865916.00        | $3986889.18        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD3821 | 2055-03-01      | 6.0000%  | 0.0000% | $2037532.00        | $2048394.07        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBC0167 | 2046-01-01      | 3.5000%  | 0.0000% | $735000.00         | $142308.72         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA2015 | 2027-06-01      | 5.5000%  | 0.0000% | $1275568.00        | $10642.19          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS9618 | 2046-03-01      | 3.5000%  | 0.0000% | $131998.00         | $25740.66          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 ZLZT2228 | 2049-06-01      | 3.5000%  | 0.0000% | $3090000.00        | $1303646.54        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS7938 | 2033-01-01      | 2.5000%  | 0.0000% | $275000.00         | $53879.06          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB2890 | 2055-04-01      | 6.0000%  | 0.0000% | $10214864.00       | $10047152.25       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL8822 | 2044-12-01      | 4.5000%  | 0.0000% | $6332232.00        | $334439.90         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0162 | 2055-05-01      | 6.0000%  | 0.0000% | $1364870.00        | $1387050.96        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4623 | 2045-07-01      | 4.0000%  | 0.0000% | $502128.00         | $46415.63          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZL9179 | 2044-03-01      | 5.0000%  | 0.0000% | $1119484.00        | $201492.71         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS8955 | 2027-09-01      | 5.0000%  | 0.0000% | $9929676.00        | $39100.08          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDD9880 | 2040-05-01      | 5.0000%  | 0.0000% | $380428.00         | $382156.20         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM1456 | 2047-06-01      | 3.5000%  | 0.0000% | $14744800.00       | $3050495.72        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM3257 | 2032-11-01      | 3.5000%  | 0.0000% | $63000.00          | $17029.07          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4938 | 2047-11-01      | 3.5000%  | 0.0000% | $405000.00         | $113885.63         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0638 | 2043-02-01      | 3.5000%  | 0.0000% | $25470440.00       | $2915437.91        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A45241 G | 2035-02-01      | 6.0000%  | 0.0000% | $9395328.00        | $382181.48         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1611 | 2034-03-01      | 5.0000%  | 0.0000% | $1920824.00        | $61479.18          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C09036 G | 2043-03-01      | 3.5000%  | 0.0000% | $165000.00         | $19119.87          | Agency Mortgage-Backed Securities         |
| 05.500 FGPC K30382 G | 2047-07-01      | 5.5000%  | 0.0000% | $29446560.00       | $634703.74         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC K35039 G | 2047-11-01      | 6.0000%  | 0.0000% | $19855420.00       | $490379.73         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZJ0275 | 2040-07-01      | 5.0000%  | 0.0000% | $215000.00         | $13430.61          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI2144 | 2034-06-01      | 5.0000%  | 0.0000% | $14980160.00       | $272156.42         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C62800 G | 2032-01-01      | 6.0000%  | 0.0000% | $28465216.00       | $72714.16          | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G06209 G | 2040-05-01      | 5.5000%  | 0.0000% | $711157.00         | $11675.57          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C60129 G | 2031-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $19150.89          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $379427.00         | $61977.81          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $7195200.00        | $1175305.78        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9935 | 2040-04-01      | 5.0000%  | 0.0000% | $1789000.00        | $169755.96         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL8489 | 2044-09-01      | 4.5000%  | 0.0000% | $250000.00         | $14954.41          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ4718 | 2029-08-01      | 6.0000%  | 0.0000% | $17522660.00       | $30801.39          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4397 | 2042-11-01      | 3.5000%  | 0.0000% | $56803648.00       | $7544974.43        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC K30381 G | 2047-07-01      | 5.5000%  | 0.0000% | $18558400.00       | $532602.76         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9874 | 2040-04-01      | 5.0000%  | 0.0000% | $360253.00         | $29677.17          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM4438 | 2047-10-01      | 4.5000%  | 0.0000% | $21163.00          | $7430.68           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A15120 G | 2033-10-01      | 5.5000%  | 0.0000% | $630137.00         | $5522.99           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC N31117 G | 2034-05-01      | 4.0000%  | 0.0000% | $1027568.00        | $5432.04           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK9128 | 2032-10-01      | 3.5000%  | 0.0000% | $1569986.00        | $293468.91         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1635 | 2046-01-01      | 3.0000%  | 0.0000% | $442000.00         | $150997.39         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZS9354 | 2038-07-01      | 4.0000%  | 0.0000% | $5000000.00        | $813852.64         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX5040 | 2053-01-01      | 6.0000%  | 0.0000% | $5069008.00        | $4028078.71        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV7814 | 2052-06-01      | 3.5000%  | 0.0000% | $946551.00         | $732008.60         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CKBW4197 | 2052-08-01      | 2.5000%  | 0.0000% | $2443884.00        | $1832901.43        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY0568 | 2053-05-01      | 6.0000%  | 0.0000% | $128796.00         | $100038.20         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAQ7194 | 2043-08-01      | 3.5000%  | 0.0000% | $411231.00         | $64863.77          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2637 | 2052-05-01      | 2.5000%  | 0.0000% | $60000.00          | $40842.78          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  | 0.0000% | $320000.00         | $199439.80         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA7200 | 2052-04-01      | 2.5000%  | 0.0000% | $72152.00          | $49142.33          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFM2025 | 2039-11-01      | 3.0000%  | 0.0000% | $4444384.00        | $1199606.38        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5645 | 2045-08-01      | 3.5000%  | 0.0000% | $325000.00         | $36555.62          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ5704 | 2041-12-01      | 4.0000%  | 0.0000% | $4023856.00        | $375803.31         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFS1644 | 2042-04-01      | 3.0000%  | 0.0000% | $150000.00         | $103658.13         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $41000.00          | $7992.04           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL9879 | 2047-02-01      | 3.5000%  | 0.0000% | $700000.00         | $254287.91         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CNRD5092 | 2032-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $536583.99         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL7654 | 2044-01-01      | 3.5000%  | 0.0000% | $211210.00         | $50421.28          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4785 | 2046-12-01      | 3.0000%  | 0.0000% | $682390.00         | $186102.63         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8066 | 2048-09-01      | 4.0000%  | 0.0000% | $357974.00         | $46276.02          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9854 | 2040-03-01      | 5.0000%  | 0.0000% | $229122.00         | $11143.94          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4281 | 2037-02-01      | 6.0000%  | 0.0000% | $2381724.00        | $27740.54          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6207 | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $10122.20          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ6161 | 2032-06-01      | 7.5000%  | 0.0000% | $1528426.00        | $10692.76          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB9226 | 2054-08-01      | 5.5000%  | 0.0000% | $2347336.00        | $2295515.47        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G16792 G | 2034-03-01      | 4.0000%  | 0.0000% | $971000.00         | $208554.15         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J25240 G | 2028-08-01      | 3.5000%  | 0.0000% | $176575.00         | $10110.69          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  | 0.0000% | $1581416.00        | $298547.65         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1842 | 2034-05-01      | 5.0000%  | 0.0000% | $538371.00         | $8026.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW7780 | 2052-09-01      | 3.0000%  | 0.0000% | $11426.00          | $9198.46           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIBW1792 | 2037-06-01      | 1.5000%  | 0.0000% | $28013.00          | $17765.76          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0668 | 2032-10-01      | 6.0000%  | 0.0000% | $6358168.00        | $9459.25           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5972 | 2037-05-01      | 6.0000%  | 0.0000% | $24222496.00       | $207439.86         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZN5189 | 2034-04-01      | 3.5000%  | 0.0000% | $48000.00          | $6665.33           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1231 | 2042-07-01      | 3.5000%  | 0.0000% | $82410240.00       | $8339033.07        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2675 | 2039-05-01      | 4.5000%  | 0.0000% | $573112.00         | $6299.59           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC0578 | 2054-08-01      | 6.0000%  | 0.0000% | $1008500.00        | $1032273.97        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6329 | 2037-08-01      | 6.0000%  | 0.0000% | $2698764.00        | $16193.89          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL5574 | 2043-04-01      | 3.0000%  | 0.0000% | $1120886.00        | $289111.08         | Agency Mortgage-Backed Securities         |

### Security 669: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18NGT3, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP18NGT3
- **C.18 - Value (incl. sponsor support):** $3056000000.00
- **C.18.a - Value (excl. sponsor support):** $3056000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 01.500 CLSD8127 | 2051-02-01      | 1.5000%  | 0.0000% | $390095184.00      | $218018200.10      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $342019315.00      | $212912512.45      | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4181 | 2050-11-01      | 1.5000%  | 0.0000% | $322185417.00      | $174228781.09      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKCB1708 | 2051-05-01      | 2.0000%  | 0.0000% | $299677164.00      | $185927740.31      | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $250663469.00      | $135004184.93      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  | 0.0000% | $150000000.00      | $92670643.83       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ2689 | 2029-12-01      | 4.5200%  | 0.0000% | $27933000.00       | $28138087.19       | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8081 | 2050-09-01      | 1.5000%  | 0.0000% | $417975123.00      | $216664450.07      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKCB1775 | 2051-06-01      | 2.0000%  | 0.0000% | $45556399.00       | $28359507.11       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKCB2194 | 2051-11-01      | 2.0000%  | 0.0000% | $186317727.00      | $118146724.44      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKCB1239 | 2051-07-01      | 2.0000%  | 0.0000% | $41987920.00       | $25966633.06       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  | 0.0000% | $293531127.00      | $180123917.13      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR2118 | 2051-07-01      | 2.0000%  | 0.0000% | $220001464.00      | $136673232.99      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $140644171.00      | $85840424.91       | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4157 | 2050-10-01      | 1.5000%  | 0.0000% | $190334166.00      | $100356383.93      | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $182225000.00      | $115050747.83      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $289473754.00      | $184299289.14      | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4138 | 2050-09-01      | 1.5000%  | 0.0000% | $196237480.00      | $102110664.51      | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4209 | 2050-12-01      | 1.5000%  | 0.0000% | $83642895.00       | $45699786.75       | Agency Mortgage-Backed Securities         |
| GNRM 2020-147 AE     | 2062-06-16      | 1.2500%  | 0.0000% | $299800000.00      | $184714259.79      | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  | 0.0000% | $17560991.00       | $11157960.23       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $173959470.00      | $108572649.12      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKCB1565 | 2051-05-01      | 2.0000%  | 0.0000% | $139616473.00      | $82912630.24       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $171475495.00      | $108185742.66      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKMA4391 | 2051-07-01      | 2.0000%  | 0.0000% | $117631239.00      | $72906341.85       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ2560 | 2029-12-01      | 4.5000%  | 0.0000% | $30345000.00       | $30578959.95       | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8112 | 2050-12-01      | 1.5000%  | 0.0000% | $303139276.00      | $164235643.35      | Agency Mortgage-Backed Securities         |

### Security 670: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.630000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18OL24, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP18OL24
- **C.18 - Value (incl. sponsor support):** $225082145.25
- **C.18.a - Value (excl. sponsor support):** $225082145.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BANCO SANTANDER MEXICO SA      LW TIER II 28    | 2028-10-01      | 7.5250%  | 0.0000% | $1500000.00        | $1593468.12        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 0.75%010626   | 2026-01-06      | 0.7500%  | 0.0000% | $1350000.00        | $1323688.50        | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE SR 144A NT 55    | 2055-01-13      | 6.7800%  | 0.0000% | $4115000.00        | $4159531.16        | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51 | 2051-05-20      | 3.5000%  | 0.0000% | $1076000.00        | $725387.79         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 26    | 2026-01-08      | 1.2500%  | 0.0000% | $11000.00          | $10806.30          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 36    | 2036-03-27      | 5.3330%  | 0.0000% | $565000.00         | $561984.45         | Corporate Debt Securities |
| MACQUARIE BK LTD               FR 4.875%061025  | 2025-06-10      | 4.8750%  | 0.0000% | $208000.00         | $212767.53         | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A NT 35    | 2035-01-13      | 5.6250%  | 0.0000% | $239000.00         | $243630.92         | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR NT 4.375%52   | 2052-02-02      | 4.3750%  | 0.0000% | $9304000.00        | $7137845.30        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           ALT TIER I PERP  | 2099-12-31      | 4.9000%  | 0.0000% | $19750000.00       | $19967359.73       | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL  | 2082-10-27      | 8.6250%  | 0.0000% | $1490000.00        | $1584624.31        | Corporate Debt Securities |
| ARES FIN CO IV LLC             GLBL 144A NT 52  | 2052-02-01      | 3.6500%  | 0.0000% | $4300000.00        | $2946640.69        | Corporate Debt Securities |
| BARCLAYS PLC                   GLBL COCO 31     | 2031-02-25      | 5.3670%  | 0.0000% | $510000.00         | $521415.29         | Corporate Debt Securities |
| BPCE                           FR 4.875%040126  | 2026-04-01      | 4.8750%  | 0.0000% | $9165000.00        | $9238866.08        | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D29 | 2029-01-18      | 6.7200%  | 0.0000% | $1980000.00        | $2113630.20        | Corporate Debt Securities |
| CELULOSA ARAUCO Y CONSTITUCION GLBL NT 5.5%47   | 2047-11-02      | 5.5000%  | 0.0000% | $459000.00         | $398176.89         | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 51    | 2051-05-25      | 3.9500%  | 0.0000% | $543000.00         | $369298.98         | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            GLBL NT 3.155%55 | 2055-05-15      | 3.1550%  | 0.0000% | $30000.00          | $18573.44          | Corporate Debt Securities |
| ROYAL BK CDA                   SR GLBL COCO 25  | 2025-06-10      | 1.1500%  | 0.0000% | $19665000.00       | $19750946.98       | Corporate Debt Securities |
| GE AEROSPACE                   SR NT 4.125%42   | 2042-10-09      | 4.1250%  | 0.0000% | $16000.00          | $13155.58          | Corporate Debt Securities |
| BPCE                           FR 6.027%052836  | 2036-05-28      | 6.0270%  | 0.0000% | $1500000.00        | $1521952.25        | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     GLBL 144A NT4%47 | 2047-10-02      | 4.0000%  | 0.0000% | $5000000.00        | $3762472.22        | Corporate Debt Securities |
| GREAT-WEST LIFECO FIN 2018 L P SR GLBL 144A 48  | 2048-05-17      | 4.5810%  | 0.0000% | $3300000.00        | $2717366.02        | Corporate Debt Securities |
| BAT CAPITAL CORP               FR 3.984%092550  | 2050-09-25      | 3.9840%  | 0.0000% | $2700000.00        | $1900890.00        | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SR GLBL NT 35    | 2035-04-25      | 6.6450%  | 0.0000% | $629000.00         | $669702.85         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT3.7%51 | 2051-02-04      | 3.7000%  | 0.0000% | $25520000.00       | $17570321.51       | Corporate Debt Securities |
| BANCO SANTANDER S.A.           SNR NPF GLBL 28  | 2028-02-23      | 3.8000%  | 0.0000% | $400000.00         | $394139.56         | Corporate Debt Securities |
| BANCO SANTANDER S.A.           SNR NPF GLBL     | 2025-08-18      | 5.1470%  | 0.0000% | $200000.00         | $203014.63         | Corporate Debt Securities |
| ARIZONA PUB SVC CO             4.25%49          | 2049-03-01      | 4.2500%  | 0.0000% | $5000000.00        | $3814834.72        | Corporate Debt Securities |
| ATMOS ENERGY CORP              4.125%49         | 2049-03-15      | 4.1250%  | 0.0000% | $9960000.00        | $7806286.95        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL28 | 2028-02-01      | 3.2500%  | 0.0000% | $25000.00          | $24362.08          | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 29    | 2029-02-15      | 4.3750%  | 0.0000% | $4000.00           | $3982.32           | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      ALT TIER I PERP  | 2079-12-31      | 4.7000%  | 0.0000% | $11250000.00       | $11298137.50       | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 5.606%072139  | 2039-07-21      | 5.6060%  | 0.0000% | $169000.00         | $171886.21         | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -M NT 50 | 2050-04-01      | 3.6500%  | 0.0000% | $338000.00         | $242840.14         | Corporate Debt Securities |
| NATWEST GROUP PLC              SR GLBL COCO 26  | 2026-11-10      | 7.4720%  | 0.0000% | $2720000.00        | $2762435.02        | Corporate Debt Securities |
| FEL ENERGY VI S A R L          SR SEC GLBL 40   | 2040-12-01      | 5.7500%  | 0.0000% | $8178000.00        | $6598185.51        | Corporate Debt Securities |
| MONSANTO CO                    SR GLBL NT4.7%64 | 2064-07-15      | 4.7000%  | 0.0000% | $47000.00          | $32003.01          | Corporate Debt Securities |
| INTESA SANPAOLO S P A          FR 7.778%062054  | 2054-06-20      | 7.7780%  | 0.0000% | $9507000.00        | $10732822.02       | Corporate Debt Securities |
| NYU HOSPS CTR                  -2013A BD5.75%43 | 2043-07-01      | 5.7500%  | 0.0000% | $30000.00          | $30493.46          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27    | 2027-01-26      | 3.8500%  | 0.0000% | $3315000.00        | $3327202.88        | Corporate Debt Securities |
| SBL HOLDINGS LLC               CR SEN SR GLBL31 | 2031-02-18      | 5.0000%  | 0.0000% | $895000.00         | $811797.82         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48 | 2048-03-01      | 5.3000%  | 0.0000% | $535000.00         | $440359.99         | Corporate Debt Securities |
| UNUM GROUP                     SR 144A NT 41    | 2041-08-15      | 4.0460%  | 0.0000% | $1513000.00        | $1195180.48        | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 46    | 2046-09-01      | 3.7500%  | 0.0000% | $3888000.00        | $2824985.16        | Corporate Debt Securities |
| STARBUCKS CORP                 SR NT 4.5%48     | 2048-11-15      | 4.5000%  | 0.0000% | $1119000.00        | $900711.07         | Corporate Debt Securities |
| TRUST 1401                     SR REGS NT 44    | 2044-01-30      | 6.9500%  | 0.0000% | $533000.00         | $462183.84         | Corporate Debt Securities |
| ING GROEP N.V.                 SR GLBL REGS 26  | 2026-07-01      | 1.4000%  | 0.0000% | $2780000.00        | $2787740.75        | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 29  | 2029-04-22      | 5.6500%  | 0.0000% | $1488000.00        | $1542838.59        | Corporate Debt Securities |
| ROYAL BK CDA                   SUB GLBL COCO 84 | 2084-11-24      | 6.3500%  | 0.0000% | $10060000.00       | $9477509.23        | Corporate Debt Securities |
| GOLDMAN SACHS PRIVATE CR CORP  SR GLBL 144A 30  | 2030-05-06      | 6.2500%  | 0.0000% | $200000.00         | $202181.33         | Corporate Debt Securities |
| INTERNATIONAL FLAVORS&FRAGRANC SR 144A NT2.3%30 | 2030-11-01      | 2.3000%  | 0.0000% | $43000.00          | $37449.25          | Corporate Debt Securities |
| HSBC HLDGS PLC                 SB GLBL NT6.5%37 | 2037-09-15      | 6.5000%  | 0.0000% | $5820000.00        | $6195807.10        | Corporate Debt Securities |
| SOCIETE GENERALE               FR 6.221%061533  | 2033-06-15      | 6.2210%  | 0.0000% | $10000000.00       | $10442729.17       | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.5%50 | 2050-08-01      | 3.5000%  | 0.0000% | $240000.00         | $153897.47         | Corporate Debt Securities |
| CORNING INC                    SR NT 5.75%40    | 2040-08-15      | 5.7500%  | 0.0000% | $71000.00          | $71271.28          | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     GLBL 144A NT 49  | 2049-09-10      | 3.5000%  | 0.0000% | $104000.00         | $70618.89          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2018 B58 | 2058-05-15      | 4.5000%  | 0.0000% | $7223000.00        | $5632242.59        | Corporate Debt Securities |
| BNP PARIBAS                    FR 2.871%041932  | 2032-04-19      | 2.8710%  | 0.0000% | $5000000.00        | $4417648.75        | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    SR GLBL NT 26    | 2026-11-21      | 6.8330%  | 0.0000% | $26723000.00       | $27010492.71       | Corporate Debt Securities |
| U S BK NATL ASSN               SR GLBL ACR NT28 | 2028-05-15      | 4.7300%  | 0.0000% | $4818000.00        | $4830434.45        | Corporate Debt Securities |
| CHENIERE CORPUS CHRISTI HLDGS  SR SEC GLBL NT29 | 2029-11-15      | 3.7000%  | 0.0000% | $21000.00          | $20130.85          | Corporate Debt Securities |
| KEYSPAN GAS EAST CORP MTN BE   SR 144A NT 52    | 2052-01-18      | 3.5860%  | 0.0000% | $67000.00          | $43621.60          | Corporate Debt Securities |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 34    | 2034-04-15      | 5.3750%  | 0.0000% | $18000.00          | $18548.26          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 54    | 2054-09-01      | 6.0500%  | 0.0000% | $3036000.00        | $2859568.76        | Corporate Debt Securities |
| METLIFE INC                    SR NT 4.875%43   | 2043-11-13      | 4.8750%  | 0.0000% | $109000.00         | $98377.09          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.198%012330  | 2030-01-23      | 5.1980%  | 0.0000% | $4957000.00        | $5124434.52        | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD4.1%42 | 2042-02-01      | 4.1000%  | 0.0000% | $85000.00          | $67268.39          | Corporate Debt Securities |
| TELUS CORPORATION              SR NT 2.8%27     | 2027-02-16      | 2.8000%  | 0.0000% | $4000.00           | $3910.60           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 31    | 2031-11-19      | 1.7640%  | 0.0000% | $34000.00          | $29032.23          | Corporate Debt Securities |

### Security 671: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.620000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18OL32, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP18OL32
- **C.18 - Value (incl. sponsor support):** $249917327.50
- **C.18.a - Value (excl. sponsor support):** $249917327.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SPGN MTG TR 2022-TFLM          A      20390215 FLT | 2039-02-15      | 5.8787%  | 0.0000% | $16135000.00       | $16013672.27       | Private Label Collateralized Mortgage Obligations |
| KNDR TRUST 2021-KIND           A      20380816 FLT | 2038-08-16      | 5.4000%  | 0.0000% | $26600000.00       | $26059894.92       | Private Label Collateralized Mortgage Obligations |
| MFA 2021-AEINV1 TRUST          A-15   20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $1670000.00        | $1056243.90        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE-BK SEC TR 2021-PJ2 A-2    20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $100000.00         | $55943.25          | Private Label Collateralized Mortgage Obligations |
| ARES LXVII CLO LTD 2025-67R    A-1-R  20380125 FLT | 2038-01-25      | 5.4718%  | 0.0000% | $2590000.00        | $2601628.52        | Asset-Backed Securities                           |
| WHITEBOX CLO 2023-4R LTD       A-3R   20360420 FLT | 2036-04-20      | 6.0948%  | 0.0000% | $8000000.00        | $8108019.69        | Asset-Backed Securities                           |
| BX COMMERCIAL MTG TR 2024-VLT5 A      20461116 FLT | 2046-11-16      | 5.4104%  | 0.0000% | $1000000.00        | $996090.40         | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TRUST 2023-CES3  A-1A   20431125 FLT | 2043-11-25      | 7.1130%  | 0.0000% | $16599999.00       | $11436795.90       | Private Label Collateralized Mortgage Obligations |
| BAYVIEW MSR OPPORT 2021-INV5   A-1    20511125 FLT | 2051-11-25      | 3.0000%  | 0.0000% | $900000.00         | $560174.07         | Private Label Collateralized Mortgage Obligations |
| PRPM LLC 2023-RCF2             A-1    20531125 FLT | 2053-11-25      | 4.0000%  | 0.0000% | $488831.00         | $356899.12         | Private Label Collateralized Mortgage Obligations |
| OCEANVIEW MTG TRUST 2022-INV1  A-2    20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $6000000.00        | $3723738.13        | Private Label Collateralized Mortgage Obligations |
| TRTX ISSUER LTD 2021-FL4       A      20380317 FLT | 2038-03-17      | 5.6432%  | 0.0000% | $10150000.00       | $4498931.21        | Asset-Backed Securities                           |
| WARWICK CAP CLO I LTD 2023-1   A      20361020 FLT | 2036-10-20      | 6.3695%  | 0.0000% | $15000000.00       | $15135903.88       | Asset-Backed Securities                           |
| ARES CLO LTD 2019-51R2         A-1-R2 20371015 FLT | 2037-10-15      | 5.6161%  | 0.0000% | $3490000.00        | $3523015.84        | Asset-Backed Securities                           |
| VOYA CLO 2020-2 LTD            A-1RR  20380120 FLT | 2038-01-20      | 5.5904%  | 0.0000% | $24999999.00       | $25575344.18       | Asset-Backed Securities                           |
| LCM XVIII LTD 2015-18R         A-2-R  20310721 FLT | 2031-07-21      | 5.7511%  | 0.0000% | $500000.00         | $503105.17         | Asset-Backed Securities                           |
| CIFC FDG 2025-1 LTD            A      20380423 FLT | 2038-04-23      | 5.3964%  | 0.0000% | $147852000.00      | $149506773.04      | Asset-Backed Securities                           |
| GCAT TR 2025-INV1              A-17   20550225 FLT | 2055-02-25      | 6.5000%  | 0.0000% | $17989000.00       | $17787826.53       | Private Label Collateralized Mortgage Obligations |

### Security 672: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.680000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18OL65, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18OL65
- **C.18 - Value (incl. sponsor support):** $799874776.00
- **C.18.a - Value (excl. sponsor support):** $799874776.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $332.00            | $13495.80          | Equities   |
| GLOBAL X FDS                   INTEREST RT HEDG | 2500-12-31      | N/A      | 0.0000% | $1646.00           | $30868.10          | Equities   |
| GUINNESS ATKINSON FDS          SMARTETF TRASP   | 2500-12-31      | N/A      | 0.0000% | $567.00            | $25366.62          | Equities   |
| GLOBAL X FDS                   INT RT VOLTLTY   | 2500-12-31      | N/A      | 0.0000% | $670.00            | $14005.35          | Equities   |
| INVESCO EXCH TRADED FD TR II   EMRNG MKT SVRG   | 2500-12-31      | N/A      | 0.0000% | $2948.00           | $58340.92          | Equities   |
| HARBOR ETF TRUST               OSMOSIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $56.00             | $1214.56           | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1663.00           | $25443.90          | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $53607.00          | $137233.92         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $3118.00           | $63420.12          | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $24489.00          | $650672.73         | Equities   |
| GLOBAL X FDS                   DEFENSE TECH ETF | 2500-12-31      | N/A      | 0.0000% | $5419.00           | $306715.40         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMALLCAP 600 | 2500-12-31      | N/A      | 0.0000% | $1185.00           | $29487.30          | Equities   |
| TIDAL TRUST III                USCF DLY TRGT 2X | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $21775.80          | Equities   |
| GOLDMAN SACHS ETF TR           COMMUNITY MUNI   | 2500-12-31      | N/A      | 0.0000% | $152.00            | $7463.20           | Equities   |
| IB ACQUISITION CORP            COM SHS          | 2500-12-31      | N/A      | 0.0000% | $10995.00          | $114567.90         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMLCP INFO   | 2500-12-31      | N/A      | 0.0000% | $1677.00           | $71708.52          | Equities   |
| INNOVATOR ETFS TRUST           INNOVATOR DEEPW  | 2500-12-31      | N/A      | 0.0000% | $2758.00           | $150056.99         | Equities   |
| HARTFORD FDS EXCHANGE TRADED T SCHRODERS COMMOD | 2500-12-31      | N/A      | 0.0000% | $706.00            | $10745.32          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P INTL MOMNT   | 2500-12-31      | N/A      | 0.0000% | $137366.00         | $6820221.90        | Equities   |
| ISHARES TR                     GBL COMM SVC ETF | 2500-12-31      | N/A      | 0.0000% | $38318.00          | $4031436.78        | Equities   |
| RITHM PPTY TR INC              COM              | 2500-12-31      | N/A      | 0.0000% | $111532.00         | $316750.88         | Equities   |
| ISHARES INC                    MSCI HONG KG ETF | 2500-12-31      | N/A      | 0.0000% | $85166.00          | $1621560.64        | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $1242.00           | $21197.09          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DIVID ACHIEVEV   | 2500-12-31      | N/A      | 0.0000% | $3402.00           | $158056.92         | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS GREEN ALPHA  | 2500-12-31      | N/A      | 0.0000% | $3369.00           | $106884.56         | Equities   |
| IRON HORSE ACQUISITIONS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $7251.00           | $76461.79          | Equities   |
| ORGANIGRAM GLOBAL INC          COM              | 2500-12-31      | N/A      | 0.0000% | $49451.00          | $68242.38          | Equities   |
| GLOBAL X FDS                   MSCI SUPR EM ETF | 2500-12-31      | N/A      | 0.0000% | $7558.00           | $200891.64         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI HEALTHY HEA | 2500-12-31      | N/A      | 0.0000% | $1235.00           | $36870.55          | Equities   |
| GLOBAL X FDS                   SUPERDVDND REIT  | 2500-12-31      | N/A      | 0.0000% | $12199.00          | $252397.31         | Equities   |
| GREENFIRE RES LTD NEW          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $45102.00          | $194840.64         | Equities   |
| HARBOR ETF TRUST               DIVIDEND GTH LEA | 2500-12-31      | N/A      | 0.0000% | $17520.00          | $260347.20         | Equities   |
| GLOBAL X FDS                   SHORT-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $1717.00           | $86056.04          | Equities   |
| GUINNESS ATKINSON FDS          SUSTNBL ENRGY II | 2500-12-31      | N/A      | 0.0000% | $1035.00           | $26767.17          | Equities   |
| GUILD HLDGS CO                 CL A             | 2500-12-31      | N/A      | 0.0000% | $10754.00          | $149265.52         | Equities   |
| GLOBAL X FDS                   WIND ENERGY ETF  | 2500-12-31      | N/A      | 0.0000% | $1303.00           | $15049.65          | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE           | 2500-12-31      | N/A      | 0.0000% | $11209.00          | $368856.80         | Equities   |
| GLOBAL X FDS                   EMERGING MKT GRT | 2500-12-31      | N/A      | 0.0000% | $13051.00          | $363864.49         | Equities   |
| GLOBAL X FDS                   INTER-TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $156.00            | $7614.98           | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1084.00           | $33714.24          | Equities   |
| GLOBAL X FDS                   DOW 30 COVERED C | 2500-12-31      | N/A      | 0.0000% | $17731.00          | $377847.61         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL FIN   | 2500-12-31      | N/A      | 0.0000% | $3923.00           | $286502.57         | Equities   |
| GOLDMAN SACHS ETF TR           JUST US LRG CP   | 2500-12-31      | N/A      | 0.0000% | $1381.00           | $115108.15         | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC NY MUNI  | 2500-12-31      | N/A      | 0.0000% | $582.00            | $28457.41          | Equities   |
| GRANITESHARES ETF TR           GANITESHARES 2X  | 2500-12-31      | N/A      | 0.0000% | $8428.00           | $217189.56         | Equities   |
| NUSHARES ETF TR                NUVEEN ULTRA SHT | 2500-12-31      | N/A      | 0.0000% | $417.00            | $10545.93          | Equities   |
| EXCHANGE LISTED FDS TR         QRAFT AI US MMTM | 2500-12-31      | N/A      | 0.0000% | $3083.00           | $130251.20         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWORK STREAM | 2500-12-31      | N/A      | 0.0000% | $1470.00           | $48534.70          | Equities   |
| FOUR LEAF ACQUISITION CORP     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1153.00           | $13167.26          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II BRAZIL ALPHADEX  | 2500-12-31      | N/A      | 0.0000% | $4068.00           | $47066.76          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II UNIT KING ALPH   | 2500-12-31      | N/A      | 0.0000% | $4075.00           | $185494.00         | Equities   |
| FIDELITY MERRIMACK STR TR      LOW DURATION BD  | 2500-12-31      | N/A      | 0.0000% | $1536.00           | $77345.28          | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $566.00            | $25929.03          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN    | 2500-12-31      | N/A      | 0.0000% | $2428.00           | $78788.60          | Equities   |
| FIRST TR EXCHANGE TRADED FD II BLOOMBERG AI ETF | 2500-12-31      | N/A      | 0.0000% | $4367.00           | $138608.58         | Equities   |
| 5E ADVANCED MATERIALS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5112.00           | $22237.20          | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE LOW  | 2500-12-31      | N/A      | 0.0000% | $230.00            | $11536.34          | Equities   |
| FIRST TR EXCH TRADED FD III    NEW YORK MUNI    | 2500-12-31      | N/A      | 0.0000% | $2164.00           | $56040.46          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST MUSQ GBL MUSIC I | 2500-12-31      | N/A      | 0.0000% | $1304.00           | $35126.63          | Equities   |
| FIDELITY COVINGTON TRUST       INT VL FCT ETF   | 2500-12-31      | N/A      | 0.0000% | $3207.00           | $92842.65          | Equities   |
| FLEXSHARES TR                  MSTAR EMKT FAC   | 2500-12-31      | N/A      | 0.0000% | $12564.00          | $700647.79         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTIVE GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $8807.00           | $131372.26         | Equities   |
| GEVO INC                       COM PAR          | 2500-12-31      | N/A      | 0.0000% | $90188.00          | $118146.28         | Equities   |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $1070.00           | $59088.61          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE CANADA      | 2500-12-31      | N/A      | 0.0000% | $17052.00          | $693170.62         | Equities   |
| FRANKLIN TEMPLETON ETF TR      WESTN ASSET BD   | 2500-12-31      | N/A      | 0.0000% | $7456.00           | $185173.49         | Equities   |
| GLOBAL X FDS                   DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $476.00            | $11625.25          | Equities   |
| FRANKLIN TEMPLETON ETF TR      MARTIN CURRIE    | 2500-12-31      | N/A      | 0.0000% | $7963.00           | $112360.32         | Equities   |
| FRANKLIN TEMPLETON ETF TR      EMER MKT COR DIV | 2500-12-31      | N/A      | 0.0000% | $4392.00           | $126568.66         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII FT RAYMOND JAMES | 2500-12-31      | N/A      | 0.0000% | $3702.00           | $84567.01          | Equities   |
| FLEXSHARES TR                  REAL ASST IDX    | 2500-12-31      | N/A      | 0.0000% | $1241.00           | $40022.25          | Equities   |
| FINANCE OF AMERICA COMPAN      CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $5383.00           | $117672.38         | Equities   |
| FOSSIL GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $22082.00          | $32902.18          | Equities   |
| FRANKLIN TEMPLETON ETF TR      INTL DIV MULTIPL | 2500-12-31      | N/A      | 0.0000% | $13526.00          | $415743.25         | Equities   |
| FRANKLIN TEMPLETON ETF TR      INTL COR DIV TIL | 2500-12-31      | N/A      | 0.0000% | $67286.00          | $2375868.66        | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE GERMANY     | 2500-12-31      | N/A      | 0.0000% | $10547.00          | $348431.75         | Equities   |
| TITAN PHARMACEUTICALS INC DEL  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6592.00           | $29664.00          | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP INTL  | 2500-12-31      | N/A      | 0.0000% | $481.00            | $5670.80           | Equities   |
| TWO RDS SHARED TR              LEADERSHARES  DY | 2500-12-31      | N/A      | 0.0000% | $8087.00           | $181876.63         | Equities   |
| TEAM INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4713.00           | $85493.82          | Equities   |
| SEGALL BRYANT & HAMILL TR      SEGALL BRYANT    | 2500-12-31      | N/A      | 0.0000% | $1430.00           | $44015.40          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS TREASURY OPT INC | 2500-12-31      | N/A      | 0.0000% | $2095.00           | $49166.30          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2029 | 2500-12-31      | N/A      | 0.0000% | $1265.00           | $30739.50          | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY DI   | 2500-12-31      | N/A      | 0.0000% | $958.00            | $28452.60          | Equities   |
| SPDR SERIES TRUST              PORTFOLIO S&P500 | 2500-12-31      | N/A      | 0.0000% | $87484.00          | $6071389.60        | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $955.00            | $114193.46         | Equities   |
| QUETTA ACQUISITION CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $6731.00           | $71685.15          | Equities   |
| SERIES PORTFOLIOS TR           INFRASTRUCTURE C | 2500-12-31      | N/A      | 0.0000% | $136.00            | $6593.06           | Equities   |
| UNITED STS BRENT OIL FD LP     UNIT             | 2500-12-31      | N/A      | 0.0000% | $10099.00          | $274086.86         | Equities   |
| TEMA ETF TRUST                 NEUROSCIENCE & M | 2500-12-31      | N/A      | 0.0000% | $530.00            | $11919.33          | Equities   |
| TIDAL TR II                    YIELDMAX XYZ OPT | 2500-12-31      | N/A      | 0.0000% | $7007.00           | $71191.12          | Equities   |
| TIDAL ETF TR                   AZTLAN NORTH AME | 2500-12-31      | N/A      | 0.0000% | $1910.00           | $41023.55          | Equities   |
| STRATEGY SHS                   DAY HAGAN SMART  | 2500-12-31      | N/A      | 0.0000% | $3960.00           | $169210.80         | Equities   |
| TIDAL TR II                    NICHOLAS FIXED   | 2500-12-31      | N/A      | 0.0000% | $3175.00           | $57610.06          | Equities   |
| TIDAL ETF TR                   SOUND ENHANCED   | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1104.53           | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $2047.00           | $42882.81          | Equities   |
| STRATEGY SHS                   NS 7HANDL IDX    | 2500-12-31      | N/A      | 0.0000% | $404.00            | $8492.08           | Equities   |
| TIDAL TR II                    ROUNDHILL GENER  | 2500-12-31      | N/A      | 0.0000% | $5661.00           | $238894.20         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2027 | 2500-12-31      | N/A      | 0.0000% | $1609.00           | $39492.90          | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $202916.00         | $40004889.40       | Equities   |
| SERIES PORTFOLIOS TR           ADAPTIV SELECT   | 2500-12-31      | N/A      | 0.0000% | $4777.00           | $161284.42         | Equities   |
| PROSHARES TR                   ULTRASHORT ETHER | 2500-12-31      | N/A      | 0.0000% | $6959.00           | $102854.02         | Equities   |
| SEER INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $281313.00         | $537307.83         | Equities   |
| SKILLSOFT CORP                 CL A             | 2500-12-31      | N/A      | 0.0000% | $38678.00          | $788257.64         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2034 | 2500-12-31      | N/A      | 0.0000% | $2509.00           | $60399.91          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS AGGREGATE BOND E | 2500-12-31      | N/A      | 0.0000% | $4829.00           | $96531.71          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $1054.00           | $25675.44          | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $248154.00         | $40004906.34       | Equities   |
| PROSHARES TR                   ULSH 20YRTRE NEW | 2500-12-31      | N/A      | 0.0000% | $90.00             | $7102.11           | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $88299.00          | $2145665.70        | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP MUNIC | 2500-12-31      | N/A      | 0.0000% | $6242.00           | $63044.20          | Equities   |
| SSGA ACTIVE ETF TR             INCOM ALLO ETF   | 2500-12-31      | N/A      | 0.0000% | $3503.00           | $112627.41         | Equities   |
| PROSHARES TR                   ULTRASHORT UTILI | 2500-12-31      | N/A      | 0.0000% | $1675.00           | $23969.25          | Equities   |
| ROUNDHILL ETF TRUST            ROUNDHILL S&P500 | 2500-12-31      | N/A      | 0.0000% | $162.00            | $8522.82           | Equities   |
| RALLYBIO CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $95415.00          | $30437.38          | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $172679.00         | $3866282.81        | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $178579.00         | $194651.11         | Equities   |
| SPINNAKER ETF SERIES           OBRA HIGH GRDE   | 2500-12-31      | N/A      | 0.0000% | $3450.00           | $34569.00          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $18468.00          | $426795.48         | Equities   |
| SNDL INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $684282.00         | $889566.60         | Equities   |
| TEUCRIUM COMMODITY TR          AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $42.00             | $1035.48           | Equities   |
| T ROWE PRICE ETF INC           US HIGH YIELD    | 2500-12-31      | N/A      | 0.0000% | $444.00            | $22778.71          | Equities   |
| NEOS ETF TRUST                 FIS KNIGHTS      | 2500-12-31      | N/A      | 0.0000% | $417.00            | $12477.27          | Equities   |
| VANGUARD INDEX FDS             SML CP GRW ETF   | 2500-12-31      | N/A      | 0.0000% | $22322.00          | $5902160.02        | Equities   |
| 2023 ETF SERIES TRUST II       GMO US QUALITY E | 2500-12-31      | N/A      | 0.0000% | $523.00            | $16939.97          | Equities   |
| USCF ETF TR                    MIDSTREAM ENERGY | 2500-12-31      | N/A      | 0.0000% | $4451.00           | $221403.42         | Equities   |
| VANECK ETF TRUST               FALLEN ANGEL HG  | 2500-12-31      | N/A      | 0.0000% | $11109.00          | $318828.30         | Equities   |
| 2023 ETF SERIES TRUST II       GMO US VALUE     | 2500-12-31      | N/A      | 0.0000% | $367.00            | $8869.18           | Equities   |
| THEMES ETF TR                  SILVER MINER ETF | 2500-12-31      | N/A      | 0.0000% | $622.00            | $20065.72          | Equities   |
| URBAN ONE INC                  CL A             | 2500-12-31      | N/A      | 0.0000% | $7715.00           | $13424.10          | Equities   |
| SUMMIT MIDSTREAM CORPORATION   COM              | 2500-12-31      | N/A      | 0.0000% | $829.00            | $21885.60          | Equities   |
| TIDAL ETF TR                   SOUND EQUITY DIV | 2500-12-31      | N/A      | 0.0000% | $39.00             | $955.87            | Equities   |
| TIDAL TR II                    YIELDMAX DORSEY  | 2500-12-31      | N/A      | 0.0000% | $7783.00           | $278864.89         | Equities   |
| VANECK ETF TRUST               RARE EARTH AND S | 2500-12-31      | N/A      | 0.0000% | $128467.00         | $4731439.61        | Equities   |
| THEMES ETF TR                  NATURAL MONOPOLY | 2500-12-31      | N/A      | 0.0000% | $234.00            | $7276.23           | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000VAL   | 2500-12-31      | N/A      | 0.0000% | $1764.00           | $235776.24         | Equities   |
| VANECK ETF TRUST               NATURAL RESOURC  | 2500-12-31      | N/A      | 0.0000% | $8060.00           | $404613.61         | Equities   |
| VANECK ETF TRUST               GAMING ETF       | 2500-12-31      | N/A      | 0.0000% | $2387.00           | $94405.85          | Equities   |
| VANECK ETF TRUST               INTERNATIONAL HI | 2500-12-31      | N/A      | 0.0000% | $16599.00          | $357791.45         | Equities   |
| SPDR INDEX SHS FDS             GLB NAT RESRCE   | 2500-12-31      | N/A      | 0.0000% | $1320.00           | $70303.20          | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $6565.00           | $281572.85         | Equities   |
| VANGUARD SCOTTSDALE FDS        SHORT TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $18852.00          | $1103973.12        | Equities   |
| VANGUARD WORLD FD              MEGA GRWTH IND   | 2500-12-31      | N/A      | 0.0000% | $80699.00          | $27869399.65       | Equities   |
| VANECK ETF TRUST               CHINA BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $26826.00          | Equities   |
| VIRTUS ETF TR II               ALPHASIMPLEX MNG | 2500-12-31      | N/A      | 0.0000% | $11605.00          | $259838.27         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE MEXICO      | 2500-12-31      | N/A      | 0.0000% | $32678.00          | $985372.41         | Equities   |
| GLOBAL X FDS                   GLBX SUPRINC ETF | 2500-12-31      | N/A      | 0.0000% | $29501.00          | $258679.52         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRT 5 ETF | 2500-12-31      | N/A      | 0.0000% | $2257.00           | $129484.09         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN ASIA    | 2500-12-31      | N/A      | 0.0000% | $5870.00           | $145087.03         | Equities   |
| LISTED FDS TR                  HORIZON KINETICS | 2500-12-31      | N/A      | 0.0000% | $653.00            | $19134.01          | Equities   |
| LISTED FDS TR                  ROUNDHILL VIDEO  | 2500-12-31      | N/A      | 0.0000% | $2748.00           | $67326.00          | Equities   |
| MERCER INTL INC                COM              | 2500-12-31      | N/A      | 0.0000% | $424602.00         | $1537059.24        | Equities   |
| LUCID DIAGNOSTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $167729.00         | $254948.08         | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $80379.00          | $245155.95         | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $498.00            | $10199.04          | Equities   |
| LEE ENTERPRISES INC            COM              | 2500-12-31      | N/A      | 0.0000% | $18730.00          | $121557.70         | Equities   |
| LEGG MASON ETF INVT            FRANKLIN CLEARBR | 2500-12-31      | N/A      | 0.0000% | $17162.00          | $884529.48         | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN INTERNATINL ETF  | 2500-12-31      | N/A      | 0.0000% | $6188.00           | $171902.64         | Equities   |
| MODULAR MED INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $100260.00         | $88529.58          | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $1824.00           | $55159.95          | Equities   |
| MODIV INDUSTRIAL INC           COM STK CL C     | 2500-12-31      | N/A      | 0.0000% | $44215.00          | $636253.85         | Equities   |
| MACQUARIE ETF TRUST            GLOBAL LISTED IN | 2500-12-31      | N/A      | 0.0000% | $182.00            | $4874.49           | Equities   |
| LITMAN GREGORY FDS TR          POLEN CAPITAL GL | 2500-12-31      | N/A      | 0.0000% | $20723.00          | $243080.79         | Equities   |
| MACQUARIE ETF TRUST            FOCUSED EMERGING | 2500-12-31      | N/A      | 0.0000% | $4698.00           | $130228.56         | Equities   |
| OPAL FUELS INC                 CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $140887.00         | $521281.90         | Equities   |
| ISHARES TR                     CR 5 10 YR ETF   | 2500-12-31      | N/A      | 0.0000% | $465.00            | $19985.10          | Equities   |
| ISHARES TR                     MORNINGSTAR VALU | 2500-12-31      | N/A      | 0.0000% | $98.00             | $7909.66           | Equities   |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $1699.00           | $52193.28          | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $2983.00           | $72039.45          | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $653811.00         | $20470822.41       | Equities   |
| GLOBAL X FDS                   DAX GERMANY ETF  | 2500-12-31      | N/A      | 0.0000% | $8318.00           | $365992.00         | Equities   |
| ADVISOR MANAGED PORTFOLIOS     OPTIMIZE STRATEG | 2500-12-31      | N/A      | 0.0000% | $3405.00           | $98938.74          | Equities   |
| AMERICAN CENTY ETF TR          REAL ESTATE ETF  | 2500-12-31      | N/A      | 0.0000% | $52087.00          | $2300161.92        | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $27135.00          | $673762.05         | Equities   |
| ISHARES TR                     GL TIMB FORE ETF | 2500-12-31      | N/A      | 0.0000% | $4740.00           | $352821.90         | Equities   |
| ISHARES TR                     IBONDS OCT 2032  | 2500-12-31      | N/A      | 0.0000% | $3779.00           | $97160.36          | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $5038.00           | $119728.07         | Equities   |
| ISHARES TR                     IBONDS OCT 2033  | 2500-12-31      | N/A      | 0.0000% | $3556.00           | $91425.12          | Equities   |
| KRANESHARES TRUST              MSCI ONE BELT    | 2500-12-31      | N/A      | 0.0000% | $1170.00           | $26654.82          | Equities   |
| KALARIS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $38578.00          | $114190.88         | Equities   |
| ISHARES TR                     ISHARES SEMICDTR | 2500-12-31      | N/A      | 0.0000% | $6048.00           | $1264576.32        | Equities   |
| ISHARES TR                     CORE DIV GRWTH   | 2500-12-31      | N/A      | 0.0000% | $32388.00          | $2008056.00        | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM US EQT | 2500-12-31      | N/A      | 0.0000% | $2420.00           | $65150.27          | Equities   |
| ALPS ETF TR                    RIVERFRONT DYM   | 2500-12-31      | N/A      | 0.0000% | $2346.00           | $52296.09          | Equities   |
| AB ACTIVE ETFS INC             CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $3141.00           | $109935.00         | Equities   |
| AB ACTIVE ETFS INC             DISRUPTORS ETF   | 2500-12-31      | N/A      | 0.0000% | $28016.00          | $2286946.08        | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $1155.00           | $40488.29          | Equities   |
| ABSOLUTE SHS TR                WBI BBR QTY 3000 | 2500-12-31      | N/A      | 0.0000% | $1813.00           | $56196.65          | Equities   |
| TORO CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $3492.00           | $6460.20           | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET O | 2500-12-31      | N/A      | 0.0000% | $4451.00           | $113144.42         | Equities   |
| ADVISORSHARES TR               PURE US CANNABIS | 2500-12-31      | N/A      | 0.0000% | $44797.00          | $112888.44         | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET T | 2500-12-31      | N/A      | 0.0000% | $4959.00           | $139450.55         | Equities   |
| ETF SER SOLUTIONS              DISTILLATE INTNL | 2500-12-31      | N/A      | 0.0000% | $3361.00           | $91083.10          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $1737.00           | $62681.73          | Equities   |
| DIREXION SHS ETF TR            DLY TSLA BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $3046.00           | $22053.04          | Equities   |
| DIREXION SHS ETF TR            DLY UTLTIES 3X   | 2500-12-31      | N/A      | 0.0000% | $604.00            | $21828.56          | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI EMERG | 2500-12-31      | N/A      | 0.0000% | $3285.00           | $78664.91          | Equities   |
| DIREXION SHS ETF TR            DAILY AVGO BEAR  | 2500-12-31      | N/A      | 0.0000% | $1553.00           | $23186.29          | Equities   |
| DIREXION SHS ETF TR            DLY MAG 7 BULL 2 | 2500-12-31      | N/A      | 0.0000% | $1712.00           | $68788.16          | Equities   |
| ENERFLEX LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $471842.00         | $3387825.56        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $7542.00           | $284840.22         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $915520.00         | $11965846.40       | Equities   |
| DBX ETF TR                     XTRACKERS HIGH   | 2500-12-31      | N/A      | 0.0000% | $2032.00           | $84932.11          | Equities   |
| CALAMOS ETF TR                 NASDAQ 100 STRUC | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1032.34           | Equities   |
| BLACKROCK ETF TRUST            ISHARES INTL DIV | 2500-12-31      | N/A      | 0.0000% | $5249.00           | $143087.74         | Equities   |
| DIMENSIONAL ETF TRUST          DIMENSIONAL INTL | 2500-12-31      | N/A      | 0.0000% | $10067.00          | $569789.18         | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE BTC    | 2500-12-31      | N/A      | 0.0000% | $2152.00           | $73339.73          | Equities   |
| BUZZFEED INC                   CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $45115.00          | $98350.70          | Equities   |
| CLENE INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13116.00          | $35937.84          | Equities   |
| BONDBLOXX ETF TRUST            BLOOMBERG TWENTY | 2500-12-31      | N/A      | 0.0000% | $4565.00           | $171050.55         | Equities   |
| ELUTIA INC                     CL A COM         | 2500-12-31      | N/A      | 0.0000% | $14786.00          | $24396.90          | Equities   |
| COLUMBIA ETF TR I              SELECT TECHNOLO  | 2500-12-31      | N/A      | 0.0000% | $3629.00           | $92053.94          | Equities   |
| BONDBLOXX ETF TRUST            USD HIGH YIELD B | 2500-12-31      | N/A      | 0.0000% | $3598.00           | $54041.96          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD HEALT | 2500-12-31      | N/A      | 0.0000% | $1412.00           | $49575.32          | Equities   |
| GLOBAL X FDS                   S&P 500 RISK     | 2500-12-31      | N/A      | 0.0000% | $3120.00           | $55338.19          | Equities   |
| BANCO SANTANDER CHILE NEW      SP ADR REP COM   | 2500-12-31      | N/A      | 0.0000% | $96589.00          | $2373191.73        | Equities   |
| DBX ETF TR                     XTRACK MSCI EURO | 2500-12-31      | N/A      | 0.0000% | $3483.00           | $184644.63         | Equities   |
| DIREXION SHS ETF TR            7 10YR TRES BULL | 2500-12-31      | N/A      | 0.0000% | $15165.00          | $370329.30         | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $341148.00         | $2967987.60        | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $244572.00         | $40004642.04       | Equities   |
| BNY MELLON ETF TRUST           INNOVATORS ETF   | 2500-12-31      | N/A      | 0.0000% | $115.00            | $3995.07           | Equities   |
| ISHARES TR                     NASDAQ TOP 30    | 2500-12-31      | N/A      | 0.0000% | $281.00            | $7460.55           | Equities   |
| ISHARES INC                    MSCI THAILND ETF | 2500-12-31      | N/A      | 0.0000% | $2013.00           | $109929.93         | Equities   |
| ISHARES TR                     IBONDS OCT 2026  | 2500-12-31      | N/A      | 0.0000% | $11515.00          | $297893.05         | Equities   |
| ISHARES U S ETF TR             GSCI CMDTY STGY  | 2500-12-31      | N/A      | 0.0000% | $1403.00           | $34948.73          | Equities   |
| ISHARES TR                     CORE HIGH DV ETF | 2500-12-31      | N/A      | 0.0000% | $6519.00           | $754117.92         | Equities   |
| ISHARES TR                     CORE 80/20 AGGRE | 2500-12-31      | N/A      | 0.0000% | $257.00            | $20619.11          | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $158426.00         | $20455965.12       | Equities   |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $87.00             | $5107.77           | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   INTERNATIONAL HI | 2500-12-31      | N/A      | 0.0000% | $558.00            | $18542.06          | Equities   |
| LANTRONIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $272503.00         | $599506.60         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   PREFERRED INCOME | 2500-12-31      | N/A      | 0.0000% | $1155.00           | $25721.85          | Equities   |
| ISHARES TR                     MSCI CHINA MLTSE | 2500-12-31      | N/A      | 0.0000% | $36941.00          | $694121.39         | Equities   |
| ISHARES TR                     MSCI UK ETF NEW  | 2500-12-31      | N/A      | 0.0000% | $102939.00         | $4095942.81        | Equities   |
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $24067.00          | $4536629.50        | Equities   |
| ISHARES INC                    MSCI JAPN SMCETF | 2500-12-31      | N/A      | 0.0000% | $21655.00          | $1782639.60        | Equities   |
| ISHARES TR                     IBONDS OCT 2028  | 2500-12-31      | N/A      | 0.0000% | $13231.00          | $345329.10         | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $29681.00          | $911503.51         | Equities   |
| KRANESHARES TRUST              ARTIFICIAL INTEL | 2500-12-31      | N/A      | 0.0000% | $2278.00           | $65424.16          | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $2938.00           | $74768.57          | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $3173.00           | $72747.05          | Equities   |
| LATTICE STRATEGIES TR          HARTFRD EMRG ETF | 2500-12-31      | N/A      | 0.0000% | $4007.00           | $101068.16         | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $2596.00           | $65912.44          | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   DISCIPLINED VAL  | 2500-12-31      | N/A      | 0.0000% | $2177.00           | $66118.76          | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   CORE PLUS BOND   | 2500-12-31      | N/A      | 0.0000% | $6251.00           | $154499.72         | Equities   |
| ISHARES TR                     COPPER & METALS  | 2500-12-31      | N/A      | 0.0000% | $21700.00          | $613025.00         | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLA  | 2500-12-31      | N/A      | 0.0000% | $3248.00           | $40409.99          | Equities   |
| JANUS DETROIT STR TR           HENDRSON AAA CL  | 2500-12-31      | N/A      | 0.0000% | $195992.00         | $9932874.56        | Equities   |
| KRANESHARES TRUST              QUADRTC INT RT   | 2500-12-31      | N/A      | 0.0000% | $22678.00          | $437912.18         | Equities   |
| GLOBAL X FDS                   GENOMIC BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $2939.00           | $22982.98          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD NON C | 2500-12-31      | N/A      | 0.0000% | $1529.00           | $57941.46          | Equities   |
| CO2 ENERGY TRANSITION CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $34183.00          | $341488.17         | Equities   |
| COLUMBIA ETF TR I              US HIGH YIELD    | 2500-12-31      | N/A      | 0.0000% | $8443.00           | $168702.12         | Equities   |
| BRIGHT MINDS BIOSCIENCES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $46685.00          | $1276834.75        | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 10  YE | 2500-12-31      | N/A      | 0.0000% | $140.00            | $6588.32           | Equities   |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2105536.00        | $40005184.00       | Equities   |
| UBS AG JERSEY BRANCH           ETRACS CRUDE OIL | 2500-12-31      | N/A      | 0.0000% | $343.00            | $18693.50          | Equities   |
| BLACKROCK ETF TRUST            ISHARES TECHNOLO | 2500-12-31      | N/A      | 0.0000% | $7565.00           | $194738.99         | Equities   |
| DIMENSIONAL ETF TRUST          INFLATION PROTE  | 2500-12-31      | N/A      | 0.0000% | $10962.00          | $453826.80         | Equities   |
| CAPITAL GROUP CORE BALANCED ET SHS              | 2500-12-31      | N/A      | 0.0000% | $140158.00         | $4510284.44        | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $1052.00           | $22428.64          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $3841.00           | $127593.03         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $8635.00           | $324416.95         | Equities   |
| DBX ETF TR                     XTRACKERS RREEF  | 2500-12-31      | N/A      | 0.0000% | $218.00            | $5427.57           | Equities   |
| DIREXION SHS ETF TR            DAILY MSFT 2X SH | 2500-12-31      | N/A      | 0.0000% | $38523.00          | $1654948.08        | Equities   |
| DBX ETF TR                     XTRACK MSCI ALL  | 2500-12-31      | N/A      | 0.0000% | $15007.00          | $546469.40         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $16597.00          | $574788.96         | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTU  | 2500-12-31      | N/A      | 0.0000% | $3825.00           | $93196.51          | Equities   |
| DIREXION SHS ETF TR            DAILY REGIONAL   | 2500-12-31      | N/A      | 0.0000% | $76.00             | $5953.84           | Equities   |
| COLUMBIA ETF TR I              SHORT DURTN HIGH | 2500-12-31      | N/A      | 0.0000% | $963.00            | $19380.38          | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $3695.00           | $85705.52          | Equities   |
| DIREXION SHS ETF TR            DLY MSCI MX 3X   | 2500-12-31      | N/A      | 0.0000% | $24324.00          | $424210.56         | Equities   |
| DEUTSCHE BK AG LONDON BRH      DB GOLD SHORT    | 2500-12-31      | N/A      | 0.0000% | $4779.00           | $32568.89          | Equities   |
| AMPLIFY ETF TR                 WEIGHT LOSS DRUG | 2500-12-31      | N/A      | 0.0000% | $1616.00           | $35418.20          | Equities   |
| CYTOMX THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $30335.00          | $76444.20          | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM US LGR | 2500-12-31      | N/A      | 0.0000% | $568.00            | $17882.17          | Equities   |
| EA SERIES TRUST                INTELLIGENT LIVE | 2500-12-31      | N/A      | 0.0000% | $2366.00           | $60451.30          | Equities   |
| AMERICAN BEACON SELECT FUNDS   GLG NATURAL RESO | 2500-12-31      | N/A      | 0.0000% | $15757.00          | $493351.67         | Equities   |
| AIM ETF PRODUCTS TRUST         US LRGCP B10 JAN | 2500-12-31      | N/A      | 0.0000% | $2174.00           | $79268.17          | Equities   |
| YATRA ONLINE INC               ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $103820.00         | $94476.20          | Equities   |
| AIM ETF PRODUCTS TRUST         US LRGCP B10 FEB | 2500-12-31      | N/A      | 0.0000% | $600.00            | $20345.70          | Equities   |
| VALENS SEMICONDUCTOR LTD       ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $34146.00          | $75462.66          | Equities   |
| EA SERIES TRUST                STRIVE INTL DEV  | 2500-12-31      | N/A      | 0.0000% | $3758.00           | $106201.08         | Equities   |
| ALTICE USA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $3465040.00        | $8108193.60        | Equities   |
| EA SERIES TRUST                STRIVE EMERGING  | 2500-12-31      | N/A      | 0.0000% | $16335.00          | $484063.22         | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM U S LA | 2500-12-31      | N/A      | 0.0000% | $6829.00           | $182294.01         | Equities   |
| AIM ETF PRODUCTS TRUST         US LRGCP B10 JUL | 2500-12-31      | N/A      | 0.0000% | $3768.00           | $150065.12         | Equities   |
| ADVISORS INNER CIRCLE FD III   DEMOCRACY INTERN | 2500-12-31      | N/A      | 0.0000% | $2714.00           | $75466.30          | Equities   |
| AIM ETF PRODUCTS TRUST         US LRGCP B20 FEB | 2500-12-31      | N/A      | 0.0000% | $1944.00           | $60597.01          | Equities   |
| ADVISORSHARES TR               PURE CANNABIS    | 2500-12-31      | N/A      | 0.0000% | $53112.00          | $104317.28         | Equities   |
| AMERICAN BEACON SELECT FUNDS   AHL TREND ETF    | 2500-12-31      | N/A      | 0.0000% | $3272.00           | $71070.78          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2025 CB   | 2500-12-31      | N/A      | 0.0000% | $103547.00         | $2140316.49        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P500 LOW VOL   | 2500-12-31      | N/A      | 0.0000% | $3679.00           | $268971.69         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $666864.00         | $40005171.36       | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $31770.00          | $1361662.20        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMLCP LOW    | 2500-12-31      | N/A      | 0.0000% | $3881.00           | $177534.40         | Equities   |
| MATTHEWS INTL FDS              ASIA DIVIDEND AC | 2500-12-31      | N/A      | 0.0000% | $647.00            | $22342.40          | Equities   |
| INVESCO EXCH TRADED FD TR II   DORSEY WRGT EMRG | 2500-12-31      | N/A      | 0.0000% | $17515.00          | $341367.35         | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD BASE METALS FD   | 2500-12-31      | N/A      | 0.0000% | $7579.00           | $140284.26         | Equities   |
| MATTHEWS ASIA FDS              KOREA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $2476.00           | $59836.50          | Equities   |
| NUSHARES ETF TR                NUVEEN HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $33319.00          | $810584.63         | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE HIGH | 2500-12-31      | N/A      | 0.0000% | $1418.00           | $74787.73          | Equities   |
| MATTHEWS INTL FDS              EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $4854.00           | $124990.50         | Equities   |
| NORTHERN LIGHTS FD TR          OCEAN PK HIGH IN | 2500-12-31      | N/A      | 0.0000% | $3325.00           | $79950.29          | Equities   |
| NUSHARES ETF TR                NUVEEN ENHNC YLD | 2500-12-31      | N/A      | 0.0000% | $2110.00           | $43735.24          | Equities   |
| MORGAN STANLEY PATHWAY FDS     SMALL MID CAP EQ | 2500-12-31      | N/A      | 0.0000% | $4337.00           | $193256.72         | Equities   |
| ONE STOP SYS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $118569.00         | $335550.27         | Equities   |
| MORGAN STANLEY ETF TRUST       CALVERT US LARCP | 2500-12-31      | N/A      | 0.0000% | $676.00            | $49368.28          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA LOW | 2500-12-31      | N/A      | 0.0000% | $39.00             | $983.43            | Equities   |
| NORTHERN LTS FD TR IV          INSPIRE SML/ MID | 2500-12-31      | N/A      | 0.0000% | $1485.00           | $51084.00          | Equities   |
| LEGG MASON ETF INVT            WESTN AST SHRT   | 2500-12-31      | N/A      | 0.0000% | $4315.00           | $104228.83         | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $142408.00         | $8527391.04        | Equities   |
| ISHARES TR                     MSCI KOKUSAI ETF | 2500-12-31      | N/A      | 0.0000% | $1862.00           | $225633.25         | Equities   |
| ISHARES TR                     GLOB UTILITS ETF | 2500-12-31      | N/A      | 0.0000% | $14573.00          | $1062077.33        | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $868160.00         | $40004812.80       | Equities   |
| INVESTMENT MANAGERS SER TR II  ASTORIA REAL     | 2500-12-31      | N/A      | 0.0000% | $10365.00          | $160968.45         | Equities   |
| INVESTMENT MANAGERS SER TR II  AXS KNOWLEDGE LE | 2500-12-31      | N/A      | 0.0000% | $789.00            | $37345.97          | Equities   |
| ISHARES TR                     20 YR TR BD ETF  | 2500-12-31      | N/A      | 0.0000% | $464360.00         | $40004614.00       | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $7143.00           | $113402.27         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $3586.00           | $75782.94          | Equities   |
| ISHARES INC                    ASIA/PAC DIV ETF | 2500-12-31      | N/A      | 0.0000% | $4556.00           | $170000.76         | Equities   |
| ISHARES TR                     GLOBAL TECH ETF  | 2500-12-31      | N/A      | 0.0000% | $17944.00          | $1514832.48        | Equities   |
| INVESCO EXCH TRADED FD TR II   GLOBAL WATER     | 2500-12-31      | N/A      | 0.0000% | $12856.00          | $552550.88         | Equities   |
| INHIBIKASE THERAPEUTICS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $137756.00         | $286532.48         | Equities   |
| ISHARES TR                     JPX NIKKEI 400   | 2500-12-31      | N/A      | 0.0000% | $18903.00          | $1488121.66        | Equities   |
| ISHARES INC                    MSCI EM ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $50085.00          | $3903624.90        | Equities   |
| ISHARES TR                     MSCI AC ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $4409.00           | $345974.23         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $67480.00          | $40000794.40       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  RAFI US 1000 ETF | 2500-12-31      | N/A      | 0.0000% | $344.00            | $14007.68          | Equities   |
| ISHARES TR                     EMERGNT FD & AGT | 2500-12-31      | N/A      | 0.0000% | $1065.00           | $22888.66          | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $5503.00           | $168134.81         | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $152803.00         | $3884252.26        | Equities   |
| ISHARES TR                     U.S. TECH ETF    | 2500-12-31      | N/A      | 0.0000% | $9066.00           | $1438502.22        | Equities   |
| ISHARES TR                     RUS TP200 VL ETF | 2500-12-31      | N/A      | 0.0000% | $3067.00           | $250665.91         | Equities   |
| INVESCO EXCH TRADED FD TR II   NY AMT FRE MUN   | 2500-12-31      | N/A      | 0.0000% | $17389.00          | $373689.61         | Equities   |
| INNOVATOR ETFS TRUST           INTERNATIONAL DV | 2500-12-31      | N/A      | 0.0000% | $2218.00           | $71459.08          | Equities   |
| NEUBERGER BERMAN ETF TRUST     NEXT GEN CONNECT | 2500-12-31      | N/A      | 0.0000% | $250.00            | $6537.00           | Equities   |
| NEXTNRG INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $62712.00          | $186881.76         | Equities   |
| NORTHERN LIGHTS FD TR          TOEWS AGLTY DNYM | 2500-12-31      | N/A      | 0.0000% | $12168.00          | $269034.48         | Equities   |
| NORTHERN LIGHTS FD TR          OCEAN PK INTL    | 2500-12-31      | N/A      | 0.0000% | $1443.00           | $33405.45          | Equities   |
| MATTHEWS ASIA FDS              EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $4360.00           | $134026.40         | Equities   |
| NORTHERN LTS FD TR IV          INSPIRE GBL HOPE | 2500-12-31      | N/A      | 0.0000% | $5233.00           | $207645.44         | Equities   |
| NORTHERN LTS FD TR IV          NATIONAL SEC EME | 2500-12-31      | N/A      | 0.0000% | $3223.00           | $90058.03          | Equities   |
| OFFICE PPTYS INCOME TR         COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $54380.00          | $11419.80          | Equities   |
| MORGAN STANLEY ETF TRUST       CALVERT ULT SHR  | 2500-12-31      | N/A      | 0.0000% | $1356.00           | $68851.17          | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJAC ALPHA COR | 2500-12-31      | N/A      | 0.0000% | $314.00            | $7871.98           | Equities   |
| WISDOMTREE TR                  EMERGING MKT EXC | 2500-12-31      | N/A      | 0.0000% | $16795.00          | $545748.49         | Equities   |
| BIOCERES CROP SOLUTIONS CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $175418.00         | $870073.28         | Equities   |
| WISDOMTREE TR                  INTL MIDCAP DV   | 2500-12-31      | N/A      | 0.0000% | $5140.00           | $378334.33         | Equities   |
| SEMILUX INTL LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $5304.00           | $7690.80           | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A SHS     | 2500-12-31      | N/A      | 0.0000% | $7023.00           | $74443.80          | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $42619.00          | $177721.23         | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $56898.00          | $586618.38         | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $71536.00          | $738251.52         | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $24342.00          | $251452.86         | Equities   |
| TOYO CO LTD                    ORD SH           | 2500-12-31      | N/A      | 0.0000% | $16436.00          | $55882.40          | Equities   |
| VIRTUS ETF TR II               STONE HARBOR EMG | 2500-12-31      | N/A      | 0.0000% | $2709.00           | $71531.15          | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $12396.00          | $126935.04         | Equities   |
| VANGUARD INDEX FDS             LARGE CAP ETF    | 2500-12-31      | N/A      | 0.0000% | $111.00            | $30198.66          | Equities   |
| CHURCHILL CAPITAL CORP IX      CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $57290.00          | $635346.10         | Equities   |
| TIZIANA LIFE SCIENCES LTD      COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $103077.00         | $142246.26         | Equities   |
| PERCEPTIVE CAP SOLUTIONS CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $3428.00           | $36165.40          | Equities   |
| YHN ACQUISITION I LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $12827.00          | $131989.83         | Equities   |
| ANGLOGOLD ASHANTI PLC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $265569.00         | $11698314.45       | Equities   |
| NABORS ENERGY TRANSITION CORP  CL A             | 2500-12-31      | N/A      | 0.0000% | $252528.00         | $2787909.12        | Equities   |
| EMBRACE CHANGE ACQUISITN CORP  ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $4030.00           | $48158.50          | Equities   |
| CREDICORP LTD                  COM              | 2500-12-31      | N/A      | 0.0000% | $190691.00         | $40005064.89       | Equities   |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $146477.00         | $373516.35         | Equities   |
| WISDOMTREE TR                  INTERNTNL AI ENH | 2500-12-31      | N/A      | 0.0000% | $3702.00           | $176780.87         | Equities   |
| VANGUARD SCOTTSDALE FDS        LONG TERM TREAS  | 2500-12-31      | N/A      | 0.0000% | $40109.00          | $2198775.38        | Equities   |
| 2023 ETF SERIES TRUST II       GMO INTL VALUE   | 2500-12-31      | N/A      | 0.0000% | $55865.00          | $1589917.90        | Equities   |
| WISDOMTREE TR                  7 10 YR LADDERED | 2500-12-31      | N/A      | 0.0000% | $299.00            | $14806.21          | Equities   |
| VANECK ETF TRUST               GREEN METALS ETF | 2500-12-31      | N/A      | 0.0000% | $1799.00           | $39283.32          | Equities   |
| XSQUARE SER TR                 MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $967.00            | $23981.60          | Equities   |
| WISDOMTREE TR                  BIANCO TOTL RETU | 2500-12-31      | N/A      | 0.0000% | $1027.00           | $25787.97          | Equities   |
| RISING DRAGON ACQUISITION CORP SHS              | 2500-12-31      | N/A      | 0.0000% | $8284.00           | $84911.00          | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $73760.00          | $40001523.20       | Equities   |
| EUREKA ACQUISITION CORP        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $18741.00          | $194344.17         | Equities   |
| VANGUARD SCOTTSDALE FDS        INT-TERM CORP    | 2500-12-31      | N/A      | 0.0000% | $490920.00         | $40005070.80       | Equities   |
| TRINSEO PLC                    SHS              | 2500-12-31      | N/A      | 0.0000% | $44235.00          | $129166.20         | Equities   |
| VANECK ETF TRUST               RETAIL ETF       | 2500-12-31      | N/A      | 0.0000% | $6195.00           | $1447461.75        | Equities   |
| WISDOMTREE TR                  NEW ECON REAL ES | 2500-12-31      | N/A      | 0.0000% | $3361.00           | $60565.22          | Equities   |
| VANGUARD WORLD FD              INF TECH ETF     | 2500-12-31      | N/A      | 0.0000% | $654.00            | $398371.02         | Equities   |
| TIDAL TR II                    HILTON SMALL-MID | 2500-12-31      | N/A      | 0.0000% | $3371.00           | $82773.89          | Equities   |
| VICTORY PORTFOLIOS II          VCSHS INTL VOLTY | 2500-12-31      | N/A      | 0.0000% | $1458.00           | $72054.36          | Equities   |
| VIRTUS ETF TR II               SEIX SR LN ETF   | 2500-12-31      | N/A      | 0.0000% | $5502.00           | $129297.00         | Equities   |
| URBAN ONE INC                  CL D NON VTG     | 2500-12-31      | N/A      | 0.0000% | $32886.00          | $23677.92          | Equities   |
| VANGUARD SCOTTSDALE FDS        SHRT TRM CORP BD | 2500-12-31      | N/A      | 0.0000% | $506650.00         | $40005084.00       | Equities   |
| WISDOMTREE TR                  WSDM EMKTBD FD   | 2500-12-31      | N/A      | 0.0000% | $913.00            | $59345.00          | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $62174.00          | $643811.77         | Equities   |
| VIRTUS ETF TR II               DUFF & PHELPS CL | 2500-12-31      | N/A      | 0.0000% | $271.00            | $4945.13           | Equities   |
| IHS HOLDING LIMITED            ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $749850.00         | $4071685.50        | Equities   |
| WISDOMTREE TR                  US MIDCAP FUND   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6030.00           | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $6145.00           | $352913.49         | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS GBL PO | 2500-12-31      | N/A      | 0.0000% | $938.00            | $29305.28          | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR      | 2500-12-31      | N/A      | 0.0000% | $7613.00           | $331184.53         | Equities   |
| AMERICAN CENTY ETF TR          SELECT HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $2323.00           | $106832.68         | Equities   |
| ICECURE MEDICAL LTD CAESAREA   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $149202.00         | $153678.06         | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $54495.00          | $99180.90          | Equities   |
| SOPHIA GENETICS SA             ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $61292.00          | $175908.04         | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $1458.00           | $41319.72          | Equities   |
| ALAMOS GOLD INC NEW            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1136196.00        | $29166151.32       | Equities   |
| EA SERIES TRUST                STRIVE 500 ETF   | 2500-12-31      | N/A      | 0.0000% | $9407.00           | $359065.19         | Equities   |
| WHITEHAWK THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $118335.00         | $213003.00         | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $5078.00           | $112551.33         | Equities   |
| AB ACTIVE ETFS INC             CONSERVATIVE     | 2500-12-31      | N/A      | 0.0000% | $867.00            | $33847.68          | Equities   |
| ACRES COMMERCIAL REALTY CORP   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $25567.00          | $487818.36         | Equities   |
| ABSOLUTE SHS TR                WBI PWR FCTR ETF | 2500-12-31      | N/A      | 0.0000% | $1098.00           | $31490.75          | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE SHRT   | 2500-12-31      | N/A      | 0.0000% | $9134.00           | $228532.68         | Equities   |
| ADVISORS INNER CIRCLE FD       CAMBIAR AGGRES   | 2500-12-31      | N/A      | 0.0000% | $346.00            | $10392.73          | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $179.00            | $4446.00           | Equities   |
| MORGAN STANLEY ETF TRUST       PARAMETRIC EQU   | 2500-12-31      | N/A      | 0.0000% | $1190.00           | $29217.47          | Equities   |
| OAK WOODS ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $1371.00           | $16356.03          | Equities   |
| ETF SER SOLUTIONS              DISTILLATE SMLMD | 2500-12-31      | N/A      | 0.0000% | $456.00            | $14332.90          | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $82072.00          | $325005.12         | Equities   |
| DHI GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $21400.00          | $44298.00          | Equities   |
| DIREXION SHS ETF TR            DAILY NFLX BULL  | 2500-12-31      | N/A      | 0.0000% | $13946.00          | $815701.54         | Equities   |
| ELECTROVAYA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $62658.00          | $202385.34         | Equities   |
| ETF SER SOLUTIONS              AAM SLC LOW DUR  | 2500-12-31      | N/A      | 0.0000% | $5694.00           | $142036.83         | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $488.00            | $13920.88          | Equities   |
| ETFIS SER TR I                 VIRTUS LIFESC BT | 2500-12-31      | N/A      | 0.0000% | $1180.00           | $66696.79          | Equities   |
| TCW ETF TRUST                  HIGH YIELD BOND  | 2500-12-31      | N/A      | 0.0000% | $4753.00           | $144253.55         | Equities   |
| TCW ETF TRUST                  CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $219.00            | $9967.28           | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1617.00           | $80607.45          | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $27.00             | $629.23            | Equities   |
| TCW ETF TRUST                  ARTIFICIAL INTEL | 2500-12-31      | N/A      | 0.0000% | $7568.00           | $210604.57         | Equities   |
| DIREXION SHS ETF TR            DAILY TRANS 3X   | 2500-12-31      | N/A      | 0.0000% | $1119.00           | $25367.73          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE INDIA FINA | 2500-12-31      | N/A      | 0.0000% | $4549.00           | $178095.62         | Equities   |
| ETF SER SOLUTIONS              VIDENT INTERNATI | 2500-12-31      | N/A      | 0.0000% | $6949.00           | $200530.07         | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $5460.00           | $168331.80         | Equities   |
| EDUCATIONAL DEV CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $9667.00           | $13147.12          | Equities   |
| DIREXION SHS ETF TR            DAILY JR GLD MIN | 2500-12-31      | N/A      | 0.0000% | $41133.00          | $3028622.79        | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $22719.00          | $229916.28         | Equities   |
| WILLOW LANE ACQUISITION CORP.  ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $19426.00          | $196979.64         | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET G | 2500-12-31      | N/A      | 0.0000% | $9607.00           | $250760.95         | Equities   |
| PACER FDS TR                   DATA & DIGI REVO | 2500-12-31      | N/A      | 0.0000% | $548.00            | $28349.14          | Equities   |
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $11794.00          | $460908.34         | Equities   |
| PACER FDS TR                   NASDAQ INTL PATE | 2500-12-31      | N/A      | 0.0000% | $2880.00           | $64054.08          | Equities   |
| PACER FDS TR                   INDLS & LOGISTIC | 2500-12-31      | N/A      | 0.0000% | $449.00            | $12399.76          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $2363.00           | $150671.02         | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  SPECTRUM TAX ADV | 2500-12-31      | N/A      | 0.0000% | $12658.00          | $241514.64         | Equities   |
| PACER FDS TR                   BLUESTAR ENG THE | 2500-12-31      | N/A      | 0.0000% | $499.00            | $10713.08          | Equities   |
| PACER FDS TR                   DATA AND INFRAST | 2500-12-31      | N/A      | 0.0000% | $2974.00           | $93472.82          | Equities   |
| PLDT INC                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $69889.00          | $1603952.55        | Equities   |
| RENAISSANCE CAP GREENWICH FDS  INTNTL IPO ETF   | 2500-12-31      | N/A      | 0.0000% | $1154.00           | $16467.58          | Equities   |
| PROSHARES TR                   BIG DATA REFINER | 2500-12-31      | N/A      | 0.0000% | $1284.00           | $57532.06          | Equities   |
| PRECIDIAN ETFS TR              ASTRAZENECA PLC  | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $67648.64          | Equities   |
| SPDR SERIES TRUST              PRTFLO S&P500 VL | 2500-12-31      | N/A      | 0.0000% | $2964.00           | $150304.44         | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1290.00           | $83125.28          | Equities   |
| SPDR INDEX SHS FDS             PORTFOLIO DEVLPD | 2500-12-31      | N/A      | 0.0000% | $269369.00         | $10715498.82       | Equities   |
| PROSHARES TR                   ULT MSCI BR CAPP | 2500-12-31      | N/A      | 0.0000% | $17944.00          | $214879.40         | Equities   |
| SPDR SERIES TRUST              FTSE INT GVT ETF | 2500-12-31      | N/A      | 0.0000% | $376.00            | $14449.68          | Equities   |
| SPDR INDEX SHS FDS             MSCI WRLD STRGIC | 2500-12-31      | N/A      | 0.0000% | $6285.00           | $829283.75         | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $130902.00         | $40004960.22       | Equities   |
| ROGERS COMMUNICATIONS INC      CL B             | 2500-12-31      | N/A      | 0.0000% | $27122.00          | $720631.54         | Equities   |
| RENAISSANCE CAP GREENWICH FDS  IPO ETF          | 2500-12-31      | N/A      | 0.0000% | $417.00            | $17918.49          | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $47355.00          | $134488.20         | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY TRAN | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $63240.00          | Equities   |
| SPDR INDEX SHS FDS             MSCI ACWI CLMTE  | 2500-12-31      | N/A      | 0.0000% | $8429.00           | $319627.68         | Equities   |
| RBB FD INC                     US TREAS 3 MNTH  | 2500-12-31      | N/A      | 0.0000% | $40299.00          | $2014950.00        | Equities   |
| SPDR S&P MIDCAP 400 ETF TR     UTSER1 S&PDCRP   | 2500-12-31      | N/A      | 0.0000% | $8088.00           | $4456245.36        | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $7638.00           | $272071.67         | Equities   |
| PACER FDS TR                   US CHS CWS GWT   | 2500-12-31      | N/A      | 0.0000% | $44.00             | $2089.59           | Equities   |
| RBB FD INC                     US TREAS 7 YR NT | 2500-12-31      | N/A      | 0.0000% | $2333.00           | $111563.36         | Equities   |
| PRECIDIAN ETFS TR              SAP SE ADRHEDGED | 2500-12-31      | N/A      | 0.0000% | $504.00            | $27923.62          | Equities   |
| RBB FD INC                     FM OPPORTUNISTIC | 2500-12-31      | N/A      | 0.0000% | $2938.00           | $150925.06         | Equities   |
| PROSHARES TR                   BITCOIN & ETHER  | 2500-12-31      | N/A      | 0.0000% | $2364.00           | $197405.35         | Equities   |
| PIMCO EQUITY SER               RAFI DYN EMERG   | 2500-12-31      | N/A      | 0.0000% | $4515.00           | $90824.64          | Equities   |
| PACER FDS TR                   PAC ASSET FLTG   | 2500-12-31      | N/A      | 0.0000% | $116.00            | $5478.10           | Equities   |
| PACER FDS TR                   BLUESTAR DIG ENT | 2500-12-31      | N/A      | 0.0000% | $885.00            | $25673.94          | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $76124.96          | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $290.00            | $6729.54           | Equities   |
| PROSHARES TR                   BITCOIN & ETHER  | 2500-12-31      | N/A      | 0.0000% | $1418.00           | $100309.32         | Equities   |
| PROSHARES TR                   ULTRA MSCI BRAZI | 2500-12-31      | N/A      | 0.0000% | $3276.00           | $64089.70          | Equities   |
| PROSHARES TR                   ULTRA CYBRSCURTY | 2500-12-31      | N/A      | 0.0000% | $934.00            | $52014.46          | Equities   |
| SPDR SERIES TRUST              HLTH CR EQUIP    | 2500-12-31      | N/A      | 0.0000% | $6463.00           | $528163.47         | Equities   |
| SPDR INDEX SHS FDS             MSCI EMRG MKTS   | 2500-12-31      | N/A      | 0.0000% | $2932.00           | $179057.24         | Equities   |
| OR ROYALTIES INC.              COM SHS          | 2500-12-31      | N/A      | 0.0000% | $38669.00          | $975618.87         | Equities   |
| PGIM ETF TR                    JENNISON FOC VAL | 2500-12-31      | N/A      | 0.0000% | $1089.00           | $76161.61          | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $11400.00          | $29070.00          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    COM SHS ANNUAL   | 2500-12-31      | N/A      | 0.0000% | $821.00            | $55166.36          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1647.00           | $65842.94          | Equities   |
| FIRST TR EXCHANGE TRADED FD II NASDAQ CYB ETF   | 2500-12-31      | N/A      | 0.0000% | $2814.00           | $199878.42         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV HIGH INCM STRGC  | 2500-12-31      | N/A      | 0.0000% | $3589.00           | $158059.56         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $13057.00          | $697374.37         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    UT COM SHS ETF   | 2500-12-31      | N/A      | 0.0000% | $3471.00           | $183197.99         | Equities   |
| FEDERATED HERMES ETF TRUST     SHORT DURATION C | 2500-12-31      | N/A      | 0.0000% | $510.00            | $12347.10          | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE CORE | 2500-12-31      | N/A      | 0.0000% | $1763.00           | $82365.77          | Equities   |
| FIRST TR EXCH TRADED FD III    RIVRFRNT DYN EUR | 2500-12-31      | N/A      | 0.0000% | $263.00            | $18065.31          | Equities   |
| FIDELITY COVINGTON TRUST       SUSTAINABLE HIGH | 2500-12-31      | N/A      | 0.0000% | $9476.00           | $446272.22         | Equities   |
| FIRST TR EXCHANGE TRADED FD II BLOOMBERG EMMKT  | 2500-12-31      | N/A      | 0.0000% | $963.00            | $22911.89          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ETC 6  LOW BETA  | 2500-12-31      | N/A      | 0.0000% | $4665.00           | $170258.51         | Equities   |
| FIRST TR EXCHANGE TRADED FD II EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $948.00            | $23759.06          | Equities   |
| DIREXION SHS ETF TR            DLY ENRGY BULL2X | 2500-12-31      | N/A      | 0.0000% | $1504.00           | $72462.72          | Equities   |
| EXCHANGE LISTED FDS TR         CABANA MODERATE  | 2500-12-31      | N/A      | 0.0000% | $7431.00           | $154490.49         | Equities   |
| ETFIS SER TR I                 VIRTUS PVT CR    | 2500-12-31      | N/A      | 0.0000% | $3475.00           | $71758.75          | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $27676.00          | $33764.72          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI HLTH CARE I | 2500-12-31      | N/A      | 0.0000% | $1132.00           | $70965.08          | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE FIN E | 2500-12-31      | N/A      | 0.0000% | $6837.00           | $254633.13         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $26544.00          | $584498.88         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $251.00            | $11874.81          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV COML MTG OPPORTU | 2500-12-31      | N/A      | 0.0000% | $10756.00          | $217773.51         | Equities   |
| FLEXSHARES TR                  EMRG MKT QT LW   | 2049-12-31      | N/A      | 0.0000% | $2356.00           | $62732.74          | Equities   |
| TCW ETF TRUST                  AAA CLO ETF      | 2500-12-31      | N/A      | 0.0000% | $1627.00           | $81919.45          | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR | 2500-12-31      | N/A      | 0.0000% | $1242.00           | $31956.78          | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $2950.00           | $104282.50         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE GLOBAL COA | 2500-12-31      | N/A      | 0.0000% | $19020.00          | $325812.60         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    WCM DEVELOPING W | 2500-12-31      | N/A      | 0.0000% | $499.00            | $7629.71           | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX METAVERSE  | 2500-12-31      | N/A      | 0.0000% | $804.00            | $34253.78          | Equities   |

### Security 673: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18OLN8, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP18OLN8
- **C.18 - Value (incl. sponsor support):** $964993090.60
- **C.18.a - Value (excl. sponsor support):** $964993090.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ASTRAZENECA PLC                SR GLBL NT0.7%26    | 2026-04-08      | 0.7000%  | 0.0000% | $1187000.00        | $1152056.04        | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT3.9%25    | 2025-10-01      | 3.9000%  | 0.0000% | $6300000.00        | $6327604.50        | Corporate Debt Securities                         |
| ANZ GROUP HLDGS LTD            VR 093024-093027    | 2027-09-30      | 4.9934%  | 0.0000% | $461000.00         | $466230.65         | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR FL 144A NT 26    | 2026-08-13      | 5.1441%  | 0.0000% | $775000.00         | $779720.18         | Corporate Debt Securities                         |
| AUTONATION INC                 CR SEN SR GLBL30    | 2030-06-01      | 4.7500%  | 0.0000% | $1120000.00        | $1126863.42        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.65%52     | 2052-03-16      | 5.6500%  | 0.0000% | $513000.00         | $469627.85         | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT 50       | 2050-06-01      | 2.7500%  | 0.0000% | $30000.00          | $18700.01          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 51       | 2051-02-08      | 2.6500%  | 0.0000% | $96000.00          | $58969.39          | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 54       | 2054-04-01      | 6.2500%  | 0.0000% | $17000.00          | $16425.45          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.282%50    | 2050-04-02      | 5.2820%  | 0.0000% | $610000.00         | $533182.63         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT0.7%26    | 2026-02-08      | 0.7000%  | 0.0000% | $7554000.00        | $7383111.74        | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 3.875%031929     | 2029-03-19      | 3.8750%  | 0.0000% | $292000.00         | $284969.33         | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT 33       | 2033-08-01      | 5.5500%  | 0.0000% | $300000.00         | $307453.75         | Corporate Debt Securities                         |
| BAKER HUGHES A GE CO LLC / BA  SR GLBL NT 47       | 2047-12-15      | 4.0800%  | 0.0000% | $70000.00          | $53851.00          | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              FLT 144A NT 28      | 2028-03-06      | 5.2969%  | 0.0000% | $5000.00           | $5045.66           | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR FR 2.57%112535      | 2035-11-25      | 2.5700%  | 0.0000% | $670000.00         | $580177.75         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 26       | 2026-05-08      | 4.4210%  | 0.0000% | $1718000.00        | $1722212.06        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 3.215%090626     | 2026-09-06      | 3.2150%  | 0.0000% | $50000.00          | $49520.58          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 4.758%090649     | 2049-09-06      | 4.7580%  | 0.0000% | $2000.00           | $1626.76           | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 26       | 2026-02-23      | 3.2500%  | 0.0000% | $2649000.00        | $2650872.69        | Corporate Debt Securities                         |
| SOUTHERN COPPER CORP           SR GLBL NT 45       | 2045-04-23      | 5.8750%  | 0.0000% | $400000.00         | $381135.28         | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            SR GLBL 2023A 33    | 2033-09-15      | 5.7500%  | 0.0000% | $2000.00           | $2079.80           | Corporate Debt Securities                         |
| SIEMENS FIN NV                 GLBL 144A NT 26     | 2026-08-17      | 6.1250%  | 0.0000% | $2257000.00        | $2345687.25        | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR GLBL 144A 26     | 2026-03-11      | 1.2000%  | 0.0000% | $404000.00         | $395359.79         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2019B 49    | 2049-03-01      | 4.8750%  | 0.0000% | $9000.00           | $7143.68           | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT2.5%26    | 2026-09-12      | 2.5000%  | 0.0000% | $1000.00           | $985.04            | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT2.5%26    | 2026-09-12      | 2.5000%  | 0.0000% | $101000.00         | $99488.70          | Corporate Debt Securities                         |
| SHINHAN BK REG S               FR 3.875%032426     | 2026-03-24      | 3.8750%  | 0.0000% | $750000.00         | $749200.63         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022E 52    | 2052-06-01      | 5.4500%  | 0.0000% | $1000.00           | $867.36            | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022B 52    | 2052-02-01      | 3.4500%  | 0.0000% | $75000.00          | $46808.56          | Corporate Debt Securities                         |
| SOLVENTUM CORP                 SR GLBL NT 6%64     | 2064-05-15      | 6.0000%  | 0.0000% | $2000.00           | $1912.88           | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.027%012143     | 2043-01-21      | 4.0270%  | 0.0000% | $3298000.00        | $2417467.25        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 5.5%40        | 2040-10-15      | 5.5000%  | 0.0000% | $72000.00          | $71921.16          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.08%012027      | 2027-01-20      | 5.0800%  | 0.0000% | $401000.00         | $409162.13         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           SUB COCO 32         | 2032-12-15      | 3.8030%  | 0.0000% | $3000.00           | $2952.21           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 6.317%102529     | 2029-10-25      | 6.3170%  | 0.0000% | $941000.00         | $1000143.29        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 5.65%020134      | 2034-02-01      | 5.6500%  | 0.0000% | $28000.00          | $29412.22          | Corporate Debt Securities                         |
| BAYPORT POLYMERS LLC           SR GLBL 144A 32     | 2032-04-14      | 5.1400%  | 0.0000% | $20000.00          | $19160.16          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY INC DEL     SR GLBL NT 26       | 2026-03-15      | 3.1250%  | 0.0000% | $536000.00         | $534365.42         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT      | 2079-12-31      | 3.7500%  | 0.0000% | $80000.00          | $77624.13          | Corporate Debt Securities                         |
| AUTOMATIC DATA PROCESSING INC  SR GLBL NT 34       | 2034-09-09      | 4.4500%  | 0.0000% | $1409000.00        | $1370058.76        | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $1000.00           | $1013.09           | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT 45       | 2045-03-01      | 4.2500%  | 0.0000% | $678000.00         | $546621.87         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 35       | 2035-08-15      | 5.6250%  | 0.0000% | $400000.00         | $404376.50         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 43       | 2043-08-02      | 7.0790%  | 0.0000% | $209000.00         | $230187.04         | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $12000.00          | $12245.94          | Corporate Debt Securities                         |
| BANCO SANTANDER CHILE NEW      FR 3.177%102631     | 2031-10-26      | 3.1770%  | 0.0000% | $2970000.00        | $2697682.19        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 47       | 2047-11-13      | 3.7500%  | 0.0000% | $229000.00         | $176957.65         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.45%030326      | 2026-03-03      | 4.4500%  | 0.0000% | $5862000.00        | $5914606.57        | Corporate Debt Securities                         |
| ANZ GROUP HLDGS LTD            SR FL 144A NT 27    | 2027-01-18      | 5.1426%  | 0.0000% | $201000.00         | $203661.98         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 29       | 2029-03-01      | 5.7500%  | 0.0000% | $654000.00         | $674146.65         | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $6000.00           | $6078.57           | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 47       | 2047-06-06      | 4.6690%  | 0.0000% | $1000.00           | $853.22            | Corporate Debt Securities                         |
| TRESTLES CLO LTD 2020-3R       A-1R   20371020 FLT | 2037-10-20      | 5.6595%  | 0.0000% | $2811608.00        | $2836550.04        | Asset-Backed Securities                           |
| OHA CR FDG LTD 2025-20         A      20380420 FLT | 2038-04-20      | 5.3111%  | 0.0000% | $750000.00         | $754206.70         | Asset-Backed Securities                           |
| OHA CR FDG LTD 2025-20         A      20380420 FLT | 2038-04-20      | 5.3111%  | 0.0000% | $813739.00         | $818303.20         | Asset-Backed Securities                           |
| GOODLEAP SUS HOM SOL TR 2021-4 A      20480720 1.9 | 2048-07-20      | 1.9300%  | 0.0000% | $5335077.00        | $2792061.76        | Asset-Backed Securities                           |
| AIMCO CLO SERIES LLC 2017-AR2  A-R2   20380120 FLT | 2038-01-20      | 5.4095%  | 0.0000% | $2000000.00        | $2010080.52        | Asset-Backed Securities                           |
| TRICOLOR AUTO SEC TR 2025-1    A      20290215 4.9 | 2029-02-15      | 4.9400%  | 0.0000% | $4000000.00        | $3663915.32        | Asset-Backed Securities                           |
| EQUITABLE HLDGS INC            SR GLBL NT 5%48     | 2048-04-20      | 5.0000%  | 0.0000% | $36000.00          | $31008.44          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J     | 2500-12-31      | 6.3000%  | 0.0000% | $6000.00           | $6213.54           | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SUB GLBL COCO 25    | 2025-11-19      | 5.1790%  | 0.0000% | $400000.00         | $401124.99         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 47       | 2047-08-15      | 4.5400%  | 0.0000% | $100000.00         | $80051.17          | Corporate Debt Securities                         |
| GOLUB CAPITAL PTN 2020-48BR    A-1-R  20380419 FLT | 2038-04-19      | 5.5910%  | 0.0000% | $3308384.00        | $3329428.63        | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES 2025-A    B      20290716 5.0 | 2029-07-16      | 5.0200%  | 0.0000% | $222000.00         | $223073.07         | Asset-Backed Securities                           |
| ANTARES CLO LTD 2018-1R        A-2-R  20380420 FLT | 2038-04-20      | 5.9216%  | 0.0000% | $7648857.00        | $7714121.68        | Asset-Backed Securities                           |
| BIRCH GRO CLO LTD 2024-8       A-2    20370420 FLT | 2037-04-20      | 6.0695%  | 0.0000% | $3060374.00        | $3081402.62        | Asset-Backed Securities                           |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $4343000.00        | $4338608.74        | Corporate Debt Securities                         |
| KONINKLIJKE KPN N.V            GLBL NT 8.375%30    | 2030-10-01      | 8.3750%  | 0.0000% | $427000.00         | $502790.66         | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2024-NQM4   A-3    20690825 FLT | 2069-08-25      | 5.8200%  | 0.0000% | $5530000.00        | $5094738.40        | Private Label Collateralized Mortgage Obligations |
| BOEING CO                      CR SEN SR GLBL34    | 2034-05-01      | 6.5280%  | 0.0000% | $442000.00         | $473818.99         | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             GLBL NT 4.2%29      | 2029-09-17      | 4.2000%  | 0.0000% | $41000.00          | $40762.88          | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT5.8%30    | 2030-03-15      | 5.8000%  | 0.0000% | $100000.00         | $100062.33         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT4.9%27    | 2027-02-22      | 4.9000%  | 0.0000% | $10000.00          | $10243.99          | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         SR GLBL NT3.6%32    | 2032-09-01      | 3.6000%  | 0.0000% | $426000.00         | $381666.18         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025D 55    | 2055-09-15      | 6.2000%  | 0.0000% | $168000.00         | $159014.05         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1MTG BD 5.35%35     | 2035-07-15      | 5.3500%  | 0.0000% | $1000.00           | $977.73            | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $1000.00           | $1015.74           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 2%061528         | 2028-06-15      | 2.0000%  | 0.0000% | $100000.00         | $92429.67          | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 6.208%29    | 2029-08-21      | 6.2080%  | 0.0000% | $20000.00          | $21162.24          | Corporate Debt Securities                         |
| SANTANDER BK NA 2023-MTG1      M-1    20520226 FLT | 2052-02-26      | 8.4720%  | 0.0000% | $8765000.00        | $6736323.66        | Private Label Collateralized Mortgage Obligations |
| SCG MTG TRUST 2024-MSP         A      20410415 FLT | 2041-04-15      | 6.0697%  | 0.0000% | $12067238.00       | $12086451.05       | Private Label Collateralized Mortgage Obligations |
| EQUINOR ASA                    SR NT 3.95%43       | 2043-05-15      | 3.9500%  | 0.0000% | $1000.00           | $802.62            | Corporate Debt Securities                         |
| US BANCORP                     FR 2.677%012733     | 2033-01-27      | 2.6770%  | 0.0000% | $1000.00           | $869.71            | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT4.5%33    | 2033-01-20      | 4.5000%  | 0.0000% | $2000.00           | $1986.90           | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 70       | 2070-02-05      | 3.7500%  | 0.0000% | $1000.00           | $666.46            | Corporate Debt Securities                         |
| WAMU MTG CERT 2007-OA6         1A     20470725 FLT | 2047-07-25      | 5.3072%  | 0.0000% | $71090509.00       | $9438606.85        | Private Label Collateralized Mortgage Obligations |
| POST ROAD EQUIP FIN LLC 2025-1 B      20310515 5.0 | 2031-05-15      | 5.0400%  | 0.0000% | $1000000.00        | $1008573.00        | Asset-Backed Securities                           |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT 35       | 2035-06-15      | 5.9500%  | 0.0000% | $6009000.00        | $6128774.39        | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     GLBL NT 6.499%29    | 2029-03-09      | 6.4990%  | 0.0000% | $1603000.00        | $1681759.80        | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT4.2%44    | 2044-12-15      | 4.2000%  | 0.0000% | $27000.00          | $21739.59          | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        SR GLBL NT 26       | 2026-05-19      | 4.4500%  | 0.0000% | $6000.00           | $6012.12           | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR GLBL 144A 26     | 2026-03-05      | 0.9910%  | 0.0000% | $5793000.00        | $5662830.49        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB GLBL -H    | 2079-12-31      | 4.0000%  | 0.0000% | $4000.00           | $3636.40           | Corporate Debt Securities                         |
| SEMPRA                         SR GLBL NT 4%48     | 2048-02-01      | 4.0000%  | 0.0000% | $275000.00         | $201498.61         | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL QQQ BD26    | 2026-05-15      | 2.5000%  | 0.0000% | $670000.00         | $657927.72         | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR GLBL 144A 26     | 2026-03-05      | 0.9910%  | 0.0000% | $3609000.00        | $3527905.27        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 29       | 2029-11-01      | 4.6250%  | 0.0000% | $27000.00          | $27147.57          | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 42       | 2042-05-01      | 5.8750%  | 0.0000% | $101000.00         | $98555.06          | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 42       | 2042-05-01      | 5.8750%  | 0.0000% | $585000.00         | $570838.69         | Corporate Debt Securities                         |
| RELX CAPITAL INC               SR GLBL NT 32       | 2032-05-20      | 4.7500%  | 0.0000% | $1000.00           | $993.40            | Corporate Debt Securities                         |
| RELX CAPITAL INC               SR GLBL NT 30       | 2030-03-27      | 4.7500%  | 0.0000% | $57000.00          | $57890.48          | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 30       | 2030-06-30      | 2.9500%  | 0.0000% | $2000.00           | $1864.60           | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 30       | 2030-06-30      | 2.9500%  | 0.0000% | $18000.00          | $16781.43          | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SR GLBL NT 30       | 2030-06-06      | 5.7220%  | 0.0000% | $100000.00         | $104964.63         | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 4.9%120129       | 2029-12-01      | 4.9000%  | 0.0000% | $11000.00          | $11307.70          | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SR GLBL NT1.8%28    | 2028-08-12      | 1.8000%  | 0.0000% | $166000.00         | $152459.38         | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT 45       | 2045-08-15      | 5.8500%  | 0.0000% | $2000.00           | $1918.96           | Corporate Debt Securities                         |
| SAFEHOLD OPER PARTNERSHIP LP   SR GLBL NT2.8%31    | 2031-06-15      | 2.8000%  | 0.0000% | $7000.00           | $6228.34           | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     4.4%27              | 2027-07-13      | 4.4000%  | 0.0000% | $52000.00          | $52408.95          | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL 55       | 2055-04-01      | 6.5500%  | 0.0000% | $831000.00         | $787534.31         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 26       | 2026-05-10      | 2.8750%  | 0.0000% | $1000.00           | $988.34            | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 30       | 2030-07-15      | 4.7500%  | 0.0000% | $81000.00          | $82388.20          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL XXX BD32    | 2032-03-15      | 3.0000%  | 0.0000% | $92000.00          | $81265.44          | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 40       | 2040-09-15      | 2.6500%  | 0.0000% | $48000.00          | $31697.37          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 4.8%070844       | 2044-07-08      | 4.8000%  | 0.0000% | $2181000.00        | $1944456.01        | Corporate Debt Securities                         |
| INTERNATIONAL PAPER CO         SR GLBL NT 6%41     | 2041-11-15      | 6.0000%  | 0.0000% | $100000.00         | $98791.00          | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.414%27      | 2027-05-21      | 5.4140%  | 0.0000% | $7661000.00        | $7720322.95        | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 29       | 2029-01-30      | 6.7500%  | 0.0000% | $728000.00         | $767013.52         | Corporate Debt Securities                         |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 31       | 2031-01-15      | 2.8750%  | 0.0000% | $55000.00          | $49968.12          | Corporate Debt Securities                         |
| INTUIT                         SR GLBL NT 30       | 2030-07-15      | 1.6500%  | 0.0000% | $100000.00         | $87796.75          | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $1109000.00        | $1152130.24        | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT 54       | 2054-03-22      | 6.3500%  | 0.0000% | $1040000.00        | $1028242.22        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37      | 2037-10-01      | 6.7500%  | 0.0000% | $2000.00           | $2165.32           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 2.375%101527     | 2027-10-15      | 2.3750%  | 0.0000% | $7199000.00        | $6803837.89        | Corporate Debt Securities                         |
| GE AEROSPACE                   FR 6.75%031532      | 2032-03-15      | 6.7500%  | 0.0000% | $4000.00           | $4509.49           | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 62       | 2062-08-05      | 5.0500%  | 0.0000% | $322000.00         | $257262.53         | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      SUB GLBL NT 39      | 2039-11-18      | 6.1410%  | 0.0000% | $1418000.00        | $1416620.29        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.4%032932       | 2032-03-29      | 5.4000%  | 0.0000% | $10000000.00       | $10020300.00       | Corporate Debt Securities                         |
| GRAINGER W W INC               SR GLBL NT 34       | 2034-09-15      | 4.4500%  | 0.0000% | $100000.00         | $97040.08          | Corporate Debt Securities                         |
| US BANCORP                     FR 3.1%042726       | 2026-04-27      | 3.1000%  | 0.0000% | $1000.00           | $989.43            | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 37       | 2037-06-15      | 6.6250%  | 0.0000% | $668000.00         | $719492.50         | Corporate Debt Securities                         |
| TRANSURBAN FIN CO PTY LTD      SR SEC GLBL 31      | 2031-03-16      | 2.4500%  | 0.0000% | $100000.00         | $87820.61          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT5.2%40    | 2040-04-01      | 5.2000%  | 0.0000% | $100000.00         | $96160.22          | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TRUST 2021-4  A-1    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $350000.00         | $212369.33         | Private Label Collateralized Mortgage Obligations |
| SG RESDTL MRTG TR 2022-2       A-2    20620825 FLT | 2062-08-25      | 5.3530%  | 0.0000% | $250000.00         | $195053.93         | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CO                    SR GLBL NT4.4%46    | 2046-07-01      | 4.4000%  | 0.0000% | $98000.00          | $80861.87          | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL NT4.4%46    | 2046-07-01      | 4.4000%  | 0.0000% | $230000.00         | $189777.86         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025B 55    | 2055-03-01      | 5.9000%  | 0.0000% | $1829000.00        | $1679055.53        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 4%28     | 2028-05-12      | 4.0000%  | 0.0000% | $390000.00         | $390237.90         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.8%32    | 2032-03-08      | 5.8000%  | 0.0000% | $583000.00         | $586228.52         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%011034       | 2034-01-10      | 4.9000%  | 0.0000% | $88000.00          | $87210.25          | Corporate Debt Securities                         |
| CENCORA INC                    GLBL NT 2.7%31      | 2031-03-15      | 2.7000%  | 0.0000% | $444000.00         | $398137.02         | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 27     | 2027-07-26      | 3.5500%  | 0.0000% | $352000.00         | $348275.06         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               4.4%26              | 2026-02-14      | 4.4000%  | 0.0000% | $108000.00         | $109202.64         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 55       | 2055-05-15      | 5.2500%  | 0.0000% | $859000.00         | $833555.70         | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 33       | 2033-03-30      | 5.2500%  | 0.0000% | $47000.00          | $47898.64          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 49       | 2049-02-14      | 5.9500%  | 0.0000% | $420000.00         | $415816.57         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 46       | 2046-09-16      | 3.8750%  | 0.0000% | $10000.00          | $7229.65           | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT4.6%25    | 2025-12-01      | 4.6000%  | 0.0000% | $4845000.00        | $4959740.37        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 1%26     | 2026-05-12      | 1.0000%  | 0.0000% | $3000.00           | $2910.72           | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV FIN INC   SR NT 4%43          | 2043-01-17      | 4.0000%  | 0.0000% | $1000.00           | $825.33            | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 61       | 2061-05-12      | 3.2500%  | 0.0000% | $51000.00          | $32493.88          | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             4.25%49             | 2049-03-01      | 4.2500%  | 0.0000% | $719000.00         | $548573.23         | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR NT 6.875%36      | 2036-08-01      | 6.8750%  | 0.0000% | $887000.00         | $982721.22         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 28       | 2028-01-12      | 4.1250%  | 0.0000% | $375000.00         | $374097.19         | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 34       | 2034-04-05      | 5.2500%  | 0.0000% | $18000.00          | $18351.01          | Corporate Debt Securities                         |
| ALIBABA GROUP HLDG LTD         SR GLBL NT4.5%34    | 2034-11-28      | 4.5000%  | 0.0000% | $981000.00         | $935491.41         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 34       | 2034-05-01      | 5.0430%  | 0.0000% | $1522000.00        | $1518366.10        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 29     | 2029-01-21      | 5.5835%  | 0.0000% | $250000.00         | $251715.53         | Corporate Debt Securities                         |
| TPG OPER GROUP II LP           SR GLBL NT 34       | 2034-03-05      | 5.8750%  | 0.0000% | $74000.00          | $75598.51          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%64    | 2064-09-27      | 5.5000%  | 0.0000% | $100000.00         | $88976.50          | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.7%33    | 2033-03-15      | 4.7000%  | 0.0000% | $289000.00         | $286596.00         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 53       | 2053-06-01      | 4.5500%  | 0.0000% | $25000.00          | $21010.09          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT2.3%31    | 2031-05-15      | 2.3000%  | 0.0000% | $95000.00          | $83194.19          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        LW TIER II 33       | 2033-06-06      | 4.6260%  | 0.0000% | $338000.00         | $327754.88         | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL -P NT 30    | 2030-04-01      | 2.6000%  | 0.0000% | $71000.00          | $64876.33          | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD 53       | 2053-12-01      | 5.3500%  | 0.0000% | $269000.00         | $243136.02         | Corporate Debt Securities                         |
| NEWS CORP NEW                  SR GLBL 144A 29     | 2029-05-15      | 3.8750%  | 0.0000% | $300000.00         | $284149.37         | Corporate Debt Securities                         |
| PAYCHEX INC                    SR GLBL NT 32       | 2032-04-15      | 5.3500%  | 0.0000% | $163000.00         | $166281.28         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 4%46     | 2046-07-15      | 4.0000%  | 0.0000% | $37000.00          | $28255.05          | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 43       | 2043-06-01      | 4.7500%  | 0.0000% | $450000.00         | $407798.13         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $66000.00          | $69627.85          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 64       | 2064-11-01      | 5.8500%  | 0.0000% | $70000.00          | $62870.67          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 53       | 2053-06-01      | 4.5500%  | 0.0000% | $166000.00         | $139507.00         | Corporate Debt Securities                         |
| PAYCHEX INC                    SR GLBL NT 32       | 2032-04-15      | 5.3500%  | 0.0000% | $214000.00         | $218307.94         | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           SR GLBL NT 4%49     | 2049-06-14      | 4.0000%  | 0.0000% | $620000.00         | $486088.96         | Corporate Debt Securities                         |
| PMT LOAN TR 2021-INV1          A-27   20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $15984889.00       | $9737307.70        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               B-1    20631225 FLT | 2063-12-25      | 7.7635%  | 0.0000% | $29913000.00       | $28988636.07       | Private Label Collateralized Mortgage Obligations |
| MSSG TR 2017-237P              E      20390913 FLT | 2039-09-13      | 3.7401%  | 0.0000% | $10672000.00       | $9185250.45        | Private Label Collateralized Mortgage Obligations |
| PALISADES CTR TR 2016-PLSD     A      20330414 2.7 | 2033-04-14      | 2.7130%  | 0.0000% | $21700000.00       | $15853424.81       | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF D      20341115 FLT | 2034-11-15      | 6.8260%  | 0.0000% | $1900000.00        | $1819884.92        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            B-1    20550225 FLT | 2055-02-25      | 7.2365%  | 0.0000% | $10670000.00       | $9949560.04        | Private Label Collateralized Mortgage Obligations |
| PRKCM 2023-AFC4 TRUST          B-1    20581125 FLT | 2058-11-25      | 7.9855%  | 0.0000% | $6047000.00        | $6088372.09        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               A-1    20631225 FLT | 2063-12-25      | 6.1290%  | 0.0000% | $16310000.00       | $11471227.26       | Private Label Collateralized Mortgage Obligations |
| EXELON CORP                    SR GLBL NT 46       | 2046-04-15      | 4.4500%  | 0.0000% | $17000.00          | $13754.91          | Corporate Debt Securities                         |
| FIDELITY NATL FINL INC         SR GLBL NT 31       | 2031-03-15      | 2.4500%  | 0.0000% | $235000.00         | $201292.58         | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 5.05%26     | 2026-04-02      | 5.0500%  | 0.0000% | $420000.00         | $425269.37         | Corporate Debt Securities                         |
| MOTIVA ENTERPRISES LLC         SR GLBL REGS 40     | 2040-01-15      | 6.8500%  | 0.0000% | $385000.00         | $419583.59         | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL REGS 26     | 2026-07-01      | 1.4000%  | 0.0000% | $445000.00         | $446239.08         | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC           1M GLBL BD3.5%26    | 2026-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1997.39           | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR REGS NT 4%44     | 2044-11-28      | 4.0000%  | 0.0000% | $750000.00         | $615594.17         | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL BD5.6%42    | 2042-06-15      | 5.6000%  | 0.0000% | $107000.00         | $105303.69         | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 6.05%55     | 2055-05-15      | 6.0500%  | 0.0000% | $193000.00         | $193543.72         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 33       | 2033-01-31      | 5.3500%  | 0.0000% | $86000.00          | $88975.89          | Corporate Debt Securities                         |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33     | 2033-08-25      | 5.3320%  | 0.0000% | $389000.00         | $376894.54         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT5.5%46    | 2046-12-01      | 5.5000%  | 0.0000% | $246000.00         | $233684.56         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 48       | 2048-11-30      | 5.5500%  | 0.0000% | $755000.00         | $671497.00         | Corporate Debt Securities                         |
| ENI SPA                        GLBL 144A NT 34     | 2034-05-15      | 5.5000%  | 0.0000% | $424000.00         | $420841.91         | Corporate Debt Securities                         |
| GLENCORE FINANCE CANADA LTD    CR SEN GLBL 42      | 2042-10-25      | 5.5500%  | 0.0000% | $292000.00         | $269727.05         | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT2.8%50    | 2050-10-01      | 2.8000%  | 0.0000% | $7000.00           | $4294.00           | Corporate Debt Securities                         |
| SOCIEDAD QUIMICA Y MINERA DE   SR REGS NT5.5%34    | 2034-09-10      | 5.5000%  | 0.0000% | $200000.00         | $192312.44         | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR GLBL NT5.4%35    | 2035-06-15      | 5.4000%  | 0.0000% | $464000.00         | $459643.04         | Corporate Debt Securities                         |
| MASSACHUSETTS ELEC CO          SR REGS NT5.9%39    | 2039-11-15      | 5.9000%  | 0.0000% | $410000.00         | $411815.62         | Corporate Debt Securities                         |
| CORNING INC                    SR GLBL NT 79       | 2079-11-15      | 5.4500%  | 0.0000% | $30000.00          | $26127.62          | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $205000.00         | $191527.91         | Corporate Debt Securities                         |
| COTTAGE HEALTH CREDIT GROUP    SR -2020 BD 49      | 2049-11-01      | 3.3040%  | 0.0000% | $3000.00           | $2019.87           | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR REGS NT3.7%26    | 2026-09-15      | 3.7000%  | 0.0000% | $140000.00         | $139117.77         | Corporate Debt Securities                         |
| COCA COLA CONS INC             SR GLBL NT 29       | 2029-06-01      | 5.2500%  | 0.0000% | $2000.00           | $2096.61           | Corporate Debt Securities                         |
| DANSKE BK A/S                  FR 6.259%092226     | 2026-09-22      | 6.2590%  | 0.0000% | $632000.00         | $641791.30         | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -B NT 55    | 2055-01-15      | 6.2000%  | 0.0000% | $225000.00         | $229583.25         | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $7000.00           | $6539.98           | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT3.9%38    | 2038-03-01      | 3.9000%  | 0.0000% | $100000.00         | $85682.17          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1REF MTG BD 46      | 2046-03-15      | 3.8750%  | 0.0000% | $497000.00         | $379619.99         | Corporate Debt Securities                         |
| GOODMAN US FIN FIVE LLC        SR REGS NT 32       | 2032-05-04      | 4.6250%  | 0.0000% | $210000.00         | $204075.96         | Corporate Debt Securities                         |
| NEXA RES S A                   SR GLBL REGS 37     | 2037-04-08      | 6.6000%  | 0.0000% | $900000.00         | $900687.00         | Corporate Debt Securities                         |
| CLOROX CO DEL                  SR GLBL NT3.9%28    | 2028-05-15      | 3.9000%  | 0.0000% | $205000.00         | $202938.73         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-03-17      | 3.7850%  | 0.0000% | $30000.00          | $27728.55          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.1%041134       | 2034-04-11      | 5.1000%  | 0.0000% | $255000.00         | $257736.58         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -C 55    | 2055-05-15      | 6.6250%  | 0.0000% | $2000000.00        | $2001960.83        | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 26       | 2026-01-22      | 1.7500%  | 0.0000% | $1000.00           | $989.54            | Corporate Debt Securities                         |
| PROSUS N V                     FR 4.027%080350     | 2050-08-03      | 4.0270%  | 0.0000% | $2225000.00        | $1446400.74        | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT4.9%29    | 2029-02-20      | 4.9000%  | 0.0000% | $90000.00          | $92972.80          | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $458000.00         | $461013.26         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 35       | 2035-03-15      | 5.0500%  | 0.0000% | $350000.00         | $349336.17         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                FR 4.75%111825      | 2025-11-18      | 4.7500%  | 0.0000% | $1000.00           | $999.94            | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-05-07      | 4.6430%  | 0.0000% | $14578000.00       | $14592233.39       | Corporate Debt Securities                         |
| NEW YORK ST ELEC & GAS CORP    SR REGS NT 33       | 2033-08-15      | 5.8500%  | 0.0000% | $412000.00         | $432469.19         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 54    | 2054-06-01      | 7.0000%  | 0.0000% | $263000.00         | $286224.36         | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 35       | 2035-04-25      | 6.6450%  | 0.0000% | $10000.00          | $10647.10          | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $4000.00           | $4131.79           | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.9%31    | 2031-02-15      | 4.9000%  | 0.0000% | $100000.00         | $102036.17         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.26%072826      | 2026-07-28      | 4.2600%  | 0.0000% | $17428000.00       | $17657642.95       | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.8%30    | 2030-05-15      | 4.8000%  | 0.0000% | $100000.00         | $100505.33         | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL NT4.8%34    | 2034-09-15      | 4.8000%  | 0.0000% | $85000.00          | $82716.05          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 2.15%021330      | 2030-02-13      | 2.1500%  | 0.0000% | $80000.00          | $72320.02          | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT3.5%50    | 2050-11-15      | 3.5000%  | 0.0000% | $366000.00         | $245966.03         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT3.5%50    | 2050-11-15      | 3.5000%  | 0.0000% | $500000.00         | $336019.17         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 3%32     | 2032-02-14      | 3.0000%  | 0.0000% | $283000.00         | $253908.54         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 36     | 2036-01-21      | 6.2280%  | 0.0000% | $212000.00         | $224416.20         | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL            SR GLBL NT 31       | 2031-10-28      | 2.8750%  | 0.0000% | $1024000.00        | $872638.01         | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              GLBL NT 1.339%26    | 2026-03-25      | 1.3390%  | 0.0000% | $382000.00         | $373293.32         | Corporate Debt Securities                         |
| TEXAS EASTN TRANSMISSION LP    SR NT 7%32          | 2032-07-15      | 7.0000%  | 0.0000% | $60000.00          | $67050.00          | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL COCO 45     | 2045-05-15      | 4.8750%  | 0.0000% | $387000.00         | $337483.83         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 34       | 2034-07-01      | 5.6250%  | 0.0000% | $59000.00          | $60920.52          | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW          SR GLBL NT 34       | 2034-12-01      | 5.9500%  | 0.0000% | $20000.00          | $20793.69          | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 28       | 2028-04-24      | 4.5430%  | 0.0000% | $3010000.00        | $3027737.93        | Corporate Debt Securities                         |
| SWEDBANK AB                    FR 5.083%052130     | 2030-05-21      | 5.0830%  | 0.0000% | $225000.00         | $226968.92         | Corporate Debt Securities                         |
| US BANCORP                     ALT TIER I PERP     | 2079-12-31      | 5.3000%  | 0.0000% | $166000.00         | $165632.31         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 2.45%011232      | 2032-01-12      | 2.4500%  | 0.0000% | $1340000.00        | $1166552.63        | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL -BBBB 54    | 2054-04-15      | 5.5500%  | 0.0000% | $100000.00         | $93525.75          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 5.2%031435       | 2035-03-14      | 5.2000%  | 0.0000% | $1000.00           | $1005.05           | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT4.1%26    | 2026-01-26      | 4.1000%  | 0.0000% | $241000.00         | $244191.38         | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 1.9%31      | 2031-09-01      | 1.9000%  | 0.0000% | $83000.00          | $70310.73          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 3%031040         | 2040-03-10      | 3.0000%  | 0.0000% | $1000.00           | $741.27            | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT 32       | 2032-05-20      | 4.2500%  | 0.0000% | $67000.00          | $65471.77          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.522%101828     | 2028-10-18      | 4.5220%  | 0.0000% | $75000.00          | $75283.18          | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 33       | 2033-02-27      | 5.1500%  | 0.0000% | $100000.00         | $101831.42         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 4.6%051544       | 2044-05-15      | 4.6000%  | 0.0000% | $1000.00           | $856.28            | Corporate Debt Securities                         |
| KONINKLIJKE PHILIPS N V        SR NT 7.2%26        | 2026-06-01      | 7.2000%  | 0.0000% | $480000.00         | $506697.60         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 31       | 2031-01-15      | 4.7500%  | 0.0000% | $95000.00          | $95529.60          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 5.7%121436       | 2036-12-14      | 5.7000%  | 0.0000% | $51000.00          | $53799.05          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54    | 2054-03-15      | 6.5000%  | 0.0000% | $563000.00         | $581912.11         | Corporate Debt Securities                         |
| QUALCOMM INC                   FR 3.25%052027      | 2027-05-20      | 3.2500%  | 0.0000% | $728000.00         | $715778.90         | Corporate Debt Securities                         |
| PIONEER NAT RES CO             SR GLBL NT 31       | 2031-01-15      | 2.1500%  | 0.0000% | $1000.00           | $881.77            | Corporate Debt Securities                         |
| PARSLEY ENERGY LLC             SR GLBL 144A 28     | 2028-02-15      | 4.1250%  | 0.0000% | $5892000.00        | $5857362.41        | Corporate Debt Securities                         |
| NUTRIEN LTD                    SR GLBL NT 32       | 2032-03-12      | 5.2500%  | 0.0000% | $200000.00         | $203081.83         | Corporate Debt Securities                         |
| PTTEP TREAS CTR CO LTD         SR GLBL 144A 42     | 2042-06-12      | 6.3500%  | 0.0000% | $448000.00         | $476144.85         | Corporate Debt Securities                         |
| PAYCHEX INC                    SR GLBL NT5.1%30    | 2030-04-15      | 5.1000%  | 0.0000% | $100000.00         | $101872.33         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $8917000.00        | $9049603.22        | Corporate Debt Securities                         |
| PACKAGING CORP AMER            GLBL NT 5.7%33      | 2033-12-01      | 5.7000%  | 0.0000% | $17000.00          | $17902.56          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT3.5%25    | 2025-07-17      | 3.5000%  | 0.0000% | $80000.00          | $80943.24          | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR NT 6.05%36       | 2036-10-15      | 6.0500%  | 0.0000% | $170000.00         | $179030.83         | Corporate Debt Securities                         |
| PINE STR TR III                SR 144A NT 54       | 2054-05-15      | 6.2230%  | 0.0000% | $100000.00         | $96536.29          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-02-24      | 2.8500%  | 0.0000% | $205000.00         | $204362.45         | Corporate Debt Securities                         |
| OMNICOM GROUP INC              GLBL NT 5.3%34      | 2034-11-01      | 5.3000%  | 0.0000% | $98000.00          | $97543.27          | Corporate Debt Securities                         |
| TPG OPER GROUP II LP           SR GLBL NT 34       | 2034-03-05      | 5.8750%  | 0.0000% | $300000.00         | $306480.46         | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 33       | 2033-08-04      | 4.1640%  | 0.0000% | $60000.00          | $57628.64          | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              A-1    20641025 5.3 | 2064-10-25      | 5.3160%  | 0.0000% | $23206000.00       | $20419707.28       | Private Label Collateralized Mortgage Obligations |
| SG RESDTL MRTG TR 2022-2       A-1    20620825 FLT | 2062-08-25      | 5.3530%  | 0.0000% | $9109338.00        | $7126346.91        | Private Label Collateralized Mortgage Obligations |
| GLAXOSMITHKLINE CAP PLC        SR GLBL NT 27       | 2027-03-12      | 4.3150%  | 0.0000% | $2129000.00        | $2152694.29        | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 27       | 2027-11-01      | 1.7070%  | 0.0000% | $2000.00           | $1920.07           | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 33       | 2033-04-25      | 4.3370%  | 0.0000% | $410000.00         | $386009.48         | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 34       | 2034-04-15      | 5.3750%  | 0.0000% | $477000.00         | $491528.82         | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL 144A 55     | 2055-05-20      | 6.5000%  | 0.0000% | $2700000.00        | $2679144.00        | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.414%27      | 2027-05-21      | 5.4140%  | 0.0000% | $2448000.00        | $2466956.09        | Corporate Debt Securities                         |
| GE CAP FUNDING LLC             GLBL NT 4.55%32     | 2032-05-15      | 4.5500%  | 0.0000% | $523000.00         | $515110.98         | Corporate Debt Securities                         |
| FRANCISCAN MISSIONARIES OUR    2019B BD3.914%49    | 2049-07-01      | 3.9140%  | 0.0000% | $11000.00          | $8062.34           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 50     | 2050-05-15      | 5.2500%  | 0.0000% | $1040000.00        | $896352.60         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.2%30    | 2030-04-01      | 5.2000%  | 0.0000% | $2491000.00        | $2543316.54        | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 30       | 2030-05-22      | 2.3750%  | 0.0000% | $6000.00           | $5423.75           | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 32       | 2032-03-15      | 5.2500%  | 0.0000% | $2000.00           | $1912.91           | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT 26       | 2026-12-01      | 4.2500%  | 0.0000% | $65000.00          | $66025.18          | Corporate Debt Securities                         |
| FORTITUDE GROUP HOLDI          SR 144A NT 30       | 2030-04-01      | 6.2500%  | 0.0000% | $598000.00         | $611154.01         | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 33       | 2033-04-25      | 4.3370%  | 0.0000% | $510000.00         | $480158.13         | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT 47       | 2047-03-01      | 4.1500%  | 0.0000% | $861000.00         | $695877.18         | Corporate Debt Securities                         |
| HERSHEY CO                     CR SEN SR GLBL26    | 2026-08-15      | 2.3000%  | 0.0000% | $70000.00          | $68877.08          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.4%032932       | 2032-03-29      | 5.4000%  | 0.0000% | $62000.00          | $62125.86          | Corporate Debt Securities                         |
| GRAINGER W W INC               SR GLBL NT4.6%45    | 2045-06-15      | 4.6000%  | 0.0000% | $2000.00           | $1771.17           | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      SR GLBL NT 31       | 2031-01-15      | 5.2720%  | 0.0000% | $77000.00          | $79325.40          | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT 46       | 2046-03-01      | 4.7500%  | 0.0000% | $2304000.00        | $2044968.32        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-10-23      | 4.6920%  | 0.0000% | $1016000.00        | $1015352.13        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT2.6%26    | 2026-05-19      | 2.6000%  | 0.0000% | $376000.00         | $368586.95         | Corporate Debt Securities                         |
| EXPRESS SCRIPTS HLDG CO        SR GLBL NT4.5%26    | 2026-02-25      | 4.5000%  | 0.0000% | $17000.00          | $17148.83          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 51       | 2051-08-12      | 3.0500%  | 0.0000% | $40000.00          | $23304.40          | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT3.1%27    | 2027-09-15      | 3.1000%  | 0.0000% | $307000.00         | $293369.61         | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT5.5%30    | 2030-01-15      | 5.5000%  | 0.0000% | $1492000.00        | $1542347.54        | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT5.7%55    | 2055-02-10      | 5.7000%  | 0.0000% | $1468000.00        | $1439662.71        | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 2.55%30     | 2030-02-04      | 2.5500%  | 0.0000% | $258000.00         | $234740.44         | Corporate Debt Securities                         |
| INTERNATIONAL FLAVORS&FRAGRANC SR GLBL NT 5%48     | 2048-09-26      | 5.0000%  | 0.0000% | $2968000.00        | $2473349.82        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $1081000.00        | $1132698.82        | Corporate Debt Securities                         |
| EQUINIX EUROPE 2 FI COR LLC    SR GLBL NT5.5%34    | 2034-06-15      | 5.5000%  | 0.0000% | $3132000.00        | $3251511.90        | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT3.6%49    | 2049-08-19      | 3.6000%  | 0.0000% | $414000.00         | $299251.62         | Corporate Debt Securities                         |
| FERGUSON FIN PLC               GLBL 144A NT 28     | 2028-10-24      | 4.5000%  | 0.0000% | $2522000.00        | $2515695.00        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 51       | 2051-03-15      | 2.3750%  | 0.0000% | $292000.00         | $161633.07         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 49       | 2049-04-01      | 5.9500%  | 0.0000% | $9000.00           | $8212.42           | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT 30       | 2030-10-01      | 1.6500%  | 0.0000% | $3836000.00        | $3324331.94        | Corporate Debt Securities                         |
| IBM INTL CAP PTE LTD           GLBL NT 4.9%34      | 2034-02-05      | 4.9000%  | 0.0000% | $380000.00         | $377618.46         | Corporate Debt Securities                         |
| HEINEKEN NV                    SR GLBL 144A 28     | 2028-01-29      | 3.5000%  | 0.0000% | $354000.00         | $349778.16         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-01-27      | 1.9920%  | 0.0000% | $366000.00         | $313276.24         | Corporate Debt Securities                         |
| UBS COML MTG TR 2018-C10       D      20510517 3.0 | 2051-05-17      | 3.0000%  | 0.0000% | $2560000.00        | $2046360.75        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2019-3          B2     20590225 FLT | 2059-02-25      | 3.8504%  | 0.0000% | $9846000.00        | $7495471.11        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-10-22      | 4.9460%  | 0.0000% | $904000.00         | $881463.98         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT4.9%31    | 2031-06-01      | 4.9000%  | 0.0000% | $285000.00         | $299043.06         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-10-22      | 4.5050%  | 0.0000% | $1896000.00        | $1898910.89        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            PERP JR SB -D NT    | 2079-12-31      | 3.5500%  | 0.0000% | $1878000.00        | $1832410.51        | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 50       | 2050-08-15      | 2.0500%  | 0.0000% | $1721000.00        | $945739.70         | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       JR SB GLBL DB 25    | 2025-08-15      | 5.6990%  | 0.0000% | $3000.00           | $3053.59           | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL 144A 28     | 2028-01-15      | 6.2500%  | 0.0000% | $1123000.00        | $1155249.75        | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 32       | 2032-08-16      | 3.6500%  | 0.0000% | $94000.00          | $88700.70          | Corporate Debt Securities                         |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 26       | 2026-02-01      | 7.8500%  | 0.0000% | $2000.00           | $2079.36           | Corporate Debt Securities                         |
| UDR INC                        FR 3%081531         | 2031-08-15      | 3.0000%  | 0.0000% | $100000.00         | $90378.00          | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 5%35     | 2035-01-15      | 5.0000%  | 0.0000% | $259000.00         | $253874.39         | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 4.5%42        | 2042-06-01      | 4.5000%  | 0.0000% | $10000.00          | $8876.25           | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT4.8%30    | 2030-03-15      | 4.8000%  | 0.0000% | $500000.00         | $508298.33         | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW          SR GLBL NT 34       | 2034-12-01      | 5.9500%  | 0.0000% | $332000.00         | $345175.33         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 28       | 2028-06-15      | 3.8500%  | 0.0000% | $6000.00           | $5990.79           | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 5%35     | 2035-01-15      | 5.0000%  | 0.0000% | $199000.00         | $195061.79         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 5%35     | 2035-01-15      | 5.0000%  | 0.0000% | $243000.00         | $238191.03         | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW          SR GLBL NT 32       | 2032-02-01      | 7.1500%  | 0.0000% | $1358000.00        | $1498070.53        | Corporate Debt Securities                         |
| ELMWOOD CLO LTD 2024-34        B      20371019 FLT | 2037-10-19      | 6.1597%  | 0.0000% | $291651.00         | $302550.99         | Asset-Backed Securities                           |
| METLIFE CAPITAL TRUST IV       7.875%67            | 2067-12-15      | 7.8750%  | 0.0000% | $936000.00         | $1048052.07        | Corporate Debt Securities                         |
| NORTHWEST NAT HLDG CO          JR SB GLBL DB 55    | 2055-09-15      | 7.0000%  | 0.0000% | $1000.00           | $1015.12           | Corporate Debt Securities                         |
| NATIONAL GRID PLC              SR GLBL NT 34       | 2034-01-11      | 5.4180%  | 0.0000% | $63000.00          | $64619.70          | Corporate Debt Securities                         |
| NORTHERN TR CORP               ALT TIER I PERP     | 2079-12-31      | 4.6000%  | 0.0000% | $67000.00          | $66774.81          | Corporate Debt Securities                         |
| NBCUNIVERSAL MEDIA LLC         SR NT 4.45%43       | 2043-01-15      | 4.4500%  | 0.0000% | $100000.00         | $85246.75          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -L DEB 25      | 2025-09-01      | 5.7490%  | 0.0000% | $320000.00         | $325344.90         | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT5.6%33    | 2033-10-15      | 5.6000%  | 0.0000% | $156000.00         | $159144.96         | Corporate Debt Securities                         |
| NETFLIX INC.                   SR GLBL 144A 29     | 2029-11-15      | 5.3750%  | 0.0000% | $3907000.00        | $4144957.46        | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT4.6%28    | 2028-02-23      | 4.6000%  | 0.0000% | $4019000.00        | $4073354.74        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.239%072132     | 2032-07-21      | 2.2390%  | 0.0000% | $1000.00           | $858.37            | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT2.5%26    | 2026-04-15      | 2.5000%  | 0.0000% | $151000.00         | $148939.61         | Corporate Debt Securities                         |
| MORGAN STANLEY                 SR GLBL NT 32       | 2032-04-01      | 7.2500%  | 0.0000% | $510000.00         | $585792.09         | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 1.5%101326       | 2026-10-13      | 1.5000%  | 0.0000% | $400000.00         | $384831.33         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT5.2%64    | 2064-02-15      | 5.2000%  | 0.0000% | $568000.00         | $518406.03         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.499%012335     | 2035-01-23      | 5.4990%  | 0.0000% | $559000.00         | $572270.24         | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 3.377%40    | 2040-04-05      | 3.3770%  | 0.0000% | $13000.00          | $10123.35          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 48       | 2048-07-23      | 4.6500%  | 0.0000% | $107000.00         | $91117.37          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -C NT 28    | 2028-05-15      | 4.6000%  | 0.0000% | $3000000.00        | $3012006.67        | Corporate Debt Securities                         |
| ADVANCED MICRO DEVICES INC     SR GLBL NT 52       | 2052-06-01      | 4.3930%  | 0.0000% | $37000.00          | $31120.81          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 1.3%101326       | 2026-10-13      | 1.3000%  | 0.0000% | $3000.00           | $2881.55           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.9%012428       | 2028-01-24      | 4.9000%  | 0.0000% | $15794000.00       | $16128832.80       | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL 26     | 2026-01-13      | 4.1000%  | 0.0000% | $252000.00         | $254578.66         | Corporate Debt Securities                         |
| UBS AG N Y BRH                 FR 1.25%080726      | 2026-08-07      | 1.2500%  | 0.0000% | $2378000.00        | $2298773.63        | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 26       | 2026-05-16      | 2.9540%  | 0.0000% | $6999000.00        | $6918712.92        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.15%090833      | 2033-09-08      | 5.1500%  | 0.0000% | $339000.00         | $348220.99         | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -B BD 26    | 2026-12-01      | 4.8500%  | 0.0000% | $2000.00           | $2069.35           | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 5.4%54      | 2054-03-15      | 5.4000%  | 0.0000% | $23000.00          | $22072.87          | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 34       | 2034-03-15      | 2.9500%  | 0.0000% | $200000.00         | $165149.17         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2035-11-15      | 2.6680%  | 0.0000% | $2240000.00        | $1952365.33        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 45       | 2045-07-30      | 4.6500%  | 0.0000% | $1000.00           | $870.49            | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.9%050145       | 2045-05-01      | 3.9000%  | 0.0000% | $718000.00         | $553011.98         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.9%050145       | 2045-05-01      | 3.9000%  | 0.0000% | $1394000.00        | $1073675.06        | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT 52       | 2052-01-15      | 2.9500%  | 0.0000% | $79000.00          | $49586.13          | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 27       | 2027-11-15      | 3.1500%  | 0.0000% | $29000.00          | $28220.55          | Corporate Debt Securities                         |
| CARGILL INC                    SR GLBL 144A 26     | 2026-02-02      | 0.7500%  | 0.0000% | $26000.00          | $25436.28          | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR GLBL 144A 54     | 2054-10-01      | 5.6950%  | 0.0000% | $503000.00         | $454919.98         | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR GLBL NT2.6%29    | 2029-12-01      | 2.6000%  | 0.0000% | $76000.00          | $70351.51          | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 2.688%031131     | 2031-03-11      | 2.6880%  | 0.0000% | $500000.00         | $440039.33         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 3%51     | 2051-05-18      | 3.0000%  | 0.0000% | $340000.00         | $199087.00         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 48       | 2048-07-23      | 4.6500%  | 0.0000% | $1000.00           | $851.56            | Corporate Debt Securities                         |
| COMCAST CORP NEW               3.999%49            | 2049-11-01      | 3.9990%  | 0.0000% | $8000.00           | $5950.73           | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -B NT 35    | 2035-03-15      | 5.4500%  | 0.0000% | $290000.00         | $289167.62         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.35%030233      | 2033-03-02      | 3.3500%  | 0.0000% | $16168000.00       | $14608093.40       | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 26       | 2026-02-28      | 2.9500%  | 0.0000% | $3000.00           | $2989.44           | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 32       | 2032-01-15      | 4.8500%  | 0.0000% | $441000.00         | $449928.66         | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 5.5%64      | 2064-03-15      | 5.5000%  | 0.0000% | $243000.00         | $232973.41         | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 5.5%64      | 2064-03-15      | 5.5000%  | 0.0000% | $1132000.00        | $1085291.79        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 37       | 2037-03-16      | 5.2500%  | 0.0000% | $95000.00          | $94242.06          | Corporate Debt Securities                         |
| WESTPAC BKG CORP               SR GLBL NT 26       | 2026-05-13      | 2.8500%  | 0.0000% | $288000.00         | $284424.72         | Corporate Debt Securities                         |
| ENTERGY LA LLC                 4.2%48              | 2048-09-01      | 4.2000%  | 0.0000% | $256000.00         | $200592.21         | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          SR GLBL NT 28       | 2028-11-15      | 4.7250%  | 0.0000% | $45000.00          | $45622.74          | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT4.9%30    | 2030-12-15      | 4.9000%  | 0.0000% | $396000.00         | $401020.62         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.65%110444      | 2044-11-04      | 4.6500%  | 0.0000% | $5000.00           | $4162.19           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.7%061030       | 2030-06-10      | 4.7000%  | 0.0000% | $242000.00         | $249324.00         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 1.125%061526     | 2026-06-15      | 1.1250%  | 0.0000% | $996000.00         | $968297.51         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL A NT5%30    | 2030-06-15      | 5.0000%  | 0.0000% | $487000.00         | $495869.35         | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL 144A 28     | 2028-07-15      | 5.5000%  | 0.0000% | $426000.00         | $442501.11         | Corporate Debt Securities                         |
| CLECO CORPORATE HLDGS LLC      SR SEC GLBL NT46    | 2046-05-01      | 4.9730%  | 0.0000% | $1304000.00        | $1087178.74        | Corporate Debt Securities                         |
| DANSKE BK A/S                  FR 6.259%092226     | 2026-09-22      | 6.2590%  | 0.0000% | $2062000.00        | $2093945.65        | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  VR 070523-070526    | 2026-07-05      | 5.6368%  | 0.0000% | $300000.00         | $304299.55         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 4.75%            | 2500-12-31      | 4.7500%  | 0.0000% | $829000.00         | $767695.68         | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 31       | 2031-03-05      | 5.2530%  | 0.0000% | $34000.00          | $34437.00          | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.589%070526     | 2026-07-05      | 5.5890%  | 0.0000% | $2160000.00        | $2234609.10        | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT 25       | 2025-12-14      | 3.1500%  | 0.0000% | $3308000.00        | $3332198.02        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 39       | 2039-07-15      | 8.1250%  | 0.0000% | $65000.00          | $81719.22          | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 6.684%091327     | 2027-09-13      | 6.6840%  | 0.0000% | $200000.00         | $207265.27         | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            SR SEC GLBL BD48    | 2048-05-15      | 4.0500%  | 0.0000% | $474000.00         | $371041.28         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               GLBL NT 1.15%26     | 2026-06-03      | 1.1500%  | 0.0000% | $10000.00          | $9739.44           | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 36    | 2036-01-24      | 6.0200%  | 0.0000% | $428000.00         | $438682.88         | Corporate Debt Securities                         |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL32    | 2032-06-01      | 9.2500%  | 0.0000% | $141000.00         | $181148.77         | Corporate Debt Securities                         |
| CORNING INC                    SR GLBL NT 57       | 2057-11-15      | 4.3750%  | 0.0000% | $27000.00          | $20607.02          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36    | 2036-07-15      | 8.1000%  | 0.0000% | $318000.00         | $384864.27         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-03-20      | 3.9800%  | 0.0000% | $20000.00          | $19557.98          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.1%060326       | 2026-06-03      | 4.1000%  | 0.0000% | $1000.00           | $1015.03           | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.862%010936     | 2036-01-09      | 5.8620%  | 0.0000% | $539000.00         | $559093.65         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 29       | 2029-04-23      | 4.0750%  | 0.0000% | $1000.00           | $987.82            | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 32       | 2032-07-23      | 5.7180%  | 0.0000% | $5000.00           | $5201.36           | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -C 55    | 2055-05-15      | 6.6250%  | 0.0000% | $1998000.00        | $1999958.87        | Corporate Debt Securities                         |
| NATIXIS COMM MTG SEC 2017-75B  A      20370410 3.8 | 2037-04-10      | 3.8581%  | 0.0000% | $8415000.00        | $7339461.30        | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2024-AFC2             B-1    20591025 FLT | 2059-10-25      | 7.4128%  | 0.0000% | $586540.00         | $585165.97         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2024-9      A-3    20550225 FLT | 2055-02-25      | 5.0000%  | 0.0000% | $175000.00         | $133395.89         | Private Label Collateralized Mortgage Obligations |
| NEW ECONOMY ASSETS-PH 1 2021-1 A-1    20611020 1.9 | 2061-10-20      | 1.9100%  | 0.0000% | $7743701.00        | $7267444.46        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2018-H4   D      20511215 3.0 | 2051-12-15      | 3.0000%  | 0.0000% | $300000.00         | $222810.50         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2017-H1   D      20500617 2.5 | 2050-06-17      | 2.5460%  | 0.0000% | $3412480.00        | $2749397.41        | Private Label Collateralized Mortgage Obligations |
| NYMT LN TR 2022-SP1                                | 2062-07-25      | 5.2500%  | 0.0000% | $18000000.00       | $14207682.96       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            A-1    20550225 FLT | 2055-02-25      | 5.4000%  | 0.0000% | $24266000.00       | $23463262.95       | Private Label Collateralized Mortgage Obligations |
| RATE MTG TR 2024-J2            A-19   20540825 FLT | 2054-08-25      | 6.0000%  | 0.0000% | $116920.00         | $92691.92          | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM9 TRUST            A-1    20640125 FLT | 2064-01-25      | 6.0300%  | 0.0000% | $18638000.00       | $14979390.58       | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER 2020-1     B-1    20600715 2.2 | 2060-07-15      | 2.2800%  | 0.0000% | $250000.00         | $222935.25         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-COR3          C      20510512 FLT | 2051-05-12      | 4.5636%  | 0.0000% | $4341440.00        | $2940336.80        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-1     B4     20581125 FLT | 2058-11-25      | 3.9625%  | 0.0000% | $16205000.00       | $10086268.23       | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2023-NQM1  A-1    20671025 FLT | 2067-10-25      | 6.0500%  | 0.0000% | $225000.00         | $173983.64         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              B-1A   20641025 FLT | 2064-10-25      | 6.9140%  | 0.0000% | $13033000.00       | $12170471.00       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              B-1B   20641025 FLT | 2064-10-25      | 7.6670%  | 0.0000% | $22252000.00       | $19618573.73       | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZ TR 2024-INV2   A-1    20690825 FLT | 2069-08-25      | 5.3320%  | 0.0000% | $110000.00         | $101998.01         | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR2         B-1    20450125 FLT | 2045-01-25      | 5.2342%  | 0.0000% | $30440000.00       | $9307144.61        | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2017-C4        D      20501017 FLT | 2050-10-17      | 2.9000%  | 0.0000% | $13455000.00       | $10616305.96       | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C22     D      20570917 FLT | 2057-09-17      | 3.7600%  | 0.0000% | $13560000.00       | $5243908.03        | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2018-C14       E      20511215 3.0 | 2051-12-15      | 3.0000%  | 0.0000% | $67330.00          | $34354.50          | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-6            A-1    20680925 FLT | 2068-09-25      | 6.6650%  | 0.0000% | $200000.00         | $139426.97         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ 2005-19XS M1-II  20351025 FLT | 2035-10-25      | 5.0892%  | 0.0000% | $32705900.00       | $8066967.24        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 44       | 2044-02-01      | 4.8500%  | 0.0000% | $863000.00         | $795230.29         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            GLBL NT 4.851%28    | 2028-07-25      | 4.8510%  | 0.0000% | $101000.00         | $103068.86         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-07-22      | 4.9790%  | 0.0000% | $1486000.00        | $1523823.32        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-01-24      | 5.1400%  | 0.0000% | $26000.00          | $26823.68          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-01-24      | 5.1400%  | 0.0000% | $446000.00         | $460129.28         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 51       | 2051-04-22      | 3.1090%  | 0.0000% | $478000.00         | $312249.54         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT4.5%27    | 2027-03-01      | 4.5000%  | 0.0000% | $12513000.00       | $12766012.86       | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 1.5%101326       | 2026-10-13      | 1.5000%  | 0.0000% | $3500000.00        | $3367274.17        | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK N Y BRH  SR NT 4.75%25       | 2025-12-10      | 4.7500%  | 0.0000% | $282000.00         | $288751.24         | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT3.2%26    | 2026-09-16      | 3.2000%  | 0.0000% | $619000.00         | $615637.45         | Corporate Debt Securities                         |
| NESTLE HLDGS INC               GLBL 144A NT 25     | 2025-09-24      | 3.5000%  | 0.0000% | $4320000.00        | $4331649.60        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT4.5%57    | 2057-02-06      | 4.5000%  | 0.0000% | $6000.00           | $5383.74           | Corporate Debt Securities                         |
| NEWMONT CORP                   SR GLBL NT 44       | 2044-06-09      | 5.4500%  | 0.0000% | $138000.00         | $134413.04         | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -O NT 51    | 2051-11-01      | 3.2500%  | 0.0000% | $587000.00         | $364778.27         | Corporate Debt Securities                         |
| SOUTHERN COPPER CORP           SR GLBL NT7.5%35    | 2035-07-27      | 7.5000%  | 0.0000% | $261000.00         | $298697.53         | Corporate Debt Securities                         |
| SOUTHERN CO                    GLBL 2023C NT 33    | 2033-06-15      | 5.2000%  | 0.0000% | $151000.00         | $154296.83         | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            SR GLBL-2017A 47    | 2047-05-30      | 4.4000%  | 0.0000% | $167000.00         | $131388.92         | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 30       | 2030-04-01      | 4.3500%  | 0.0000% | $229000.00         | $226116.70         | Corporate Debt Securities                         |
| LEAR CORP                      SR GLBL NT 49       | 2049-05-15      | 5.2500%  | 0.0000% | $764000.00         | $633239.49         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 3%50     | 2050-10-15      | 3.0000%  | 0.0000% | $90000.00          | $55029.60          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 5%40     | 2040-04-15      | 5.0000%  | 0.0000% | $15000.00          | $13898.25          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 5%40     | 2040-04-15      | 5.0000%  | 0.0000% | $43000.00          | $39841.65          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 5%40     | 2040-04-15      | 5.0000%  | 0.0000% | $607000.00         | $562415.85         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 5.2%31      | 2031-03-15      | 5.2000%  | 0.0000% | $2000.00           | $2057.09           | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          SR GLBL 144A 50     | 2050-10-15      | 3.9510%  | 0.0000% | $2852000.00        | $2029108.88        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT2.8%41    | 2041-09-15      | 2.8000%  | 0.0000% | $98000.00          | $66882.39          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 5%35     | 2035-03-15      | 5.0000%  | 0.0000% | $416000.00         | $412816.21         | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT 45       | 2045-03-01      | 4.0500%  | 0.0000% | $67000.00          | $54191.11          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.23%011531      | 2031-01-15      | 5.2300%  | 0.0000% | $2000.00           | $2065.74           | Corporate Debt Securities                         |
| MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27      | 2027-06-20      | 6.5000%  | 0.0000% | $218.00            | $99.54             | Corporate Debt Securities                         |
| MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27      | 2027-06-20      | 6.5000%  | 0.0000% | $418.00            | $190.86            | Corporate Debt Securities                         |
| JPMORGAN CHASE BK N A          SR GLBL FL NT 26    | 2026-12-08      | 5.3465%  | 0.0000% | $10638000.00       | $10866826.46       | Corporate Debt Securities                         |
| MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27      | 2027-06-20      | 6.5000%  | 0.0000% | $112214.00         | $51237.53          | Corporate Debt Securities                         |
| MASTEC INC                     CR SEN SR GLBL29    | 2029-06-15      | 5.9000%  | 0.0000% | $95000.00          | $99941.11          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 62       | 2062-04-01      | 4.4500%  | 0.0000% | $30000.00          | $22765.29          | Corporate Debt Securities                         |
| JONES LANG LASALLE INC         SR GLBL NT 28       | 2028-12-01      | 6.8750%  | 0.0000% | $300000.00         | $329890.21         | Corporate Debt Securities                         |
| JONES LANG LASALLE INC         SR GLBL NT 28       | 2028-12-01      | 6.8750%  | 0.0000% | $200000.00         | $219926.81         | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 36       | 2036-01-15      | 6.2500%  | 0.0000% | $800000.00         | $797342.00         | Corporate Debt Securities                         |
| JPMORGAN CHASE BK N A          SR NT 5.11%26       | 2026-12-08      | 5.1100%  | 0.0000% | $293000.00         | $303311.97         | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%49    | 2049-10-15      | 4.2000%  | 0.0000% | $34000.00          | $24541.54          | Corporate Debt Securities                         |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 3.9%29       | 2029-04-13      | 3.9000%  | 0.0000% | $453000.00         | $433644.07         | Corporate Debt Securities                         |
| JSC NATIONAL COMPANY KAZMUNAY  FR 5.375%042430     | 2030-04-24      | 5.3750%  | 0.0000% | $453000.00         | $448445.09         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I PERP     | 2099-12-31      | 4.9000%  | 0.0000% | $7009000.00        | $7086137.94        | Corporate Debt Securities                         |
| BEST BUY INC                   SR GLBL NT 30       | 2030-10-01      | 1.9500%  | 0.0000% | $2000.00           | $1725.93           | Corporate Debt Securities                         |
| BAYLOR SCOTT & WHITE HLDGS     SR SEC GLBL 50      | 2050-11-15      | 2.8390%  | 0.0000% | $198000.00         | $120762.76         | Corporate Debt Securities                         |
| BANK OF AMERICA NA             SR GLBL NT 26       | 2026-08-18      | 5.5260%  | 0.0000% | $251000.00         | $258132.67         | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 5.3%25      | 2025-08-11      | 5.3000%  | 0.0000% | $191000.00         | $194290.40         | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      SNR PREF REGS 28    | 2028-07-13      | 5.7900%  | 0.0000% | $460000.00         | $484013.92         | Corporate Debt Securities                         |
| BFLD TRUST 2020-EYP            A      20351015 FLT | 2035-10-15      | 5.5935%  | 0.0000% | $11250000.00       | $8611468.12        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2023-B39      A-5    20560717 5.7 | 2056-07-17      | 5.7536%  | 0.0000% | $915932.00         | $956214.54         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2017-COR2          D      20500912 3.0 | 2050-09-12      | 3.0000%  | 0.0000% | $2759680.00        | $2398177.56        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG 2019-GC41     F      20560811 3.0 | 2056-08-11      | 3.0000%  | 0.0000% | $4272640.00        | $2518672.86        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-BWAY         A      20341115 FLT | 2034-11-15      | 5.3995%  | 0.0000% | $69398000.00       | $43201024.38       | Private Label Collateralized Mortgage Obligations |
| BB-UBS TRUST 2012-TFT          C      20300607 FLT | 2030-06-07      | 3.5593%  | 0.0000% | $1366000.00        | $955881.97         | Private Label Collateralized Mortgage Obligations |
| BROOKFIELD FIN INC             SR GLBL NT4.7%47    | 2047-09-20      | 4.7000%  | 0.0000% | $215000.00         | $179023.81         | Corporate Debt Securities                         |
| CSX CORP                       SR NT 6.15%37       | 2037-05-01      | 6.1500%  | 0.0000% | $110000.00         | $116770.96         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 50      | 2050-02-15      | 3.5500%  | 0.0000% | $25000.00          | $18136.35          | Corporate Debt Securities                         |
| BROADCOM CORP/BROADCOM CAYMAN  SR GLBL NT3.5%28    | 2028-01-15      | 3.5000%  | 0.0000% | $369000.00         | $365798.92         | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 2018-C6  D      20511110 FLT | 2051-11-10      | 5.0671%  | 0.0000% | $2776000.00        | $1978243.74        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GS8        A-4    20501111 3.4 | 2050-11-11      | 3.4690%  | 0.0000% | $75000.00          | $72649.84          | Private Label Collateralized Mortgage Obligations |
| BINOM SEC TR 2022-INV1         M-1    20570825 FLT | 2057-08-25      | 4.5107%  | 0.0000% | $17504000.00       | $15460804.22       | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2004-10     M-2    20340925 FLT | 2034-09-25      | 6.0892%  | 0.0000% | $292000.00         | $130381.68         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV1       A-1    20681226 FLT | 2068-12-26      | 5.9030%  | 0.0000% | $404083.00         | $344521.48         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2012-BWTR       A      20341107 2.9 | 2034-11-07      | 2.9540%  | 0.0000% | $7339000.00        | $6035035.54        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         E      20370316 FLT | 2037-03-16      | 6.9630%  | 0.0000% | $8105000.00        | $6426026.99        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-14       A-3    20520525 FLT | 2052-05-25      | 2.5000%  | 0.0000% | $350000.00         | $212699.45         | Private Label Collateralized Mortgage Obligations |
| CIM TR 2024-R1                 B1     20640625 FLT | 2064-06-25      | 5.2725%  | 0.0000% | $10533000.00       | $6958008.41        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2023-B39      A-5    20560717 5.7 | 2056-07-17      | 5.7536%  | 0.0000% | $10641166.00       | $11109162.74       | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 2020-BOC     A      20320115 2.6 | 2032-01-15      | 2.6270%  | 0.0000% | $328945.00         | $286741.09         | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC29   D      20480410 3.1 | 2048-04-10      | 3.1100%  | 0.0000% | $286000.00         | $201288.31         | Private Label Collateralized Mortgage Obligations |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $250000.00         | $170224.72         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $506000.00         | $344534.84         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 34       | 2034-03-15      | 2.9500%  | 0.0000% | $50000.00          | $41287.29          | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -I NT 47    | 2047-12-01      | 3.7500%  | 0.0000% | $2787000.00        | $2102055.27        | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 3.1%43      | 2043-02-01      | 3.1000%  | 0.0000% | $100000.00         | $70802.72          | Corporate Debt Securities                         |
| A P MOELLER MAERSK A S         SR GLBL 144A 29     | 2029-06-20      | 4.5000%  | 0.0000% | $222000.00         | $224992.56         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 27       | 2027-03-25      | 4.9500%  | 0.0000% | $540000.00         | $544251.15         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             GLBL NT 5.875%64    | 2064-06-28      | 5.8750%  | 0.0000% | $1000.00           | $958.31            | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-S06       A-2    20260725 2.7 | 2026-07-25      | 2.7200%  | 0.0000% | $2167703.00        | $2136080.79        | Agency Collateralized Mortgage Obligation         |
| BRAVO RESI FDG TR 2024-NQM5    A-1    20640625 FLT | 2064-06-25      | 5.8030%  | 0.0000% | $1603817.00        | $1312527.16        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023-NQM6     A-1    20630925 FLT | 2063-09-25      | 6.6020%  | 0.0000% | $100000.00         | $71256.32          | Private Label Collateralized Mortgage Obligations |
| BOCA COML MTG TR 2024-BOCA     D      20410815 FLT | 2041-08-15      | 7.9669%  | 0.0000% | $7300000.00        | $7344767.59        | Private Label Collateralized Mortgage Obligations |
| ABBOTT LABORATORIES            SR GLBL NT 36       | 2036-11-30      | 4.7500%  | 0.0000% | $8079000.00        | $7898191.98        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR -B NT8.875%38    | 2038-11-15      | 8.8750%  | 0.0000% | $140000.00         | $181544.71         | Corporate Debt Securities                         |
| CONN AVE SEC TR 2023-R01       1M-2   20421226 FLT | 2042-12-26      | 8.0706%  | 0.0000% | $23000000.00       | $24278884.27       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2016-GS4        B      20491115 FLT | 2049-11-15      | 3.8475%  | 0.0000% | $10000.00          | $9484.90           | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-CCRE12        AM     20461015 4.3 | 2046-10-15      | 4.3000%  | 0.0000% | $18216700.00       | $11233813.73       | Private Label Collateralized Mortgage Obligations |
| EFMT 2023-1 2023-1             A-1    20680225 FLT | 2068-02-25      | 5.7320%  | 0.0000% | $11010000.00       | $7620761.22        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2006-5      I-A-1  20360825 FLT | 2036-08-25      | 4.7792%  | 0.0000% | $287879444.00      | $11072947.13       | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR 2006-12   2A-1A3 20361219 FLT | 2036-12-19      | 4.9212%  | 0.0000% | $37270000.00       | $6355439.27        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C4  D      20491217 FLT | 2049-12-17      | 3.0373%  | 0.0000% | $2779977.00        | $2135166.14        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-3     A-2    20690625 FLT | 2069-06-25      | 6.6460%  | 0.0000% | $170000.00         | $143318.10         | Private Label Collateralized Mortgage Obligations |
| DBUBS MTG TR 2011-LC3          D      20440812 FLT | 2044-08-12      | 5.3519%  | 0.0000% | $14000000.00       | $9315321.77        | Private Label Collateralized Mortgage Obligations |
| BEAR STRNS MTG FDG 2006-AR5    II-A-2 20370126 FLT | 2037-01-26      | 4.8992%  | 0.0000% | $43417876.00       | $3238096.93        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2013-C15 D      20451117 FLT | 2045-11-17      | 4.6099%  | 0.0000% | $15170000.00       | $8483084.05        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-3     A-1    20690625 FLT | 2069-06-25      | 6.3930%  | 0.0000% | $108398.00         | $91254.84          | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2019-RP1   B-3    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $11085550.00       | $7892215.67        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-INV3     A-3    20500525 FLT | 2050-05-25      | 3.5000%  | 0.0000% | $495216.00         | $64105.22          | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GS8        A-4    20501111 3.4 | 2050-11-11      | 3.4690%  | 0.0000% | $200000.00         | $193732.89         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2020-PJ1        A-4    20500525 FLT | 2050-05-25      | 3.5000%  | 0.0000% | $1049143.00        | $115712.95         | Private Label Collateralized Mortgage Obligations |
| DROP MORTGAGE TRUST 2021-FILE  A      20431015 FLT | 2043-10-15      | 5.5935%  | 0.0000% | $11098000.00       | $10763177.97       | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            C      20351015 FLT | 2035-10-15      | 6.5435%  | 0.0000% | $4596164.00        | $196378.77         | Private Label Collateralized Mortgage Obligations |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.5829%  | 0.0000% | $9000000.00        | $6778816.09        | Private Label Collateralized Mortgage Obligations |
| DBUBS MTG TR 2011-LC3          PM-1   20440812 4.4 | 2044-08-12      | 4.4520%  | 0.0000% | $13300000.00       | $9057002.59        | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      C      20390107 FLT | 2039-01-07      | 3.4496%  | 0.0000% | $10000000.00       | $8479528.20        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C23      C      20500715 FLT | 2050-07-15      | 4.1207%  | 0.0000% | $100000.00         | $95883.44          | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2024-WCL1  E      20410617 FLT | 2041-06-17      | 8.8157%  | 0.0000% | $14000000.00       | $13897496.66       | Private Label Collateralized Mortgage Obligations |
| CROSS MORTGAGE TR 2024-H4      A-1    20690725 FLT | 2069-07-25      | 6.1470%  | 0.0000% | $250000.00         | $203711.59         | Private Label Collateralized Mortgage Obligations |
| CONNECTICT AVE SEC TR 2024-R03 2M-1   20440325 FLT | 2044-03-25      | 5.4706%  | 0.0000% | $112010.00         | $73778.00          | Private Label Collateralized Mortgage Obligations |
| CFCRE COML MTG TR 2016-C4      D      20580510 FLT | 2058-05-10      | 4.8426%  | 0.0000% | $8825555.00        | $8361154.38        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          B      20330915 FLT | 2033-09-15      | 6.0250%  | 0.0000% | $9350000.00        | $7441508.86        | Private Label Collateralized Mortgage Obligations |
| AIR LEASE CORP                 FR 3%020130         | 2030-02-01      | 3.0000%  | 0.0000% | $40000.00          | $37401.07          | Corporate Debt Securities                         |
| YARA INTL ASA                  SR GLBL 144A 32     | 2032-11-14      | 7.3780%  | 0.0000% | $151000.00         | $165337.32         | Corporate Debt Securities                         |
| AT&T INC                       SR NT 4.3%42        | 2042-12-15      | 4.3000%  | 0.0000% | $371000.00         | $313965.55         | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34      | 2034-08-20      | 5.5000%  | 0.0000% | $285000.00         | $283771.02         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.375%110243     | 2043-11-02      | 5.3750%  | 0.0000% | $87000.00          | $80462.87          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 36       | 2036-01-15      | 4.2720%  | 0.0000% | $184000.00         | $170130.08         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 36       | 2036-01-15      | 4.2720%  | 0.0000% | $576000.00         | $532581.12         | Corporate Debt Securities                         |
| AGILENT TECHNOLOGIES INC       SR GLBL NT2.3%31    | 2031-03-12      | 2.3000%  | 0.0000% | $17000.00          | $14912.29          | Corporate Debt Securities                         |
| AGILENT TECHNOLOGIES INC       SR GLBL NT2.3%31    | 2031-03-12      | 2.3000%  | 0.0000% | $79000.00          | $69298.27          | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR FL 144A NT 27    | 2027-03-25      | 5.4097%  | 0.0000% | $200000.00         | $201706.72         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT4.9%26    | 2026-02-26      | 4.9000%  | 0.0000% | $3491000.00        | $3546627.14        | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT3.2%32    | 2032-06-01      | 3.2000%  | 0.0000% | $46000.00          | $42027.03          | Corporate Debt Securities                         |
| AEGON LTD                      SB GLBL NT5.5%48    | 2048-04-11      | 5.5000%  | 0.0000% | $795000.00         | $795004.86         | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT4.8%32    | 2032-03-15      | 4.8000%  | 0.0000% | $100000.00         | $101022.00         | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT3.2%32    | 2032-06-01      | 3.2000%  | 0.0000% | $63000.00          | $57558.76          | Corporate Debt Securities                         |
| ADVANCED MICRO DEVICES INC     SR GLBL NT 26       | 2026-09-24      | 4.2120%  | 0.0000% | $864000.00         | $870905.09         | Corporate Debt Securities                         |
| WELLS FARGO & CO               SB GLBL DB5.5%35    | 2035-08-01      | 5.5000%  | 0.0000% | $350000.00         | $353451.19         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.605%042336     | 2036-04-23      | 5.6050%  | 0.0000% | $1000.00           | $1014.83           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT1.5%30    | 2030-09-18      | 1.5000%  | 0.0000% | $49000.00          | $41870.01          | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT4.9%35    | 2035-04-28      | 4.9000%  | 0.0000% | $1058000.00        | $1060724.94        | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB NT 4.6%26       | 2026-03-09      | 4.6000%  | 0.0000% | $6683000.00        | $6743681.64        | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL FL NT 27    | 2027-04-28      | 4.7749%  | 0.0000% | $1185000.00        | $1192641.87        | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 4.85%34     | 2034-02-08      | 4.8500%  | 0.0000% | $599000.00         | $600646.58         | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT5.4%30    | 2030-05-19      | 5.4000%  | 0.0000% | $214000.00         | $214592.78         | Corporate Debt Securities                         |
| WP CAREY INC                   GLBL NT 5.375%34    | 2034-06-30      | 5.3750%  | 0.0000% | $239000.00         | $241231.26         | Corporate Debt Securities                         |
| WP CAREY INC                   GLBL NT 5.375%34    | 2034-06-30      | 5.3750%  | 0.0000% | $391000.00         | $394650.31         | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2015-C24      A-S    20470816 FLT | 2047-08-16      | 4.0360%  | 0.0000% | $10000.00          | $9959.62           | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2024-NQM2    B-2    20640925 FLT | 2064-09-25      | 7.6757%  | 0.0000% | $14425000.00       | $13825586.13       | Private Label Collateralized Mortgage Obligations |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 4.375%42     | 2042-09-01      | 4.3750%  | 0.0000% | $934000.00         | $805515.20         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 27       | 2027-06-01      | 3.2500%  | 0.0000% | $123000.00         | $122359.14         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 27       | 2027-06-01      | 3.2500%  | 0.0000% | $221000.00         | $219848.53         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT4.5%52    | 2052-11-15      | 4.5000%  | 0.0000% | $100000.00         | $82432.50          | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 54       | 2054-11-15      | 5.7500%  | 0.0000% | $100000.00         | $95568.58          | Corporate Debt Securities                         |
| CNO FINL GROUP INC             SR GLBL NT 29       | 2029-05-30      | 5.2500%  | 0.0000% | $1361000.00        | $1357461.40        | Corporate Debt Securities                         |
| CK HUTCHISON INTL 19 II LTD    SR GLBL 144A 49     | 2049-09-06      | 3.3750%  | 0.0000% | $287000.00         | $195815.80         | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT4.8%30    | 2030-06-15      | 4.8000%  | 0.0000% | $255000.00         | $253561.80         | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT2.8%27    | 2027-03-01      | 2.8000%  | 0.0000% | $952000.00         | $924108.52         | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.5%50    | 2050-05-01      | 3.5000%  | 0.0000% | $100000.00         | $69313.94          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.4%41    | 2041-06-01      | 5.4000%  | 0.0000% | $520000.00         | $517010.00         | Corporate Debt Securities                         |
| BOEING CO                      3.9%49              | 2049-05-01      | 3.9000%  | 0.0000% | $1146000.00        | $805319.03         | Corporate Debt Securities                         |
| BROOKFIELD FIN LLC             SR GLBL NT 50       | 2050-04-15      | 3.4500%  | 0.0000% | $2000.00           | $1311.51           | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2025-4 A-1    20700525 FLT | 2070-05-25      | 5.4480%  | 0.0000% | $1453319.00        | $1455436.00        | Asset-Backed Securities                           |
| CANADIAN NATL RY CO            SR NT 4.375%34      | 2034-09-18      | 4.3750%  | 0.0000% | $755000.00         | $719492.35         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT5.7%34    | 2034-06-01      | 5.7000%  | 0.0000% | $739000.00         | $763277.38         | Corporate Debt Securities                         |
| UNITED AIRLINES PT CERT 2014-2 A      20280303 3.7 | 2028-03-03      | 3.7500%  | 0.0000% | $6000.00           | $2800.68           | Asset-Backed Securities                           |
| MORGAN STANLEY                 VR 041725-041229    | 2029-04-12      | 5.7223%  | 0.0000% | $85000.00          | $86258.60          | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE CO       SR GLBL NT 5%42     | 2042-05-01      | 5.0000%  | 0.0000% | $197000.00         | $176566.72         | Corporate Debt Securities                         |
| KAISER FNDTN HOSP/HLTH MTN BE  -2019 BD3.266%49    | 2049-11-01      | 3.2660%  | 0.0000% | $3000.00           | $2013.30           | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT6.4%34    | 2034-03-01      | 6.4000%  | 0.0000% | $63000.00          | $68184.41          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.664%041736     | 2036-04-17      | 5.6640%  | 0.0000% | $7969000.00        | $8138782.20        | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT5.5%34    | 2034-06-15      | 5.5000%  | 0.0000% | $335000.00         | $343344.29         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 2.25%50     | 2050-05-15      | 2.2500%  | 0.0000% | $97000.00          | $53805.66          | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL32    | 2032-10-15      | 3.5000%  | 0.0000% | $504000.00         | $451344.60         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.2%040150       | 2050-04-01      | 4.2000%  | 0.0000% | $2233000.00        | $1751014.39        | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 3.9%072125       | 2025-07-21      | 3.9000%  | 0.0000% | $2034000.00        | $2060391.15        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%090149     | 2049-09-01      | 3.6250%  | 0.0000% | $2000.00           | $1439.70           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%090149     | 2049-09-01      | 3.6250%  | 0.0000% | $10000.00          | $7198.52           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.375%072442     | 2042-07-24      | 6.3750%  | 0.0000% | $2606000.00        | $2841745.27        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR NT 3.5%35        | 2035-02-12      | 3.5000%  | 0.0000% | $323000.00         | $300008.86         | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK LTD144A  FR 3.347%011237     | 2037-01-12      | 3.3470%  | 0.0000% | $600000.00         | $528540.10         | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT5.4%55    | 2055-03-15      | 5.4000%  | 0.0000% | $94000.00          | $88761.38          | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 34       | 2034-06-01      | 5.3500%  | 0.0000% | $30000.00          | $30954.04          | Corporate Debt Securities                         |
| KEYSPAN GAS EAST CORP MTN BE   SR GLBL 144A 26     | 2026-08-15      | 2.7420%  | 0.0000% | $406000.00         | $398938.65         | Corporate Debt Securities                         |
| KEYCORP                        FR 2.55%100129      | 2029-10-01      | 2.5500%  | 0.0000% | $100000.00         | $91445.92          | Corporate Debt Securities                         |
| KENVUE INC                     SR GLBL NT5.2%63    | 2063-03-22      | 5.2000%  | 0.0000% | $57000.00          | $52276.54          | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL FLT 144A 27    | 2027-04-01      | 5.1295%  | 0.0000% | $632000.00         | $636626.86         | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 3%32     | 2032-03-17      | 3.0000%  | 0.0000% | $1500000.00        | $1342640.00        | Corporate Debt Securities                         |
| KEYCORP                        FR 4.789%060133     | 2033-06-01      | 4.7890%  | 0.0000% | $40000.00          | $39080.48          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT3.7%46    | 2046-04-15      | 3.7000%  | 0.0000% | $200000.00         | $145721.00         | Corporate Debt Securities                         |
| MEDTRONIC GLOBAL HLDGS S C A   SR GLBL NT 28       | 2028-03-30      | 4.2500%  | 0.0000% | $2000.00           | $2016.29           | Corporate Debt Securities                         |
| NYU HOSPS CTR                  SR -2012A BD 42     | 2042-07-01      | 4.4280%  | 0.0000% | $2000.00           | $1715.23           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $68000.00          | $69707.67          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 41       | 2041-03-01      | 6.3750%  | 0.0000% | $1369000.00        | $1401432.18        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.484%091636     | 2036-09-16      | 2.4840%  | 0.0000% | $2057000.00        | $1724971.40        | Corporate Debt Securities                         |
| BEST BUY INC                   SR GLBL NT 30       | 2030-10-01      | 1.9500%  | 0.0000% | $150000.00         | $129444.87         | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 37       | 2037-12-01      | 6.2500%  | 0.0000% | $2323000.00        | $2475635.94        | Corporate Debt Securities                         |

### Security 674: RBC CAPITAL MARKETS LLC

- **C.1 - Title:** RBC CAPITAL MARKETS LLC 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18ONF3, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: ARP18ONF3
- **C.18 - Value (incl. sponsor support):** $1149991766.00
- **C.18.a - Value (excl. sponsor support):** $1149991766.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT32 | 2032-01-25      | 6.1500%  | 0.0000% | $9447000.00        | $10002334.02       | Corporate Debt Securities |
| CITIGROUP INC                  SR NT FXD/FLT 28 | 2028-07-24      | 3.6680%  | 0.0000% | $486000.00         | $481406.33         | Corporate Debt Securities |
| INTESA SANPAOLO S P A          FR 6.625%062033  | 2033-06-20      | 6.6250%  | 0.0000% | $10778000.00       | $11775336.24       | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT4.8%30 | 2030-02-10      | 4.8000%  | 0.0000% | $3637000.00        | $3716056.26        | Corporate Debt Securities |
| INTERSTATE PWR & LT CO         SR GLBL DB5.6%35 | 2035-06-29      | 5.6000%  | 0.0000% | $325000.00         | $326823.61         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48 | 2048-03-01      | 5.3000%  | 0.0000% | $317000.00         | $260923.58         | Corporate Debt Securities |
| ELEVANCE HEALTH INC            SR GLBL NT 37    | 2037-06-15      | 6.3750%  | 0.0000% | $2000000.00        | $2164377.50        | Corporate Debt Securities |
| STELLANTIS FINANCE US INC      SR REGS NT 31    | 2031-09-15      | 2.6910%  | 0.0000% | $240000.00         | $200351.10         | Corporate Debt Securities |
| WELLS FARGO & CO               VR 012425-012428 | 2028-01-24      | 5.1240%  | 0.0000% | $9000.00           | $9018.95           | Corporate Debt Securities |
| PECO ENERGY CO                 1M GLBL BD3.9%48 | 2048-03-01      | 3.9000%  | 0.0000% | $5310000.00        | $4055415.15        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.1%060326    | 2026-06-03      | 4.1000%  | 0.0000% | $100000.00         | $101502.83         | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 6%55  | 2055-03-15      | 6.0000%  | 0.0000% | $575000.00         | $571561.50         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL50 | 2050-02-01      | 5.2500%  | 0.0000% | $400000.00         | $331053.67         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT   | 2079-12-31      | 3.7500%  | 0.0000% | $17000.00          | $16495.13          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          SR NT 3.75%42    | 2042-08-15      | 3.7500%  | 0.0000% | $325000.00         | $231379.69         | Corporate Debt Securities |
| QUALCOMM INC                   SR GLBL NT4.5%30 | 2030-05-20      | 4.5000%  | 0.0000% | $218000.00         | $218495.95         | Corporate Debt Securities |
| OWENS CORNING NEW              SR GLBL NT4.3%47 | 2047-07-15      | 4.3000%  | 0.0000% | $1540000.00        | $1234317.70        | Corporate Debt Securities |
| PACCAR FINANCIAL CORP          FR 4.6%013129    | 2029-01-31      | 4.6000%  | 0.0000% | $1350000.00        | $1381135.50        | Corporate Debt Securities |
| SCHWAB CHARLES CORP            ALT TIER I PERP  | 2079-12-31      | 5.0000%  | 0.0000% | $11000.00          | $10890.12          | Corporate Debt Securities |
| OVERSEA CHINESE BK             FR 1.832%091030  | 2030-09-10      | 1.8320%  | 0.0000% | $2000000.00        | $1990462.22        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 35    | 2035-04-30      | 4.8750%  | 0.0000% | $4331000.00        | $4200387.87        | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53 | 2053-03-01      | 6.7500%  | 0.0000% | $141000.00         | $149346.85         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          SR NT 4.6%43     | 2043-06-15      | 4.6000%  | 0.0000% | $365000.00         | $293099.87         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $116000.00         | $116858.40         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25% | 2079-12-31      | 6.2500%  | 0.0000% | $372000.00         | $377531.95         | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC         SR GLBL NT4.9%34 | 2034-10-15      | 4.9000%  | 0.0000% | $6000.00           | $5846.79           | Corporate Debt Securities |
| INTESA SANPAOLO S P A          FR 8.248%112133  | 2033-11-21      | 8.2480%  | 0.0000% | $900000.00         | $1025452.80        | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 50    | 2050-05-15      | 2.9500%  | 0.0000% | $3747000.00        | $2308148.88        | Corporate Debt Securities |
| HYATT HOTELS CORP              SR GLBL NT 28    | 2028-09-15      | 4.3750%  | 0.0000% | $951000.00         | $947010.16         | Corporate Debt Securities |
| HASBRO INC                     CR SEN SR GLBL29 | 2029-11-19      | 3.9000%  | 0.0000% | $250000.00         | $238292.92         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30    | 2030-01-07      | 5.3500%  | 0.0000% | $9959000.00        | $10163073.74       | Corporate Debt Securities |
| HP INC                         SR GLBL NT6.1%35 | 2035-04-25      | 6.1000%  | 0.0000% | $13000000.00       | $13240117.23       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 5.95%011527   | 2027-01-15      | 5.9500%  | 0.0000% | $1375000.00        | $1441113.44        | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL FLT 144A 26 | 2026-10-01      | 5.0995%  | 0.0000% | $1278000.00        | $1289480.55        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 2%052828      | 2028-05-28      | 2.0000%  | 0.0000% | $19000.00          | $17412.76          | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT33 | 2033-01-25      | 5.9000%  | 0.0000% | $11683000.00       | $12133139.50       | Corporate Debt Securities |
| GARTNER INC                    SR GLBL 144A 30  | 2030-10-01      | 3.7500%  | 0.0000% | $600000.00         | $561885.50         | Corporate Debt Securities |
| GLAXOSMITHKLINE CAP PLC        SR GLBL FL NT 27 | 2027-03-12      | 4.8463%  | 0.0000% | $6343000.00        | $6419176.29        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL FL NT 27 | 2027-02-26      | 5.3895%  | 0.0000% | $4672000.00        | $4634296.48        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL COCO 28  | 2028-11-19      | 5.3851%  | 0.0000% | $800000.00         | $799799.41         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 1.8%111326    | 2026-11-13      | 1.8000%  | 0.0000% | $22000.00          | $21034.86          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        GLBL -N STEP 26  | 2026-03-18      | 1.5000%  | 0.0000% | $43000.00          | $42017.02          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.2%031538    | 2038-03-15      | 4.2000%  | 0.0000% | $46000.00          | $41755.12          | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL NT 30    | 2030-11-19      | 5.2860%  | 0.0000% | $7436000.00        | $7511439.46        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 5.25%051633   | 2033-05-16      | 5.2500%  | 0.0000% | $6000.00           | $6014.89           | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP       SR GLBL -K NT 34 | 2034-07-01      | 5.7000%  | 0.0000% | $7774000.00        | $7807829.86        | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.15%032730   | 2030-03-27      | 5.1500%  | 0.0000% | $6626000.00        | $6674452.62        | Corporate Debt Securities |
| UBER TECHNOLOGIES INC          SR GLBL NT4.8%34 | 2034-09-15      | 4.8000%  | 0.0000% | $2200000.00        | $2140886.00        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-07-22      | 4.9950%  | 0.0000% | $1177000.00        | $1207672.62        | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR NT 4.375%52   | 2052-02-02      | 4.3750%  | 0.0000% | $14982000.00       | $11493894.92       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 7.1175%  | 0.0000% | $10000.00          | $10063.74          | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 3%32  | 2032-05-15      | 3.0000%  | 0.0000% | $4900000.00        | $4215421.00        | Corporate Debt Securities |
| SOCIETE GENERALE               FR 2.889%060932  | 2032-06-09      | 2.8890%  | 0.0000% | $3254000.00        | $2859786.85        | Corporate Debt Securities |
| STANDARD CHARTERED PLC         SR GLBL 144A 28  | 2028-01-12      | 2.6080%  | 0.0000% | $3000000.00        | $2923972.00        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT5.5%55 | 2055-01-15      | 5.5000%  | 0.0000% | $700000.00         | $661657.50         | Corporate Debt Securities |
| TECK RESOURCES LTD             SR NT 6.25%41    | 2041-07-15      | 6.2500%  | 0.0000% | $2847000.00        | $2791220.15        | Corporate Debt Securities |
| TTX CO MTN BE 144A             FR 5.05%111534   | 2034-11-15      | 5.0500%  | 0.0000% | $1398000.00        | $1397740.21        | Corporate Debt Securities |
| TELEFONICA EMISONES SA         SR GLBL NT 48    | 2048-03-06      | 4.8950%  | 0.0000% | $3205000.00        | $2660956.59        | Corporate Debt Securities |
| 3M CO                          FR 3.375%030129  | 2029-03-01      | 3.3750%  | 0.0000% | $1200000.00        | $1162384.50        | Corporate Debt Securities |
| STELLANTIS FINANCE US INC      SR GLBL 144A 30  | 2030-03-18      | 5.7500%  | 0.0000% | $7460000.00        | $7549594.60        | Corporate Debt Securities |
| STARBUCKS CORP                 SR GLBL NT 47    | 2047-12-01      | 3.7500%  | 0.0000% | $1115000.00        | $817669.45         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 40    | 2040-04-15      | 4.3750%  | 0.0000% | $985000.00         | $857303.37         | Corporate Debt Securities |
| TEXTRON INC                    SR GLBL NT3.9%29 | 2029-09-17      | 3.9000%  | 0.0000% | $575000.00         | $556369.04         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 5.3%021728    | 2028-02-17      | 5.3000%  | 0.0000% | $15000.00          | $14895.36          | Corporate Debt Securities |
| TRAVELERS COMPANIES INC        SR NT 6.25%37    | 2037-06-15      | 6.2500%  | 0.0000% | $13500000.00       | $15004248.75       | Corporate Debt Securities |
| TD SYNNEX CORPORATION          SR GLBL NT6.1%34 | 2034-04-12      | 6.1000%  | 0.0000% | $135000.00         | $139073.40         | Corporate Debt Securities |
| TELEFONICA EMISONES SA         SR GLBL NT 36    | 2036-06-20      | 7.0450%  | 0.0000% | $8284000.00        | $9304349.48        | Corporate Debt Securities |
| SUNCOR ENERGY INC NEW          SR GLBL NT 34    | 2034-12-01      | 5.9500%  | 0.0000% | $1858000.00        | $1931734.21        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.3%51 | 2051-02-15      | 3.3000%  | 0.0000% | $1086000.00        | $715896.63         | Corporate Debt Securities |
| 3M CO                          FR 5.7%031537    | 2037-03-15      | 5.7000%  | 0.0000% | $2000000.00        | $2073790.00        | Corporate Debt Securities |
| SUNTRUST PFD CAP I             PERP JR SB GLBL  | 2079-12-31      | 5.2059%  | 0.0000% | $25000.00          | $20348.76          | Corporate Debt Securities |
| TR FIN LLC                     SR GLBL DB5.5%35 | 2035-08-15      | 5.5000%  | 0.0000% | $500000.00         | $498882.22         | Corporate Debt Securities |
| SHINHAN BK REG S               FR 3.875%032426  | 2026-03-24      | 3.8750%  | 0.0000% | $1200000.00        | $1198721.00        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.5%31 | 2031-04-15      | 3.5000%  | 0.0000% | $1232000.00        | $1148143.92        | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.65%53  | 2053-01-15      | 5.6500%  | 0.0000% | $635000.00         | $613630.66         | Corporate Debt Securities |
| TARGA RES CORP                 SR GLBL NT6.5%53 | 2053-02-15      | 6.5000%  | 0.0000% | $2631000.00        | $2645887.07        | Corporate Debt Securities |
| BELL CDA                       SR GLBL-US2 NT49 | 2049-07-29      | 4.3000%  | 0.0000% | $91000.00          | $70239.51          | Corporate Debt Securities |
| BIOGEN INC                     SR GLBL NT 55    | 2055-05-15      | 6.4500%  | 0.0000% | $1298000.00        | $1303510.01        | Corporate Debt Securities |
| BARCLAYS BANK PLC              FR 10.25%032133  | 2033-03-21      | 0.0000%  | 0.0000% | $2000.00           | $1368.99           | Corporate Debt Securities |
| BARCLAYS PLC                   GLBL COCO 28     | 2028-03-12      | 5.8363%  | 0.0000% | $250000.00         | $255054.32         | Corporate Debt Securities |
| BARCLAYS PLC                   GLBL COCO 36     | 2036-02-25      | 5.7850%  | 0.0000% | $3835000.00        | $3893468.30        | Corporate Debt Securities |
| BAYER US FIN II LLC            GLBL 144A NT 28  | 2028-12-15      | 4.3750%  | 0.0000% | $1748000.00        | $1745032.04        | Corporate Debt Securities |
| JAB HLDGS B V                  SR 144A NT 51    | 2051-05-28      | 3.7500%  | 0.0000% | $5800000.00        | $3788144.33        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           SUB GLBL COCO 25 | 2025-12-16      | 4.5000%  | 0.0000% | $142000.00         | $144590.08         | Corporate Debt Securities |
| BANK NEW ZEALAND               VR 012722-012727 | 2027-01-27      | 5.1423%  | 0.0000% | $250000.00         | $251542.86         | Corporate Debt Securities |
| SEMPRA                         3.8%38           | 2038-02-01      | 3.8000%  | 0.0000% | $1502000.00        | $1230755.49        | Corporate Debt Securities |
| STANLEY BLACK & DECKER INC     SR GLBL NT2.3%30 | 2030-03-15      | 2.3000%  | 0.0000% | $794000.00         | $703278.88         | Corporate Debt Securities |
| SYNOPSYS INC                   SR GLBL NT 27    | 2027-04-01      | 4.5500%  | 0.0000% | $9630000.00        | $9723183.63        | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52 | 2052-09-01      | 6.0000%  | 0.0000% | $141000.00         | $142967.42         | Corporate Debt Securities |
| SCHWAB CHARLES CORP            ALT TIER I PERP  | 2079-12-31      | 5.3750%  | 0.0000% | $240000.00         | $243172.37         | Corporate Debt Securities |
| PUGET ENERGY INC               SR SEC NT 4.3%45 | 2045-05-20      | 4.3000%  | 0.0000% | $2000.00           | $1610.03           | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT5.3%33 | 2033-06-30      | 5.3000%  | 0.0000% | $5264000.00        | $5339924.42        | Corporate Debt Securities |
| SABAL TRAIL TRANSMISSION LLC   SR GLBL 144A 48  | 2048-05-01      | 4.8320%  | 0.0000% | $363000.00         | $290702.18         | Corporate Debt Securities |
| NATWEST GROUP PLC              COCO 30          | 2030-05-08      | 4.4450%  | 0.0000% | $543000.00         | $534695.57         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 3.4000%  | 0.0000% | $37000.00          | $35583.02          | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -I NT  | 2500-12-31      | 6.7000%  | 0.0000% | $34000.00          | $35120.24          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 33    | 2033-01-15      | 6.1500%  | 0.0000% | $508000.00         | $527564.35         | Corporate Debt Securities |
| RENTOKIL TERMINIX FUNDING LLC  SR 144A NT 5%30  | 2030-04-28      | 5.0000%  | 0.0000% | $200000.00         | $199812.89         | Corporate Debt Securities |
| PEACHTREE CORNERS FDG TR       SR 144A NT 35    | 2035-05-15      | 6.0120%  | 0.0000% | $122000.00         | $123156.93         | Corporate Debt Securities |
| SOCIETE GENERALE               SUB COCO 55      | 2055-01-19      | 7.1320%  | 0.0000% | $3397000.00        | $3460294.79        | Corporate Debt Securities |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT 33    | 2033-10-15      | 6.1250%  | 0.0000% | $1786000.00        | $1881472.86        | Corporate Debt Securities |
| SPRINT CORP                    SR GLBL NT 26    | 2026-03-01      | 7.6250%  | 0.0000% | $7000.00           | $7211.96           | Corporate Debt Securities |
| 6297782 LLC                    SR 144A NT 34    | 2034-10-01      | 5.5840%  | 0.0000% | $1450000.00        | $1407198.26        | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 3.6%120147    | 2047-12-01      | 3.6000%  | 0.0000% | $334000.00         | $247086.52         | Corporate Debt Securities |
| SEMPRA                         JR SB GLBL 55    | 2055-04-01      | 6.5500%  | 0.0000% | $7505000.00        | $7112448.89        | Corporate Debt Securities |
| STARBUCKS CORP                 SR GLBL NT4.5%28 | 2028-05-15      | 4.5000%  | 0.0000% | $256000.00         | $256409.60         | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 35    | 2035-03-14      | 5.2500%  | 0.0000% | $8759000.00        | $8824721.69        | Corporate Debt Securities |
| SOUTHERN CO GAS CAP            SR GLBL 2023A 33 | 2033-09-15      | 5.7500%  | 0.0000% | $1574000.00        | $1636801.29        | Corporate Debt Securities |
| PACCAR FINANCIAL CORP          FR 4.45%080627   | 2027-08-06      | 4.4500%  | 0.0000% | $95000.00          | $96925.81          | Corporate Debt Securities |
| SPRINT CAP CORP MTN BE         SR GLBL NT 32    | 2032-03-15      | 8.7500%  | 0.0000% | $29634000.00       | $36009434.07       | Corporate Debt Securities |
| STRYKER CORPORATION            SR GLBL NT 30    | 2030-06-15      | 1.9500%  | 0.0000% | $4900000.00        | $4356479.75        | Corporate Debt Securities |
| SEMPRA                         SR GLBL NT 4%48  | 2048-02-01      | 4.0000%  | 0.0000% | $1285000.00        | $941548.06         | Corporate Debt Securities |
| SUN CMNTYS OPER LTD PARTNERSHP SR GLBL NT2.3%28 | 2028-11-01      | 2.3000%  | 0.0000% | $690000.00         | $638783.22         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.7%49 | 2049-11-15      | 3.7000%  | 0.0000% | $5800000.00        | $4088951.67        | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP GLBL K NT5% | 2500-12-31      | 5.0000%  | 0.0000% | $67000.00          | $67458.35          | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     SR NT 4.375%45   | 2045-05-11      | 4.3750%  | 0.0000% | $2091000.00        | $1732976.95        | Corporate Debt Securities |
| PULTE GROUP INC                SR GLBL NT 33    | 2033-05-15      | 6.3750%  | 0.0000% | $2110000.00        | $2228552.99        | Corporate Debt Securities |
| STELLANTIS FINANCE US INC      SR GLBL 144A 28  | 2028-03-17      | 5.3500%  | 0.0000% | $675000.00         | $683775.00         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II NT 41 | 2041-09-17      | 2.9300%  | 0.0000% | $290000.00         | $206724.00         | Corporate Debt Securities |
| ROSS STORES INC                SR GLBL NT 31    | 2031-04-15      | 1.8750%  | 0.0000% | $2000000.00        | $1694447.50        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.25%111532   | 2032-11-15      | 4.2500%  | 0.0000% | $15000.00          | $14422.51          | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51 | 2051-05-20      | 3.5000%  | 0.0000% | $250000.00         | $168538.06         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB GLBL NT 25   | 2025-10-21      | 4.2500%  | 0.0000% | $7000.00           | $7014.38           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27 | 2027-03-09      | 5.1565%  | 0.0000% | $55000.00          | $55564.80          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 9.25%030628   | 2028-03-06      | 0.0000%  | 0.0000% | $23000.00          | $19812.50          | Corporate Debt Securities |
| FREEPORT MCMORAN INC           SR GLBL NT 43    | 2043-03-15      | 5.4500%  | 0.0000% | $639000.00         | $597889.40         | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT3.3%40 | 2040-04-15      | 3.3000%  | 0.0000% | $2572000.00        | $2016280.82        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36 | 2036-01-25      | 6.1000%  | 0.0000% | $18187000.00       | $18825858.79       | Corporate Debt Securities |
| OVINTIV INC                    SR NT 7.375%31   | 2031-11-01      | 7.3750%  | 0.0000% | $1000000.00        | $1075200.97        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 29    | 2029-11-01      | 4.6250%  | 0.0000% | $1245000.00        | $1251804.79        | Corporate Debt Securities |
| RADIAN GROUP INC               SR GLBL NT6.2%29 | 2029-05-15      | 6.2000%  | 0.0000% | $370000.00         | $381367.63         | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          SR GLBL NT 29    | 2029-11-01      | 6.7500%  | 0.0000% | $100000.00         | $107326.75         | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT2.3%30 | 2030-11-15      | 2.3000%  | 0.0000% | $4129000.00        | $3626039.63        | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL RR NT 32 | 2032-04-15      | 5.1000%  | 0.0000% | $8870000.00        | $8944921.94        | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%50 | 2050-05-01      | 4.2000%  | 0.0000% | $4118000.00        | $2943024.79        | Corporate Debt Securities |
| MATTEL INC                     SR NT 5.45%41    | 2041-11-01      | 5.4500%  | 0.0000% | $1110000.00        | $957453.01         | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR NT 6.625%43   | 2043-10-23      | 6.6250%  | 0.0000% | $4000.00           | $4032.40           | Corporate Debt Securities |
| MONDELEZ INTL INC              SR GLBL NT 35    | 2035-05-06      | 5.1250%  | 0.0000% | $4002000.00        | $3944998.18        | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL NT 50    | 2050-06-24      | 2.4500%  | 0.0000% | $2257000.00        | $1307653.14        | Corporate Debt Securities |
| MAPLE GROVE FDG TR I           SR 144A NT 51    | 2051-08-15      | 4.1610%  | 0.0000% | $2499000.00        | $1691238.86        | Corporate Debt Securities |
| LAZARD LLC                     SR GLBL NT 29    | 2029-03-11      | 4.3750%  | 0.0000% | $1125000.00        | $1111512.03        | Corporate Debt Securities |
| KEURIG DR PEPPER INC           SR GLBL NT 48    | 2048-05-25      | 5.0850%  | 0.0000% | $1210000.00        | $1056688.46        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            VR 110217-011587 | 2087-01-15      | 5.4775%  | 0.0000% | $21830000.00       | $20067670.67       | Corporate Debt Securities |
| JAPAN TOBACCO INC              FR 5.85%061535   | 2035-06-15      | 5.8500%  | 0.0000% | $12995000.00       | $13470389.59       | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT 30    | 2030-06-01      | 5.1500%  | 0.0000% | $2215000.00        | $2241377.57        | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 35    | 2035-05-15      | 6.1500%  | 0.0000% | $1000000.00        | $1016752.50        | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 6%34  | 2034-05-20      | 6.0000%  | 0.0000% | $725000.00         | $736046.58         | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  FR 6%062639      | 2039-06-26      | 7.0000%  | 0.0000% | $16000.00          | $14718.95          | Corporate Debt Securities |
| LINCOLN NATL CORP IND          LW TIER II 66    | 2066-05-17      | 6.9435%  | 0.0000% | $375000.00         | $314185.27         | Corporate Debt Securities |
| MARTIN MARIETTA MATLS INC      SR GLBL NT2.4%31 | 2031-07-15      | 2.4000%  | 0.0000% | $4990000.00        | $4380471.50        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 2.125%030130  | 2030-03-01      | 2.1250%  | 0.0000% | $2510000.00        | $2264781.71        | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 35    | 2035-03-15      | 5.6500%  | 0.0000% | $536000.00         | $537325.41         | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD         GLBL 144A NT 35  | 2035-04-02      | 5.8750%  | 0.0000% | $2670000.00        | $2638454.69        | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  FR 7%032938      | 2038-03-29      | 7.0000%  | 0.0000% | $15000.00          | $12404.74          | Corporate Debt Securities |
| KINROSS GOLD CORP              SR GLBL NT 33    | 2033-07-15      | 6.2500%  | 0.0000% | $3620000.00        | $3903943.75        | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD         SR GLBL 144A 28  | 2028-04-02      | 5.2500%  | 0.0000% | $510000.00         | $513247.85         | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 53    | 2053-11-15      | 7.2500%  | 0.0000% | $315000.00         | $347678.36         | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL SS NT 37 | 2037-04-15      | 5.5000%  | 0.0000% | $1050000.00        | $1038745.17        | Corporate Debt Securities |
| KILROY RLTY L P                SR GLBL NT 36    | 2036-01-15      | 6.2500%  | 0.0000% | $595000.00         | $593023.11         | Corporate Debt Securities |
| TRUIST FINL CORP               PERP JR SB GLBL  | 2500-12-31      | 5.1250%  | 0.0000% | $15000.00          | $15091.49          | Corporate Debt Securities |
| TRUIST FINL CORP               PERP SUB GLBL -Q | 2079-12-31      | 5.1000%  | 0.0000% | $50000.00          | $49283.92          | Corporate Debt Securities |
| TRUIST FINL CORP               FR 5.071%052031  | 2031-05-20      | 5.0710%  | 0.0000% | $8000000.00        | $8038548.89        | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 31    | 2031-02-11      | 1.9570%  | 0.0000% | $953000.00         | $821481.58         | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT 28    | 2028-10-15      | 4.3750%  | 0.0000% | $3895000.00        | $3891528.58        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 040524-040527 | 2027-04-05      | 5.0772%  | 0.0000% | $9000.00           | $9085.65           | Corporate Debt Securities |
| TARGA RES CORP                 SR GLBL NT 52    | 2052-04-15      | 4.9500%  | 0.0000% | $1775000.00        | $1427060.06        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 0.75%010626   | 2026-01-06      | 0.7500%  | 0.0000% | $50000.00          | $49025.50          | Corporate Debt Securities |
| TRIMBLE INC                    SR GLBL NT6.1%33 | 2033-03-15      | 6.1000%  | 0.0000% | $1382000.00        | $1459375.88        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT4.3%48 | 2048-02-15      | 4.3000%  | 0.0000% | $4055000.00        | $3225678.16        | Corporate Debt Securities |
| TARGA RES CORP                 SR GLBL NT 29    | 2029-03-01      | 6.1500%  | 0.0000% | $1275000.00        | $1349490.81        | Corporate Debt Securities |
| BOEING CO                      SR NT 3.3%35     | 2035-03-01      | 3.3000%  | 0.0000% | $150000.00         | $122594.75         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL  | 2084-01-27      | 8.0000%  | 0.0000% | $435000.00         | $461423.35         | Corporate Debt Securities |
| BELROSE FDG TR II              SR 144A NT 55    | 2055-05-15      | 6.7920%  | 0.0000% | $4000000.00        | $4025266.67        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 33  | 2033-04-15      | 3.4190%  | 0.0000% | $999000.00         | $894478.38         | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 33    | 2033-02-01      | 6.6500%  | 0.0000% | $1190000.00        | $1286475.61        | Corporate Debt Securities |
| EQUITABLE HLDGS INC            4.35%28          | 2028-04-20      | 4.3500%  | 0.0000% | $1337000.00        | $1333595.11        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 011223-011226 | 2026-01-12      | 5.2643%  | 0.0000% | $193000.00         | $194901.59         | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54    | 2054-02-15      | 6.7500%  | 0.0000% | $5050000.00        | $5531605.88        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR NT 6.875%33   | 2033-11-01      | 6.8750%  | 0.0000% | $1064000.00        | $1173590.08        | Corporate Debt Securities |
| APPLE INC                      SR NT 4.375%45   | 2045-05-13      | 4.3750%  | 0.0000% | $5779000.00        | $5031694.23        | Corporate Debt Securities |
| APPALACHIAN PWR CO             SR -U NT 4.4%44  | 2044-05-15      | 4.4000%  | 0.0000% | $358000.00         | $283358.19         | Corporate Debt Securities |
| AMERICOLD RLTY OPER PARTNERSHI SR GLBL NT5.6%32 | 2032-05-15      | 5.6000%  | 0.0000% | $2900000.00        | $2899149.33        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 35    | 2035-02-06      | 5.6250%  | 0.0000% | $1447000.00        | $1477969.42        | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT3.5%53 | 2053-09-15      | 3.5000%  | 0.0000% | $53085000.00       | $35580840.59       | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 50    | 2050-05-01      | 3.4500%  | 0.0000% | $1939000.00        | $1330171.77        | Corporate Debt Securities |
| AMGEN INC                      SR NT 4.95%41    | 2041-10-01      | 4.9500%  | 0.0000% | $612000.00         | $556609.41         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 061324-061325 | 2025-06-13      | 4.7963%  | 0.0000% | $3186000.00        | $3219424.88        | Corporate Debt Securities |
| ARES MANAGEMENT CORPORATION    GLBL NT 5.6%54   | 2054-10-11      | 5.6000%  | 0.0000% | $1000000.00        | $917482.22         | Corporate Debt Securities |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL 144A 35  | 2035-03-17      | 5.5000%  | 0.0000% | $5485000.00        | $5479804.49        | Corporate Debt Securities |
| ABBVIE INC                     SR NT 4.5%35     | 2035-05-14      | 4.5000%  | 0.0000% | $3594000.00        | $3417822.12        | Corporate Debt Securities |
| AIRCASTLE LTD                  SR GLBL 144A 28  | 2028-01-26      | 2.8500%  | 0.0000% | $10000000.00       | $9532966.67        | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT2.7%31 | 2031-04-15      | 2.7000%  | 0.0000% | $1090000.00        | $967042.55         | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 37    | 2037-03-01      | 5.2500%  | 0.0000% | $892000.00         | $883230.90         | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR GLBL NT 37    | 2037-02-01      | 5.9500%  | 0.0000% | $19000.00          | $20177.01          | Corporate Debt Securities |
| ALTRIA GROUP INC               4.8%29           | 2029-02-14      | 4.8000%  | 0.0000% | $3250000.00        | $3306528.33        | Corporate Debt Securities |
| ALTRIA GROUP INC               CR SEN SR GLBL39 | 2039-02-06      | 10.2000% | 0.0000% | $2101000.00        | $2920831.21        | Corporate Debt Securities |
| UNIVERSAL HLTH SVCS INC        SR SEC GLBL NT34 | 2034-10-15      | 5.0500%  | 0.0000% | $4373000.00        | $4116971.78        | Corporate Debt Securities |
| VALERO ENERGY CORP             SR GLBL NT7.5%32 | 2032-04-15      | 7.5000%  | 0.0000% | $752000.00         | $852305.52         | Corporate Debt Securities |
| UMASS MEM HEALTH CARE INC      SR GLBL -M BD 52 | 2052-07-01      | 5.3630%  | 0.0000% | $187000.00         | $170709.84         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 031324-031227 | 2027-03-12      | 5.1163%  | 0.0000% | $1596000.00        | $1615068.94        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 32    | 2032-02-04      | 2.4500%  | 0.0000% | $7028000.00        | $6006722.27        | Corporate Debt Securities |
| AT&T INC                       4.9%37           | 2037-08-15      | 4.9000%  | 0.0000% | $3000.00           | $2865.17           | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 3%28  | 2028-10-29      | 3.0000%  | 0.0000% | $6976000.00        | $6596738.13        | Corporate Debt Securities |
| AMFAM HOLDINGS INC             SR GLBL 144A 51  | 2051-03-11      | 3.8330%  | 0.0000% | $100000.00         | $62310.13          | Corporate Debt Securities |
| AGREE LTD PARTNERSHIP          SR GLBL NT5.6%35 | 2035-06-15      | 5.6000%  | 0.0000% | $1500000.00        | $1501903.33        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT2.8%41 | 2041-08-12      | 2.8000%  | 0.0000% | $4374000.00        | $2882553.48        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.9%45 | 2045-07-29      | 4.9000%  | 0.0000% | $1510000.00        | $1266874.06        | Corporate Debt Securities |
| HYATT HOTELS CORP              GLBL NT 5.5%34   | 2034-06-30      | 5.5000%  | 0.0000% | $1000000.00        | $1001626.67        | Corporate Debt Securities |
| HEICO CORP NEW                 SR GLBL NT 33    | 2033-08-01      | 5.3500%  | 0.0000% | $1841000.00        | $1893569.24        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 49    | 2049-11-15      | 3.2500%  | 0.0000% | $19483000.00       | $11898933.78       | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 34    | 2034-02-21      | 5.1500%  | 0.0000% | $480000.00         | $476209.20         | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT3.3%32 | 2032-01-30      | 3.3000%  | 0.0000% | $3175000.00        | $2853309.00        | Corporate Debt Securities |
| ACCIDENT FD INS CO OF AMER     144A NT 8.5%32   | 2032-08-01      | 8.5000%  | 0.0000% | $1750000.00        | $1774687.64        | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL NT3.1%51 | 2051-05-12      | 3.1000%  | 0.0000% | $4151000.00        | $2745139.32        | Corporate Debt Securities |
| AEP TEX INC                    SR GLBL -H NT 50 | 2050-01-15      | 3.4500%  | 0.0000% | $1226000.00        | $820252.23         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT3.4%41 | 2041-02-04      | 3.4000%  | 0.0000% | $500000.00         | $366657.78         | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV        SR NT 6.125%37   | 2037-11-15      | 6.1250%  | 0.0000% | $518000.00         | $536716.42         | Corporate Debt Securities |
| HEALTH CARE SVC CORP           SR GLBL 144A 54  | 2054-06-15      | 5.8750%  | 0.0000% | $3760000.00        | $3640007.43        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL COCO 27  | 2027-08-14      | 5.9126%  | 0.0000% | $396000.00         | $401114.48         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT38 | 2038-01-25      | 6.4000%  | 0.0000% | $932000.00         | $983690.79         | Corporate Debt Securities |
| HSBC HLDGS PLC                 FR 6.1%011442    | 2042-01-14      | 6.1000%  | 0.0000% | $393000.00         | $417308.80         | Corporate Debt Securities |
| INTEL CORP                     SR NT 4.25%42    | 2042-12-15      | 4.2500%  | 0.0000% | $375000.00         | $295964.69         | Corporate Debt Securities |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT2.9%51 | 2051-09-15      | 2.9000%  | 0.0000% | $405000.00         | $249298.43         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 47    | 2047-12-08      | 3.7340%  | 0.0000% | $1050000.00        | $729834.23         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35    | 2035-10-23      | 5.0160%  | 0.0000% | $2839000.00        | $2756286.68        | Corporate Debt Securities |
| INDIANA MICH PWR CO            SR GLBL -O NT 51 | 2051-05-01      | 3.2500%  | 0.0000% | $346000.00         | $220418.63         | Corporate Debt Securities |
| ING GROEP N.V.                 VR 040121-040127 | 2027-04-01      | 5.3600%  | 0.0000% | $495000.00         | $500463.77         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 6%54  | 2054-04-01      | 6.0000%  | 0.0000% | $4895000.00        | $4688055.72        | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT4.5%49 | 2049-03-21      | 4.5000%  | 0.0000% | $1000000.00        | $826395.00         | Corporate Debt Securities |
| ING GROEP N.V.                 GLBL COCO 35     | 2035-03-19      | 5.5500%  | 0.0000% | $18658000.00       | $18947494.41       | Corporate Debt Securities |
| GATX CORP                      SR GLBL NT5.5%35 | 2035-06-15      | 5.5000%  | 0.0000% | $2945000.00        | $2967725.58        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 1%022626      | 2026-02-26      | 1.0000%  | 0.0000% | $51000.00          | $49793.91          | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 6%55  | 2055-05-01      | 6.0000%  | 0.0000% | $1705000.00        | $1607758.17        | Corporate Debt Securities |
| HASBRO INC                     SR GLBL NT 34    | 2034-05-14      | 6.0500%  | 0.0000% | $2500000.00        | $2536472.22        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 9.25%032728   | 2028-03-27      | 0.0000%  | 0.0000% | $52000.00          | $45326.89          | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II GLBL  | 2038-06-01      | 6.8000%  | 0.0000% | $500000.00         | $547035.56         | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR NT 8.5%32     | 2032-03-11      | 8.5000%  | 0.0000% | $658000.00         | $718899.73         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 5.25%061527   | 2027-06-15      | 5.2500%  | 0.0000% | $10000.00          | $10153.38          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 52    | 2052-03-15      | 4.6250%  | 0.0000% | $6162000.00        | $4866472.88        | Corporate Debt Securities |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT 30    | 2030-03-15      | 5.8570%  | 0.0000% | $2050000.00        | $2169498.77        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 51    | 2051-08-12      | 3.0500%  | 0.0000% | $325000.00         | $189348.25         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 4%47  | 2047-11-15      | 4.0000%  | 0.0000% | $409000.00         | $304102.41         | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.3%29 | 2029-06-18      | 4.3000%  | 0.0000% | $2350000.00        | $2347650.00        | Corporate Debt Securities |
| NEWS CORP NEW                  SR GLBL 144A 29  | 2029-05-15      | 3.8750%  | 0.0000% | $1984000.00        | $1879174.53        | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            GLBL NT 3.155%55 | 2055-05-15      | 3.1550%  | 0.0000% | $600000.00         | $371468.75         | Corporate Debt Securities |
| ONEOK PARTNERS LP              SR GLBL NT 36    | 2036-10-01      | 6.6500%  | 0.0000% | $645000.00         | $684685.95         | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR GLBL53 | 2053-08-15      | 5.9500%  | 0.0000% | $3708000.00        | $3737308.65        | Corporate Debt Securities |
| NATL BANK OF CANADA            SR COCO 29       | 2029-10-10      | 4.5000%  | 0.0000% | $2300000.00        | $2291306.00        | Corporate Debt Securities |
| OGLETHORPE POWER CORP          1M GLBL 2020A 50 | 2050-08-01      | 3.7500%  | 0.0000% | $270000.00         | $187940.47         | Corporate Debt Securities |
| MORGAN STANLEY                 PERP JR GLBL -M  | 2099-12-31      | 5.8750%  | 0.0000% | $50000.00          | $49809.98          | Corporate Debt Securities |
| MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27   | 2027-06-20      | 6.5000%  | 0.0000% | $6870869.00        | $3137276.58        | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT2.5%31 | 2031-05-11      | 2.5000%  | 0.0000% | $887000.00         | $767369.82         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  VR 020524-020527 | 2027-02-05      | 5.1442%  | 0.0000% | $65000.00          | $65494.66          | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            SR GLBL NT 29    | 2029-11-01      | 2.5500%  | 0.0000% | $88000.00          | $80818.69          | Corporate Debt Securities |
| NATIONAL AUSTRALIA BK N Y BRH  FR 2.5%071226    | 2026-07-12      | 2.5000%  | 0.0000% | $740000.00         | $732920.67         | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 34    | 2034-11-01      | 5.0500%  | 0.0000% | $2572000.00        | $2455972.08        | Corporate Debt Securities |
| THE MOUNT SINAI HOSPITAL       -2017 3.981%48   | 2048-07-01      | 3.9810%  | 0.0000% | $77000.00          | $55221.85          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 51    | 2051-03-25      | 3.9500%  | 0.0000% | $1000000.00        | $723851.94         | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            SR GLBL NT5.1%35 | 2035-05-01      | 5.1000%  | 0.0000% | $4745000.00        | $4696110.68        | Corporate Debt Securities |
| OHIO PWR CO                    SR NT-E 6.6%33   | 2033-02-15      | 6.6000%  | 0.0000% | $319000.00         | $351043.55         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 54    | 2054-09-27      | 5.3750%  | 0.0000% | $2050000.00        | $1838903.81        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.375%072442  | 2042-07-24      | 6.3750%  | 0.0000% | $26000000.00       | $28352025.00       | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 45    | 2045-05-15      | 4.1250%  | 0.0000% | $990000.00         | $764991.56         | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 53    | 2053-03-02      | 5.6500%  | 0.0000% | $5916000.00        | $5711727.09        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.464%050936  | 2036-05-09      | 5.4640%  | 0.0000% | $10000000.00       | $10075473.33       | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 35    | 2035-08-15      | 5.6250%  | 0.0000% | $14308000.00       | $14464547.40       | Corporate Debt Securities |
| BPCE                           FR 6.915%011446  | 2046-01-14      | 6.9150%  | 0.0000% | $1995000.00        | $2089988.60        | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -K NT  | 2500-12-31      | 6.4500%  | 0.0000% | $33000.00          | $33575.02          | Corporate Debt Securities |
| TRANSCANADA PIPELINE STRIP     SR GLBL NT5.1%49 | 2049-03-15      | 5.1000%  | 0.0000% | $1714000.00        | $1527233.99        | Corporate Debt Securities |
| VIDEOTRON LTD/ VIDEOTRON LTEE  SR 144A NT5.7%35 | 2035-01-15      | 5.7000%  | 0.0000% | $546000.00         | $550206.93         | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 6%54  | 2054-06-15      | 6.0000%  | 0.0000% | $2232000.00        | $2214210.96        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR -D NT 4.65%43 | 2043-08-15      | 4.6500%  | 0.0000% | $401000.00         | $348738.67         | Corporate Debt Securities |
| RTX CORPORATION                4.625%48         | 2048-11-16      | 4.6250%  | 0.0000% | $5026000.00        | $4225552.26        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 50    | 2050-11-20      | 2.8750%  | 0.0000% | $23000000.00       | $13984888.05       | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL 144A 25  | 2025-11-24      | 1.2500%  | 0.0000% | $4095000.00        | $4023576.37        | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL 144A 27  | 2027-03-22      | 5.3000%  | 0.0000% | $2335000.00        | $2368463.14        | Corporate Debt Securities |
| USB CAPITAL IX                 PERP JR SB GLBL  | 2079-12-31      | 5.5377%  | 0.0000% | $44000.00          | $36026.85          | Corporate Debt Securities |
| VODAFONE GROUP PLC             SR GLBL NT 37    | 2037-02-27      | 6.1500%  | 0.0000% | $3294000.00        | $3511428.71        | Corporate Debt Securities |
| VICI PROPERTIES LP             SR GLBL NT 35    | 2035-04-01      | 5.6250%  | 0.0000% | $19431000.00       | $19347276.68       | Corporate Debt Securities |
| VALERO ENERGY CORP             SR GLBL NT 4%52  | 2052-06-01      | 4.0000%  | 0.0000% | $1705000.00        | $1205859.36        | Corporate Debt Securities |
| UNION PAC CORP                 GLBL NT 2.891%36 | 2036-04-06      | 2.8910%  | 0.0000% | $1414000.00        | $1154921.97        | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 32    | 2032-03-25      | 5.6500%  | 0.0000% | $5000000.00        | $5053287.50        | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2500-12-31      | 6.4500%  | 0.0000% | $50000.00          | $51058.29          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.08%012027   | 2027-01-20      | 5.0800%  | 0.0000% | $3560000.00        | $3632461.82        | Corporate Debt Securities |
| EQUITABLE HLDGS INC            SR GLBL NT 5%48  | 2048-04-20      | 5.0000%  | 0.0000% | $1767000.00        | $1521997.60        | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 091521-091526 | 2026-09-15      | 4.9663%  | 0.0000% | $200000.00         | $202212.63         | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -RR NT | 2500-12-31      | 4.3750%  | 0.0000% | $58000.00          | $56363.26          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 55    | 2055-08-15      | 6.2500%  | 0.0000% | $2007000.00        | $2005069.38        | Corporate Debt Securities |
| APTIV PLC                      SR GLBL NT 29    | 2029-03-15      | 4.3500%  | 0.0000% | $1000000.00        | $986992.50         | Corporate Debt Securities |
| BMW US CAP LLC                 144A NT 4.65%27  | 2027-03-19      | 4.6500%  | 0.0000% | $4000000.00        | $4042450.00        | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 51    | 2051-05-25      | 3.9500%  | 0.0000% | $363000.00         | $246879.43         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.972%020433  | 2033-02-04      | 2.9720%  | 0.0000% | $3754000.00        | $3332750.31        | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT 49    | 2049-07-01      | 5.3500%  | 0.0000% | $1440000.00        | $1134551.60        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 3.5%041926    | 2026-04-19      | 3.5000%  | 0.0000% | $2424000.00        | $2413712.81        | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 5.834%31 | 2031-02-20      | 5.8340%  | 0.0000% | $1000000.00        | $1057835.56        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 32    | 2032-10-19      | 7.7500%  | 0.0000% | $1743000.00        | $2003153.89        | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR NT 5%43       | 2043-09-30      | 5.0000%  | 0.0000% | $4341000.00        | $4045566.01        | Corporate Debt Securities |
| AIR LEASE CORP                 FR 1.875%081526  | 2026-08-15      | 1.8750%  | 0.0000% | $6500000.00        | $6317536.88        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.482%092136  | 2036-09-21      | 2.4820%  | 0.0000% | $2459000.00        | $2059331.76        | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $1811000.00        | $1848116.19        | Corporate Debt Securities |
| AUTONATION INC                 SR GLBL NT 35    | 2035-03-15      | 5.8900%  | 0.0000% | $2510000.00        | $2533284.43        | Corporate Debt Securities |
| BAE SYSTEMS PLC                SR 144A NT 5%27  | 2027-03-26      | 5.0000%  | 0.0000% | $250000.00         | $254144.72         | Corporate Debt Securities |
| BANCO SANTANDER S.A.           SNR NPF GLBL 28  | 2028-02-23      | 3.8000%  | 0.0000% | $7200000.00        | $7094512.00        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        ALT TIER I GLBL  | 2084-07-31      | 7.2500%  | 0.0000% | $2965000.00        | $3044852.39        | Corporate Debt Securities |
| BNP PARIBAS                    SNR NPF 144A 31  | 2031-05-09      | 5.0850%  | 0.0000% | $300000.00         | $300733.88         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL30 | 2030-05-01      | 5.1500%  | 0.0000% | $1800000.00        | $1820301.50        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL26 | 2026-02-01      | 2.7500%  | 0.0000% | $858000.00         | $853478.58         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL26 | 2026-02-04      | 2.1960%  | 0.0000% | $4946000.00        | $4890832.32        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 40    | 2040-04-01      | 4.1250%  | 0.0000% | $2389000.00        | $1941015.72        | Corporate Debt Securities |
| BOEING CO                      SR GLBL NT 50    | 2050-02-01      | 3.7500%  | 0.0000% | $306000.00         | $214051.84         | Corporate Debt Securities |
| BROADCOM INC                   GLBL NT 4.55%32  | 2032-02-15      | 4.5500%  | 0.0000% | $3875000.00        | $3842646.98        | Corporate Debt Securities |
| BNP PARIBAS                    144A NT 5.738%35 | 2035-02-20      | 5.7380%  | 0.0000% | $50000.00          | $51576.94          | Corporate Debt Securities |
| BOEING CO                      3.9%49           | 2049-05-01      | 3.9000%  | 0.0000% | $512000.00         | $359793.49         | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT5.3%33 | 2033-06-01      | 5.3000%  | 0.0000% | $1140000.00        | $1153249.97        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 39    | 2039-09-15      | 6.1250%  | 0.0000% | $1630000.00        | $1644817.38        | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT 40    | 2040-04-30      | 6.2200%  | 0.0000% | $17342000.00       | $18407550.28       | Corporate Debt Securities |
| CARRIER GLOBAL CORPORATION     GLBL NT 5.9%34   | 2034-03-15      | 5.9000%  | 0.0000% | $11050000.00       | $11716554.42       | Corporate Debt Securities |
| CANADIAN IMPERIAL BK COMM      JR SB GLBL       | 2085-01-28      | 6.9500%  | 0.0000% | $217000.00         | $216823.75         | Corporate Debt Securities |
| CITIGROUP INC                  4.125%28         | 2028-07-25      | 4.1250%  | 0.0000% | $1000.00           | $999.02            | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT 3%41  | 2041-12-02      | 3.0000%  | 0.0000% | $2608000.00        | $1884288.69        | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT 5%29  | 2029-05-15      | 5.0000%  | 0.0000% | $9252000.00        | $9389793.12        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 32  | 2032-04-15      | 4.1500%  | 0.0000% | $56000.00          | $53516.26          | Corporate Debt Securities |
| NATWEST GROUP PLC              GLBL COCO 28     | 2028-11-15      | 5.6430%  | 0.0000% | $750000.00         | $754274.67         | Corporate Debt Securities |
| NATWEST GROUP PLC              SR GLBL COCO 28  | 2028-03-01      | 5.6016%  | 0.0000% | $968000.00         | $985729.21         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5.15%090952   | 2052-09-09      | 5.1500%  | 0.0000% | $4339000.00        | $3949780.85        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.875%120945  | 2045-12-09      | 4.8750%  | 0.0000% | $4634000.00        | $4191945.36        | Corporate Debt Securities |
| MARATHON PETE CORP             GLBL NT 6.5%41   | 2041-03-01      | 6.5000%  | 0.0000% | $2000000.00        | $2059038.89        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.484%091636  | 2036-09-16      | 2.4840%  | 0.0000% | $4000000.00        | $3354344.00        | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          SR GLBL NT 29    | 2029-02-06      | 5.3270%  | 0.0000% | $1150000.00        | $1185568.16        | Corporate Debt Securities |
| MPLX LP                        5.5%49           | 2049-02-15      | 5.5000%  | 0.0000% | $98000.00          | $87900.28          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 29 | 2029-03-04      | 5.2169%  | 0.0000% | $4937000.00        | $4957183.85        | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.2%40 | 2040-03-15      | 3.2000%  | 0.0000% | $933000.00         | $699000.49         | Corporate Debt Securities |
| THE CIGNA GROUP                GLBL NT 3.875%47 | 2047-10-15      | 3.8750%  | 0.0000% | $355000.00         | $258182.18         | Corporate Debt Securities |
| BOSTON SCIENTIFIC CORP         SR GLBL NT 39    | 2039-03-01      | 4.5500%  | 0.0000% | $2000000.00        | $1864457.22        | Corporate Debt Securities |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 53    | 2053-11-15      | 6.5440%  | 0.0000% | $4325000.00        | $4372690.33        | Corporate Debt Securities |
| CITIGROUP INC                  FR 5.55%013134   | 2034-01-31      | 5.5500%  | 0.0000% | $26000.00          | $26555.10          | Corporate Debt Securities |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.862%010936  | 2036-01-09      | 5.8620%  | 0.0000% | $1510000.00        | $1566292.04        | Corporate Debt Securities |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.7%111529    | 2029-11-15      | 4.7000%  | 0.0000% | $2923000.00        | $2966547.83        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL40 | 2040-05-01      | 5.7050%  | 0.0000% | $4200000.00        | $4054493.91        | Corporate Debt Securities |
| CF INDS INC                    SR NT 5.375%44   | 2044-03-15      | 5.3750%  | 0.0000% | $3000000.00        | $2734433.75        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 50    | 2050-04-01      | 4.2500%  | 0.0000% | $2233000.00        | $1654396.83        | Corporate Debt Securities |
| CAIXABANK S A                  SNR NPF 144A 35  | 2035-06-15      | 6.0370%  | 0.0000% | $1710000.00        | $1805827.69        | Corporate Debt Securities |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33  | 2033-08-25      | 5.3320%  | 0.0000% | $20389000.00       | $19754505.66       | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 28 | 2028-02-24      | 5.6292%  | 0.0000% | $465000.00         | $467900.86         | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.5%35 | 2035-04-01      | 5.5000%  | 0.0000% | $2500000.00        | $2489684.72        | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 54    | 2054-04-18      | 5.7500%  | 0.0000% | $6765000.00        | $6123193.17        | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54    | 2054-09-01      | 5.9500%  | 0.0000% | $35000.00          | $32184.94          | Corporate Debt Securities |
| CATERPILLAR INC                SR GLBL NT5.5%55 | 2055-05-15      | 5.5000%  | 0.0000% | $5909000.00        | $5772984.67        | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            SR GLBL NT 53    | 2053-06-01      | 4.5500%  | 0.0000% | $599000.00         | $503401.76         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54 | 2054-09-01      | 6.7000%  | 0.0000% | $20000.00          | $20581.88          | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT 47    | 2047-10-15      | 4.0300%  | 0.0000% | $285000.00         | $221729.29         | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            GLBL NT 4.05%52  | 2052-08-15      | 4.0500%  | 0.0000% | $500000.00         | $381136.25         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.7%34 | 2034-09-27      | 4.7000%  | 0.0000% | $16623000.00       | $15964978.54       | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          SR GLBL NT 35    | 2035-11-01      | 6.0500%  | 0.0000% | $1733000.00        | $1771888.04        | Corporate Debt Securities |
| NETAPP INC                     SR GLBL NT2.7%30 | 2030-06-22      | 2.7000%  | 0.0000% | $1392000.00        | $1270965.60        | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT5.2%48 | 2048-07-15      | 5.2000%  | 0.0000% | $632000.00         | $541428.08         | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC         SR GLBL NT4.2%30 | 2030-04-01      | 4.2000%  | 0.0000% | $7823000.00        | $7712017.70        | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            SR GLBL NT4.1%49 | 2049-05-15      | 4.1000%  | 0.0000% | $610000.00         | $468857.18         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 53    | 2053-02-06      | 5.5500%  | 0.0000% | $2059000.00        | $1917454.04        | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 53    | 2053-09-01      | 6.6250%  | 0.0000% | $1485000.00        | $1522731.58        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 32    | 2032-11-09      | 6.2500%  | 0.0000% | $943000.00         | $1008515.71        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT3.6%50 | 2050-04-01      | 3.6000%  | 0.0000% | $7368000.00        | $5046490.56        | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 42    | 2042-02-01      | 4.1250%  | 0.0000% | $312000.00         | $263473.21         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL -F 78 | 2078-02-15      | 5.3750%  | 0.0000% | $20000.00          | $19754.34          | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 45  | 2045-11-15      | 4.7500%  | 0.0000% | $2270000.00        | $1853385.01        | Corporate Debt Securities |
| D R HORTON INC                 SR GLBL NT5.5%35 | 2035-10-15      | 5.5000%  | 0.0000% | $2500000.00        | $2531152.78        | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT4.2%49 | 2049-06-15      | 4.2000%  | 0.0000% | $1278000.00        | $987446.70         | Corporate Debt Securities |
| COMCAST CORP NEW               SR NT 5.35%53    | 2053-05-15      | 5.3500%  | 0.0000% | $5000000.00        | $4545545.83        | Corporate Debt Securities |
| DEVON FING CORP U L C          SR GLBL NT 31    | 2031-09-30      | 7.8750%  | 0.0000% | $6985000.00        | $8007219.83        | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA FR 5.929%031446  | 2046-03-14      | 5.9290%  | 0.0000% | $5000000.00        | $4859633.89        | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR GLBL NT 29    | 2029-08-01      | 3.1500%  | 0.0000% | $2785000.00        | $2647622.91        | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL NT 55   | 2055-03-15      | 7.3750%  | 0.0000% | $60000.00          | $61858.47          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL -B BD 38 | 2038-04-15      | 6.0500%  | 0.0000% | $8283000.00        | $8696590.90        | Corporate Debt Securities |
| EXELON CORP                    SR GLBL NT4.7%50 | 2050-04-15      | 4.7000%  | 0.0000% | $2449000.00        | $2009465.73        | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 52    | 2052-03-15      | 4.2500%  | 0.0000% | $1000000.00        | $738944.17         | Corporate Debt Securities |
| PHILLIPS 66                    SR NT 5.6%44     | 2044-04-01      | 5.6000%  | 0.0000% | $690000.00         | $613718.97         | Corporate Debt Securities |
| DTE ENERGY CO                  SR GLBL -A NT 30 | 2030-04-01      | 5.2000%  | 0.0000% | $4990000.00        | $5134211.00        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD5.4%54 | 2054-01-15      | 5.4000%  | 0.0000% | $1000000.00        | $950630.00         | Corporate Debt Securities |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT5.5%29 | 2029-04-01      | 5.5000%  | 0.0000% | $1125000.00        | $1165740.63        | Corporate Debt Securities |
| COLUMBIA PIPELINES HLDG CO LLC SR 144A NT 34    | 2034-01-15      | 5.6810%  | 0.0000% | $665000.00         | $669590.99         | Corporate Debt Securities |
| EQT CORP                       SR GLBL 144A 29  | 2029-01-15      | 4.5000%  | 0.0000% | $1433000.00        | $1423664.00        | Corporate Debt Securities |
| DANSKE BK A/S                  FR 5.019%030431  | 2031-03-04      | 5.0190%  | 0.0000% | $7870000.00        | $7975299.29        | Corporate Debt Securities |
| CAIXABANK S A                  FR 6.84%091334   | 2034-09-13      | 6.8400%  | 0.0000% | $2800000.00        | $3068156.00        | Corporate Debt Securities |
| DOMINION ENERGY INC            SR -C NT 4.05%42 | 2042-09-15      | 4.0500%  | 0.0000% | $824000.00         | $643995.14         | Corporate Debt Securities |
| ENEL FIN INTL N.V.             GLBL 144A NT 29  | 2029-06-26      | 5.1250%  | 0.0000% | $24890000.00       | $25697272.58       | Corporate Debt Securities |
| ENI SPA                        144A NT 4.25%29  | 2029-05-09      | 4.2500%  | 0.0000% | $200000.00         | $197139.83         | Corporate Debt Securities |
| ENBRIDGE ENERGY PARTNERS L P   SR NT 5.5%40     | 2040-09-15      | 5.5000%  | 0.0000% | $1560000.00        | $1476194.20        | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD4.7%30 | 2030-01-15      | 4.7000%  | 0.0000% | $1057000.00        | $1083007.49        | Corporate Debt Securities |
| ENBRIDGE INC                   GLBL NT 6.7%53   | 2053-11-15      | 6.7000%  | 0.0000% | $3000000.00        | $3155375.00        | Corporate Debt Securities |
| FMC CORP                       GLBL NT 5.65%33  | 2033-05-18      | 5.6500%  | 0.0000% | $930000.00         | $892719.40         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT6.2%55 | 2055-04-01      | 6.2000%  | 0.0000% | $1365000.00        | $1308545.12        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 34    | 2034-11-02      | 7.9640%  | 0.0000% | $9848000.00        | $11310863.50       | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT4.4%49 | 2049-07-01      | 4.4000%  | 0.0000% | $6536000.00        | $5245996.94        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 47  | 2047-01-15      | 4.4000%  | 0.0000% | $3807000.00        | $2969231.58        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -B 66 | 2066-10-01      | 6.6267%  | 0.0000% | $236000.00         | $216980.87         | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 45  | 2045-02-01      | 4.1000%  | 0.0000% | $250000.00         | $187710.69         | Corporate Debt Securities |
| EQUITABLE HLDGS INC            PERP SUB GLBL NT | 2500-12-31      | 4.9500%  | 0.0000% | $75000.00          | $76295.81          | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 48  | 2048-10-17      | 4.9500%  | 0.0000% | $425000.00         | $349308.56         | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 29    | 2029-08-15      | 3.2500%  | 0.0000% | $12343000.00       | $11702758.31       | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 27   | 2027-09-29      | 4.4500%  | 0.0000% | $424000.00         | $425005.00         | Corporate Debt Securities |
| DOMINION ENERGY INC            JR SB GLBL -A 55 | 2055-02-01      | 6.8750%  | 0.0000% | $210000.00         | $222998.10         | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 37  | 2037-10-15      | 7.0000%  | 0.0000% | $1500000.00        | $1704315.00        | Corporate Debt Securities |
| DOMINION ENERGY INC            SR GLBL -B NT 35 | 2035-03-15      | 5.4500%  | 0.0000% | $8913000.00        | $8887417.21        | Corporate Debt Securities |
| COCA COLA CONS INC             SR GLBL NT 29    | 2029-06-01      | 5.2500%  | 0.0000% | $20000.00          | $20966.08          | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT 34    | 2034-02-15      | 5.2500%  | 0.0000% | $4100000.00        | $4150563.25        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 26    | 2026-09-29      | 5.6100%  | 0.0000% | $2000.00           | $2024.01           | Corporate Debt Securities |
| DOMINION ENERGY INC            JR SB GLBL -B 54 | 2054-06-01      | 7.0000%  | 0.0000% | $18000.00          | $19589.50          | Corporate Debt Securities |
| CITIGROUP INC                  FR 2.9%031527    | 2027-03-15      | 2.9000%  | 0.0000% | $25000.00          | $24310.79          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 28 | 2028-05-07      | 5.4863%  | 0.0000% | $1000000.00        | $1005922.84        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT6.9%53 | 2053-05-15      | 6.9000%  | 0.0000% | $820000.00         | $857355.10         | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 47    | 2047-08-15      | 3.9500%  | 0.0000% | $241000.00         | $177530.44         | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARI SNR PREF GLBL    | 2029-03-13      | 5.3810%  | 0.0000% | $4800000.00        | $4963100.93        | Corporate Debt Securities |
| BAC CAP TR XIII                PERP JR SB       | 2500-12-31      | 4.9609%  | 0.0000% | $280000.00         | $219660.84         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.244%012431  | 2031-01-24      | 5.2440%  | 0.0000% | $990000.00         | $1021258.26        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 3%101826      | 2026-10-18      | 5.6311%  | 0.0000% | $10000.00          | $10064.70          | Corporate Debt Securities |
| WOODSIDE FIN LTD               SR GLBL NT5.7%32 | 2032-05-19      | 5.7000%  | 0.0000% | $5000000.00        | $4996658.33        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.4%41 | 2041-03-22      | 3.4000%  | 0.0000% | $45000.00          | $34334.65          | Corporate Debt Securities |
| WASTE MGMT INC DEL             SR GLBL NT 35    | 2035-03-15      | 4.9500%  | 0.0000% | $5723000.00        | $5698748.79        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 32    | 2032-03-15      | 2.3550%  | 0.0000% | $21172000.00       | $18129080.77       | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.8%081547    | 2047-08-15      | 4.8000%  | 0.0000% | $8000.00           | $7007.84           | Corporate Debt Securities |
| BPCE                           FR 6.508%011835  | 2035-01-18      | 6.5080%  | 0.0000% | $1750000.00        | $1830942.17        | Corporate Debt Securities |
| WELLS FARGO & CO               SR GLBL NT 3%26  | 2026-04-22      | 3.0000%  | 0.0000% | $9795000.00        | $9696527.60        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.75%061547   | 2047-06-15      | 4.7500%  | 0.0000% | $10000.00          | $8688.21           | Corporate Debt Securities |
| GLENCORE FDG LLC               SR REGS NT 34    | 2034-04-04      | 5.6340%  | 0.0000% | $3450000.00        | $3488722.80        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 3.196%061727  | 2027-06-17      | 3.1960%  | 0.0000% | $4307000.00        | $4305237.48        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 48  | 2048-02-15      | 4.0500%  | 0.0000% | $2529000.00        | $1834112.99        | Corporate Debt Securities |
| EXELON CORP                    SR GLBL NT 35    | 2035-06-15      | 4.9500%  | 0.0000% | $370000.00         | $361022.88         | Corporate Debt Securities |
| META PLATFORMS INC             GLBL NT 4.45%52  | 2052-08-15      | 4.4500%  | 0.0000% | $2894000.00        | $2424880.19        | Corporate Debt Securities |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT 6%33  | 2033-12-07      | 6.0000%  | 0.0000% | $1490000.00        | $1571686.77        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-12-01      | 6.5500%  | 0.0000% | $3835000.00        | $4193488.34        | Corporate Debt Securities |
| FLEXTRONICS INTL LTD           SR GLBL NT 32    | 2032-01-15      | 5.2500%  | 0.0000% | $3000000.00        | $3040342.50        | Corporate Debt Securities |

### Security 675: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18OO54, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP18OO54
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLDC8339 | 2054-12-01      | 5.5000%  | 0.0000% | $2017964.00        | $2004281.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7398 | 2055-04-01      | 5.5000%  | 0.0000% | $9288032.00        | $9223686.98        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5641 | 2053-02-01      | 5.5000%  | 0.0000% | $30881216.00       | $24895911.33       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5137 | 2044-06-01      | 4.5000%  | 0.0000% | $37643986.00       | $9876334.18        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT4430 | 2052-02-01      | 2.0000%  | 0.0000% | $1300142.00        | $747657.97         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV2180 | 2052-02-01      | 2.0000%  | 0.0000% | $1381972.00        | $882095.84         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5226 | 2045-02-01      | 4.5000%  | 0.0000% | $3329990.00        | $1229602.70        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4774 | 2048-07-01      | 4.0000%  | 0.0000% | $39938492.00       | $11775800.88       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3674 | 2048-03-01      | 3.5000%  | 0.0000% | $48025536.00       | $13425513.98       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4151 | 2052-03-01      | 3.0000%  | 0.0000% | $20357020.00       | $13780893.94       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ4625 | 2048-02-01      | 4.5000%  | 0.0000% | $13000000.00       | $2059828.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5319 | 2049-03-01      | 4.5000%  | 0.0000% | $16815644.00       | $6306979.92        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0893 | 2048-11-01      | 4.5000%  | 0.0000% | $35834928.00       | $6069900.82        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0903 | 2048-11-01      | 4.0000%  | 0.0000% | $9070096.00        | $2098167.48        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6911 | 2052-03-01      | 2.5000%  | 0.0000% | $14839900.00       | $9994277.68        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8314 | 2055-02-01      | 5.5000%  | 0.0000% | $3831336.00        | $3807017.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1438 | 2046-07-01      | 3.5000%  | 0.0000% | $59709384.00       | $16328129.11       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6583 | 2055-05-01      | 6.0000%  | 0.0000% | $5665935.00        | $5789833.89        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6415 | 2055-04-01      | 6.5000%  | 0.0000% | $8977914.00        | $9256947.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6153 | 2055-05-01      | 5.5000%  | 0.0000% | $5083950.00        | $5092193.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9675 | 2054-12-01      | 5.5000%  | 0.0000% | $12161074.00       | $12069098.23       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE7472 | 2047-02-01      | 3.5000%  | 0.0000% | $25815104.00       | $9424596.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7340 | 2055-04-01      | 6.0000%  | 0.0000% | $13303740.00       | $13481492.29       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3848 | 2055-03-01      | 5.5000%  | 0.0000% | $29482899.00       | $29216093.37       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3465 | 2054-09-01      | 6.0000%  | 0.0000% | $408230.00         | $371480.84         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8155 | 2055-05-01      | 5.5000%  | 0.0000% | $3374787.00        | $3381710.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5724 | 2054-11-01      | 5.0000%  | 0.0000% | $19219122.00       | $18527787.10       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8282 | 2055-04-01      | 6.0000%  | 0.0000% | $10227618.00       | $10388690.16       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4781 | 2055-03-01      | 6.0000%  | 0.0000% | $1851811.00        | $1899849.38        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1427 | 2041-08-01      | 4.5000%  | 0.0000% | $103139584.00      | $7747838.99        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK7464 | 2042-03-01      | 3.5000%  | 0.0000% | $12221821.00       | $2161924.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA1518 | 2053-10-01      | 6.0000%  | 0.0000% | $295119.00         | $234305.17         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9052 | 2055-05-01      | 6.0000%  | 0.0000% | $4191620.00        | $4286896.92        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB2876 | 2055-03-01      | 5.0000%  | 0.0000% | $4089221.00        | $3968722.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0499 | 2054-07-01      | 6.0000%  | 0.0000% | $2020599.00        | $2044423.97        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB4680 | 2054-05-01      | 5.0000%  | 0.0000% | $1182085.00        | $1127556.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5570 | 2055-03-01      | 6.5000%  | 0.0000% | $19987407.00       | $20360393.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7400 | 2055-04-01      | 5.5000%  | 0.0000% | $12953504.00       | $12856270.66       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7035 | 2054-12-01      | 6.0000%  | 0.0000% | $5372392.00        | $5143487.85        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8121 | 2046-10-01      | 3.5000%  | 0.0000% | $64051023.00       | $15832430.53       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9282 | 2055-01-01      | 5.0000%  | 0.0000% | $18740316.00       | $17905286.24       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3459 | 2054-09-01      | 6.0000%  | 0.0000% | $7678811.00        | $7489397.15        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5366 | 2047-08-01      | 3.5000%  | 0.0000% | $5075856.00        | $1100969.98        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4556 | 2055-04-01      | 5.5000%  | 0.0000% | $1033870.00        | $1036515.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4440 | 2054-08-01      | 6.0000%  | 0.0000% | $8111274.00        | $8144409.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5721 | 2054-11-01      | 5.0000%  | 0.0000% | $10945983.00       | $10545157.21       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4792 | 2055-03-01      | 6.0000%  | 0.0000% | $1179759.00        | $1202931.81        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK6757 | 2042-03-01      | 4.0000%  | 0.0000% | $29079001.00       | $1880289.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7395 | 2055-04-01      | 5.5000%  | 0.0000% | $10998786.00       | $10939975.38       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  | 0.0000% | $25758400.00       | $6774733.95        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5064 | 2053-11-01      | 6.5000%  | 0.0000% | $3896367.00        | $2981151.75        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9958 | 2047-07-01      | 4.0000%  | 0.0000% | $27120384.00       | $6718058.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5882 | 2055-03-01      | 5.5000%  | 0.0000% | $1581848.00        | $1580647.31        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC6982 | 2054-11-01      | 4.5000%  | 0.0000% | $1691550.00        | $1599701.94        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1825 | 2055-02-01      | 5.5000%  | 0.0000% | $16237348.00       | $15985980.24       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4980 | 2053-11-01      | 6.5000%  | 0.0000% | $34000.00          | $28612.55          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0236 | 2055-05-01      | 6.5000%  | 0.0000% | $5972100.00        | $6160729.44        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7027 | 2047-12-01      | 4.5000%  | 0.0000% | $7721314.00        | $2448186.56        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7189 | 2051-12-01      | 3.0000%  | 0.0000% | $3851488.00        | $2582060.95        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5162 | 2048-04-01      | 4.0000%  | 0.0000% | $6386485.00        | $2142819.08        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7274 | 2053-10-01      | 6.5000%  | 0.0000% | $77136720.00       | $68268857.39       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7968 | 2054-02-01      | 5.0000%  | 0.0000% | $26341344.00       | $24681117.77       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7746 | 2053-12-01      | 6.5000%  | 0.0000% | $28000.00          | $24618.59          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7271 | 2053-10-01      | 6.0000%  | 0.0000% | $93214595.00       | $83045328.58       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0811 | 2053-04-01      | 6.0000%  | 0.0000% | $2580853.00        | $2309209.65        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5631 | 2052-08-01      | 5.0000%  | 0.0000% | $1764541.00        | $1533489.40        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | 0.0000% | $16367568.00       | $14217139.65       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3391 | 2049-04-01      | 4.5000%  | 0.0000% | $5281728.00        | $1056682.43        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0200 | 2051-04-01      | 3.0000%  | 0.0000% | $3265284.00        | $1987702.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX7029 | 2053-04-01      | 5.0000%  | 0.0000% | $1705358.00        | $1156211.08        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3929 | 2052-08-01      | 5.0000%  | 0.0000% | $7635464.00        | $4494683.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6178 | 2053-08-01      | 6.0000%  | 0.0000% | $9033713.00        | $6057614.47        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2420 | 2048-10-01      | 4.5000%  | 0.0000% | $35000000.00       | $9132677.64        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2776 | 2048-12-01      | 4.5000%  | 0.0000% | $9854607.00        | $2421030.85        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1372 | 2052-11-01      | 5.0000%  | 0.0000% | $24564626.00       | $19671228.95       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA0873 | 2047-12-01      | 4.5000%  | 0.0000% | $4732633.00        | $1150676.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5291 | 2052-12-01      | 5.5000%  | 0.0000% | $96296085.00       | $76170408.76       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY1365 | 2054-02-01      | 6.0000%  | 0.0000% | $31000000.00       | $26060571.24       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4144 | 2053-07-01      | 5.5000%  | 0.0000% | $1059369.00        | $958569.25         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4800 | 2052-10-01      | 4.5000%  | 0.0000% | $8209979.00        | $6504922.46        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8524 | 2053-08-01      | 6.5000%  | 0.0000% | $13194916.00       | $10108916.11       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2633 | 2048-11-01      | 4.5000%  | 0.0000% | $80926976.00       | $21468281.94       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2192 | 2048-08-01      | 4.0000%  | 0.0000% | $72385664.00       | $16727942.52       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY0022 | 2053-04-01      | 6.5000%  | 0.0000% | $298998.00         | $176899.95         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0120 | 2047-08-01      | 4.0000%  | 0.0000% | $94876928.00       | $26034924.48       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8127 | 2053-04-01      | 5.5000%  | 0.0000% | $1163866.00        | $949226.94         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW4951 | 2053-02-01      | 5.0000%  | 0.0000% | $12475580.00       | $9256831.90        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW4947 | 2053-02-01      | 6.5000%  | 0.0000% | $1773968.00        | $767509.05         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA7403 | 2050-10-01      | 4.0000%  | 0.0000% | $18193807.00       | $7924227.03        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0734 | 2051-06-01      | 3.0000%  | 0.0000% | $1318606.00        | $826129.22         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1766 | 2047-12-01      | 4.0000%  | 0.0000% | $8553962.00        | $2438703.23        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1485 | 2052-06-01      | 5.0000%  | 0.0000% | $24505631.00       | $18764635.37       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8870 | 2054-07-01      | 6.5000%  | 0.0000% | $36292864.00       | $34467791.16       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6752 | 2053-03-01      | 5.0000%  | 0.0000% | $1343189.00        | $1126050.12        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7523 | 2053-11-01      | 6.5000%  | 0.0000% | $1651065.00        | $1304178.81        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4138 | 2052-07-01      | 5.0000%  | 0.0000% | $2318770.00        | $1735407.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7056 | 2053-09-01      | 6.0000%  | 0.0000% | $16133498.00       | $14819597.88       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4217 | 2052-07-01      | 5.0000%  | 0.0000% | $13503776.00       | $10238968.89       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8532 | 2054-05-01      | 5.5000%  | 0.0000% | $101804458.00      | $92883724.55       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8670 | 2054-06-01      | 5.0000%  | 0.0000% | $20609073.00       | $18753023.33       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5700 | 2053-02-01      | 6.0000%  | 0.0000% | $12557821.00       | $9723229.98        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8520 | 2054-05-01      | 5.0000%  | 0.0000% | $17527451.00       | $16123865.49       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8531 | 2054-05-01      | 5.5000%  | 0.0000% | $55644183.00       | $52243807.68       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8530 | 2054-05-01      | 5.5000%  | 0.0000% | $13498060.00       | $12383643.44       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8521 | 2054-05-01      | 5.0000%  | 0.0000% | $2503872.00        | $2295890.57        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3661 | 2047-05-01      | 2.5000%  | 0.0000% | $4393473.00        | $2929603.25        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6302 | 2053-05-01      | 4.5000%  | 0.0000% | $1052000.00        | $854480.93         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5894 | 2053-03-01      | 5.0000%  | 0.0000% | $27617600.00       | $23087412.82       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6704 | 2053-07-01      | 6.5000%  | 0.0000% | $15181265.00       | $12715367.66       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY0750 | 2053-05-01      | 6.5000%  | 0.0000% | $1012720.00        | $669084.73         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8299 | 2054-04-01      | 6.5000%  | 0.0000% | $5443138.00        | $4983933.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0970 | 2054-04-01      | 6.0000%  | 0.0000% | $10168375.00       | $9754876.61        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA7849 | 2054-01-01      | 6.5000%  | 0.0000% | $1283294.00        | $1092601.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6313 | 2042-03-01      | 3.5000%  | 0.0000% | $21297780.00       | $2464020.57        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3541 | 2053-10-01      | 6.5000%  | 0.0000% | $7373808.00        | $4098949.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5973 | 2054-01-01      | 6.0000%  | 0.0000% | $271936.00         | $235704.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB3543 | 2054-05-01      | 6.0000%  | 0.0000% | $13331738.00       | $13303271.66       | Agency Mortgage-Backed Securities |

### Security 676: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18OO88, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP18OO88
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CLAE0113 | 2040-07-01      | 4.0000%  | 0.0000% | $27000.00          | $1169.23           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  | 0.0000% | $3000.00           | $2588.63           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $915743.00         | $802943.70         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5642 | 2040-02-01      | 3.5000%  | 0.0000% | $12727338.00       | $11673407.75       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5742 | 2045-05-01      | 6.0000%  | 0.0000% | $14923472.00       | $15224170.01       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5691 | 2040-04-01      | 6.5000%  | 0.0000% | $6169820.00        | $6228839.58        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAE0758 | 2039-02-01      | 7.0000%  | 0.0000% | $1699966.00        | $36067.68          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  | 0.0000% | $25000.00          | $22910.94          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5713 | 2040-05-01      | 6.0000%  | 0.0000% | $120085.00         | $121361.14         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5740 | 2045-05-01      | 5.0000%  | 0.0000% | $10000000.00       | $9904687.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL905147 | 2037-02-01      | 6.0000%  | 0.0000% | $1800000.00        | $20318.49          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL953433 | 2037-11-01      | 6.5000%  | 0.0000% | $2281668.00        | $22340.03          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3104 | 2052-03-01      | 2.5000%  | 0.0000% | $181000.00         | $118550.71         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT929274 | 2028-03-01      | 5.0000%  | 0.0000% | $7008670.00        | $10130.54          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3391 | 2033-06-01      | 3.0000%  | 0.0000% | $1959000.00        | $259758.19         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  | 0.0000% | $1050000.00        | $35272.22          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA3539 | 2038-12-01      | 4.5000%  | 0.0000% | $5200000.00        | $546002.12         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA2842 | 2046-12-01      | 3.0000%  | 0.0000% | $750000.00         | $77121.44          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  | 0.0000% | $45000.00          | $4868.12           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4943 | 2052-10-01      | 4.5000%  | 0.0000% | $1480000.00        | $1185676.70        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $13160000.00       | $11828883.10       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5556 | 2039-12-01      | 4.0000%  | 0.0000% | $9493142.00        | $8759385.45        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  | 0.0000% | $157000.00         | $4035.56           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CVAB7352 | 2027-12-01      | 3.0000%  | 0.0000% | $8861229.00        | $168264.81         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1510 | 2043-07-01      | 4.0000%  | 0.0000% | $375000.00         | $55904.71          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA1010 | 2032-03-01      | 3.5000%  | 0.0000% | $950000.00         | $59205.75          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTCB3386 | 2042-04-01      | 3.5000%  | 0.0000% | $100000.00         | $66228.30          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3612 | 2039-03-01      | 4.0000%  | 0.0000% | $5000000.00        | $504331.62         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL969824 | 2038-01-01      | 4.5000%  | 0.0000% | $2084403.00        | $31443.98          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKAB5723 | 2042-07-01      | 3.5000%  | 0.0000% | $300000.00         | $11664.52          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0051 | 2040-02-01      | 5.5000%  | 0.0000% | $4171393.00        | $4060137.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0173 | 2040-03-01      | 5.0000%  | 0.0000% | $2089410.00        | $2083970.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5539 | 2049-01-01      | 5.0000%  | 0.0000% | $870000.00         | $187029.48         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1074 | 2055-06-01      | 6.5000%  | 0.0000% | $4758897.00        | $4919462.71        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJBM7104 | 2033-03-01      | 2.5000%  | 0.0000% | $1912108.00        | $1190170.77        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ7729 | 2051-03-01      | 2.5000%  | 0.0000% | $400000.00         | $261489.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBR6743 | 2051-03-01      | 4.0000%  | 0.0000% | $1427718.00        | $836562.38         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3132 | 2050-10-01      | 2.0000%  | 0.0000% | $1017000.00        | $473110.13         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLBQ8726 | 2050-11-01      | 1.5000%  | 0.0000% | $2250000.00        | $1158606.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM4422 | 2048-08-01      | 5.5000%  | 0.0000% | $33000.00          | $3077.42           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR5587 | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $54104.15          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT2188 | 2052-03-01      | 2.5000%  | 0.0000% | $2294320.00        | $1657501.67        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  | 0.0000% | $26000.00          | $2119.00           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9355 | 2050-03-01      | 3.0000%  | 0.0000% | $5600000.00        | $1534929.31        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ5687 | 2050-11-01      | 2.5000%  | 0.0000% | $2184072.00        | $1015597.73        | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0301 | 2058-08-01      | 4.5000%  | 0.0000% | $1500000.00        | $439239.84         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR6304 | 2051-04-01      | 2.5000%  | 0.0000% | $2292030.00        | $1503699.36        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR6470 | 2051-03-01      | 2.5000%  | 0.0000% | $128000.00         | $69811.73          | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBO0316 | 2049-05-01      | 3.0000%  | 0.0000% | $1000000.00        | $72711.50          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR3286 | 2051-03-01      | 2.0000%  | 0.0000% | $200000.00         | $106760.77         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ0331 | 2050-07-01      | 2.0000%  | 0.0000% | $100000.00         | $46826.38          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBK5720 | 2033-05-01      | 3.5000%  | 0.0000% | $505251.00         | $60548.64          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO1858 | 2049-08-01      | 3.0000%  | 0.0000% | $400000.00         | $171808.19         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD8199 | 2040-04-01      | 6.0000%  | 0.0000% | $1906512.00        | $1955457.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD7803 | 2040-05-01      | 5.5000%  | 0.0000% | $1272620.00        | $1293290.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5522 | 2055-06-01      | 5.5000%  | 0.0000% | $3824597.00        | $3827039.22        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8053 | 2055-05-01      | 6.0000%  | 0.0000% | $6371694.00        | $6505942.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE0545 | 2040-05-01      | 5.5000%  | 0.0000% | $3404161.00        | $3468709.19        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ6926 | 2048-07-01      | 4.0000%  | 0.0000% | $2011170.00        | $280109.24         | Agency Mortgage-Backed Securities |
| FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  | 0.0000% | $2000000.00        | $347415.89         | Agency Mortgage-Backed Securities |
| FNMS 03.500 REBO1556 | 2049-06-01      | 3.5000%  | 0.0000% | $2371702.00        | $287073.19         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4045 | 2055-03-01      | 6.0000%  | 0.0000% | $1087500.00        | $1110216.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0919 | 2055-05-01      | 5.5000%  | 0.0000% | $3414430.00        | $3392060.55        | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0193 | 2041-04-01      | 4.0000%  | 0.0000% | $290000.00         | $61952.99          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0203 | 2055-05-01      | 5.5000%  | 0.0000% | $1057676.00        | $1056546.99        | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0132 | 2056-07-01      | 4.0000%  | 0.0000% | $1416285.00        | $432684.94         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBR0963 | 2036-04-01      | 2.0000%  | 0.0000% | $1511420.00        | $966274.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2558 | 2055-02-01      | 5.5000%  | 0.0000% | $2605976.00        | $2601780.85        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5585 | 2048-11-01      | 3.0000%  | 0.0000% | $165000.00         | $37746.29          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0675 | 2055-06-01      | 6.0000%  | 0.0000% | $2314811.00        | $2347881.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9608 | 2055-05-01      | 6.0000%  | 0.0000% | $1367652.00        | $1413851.74        | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0198 | 2040-11-01      | 4.0000%  | 0.0000% | $440000.00         | $86787.45          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5861 | 2047-05-01      | 4.5000%  | 0.0000% | $300000.00         | $59882.36          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0927 | 2055-05-01      | 5.5000%  | 0.0000% | $2317673.00        | $2321804.38        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBE1767 | 2031-12-01      | 2.0000%  | 0.0000% | $3527956.00        | $895835.68         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ4966 | 2035-10-01      | 2.0000%  | 0.0000% | $500000.00         | $237382.47         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO1488 | 2049-11-01      | 3.0000%  | 0.0000% | $37602723.00       | $10466399.54       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ5882 | 2050-11-01      | 2.5000%  | 0.0000% | $162713.00         | $92383.93          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB9136 | 2043-04-01      | 2.5000%  | 0.0000% | $79160.00          | $15146.28          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAB5398 | 2042-06-01      | 3.5000%  | 0.0000% | $419105.00         | $45308.55          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4063 | 2052-07-01      | 4.5000%  | 0.0000% | $1316000.00        | $1035712.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3829 | 2034-11-01      | 3.5000%  | 0.0000% | $5865000.00        | $862935.66         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  | 0.0000% | $6657767.00        | $4274898.63        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3444 | 2048-08-01      | 4.5000%  | 0.0000% | $9000.00           | $739.75            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL968252 | 2038-02-01      | 7.0000%  | 0.0000% | $400000.00         | $4323.07           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2517 | 2046-01-01      | 3.5000%  | 0.0000% | $550038.00         | $102372.00         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3827 | 2034-11-01      | 2.5000%  | 0.0000% | $130000.00         | $22080.75          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3205 | 2037-03-01      | 2.5000%  | 0.0000% | $877758.00         | $553212.55         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1463 | 2043-06-01      | 3.5000%  | 0.0000% | $225000.00         | $36262.72          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3697 | 2039-07-01      | 3.0000%  | 0.0000% | $2500000.00        | $294102.54         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  | 0.0000% | $1445000.00        | $120789.24         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0023 | 2029-04-01      | 5.0000%  | 0.0000% | $460332.00         | $1736.44           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4100 | 2052-07-01      | 4.5000%  | 0.0000% | $1298000.00        | $995645.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  | 0.0000% | $2562825.00        | $2087110.59        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA3315 | 2028-03-01      | 3.0000%  | 0.0000% | $2395647.00        | $192611.26         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4200 | 2030-12-01      | 1.5000%  | 0.0000% | $485000.00         | $165946.13         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC8512 | 2039-12-01      | 4.5000%  | 0.0000% | $56000.00          | $1187.81           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4383 | 2036-07-01      | 2.0000%  | 0.0000% | $1605901.00        | $886868.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1169 | 2042-08-01      | 4.0000%  | 0.0000% | $880000.00         | $89320.78          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2069.44           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB4542 | 2037-06-01      | 3.0000%  | 0.0000% | $482252.00         | $324511.06         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CNMA5306 | 2034-01-01      | 6.5000%  | 0.0000% | $1533765.00        | $446869.22         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4316 | 2036-04-01      | 2.5000%  | 0.0000% | $1001524.00        | $481232.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  | 0.0000% | $19000.00          | $2708.72           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4256 | 2050-01-01      | 2.5000%  | 0.0000% | $9860000.00        | $4629923.80        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4330 | 2036-05-01      | 2.5000%  | 0.0000% | $25679000.00       | $12799162.05       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995113 | 2036-09-01      | 5.5000%  | 0.0000% | $6600000.00        | $108649.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5521 | 2039-08-01      | 3.5000%  | 0.0000% | $1925231.00        | $1773605.96        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5263 | 2054-01-01      | 4.0000%  | 0.0000% | $1000.00           | $863.35            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS6606 | 2052-10-01      | 2.0000%  | 0.0000% | $691000.00         | $494743.52         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7057 | 2052-07-01      | 2.5000%  | 0.0000% | $52828.00          | $40252.65          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5188 | 2052-07-01      | 3.5000%  | 0.0000% | $4900967.00        | $3386866.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8065 | 2054-03-01      | 5.5000%  | 0.0000% | $275575.00         | $244402.67         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS6129 | 2042-06-01      | 2.0000%  | 0.0000% | $100000.00         | $73518.48          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7902 | 2053-12-01      | 6.5000%  | 0.0000% | $200000.00         | $161436.01         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  | 0.0000% | $500000.00         | $473018.49         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1628 | 2052-04-01      | 2.5000%  | 0.0000% | $2200000.00        | $1448357.45        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4712 | 2052-04-01      | 2.5000%  | 0.0000% | $1046752.00        | $751851.13         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5295 | 2053-06-01      | 2.5000%  | 0.0000% | $770291.00         | $574654.10         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS5338 | 2040-03-01      | 3.0000%  | 0.0000% | $45000.00          | $32211.03          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8888 | 2054-06-01      | 6.5000%  | 0.0000% | $3244876.00        | $2699357.38        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $870.72            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $605000.00         | $441093.04         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  | 0.0000% | $16237000.00       | $12545181.16       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS8273 | 2042-02-01      | 1.5000%  | 0.0000% | $200000.00         | $150277.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS7207 | 2039-02-01      | 6.0000%  | 0.0000% | $15691973.00       | $12562228.83       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8524 | 2052-09-01      | 4.5000%  | 0.0000% | $38141056.00       | $33050087.11       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL940777 | 2037-06-01      | 7.0000%  | 0.0000% | $160000.00         | $2874.00           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0136 | 2055-03-01      | 6.5000%  | 0.0000% | $400400.00         | $410731.70         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCC0323 | 2045-03-01      | 6.0000%  | 0.0000% | $2764436.00        | $2719530.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0333 | 2045-04-01      | 5.5000%  | 0.0000% | $2874454.00        | $2897437.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0002 | 2055-02-01      | 6.5000%  | 0.0000% | $13111559.00       | $13655278.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9787 | 2054-11-01      | 5.5000%  | 0.0000% | $310000.00         | $298624.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9194 | 2052-02-01      | 3.5000%  | 0.0000% | $5657295.00        | $4794056.19        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL908916 | 2037-03-01      | 6.5000%  | 0.0000% | $1564902.00        | $24114.64          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0321 | 2045-04-01      | 5.5000%  | 0.0000% | $2004353.00        | $2026709.17        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0419 | 2055-05-01      | 6.5000%  | 0.0000% | $10932274.00       | $11406044.11       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS9032 | 2039-09-01      | 6.0000%  | 0.0000% | $33002217.00       | $30408400.79       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL928292 | 2037-05-01      | 5.5000%  | 0.0000% | $3175000.00        | $35204.64          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS9460 | 2039-10-01      | 5.5000%  | 0.0000% | $13083614.00       | $12022811.47       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  | 0.0000% | $649000.00         | $592061.10         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL948634 | 2037-08-01      | 6.5000%  | 0.0000% | $1800000.00        | $24233.34          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888992 | 2037-11-01      | 6.5000%  | 0.0000% | $220000.00         | $1870.65           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL889974 | 2035-09-01      | 5.0000%  | 0.0000% | $548100.00         | $8873.05           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9995 | 2054-09-01      | 6.5000%  | 0.0000% | $11720312.00       | $11156622.65       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9856 | 2053-03-01      | 4.0000%  | 0.0000% | $20059320.00       | $18102342.45       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9770 | 2053-04-01      | 4.0000%  | 0.0000% | $3709362.00        | $3298171.39        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8795 | 2054-08-01      | 6.0000%  | 0.0000% | $2501364.00        | $2386826.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0034 | 2040-02-01      | 6.0000%  | 0.0000% | $1473481.00        | $1480583.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0027 | 2040-02-01      | 6.0000%  | 0.0000% | $1643865.00        | $1679570.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3401 | 2054-05-01      | 5.5000%  | 0.0000% | $108809.00         | $98895.22          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3025 | 2054-05-01      | 5.5000%  | 0.0000% | $9221511.00        | $9049792.59        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4502 | 2050-10-01      | 2.0000%  | 0.0000% | $1730000.00        | $812100.54         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9491 | 2051-11-01      | 2.5000%  | 0.0000% | $35000.00          | $21454.40          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4933 | 2053-06-01      | 6.0000%  | 0.0000% | $1800000.00        | $1478002.76        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4437 | 2052-10-01      | 4.5000%  | 0.0000% | $182828.00         | $148791.85         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $11000.00          | $3738.38           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS3564 | 2038-07-01      | 3.5000%  | 0.0000% | $2173663.00        | $1639849.57        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8292 | 2036-07-01      | 2.0000%  | 0.0000% | $352000.00         | $179501.64         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM4858 | 2049-10-01      | 4.5000%  | 0.0000% | $18000000.00       | $4891292.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA0762 | 2040-02-01      | 5.0000%  | 0.0000% | $18052096.00       | $17859282.71       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0910 | 2051-06-01      | 2.5000%  | 0.0000% | $994589.00         | $681854.86         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2838 | 2052-02-01      | 2.0000%  | 0.0000% | $34972.00          | $22303.47          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS6393 | 2038-10-01      | 6.0000%  | 0.0000% | $2011834.00        | $1595194.02        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0211 | 2051-12-01      | 2.0000%  | 0.0000% | $8756165.00        | $5412781.36        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $198000.00         | $132227.39         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3978 | 2053-01-01      | 5.0000%  | 0.0000% | $100000.00         | $83060.66          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  | 0.0000% | $1200000.00        | $878407.30         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5353 | 2050-07-01      | 4.5000%  | 0.0000% | $1077637.00        | $782686.66         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8297 | 2035-12-01      | 3.0000%  | 0.0000% | $374000.00         | $142385.92         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFS0995 | 2042-03-01      | 2.5000%  | 0.0000% | $3700000.00        | $2441308.21        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3152 | 2052-08-01      | 4.5000%  | 0.0000% | $25000.00          | $18760.12          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM5575 | 2036-01-01      | 3.5000%  | 0.0000% | $5000.00           | $2373.60           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM5473 | 2035-12-01      | 3.0000%  | 0.0000% | $5394402.00        | $2446299.75        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6542 | 2053-12-01      | 6.5000%  | 0.0000% | $16215216.00       | $11831829.45       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2914 | 2052-09-01      | 4.5000%  | 0.0000% | $1800000.00        | $1392067.91        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4061 | 2037-10-01      | 3.0000%  | 0.0000% | $649482.00         | $460292.96         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4870 | 2050-11-01      | 2.0000%  | 0.0000% | $5387848.00        | $3359419.87        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1534 | 2049-09-01      | 4.5000%  | 0.0000% | $49000.00          | $9885.90           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6965 | 2051-04-01      | 2.5000%  | 0.0000% | $2769443.00        | $1722522.14        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0931 | 2052-03-01      | 3.0000%  | 0.0000% | $1013514.00        | $666087.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $663628.00         | $565961.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS6395 | 2038-11-01      | 6.0000%  | 0.0000% | $18970722.00       | $13889981.14       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6734 | 2055-04-01      | 6.5000%  | 0.0000% | $1402057.00        | $1458899.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC9060 | 2040-05-01      | 5.5000%  | 0.0000% | $5520188.00        | $5623528.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9598 | 2055-05-01      | 5.5000%  | 0.0000% | $7815713.00        | $7879782.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5442 | 2055-03-01      | 5.5000%  | 0.0000% | $1419226.00        | $1426480.30        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBN5294 | 2034-02-01      | 4.0000%  | 0.0000% | $2020058.00        | $399752.09         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7056 | 2047-03-01      | 3.5000%  | 0.0000% | $4310000.00        | $863685.36         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6414 | 2054-11-01      | 5.5000%  | 0.0000% | $1641057.00        | $1632723.13        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7322 | 2055-04-01      | 6.5000%  | 0.0000% | $1130707.00        | $1168108.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7076 | 2055-05-01      | 5.5000%  | 0.0000% | $1071350.00        | $1064331.11        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5681 | 2055-04-01      | 5.5000%  | 0.0000% | $2531927.00        | $2518519.21        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8624 | 2040-05-01      | 5.0000%  | 0.0000% | $1506291.00        | $1514695.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1953 | 2055-02-01      | 6.0000%  | 0.0000% | $3219650.00        | $3285252.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7408 | 2055-04-01      | 5.5000%  | 0.0000% | $3297759.00        | $3189707.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3428 | 2055-04-01      | 6.0000%  | 0.0000% | $9862456.00        | $10085325.78       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9012 | 2055-02-01      | 5.0000%  | 0.0000% | $1312766.00        | $1279796.13        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBC5991 | 2031-04-01      | 3.0000%  | 0.0000% | $44671.00          | $1628.32           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1939 | 2055-02-01      | 5.5000%  | 0.0000% | $3995217.00        | $3980954.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD6407 | 2040-03-01      | 6.5000%  | 0.0000% | $1045560.00        | $1078296.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6997 | 2055-04-01      | 6.0000%  | 0.0000% | $1206726.00        | $1245599.80        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD4224 | 2040-02-01      | 6.5000%  | 0.0000% | $1018125.00        | $969336.80         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1719 | 2055-03-01      | 6.0000%  | 0.0000% | $1682834.00        | $1701493.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5177 | 2055-03-01      | 6.0000%  | 0.0000% | $8673380.00        | $8789049.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1011 | 2054-09-01      | 6.0000%  | 0.0000% | $3146579.00        | $3162662.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4182 | 2055-04-01      | 6.0000%  | 0.0000% | $1382792.00        | $1433037.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  | 0.0000% | $15133962.00       | $15090611.61       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB9607 | 2054-08-01      | 5.5000%  | 0.0000% | $2757400.00        | $2618243.57        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1482 | 2054-08-01      | 5.5000%  | 0.0000% | $14431000.00       | $13891295.02       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5981 | 2054-11-01      | 5.5000%  | 0.0000% | $604185.00         | $591936.86         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDB8308 | 2039-12-01      | 4.0000%  | 0.0000% | $10229362.00       | $9638239.37        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8334 | 2055-01-01      | 6.5000%  | 0.0000% | $15512259.00       | $15500266.96       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB8806 | 2054-08-01      | 6.0000%  | 0.0000% | $1015460.00        | $972958.07         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6008 | 2054-11-01      | 5.0000%  | 0.0000% | $3830019.00        | $3694543.04        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6089 | 2055-04-01      | 6.0000%  | 0.0000% | $3450751.00        | $3534184.43        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3024 | 2054-10-01      | 5.5000%  | 0.0000% | $103551.00         | $102152.51         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3572 | 2054-10-01      | 5.5000%  | 0.0000% | $4541014.00        | $4144443.49        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB8637 | 2054-07-01      | 7.0000%  | 0.0000% | $125000.00         | $106548.75         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC1846 | 2054-09-01      | 5.0000%  | 0.0000% | $1804825.00        | $1739922.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8252 | 2054-11-01      | 6.5000%  | 0.0000% | $2572046.00        | $2656608.34        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTMA5398 | 2044-04-01      | 7.5000%  | 0.0000% | $1072012.00        | $750498.32         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4571 | 2042-03-01      | 2.5000%  | 0.0000% | $1255000.00        | $820873.64         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4537 | 2037-02-01      | 2.5000%  | 0.0000% | $1317861.00        | $779817.06         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT4447 | 2037-04-01      | 2.0000%  | 0.0000% | $860675.00         | $602648.95         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT9828 | 2051-09-01      | 2.5000%  | 0.0000% | $1480468.00        | $922744.86         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX4376 | 2053-04-01      | 4.5000%  | 0.0000% | $8647248.00        | $7433783.56        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBX4568 | 2053-08-01      | 4.0000%  | 0.0000% | $127863.00         | $113637.43         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBU8713 | 2042-06-01      | 3.5000%  | 0.0000% | $3130839.00        | $2364324.76        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9247 | 2052-06-01      | 4.0000%  | 0.0000% | $1281902.00        | $917519.96         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6186 | 2053-02-01      | 5.5000%  | 0.0000% | $160000.00         | $112440.15         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW1818 | 2037-09-01      | 3.0000%  | 0.0000% | $799376.00         | $615358.08         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL254548 | 2032-12-01      | 5.5000%  | 0.0000% | $8978000.00        | $29929.34          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256715 | 2027-05-01      | 6.0000%  | 0.0000% | $207000.00         | $698.22            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL602615 | 2031-10-01      | 7.0000%  | 0.0000% | $460003.00         | $27902.56          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL535717 | 2031-02-01      | 6.5000%  | 0.0000% | $100000000.00      | $74427.61          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4825 | 2053-11-01      | 6.5000%  | 0.0000% | $100000.00         | $94800.41          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257057 | 2027-12-01      | 5.0000%  | 0.0000% | $666740.00         | $3410.07           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL254479 | 2032-10-01      | 6.5000%  | 0.0000% | $1000000.00        | $2592.03           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAZ6589 | 2030-11-01      | 3.0000%  | 0.0000% | $319953.00         | $53399.46          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256928 | 2027-10-01      | 6.0000%  | 0.0000% | $345000.00         | $1111.27           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  | 0.0000% | $1000.00           | $694.48            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $294074.00         | $228119.48         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL787556 | 2035-02-01      | 7.0000%  | 0.0000% | $360000.00         | $10062.11          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4639 | 2037-05-01      | 3.5000%  | 0.0000% | $281108.00         | $164434.55         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725704 | 2034-08-01      | 6.0000%  | 0.0000% | $85000.00          | $601.45            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL8383 | 2045-10-01      | 4.5000%  | 0.0000% | $23706.00          | $3219.45           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2989 | 2054-05-01      | 5.5000%  | 0.0000% | $8509000.00        | $7913920.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745516 | 2036-05-01      | 5.5000%  | 0.0000% | $470000.00         | $3873.57           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $124000.00         | $5186.54           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0841 | 2054-03-01      | 6.0000%  | 0.0000% | $1431382.00        | $1434980.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA8023 | 2054-02-01      | 5.5000%  | 0.0000% | $10191000.00       | $8055445.39        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ9047 | 2042-12-01      | 3.5000%  | 0.0000% | $5502400.00        | $816281.89         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA3327 | 2053-10-01      | 6.0000%  | 0.0000% | $1541317.00        | $1264211.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB4469 | 2054-09-01      | 5.0000%  | 0.0000% | $1948235.00        | $1874228.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA4283 | 2053-11-01      | 5.5000%  | 0.0000% | $1173280.00        | $1025462.43        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAU6285 | 2028-10-01      | 4.0000%  | 0.0000% | $1952067.00        | $169109.48         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB6668 | 2054-07-01      | 7.0000%  | 0.0000% | $73909.00          | $52650.60          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB6981 | 2054-05-01      | 5.0000%  | 0.0000% | $1155083.00        | $1108411.23        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDB7447 | 2040-01-01      | 5.0000%  | 0.0000% | $1403931.00        | $1391533.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8100 | 2054-09-01      | 5.5000%  | 0.0000% | $1062544.00        | $1047011.09        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB7691 | 2054-08-01      | 5.5000%  | 0.0000% | $28181000.00       | $26475447.50       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5211 | 2054-06-01      | 5.5000%  | 0.0000% | $1018734.00        | $1003403.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5508 | 2054-06-01      | 5.5000%  | 0.0000% | $1539833.00        | $1466257.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDB6609 | 2039-06-01      | 5.5000%  | 0.0000% | $1016832.00        | $913452.84         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8073 | 2036-07-01      | 3.0000%  | 0.0000% | $113000.00         | $45745.25          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | 0.0000% | $5000.00           | $4354.59           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0095 | 2054-12-01      | 6.0000%  | 0.0000% | $14000.00          | $13860.62          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1613 | 2055-04-01      | 5.0000%  | 0.0000% | $44512464.00       | $43690353.42       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB8400 | 2039-04-01      | 5.0000%  | 0.0000% | $3218077.00        | $2875186.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0002 | 2054-10-01      | 6.0000%  | 0.0000% | $15748936.00       | $15796200.45       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8966 | 2051-10-01      | 2.5000%  | 0.0000% | $19000.00          | $11753.59          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB8931 | 2039-07-01      | 6.0000%  | 0.0000% | $5774958.00        | $4923824.89        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1648 | 2052-01-01      | 2.5000%  | 0.0000% | $1329000.00        | $885281.09         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7456 | 2053-11-01      | 5.5000%  | 0.0000% | $150133.00         | $135808.87         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM7148 | 2036-02-01      | 3.5000%  | 0.0000% | $2423000.00        | $980416.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3663 | 2050-03-01      | 4.0000%  | 0.0000% | $266000.00         | $44015.94          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6149 | 2036-02-01      | 2.0000%  | 0.0000% | $732000.00         | $343493.93         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1532 | 2049-08-01      | 3.5000%  | 0.0000% | $1000000.00        | $173348.88         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7616 | 2036-06-01      | 2.0000%  | 0.0000% | $5069536.00        | $3073714.57        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7864 | 2036-07-01      | 2.0000%  | 0.0000% | $1432941.00        | $885357.40         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3540 | 2052-08-01      | 3.5000%  | 0.0000% | $10356887.00       | $7956172.35        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM0071 | 2040-02-01      | 3.5000%  | 0.0000% | $300000.00         | $94169.53          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6201 | 2049-09-01      | 4.0000%  | 0.0000% | $5000.00           | $1183.11           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1169 | 2052-03-01      | 3.0000%  | 0.0000% | $98306.00          | $70407.66          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3557 | 2037-11-01      | 2.5000%  | 0.0000% | $1123522.00        | $839305.13         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFS3857 | 2043-03-01      | 5.5000%  | 0.0000% | $3400000.00        | $2292675.94        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1266 | 2051-09-01      | 4.5000%  | 0.0000% | $5520222.00        | $5252643.67        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5992 | 2051-02-01      | 2.5000%  | 0.0000% | $200000.00         | $110976.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFM4186 | 2029-09-01      | 6.0000%  | 0.0000% | $334220.00         | $34039.22          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0463 | 2039-08-01      | 6.0000%  | 0.0000% | $167057.00         | $146185.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1263 | 2049-07-01      | 4.5000%  | 0.0000% | $600000.00         | $94502.98          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB8928 | 2039-07-01      | 6.0000%  | 0.0000% | $1793065.00        | $1675675.51        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5309 | 2050-11-01      | 2.5000%  | 0.0000% | $100000.00         | $62057.75          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDC7059 | 2039-11-01      | 3.5000%  | 0.0000% | $1078673.00        | $994620.65         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3293 | 2055-02-01      | 6.0000%  | 0.0000% | $7037691.00        | $7119864.61        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5140 | 2055-04-01      | 5.5000%  | 0.0000% | $11316495.00       | $11267149.08       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5374 | 2055-04-01      | 5.5000%  | 0.0000% | $1072264.00        | $1003752.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3508 | 2055-03-01      | 6.0000%  | 0.0000% | $1287314.00        | $1310807.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC0637 | 2054-10-01      | 5.0000%  | 0.0000% | $340594.00         | $330260.36         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC9263 | 2039-12-01      | 6.0000%  | 0.0000% | $1074698.00        | $1070828.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8553 | 2054-12-01      | 5.0000%  | 0.0000% | $1756670.00        | $1698451.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC4892 | 2039-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $993405.83         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC4929 | 2054-10-01      | 6.5000%  | 0.0000% | $100000.00         | $98622.14          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3834 | 2054-11-01      | 5.0000%  | 0.0000% | $1311412.00        | $1276480.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC1272 | 2039-08-01      | 5.5000%  | 0.0000% | $1314613.00        | $1103893.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7779 | 2054-12-01      | 5.5000%  | 0.0000% | $50000000.00       | $46745580.56       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8687 | 2054-07-01      | 5.5000%  | 0.0000% | $5000000.00        | $4863460.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC3823 | 2054-11-01      | 4.5000%  | 0.0000% | $9298885.00        | $8668408.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC1298 | 2054-09-01      | 5.0000%  | 0.0000% | $1714038.00        | $1649007.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC6440 | 2039-11-01      | 5.0000%  | 0.0000% | $170733.00         | $167471.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6820 | 2054-11-01      | 5.5000%  | 0.0000% | $1539958.00        | $1528628.70        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7458 | 2054-11-01      | 5.0000%  | 0.0000% | $1562842.00        | $1521946.43        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5564 | 2054-10-01      | 5.5000%  | 0.0000% | $503361.00         | $496725.24         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD3650 | 2055-02-01      | 5.0000%  | 0.0000% | $1256780.00        | $913443.67         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC4930 | 2054-10-01      | 6.5000%  | 0.0000% | $166000.00         | $158514.54         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2624 | 2055-03-01      | 6.0000%  | 0.0000% | $1824510.00        | $1871172.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6017 | 2054-12-01      | 5.0000%  | 0.0000% | $2332722.00        | $2075476.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9636 | 2055-01-01      | 5.0000%  | 0.0000% | $9803042.00        | $9469945.08        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD1710 | 2055-03-01      | 6.5000%  | 0.0000% | $1098175.00        | $1136783.09        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC8869 | 2039-12-01      | 5.5000%  | 0.0000% | $1032308.00        | $1032557.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6094 | 2055-04-01      | 6.0000%  | 0.0000% | $4195015.00        | $4295748.08        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD1813 | 2055-02-01      | 5.0000%  | 0.0000% | $2721984.00        | $2528890.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3847 | 2054-11-01      | 5.5000%  | 0.0000% | $1537511.00        | $1536828.52        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4235 | 2054-10-01      | 5.0000%  | 0.0000% | $1666977.00        | $1606796.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD1809 | 2055-02-01      | 4.5000%  | 0.0000% | $250668.00         | $236390.76         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  | 0.0000% | $8943932.00        | $7342134.08        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $55907360.00       | $43342616.25       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA7470 | 2035-10-01      | 2.0000%  | 0.0000% | $75000.00          | $33010.82          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7833 | 2050-11-01      | 2.0000%  | 0.0000% | $289000.00         | $158721.26         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6184 | 2050-07-01      | 2.5000%  | 0.0000% | $2923084.00        | $1415012.84        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3268 | 2053-02-01      | 4.5000%  | 0.0000% | $1454464.00        | $733460.65         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBY1448 | 2053-12-01      | 4.0000%  | 0.0000% | $25449.00          | $21788.75          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA7138 | 2035-09-01      | 2.0000%  | 0.0000% | $850000.00         | $366786.67         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBT7829 | 2037-05-01      | 1.5000%  | 0.0000% | $119598.00         | $84324.77          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9490 | 2052-11-01      | 5.5000%  | 0.0000% | $43118.00          | $31092.38          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBY0255 | 2053-04-01      | 2.5000%  | 0.0000% | $914591.00         | $713471.82         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1466 | 2055-04-01      | 6.5000%  | 0.0000% | $2594562.00        | $2721302.50        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9381 | 2051-03-01      | 2.0000%  | 0.0000% | $6300000.00        | $3717539.21        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBV8827 | 2037-04-01      | 2.5000%  | 0.0000% | $158765.00         | $122269.58         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6035 | 2050-06-01      | 2.5000%  | 0.0000% | $1502000.00        | $699434.65         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6902 | 2050-09-01      | 2.0000%  | 0.0000% | $90000.00          | $47486.02          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1477 | 2055-04-01      | 6.0000%  | 0.0000% | $2754887.00        | $2834180.95        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBV7978 | 2037-08-01      | 4.5000%  | 0.0000% | $108000.00         | $70516.62          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA0562 | 2047-10-01      | 5.0000%  | 0.0000% | $94701.00          | $10024.18          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW0025 | 2052-07-01      | 4.0000%  | 0.0000% | $100000.00         | $78130.48          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLBY8004 | 2054-05-01      | 7.5000%  | 0.0000% | $2193912.00        | $1279994.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | 0.0000% | $30000.00          | $20742.39          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBV9019 | 2037-04-01      | 3.0000%  | 0.0000% | $29950.00          | $22025.51          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6289 | 2050-07-01      | 2.5000%  | 0.0000% | $7906332.00        | $3972841.53        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2258 | 2052-07-01      | 4.5000%  | 0.0000% | $335481.00         | $261040.38         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8626 | 2053-04-01      | 5.5000%  | 0.0000% | $4850000.00        | $3886054.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA1574 | 2048-04-01      | 5.0000%  | 0.0000% | $4338408.00        | $260209.97         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBY8010 | 2054-05-01      | 7.0000%  | 0.0000% | $2696890.00        | $2455304.60        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBX1898 | 2037-12-01      | 5.0000%  | 0.0000% | $2072413.00        | $1252232.65        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX6441 | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $64625.56          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBW1860 | 2038-03-01      | 4.0000%  | 0.0000% | $3101760.00        | $1830848.25        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW8874 | 2052-09-01      | 4.0000%  | 0.0000% | $105679.00         | $93185.24          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6934 | 2050-09-01      | 2.5000%  | 0.0000% | $88133.00          | $53484.26          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX6761 | 2053-03-01      | 4.5000%  | 0.0000% | $1904143.00        | $1498005.76        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL323572 | 2029-01-01      | 7.5000%  | 0.0000% | $3237000.00        | $927.92            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL9107 | 2046-03-01      | 4.5000%  | 0.0000% | $1950627.00        | $262255.10         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL619118 | 2031-11-01      | 6.5000%  | 0.0000% | $1268140.00        | $14500.74          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKAS7661 | 2046-08-01      | 3.0000%  | 0.0000% | $70000.00          | $7154.49           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535916 | 2031-05-01      | 8.0000%  | 0.0000% | $6182000.00        | $2440.67           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  | 0.0000% | $122000.00         | $6140.37           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL620196 | 2032-01-01      | 7.0000%  | 0.0000% | $469330.00         | $1351.56           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4994 | 2037-10-01      | 4.5000%  | 0.0000% | $152000.00         | $97590.47          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $61000.00          | $50025.19          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  | 0.0000% | $8000.00           | $6878.66           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6731 | 2053-07-01      | 5.0000%  | 0.0000% | $102000.00         | $87866.54          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1502.98           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDB6580 | 2039-06-01      | 5.5000%  | 0.0000% | $2954523.00        | $2760463.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDB7376 | 2039-07-01      | 5.5000%  | 0.0000% | $1088286.00        | $926241.73         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL735503 | 2035-04-01      | 6.0000%  | 0.0000% | $395000.00         | $3841.59           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAO9944 | 2042-07-01      | 3.5000%  | 0.0000% | $190000.00         | $20626.60          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257203 | 2028-05-01      | 5.0000%  | 0.0000% | $27924676.00       | $93591.30          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI2310 | 2041-05-01      | 4.5000%  | 0.0000% | $2450000.00        | $70793.06          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL826865 | 2030-08-01      | 5.5000%  | 0.0000% | $1000000.00        | $36497.02          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2522 | 2054-10-01      | 5.5000%  | 0.0000% | $446621.00         | $410888.99         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA3417 | 2053-11-01      | 5.5000%  | 0.0000% | $75021.00          | $73324.57          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4795 | 2045-04-01      | 3.5000%  | 0.0000% | $84377.00          | $14545.60          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735141 | 2035-01-01      | 5.5000%  | 0.0000% | $100000.00         | $904.75            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAP2109 | 2032-08-01      | 4.0000%  | 0.0000% | $1005000.00        | $31709.27          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL6468 | 2026-07-01      | 5.0000%  | 0.0000% | $27655621.00       | $902.53            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL1013 | 2037-01-01      | 5.5000%  | 0.0000% | $29000.00          | $981.35            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAS7877 | 2046-09-01      | 2.5000%  | 0.0000% | $136000.00         | $32864.12          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTAL8062 | 2029-06-01      | 5.5000%  | 0.0000% | $1540733.00        | $3552.75           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL878521 | 2036-02-01      | 6.5000%  | 0.0000% | $5200000.00        | $3667.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5778 | 2052-12-01      | 6.0000%  | 0.0000% | $1189563.00        | $898452.37         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICB7892 | 2039-01-01      | 6.5000%  | 0.0000% | $2779933.00        | $1926219.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5762 | 2053-02-01      | 5.5000%  | 0.0000% | $40618.00          | $33177.53          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7197 | 2053-07-01      | 5.5000%  | 0.0000% | $9000000.00        | $7952149.60        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6434 | 2053-06-01      | 5.0000%  | 0.0000% | $5800.00           | $5183.40           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0676 | 2052-06-01      | 3.5000%  | 0.0000% | $41926855.00       | $36568065.56       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICB8605 | 2039-05-01      | 6.5000%  | 0.0000% | $4106452.00        | $3203784.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8003 | 2054-02-01      | 6.0000%  | 0.0000% | $29790000.00       | $25597536.34       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8018 | 2054-02-01      | 6.5000%  | 0.0000% | $1567000.00        | $1320404.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  | 0.0000% | $1270000.00        | $1214264.33        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5975 | 2051-02-01      | 2.5000%  | 0.0000% | $250000.00         | $139897.71         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  | 0.0000% | $600000.00         | $503804.42         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8687 | 2054-06-01      | 5.5000%  | 0.0000% | $20000.00          | $17965.35          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3297 | 2035-05-01      | 3.5000%  | 0.0000% | $1200000.00        | $345939.29         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0680 | 2054-02-01      | 5.0000%  | 0.0000% | $262056219.00      | $249999999.97      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB7881 | 2039-01-01      | 5.0000%  | 0.0000% | $1012000.00        | $712031.62         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5428 | 2035-10-01      | 2.0000%  | 0.0000% | $163000.00         | $63608.81          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM8356 | 2050-10-01      | 5.0000%  | 0.0000% | $1423128.00        | $532171.40         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1167 | 2054-04-01      | 5.0000%  | 0.0000% | $2384308.00        | $2315938.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5921 | 2053-03-01      | 6.5000%  | 0.0000% | $850000.00         | $619848.43         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB7203 | 2038-07-01      | 6.0000%  | 0.0000% | $1387198.00        | $720151.49         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9070 | 2054-08-01      | 5.5000%  | 0.0000% | $1258654.00        | $1167458.08        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9851 | 2055-01-01      | 7.0000%  | 0.0000% | $8841990.00        | $7912629.43        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0497 | 2055-01-01      | 4.5000%  | 0.0000% | $66082806.00       | $61406951.37       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB9871 | 2040-01-01      | 4.5000%  | 0.0000% | $1533514.00        | $1431616.03        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM1688 | 2037-10-01      | 3.5000%  | 0.0000% | $75000.00          | $22207.79          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1697 | 2053-03-01      | 3.0000%  | 0.0000% | $27402730.00       | $23377013.21       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1679 | 2052-02-01      | 4.0000%  | 0.0000% | $10891881.00       | $10067923.51       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0172 | 2052-07-01      | 4.5000%  | 0.0000% | $6458212.00        | $5751044.98        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0396 | 2051-05-01      | 2.5000%  | 0.0000% | $32071.00          | $20775.99          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7237 | 2050-10-01      | 2.5000%  | 0.0000% | $175000.00         | $78415.77          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2411 | 2051-12-01      | 2.5000%  | 0.0000% | $2475000.00        | $1585154.16        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2281 | 2051-12-01      | 2.0000%  | 0.0000% | $5000.00           | $3098.52           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6776 | 2053-07-01      | 5.5000%  | 0.0000% | $504888.00         | $418611.82         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA8737 | 2036-02-01      | 2.5000%  | 0.0000% | $829000.00         | $435287.22         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $4000.00           | $675.69            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2743 | 2054-04-01      | 5.5000%  | 0.0000% | $46605.00          | $37309.84          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDB1418 | 2039-04-01      | 5.5000%  | 0.0000% | $1083329.00        | $978098.80         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ3279 | 2042-11-01      | 3.5000%  | 0.0000% | $2084979.00        | $347254.62         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4522 | 2032-01-01      | 1.5000%  | 0.0000% | $1032764.00        | $524526.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $9426496.00        | $1440188.01        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4891 | 2052-10-01      | 4.5000%  | 0.0000% | $1287000.00        | $1104912.37        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5326 | 2054-04-01      | 4.5000%  | 0.0000% | $105000.00         | $93602.61          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  | 0.0000% | $5182393.00        | $3528627.56        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ7777 | 2036-03-01      | 2.0000%  | 0.0000% | $75000000.00       | $41690670.36       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV2946 | 2052-03-01      | 3.0000%  | 0.0000% | $3499416.00        | $2383470.32        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT4366 | 2036-07-01      | 2.0000%  | 0.0000% | $23011768.00       | $13157984.53       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBT4423 | 2036-11-01      | 3.0000%  | 0.0000% | $223062.00         | $164155.38         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT6754 | 2036-09-01      | 2.0000%  | 0.0000% | $38661593.00       | $23141511.27       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU4641 | 2054-05-01      | 5.0000%  | 0.0000% | $2598107.00        | $2501525.71        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU0720 | 2051-10-01      | 2.0000%  | 0.0000% | $3891237.00        | $2446461.52        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $3116881.00        | $2390706.04        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0130 | 2039-08-01      | 6.5000%  | 0.0000% | $147000.00         | $1631.73           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CKAD2610 | 2037-03-01      | 5.5000%  | 0.0000% | $51262037.00       | $415061.23         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  | 0.0000% | $560548.00         | $385079.54         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT9485 | 2051-12-01      | 2.5000%  | 0.0000% | $42461670.00       | $28492273.23       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBU5643 | 2040-02-01      | 5.5000%  | 0.0000% | $1255817.00        | $1276443.46        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8932 | 2052-04-01      | 3.5000%  | 0.0000% | $44212244.00       | $31311169.72       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $140000.00         | $107229.62         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4603 | 2037-05-01      | 2.5000%  | 0.0000% | $2185798.00        | $1436089.46        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  | 0.0000% | $1026388.00        | $718948.73         | Agency Mortgage-Backed Securities |

### Security 677: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P818, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP18P818
- **C.18 - Value (incl. sponsor support):** $7003000000.00
- **C.18.a - Value (excl. sponsor support):** $7003000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.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 | 2033-11-15      | 4.5000%  | 0.0000% | $757000000.00      | $767437031.52      | U.S. Treasuries (including strips) |
| United States Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $34700000.00       | $35554510.40       | U.S. Treasuries (including strips) |
| United States Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $447691400.00      | $448437298.64      | U.S. Treasuries (including strips) |
| United States Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $638500000.00      | $631525083.46      | U.S. Treasuries (including strips) |
| United States Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $50270211.00       | U.S. Treasuries (including strips) |
| United States Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $335000000.00      | $343044817.30      | U.S. Treasuries (including strips) |
| United States Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $260294300.00      | $239724949.00      | U.S. Treasuries (including strips) |
| United States Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $579000000.00      | $587251983.27      | U.S. Treasuries (including strips) |
| United States Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $283000000.00      | $281519154.39      | U.S. Treasuries (including strips) |
| United States Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $875301000.00      | $839927023.04      | U.S. Treasuries (including strips) |
| United States Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $400000000.00      | $392406164.00      | U.S. Treasuries (including strips) |
| United States Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $333404200.00      | $313363706.96      | U.S. Treasuries (including strips) |
| United States Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $38110000.00       | $31649492.95       | U.S. Treasuries (including strips) |
| United States Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $502000000.00      | $510129217.32      | U.S. Treasuries (including strips) |
| United States Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $696900000.00      | $638704877.67      | U.S. Treasuries (including strips) |
| United States Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $535500000.00      | $544625916.03      | U.S. Treasuries (including strips) |
| United States Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $171000000.00      | $173343724.29      | U.S. Treasuries (including strips) |
| United States Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $3567000.00        | $3670687.52        | U.S. Treasuries (including strips) |
| United States Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $315000000.00      | $310474183.95      | U.S. Treasuries (including strips) |

### Security 678: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P859, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP18P859
- **C.18 - Value (incl. sponsor support):** $3151000000.00
- **C.18.a - Value (excl. sponsor support):** $3151000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.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 | 2032-01-15      | 0.1250%  | 0.0000% | $552403700.00      | $570618615.41      | U.S. Treasuries (including strips) |
| United States Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $1725555300.00     | $1756028848.18     | U.S. Treasuries (including strips) |
| United States Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $855900000.00      | $887372666.94      | U.S. Treasuries (including strips) |

### Security 679: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18P867, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP18P867
- **C.18 - Value (incl. sponsor support):** $6111600000.00
- **C.18.a - Value (excl. sponsor support):** $6111600000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 04.000 FGPC Q20297 G | 2043-07-01      | 4.0000%  | 0.0000% | $1997021.00        | $334678.46         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q18298 G | 2043-05-01      | 3.5000%  | 0.0000% | $1957308.00        | $268193.06         | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81321 G | 2044-08-01      | 4.0000%  | 0.0000% | $30193779.00       | $4761866.12        | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81158 G | 2044-05-01      | 4.0000%  | 0.0000% | $555914.00         | $132467.34         | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81252 G | 2044-07-01      | 4.0000%  | 0.0000% | $13873840.00       | $1570770.84        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q20119 G | 2043-07-01      | 4.0000%  | 0.0000% | $5827031.00        | $253165.50         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP878663 | 2036-02-01      | 6.5000%  | 0.0000% | $28323440.00       | $277251.46         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880307 | 2036-04-01      | 6.0000%  | 0.0000% | $2059.00           | $4.09              | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  | 0.0000% | $497092.00         | $138976.24         | Agency Mortgage-Backed Securities |
| 04.500 FGPC V84386 G | 2048-06-01      | 4.5000%  | 0.0000% | $150000002.00      | $20339668.54       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL878096 | 2036-04-01      | 6.0000%  | 0.0000% | $70038522.00       | $691713.73         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872316 | 2036-05-01      | 6.0000%  | 0.0000% | $48331092.00       | $288542.49         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP878451 | 2036-08-01      | 6.5000%  | 0.0000% | $53221902.00       | $81116.64          | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP871040 | 2037-02-01      | 5.5000%  | 0.0000% | $70006796.00       | $288409.02         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8871 | 2052-08-01      | 5.0000%  | 0.0000% | $1210636.00        | $1143539.81        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8280 | 2052-06-01      | 5.0000%  | 0.0000% | $1020492.00        | $562762.44         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8899 | 2052-09-01      | 5.0000%  | 0.0000% | $1325433.00        | $797713.30         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0021 | 2052-09-01      | 5.0000%  | 0.0000% | $1166478.00        | $1094714.01        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9170 | 2052-09-01      | 5.0000%  | 0.0000% | $1232758.00        | $712168.30         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3558 | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1372.48           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4198 | 2052-12-01      | 6.0000%  | 0.0000% | $1123350.00        | $1110802.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | 0.0000% | $353831.00         | $333540.28         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7508 | 2052-08-01      | 4.5000%  | 0.0000% | $1308205.00        | $1038266.14        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8230 | 2052-08-01      | 5.0000%  | 0.0000% | $1499003.00        | $1211074.46        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9574 | 2052-09-01      | 5.0000%  | 0.0000% | $1114076.00        | $713267.28         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9582 | 2052-09-01      | 5.0000%  | 0.0000% | $1657231.00        | $1315805.98        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5508 | 2052-07-01      | 5.0000%  | 0.0000% | $197117.00         | $157087.60         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9074 | 2052-09-01      | 5.0000%  | 0.0000% | $1374281.00        | $1261558.96        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9652 | 2052-09-01      | 4.5000%  | 0.0000% | $1078456.00        | $932030.05         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0791 | 2052-09-01      | 5.0000%  | 0.0000% | $1270750.00        | $963858.09         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8748 | 2052-08-01      | 5.0000%  | 0.0000% | $1003274.00        | $777211.92         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9646 | 2052-09-01      | 5.0000%  | 0.0000% | $1292994.00        | $1125798.70        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8721 | 2052-09-01      | 5.0000%  | 0.0000% | $1167750.00        | $876629.44         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0864 | 2052-10-01      | 5.0000%  | 0.0000% | $1221281.00        | $696723.94         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7761 | 2052-07-01      | 5.0000%  | 0.0000% | $1615651.00        | $961922.65         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9194 | 2052-09-01      | 5.0000%  | 0.0000% | $1134146.00        | $1061374.24        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0792 | 2052-09-01      | 5.0000%  | 0.0000% | $1658000.00        | $1308736.45        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1173 | 2052-10-01      | 5.0000%  | 0.0000% | $1033159.00        | $974913.70         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9710 | 2052-09-01      | 5.0000%  | 0.0000% | $1721915.00        | $1213214.08        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0798 | 2052-10-01      | 5.0000%  | 0.0000% | $1209805.00        | $983391.93         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8632 | 2052-08-01      | 5.0000%  | 0.0000% | $1137950.00        | $940551.83         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF3362 | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1406.42           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8645 | 2052-08-01      | 5.0000%  | 0.0000% | $1110074.00        | $755479.88         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q24793 G | 2044-02-01      | 4.0000%  | 0.0000% | $11330136.00       | $1541399.99        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8749 | 2052-08-01      | 5.0000%  | 0.0000% | $2184750.00        | $598550.77         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9584 | 2052-09-01      | 5.0000%  | 0.0000% | $3512726.00        | $2922698.68        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9291 | 2052-09-01      | 5.0000%  | 0.0000% | $1133995.00        | $656631.49         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2770 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $779.18            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  | 0.0000% | $2035.00           | $1780.81           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8799 | 2052-09-01      | 5.0000%  | 0.0000% | $1073645.00        | $974294.95         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  | 0.0000% | $1417985.00        | $1011346.75        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9702 | 2052-09-01      | 4.5000%  | 0.0000% | $1124106.00        | $885657.28         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0086 | 2052-09-01      | 5.0000%  | 0.0000% | $1150111.00        | $895122.54         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0006 | 2052-08-01      | 5.0000%  | 0.0000% | $1204606.00        | $938549.24         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8393 | 2053-04-01      | 6.0000%  | 0.0000% | $1425383.00        | $1070628.56        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6601 | 2053-04-01      | 5.5000%  | 0.0000% | $1315495.00        | $1182503.07        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7350 | 2053-09-01      | 6.5000%  | 0.0000% | $1098520.00        | $833751.35         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX7634 | 2053-05-01      | 5.5000%  | 0.0000% | $1416849.00        | $1280440.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX7290 | 2053-06-01      | 6.0000%  | 0.0000% | $1147669.00        | $1152832.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX4604 | 2052-12-01      | 5.5000%  | 0.0000% | $1071778.00        | $838696.15         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX2070 | 2052-11-01      | 6.0000%  | 0.0000% | $1006571.00        | $472941.25         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2509 | 2052-11-01      | 4.5000%  | 0.0000% | $1283979.00        | $1169686.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8148 | 2053-04-01      | 5.5000%  | 0.0000% | $1411390.00        | $1331459.46        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3154 | 2049-05-01      | 4.5000%  | 0.0000% | $1160622.00        | $267930.31         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9785 | 2053-04-01      | 6.0000%  | 0.0000% | $2452280.00        | $1716278.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8691 | 2053-03-01      | 5.5000%  | 0.0000% | $1027467.00        | $994554.13         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8394 | 2053-04-01      | 5.5000%  | 0.0000% | $1221053.00        | $1187490.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX4611 | 2052-12-01      | 5.5000%  | 0.0000% | $1052270.00        | $1015859.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9776 | 2053-04-01      | 6.0000%  | 0.0000% | $1305201.00        | $1190251.76        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX7625 | 2053-05-01      | 5.0000%  | 0.0000% | $1248429.00        | $1160941.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8910 | 2053-05-01      | 5.5000%  | 0.0000% | $1433416.00        | $999237.36         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  | 0.0000% | $497000.00         | $441951.88         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0108 | 2053-05-01      | 5.0000%  | 0.0000% | $1492936.00        | $989332.50         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5948 | 2053-02-01      | 6.0000%  | 0.0000% | $1038731.00        | $664029.94         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9031 | 2053-04-01      | 5.0000%  | 0.0000% | $1529675.00        | $1193545.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8254 | 2053-06-01      | 5.5000%  | 0.0000% | $1250938.00        | $1188190.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY1966 | 2053-05-01      | 6.0000%  | 0.0000% | $2719881.00        | $1677540.43        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX8252 | 2053-05-01      | 5.0000%  | 0.0000% | $1252788.00        | $1186649.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY2777 | 2053-06-01      | 5.5000%  | 0.0000% | $1531057.00        | $1342139.78        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX8714 | 2053-03-01      | 6.5000%  | 0.0000% | $6005.00           | $4409.81           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7287 | 2053-06-01      | 6.5000%  | 0.0000% | $1067520.00        | $853319.68         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX5100 | 2053-02-01      | 4.5000%  | 0.0000% | $1032155.00        | $693395.70         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6779 | 2053-03-01      | 5.5000%  | 0.0000% | $1074700.00        | $766810.98         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX8481 | 2053-03-01      | 4.5000%  | 0.0000% | $1107147.00        | $558785.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995867 | 2039-06-01      | 5.5000%  | 0.0000% | $38614462.00       | $778428.98         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1169 | 2042-08-01      | 4.0000%  | 0.0000% | $1002.00           | $101.70            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP995218 | 2038-10-01      | 6.5000%  | 0.0000% | $70616592.00       | $22217.87          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  | 0.0000% | $50142364.00       | $6721888.68        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD3135 | 2040-04-01      | 5.5000%  | 0.0000% | $18170935.00       | $903975.14         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  | 0.0000% | $9178889.00        | $7804489.45        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB6282 | 2042-09-01      | 3.5000%  | 0.0000% | $21640000.00       | $1847817.76        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CZAE0512 | 2050-07-01      | 4.5000%  | 0.0000% | $1004.00           | $139.35            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  | 0.0000% | $1222.00           | $56.27             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB6825 | 2042-11-01      | 3.5000%  | 0.0000% | $25000000.00       | $2561036.17        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  | 0.0000% | $12096368.00       | $10906145.00       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  | 0.0000% | $1114.00           | $1000.84           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR9367 | 2043-04-01      | 4.0000%  | 0.0000% | $1748193.00        | $213438.85         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9442 | 2046-11-01      | 3.5000%  | 0.0000% | $59250000.00       | $13822521.11       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP4450 | 2042-08-01      | 4.0000%  | 0.0000% | $6289104.00        | $644705.04         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP2981 | 2042-08-01      | 4.0000%  | 0.0000% | $9049978.00        | $1359740.70        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCB0286 | 2051-04-01      | 1.5000%  | 0.0000% | $166739520.00      | $93496840.21       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO9551 | 2042-07-01      | 4.0000%  | 0.0000% | $1254175.00        | $170243.24         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR3198 | 2043-03-01      | 3.5000%  | 0.0000% | $1074117.00        | $182640.95         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL2932 | 2042-07-01      | 4.0000%  | 0.0000% | $156000000.00      | $17914546.62       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR9350 | 2043-02-01      | 4.0000%  | 0.0000% | $1252539.00        | $542431.88         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0817 | 2051-06-01      | 2.0000%  | 0.0000% | $237106062.00      | $140838296.16      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5064 | 2044-02-01      | 4.5000%  | 0.0000% | $17394923.00       | $1711903.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI6963 | 2041-07-01      | 4.5000%  | 0.0000% | $2464000.00        | $351830.06         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAS5221 | 2045-06-01      | 3.5000%  | 0.0000% | $3735146.00        | $1086007.01        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR8634 | 2043-03-01      | 4.0000%  | 0.0000% | $4733553.00        | $1075118.93        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDA1016 | 2053-08-01      | 5.0000%  | 0.0000% | $501007.00         | $255480.82         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP881738 | 2036-03-01      | 6.5000%  | 0.0000% | $23642459.00       | $131341.99         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP880413 | 2036-10-01      | 6.0000%  | 0.0000% | $72712807.00       | $186304.39         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880316 | 2036-04-01      | 6.0000%  | 0.0000% | $23417020.00       | $95560.49          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA7162 | 2054-01-01      | 6.5000%  | 0.0000% | $1101170.00        | $995236.81         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879177 | 2036-01-01      | 6.0000%  | 0.0000% | $42964840.00       | $796728.19         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL870158 | 2036-03-01      | 6.0000%  | 0.0000% | $40325753.00       | $170753.02         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL869016 | 2036-05-01      | 6.0000%  | 0.0000% | $69861973.00       | $99946.81          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL871311 | 2036-05-01      | 6.0000%  | 0.0000% | $48584772.00       | $107932.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879495 | 2036-02-01      | 6.0000%  | 0.0000% | $2062.00           | $26.08             | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP880419 | 2036-12-01      | 5.5000%  | 0.0000% | $58281561.00       | $68670.40          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880824 | 2036-04-01      | 6.0000%  | 0.0000% | $18413002.00       | $137184.13         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879509 | 2036-03-01      | 6.0000%  | 0.0000% | $20691374.00       | $494655.08         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP878450 | 2036-08-01      | 6.0000%  | 0.0000% | $23469240.00       | $96907.83          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0962 | 2052-09-01      | 5.0000%  | 0.0000% | $1090716.00        | $831202.13         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0827 | 2052-10-01      | 5.0000%  | 0.0000% | $2297261.00        | $1519155.07        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q35715 G | 2045-09-01      | 4.5000%  | 0.0000% | $4301149.00        | $760692.81         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2785 | 2052-11-01      | 5.0000%  | 0.0000% | $1092132.00        | $738004.00         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0434 | 2052-09-01      | 5.0000%  | 0.0000% | $1131281.00        | $950220.52         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1537 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $640.01            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF2786 | 2052-11-01      | 6.0000%  | 0.0000% | $1329648.00        | $321637.75         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5318 | 2052-12-01      | 6.0000%  | 0.0000% | $378624.00         | $282304.36         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF4276 | 2052-12-01      | 5.5000%  | 0.0000% | $1122239.00        | $839988.91         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8892 | 2053-03-01      | 5.5000%  | 0.0000% | $1325612.00        | $1029897.65        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6811 | 2053-01-01      | 6.0000%  | 0.0000% | $1304687.00        | $1013349.94        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5430 | 2053-01-01      | 6.0000%  | 0.0000% | $1119174.00        | $926050.94         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7808 | 2053-01-01      | 5.5000%  | 0.0000% | $1124983.00        | $851146.59         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0512 | 2052-09-01      | 5.0000%  | 0.0000% | $1215000.00        | $900432.33         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF6444 | 2053-01-01      | 5.0000%  | 0.0000% | $202448.00         | $190765.22         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8289 | 2053-01-01      | 6.5000%  | 0.0000% | $1179118.00        | $1205785.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6492 | 2053-01-01      | 6.0000%  | 0.0000% | $2016.00           | $1198.40           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0730 | 2052-10-01      | 5.0000%  | 0.0000% | $1494360.00        | $1402754.39        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5419 | 2053-01-01      | 6.0000%  | 0.0000% | $1047750.00        | $732380.11         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2934 | 2052-11-01      | 5.5000%  | 0.0000% | $1464321.00        | $1132969.46        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6785 | 2053-01-01      | 5.5000%  | 0.0000% | $2373001.00        | $1447797.16        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7956 | 2053-02-01      | 6.0000%  | 0.0000% | $1114524.00        | $1104598.77        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62759 G | 2049-04-01      | 4.5000%  | 0.0000% | $3550259.00        | $1025903.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX6726 | 2053-02-01      | 6.0000%  | 0.0000% | $1020155.00        | $819606.61         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3620 | 2053-06-01      | 6.0000%  | 0.0000% | $1122500.00        | $1126178.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6209 | 2053-08-01      | 5.5000%  | 0.0000% | $1032325.00        | $883809.27         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3475 | 2053-06-01      | 6.0000%  | 0.0000% | $1114185.00        | $930155.02         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4521 | 2053-08-01      | 6.0000%  | 0.0000% | $1088594.00        | $1059800.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4887 | 2053-07-01      | 5.5000%  | 0.0000% | $1038650.00        | $731359.91         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5527 | 2053-07-01      | 6.0000%  | 0.0000% | $1916733.00        | $1549311.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5604 | 2053-07-01      | 6.0000%  | 0.0000% | $2493809.00        | $1605871.06        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3440 | 2053-06-01      | 6.5000%  | 0.0000% | $5001.00           | $4319.43           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0722 | 2053-05-01      | 5.0000%  | 0.0000% | $1240679.00        | $1171592.83        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX9799 | 2053-04-01      | 6.5000%  | 0.0000% | $1643600.00        | $1319738.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5914 | 2053-01-01      | 6.0000%  | 0.0000% | $1117876.00        | $975934.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9102 | 2053-03-01      | 6.0000%  | 0.0000% | $1139200.00        | $846559.54         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY2662 | 2053-05-01      | 6.0000%  | 0.0000% | $1241138.00        | $1231151.68        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY1068 | 2053-04-01      | 5.5000%  | 0.0000% | $1372080.00        | $793577.29         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9761 | 2053-04-01      | 5.5000%  | 0.0000% | $1076700.00        | $803815.89         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0745 | 2053-05-01      | 6.0000%  | 0.0000% | $1908943.00        | $1472643.26        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2174 | 2053-07-01      | 6.5000%  | 0.0000% | $1151599.00        | $1028866.09        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY0243 | 2053-04-01      | 6.5000%  | 0.0000% | $1079408.00        | $897105.60         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY2041 | 2053-05-01      | 6.0000%  | 0.0000% | $1097894.00        | $1097702.63        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX4629 | 2053-01-01      | 6.0000%  | 0.0000% | $1152625.00        | $869952.46         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2138 | 2053-06-01      | 6.5000%  | 0.0000% | $1072036.00        | $852728.45         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5777 | 2052-12-01      | 6.0000%  | 0.0000% | $1177936.00        | $912218.48         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX9789 | 2053-04-01      | 6.5000%  | 0.0000% | $1174690.00        | $873808.17         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2449 | 2053-07-01      | 6.5000%  | 0.0000% | $1097904.00        | $1092768.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8173 | 2053-04-01      | 5.5000%  | 0.0000% | $1393991.00        | $1144509.97        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q36666 G | 2045-10-01      | 3.5000%  | 0.0000% | $7568009.00        | $1202555.73        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  | 0.0000% | $2092025.00        | $1407984.38        | Agency Mortgage-Backed Securities |
| 03.500 FGPC U93186 G | 2046-09-01      | 3.5000%  | 0.0000% | $2155067.00        | $721105.35         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7235 | 2053-01-01      | 5.5000%  | 0.0000% | $1506877.00        | $1131068.27        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0435 | 2052-09-01      | 5.0000%  | 0.0000% | $1067835.00        | $664324.36         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0729 | 2052-10-01      | 5.0000%  | 0.0000% | $1889261.00        | $1242238.73        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF4791 | 2052-12-01      | 6.5000%  | 0.0000% | $1285981.00        | $937615.29         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5708 | 2053-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2423.24           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q37596 G | 2045-11-01      | 4.0000%  | 0.0000% | $10373618.00       | $1655741.59        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62230 G | 2049-03-01      | 4.5000%  | 0.0000% | $5043030.00        | $422735.78         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q39568 G | 2046-03-01      | 4.0000%  | 0.0000% | $7575800.00        | $1310808.56        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62279 G | 2049-03-01      | 4.5000%  | 0.0000% | $8086158.00        | $2097838.00        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q61909 G | 2049-02-01      | 4.5000%  | 0.0000% | $1473470.00        | $306552.39         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0731 | 2052-10-01      | 5.0000%  | 0.0000% | $1187840.00        | $901776.44         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61703 G | 2049-02-01      | 5.0000%  | 0.0000% | $2342476.00        | $854251.46         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q29169 G | 2044-10-01      | 4.0000%  | 0.0000% | $4675707.00        | $506664.40         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q34969 G | 2045-07-01      | 4.5000%  | 0.0000% | $9019297.00        | $1702078.79        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0239 | 2052-09-01      | 5.0000%  | 0.0000% | $1304665.00        | $985812.97         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1403 | 2052-10-01      | 5.0000%  | 0.0000% | $290892.00         | $252356.21         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0225 | 2052-09-01      | 5.0000%  | 0.0000% | $1211098.00        | $919422.59         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5452 | 2052-12-01      | 6.0000%  | 0.0000% | $2308877.00        | $1499283.37        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q38970 G | 2046-02-01      | 4.0000%  | 0.0000% | $8068117.00        | $1508239.76        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q36591 G | 2045-10-01      | 4.0000%  | 0.0000% | $47000.00          | $5757.91           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7860 | 2053-02-01      | 6.0000%  | 0.0000% | $1725844.00        | $1004552.16        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7471 | 2053-02-01      | 6.5000%  | 0.0000% | $1077659.00        | $664172.96         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q38492 G | 2046-01-01      | 4.0000%  | 0.0000% | $17000000.00       | $2157321.85        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61698 G | 2049-02-01      | 5.0000%  | 0.0000% | $1748148.00        | $605665.35         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62283 G | 2049-03-01      | 4.5000%  | 0.0000% | $3392823.00        | $975913.55         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8347 | 2053-02-01      | 6.0000%  | 0.0000% | $1360411.00        | $677271.25         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62126 G | 2049-03-01      | 4.0000%  | 0.0000% | $3902405.00        | $609368.10         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6648 | 2053-01-01      | 6.0000%  | 0.0000% | $1160734.00        | $1045269.41        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8411 | 2053-02-01      | 6.0000%  | 0.0000% | $1103750.00        | $775233.94         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF4960 | 2052-12-01      | 5.5000%  | 0.0000% | $711373.00         | $491145.97         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  | 0.0000% | $127375.00         | $111610.81         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62228 G | 2049-03-01      | 4.0000%  | 0.0000% | $3967504.00        | $463987.30         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3506 | 2053-06-01      | 5.5000%  | 0.0000% | $18003.00          | $16203.09          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3468 | 2053-06-01      | 5.5000%  | 0.0000% | $1014100.00        | $981644.09         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  | 0.0000% | $1234663.00        | $942033.65         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9026 | 2053-04-01      | 5.0000%  | 0.0000% | $1021041.00        | $818300.99         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9100 | 2053-03-01      | 5.0000%  | 0.0000% | $1520900.00        | $1439747.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8917 | 2053-05-01      | 6.0000%  | 0.0000% | $1330386.00        | $1040853.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6872 | 2053-02-01      | 5.5000%  | 0.0000% | $1376452.00        | $1072400.77        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2663 | 2053-05-01      | 6.5000%  | 0.0000% | $1268684.00        | $1017350.17        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7347 | 2053-09-01      | 6.5000%  | 0.0000% | $1095623.00        | $991960.91         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8731 | 2053-03-01      | 6.0000%  | 0.0000% | $1564209.00        | $1144229.92        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  | 0.0000% | $7000.00           | $6601.94           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5954 | 2053-02-01      | 6.0000%  | 0.0000% | $2048675.00        | $1299835.33        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0245 | 2053-04-01      | 5.0000%  | 0.0000% | $1401458.00        | $1120524.17        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2319 | 2053-07-01      | 6.5000%  | 0.0000% | $1093154.00        | $787507.70         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5016 | 2053-01-01      | 5.5000%  | 0.0000% | $1638500.00        | $1138557.58        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9024 | 2053-04-01      | 5.0000%  | 0.0000% | $1131028.00        | $679734.00         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX9911 | 2053-05-01      | 6.5000%  | 0.0000% | $1781907.00        | $853283.70         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7360 | 2053-09-01      | 6.5000%  | 0.0000% | $1071511.00        | $875474.50         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5134 | 2053-01-01      | 6.0000%  | 0.0000% | $1153763.00        | $526084.27         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2139 | 2053-06-01      | 6.5000%  | 0.0000% | $1092371.00        | $893849.74         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM8462 | 2048-10-01      | 4.5000%  | 0.0000% | $2424394.00        | $929955.37         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3421 | 2047-06-01      | 4.5000%  | 0.0000% | $5125274.00        | $1318963.05        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3156 | 2049-02-01      | 4.5000%  | 0.0000% | $1704431.00        | $384658.33         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7247 | 2048-07-01      | 4.5000%  | 0.0000% | $3721769.00        | $1351661.84        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5308 | 2047-12-01      | 4.5000%  | 0.0000% | $2735481.00        | $796251.66         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM8026 | 2048-09-01      | 4.5000%  | 0.0000% | $3520605.00        | $1039801.54        | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZN0624 | 2043-02-01      | 4.0000%  | 0.0000% | $4120766.00        | $1055799.97        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM8410 | 2048-09-01      | 4.5000%  | 0.0000% | $1763000.00        | $151744.83         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM8446 | 2048-09-01      | 4.5000%  | 0.0000% | $1253352.00        | $227914.41         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3472 | 2049-02-01      | 4.5000%  | 0.0000% | $1004173.00        | $467864.90         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7402 | 2048-07-01      | 4.5000%  | 0.0000% | $1994620.00        | $715269.40         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3542 | 2047-06-01      | 4.5000%  | 0.0000% | $1804708.00        | $489991.03         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7272 | 2048-07-01      | 4.5000%  | 0.0000% | $4915336.00        | $1044915.01        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4366 | 2047-10-01      | 4.5000%  | 0.0000% | $1670280.00        | $735015.26         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5359 | 2048-01-01      | 4.5000%  | 0.0000% | $1301891.00        | $405678.15         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7205 | 2048-07-01      | 4.5000%  | 0.0000% | $5599601.00        | $1639041.58        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4183 | 2047-09-01      | 4.5000%  | 0.0000% | $2263461.00        | $528887.45         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7301 | 2048-07-01      | 4.5000%  | 0.0000% | $1385508.00        | $472935.58         | Agency Mortgage-Backed Securities |
| FEPC 03.000 3UZN0013 | 2031-06-01      | 3.0000%  | 0.0000% | $1072946.00        | $141418.16         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7250 | 2048-07-01      | 4.5000%  | 0.0000% | $5461121.00        | $1402867.78        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7413 | 2048-07-01      | 4.5000%  | 0.0000% | $1002008.00        | $173057.29         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7829 | 2048-08-01      | 4.5000%  | 0.0000% | $1049687.00        | $377660.23         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3987 | 2049-03-01      | 4.5000%  | 0.0000% | $2185559.00        | $570582.91         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7186 | 2048-07-01      | 4.5000%  | 0.0000% | $2461061.00        | $851691.02         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5367 | 2048-01-01      | 4.5000%  | 0.0000% | $1893472.00        | $638188.86         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM5392 | 2048-01-01      | 3.5000%  | 0.0000% | $2405249.00        | $221215.33         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZN0565 | 2042-12-01      | 4.0000%  | 0.0000% | $2299045.00        | $209917.26         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5724 | 2048-02-01      | 4.5000%  | 0.0000% | $3344463.00        | $847345.32         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3194 | 2049-02-01      | 4.5000%  | 0.0000% | $1434770.00        | $564016.63         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7156 | 2048-07-01      | 4.5000%  | 0.0000% | $2611450.00        | $465895.20         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3002 | 2052-08-01      | 5.0000%  | 0.0000% | $1083725.00        | $765868.92         | Agency Mortgage-Backed Securities |
| 05.500 FGPC H09089 G | 2037-09-01      | 5.5000%  | 0.0000% | $2513.00           | $9.39              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7187 | 2048-07-01      | 4.5000%  | 0.0000% | $2137424.00        | $847261.17         | Agency Mortgage-Backed Securities |
| 05.500 FGPC K00031 G | 2037-04-01      | 5.5000%  | 0.0000% | $14490167.00       | $49795.20          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1976 | 2052-07-01      | 5.0000%  | 0.0000% | $1213000.00        | $975049.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5097 | 2052-08-01      | 5.0000%  | 0.0000% | $1122230.00        | $869661.15         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1226 | 2052-10-01      | 4.5000%  | 0.0000% | $59587589.00       | $47634483.04       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV7331 | 2052-07-01      | 5.0000%  | 0.0000% | $24860.00          | $11150.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW1844 | 2053-01-01      | 5.5000%  | 0.0000% | $1130950.00        | $1090513.07        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7623 | 2052-04-01      | 4.5000%  | 0.0000% | $999900.00         | $688683.60         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2364 | 2052-06-01      | 5.0000%  | 0.0000% | $1476900.00        | $1223550.67        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3118 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $574.24            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3598 | 2052-07-01      | 5.0000%  | 0.0000% | $1168669.00        | $836113.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1686 | 2052-07-01      | 5.0000%  | 0.0000% | $77419.00          | $59545.54          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1882 | 2053-06-01      | 4.5000%  | 0.0000% | $1321407.00        | $1212623.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5072 | 2052-07-01      | 5.0000%  | 0.0000% | $1211705.00        | $868676.96         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1721 | 2052-08-01      | 5.0000%  | 0.0000% | $1426548.00        | $1067084.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8828 | 2052-06-01      | 5.0000%  | 0.0000% | $1158878.00        | $853993.52         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8728 | 2053-08-01      | 6.5000%  | 0.0000% | $1150457.00        | $960859.66         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7340 | 2054-01-01      | 6.5000%  | 0.0000% | $1937366.00        | $1135756.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL4769 | 2044-01-01      | 5.0000%  | 0.0000% | $6514095.00        | $490872.31         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH4474 | 2041-01-01      | 4.0000%  | 0.0000% | $1140994.00        | $73540.20          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5279 | 2044-02-01      | 6.0000%  | 0.0000% | $65000.00          | $46562.48          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA5803 | 2051-09-01      | 4.0000%  | 0.0000% | $23895881.00       | $10028780.85       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO0210 | 2042-05-01      | 4.0000%  | 0.0000% | $12057635.00       | $846107.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAO5296 | 2042-07-01      | 4.0000%  | 0.0000% | $25011535.00       | $2654871.75        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA4810 | 2049-11-01      | 4.0000%  | 0.0000% | $2048800.00        | $510807.62         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0057 | 2051-04-01      | 2.0000%  | 0.0000% | $241454763.00      | $136231085.95      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI2822 | 2041-06-01      | 4.5000%  | 0.0000% | $10093204.00       | $664350.68         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8680 | 2053-08-01      | 6.5000%  | 0.0000% | $1027455.00        | $1056993.70        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6255 | 2051-11-01      | 2.5000%  | 0.0000% | $1489272.00        | $871215.60         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2676 | 2042-11-01      | 3.5000%  | 0.0000% | $2250000.00        | $350780.77         | Agency Mortgage-Backed Securities |
| 06.500 FGPC H09184 G | 2038-09-01      | 6.5000%  | 0.0000% | $45165437.00       | $131248.68         | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97806 G | 2041-03-01      | 4.5000%  | 0.0000% | $2365009.00        | $341367.95         | Agency Mortgage-Backed Securities |
| 04.500 FGPC A94284 G | 2040-10-01      | 4.5000%  | 0.0000% | $25002612.00       | $755150.72         | Agency Mortgage-Backed Securities |
| 06.000 FGPC H02223 G | 2038-01-01      | 6.0000%  | 0.0000% | $47471671.00       | $184459.60         | Agency Mortgage-Backed Securities |
| 06.000 FGPC H02643 G | 2038-05-01      | 6.0000%  | 0.0000% | $31304961.00       | $183904.13         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL3002 | 2042-04-01      | 4.0000%  | 0.0000% | $5156661.00        | $674970.92         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90953 G | 2040-02-01      | 5.5000%  | 0.0000% | $22033079.00       | $828951.99         | Agency Mortgage-Backed Securities |
| 06.000 FGPC A61517 G | 2036-10-01      | 6.0000%  | 0.0000% | $101720869.00      | $960615.99         | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97619 G | 2041-03-01      | 4.5000%  | 0.0000% | $50814820.00       | $2880064.79        | Agency Mortgage-Backed Securities |
| 06.000 FGPC G03878 G | 2038-02-01      | 6.0000%  | 0.0000% | $82564430.00       | $830559.78         | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97236 G | 2041-03-01      | 4.5000%  | 0.0000% | $4575383.00        | $272475.90         | Agency Mortgage-Backed Securities |
| 06.500 FGPC K39030 G | 2047-12-01      | 6.5000%  | 0.0000% | $65117453.00       | $200273.79         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5639 | 2054-06-01      | 5.5000%  | 0.0000% | $6000.00           | $5558.64           | Agency Mortgage-Backed Securities |
| 05.000 FGPC H09186 G | 2038-06-01      | 5.0000%  | 0.0000% | $21517923.00       | $115161.05         | Agency Mortgage-Backed Securities |
| 07.000 FGPC G07335 G | 2039-03-01      | 7.0000%  | 0.0000% | $19161.00          | $836.36            | Agency Mortgage-Backed Securities |
| 06.000 FGPC H19029 G | 2037-09-01      | 6.0000%  | 0.0000% | $30645760.00       | $36352.67          | Agency Mortgage-Backed Securities |
| 05.000 FGPC K30411 G | 2048-07-01      | 5.0000%  | 0.0000% | $12805567.00       | $956036.49         | Agency Mortgage-Backed Securities |
| 04.500 FGPC A87971 G | 2039-08-01      | 4.5000%  | 0.0000% | $100729354.00      | $3332281.97        | Agency Mortgage-Backed Securities |
| 05.000 FGPC H01001 G | 2037-07-01      | 5.0000%  | 0.0000% | $11342834.00       | $148180.28         | Agency Mortgage-Backed Securities |
| 05.500 FGPC H09192 G | 2038-04-01      | 5.5000%  | 0.0000% | $43702412.00       | $82512.28          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08779 G | 2047-09-01      | 3.5000%  | 0.0000% | $3862.00           | $463.39            | Agency Mortgage-Backed Securities |
| 06.000 FGPC H02644 G | 2038-05-01      | 6.0000%  | 0.0000% | $23244821.00       | $236350.05         | Agency Mortgage-Backed Securities |
| 06.000 FGPC H01482 G | 2036-06-01      | 6.0000%  | 0.0000% | $33185995.00       | $348430.30         | Agency Mortgage-Backed Securities |
| 05.500 FGPC H09047 G | 2037-07-01      | 5.5000%  | 0.0000% | $140000000.00      | $419863.94         | Agency Mortgage-Backed Securities |
| 05.500 FGPC H10115 G | 2037-04-01      | 5.5000%  | 0.0000% | $24685198.00       | $653398.16         | Agency Mortgage-Backed Securities |
| 07.000 FGPC A82560 G | 2038-10-01      | 7.0000%  | 0.0000% | $895777.00         | $15919.03          | Agency Mortgage-Backed Securities |
| 06.500 FGPC H01814 G | 2037-10-01      | 6.5000%  | 0.0000% | $113927594.00      | $139127.25         | Agency Mortgage-Backed Securities |
| 06.500 FGPC H09173 G | 2037-10-01      | 6.5000%  | 0.0000% | $140416278.00      | $823527.26         | Agency Mortgage-Backed Securities |
| 06.500 FGPC G03344 G | 2037-10-01      | 6.5000%  | 0.0000% | $52480000.00       | $478452.76         | Agency Mortgage-Backed Securities |
| 06.500 FGPC A61350 G | 2036-11-01      | 6.5000%  | 0.0000% | $70816820.00       | $1253535.63        | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90326 G | 2039-12-01      | 5.5000%  | 0.0000% | $33006294.00       | $596320.27         | Agency Mortgage-Backed Securities |
| 07.000 FGPC G03577 G | 2037-11-01      | 7.0000%  | 0.0000% | $29814447.00       | $365151.27         | Agency Mortgage-Backed Securities |
| 06.000 FGPC H09062 G | 2037-08-01      | 6.0000%  | 0.0000% | $245171038.00      | $515785.36         | Agency Mortgage-Backed Securities |
| 07.000 FGPC G03442 G | 2037-10-01      | 7.0000%  | 0.0000% | $100546208.00      | $1155906.98        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G15530 G | 2030-07-01      | 3.5000%  | 0.0000% | $2103.00           | $83.57             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4710 | 2049-04-01      | 4.5000%  | 0.0000% | $1450278.00        | $532008.41         | Agency Mortgage-Backed Securities |
| 05.000 FGPC G08864 G | 2049-02-01      | 5.0000%  | 0.0000% | $1250000.00        | $127835.51         | Agency Mortgage-Backed Securities |
| 05.000 FGPC G08844 G | 2048-10-01      | 5.0000%  | 0.0000% | $5421.00           | $520.09            | Agency Mortgage-Backed Securities |
| 05.000 FGPC H05119 G | 2038-04-01      | 5.0000%  | 0.0000% | $10001617.00       | $226079.41         | Agency Mortgage-Backed Securities |
| 06.000 FGPC H00416 G | 2036-12-01      | 6.0000%  | 0.0000% | $11187534.00       | $142285.08         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07175 G | 2041-12-01      | 3.5000%  | 0.0000% | $5539271.00        | $765718.01         | Agency Mortgage-Backed Securities |
| 07.000 FGPC A82013 G | 2038-09-01      | 7.0000%  | 0.0000% | $8929179.00        | $282879.74         | Agency Mortgage-Backed Securities |
| 06.000 FGPC G04303 G | 2038-04-01      | 6.0000%  | 0.0000% | $140171651.00      | $1632386.42        | Agency Mortgage-Backed Securities |
| 05.500 FGPC H09189 G | 2037-03-01      | 5.5000%  | 0.0000% | $642659715.00      | $1640472.43        | Agency Mortgage-Backed Securities |
| 04.500 FGPC A90398 G | 2039-12-01      | 4.5000%  | 0.0000% | $1075810.00        | $47199.09          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G07314 G | 2043-01-01      | 4.0000%  | 0.0000% | $4894645.00        | $586605.71         | Agency Mortgage-Backed Securities |
| 05.500 FGPC H19026 G | 2037-06-01      | 5.5000%  | 0.0000% | $25422004.00       | $257174.78         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90775 G | 2040-01-01      | 5.5000%  | 0.0000% | $23510453.00       | $1226602.26        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP1932 | 2050-04-01      | 3.0000%  | 0.0000% | $208235.00         | $59212.41          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4620 | 2054-05-01      | 5.5000%  | 0.0000% | $2036.00           | $1918.86           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1147 | 2050-01-01      | 3.5000%  | 0.0000% | $1170393.00        | $411661.75         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1137 | 2050-01-01      | 3.5000%  | 0.0000% | $1790019.00        | $790328.30         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $4179.00           | $3225.00           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  | 0.0000% | $6001.00           | $2235.86           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT3303 | 2051-08-01      | 2.5000%  | 0.0000% | $688998.00         | $395846.31         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH3583 | 2040-12-01      | 4.0000%  | 0.0000% | $1246285.00        | $50585.06          | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP256327 | 2036-06-01      | 6.0000%  | 0.0000% | $56793417.00       | $88964.33          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CZAL0723 | 2051-09-01      | 4.0000%  | 0.0000% | $32434940.00       | $2108295.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI7232 | 2041-07-01      | 4.5000%  | 0.0000% | $1891875.00        | $71530.23          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH2773 | 2053-09-01      | 5.0000%  | 0.0000% | $99101.00          | $94530.57          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1048 | 2053-04-01      | 5.5000%  | 0.0000% | $1232787.00        | $1057644.14        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8083 | 2052-10-01      | 5.0000%  | 0.0000% | $5018.00           | $4015.77           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI1962 | 2054-03-01      | 6.5000%  | 0.0000% | $3093.00           | $1938.33           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI8465 | 2041-08-01      | 4.5000%  | 0.0000% | $38893350.00       | $4404150.53        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0186 | 2053-09-01      | 6.5000%  | 0.0000% | $1204150.00        | $744579.43         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8530 | 2053-02-01      | 4.5000%  | 0.0000% | $31184768.00       | $25918026.80       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL190371 | 2036-07-01      | 6.5000%  | 0.0000% | $203745057.00      | $1433238.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG8896 | 2053-08-01      | 6.0000%  | 0.0000% | $1018254.00        | $1016563.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6685 | 2053-07-01      | 5.5000%  | 0.0000% | $1096.00           | $937.14            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0735 | 2053-09-01      | 6.5000%  | 0.0000% | $1105146.00        | $900754.44         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ8465 | 2041-12-01      | 4.0000%  | 0.0000% | $1025.00           | $95.47             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ1152 | 2054-08-01      | 7.0000%  | 0.0000% | $1148725.00        | $856108.68         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQAK0765 | 2042-03-01      | 4.0000%  | 0.0000% | $4759000.00        | $451689.72         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1440 | 2053-09-01      | 5.5000%  | 0.0000% | $1116114.00        | $797034.39         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7619 | 2053-07-01      | 6.5000%  | 0.0000% | $1084533.00        | $962507.69         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1985.34           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA4805 | 2049-11-01      | 3.5000%  | 0.0000% | $2525850.00        | $1125238.93        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL555135 | 2032-12-01      | 6.5000%  | 0.0000% | $62697048.00       | $74431.57          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI5176 | 2054-05-01      | 6.5000%  | 0.0000% | $1254602.00        | $1151990.59        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  | 0.0000% | $650000.00         | $555121.89         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1644 | 2053-04-01      | 6.0000%  | 0.0000% | $1000880.00        | $765973.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0567 | 2049-06-01      | 3.5000%  | 0.0000% | $1730475.00        | $677680.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  | 0.0000% | $19673.00          | $9642.19           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO3685 | 2049-12-01      | 3.5000%  | 0.0000% | $1267909.00        | $520896.58         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1133 | 2050-01-01      | 3.5000%  | 0.0000% | $19001.00          | $8222.35           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7794 | 2049-12-01      | 3.5000%  | 0.0000% | $1001206.00        | $397848.08         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  | 0.0000% | $1022.00           | $595.40            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8286 | 2049-11-01      | 3.5000%  | 0.0000% | $3528024.00        | $1510611.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2685 | 2049-07-01      | 3.5000%  | 0.0000% | $3491780.00        | $1031336.51        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0306 | 2049-04-01      | 4.5000%  | 0.0000% | $1486941.00        | $636261.26         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8271 | 2049-11-01      | 3.5000%  | 0.0000% | $5357596.00        | $913192.21         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8803 | 2050-01-01      | 3.5000%  | 0.0000% | $2962499.00        | $1391580.57        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4643 | 2049-11-01      | 3.0000%  | 0.0000% | $5111.00           | $1708.06           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2368 | 2049-11-01      | 3.5000%  | 0.0000% | $2108695.00        | $751885.40         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0325 | 2049-05-01      | 3.5000%  | 0.0000% | $1432720.00        | $565396.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO1528 | 2049-07-01      | 3.5000%  | 0.0000% | $3277153.00        | $1158470.15        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7786 | 2049-12-01      | 3.5000%  | 0.0000% | $1862212.00        | $751167.16         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  | 0.0000% | $1007971.00        | $435765.16         | Agency Mortgage-Backed Securities |
| 06.500 FGPC A44247 G | 2036-04-01      | 6.5000%  | 0.0000% | $20057571.00       | $383284.47         | Agency Mortgage-Backed Securities |
| 06.000 FGPC P58001 G | 2036-04-01      | 6.0000%  | 0.0000% | $27222780.00       | $336629.21         | Agency Mortgage-Backed Securities |
| 05.500 FGPC P51366 G | 2036-11-01      | 5.5000%  | 0.0000% | $56050129.00       | $1334221.58        | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51367 G | 2036-11-01      | 6.0000%  | 0.0000% | $37340872.00       | $748847.09         | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51364 G | 2036-12-01      | 6.0000%  | 0.0000% | $14974506.00       | $432732.78         | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $141794.00         | $1954.99           | Agency Mortgage-Backed Securities |
| 05.500 FGPC L10226 G | 2036-01-01      | 5.5000%  | 0.0000% | $91027074.00       | $977615.12         | Agency Mortgage-Backed Securities |
| 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $1154.00           | $17.41             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9961 | 2052-09-01      | 5.0000%  | 0.0000% | $1477255.00        | $1046234.33        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG0612 | 2053-04-01      | 6.0000%  | 0.0000% | $1537351.00        | $1226925.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF9924 | 2053-03-01      | 6.0000%  | 0.0000% | $1225550.00        | $1218049.31        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF9810 | 2053-02-01      | 5.5000%  | 0.0000% | $1270396.00        | $887043.61         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF9918 | 2053-03-01      | 5.5000%  | 0.0000% | $1119500.00        | $1083722.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL851630 | 2036-04-01      | 6.0000%  | 0.0000% | $54326524.00       | $297058.18         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2683 | 2045-11-01      | 3.5000%  | 0.0000% | $4199000.00        | $906698.25         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  | 0.0000% | $44810068.00       | $693648.02         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2620 | 2045-08-01      | 3.5000%  | 0.0000% | $4294271.00        | $841140.07         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q16722 G | 2043-03-01      | 4.0000%  | 0.0000% | $1291230.00        | $64833.38          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q03209 G | 2041-09-01      | 4.0000%  | 0.0000% | $3609996.00        | $380344.88         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q20299 G | 2043-07-01      | 4.0000%  | 0.0000% | $1323082.00        | $180326.82         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q07066 G | 2042-03-01      | 4.0000%  | 0.0000% | $3814373.00        | $555934.41         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW5818 | 2044-08-01      | 4.0000%  | 0.0000% | $1660511.00        | $267565.61         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q15748 G | 2043-02-01      | 3.5000%  | 0.0000% | $626000.00         | $137900.22         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL868838 | 2036-04-01      | 6.0000%  | 0.0000% | $20024804.00       | $491460.19         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q11101 G | 2042-09-01      | 4.0000%  | 0.0000% | $2947492.00        | $706906.71         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17118 G | 2043-04-01      | 4.0000%  | 0.0000% | $2069354.00        | $377230.14         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q19955 G | 2043-07-01      | 4.0000%  | 0.0000% | $6383175.00        | $535981.99         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX4014 | 2052-12-01      | 6.0000%  | 0.0000% | $1138256.00        | $1124222.37        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3940 | 2053-01-01      | 4.5000%  | 0.0000% | $1065730.00        | $789969.47         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3369 | 2052-12-01      | 6.0000%  | 0.0000% | $1455220.00        | $861669.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2231 | 2052-12-01      | 4.5000%  | 0.0000% | $710400.00         | $538477.14         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2374 | 2053-02-01      | 4.5000%  | 0.0000% | $1215454.00        | $916954.10         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX4137 | 2052-12-01      | 5.0000%  | 0.0000% | $1241860.00        | $971560.03         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2159 | 2053-01-01      | 5.5000%  | 0.0000% | $1471686.00        | $1058100.50        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3985 | 2052-10-01      | 4.5000%  | 0.0000% | $1629020.00        | $1277891.45        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3442 | 2052-11-01      | 6.0000%  | 0.0000% | $1064050.00        | $771820.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX2166 | 2052-12-01      | 6.0000%  | 0.0000% | $1443175.00        | $1144179.36        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3155 | 2052-12-01      | 6.0000%  | 0.0000% | $1153368.00        | $871584.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2147 | 2053-01-01      | 5.5000%  | 0.0000% | $1236198.00        | $1080709.11        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2188 | 2052-11-01      | 5.5000%  | 0.0000% | $1656904.00        | $1176946.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX3655 | 2052-12-01      | 5.5000%  | 0.0000% | $1033788.00        | $999106.59         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7760 | 2052-07-01      | 5.0000%  | 0.0000% | $1202939.00        | $1082959.74        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7945 | 2052-08-01      | 5.0000%  | 0.0000% | $1124425.00        | $1054345.65        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5269 | 2052-07-01      | 5.0000%  | 0.0000% | $353651.00         | $287208.57         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4327 | 2052-06-01      | 5.0000%  | 0.0000% | $1434715.00        | $1072006.80        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7553 | 2052-08-01      | 5.0000%  | 0.0000% | $1191393.00        | $1116434.58        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE8679 | 2052-08-01      | 4.0000%  | 0.0000% | $1412370.00        | $753674.99         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6733 | 2052-07-01      | 5.0000%  | 0.0000% | $1366227.00        | $1278442.53        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE5867 | 2052-07-01      | 4.5000%  | 0.0000% | $1517286.00        | $743472.63         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD1527 | 2051-11-01      | 2.5000%  | 0.0000% | $2013071.00        | $1255753.22        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6542 | 2052-07-01      | 5.0000%  | 0.0000% | $1815940.00        | $1350573.96        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5511 | 2052-07-01      | 5.0000%  | 0.0000% | $1051658.00        | $880818.71         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5672 | 2052-07-01      | 5.0000%  | 0.0000% | $1042175.00        | $629523.53         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7609 | 2052-08-01      | 5.0000%  | 0.0000% | $1407262.00        | $853785.17         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7656 | 2052-08-01      | 5.0000%  | 0.0000% | $1121520.00        | $768295.13         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5395 | 2052-07-01      | 5.0000%  | 0.0000% | $1041917.00        | $854304.75         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8143 | 2052-08-01      | 5.0000%  | 0.0000% | $1528007.00        | $1047448.33        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7501 | 2052-08-01      | 4.5000%  | 0.0000% | $1703751.00        | $841251.05         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5624 | 2052-07-01      | 5.0000%  | 0.0000% | $1000096.00        | $941046.25         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9092 | 2052-08-01      | 5.0000%  | 0.0000% | $7902457.00        | $6032393.55        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8969 | 2052-07-01      | 5.0000%  | 0.0000% | $1050894.00        | $820762.73         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8142 | 2052-08-01      | 5.0000%  | 0.0000% | $1801367.00        | $1261071.45        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8625 | 2052-08-01      | 5.0000%  | 0.0000% | $1044055.00        | $959698.79         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5506 | 2052-07-01      | 5.0000%  | 0.0000% | $1017331.00        | $773243.90         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8165 | 2052-08-01      | 5.0000%  | 0.0000% | $1328150.00        | $1117312.12        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7496 | 2052-08-01      | 4.5000%  | 0.0000% | $2046865.00        | $1539423.60        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7424 | 2052-08-01      | 5.0000%  | 0.0000% | $1063840.00        | $868825.53         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $606.40            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6730 | 2052-07-01      | 5.0000%  | 0.0000% | $1058300.00        | $986822.62         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9215 | 2052-09-01      | 5.0000%  | 0.0000% | $1200603.00        | $988146.58         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8789 | 2052-08-01      | 5.0000%  | 0.0000% | $1180301.00        | $1014527.29        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9651 | 2052-09-01      | 4.5000%  | 0.0000% | $1639988.00        | $849961.85         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8193 | 2052-08-01      | 5.0000%  | 0.0000% | $1602554.00        | $1183898.86        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3155 | 2049-05-01      | 4.5000%  | 0.0000% | $1486811.00        | $226100.61         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  | 0.0000% | $1293569.00        | $1150010.82        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4845 | 2049-03-01      | 4.5000%  | 0.0000% | $2214956.00        | $568452.39         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4873 | 2049-04-01      | 4.5000%  | 0.0000% | $1479246.00        | $664867.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $1500000.00        | $260465.31         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL979900 | 2038-05-01      | 6.0000%  | 0.0000% | $10297.00          | $103.19            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9053 | 2052-09-01      | 5.0000%  | 0.0000% | $1658650.00        | $1417701.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  | 0.0000% | $5000.00           | $3969.17           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9931 | 2052-09-01      | 5.0000%  | 0.0000% | $1739819.00        | $1227129.56        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  | 0.0000% | $54897668.00       | $574432.03         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  | 0.0000% | $17872820.00       | $720631.22         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG0848 | 2053-04-01      | 5.0000%  | 0.0000% | $1107239.00        | $782874.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9899 | 2052-10-01      | 4.5000%  | 0.0000% | $1435556.00        | $1028991.19        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0578 | 2053-04-01      | 5.5000%  | 0.0000% | $1081963.00        | $871859.95         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9527 | 2052-10-01      | 5.0000%  | 0.0000% | $1147767.00        | $423794.20         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9388 | 2052-09-01      | 5.0000%  | 0.0000% | $1076993.00        | $903351.19         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBW9616 | 2053-06-01      | 6.0000%  | 0.0000% | $1498990.00        | $1221669.14        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0573 | 2053-04-01      | 5.5000%  | 0.0000% | $1000838.00        | $936798.46         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9537 | 2052-10-01      | 5.0000%  | 0.0000% | $1649800.00        | $1410565.32        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9955 | 2052-09-01      | 5.0000%  | 0.0000% | $1094028.00        | $655544.09         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0181 | 2053-04-01      | 5.5000%  | 0.0000% | $1223001.00        | $1078747.79        | Agency Mortgage-Backed Securities |
| FEPC 04.500 3LZL0757 | 2037-05-01      | 4.5000%  | 0.0000% | $1640.00           | $1.27              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4541 | 2047-10-01      | 4.5000%  | 0.0000% | $2654745.00        | $861398.97         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2849 | 2042-03-01      | 4.0000%  | 0.0000% | $4320451.00        | $265685.55         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3408 | 2047-06-01      | 4.5000%  | 0.0000% | $1395058.00        | $484876.42         | Agency Mortgage-Backed Securities |
| 05.500 FGPC K30272 G | 2047-08-01      | 5.5000%  | 0.0000% | $18323080.00       | $138572.88         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3288 | 2047-05-01      | 4.5000%  | 0.0000% | $1647849.00        | $222163.67         | Agency Mortgage-Backed Securities |
| 05.500 FGPC K39025 G | 2048-04-01      | 5.5000%  | 0.0000% | $22307618.00       | $289450.89         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4963 | 2047-11-01      | 4.5000%  | 0.0000% | $2523740.00        | $934855.98         | Agency Mortgage-Backed Securities |
| 05.500 FGPC K39033 G | 2047-04-01      | 5.5000%  | 0.0000% | $33860822.00       | $549334.02         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2943 | 2042-04-01      | 4.0000%  | 0.0000% | $2680530.00        | $105057.91         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4713 | 2047-11-01      | 4.5000%  | 0.0000% | $1931892.00        | $568872.34         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2854 | 2042-03-01      | 4.0000%  | 0.0000% | $2233091.00        | $140007.51         | Agency Mortgage-Backed Securities |
| 07.000 FGPC G04887 G | 2038-11-01      | 7.0000%  | 0.0000% | $34604892.00       | $296543.45         | Agency Mortgage-Backed Securities |
| 04.000 FGPC G06843 G | 2041-12-01      | 4.0000%  | 0.0000% | $494000.00         | $46437.95          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2666 | 2042-02-01      | 4.0000%  | 0.0000% | $3118519.00        | $555982.83         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4271 | 2047-09-01      | 4.5000%  | 0.0000% | $1632503.00        | $942138.36         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $4142.00           | $2580.55           | Agency Mortgage-Backed Securities |
| 04.500 FGPC A96200 G | 2041-01-01      | 4.5000%  | 0.0000% | $31631704.00       | $1214281.13        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3779 | 2047-07-01      | 4.5000%  | 0.0000% | $1658563.00        | $477531.48         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3180 | 2047-05-01      | 4.5000%  | 0.0000% | $5036255.00        | $1153126.13        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4277 | 2047-09-01      | 4.5000%  | 0.0000% | $2020095.00        | $455987.61         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7203 | 2048-07-01      | 4.5000%  | 0.0000% | $3123691.00        | $830705.56         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3660 | 2047-07-01      | 4.5000%  | 0.0000% | $1015494.00        | $303822.04         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4959 | 2047-11-01      | 4.5000%  | 0.0000% | $2652983.00        | $736485.84         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK4686 | 2027-11-01      | 2.5000%  | 0.0000% | $1210.00           | $40.61             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4287 | 2047-09-01      | 4.5000%  | 0.0000% | $3693635.00        | $754862.69         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5455 | 2048-01-01      | 4.5000%  | 0.0000% | $2231110.00        | $806948.74         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM8027 | 2048-09-01      | 4.5000%  | 0.0000% | $5591344.00        | $1442749.67        | Agency Mortgage-Backed Securities |
| 05.500 FGPC H19004 G | 2037-01-01      | 5.5000%  | 0.0000% | $20387233.00       | $73922.50          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL3231 | 2042-06-01      | 4.0000%  | 0.0000% | $20774952.00       | $3864138.87        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3194 | 2047-05-01      | 4.5000%  | 0.0000% | $14073619.00       | $3658513.21        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4387 | 2047-10-01      | 4.5000%  | 0.0000% | $1523466.00        | $429466.50         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2698 | 2042-02-01      | 4.0000%  | 0.0000% | $1147420.00        | $278003.44         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4154 | 2047-09-01      | 4.5000%  | 0.0000% | $1143629.00        | $334810.67         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU6230 | 2052-01-01      | 3.0000%  | 0.0000% | $1488690.00        | $1033707.12        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  | 0.0000% | $1888668.00        | $477990.34         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV5162 | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $780.21            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU9888 | 2052-01-01      | 3.0000%  | 0.0000% | $8980.00           | $5544.94           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBU8739 | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $719.66            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  | 0.0000% | $30000.00          | $22449.70          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBP1134 | 2050-01-01      | 4.0000%  | 0.0000% | $1701895.00        | $706842.56         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  | 0.0000% | $1042693.00        | $504914.85         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV8912 | 2052-06-01      | 4.5000%  | 0.0000% | $1711800.00        | $1362732.94        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1060 | 2050-02-01      | 3.5000%  | 0.0000% | $1057438.00        | $462281.13         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  | 0.0000% | $1350687.00        | $1125580.35        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP2917 | 2050-02-01      | 3.5000%  | 0.0000% | $1460176.00        | $235902.42         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU8600 | 2052-01-01      | 3.0000%  | 0.0000% | $1504027.00        | $1036409.38        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV8662 | 2052-06-01      | 4.5000%  | 0.0000% | $13000.00          | $4624.32           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP5772 | 2050-05-01      | 2.0000%  | 0.0000% | $45651497.00       | $19683039.76       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  | 0.0000% | $363671.00         | $297146.46         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1714 | 2052-08-01      | 5.0000%  | 0.0000% | $1206159.00        | $1137281.07        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV9710 | 2052-06-01      | 4.5000%  | 0.0000% | $1179050.00        | $681939.74         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3421 | 2052-05-01      | 3.0000%  | 0.0000% | $1901324.00        | $1413684.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1846 | 2053-03-01      | 4.5000%  | 0.0000% | $813494.00         | $537814.64         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ3099 | 2050-10-01      | 3.0000%  | 0.0000% | $452963.00         | $157183.98         | Agency Mortgage-Backed Securities |
| 07.000 FGPC G04876 G | 2038-10-01      | 7.0000%  | 0.0000% | $24995047.00       | $341961.56         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL9627 | 2045-01-01      | 3.5000%  | 0.0000% | $33545215.00       | $8643023.12        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1829 | 2052-11-01      | 4.5000%  | 0.0000% | $1701493.00        | $1185560.77        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBW0464 | 2047-05-01      | 3.5000%  | 0.0000% | $1017279.00        | $848242.35         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI6124 | 2036-10-01      | 6.5000%  | 0.0000% | $1008.00           | $35.12             | Agency Mortgage-Backed Securities |
| 03.500 FGPC Z40129 G | 2043-10-01      | 3.5000%  | 0.0000% | $49999000.00       | $15867468.75       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBP1033 | 2050-01-01      | 4.0000%  | 0.0000% | $2001.00           | $516.87            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2431 | 2049-07-01      | 3.5000%  | 0.0000% | $4165618.00        | $986801.31         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8284 | 2049-11-01      | 3.5000%  | 0.0000% | $2342573.00        | $1297254.39        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8761 | 2050-01-01      | 3.5000%  | 0.0000% | $1141123.00        | $511351.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8268 | 2049-11-01      | 3.5000%  | 0.0000% | $1712731.00        | $675995.21         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2370 | 2049-11-01      | 3.5000%  | 0.0000% | $1237996.00        | $222921.14         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0315 | 2049-05-01      | 4.5000%  | 0.0000% | $1085989.00        | $362937.02         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8242 | 2049-11-01      | 3.5000%  | 0.0000% | $1308136.00        | $654714.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  | 0.0000% | $2738039.00        | $635925.85         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO1161 | 2049-07-01      | 3.5000%  | 0.0000% | $1312349.00        | $368542.74         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO9039 | 2050-02-01      | 3.5000%  | 0.0000% | $15787911.00       | $2757535.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8244 | 2049-11-01      | 3.5000%  | 0.0000% | $1160272.00        | $138354.27         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9736 | 2049-04-01      | 4.5000%  | 0.0000% | $1517171.00        | $873091.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7287 | 2050-02-01      | 3.5000%  | 0.0000% | $436852.00         | $147814.30         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO2375 | 2049-11-01      | 4.0000%  | 0.0000% | $1806965.00        | $124883.05         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8243 | 2049-11-01      | 3.5000%  | 0.0000% | $1167506.00        | $528750.58         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO3076 | 2049-08-01      | 3.5000%  | 0.0000% | $2648822.00        | $1404635.00        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO6102 | 2049-11-01      | 3.5000%  | 0.0000% | $1010298.00        | $272386.93         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO5233 | 2050-01-01      | 3.5000%  | 0.0000% | $1408207.00        | $459544.46         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN7868 | 2049-04-01      | 5.0000%  | 0.0000% | $1010113.00        | $239113.05         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0299 | 2049-05-01      | 4.5000%  | 0.0000% | $1711142.00        | $253904.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8756 | 2050-01-01      | 3.5000%  | 0.0000% | $6001.00           | $1356.21           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8279 | 2049-05-01      | 4.5000%  | 0.0000% | $1281808.00        | $271055.70         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  | 0.0000% | $1274983.00        | $1067975.30        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG1231 | 2053-04-01      | 5.0000%  | 0.0000% | $1576500.00        | $1161677.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8811 | 2053-07-01      | 5.5000%  | 0.0000% | $1269000.00        | $833445.46         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG1633 | 2053-04-01      | 5.0000%  | 0.0000% | $1244875.00        | $1178967.62        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2562 | 2053-05-01      | 5.5000%  | 0.0000% | $1132241.00        | $814281.04         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG6448 | 2053-07-01      | 6.5000%  | 0.0000% | $1292894.00        | $1161846.97        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG2368 | 2053-04-01      | 6.0000%  | 0.0000% | $1064413.00        | $759202.16         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG7930 | 2053-08-01      | 5.5000%  | 0.0000% | $1590771.00        | $1352932.63        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG5769 | 2053-06-01      | 6.5000%  | 0.0000% | $1011358.00        | $690971.98         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2507 | 2053-05-01      | 5.5000%  | 0.0000% | $1448234.00        | $893931.75         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH2146 | 2053-10-01      | 5.0000%  | 0.0000% | $16874503.00       | $14341759.93       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG5014 | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $920.44            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1934 | 2053-05-01      | 5.5000%  | 0.0000% | $1352170.00        | $1320637.93        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH5054 | 2053-11-01      | 6.5000%  | 0.0000% | $1027383.00        | $1058756.71        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7988 | 2053-08-01      | 6.5000%  | 0.0000% | $1065633.00        | $798296.26         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1041 | 2053-09-01      | 6.5000%  | 0.0000% | $1070855.00        | $1052232.96        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7997 | 2053-07-01      | 6.5000%  | 0.0000% | $1866949.00        | $1178243.37        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG6773 | 2053-07-01      | 6.5000%  | 0.0000% | $1053381.00        | $783129.75         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2419 | 2053-03-01      | 5.5000%  | 0.0000% | $1207864.00        | $870047.00         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG3810 | 2053-04-01      | 5.5000%  | 0.0000% | $1016595.00        | $292064.72         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7736 | 2054-01-01      | 6.5000%  | 0.0000% | $1120015.00        | $978010.90         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1444.54           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2074 | 2053-05-01      | 5.5000%  | 0.0000% | $1374535.00        | $1044656.41        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8368 | 2053-08-01      | 6.5000%  | 0.0000% | $1122170.00        | $1011419.44        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6022 | 2053-06-01      | 5.5000%  | 0.0000% | $2067500.00        | $1341994.53        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8760 | 2053-08-01      | 5.5000%  | 0.0000% | $1078687.00        | $697089.62         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG9236 | 2053-08-01      | 6.0000%  | 0.0000% | $78554.00          | $77573.39          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG8652 | 2053-08-01      | 6.0000%  | 0.0000% | $1114098.00        | $836531.50         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1232 | 2053-09-01      | 6.5000%  | 0.0000% | $1009296.00        | $835958.00         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1705 | 2053-04-01      | 5.5000%  | 0.0000% | $1456500.00        | $1393083.90        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG5615 | 2053-06-01      | 6.5000%  | 0.0000% | $1297342.00        | $1095113.11        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  | 0.0000% | $1687346.00        | $1296917.31        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG6973 | 2053-07-01      | 6.5000%  | 0.0000% | $1341661.00        | $1180968.57        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2843 | 2053-05-01      | 5.5000%  | 0.0000% | $1226125.00        | $1054616.13        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8684 | 2053-08-01      | 6.5000%  | 0.0000% | $1004396.00        | $808046.58         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4952 | 2053-06-01      | 6.0000%  | 0.0000% | $1107444.00        | $955556.03         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7990 | 2053-07-01      | 6.5000%  | 0.0000% | $1291051.00        | $1024652.49        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q06799 G | 2042-03-01      | 4.0000%  | 0.0000% | $2016.00           | $259.02            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL850583 | 2036-01-01      | 6.0000%  | 0.0000% | $44762425.00       | $436911.14         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL817753 | 2036-04-01      | 6.0000%  | 0.0000% | $33381310.00       | $142188.23         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q06696 G | 2042-03-01      | 4.0000%  | 0.0000% | $1651110.00        | $191896.15         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q18598 G | 2043-05-01      | 3.5000%  | 0.0000% | $5856082.00        | $1153255.51        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAV5576 | 2044-02-01      | 4.5000%  | 0.0000% | $24453470.00       | $2165874.45        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831440 | 2036-05-01      | 6.0000%  | 0.0000% | $61649342.00       | $496860.16         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAU9356 | 2043-11-01      | 4.0000%  | 0.0000% | $2634568.00        | $685551.96         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL850088 | 2035-11-01      | 6.0000%  | 0.0000% | $37407971.00       | $285724.77         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL849355 | 2036-01-01      | 6.0000%  | 0.0000% | $3074.00           | $55.21             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | 0.0000% | $79981807.00       | $486285.79         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17688 G | 2043-04-01      | 4.0000%  | 0.0000% | $1494898.00        | $69416.33          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852322 | 2036-04-01      | 6.0000%  | 0.0000% | $22909830.00       | $153115.53         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q06248 G | 2042-02-01      | 3.5000%  | 0.0000% | $8873809.00        | $919894.34         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q06568 G | 2042-03-01      | 4.0000%  | 0.0000% | $1202376.00        | $230356.85         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAY4215 | 2045-05-01      | 3.5000%  | 0.0000% | $1664259.00        | $98493.83          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852707 | 2036-01-01      | 6.0000%  | 0.0000% | $6906.00           | $53.15             | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q05827 G | 2042-02-01      | 4.0000%  | 0.0000% | $1028229.00        | $201722.26         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7170 | 2048-07-01      | 4.5000%  | 0.0000% | $6001.00           | $2316.54           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE3851 | 2052-06-01      | 5.0000%  | 0.0000% | $1164387.00        | $965507.75         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW1015 | 2044-05-01      | 4.5000%  | 0.0000% | $41505856.00       | $1730968.49        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU2598 | 2043-08-01      | 4.0000%  | 0.0000% | $3607987.00        | $328629.37         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAU8868 | 2043-11-01      | 4.5000%  | 0.0000% | $20004197.00       | $2170892.62        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q11599 G | 2042-10-01      | 4.0000%  | 0.0000% | $4695847.00        | $588897.77         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q05155 G | 2041-12-01      | 4.0000%  | 0.0000% | $6491802.00        | $666946.37         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831276 | 2036-02-01      | 6.0000%  | 0.0000% | $51631876.00       | $493684.75         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL851161 | 2036-04-01      | 6.0000%  | 0.0000% | $14312686.00       | $158385.16         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17953 G | 2043-05-01      | 4.0000%  | 0.0000% | $1377363.00        | $288733.65         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX1613 | 2044-08-01      | 3.5000%  | 0.0000% | $5063851.00        | $765256.13         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ6640 | 2046-01-01      | 4.0000%  | 0.0000% | $4606268.00        | $1561169.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831404 | 2036-03-01      | 6.0000%  | 0.0000% | $19140364.00       | $127964.44         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17730 G | 2043-04-01      | 4.0000%  | 0.0000% | $4220245.00        | $778719.89         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY3178 | 2045-02-01      | 4.0000%  | 0.0000% | $1450005.00        | $107128.54         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAY3392 | 2045-04-01      | 4.0000%  | 0.0000% | $72722.00          | $11400.35          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU2688 | 2043-07-01      | 4.0000%  | 0.0000% | $1446671.00        | $159106.37         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV8835 | 2044-09-01      | 4.0000%  | 0.0000% | $3034963.00        | $408645.36         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q16986 G | 2043-04-01      | 4.0000%  | 0.0000% | $5845957.00        | $742679.92         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  | 0.0000% | $7163756.00        | $894379.64         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA6187 | 2050-01-01      | 4.0000%  | 0.0000% | $1114328.00        | $151128.35         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1864 | 2048-09-01      | 4.5000%  | 0.0000% | $1385082.00        | $563473.60         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6179 | 2050-01-01      | 3.5000%  | 0.0000% | $3015267.00        | $992126.19         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2148 | 2048-11-01      | 4.5000%  | 0.0000% | $2001447.00        | $392176.29         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2981 | 2048-11-01      | 4.5000%  | 0.0000% | $1056540.00        | $429463.05         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1124 | 2049-07-01      | 3.5000%  | 0.0000% | $2120194.00        | $741446.06         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0903 | 2049-06-01      | 4.5000%  | 0.0000% | $1000926.00        | $467419.09         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4860 | 2049-01-01      | 5.0000%  | 0.0000% | $1504655.00        | $452394.68         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2995 | 2048-11-01      | 4.5000%  | 0.0000% | $2075512.00        | $623504.88         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA4355 | 2049-11-01      | 3.5000%  | 0.0000% | $499000.00         | $255814.38         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA4360 | 2049-10-01      | 4.5000%  | 0.0000% | $1583172.00        | $490771.42         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3011 | 2048-11-01      | 4.5000%  | 0.0000% | $4797991.00        | $1724356.28        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4839 | 2049-02-01      | 4.5000%  | 0.0000% | $6002.00           | $1352.31           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6180 | 2050-01-01      | 3.5000%  | 0.0000% | $3060564.00        | $1142081.50        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1250 | 2049-07-01      | 3.5000%  | 0.0000% | $1176920.00        | $375557.76         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2997 | 2048-11-01      | 4.5000%  | 0.0000% | $2304377.00        | $562103.24         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4852 | 2049-01-01      | 4.5000%  | 0.0000% | $2048121.00        | $746774.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3864 | 2049-03-01      | 4.5000%  | 0.0000% | $1845474.00        | $486407.84         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4887 | 2049-04-01      | 4.5000%  | 0.0000% | $6001.00           | $1076.92           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3872 | 2049-04-01      | 4.0000%  | 0.0000% | $2863370.00        | $148269.62         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3861 | 2049-03-01      | 4.0000%  | 0.0000% | $5936318.00        | $1330441.46        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA1129 | 2049-07-01      | 4.5000%  | 0.0000% | $1287588.00        | $272659.13         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9008 | 2048-09-01      | 4.5000%  | 0.0000% | $2125716.00        | $619636.41         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD5262 | 2052-01-01      | 2.0000%  | 0.0000% | $6000.00           | $4012.04           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $2016.00           | $1258.71           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6298 | 2052-07-01      | 5.0000%  | 0.0000% | $1094903.00        | $825717.15         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE4395 | 2052-06-01      | 3.5000%  | 0.0000% | $1865969.00        | $1133942.44        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6082 | 2052-07-01      | 5.0000%  | 0.0000% | $1451824.00        | $1106724.78        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN1207 | 2048-11-01      | 4.0000%  | 0.0000% | $2660467.00        | $796108.70         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6398 | 2052-07-01      | 5.0000%  | 0.0000% | $681716.00         | $478470.19         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA3343 | 2049-09-01      | 3.5000%  | 0.0000% | $3162481.00        | $503161.83         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4375 | 2052-06-01      | 5.0000%  | 0.0000% | $1984800.00        | $1216601.34        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD1893 | 2051-11-01      | 3.0000%  | 0.0000% | $1713279.00        | $1025592.38        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6083 | 2048-09-01      | 4.5000%  | 0.0000% | $1609005.00        | $844367.37         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRBM7223 | 2046-05-01      | 4.0000%  | 0.0000% | $2041053.00        | $1522554.35        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1293 | 2048-10-01      | 4.5000%  | 0.0000% | $1481944.00        | $725972.92         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC8654 | 2051-10-01      | 3.0000%  | 0.0000% | $1252023.00        | $656821.14         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7821 | 2049-05-01      | 4.5000%  | 0.0000% | $6729391.00        | $1257007.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4518 | 2048-10-01      | 4.5000%  | 0.0000% | $183623.00         | $49919.20          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE2559 | 2047-05-01      | 3.0000%  | 0.0000% | $99000.00          | $75138.25          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4893 | 2052-07-01      | 5.0000%  | 0.0000% | $1392620.00        | $644209.08         | Agency Mortgage-Backed Securities |
| FNMS 05.500 NQ889153 | 2037-12-01      | 5.5000%  | 0.0000% | $40831311.00       | $238457.26         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0225 | 2053-04-01      | 5.5000%  | 0.0000% | $1547279.00        | $1252702.62        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF9073 | 2053-02-01      | 4.5000%  | 0.0000% | $1234722.00        | $1090388.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0585 | 2053-04-01      | 5.5000%  | 0.0000% | $1191042.00        | $664580.59         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP959967 | 2037-11-01      | 6.0000%  | 0.0000% | $179258082.00      | $263091.42         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB2479 | 2041-03-01      | 4.5000%  | 0.0000% | $7010.00           | $466.07            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP915801 | 2037-08-01      | 6.5000%  | 0.0000% | $41787669.00       | $166095.64         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP944132 | 2037-07-01      | 6.5000%  | 0.0000% | $37584582.00       | $113126.04         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  | 0.0000% | $4604656.00        | $1223514.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL982357 | 2038-05-01      | 6.0000%  | 0.0000% | $11130.00          | $252.38            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL940767 | 2037-06-01      | 6.0000%  | 0.0000% | $6498.00           | $37.12             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  | 0.0000% | $5100.00           | $52.61             | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  | 0.0000% | $12233.00          | $106.11            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  | 0.0000% | $79090596.00       | $196474.86         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP897064 | 2036-07-01      | 6.0000%  | 0.0000% | $42207070.00       | $154090.64         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  | 0.0000% | $8000.00           | $781.12            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0565 | 2054-06-01      | 6.0000%  | 0.0000% | $62123265.00       | $58428286.02       | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP901421 | 2036-10-01      | 6.0000%  | 0.0000% | $26780465.00       | $81615.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | 0.0000% | $11023.00          | $187.56            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP891423 | 2036-03-01      | 6.0000%  | 0.0000% | $6296.00           | $7.82              | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  | 0.0000% | $50572403.00       | $48154304.22       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0457 | 2054-11-01      | 6.0000%  | 0.0000% | $27822813.00       | $26650354.76       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  | 0.0000% | $86514176.00       | $86108585.61       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  | 0.0000% | $55572883.00       | $53337494.61       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL903793 | 2036-10-01      | 6.5000%  | 0.0000% | $40958905.00       | $410580.10         | Agency Mortgage-Backed Securities |
| FNMS 07.000 NP888880 | 2037-12-01      | 7.0000%  | 0.0000% | $110000000.00      | $429792.09         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0889 | 2054-12-01      | 5.5000%  | 0.0000% | $5001.00           | $4936.55           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  | 0.0000% | $60817450.00       | $639544.92         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP891142 | 2036-06-01      | 6.0000%  | 0.0000% | $24220567.00       | $114991.91         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP885032 | 2036-05-01      | 6.5000%  | 0.0000% | $67903420.00       | $41055.34          | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  | 0.0000% | $81412677.00       | $265294.77         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP899282 | 2036-11-01      | 6.5000%  | 0.0000% | $21971100.00       | $92339.13          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0709 | 2054-11-01      | 5.0000%  | 0.0000% | $55296707.00       | $52921696.82       | Agency Mortgage-Backed Securities |
| FNMS 07.000 NP889809 | 2037-10-01      | 7.0000%  | 0.0000% | $64105677.00       | $261501.58         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2581 | 2052-08-01      | 4.0000%  | 0.0000% | $8785120.00        | $7238554.66        | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887660 | 2036-08-01      | 6.0000%  | 0.0000% | $24715651.00       | $150481.36         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9659 | 2054-12-01      | 5.5000%  | 0.0000% | $523391.00         | $510063.26         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0486 | 2054-11-01      | 5.0000%  | 0.0000% | $7041.00           | $6689.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  | 0.0000% | $58401466.00       | $57391398.87       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0552 | 2055-01-01      | 5.5000%  | 0.0000% | $2050.00           | $1995.19           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9785 | 2054-11-01      | 5.5000%  | 0.0000% | $31723379.00       | $30931640.88       | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887038 | 2036-08-01      | 6.0000%  | 0.0000% | $38829601.00       | $232237.45         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887760 | 2036-07-01      | 6.0000%  | 0.0000% | $56793858.00       | $106031.03         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF9069 | 2053-03-01      | 6.5000%  | 0.0000% | $1256681.00        | $933416.42         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0365 | 2053-04-01      | 5.5000%  | 0.0000% | $784192.00         | $531800.61         | Agency Mortgage-Backed Securities |
| 05.500 FGPC L10220 G | 2034-01-01      | 5.5000%  | 0.0000% | $202829357.00      | $1009102.48        | Agency Mortgage-Backed Securities |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $36349.00          | $1693.77           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G30680 G | 2029-07-01      | 4.5000%  | 0.0000% | $35276.00          | $700.83            | Agency Mortgage-Backed Securities |
| 05.500 FGPC A41752 G | 2036-01-01      | 5.5000%  | 0.0000% | $78977927.00       | $682276.12         | Agency Mortgage-Backed Securities |
| 05.500 FGPC P51359 G | 2036-10-01      | 5.5000%  | 0.0000% | $7575393.00        | $489868.71         | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51360 G | 2036-09-01      | 6.0000%  | 0.0000% | $12998430.00       | $707108.33         | Agency Mortgage-Backed Securities |
| 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  | 0.0000% | $22994735.00       | $37267.35          | Agency Mortgage-Backed Securities |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $31515.00          | $617.07            | Agency Mortgage-Backed Securities |
| 05.500 FGPC P51363 G | 2036-09-01      | 5.5000%  | 0.0000% | $12431231.00       | $302413.63         | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20603 G | 2034-05-01      | 6.0000%  | 0.0000% | $1000.00           | $14.66             | Agency Mortgage-Backed Securities |
| 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $42184.00          | $1645.02           | Agency Mortgage-Backed Securities |
| 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $4103.00           | $100.09            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51239 G | 2037-01-01      | 6.0000%  | 0.0000% | $11479044.00       | $290300.75         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q01903 G | 2041-07-01      | 4.5000%  | 0.0000% | $17236648.00       | $1030590.24        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q02918 G | 2041-08-01      | 4.0000%  | 0.0000% | $6110259.00        | $624443.19         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC2687 | 2051-06-01      | 3.0000%  | 0.0000% | $1267797.00        | $808420.64         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6949 | 2049-02-01      | 4.5000%  | 0.0000% | $1535513.00        | $391649.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8266 | 2049-05-01      | 4.5000%  | 0.0000% | $1823587.00        | $436539.82         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0296 | 2049-05-01      | 4.5000%  | 0.0000% | $1505470.00        | $532808.92         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN7929 | 2049-07-01      | 3.5000%  | 0.0000% | $1294827.00        | $649224.44         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  | 0.0000% | $1063732.00        | $232371.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN9486 | 2049-04-01      | 5.0000%  | 0.0000% | $1049590.00        | $421152.91         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB6830 | 2050-12-01      | 2.0000%  | 0.0000% | $1030.00           | $578.31            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6063 | 2050-01-01      | 3.5000%  | 0.0000% | $1640176.00        | $1074456.23        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQB0734 | 2050-07-01      | 3.5000%  | 0.0000% | $1012600.00        | $641497.09         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9626 | 2049-04-01      | 4.5000%  | 0.0000% | $1636305.00        | $502231.81         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC6994 | 2051-09-01      | 3.0000%  | 0.0000% | $505194.00         | $321262.81         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6043 | 2050-01-01      | 3.5000%  | 0.0000% | $2270578.00        | $888457.46         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8092 | 2049-03-01      | 4.5000%  | 0.0000% | $6002.00           | $1880.89           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5973 | 2050-01-01      | 3.5000%  | 0.0000% | $2115512.00        | $1332114.89        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN7935 | 2049-06-01      | 3.5000%  | 0.0000% | $4693374.00        | $1180939.81        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8300 | 2049-07-01      | 3.5000%  | 0.0000% | $1066458.00        | $477245.93         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  | 0.0000% | $317692.00         | $179519.32         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN9557 | 2049-07-01      | 3.5000%  | 0.0000% | $2028464.00        | $682366.03         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5746 | 2049-12-01      | 3.5000%  | 0.0000% | $2266279.00        | $835355.64         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  | 0.0000% | $6526625.00        | $288909.28         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8599 | 2049-05-01      | 3.5000%  | 0.0000% | $8443306.00        | $1415951.39        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9496 | 2049-05-01      | 4.5000%  | 0.0000% | $4897884.00        | $1714557.43        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8870 | 2049-05-01      | 3.5000%  | 0.0000% | $4360201.00        | $1148177.96        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7822 | 2049-03-01      | 4.5000%  | 0.0000% | $2735071.00        | $533548.14         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA6203 | 2050-01-01      | 4.0000%  | 0.0000% | $1404480.00        | $876666.87         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7869 | 2049-04-01      | 4.5000%  | 0.0000% | $1012470.00        | $429239.53         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1280 | 2053-04-01      | 6.0000%  | 0.0000% | $1263430.00        | $1123807.35        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG1183 | 2053-04-01      | 5.0000%  | 0.0000% | $1023441.00        | $976248.60         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1780 | 2053-05-01      | 6.0000%  | 0.0000% | $1707497.00        | $1372318.24        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1643 | 2053-04-01      | 6.0000%  | 0.0000% | $1044600.00        | $682438.01         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $851.50            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $11883115.00       | $11019119.62       | Agency Mortgage-Backed Securities |
| 07.000 FGPC G03822 G | 2038-01-01      | 7.0000%  | 0.0000% | $29514545.00       | $315278.71         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | 0.0000% | $1000.00           | $671.23            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $6000.00           | $4292.48           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8468 | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $928.41            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4978 | 2049-04-01      | 4.5000%  | 0.0000% | $287000.00         | $73362.64          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q02755 G | 2041-08-01      | 4.0000%  | 0.0000% | $8228074.00        | $788741.87         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6041 | 2049-05-01      | 4.5000%  | 0.0000% | $1526906.00        | $717493.39         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $848.93            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5232 | 2049-04-01      | 4.5000%  | 0.0000% | $1003074.00        | $262402.22         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4787 | 2049-04-01      | 4.5000%  | 0.0000% | $1170576.00        | $320848.66         | Agency Mortgage-Backed Securities |
| 06.500 FGPC A67429 G | 2037-11-01      | 6.5000%  | 0.0000% | $13383019.00       | $218636.44         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4013 | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $825.51            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $6000.00           | $4699.65           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2115 | 2052-09-01      | 4.0000%  | 0.0000% | $42983.00          | $31911.13          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5271 | 2054-05-01      | 5.5000%  | 0.0000% | $1014.00           | $921.73            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1586 | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1364.91           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4750 | 2049-04-01      | 4.5000%  | 0.0000% | $1964563.00        | $372033.09         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  | 0.0000% | $441060.00         | $366201.90         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4374 | 2053-12-01      | 6.5000%  | 0.0000% | $22751936.00       | $18387938.06       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3180 | 2053-06-01      | 6.5000%  | 0.0000% | $902818.00         | $750097.94         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  | 0.0000% | $4126.00           | $3521.19           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8360 | 2040-01-01      | 6.0000%  | 0.0000% | $4000.00           | $3382.14           | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZT1109 | 2042-09-01      | 4.0000%  | 0.0000% | $37765154.00       | $3237465.87        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $2016.00           | $1979.21           | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZA3576 | 2042-06-01      | 4.0000%  | 0.0000% | $10483069.00       | $1104361.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7888 | 2049-05-01      | 4.5000%  | 0.0000% | $1002237.00        | $355293.98         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6785 | 2049-02-01      | 4.5000%  | 0.0000% | $1913963.00        | $494355.72         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7019 | 2049-05-01      | 4.5000%  | 0.0000% | $1909650.00        | $617135.16         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7874 | 2049-05-01      | 4.5000%  | 0.0000% | $1813775.00        | $549728.66         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9632 | 2049-04-01      | 4.5000%  | 0.0000% | $1444517.00        | $414083.11         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6952 | 2049-02-01      | 4.5000%  | 0.0000% | $2268081.00        | $526891.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN7933 | 2049-06-01      | 3.5000%  | 0.0000% | $1426184.00        | $576480.01         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6197 | 2050-01-01      | 3.5000%  | 0.0000% | $4099887.00        | $1356949.35        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN9502 | 2049-06-01      | 3.5000%  | 0.0000% | $1970430.00        | $680835.16         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6087 | 2049-12-01      | 3.5000%  | 0.0000% | $1512542.00        | $673288.34         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA5873 | 2049-12-01      | 4.5000%  | 0.0000% | $1457469.00        | $411943.10         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  | 0.0000% | $2358397.00        | $1043729.95        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC0590 | 2051-04-01      | 3.0000%  | 0.0000% | $2457360.00        | $1480943.49        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB3610 | 2050-09-01      | 2.5000%  | 0.0000% | $1037419.00        | $512272.75         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5745 | 2049-12-01      | 3.5000%  | 0.0000% | $1280750.00        | $537608.43         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5867 | 2049-12-01      | 3.5000%  | 0.0000% | $1899859.00        | $248473.24         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5879 | 2049-12-01      | 3.5000%  | 0.0000% | $435889.00         | $176515.37         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5971 | 2050-01-01      | 3.5000%  | 0.0000% | $1543108.00        | $961600.81         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA6190 | 2050-01-01      | 4.5000%  | 0.0000% | $1041720.00        | $502188.88         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA6204 | 2050-01-01      | 4.0000%  | 0.0000% | $1893288.00        | $592375.35         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5866 | 2049-12-01      | 3.5000%  | 0.0000% | $2603170.00        | $1338259.55        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA7048 | 2050-02-01      | 3.5000%  | 0.0000% | $2599625.00        | $1170400.29        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6910 | 2050-02-01      | 3.5000%  | 0.0000% | $1078962.00        | $431328.24         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS8336 | 2046-11-01      | 4.5000%  | 0.0000% | $7733492.00        | $2140434.11        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQAS4120 | 2034-12-01      | 3.0000%  | 0.0000% | $3566937.00        | $521002.36         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7724 | 2046-07-01      | 3.5000%  | 0.0000% | $1457096.00        | $433604.09         | Agency Mortgage-Backed Securities |
| FNMS 04.000 I3BF0155 | 2046-10-01      | 4.0000%  | 0.0000% | $2620780.00        | $696136.26         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4277 | 2047-04-01      | 4.5000%  | 0.0000% | $6001.00           | $2230.34           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC2809 | 2046-08-01      | 3.5000%  | 0.0000% | $1669063.00        | $552578.66         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD5369 | 2047-06-01      | 4.0000%  | 0.0000% | $7016.00           | $3103.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  | 0.0000% | $61126.00          | $44413.25          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3596 | 2048-08-01      | 4.5000%  | 0.0000% | $1198698.00        | $132372.61         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ1081 | 2048-01-01      | 4.5000%  | 0.0000% | $1856341.00        | $636773.02         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0588 | 2048-11-01      | 4.5000%  | 0.0000% | $2066324.00        | $729068.49         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8866 | 2048-09-01      | 4.5000%  | 0.0000% | $9088.00           | $1844.56           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD5350 | 2047-05-01      | 4.5000%  | 0.0000% | $1090786.00        | $327256.10         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7762 | 2049-04-01      | 4.5000%  | 0.0000% | $1581917.00        | $572001.28         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6879 | 2048-07-01      | 4.5000%  | 0.0000% | $1237764.00        | $317668.51         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7199 | 2048-09-01      | 4.5000%  | 0.0000% | $2002029.00        | $957940.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD8003 | 2046-09-01      | 3.5000%  | 0.0000% | $1325821.00        | $195600.02         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9050 | 2048-11-01      | 4.5000%  | 0.0000% | $2400000.00        | $867072.24         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK5290 | 2048-06-01      | 4.5000%  | 0.0000% | $18780266.00       | $3703109.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK5337 | 2048-07-01      | 4.5000%  | 0.0000% | $27751748.00       | $4797572.32        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7198 | 2048-09-01      | 4.5000%  | 0.0000% | $1477587.00        | $299236.19         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59890 G | 2048-11-01      | 5.0000%  | 0.0000% | $2342799.00        | $665955.08         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q47338 G | 2047-04-01      | 4.0000%  | 0.0000% | $4720914.00        | $1167747.73        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57312 G | 2048-05-01      | 4.0000%  | 0.0000% | $1005975.00        | $156075.71         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q50914 G | 2047-09-01      | 3.5000%  | 0.0000% | $623650.00         | $166223.05         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q55627 G | 2048-04-01      | 4.0000%  | 0.0000% | $20358832.00       | $3543956.94        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50600 G | 2047-09-01      | 4.0000%  | 0.0000% | $1736556.00        | $533532.06         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0121 | 2049-06-01      | 3.5000%  | 0.0000% | $1874026.00        | $535541.71         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $166356224.00      | $36145506.57       | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q58621 G | 2048-09-01      | 4.5000%  | 0.0000% | $570430.00         | $152880.51         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48725 G | 2047-06-01      | 3.5000%  | 0.0000% | $1150603.00        | $245201.63         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58368 G | 2048-09-01      | 5.0000%  | 0.0000% | $1589230.00        | $384879.64         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q53573 G | 2048-01-01      | 4.5000%  | 0.0000% | $2186822.00        | $726148.84         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8795 | 2052-09-01      | 5.0000%  | 0.0000% | $1111060.00        | $1050801.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8784 | 2052-09-01      | 5.0000%  | 0.0000% | $1223550.00        | $1149271.52        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  | 0.0000% | $2480756.00        | $1160199.08        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ8365 | 2049-07-01      | 3.5000%  | 0.0000% | $2056714.00        | $942430.62         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH6683 | 2047-07-01      | 4.0000%  | 0.0000% | $18918329.00       | $750072.88         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBJ7541 | 2048-12-01      | 5.0000%  | 0.0000% | $1501520.00        | $697320.11         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7668 | 2047-10-01      | 4.5000%  | 0.0000% | $1072340.00        | $308454.87         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6150 | 2048-08-01      | 4.5000%  | 0.0000% | $3753688.00        | $380955.10         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6032 | 2048-11-01      | 4.5000%  | 0.0000% | $42850.00          | $19678.02          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ8310 | 2048-01-01      | 4.5000%  | 0.0000% | $1806372.00        | $912384.49         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4281 | 2047-06-01      | 4.5000%  | 0.0000% | $1502261.00        | $609417.39         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH0500 | 2047-04-01      | 4.0000%  | 0.0000% | $262000.00         | $61502.07          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH2333 | 2047-05-01      | 4.0000%  | 0.0000% | $3420960.00        | $866511.30         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8279 | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1002.35           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4628 | 2047-06-01      | 4.5000%  | 0.0000% | $2118668.00        | $794929.85         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ2383 | 2047-11-01      | 3.5000%  | 0.0000% | $1653084.00        | $680947.62         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE3697 | 2047-06-01      | 4.0000%  | 0.0000% | $47091929.00       | $11647614.38       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC4421 | 2046-03-01      | 4.0000%  | 0.0000% | $96000.00          | $15869.62          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5111 | 2047-08-01      | 3.5000%  | 0.0000% | $1518584.00        | $566843.59         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE8750 | 2047-05-01      | 4.5000%  | 0.0000% | $2260241.00        | $789490.66         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH1485 | 2047-06-01      | 4.5000%  | 0.0000% | $1084177.00        | $341201.88         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ2948 | 2047-11-01      | 4.0000%  | 0.0000% | $1562633.00        | $409974.90         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7667 | 2047-10-01      | 4.5000%  | 0.0000% | $1486719.00        | $578434.54         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK0122 | 2048-06-01      | 4.5000%  | 0.0000% | $1616567.00        | $558152.61         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6172 | 2048-09-01      | 4.5000%  | 0.0000% | $3303238.00        | $1011593.30        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH3270 | 2047-11-01      | 4.5000%  | 0.0000% | $10000.00          | $3749.16           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7247 | 2048-10-01      | 4.5000%  | 0.0000% | $2168372.00        | $527078.32         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ1066 | 2048-01-01      | 4.5000%  | 0.0000% | $1280047.00        | $491451.30         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59889 G | 2048-11-01      | 5.0000%  | 0.0000% | $1787245.00        | $354179.02         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58718 G | 2048-09-01      | 5.0000%  | 0.0000% | $2875300.00        | $968132.44         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57476 G | 2048-07-01      | 4.0000%  | 0.0000% | $3086019.00        | $1025472.41        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q57805 G | 2048-08-01      | 5.0000%  | 0.0000% | $391217.00         | $41271.15          | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59887 G | 2048-11-01      | 5.0000%  | 0.0000% | $1306163.00        | $515287.77         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q53638 G | 2048-01-01      | 4.0000%  | 0.0000% | $1067336.00        | $429889.63         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57334 G | 2048-05-01      | 4.0000%  | 0.0000% | $3340597.00        | $1020584.77        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q57806 G | 2048-08-01      | 5.0000%  | 0.0000% | $2176726.00        | $706687.70         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58535 G | 2048-09-01      | 5.0000%  | 0.0000% | $2191396.00        | $631407.86         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q53142 G | 2047-12-01      | 4.5000%  | 0.0000% | $1474482.00        | $502738.80         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA0278 | 2049-05-01      | 5.0000%  | 0.0000% | $1592028.00        | $262265.03         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0399 | 2049-06-01      | 4.5000%  | 0.0000% | $1459622.00        | $609475.51         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58036 G | 2048-08-01      | 5.0000%  | 0.0000% | $1496721.00        | $481843.61         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8787 | 2052-09-01      | 5.0000%  | 0.0000% | $1073655.00        | $804668.61         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58716 G | 2048-09-01      | 5.0000%  | 0.0000% | $1297255.00        | $475308.81         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q59980 G | 2048-11-01      | 4.0000%  | 0.0000% | $7336148.00        | $1459824.69        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0721 | 2049-06-01      | 3.5000%  | 0.0000% | $1824319.00        | $500608.05         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0086 | 2049-06-01      | 3.5000%  | 0.0000% | $1998098.00        | $830660.91         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0455 | 2049-06-01      | 3.5000%  | 0.0000% | $1596341.00        | $643985.24         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59602 G | 2048-11-01      | 5.0000%  | 0.0000% | $2362017.00        | $795167.71         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3052 | 2049-02-01      | 4.5000%  | 0.0000% | $100276774.00      | $6830545.25        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9386 | 2051-03-01      | 2.0000%  | 0.0000% | $243885588.00      | $140144047.71      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4322 | 2053-06-01      | 6.5000%  | 0.0000% | $1031532.00        | $695750.15         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8750 | 2051-02-01      | 2.0000%  | 0.0000% | $5220.00           | $3066.48           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9037 | 2051-02-01      | 2.0000%  | 0.0000% | $4855.00           | $2635.51           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4303 | 2053-06-01      | 6.5000%  | 0.0000% | $1056388.00        | $766586.74         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8688 | 2051-01-01      | 2.0000%  | 0.0000% | $113731672.00      | $59961370.84       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9013 | 2053-08-01      | 6.0000%  | 0.0000% | $1101537.00        | $793310.84         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8059 | 2050-12-01      | 2.0000%  | 0.0000% | $219200438.00      | $135296761.14      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA9234 | 2051-02-01      | 3.0000%  | 0.0000% | $100477913.00      | $57428398.95       | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q56865 G | 2048-06-01      | 4.5000%  | 0.0000% | $1099300.00        | $469007.56         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q57770 G | 2048-08-01      | 4.5000%  | 0.0000% | $1257088.00        | $78087.89          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9189 | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $567.80            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8849 | 2051-02-01      | 2.0000%  | 0.0000% | $171913728.00      | $97292074.58       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8683 | 2051-01-01      | 2.0000%  | 0.0000% | $1115.00           | $600.00            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8891 | 2051-02-01      | 2.0000%  | 0.0000% | $1106016.00        | $620706.27         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6038 | 2050-06-01      | 2.5000%  | 0.0000% | $72295593.00       | $31374689.36       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9288 | 2051-02-01      | 2.5000%  | 0.0000% | $85719783.00       | $48976588.25       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE3658 | 2052-06-01      | 5.0000%  | 0.0000% | $1099443.00        | $930177.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0975 | 2049-01-01      | 4.5000%  | 0.0000% | $4120303.00        | $573829.38         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9913 | 2048-09-01      | 4.5000%  | 0.0000% | $5551240.00        | $1399550.24        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN1028 | 2049-03-01      | 5.0000%  | 0.0000% | $1212002.00        | $112258.61         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7487 | 2048-07-01      | 4.5000%  | 0.0000% | $1165050.00        | $297239.10         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1457 | 2048-11-01      | 4.5000%  | 0.0000% | $3265764.00        | $850313.29         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8692 | 2048-07-01      | 4.5000%  | 0.0000% | $1947518.00        | $407517.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7076 | 2048-06-01      | 4.5000%  | 0.0000% | $1367723.00        | $480107.33         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7117 | 2048-08-01      | 4.5000%  | 0.0000% | $6001.00           | $1099.42           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE3952 | 2052-06-01      | 5.0000%  | 0.0000% | $1817695.00        | $1229265.80        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0529 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $255.86            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58384 G | 2048-09-01      | 5.0000%  | 0.0000% | $1539725.00        | $194052.12         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA0281 | 2049-04-01      | 5.0000%  | 0.0000% | $1652225.00        | $168364.09         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58465 G | 2048-09-01      | 5.0000%  | 0.0000% | $2607777.00        | $764380.79         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58538 G | 2048-09-01      | 5.0000%  | 0.0000% | $1267607.00        | $596458.47         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1394 | 2049-07-01      | 3.5000%  | 0.0000% | $2064000.00        | $973669.19         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0555 | 2049-06-01      | 4.5000%  | 0.0000% | $2248317.00        | $389573.10         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q58671 G | 2048-09-01      | 4.5000%  | 0.0000% | $35807.00          | $22480.55          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $3996.62           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0081 | 2049-06-01      | 4.5000%  | 0.0000% | $1153743.00        | $241495.70         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA2564 | 2049-09-01      | 3.5000%  | 0.0000% | $2838637.00        | $958045.09         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8759 | 2052-10-01      | 5.0000%  | 0.0000% | $1658063.00        | $1330513.81        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1101 | 2049-07-01      | 3.5000%  | 0.0000% | $2705755.00        | $970436.35         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0548 | 2049-06-01      | 3.5000%  | 0.0000% | $2869028.00        | $1238936.01        | Agency Mortgage-Backed Securities |
| 04.000 FGPC G61559 G | 2048-03-01      | 4.0000%  | 0.0000% | $35694981.00       | $5600260.57        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1225 | 2049-07-01      | 3.5000%  | 0.0000% | $77661.00          | $23516.37          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q59245 G | 2048-10-01      | 4.0000%  | 0.0000% | $14620862.00       | $3649695.60        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1127 | 2049-07-01      | 3.5000%  | 0.0000% | $6845880.00        | $1259144.40        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0283 | 2049-06-01      | 3.5000%  | 0.0000% | $2228499.00        | $762145.47         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1381 | 2049-07-01      | 3.5000%  | 0.0000% | $2841050.00        | $1009151.32        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59601 G | 2048-11-01      | 5.0000%  | 0.0000% | $1475034.00        | $251172.23         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59891 G | 2048-11-01      | 5.0000%  | 0.0000% | $1514144.00        | $582531.28         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q59886 G | 2048-11-01      | 4.5000%  | 0.0000% | $1720985.00        | $953636.62         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0451 | 2049-06-01      | 3.5000%  | 0.0000% | $4741589.00        | $1240399.32        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6177 | 2050-01-01      | 3.5000%  | 0.0000% | $2814091.00        | $1208654.47        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA2150 | 2049-08-01      | 4.5000%  | 0.0000% | $2426507.00        | $838675.17         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1257 | 2049-07-01      | 3.5000%  | 0.0000% | $2106185.00        | $397182.18         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN1280 | 2049-06-01      | 3.5000%  | 0.0000% | $8680559.00        | $2356703.12        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7813 | 2049-05-01      | 4.5000%  | 0.0000% | $6001.00           | $1775.80           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7243 | 2048-10-01      | 4.5000%  | 0.0000% | $1261088.00        | $548993.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP745962 | 2036-09-01      | 6.0000%  | 0.0000% | $162157618.00      | $379203.37         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $8998384.00        | $932967.08         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17383 G | 2043-04-01      | 4.0000%  | 0.0000% | $2515183.00        | $282519.78         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAZ0842 | 2045-07-01      | 3.5000%  | 0.0000% | $1082639.00        | $285696.95         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q03146 G | 2041-09-01      | 4.0000%  | 0.0000% | $8975320.00        | $884085.89         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL848942 | 2036-01-01      | 6.0000%  | 0.0000% | $69813172.00       | $294901.96         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK9601 | 2048-06-01      | 4.0000%  | 0.0000% | $1787175.00        | $639777.77         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ8377 | 2049-07-01      | 3.5000%  | 0.0000% | $7960116.00        | $2071050.95        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6081 | 2048-09-01      | 4.5000%  | 0.0000% | $4441878.00        | $1199081.84        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH7573 | 2047-08-01      | 4.0000%  | 0.0000% | $1746542.00        | $494846.12         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0697 | 2048-09-01      | 4.5000%  | 0.0000% | $1304198.00        | $480162.48         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9051 | 2048-11-01      | 4.5000%  | 0.0000% | $3224505.00        | $1224537.47        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6691 | 2048-11-01      | 4.5000%  | 0.0000% | $1394052.00        | $528382.35         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0395 | 2052-04-01      | 3.0000%  | 0.0000% | $210684.00         | $136264.26         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN0714 | 2048-09-01      | 5.0000%  | 0.0000% | $1321475.00        | $852236.45         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH9381 | 2047-10-01      | 4.5000%  | 0.0000% | $8639190.00        | $1662480.48        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0891 | 2048-11-01      | 4.5000%  | 0.0000% | $5138356.00        | $819939.45         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7337 | 2048-10-01      | 4.5000%  | 0.0000% | $1521611.00        | $1060276.63        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX1274 | 2044-09-01      | 4.0000%  | 0.0000% | $2813555.00        | $421450.69         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  | 0.0000% | $7375288.00        | $799202.35         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX6481 | 2044-11-01      | 4.0000%  | 0.0000% | $8489272.00        | $1161000.37        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  | 0.0000% | $9334917.00        | $1352753.43        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAY1318 | 2045-03-01      | 4.0000%  | 0.0000% | $26466.00          | $3434.90           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU9237 | 2038-10-01      | 4.0000%  | 0.0000% | $4195471.00        | $567663.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX1190 | 2044-10-01      | 4.0000%  | 0.0000% | $3001.00           | $1026.90           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY1242 | 2045-01-01      | 4.0000%  | 0.0000% | $1133294.00        | $199877.36         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV2874 | 2043-12-01      | 4.0000%  | 0.0000% | $14541277.00       | $2277887.92        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW9490 | 2044-11-01      | 4.0000%  | 0.0000% | $1176433.00        | $24271.43          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q05105 G | 2041-12-01      | 4.0000%  | 0.0000% | $3321776.00        | $366055.63         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY8218 | 2045-05-01      | 4.0000%  | 0.0000% | $152472.00         | $15504.03          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV8875 | 2044-12-01      | 4.0000%  | 0.0000% | $2554666.00        | $639683.74         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD2809 | 2051-11-01      | 3.0000%  | 0.0000% | $1079191.00        | $498427.09         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE3665 | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $767.30            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7244 | 2048-10-01      | 4.5000%  | 0.0000% | $2148872.00        | $923908.36         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD4227 | 2052-01-01      | 2.0000%  | 0.0000% | $5979.00           | $4067.92           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1278 | 2049-03-01      | 4.5000%  | 0.0000% | $4218548.00        | $1095703.38        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE4399 | 2052-06-01      | 3.0000%  | 0.0000% | $1315642.00        | $841068.09         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0696 | 2048-09-01      | 4.5000%  | 0.0000% | $2869995.00        | $843603.29         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4328 | 2052-06-01      | 5.0000%  | 0.0000% | $1154995.00        | $761068.92         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  | 0.0000% | $1078457.00        | $627391.15         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6043 | 2048-09-01      | 4.5000%  | 0.0000% | $1775108.00        | $863925.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6134 | 2048-07-01      | 4.5000%  | 0.0000% | $2756275.00        | $831564.27         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9876 | 2048-10-01      | 4.5000%  | 0.0000% | $3780850.00        | $1139178.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1033 | 2049-04-01      | 4.5000%  | 0.0000% | $1022277.00        | $255439.55         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN0507 | 2048-09-01      | 5.0000%  | 0.0000% | $2194332.00        | $437307.85         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  | 0.0000% | $6003.00           | $526.87            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6129 | 2048-07-01      | 4.5000%  | 0.0000% | $1673696.00        | $597015.48         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0716 | 2048-09-01      | 4.5000%  | 0.0000% | $2067465.00        | $627344.05         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8690 | 2048-07-01      | 4.5000%  | 0.0000% | $1828579.00        | $605807.46         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9615 | 2054-12-01      | 6.0000%  | 0.0000% | $500833.00         | $486445.84         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7278 | 2053-10-01      | 6.5000%  | 0.0000% | $114085301.00      | $94792230.69       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  | 0.0000% | $1035801.00        | $484533.60         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9070 | 2054-08-01      | 5.5000%  | 0.0000% | $2393758.00        | $2220317.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $953.58            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  | 0.0000% | $45907273.00       | $42769854.23       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7057 | 2053-09-01      | 6.0000%  | 0.0000% | $30505216.00       | $27429688.36       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  | 0.0000% | $78810859.00       | $67342569.26       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9682 | 2054-12-01      | 6.5000%  | 0.0000% | $1024.00           | $985.31            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9014 | 2054-08-01      | 6.0000%  | 0.0000% | $50031294.00       | $48193920.55       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8713 | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.08           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8756 | 2054-06-01      | 6.0000%  | 0.0000% | $26799607.00       | $25386443.63       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9440 | 2054-11-01      | 5.5000%  | 0.0000% | $5086278.00        | $4896641.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9504 | 2054-11-01      | 6.0000%  | 0.0000% | $94123648.00       | $93015918.20       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  | 0.0000% | $1041.00           | $863.09            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7858 | 2054-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1866.26           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $848.36            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6930 | 2053-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2379.76           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  | 0.0000% | $66359824.00       | $64542930.29       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9740 | 2055-01-01      | 5.5000%  | 0.0000% | $152532169.00      | $150160558.28      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6070 | 2053-04-01      | 5.5000%  | 0.0000% | $3148.00           | $2633.75           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9346 | 2054-10-01      | 6.0000%  | 0.0000% | $2016.00           | $1968.40           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9431 | 2054-11-01      | 5.5000%  | 0.0000% | $904493.00         | $878392.33         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8822 | 2054-07-01      | 6.5000%  | 0.0000% | $24236832.00       | $22245662.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9741 | 2055-01-01      | 6.0000%  | 0.0000% | $99651840.00       | $99897831.29       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9212 | 2054-09-01      | 5.5000%  | 0.0000% | $10394326.00       | $10094073.36       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $25959359.00       | $24134524.17       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8201 | 2054-03-01      | 7.0000%  | 0.0000% | $6000.00           | $5873.69           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8724 | 2054-06-01      | 6.5000%  | 0.0000% | $2051.00           | $1823.89           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9933 | 2055-02-01      | 5.5000%  | 0.0000% | $85010048.00       | $83698211.94       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  | 0.0000% | $17105.00          | $15084.62          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9831 | 2055-01-01      | 6.5000%  | 0.0000% | $1190772.00        | $1177044.88        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | 0.0000% | $25950415.00       | $22775969.02       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8863 | 2054-07-01      | 6.0000%  | 0.0000% | $1997.00           | $1813.78           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  | 0.0000% | $111047691.00      | $100122952.85      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8718 | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $943.90            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8362 | 2054-04-01      | 6.5000%  | 0.0000% | $19946688.00       | $18317765.44       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9780 | 2055-01-01      | 5.0000%  | 0.0000% | $55463065.00       | $52823854.11       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  | 0.0000% | $21467826.00       | $20406553.08       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0208 | 2055-01-01      | 5.0000%  | 0.0000% | $4037.00           | $3890.03           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | 0.0000% | $20488878.00       | $18587310.01       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  | 0.0000% | $99188291.00       | $100208899.26      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0452 | 2054-02-01      | 6.0000%  | 0.0000% | $3002.00           | $2836.39           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9983 | 2055-02-01      | 5.5000%  | 0.0000% | $3885125.00        | $3842303.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  | 0.0000% | $13335.00          | $12332.70          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  | 0.0000% | $50000240.00       | $48961889.61       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  | 0.0000% | $25053952.00       | $23091344.94       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $918.68            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0671 | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $808.34            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | 0.0000% | $7107.00           | $6855.43           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9074 | 2054-08-01      | 4.5000%  | 0.0000% | $31692209.00       | $28944141.44       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5286 | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1544.83           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9004 | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1928.72           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0250 | 2055-04-01      | 5.5000%  | 0.0000% | $48348995.00       | $48305553.24       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0497 | 2055-01-01      | 4.5000%  | 0.0000% | $189911.00         | $176473.37         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0397 | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $992.29            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9988 | 2055-02-01      | 6.0000%  | 0.0000% | $105811199.00      | $105478493.45      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL889711 | 2038-07-01      | 6.5000%  | 0.0000% | $8112.00           | $67.98             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1324 | 2055-06-01      | 4.0000%  | 0.0000% | $6215238.00        | $5928269.41        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  | 0.0000% | $6080.00           | $5245.34           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  | 0.0000% | $18307904.00       | $17957814.22       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  | 0.0000% | $20864425.00       | $18537823.23       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  | 0.0000% | $6690.00           | $54.95             | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP923294 | 2037-04-01      | 6.0000%  | 0.0000% | $17000.00          | $136.09            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP940520 | 2037-07-01      | 6.5000%  | 0.0000% | $34201893.00       | $264348.42         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP913968 | 2037-02-01      | 6.5000%  | 0.0000% | $33662778.00       | $267960.11         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL940644 | 2037-08-01      | 7.0000%  | 0.0000% | $20768277.00       | $103790.94         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL904672 | 2036-12-01      | 6.5000%  | 0.0000% | $23332270.00       | $349055.99         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP940659 | 2037-09-01      | 6.5000%  | 0.0000% | $34622189.00       | $77240.75          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942487 | 2037-08-01      | 6.5000%  | 0.0000% | $53603161.00       | $338229.49         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL923447 | 2037-08-01      | 7.0000%  | 0.0000% | $38661626.00       | $610191.05         | Agency Mortgage-Backed Securities |
| FNMS 05.660 ML957499 | 2038-02-01      | 5.6600%  | 0.0000% | $6373.00           | $24.30             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942511 | 2037-08-01      | 6.5000%  | 0.0000% | $49931959.00       | $141364.24         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP944054 | 2037-07-01      | 6.5000%  | 0.0000% | $117322272.00      | $251157.18         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL928603 | 2037-08-01      | 7.0000%  | 0.0000% | $38259401.00       | $1176443.72        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  | 0.0000% | $55776640.00       | $1223621.17        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  | 0.0000% | $40777224.00       | $505298.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP995509 | 2039-01-01      | 5.5000%  | 0.0000% | $225553576.00      | $1033609.37        | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  | 0.0000% | $13646.00          | $24.18             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL940768 | 2037-06-01      | 6.0000%  | 0.0000% | $73269718.00       | $387717.70         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL934095 | 2038-07-01      | 6.5000%  | 0.0000% | $64037419.00       | $526321.10         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995301 | 2038-11-01      | 6.0000%  | 0.0000% | $90648716.00       | $1315875.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP913248 | 2037-03-01      | 5.5000%  | 0.0000% | $55968970.00       | $70020.93          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  | 0.0000% | $1344.00           | $1276.29           | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  | 0.0000% | $11820.00          | $29.27             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9998 | 2055-02-01      | 6.0000%  | 0.0000% | $37604038.00       | $37500549.43       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  | 0.0000% | $6690000.00        | $4361505.50        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8462 | 2054-07-01      | 6.0000%  | 0.0000% | $54950590.00       | $48308609.38       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  | 0.0000% | $1146447.00        | $951283.93         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0566 | 2054-04-01      | 6.0000%  | 0.0000% | $34915723.00       | $31927758.95       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  | 0.0000% | $886863.00         | $546827.52         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3160 | 2049-02-01      | 4.5000%  | 0.0000% | $1018796.00        | $370200.97         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7256 | 2048-07-01      | 4.5000%  | 0.0000% | $1953580.00        | $403277.81         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3963 | 2049-03-01      | 4.5000%  | 0.0000% | $5021624.00        | $1145610.89        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1509 | 2048-11-01      | 4.5000%  | 0.0000% | $1664425.00        | $505179.76         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZN0495 | 2042-10-01      | 4.0000%  | 0.0000% | $3099000.00        | $357632.50         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3162 | 2049-02-01      | 4.5000%  | 0.0000% | $2435376.00        | $276407.39         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7680 | 2052-09-01      | 5.0000%  | 0.0000% | $1090767.00        | $841558.19         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3706 | 2052-07-01      | 5.0000%  | 0.0000% | $1075895.00        | $734070.97         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5067 | 2052-07-01      | 5.0000%  | 0.0000% | $1114421.00        | $1052710.55        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8578 | 2052-10-01      | 5.0000%  | 0.0000% | $969660.00         | $547524.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1971 | 2052-07-01      | 5.0000%  | 0.0000% | $1795533.00        | $1296813.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8583 | 2052-10-01      | 5.0000%  | 0.0000% | $1022340.00        | $960339.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW4160 | 2052-08-01      | 5.0000%  | 0.0000% | $19009.00          | $8840.42           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6431 | 2052-08-01      | 5.0000%  | 0.0000% | $1112710.00        | $571711.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6452 | 2052-09-01      | 5.0000%  | 0.0000% | $1819550.00        | $1158078.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW7479 | 2052-11-01      | 5.5000%  | 0.0000% | $1070638.00        | $842466.65         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1687 | 2052-07-01      | 5.0000%  | 0.0000% | $1654020.00        | $1317463.08        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW5851 | 2052-09-01      | 4.5000%  | 0.0000% | $56385141.00       | $42194530.09       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  | 0.0000% | $1061432.00        | $872038.07         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6422 | 2052-08-01      | 5.0000%  | 0.0000% | $1917846.00        | $1354420.82        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7086 | 2052-11-01      | 5.0000%  | 0.0000% | $1473668.00        | $1294539.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1968 | 2052-07-01      | 5.0000%  | 0.0000% | $1029202.00        | $909257.95         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW5204 | 2052-12-01      | 4.5000%  | 0.0000% | $1019386.00        | $935409.60         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7022 | 2052-08-01      | 5.0000%  | 0.0000% | $1486475.00        | $811071.53         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3713 | 2052-08-01      | 5.0000%  | 0.0000% | $1456150.00        | $1367305.71        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW4827 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $912.66            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  | 0.0000% | $489862.00         | $241012.82         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8918 | 2052-09-01      | 5.0000%  | 0.0000% | $1137375.00        | $1069438.68        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3962 | 2049-03-01      | 4.5000%  | 0.0000% | $1427906.00        | $604013.30         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7890 | 2052-08-01      | 4.5000%  | 0.0000% | $1334986.00        | $1090682.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2054 | 2052-09-01      | 5.0000%  | 0.0000% | $1539832.00        | $1336662.24        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6470 | 2052-09-01      | 5.0000%  | 0.0000% | $1219216.00        | $1141438.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6996 | 2052-08-01      | 5.0000%  | 0.0000% | $2291931.00        | $931214.72         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7385 | 2052-08-01      | 5.0000%  | 0.0000% | $1300313.00        | $1222256.35        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3903 | 2052-08-01      | 5.0000%  | 0.0000% | $999800.00         | $833519.30         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW1859 | 2053-03-01      | 5.5000%  | 0.0000% | $1036210.00        | $997885.57         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV8499 | 2052-04-01      | 2.0000%  | 0.0000% | $3000.00           | $1863.73           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1848 | 2053-03-01      | 5.0000%  | 0.0000% | $1177749.00        | $1039304.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV9112 | 2052-08-01      | 5.0000%  | 0.0000% | $1139021.00        | $1070683.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6140 | 2052-08-01      | 5.0000%  | 0.0000% | $1640950.00        | $859340.38         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8831 | 2052-06-01      | 5.0000%  | 0.0000% | $1100974.00        | $779545.68         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7892 | 2052-08-01      | 5.0000%  | 0.0000% | $1854169.00        | $1537637.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6497 | 2052-09-01      | 5.0000%  | 0.0000% | $1727104.00        | $1330275.62        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7030 | 2052-08-01      | 4.5000%  | 0.0000% | $1282407.00        | $666243.43         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8076 | 2052-08-01      | 5.0000%  | 0.0000% | $1009407.00        | $946843.70         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7150 | 2052-07-01      | 5.0000%  | 0.0000% | $7010.00           | $6567.57           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6471 | 2052-09-01      | 5.0000%  | 0.0000% | $1981435.00        | $1460049.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3694 | 2052-07-01      | 5.0000%  | 0.0000% | $1279215.00        | $947611.89         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  | 0.0000% | $2996.00           | $330.65            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAR9224 | 2043-03-01      | 3.5000%  | 0.0000% | $11317499.00       | $1379304.72        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAS5038 | 2045-05-01      | 4.0000%  | 0.0000% | $51960.00          | $8353.54           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5771 | 2045-09-01      | 3.5000%  | 0.0000% | $2060.00           | $205.65            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT2780 | 2043-04-01      | 4.0000%  | 0.0000% | $3001.00           | $327.23            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU0304 | 2043-07-01      | 4.0000%  | 0.0000% | $5803743.00        | $674682.71         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR1754 | 2043-02-01      | 3.5000%  | 0.0000% | $4939471.00        | $1276861.82        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0169 | 2046-04-01      | 2.5000%  | 0.0000% | $224149338.00      | $142584173.49      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT2728 | 2043-05-01      | 3.5000%  | 0.0000% | $4096.00           | $788.27            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR2410 | 2042-12-01      | 4.0000%  | 0.0000% | $1046633.00        | $179223.83         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO5942 | 2042-06-01      | 3.5000%  | 0.0000% | $12483629.00       | $1489452.44        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5768 | 2042-10-01      | 4.5000%  | 0.0000% | $76829316.00       | $9787130.47        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ7047 | 2042-12-01      | 3.5000%  | 0.0000% | $2559426.00        | $617667.77         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0828 | 2051-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1784.11           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | 0.0000% | $1639000.00        | $345209.23         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAQ9541 | 2042-11-01      | 4.0000%  | 0.0000% | $1489371.00        | $172237.11         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAQ0017 | 2042-10-01      | 4.0000%  | 0.0000% | $5886462.00        | $557192.25         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR5851 | 2043-02-01      | 3.5000%  | 0.0000% | $11185631.00       | $1131788.78        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9387 | 2051-03-01      | 2.5000%  | 0.0000% | $237464751.00      | $136855700.44      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK1516 | 2042-02-01      | 4.0000%  | 0.0000% | $2002418.00        | $232066.03         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0173 | 2051-04-01      | 2.5000%  | 0.0000% | $200053440.00      | $118717463.78      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2384 | 2044-05-01      | 4.0000%  | 0.0000% | $4799000.00        | $492829.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK3106 | 2042-02-01      | 3.5000%  | 0.0000% | $5325206.00        | $834702.14         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAS7969 | 2046-09-01      | 3.5000%  | 0.0000% | $3000.00           | $1041.18           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0058 | 2051-04-01      | 2.0000%  | 0.0000% | $250468288.00      | $146260606.12      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2947 | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $122.15            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $1223040.00        | $238404.44         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6597 | 2046-02-01      | 4.0000%  | 0.0000% | $452328.00         | $31301.22          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL878097 | 2036-04-01      | 6.0000%  | 0.0000% | $56234268.00       | $445778.56         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL881723 | 2036-03-01      | 6.0000%  | 0.0000% | $38736051.00       | $257017.51         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880829 | 2036-04-01      | 6.0000%  | 0.0000% | $57713477.00       | $415223.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL882005 | 2036-04-01      | 6.0000%  | 0.0000% | $40725724.00       | $488074.94         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4438 | 2053-11-01      | 6.5000%  | 0.0000% | $2356749.00        | $2097206.06        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6101 | 2054-07-01      | 6.5000%  | 0.0000% | $1089734.00        | $1032957.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872280 | 2036-05-01      | 6.0000%  | 0.0000% | $90808739.00       | $656835.53         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880422 | 2036-04-01      | 6.0000%  | 0.0000% | $22429474.00       | $260357.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA3149 | 2046-04-01      | 3.5000%  | 0.0000% | $9270151.00        | $1493867.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1412 | 2054-08-01      | 6.0000%  | 0.0000% | $1006012.00        | $1020530.42        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3971 | 2053-11-01      | 6.5000%  | 0.0000% | $3039.00           | $2644.74           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872247 | 2036-05-01      | 6.0000%  | 0.0000% | $16856.00          | $40.63             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ9244 | 2045-10-01      | 4.0000%  | 0.0000% | $80529.00          | $13138.83          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA2467 | 2053-10-01      | 6.5000%  | 0.0000% | $3267600.00        | $2721227.08        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0791 | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $173.09            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA1347 | 2053-09-01      | 6.5000%  | 0.0000% | $1435039.00        | $917356.63         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872293 | 2036-05-01      | 6.0000%  | 0.0000% | $80528721.00       | $753347.90         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2551 | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $837.75            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0519 | 2054-08-01      | 6.0000%  | 0.0000% | $17382136.00       | $17527546.18       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB9340 | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.22           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5888 | 2053-01-01      | 5.5000%  | 0.0000% | $1031743.00        | $622152.06         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7227 | 2053-01-01      | 5.5000%  | 0.0000% | $1191905.00        | $863148.06         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5463 | 2053-11-01      | 6.5000%  | 0.0000% | $1163340.00        | $1041682.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3027 | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $2036.98           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA1095 | 2053-12-01      | 7.0000%  | 0.0000% | $1159261.00        | $1220419.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880212 | 2036-02-01      | 6.0000%  | 0.0000% | $60325296.00       | $932469.80         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1791 | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $992.49            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880086 | 2036-03-01      | 6.0000%  | 0.0000% | $45274691.00       | $481096.64         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8051 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.15           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3652 | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $506.23            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62796 G | 2049-04-01      | 4.0000%  | 0.0000% | $1409573.00        | $667581.82         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61942 G | 2049-02-01      | 5.0000%  | 0.0000% | $1020487.00        | $214299.90         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q62009 G | 2049-03-01      | 5.0000%  | 0.0000% | $182000.00         | $82898.71          | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q62923 G | 2049-04-01      | 5.0000%  | 0.0000% | $1003959.00        | $96710.86          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62038 G | 2049-03-01      | 4.0000%  | 0.0000% | $4293244.00        | $456992.99         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF5227 | 2052-12-01      | 6.5000%  | 0.0000% | $1023045.00        | $715860.03         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0702 | 2052-09-01      | 5.0000%  | 0.0000% | $1183860.00        | $660602.01         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q31066 G | 2045-02-01      | 4.0000%  | 0.0000% | $3677971.00        | $459572.69         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF8888 | 2053-03-01      | 4.5000%  | 0.0000% | $1218273.00        | $1009460.38        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q25770 G | 2044-04-01      | 4.0000%  | 0.0000% | $37729294.00       | $5807976.30        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2652 | 2052-11-01      | 5.5000%  | 0.0000% | $2169622.00        | $1190526.72        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF6337 | 2053-01-01      | 6.5000%  | 0.0000% | $1069238.00        | $916299.45         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7876 | 2053-02-01      | 6.0000%  | 0.0000% | $1071785.00        | $709442.81         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8209 | 2053-02-01      | 5.5000%  | 0.0000% | $1047116.00        | $576348.82         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62244 G | 2049-03-01      | 4.0000%  | 0.0000% | $2049910.00        | $455306.22         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  | 0.0000% | $1166300.00        | $1126706.05        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2754 | 2053-05-01      | 6.5000%  | 0.0000% | $1746073.00        | $1423182.25        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4344 | 2053-07-01      | 6.0000%  | 0.0000% | $1321364.00        | $805612.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4873 | 2053-06-01      | 5.5000%  | 0.0000% | $1211196.00        | $1176627.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7695 | 2053-07-01      | 5.5000%  | 0.0000% | $1272031.00        | $1178109.14        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62733 G | 2049-04-01      | 4.0000%  | 0.0000% | $3101161.00        | $800323.55         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q47946 G | 2047-05-01      | 4.0000%  | 0.0000% | $2050609.00        | $400252.79         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48105 G | 2047-05-01      | 4.0000%  | 0.0000% | $11326580.00       | $3206595.63        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7800 | 2053-02-01      | 6.5000%  | 0.0000% | $1212600.00        | $942437.97         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8910 | 2053-03-01      | 6.5000%  | 0.0000% | $1004089.00        | $760977.99         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q63051 G | 2049-04-01      | 5.0000%  | 0.0000% | $1761199.00        | $605289.94         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6432 | 2053-01-01      | 5.5000%  | 0.0000% | $1036395.00        | $527393.70         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8775 | 2053-03-01      | 5.5000%  | 0.0000% | $2063446.00        | $1250455.27        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63189 G | 2049-04-01      | 4.0000%  | 0.0000% | $1611920.00        | $679634.35         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q63957 G | 2049-05-01      | 4.5000%  | 0.0000% | $2330657.00        | $444872.46         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62386 G | 2049-04-01      | 4.5000%  | 0.0000% | $2231007.00        | $320927.11         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8332 | 2053-02-01      | 6.0000%  | 0.0000% | $1002527.00        | $848139.15         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q29156 G | 2044-10-01      | 4.0000%  | 0.0000% | $1155050.00        | $358205.18         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q61920 G | 2049-03-01      | 4.0000%  | 0.0000% | $1013675.00        | $210115.27         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q63561 G | 2049-05-01      | 3.5000%  | 0.0000% | $9389076.00        | $2129319.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $465.01            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT6360 | 2044-07-01      | 4.0000%  | 0.0000% | $1286976.00        | $167132.24         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT3310 | 2043-04-01      | 4.0000%  | 0.0000% | $1432638.00        | $247614.81         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAQ3308 | 2042-11-01      | 3.5000%  | 0.0000% | $5049000.00        | $968310.59         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2489 | 2044-05-01      | 4.0000%  | 0.0000% | $120916233.00      | $11403861.74       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQAT2404 | 2033-05-01      | 3.0000%  | 0.0000% | $1537949.00        | $167046.55         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAQ9096 | 2042-12-01      | 4.0000%  | 0.0000% | $8266370.00        | $784356.10         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT4918 | 2043-05-01      | 4.0000%  | 0.0000% | $2586025.00        | $296690.20         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT1349 | 2043-03-01      | 4.0000%  | 0.0000% | $1179899.00        | $301200.83         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAS6038 | 2040-10-01      | 3.5000%  | 0.0000% | $1322523.00        | $154513.38         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR9386 | 2043-04-01      | 4.0000%  | 0.0000% | $1159179.00        | $443710.26         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  | 0.0000% | $4402.00           | $593.86            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1336 | 2043-12-01      | 4.5000%  | 0.0000% | $150109984.00      | $7263930.64        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2259 | 2044-04-01      | 4.0000%  | 0.0000% | $49928693.00       | $7146636.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879508 | 2036-03-01      | 6.0000%  | 0.0000% | $37931107.00       | $62304.72          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA4737 | 2045-12-01      | 4.0000%  | 0.0000% | $535121.00         | $81213.13          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6255 | 2054-07-01      | 6.5000%  | 0.0000% | $1021218.00        | $1031878.88        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD4331 | 2046-09-01      | 3.5000%  | 0.0000% | $6751127.00        | $1559214.04        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE2244 | 2047-02-01      | 4.0000%  | 0.0000% | $1119746.00        | $139060.71         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA7586 | 2054-04-01      | 6.5000%  | 0.0000% | $1089072.00        | $1031902.11        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE8518 | 2047-03-01      | 4.0000%  | 0.0000% | $4151006.00        | $1378907.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC3492 | 2046-02-01      | 3.5000%  | 0.0000% | $550000.00         | $267836.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA3095 | 2046-01-01      | 3.5000%  | 0.0000% | $13214779.00       | $2305654.14        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA3085 | 2045-12-01      | 3.5000%  | 0.0000% | $3484499.00        | $980447.72         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ8218 | 2045-08-01      | 4.0000%  | 0.0000% | $3497473.00        | $623994.41         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3605 | 2049-02-01      | 4.5000%  | 0.0000% | $1011944.00        | $797569.87         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP880456 | 2036-04-01      | 6.0000%  | 0.0000% | $31002520.00       | $141535.82         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE8436 | 2047-04-01      | 4.5000%  | 0.0000% | $8421343.00        | $1158061.63        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4905 | 2055-03-01      | 6.0000%  | 0.0000% | $3000.00           | $3029.90           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE8783 | 2047-06-01      | 4.5000%  | 0.0000% | $3337986.00        | $652938.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA6486 | 2046-07-01      | 3.5000%  | 0.0000% | $1275906.00        | $323589.25         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9002 | 2046-11-01      | 3.5000%  | 0.0000% | $160533288.00      | $44703325.81       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2878 | 2045-10-01      | 4.0000%  | 0.0000% | $300733.00         | $30479.59          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH3067 | 2047-05-01      | 4.5000%  | 0.0000% | $1502445.00        | $497832.60         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2905 | 2045-11-01      | 4.0000%  | 0.0000% | $1363982.00        | $209389.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD5353 | 2047-05-01      | 4.0000%  | 0.0000% | $1944174.00        | $765284.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8144 | 2055-05-01      | 5.5000%  | 0.0000% | $39458048.00       | $39199540.81       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD5192 | 2046-07-01      | 3.5000%  | 0.0000% | $1588803.00        | $336675.38         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE2669 | 2047-04-01      | 4.0000%  | 0.0000% | $3215061.00        | $584553.58         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  | 0.0000% | $33773904.00       | $6442772.98        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA4782 | 2046-01-01      | 4.0000%  | 0.0000% | $8543886.00        | $1289794.41        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD0976 | 2046-04-01      | 4.5000%  | 0.0000% | $171413.00         | $17915.28          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH8165 | 2047-07-01      | 4.0000%  | 0.0000% | $1314758.00        | $595651.29         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3601 | 2048-11-01      | 4.5000%  | 0.0000% | $1081671.00        | $229127.83         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH0358 | 2047-04-01      | 4.0000%  | 0.0000% | $7814118.00        | $1466200.73        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH3137 | 2047-07-01      | 4.0000%  | 0.0000% | $739424.00         | $151785.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC0100 | 2045-12-01      | 3.5000%  | 0.0000% | $400000.00         | $48860.59          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3600 | 2048-11-01      | 4.5000%  | 0.0000% | $1261884.00        | $619756.90         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q63560 G | 2049-05-01      | 3.5000%  | 0.0000% | $3162158.00        | $1046576.92        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q49304 G | 2047-07-01      | 4.0000%  | 0.0000% | $2847698.00        | $1106375.02        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q63846 G | 2049-05-01      | 3.5000%  | 0.0000% | $3373996.00        | $1320681.94        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48174 G | 2047-05-01      | 4.0000%  | 0.0000% | $2588433.00        | $650366.26         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48899 G | 2047-06-01      | 4.0000%  | 0.0000% | $5159182.00        | $1541344.39        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q62208 G | 2049-03-01      | 5.0000%  | 0.0000% | $2000712.00        | $696779.45         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63397 G | 2049-05-01      | 4.0000%  | 0.0000% | $1945661.00        | $699843.37         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q44618 G | 2046-11-01      | 4.0000%  | 0.0000% | $3361676.00        | $848197.27         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67703 G | 2047-04-01      | 3.5000%  | 0.0000% | $3725000.00        | $884254.81         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q53147 G | 2047-12-01      | 4.0000%  | 0.0000% | $2657282.00        | $932974.32         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q63742 G | 2049-05-01      | 4.5000%  | 0.0000% | $1843507.00        | $107307.62         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q48714 G | 2047-06-01      | 4.5000%  | 0.0000% | $4226024.00        | $1234709.32        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q51255 G | 2047-10-01      | 4.0000%  | 0.0000% | $3415293.00        | $925146.08         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48724 G | 2047-06-01      | 3.5000%  | 0.0000% | $1228944.00        | $618489.64         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48678 G | 2047-06-01      | 4.0000%  | 0.0000% | $1655217.00        | $507902.82         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3186 | 2049-02-01      | 4.5000%  | 0.0000% | $1259628.00        | $374638.50         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3922 | 2049-03-01      | 4.5000%  | 0.0000% | $1614427.00        | $737886.49         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7299 | 2048-05-01      | 4.5000%  | 0.0000% | $1417333.00        | $320284.80         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3205 | 2049-02-01      | 4.5000%  | 0.0000% | $3123963.00        | $466723.06         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3183 | 2049-02-01      | 4.5000%  | 0.0000% | $2693272.00        | $570445.17         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  | 0.0000% | $12484.00          | $2930.71           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7243 | 2053-07-01      | 6.5000%  | 0.0000% | $1014661.00        | $994098.42         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4515 | 2053-08-01      | 6.5000%  | 0.0000% | $1087887.00        | $995562.14         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | 0.0000% | $632386.00         | $549300.91         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4222 | 2053-06-01      | 5.0000%  | 0.0000% | $322742.00         | $261316.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6992 | 2053-07-01      | 5.5000%  | 0.0000% | $1086396.00        | $1065533.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7822 | 2053-02-01      | 6.0000%  | 0.0000% | $1200531.00        | $693267.91         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7619 | 2053-02-01      | 6.5000%  | 0.0000% | $1106659.00        | $699443.44         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7472 | 2053-08-01      | 5.5000%  | 0.0000% | $1126553.00        | $890986.59         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0739 | 2053-05-01      | 5.0000%  | 0.0000% | $1312280.00        | $1246540.74        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9017 | 2053-08-01      | 6.5000%  | 0.0000% | $1041100.00        | $858913.76         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4208 | 2053-07-01      | 6.0000%  | 0.0000% | $1123500.00        | $1075912.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7696 | 2053-07-01      | 5.5000%  | 0.0000% | $1107855.00        | $973371.36         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6217 | 2053-08-01      | 6.5000%  | 0.0000% | $1096694.00        | $991969.64         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0758 | 2053-05-01      | 5.5000%  | 0.0000% | $1114328.00        | $895668.11         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9762 | 2053-09-01      | 6.5000%  | 0.0000% | $1001082.00        | $830348.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6707 | 2053-08-01      | 6.0000%  | 0.0000% | $1400250.00        | $535277.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7272 | 2053-08-01      | 5.5000%  | 0.0000% | $18001.00          | $16150.23          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  | 0.0000% | $1114700.00        | $984482.07         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY2521 | 2053-05-01      | 5.5000%  | 0.0000% | $1256250.00        | $1069775.52        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0124 | 2047-08-01      | 4.0000%  | 0.0000% | $99999801.00       | $19794546.52       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7228 | 2053-07-01      | 5.5000%  | 0.0000% | $82324605.00       | $72520655.41       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3342 | 2049-04-01      | 4.5000%  | 0.0000% | $18154.00          | $3893.66           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY1604 | 2053-05-01      | 6.5000%  | 0.0000% | $1016436.00        | $1029335.26        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2925 | 2053-06-01      | 6.5000%  | 0.0000% | $1135066.00        | $1036192.99        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9275 | 2053-10-01      | 6.0000%  | 0.0000% | $1548861.00        | $801046.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9004 | 2053-08-01      | 6.0000%  | 0.0000% | $1040710.00        | $806190.97         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9748 | 2053-09-01      | 6.5000%  | 0.0000% | $1204141.00        | $850017.58         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $856.09            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6994 | 2053-07-01      | 6.0000%  | 0.0000% | $5000.00           | $4107.82           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1139 | 2052-11-01      | 5.0000%  | 0.0000% | $1279812.00        | $1200425.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1111 | 2052-10-01      | 5.0000%  | 0.0000% | $1016267.00        | $796972.73         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX0215 | 2053-05-01      | 6.5000%  | 0.0000% | $1320775.00        | $1135503.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1142 | 2052-11-01      | 5.0000%  | 0.0000% | $1655642.00        | $1235814.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0173 | 2053-02-01      | 5.5000%  | 0.0000% | $1395811.00        | $1214174.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0477 | 2052-09-01      | 5.0000%  | 0.0000% | $1284250.00        | $1204929.91        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1246 | 2052-10-01      | 5.0000%  | 0.0000% | $1194794.00        | $838684.79         | Agency Mortgage-Backed Securities |
| 05.000 FGPC L10232 G | 2040-06-01      | 5.0000%  | 0.0000% | $45869573.00       | $417917.21         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0390 | 2051-05-01      | 2.5000%  | 0.0000% | $174016680.00      | $102055931.72      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0300 | 2051-05-01      | 2.0000%  | 0.0000% | $8718475.00        | $5055227.18        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2605 | 2052-01-01      | 2.0000%  | 0.0000% | $99827.00          | $63651.01          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1301 | 2051-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1834.76           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $24125.00          | $256.95            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2287 | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $623.21            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0362 | 2051-05-01      | 2.5000%  | 0.0000% | $149139712.00      | $88645124.07       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1016 | 2051-07-01      | 2.0000%  | 0.0000% | $186080512.00      | $112876874.85      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3771 | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $3004.83           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0410 | 2051-05-01      | 2.0000%  | 0.0000% | $200277248.00      | $118506634.54      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0448 | 2051-05-01      | 2.5000%  | 0.0000% | $158040832.00      | $91661712.82       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4680 | 2052-09-01      | 5.0000%  | 0.0000% | $545579.00         | $423142.24         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6633 | 2049-05-01      | 4.5000%  | 0.0000% | $6001.00           | $1932.06           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A48537 G | 2036-05-01      | 6.0000%  | 0.0000% | $18577324.00       | $202476.22         | Agency Mortgage-Backed Securities |
| 06.000 FGPC A44666 G | 2036-04-01      | 6.0000%  | 0.0000% | $157188776.00      | $182965.46         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5702 | 2053-02-01      | 6.0000%  | 0.0000% | $487999.00         | $403979.50         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1628 | 2051-09-01      | 2.5000%  | 0.0000% | $155019272.00      | $107868148.68      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4627 | 2052-09-01      | 5.0000%  | 0.0000% | $1099545.00        | $775851.61         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $2048.00           | $1569.20           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $1340449.00        | $1014204.04        | Agency Mortgage-Backed Securities |
| 06.000 FGPC A48686 G | 2036-05-01      | 6.0000%  | 0.0000% | $102081050.00      | $895762.13         | Agency Mortgage-Backed Securities |
| 05.000 FGPC L10310 G | 2048-07-01      | 5.0000%  | 0.0000% | $1245456.00        | $250835.50         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1169 | 2052-11-01      | 5.5000%  | 0.0000% | $1756499.00        | $929710.15         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1057 | 2052-12-01      | 5.5000%  | 0.0000% | $1001972.00        | $801071.50         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3642 | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $843.20            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0975 | 2052-10-01      | 5.0000%  | 0.0000% | $1646867.00        | $1137097.33        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7663 | 2052-09-01      | 5.0000%  | 0.0000% | $1772880.00        | $1319455.20        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4129 | 2049-03-01      | 4.5000%  | 0.0000% | $3540056.00        | $1083037.58        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4932 | 2049-04-01      | 4.5000%  | 0.0000% | $1559311.00        | $555034.10         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7943 | 2052-08-01      | 5.0000%  | 0.0000% | $1322000.00        | $978980.20         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6096 | 2049-05-01      | 4.5000%  | 0.0000% | $1025195.00        | $70249.60          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7903 | 2052-08-01      | 5.0000%  | 0.0000% | $1147808.00        | $1077227.28        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7661 | 2052-09-01      | 5.0000%  | 0.0000% | $1305323.00        | $1113358.99        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6326 | 2049-05-01      | 4.5000%  | 0.0000% | $2598549.00        | $558065.02         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8587 | 2052-10-01      | 5.0000%  | 0.0000% | $1005633.00        | $795388.63         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8372 | 2052-08-01      | 5.0000%  | 0.0000% | $1668083.00        | $1234743.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | 0.0000% | $488612.00         | $404894.79         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8651 | 2052-08-01      | 5.0000%  | 0.0000% | $1750025.00        | $1065062.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7899 | 2052-08-01      | 4.5000%  | 0.0000% | $1699846.00        | $1387287.90        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5959 | 2049-05-01      | 4.5000%  | 0.0000% | $2462980.00        | $959226.41         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA4212 | 2043-04-01      | 3.5000%  | 0.0000% | $20007470.00       | $5204349.59        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7940 | 2052-08-01      | 5.0000%  | 0.0000% | $6001.00           | $5625.69           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3675 | 2052-07-01      | 5.0000%  | 0.0000% | $1689092.00        | $1287127.88        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6126 | 2049-05-01      | 4.5000%  | 0.0000% | $42908212.00       | $8346155.59        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2370 | 2038-07-01      | 5.5000%  | 0.0000% | $1551.00           | $12.53             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZN4336 | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $141.53            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1046 | 2052-07-01      | 4.0000%  | 0.0000% | $1024.00           | $779.25            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4860 | 2049-03-01      | 4.5000%  | 0.0000% | $1120009.00        | $248639.42         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8370 | 2052-08-01      | 5.0000%  | 0.0000% | $1555620.00        | $1253123.63        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8588 | 2052-10-01      | 5.0000%  | 0.0000% | $1354833.00        | $1274365.24        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4032 | 2049-03-01      | 4.5000%  | 0.0000% | $3399456.00        | $1114392.42        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZN4057 | 2049-03-01      | 5.0000%  | 0.0000% | $3236651.00        | $1139430.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6196 | 2052-08-01      | 5.0000%  | 0.0000% | $1170608.00        | $843480.29         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6369 | 2052-08-01      | 5.0000%  | 0.0000% | $1137146.00        | $882919.16         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5053 | 2049-04-01      | 4.5000%  | 0.0000% | $1393852.00        | $376415.69         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5010 | 2049-04-01      | 4.5000%  | 0.0000% | $403389.00         | $26446.31          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6203 | 2049-05-01      | 4.5000%  | 0.0000% | $1143701.00        | $336978.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8939 | 2052-09-01      | 5.0000%  | 0.0000% | $1555508.00        | $1218314.11        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6095 | 2049-05-01      | 4.5000%  | 0.0000% | $1233173.00        | $473860.08         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8606 | 2031-04-01      | 3.0000%  | 0.0000% | $1008.00           | $104.44            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  | 0.0000% | $29171000.00       | $22449171.99       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8413 | 2052-09-01      | 5.0000%  | 0.0000% | $1975808.00        | $1500783.90        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4967 | 2049-04-01      | 4.5000%  | 0.0000% | $770000.00         | $134908.39         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8925 | 2052-10-01      | 5.0000%  | 0.0000% | $1300712.00        | $967950.69         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $13000.00          | $10789.85          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4577 | 2044-08-01      | 3.5000%  | 0.0000% | $11499000.00       | $897988.65         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4685 | 2054-01-01      | 6.0000%  | 0.0000% | $1048.00           | $936.45            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4777 | 2049-04-01      | 4.5000%  | 0.0000% | $2747995.00        | $1181584.65        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6331 | 2049-05-01      | 4.5000%  | 0.0000% | $1685000.00        | $572504.45         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q57827 G | 2048-07-01      | 4.5000%  | 0.0000% | $1571296.00        | $571667.84         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8794 | 2052-09-01      | 5.0000%  | 0.0000% | $1191857.00        | $832090.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  | 0.0000% | $86622.00          | $28956.03          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7596 | 2053-08-01      | 6.5000%  | 0.0000% | $1011560.00        | $788467.44         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY8872 | 2053-09-01      | 5.5000%  | 0.0000% | $1217079.00        | $1186311.03        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY5498 | 2053-09-01      | 6.5000%  | 0.0000% | $6000.00           | $6171.27           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q49260 G | 2047-07-01      | 4.0000%  | 0.0000% | $2818206.00        | $1057905.53        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50952 G | 2047-09-01      | 4.0000%  | 0.0000% | $1604625.00        | $672262.56         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q46150 G | 2047-02-01      | 4.0000%  | 0.0000% | $11413301.00       | $3226423.49        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q56730 G | 2048-06-01      | 4.5000%  | 0.0000% | $438528.00         | $122879.29         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q57654 G | 2048-08-01      | 5.0000%  | 0.0000% | $2270800.00        | $166043.62         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q63996 G | 2049-05-01      | 4.5000%  | 0.0000% | $2196000.00        | $1378437.92        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48578 G | 2047-06-01      | 4.0000%  | 0.0000% | $3037923.00        | $1152228.01        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q58355 G | 2048-09-01      | 4.5000%  | 0.0000% | $1785759.00        | $278948.41         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q54960 G | 2048-03-01      | 4.5000%  | 0.0000% | $729000.00         | $190398.62         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48209 G | 2047-05-01      | 4.0000%  | 0.0000% | $2313823.00        | $787678.19         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8782 | 2052-09-01      | 5.0000%  | 0.0000% | $1257912.00        | $871240.69         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q42622 G | 2046-08-01      | 3.5000%  | 0.0000% | $7599000.00        | $1074747.75        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q63082 G | 2049-04-01      | 5.0000%  | 0.0000% | $1872733.00        | $576133.56         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q48675 G | 2047-06-01      | 4.5000%  | 0.0000% | $3560836.00        | $905438.30         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q42043 G | 2046-07-01      | 3.5000%  | 0.0000% | $5669308.00        | $770474.51         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48220 G | 2047-05-01      | 4.0000%  | 0.0000% | $1380346.00        | $234102.75         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48850 G | 2047-06-01      | 3.5000%  | 0.0000% | $1260776.00        | $247006.38         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62961 G | 2049-04-01      | 4.0000%  | 0.0000% | $2762109.00        | $853396.71         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48210 G | 2047-05-01      | 4.0000%  | 0.0000% | $6189374.00        | $1588916.45        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58037 G | 2048-08-01      | 5.0000%  | 0.0000% | $1198752.00        | $474028.07         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  | 0.0000% | $1727000.00        | $325075.39         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57072 G | 2048-07-01      | 4.0000%  | 0.0000% | $2072299.00        | $469194.49         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58035 G | 2048-08-01      | 5.0000%  | 0.0000% | $1880246.00        | $578215.44         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48657 G | 2047-06-01      | 3.5000%  | 0.0000% | $1610592.00        | $460817.09         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48791 G | 2047-06-01      | 4.0000%  | 0.0000% | $2517683.00        | $849255.02         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52693 G | 2047-12-01      | 4.0000%  | 0.0000% | $3460333.00        | $809536.41         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50909 G | 2047-09-01      | 4.0000%  | 0.0000% | $7555839.00        | $2600560.82        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52358 G | 2047-11-01      | 4.0000%  | 0.0000% | $1270724.00        | $431724.37         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50946 G | 2047-09-01      | 4.0000%  | 0.0000% | $841662.00         | $195610.32         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6827 | 2053-09-01      | 6.5000%  | 0.0000% | $6000.00           | $4611.48           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8523 | 2051-01-01      | 2.0000%  | 0.0000% | $1378.00           | $770.10            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52072 G | 2047-11-01      | 4.0000%  | 0.0000% | $2263845.00        | $453646.54         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q51218 G | 2047-10-01      | 4.0000%  | 0.0000% | $3222619.00        | $925507.01         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48688 G | 2047-06-01      | 4.0000%  | 0.0000% | $3138772.00        | $669372.72         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2634 | 2048-11-01      | 4.5000%  | 0.0000% | $229107924.00      | $54278013.55       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5883 | 2049-12-01      | 3.5000%  | 0.0000% | $4318195.00        | $1687470.52        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5850 | 2048-03-01      | 3.5000%  | 0.0000% | $2764643.00        | $1278026.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY8200 | 2053-08-01      | 5.5000%  | 0.0000% | $1198940.00        | $1152794.55        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8594 | 2051-01-01      | 2.5000%  | 0.0000% | $8130.00           | $4756.34           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8583 | 2051-01-01      | 2.0000%  | 0.0000% | $161858935.00      | $90513261.81       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY9493 | 2053-08-01      | 5.0000%  | 0.0000% | $878175.00         | $812984.66         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  | 0.0000% | $3072.00           | $1561.36           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9016 | 2053-08-01      | 6.5000%  | 0.0000% | $1013700.00        | $924846.79         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7245 | 2053-07-01      | 6.5000%  | 0.0000% | $1397900.00        | $1043108.53        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7362 | 2050-10-01      | 2.5000%  | 0.0000% | $121788108.00      | $56452301.43       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $537.52            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $836.87            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5408 | 2049-04-01      | 4.5000%  | 0.0000% | $5166421.00        | $621968.91         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1121 | 2051-07-01      | 2.5000%  | 0.0000% | $214349073.00      | $127417429.87      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  | 0.0000% | $2048.00           | $1541.39           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A48582 G | 2036-04-01      | 6.0000%  | 0.0000% | $192841108.00      | $693785.50         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5465 | 2049-01-01      | 4.5000%  | 0.0000% | $1483186.00        | $491716.13         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1655 | 2051-09-01      | 2.0000%  | 0.0000% | $106348601.00      | $64809885.90       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $879.80            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4144 | 2052-07-01      | 5.5000%  | 0.0000% | $1014.00           | $672.21            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1667 | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $623.33            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | 0.0000% | $4577.00           | $4070.53           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $1008.00           | $839.50            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6557 | 2049-04-01      | 4.5000%  | 0.0000% | $5771206.00        | $1338430.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  | 0.0000% | $48709063.00       | $42730116.50       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5945 | 2049-06-01      | 3.5000%  | 0.0000% | $6000.00           | $1541.91           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1550 | 2051-09-01      | 2.5000%  | 0.0000% | $60470424.00       | $37599021.16       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  | 0.0000% | $88159360.00       | $81022933.51       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  | 0.0000% | $6010.00           | $1002.17           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  | 0.0000% | $3000.00           | $2564.90           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6805 | 2049-02-01      | 4.5000%  | 0.0000% | $2119828.00        | $578673.75         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | 0.0000% | $26818112.00       | $22035730.30       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  | 0.0000% | $2168954.00        | $1464935.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1359 | 2052-11-01      | 5.5000%  | 0.0000% | $1151902.00        | $944645.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0764 | 2052-12-01      | 5.5000%  | 0.0000% | $2012318.00        | $1466450.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  | 0.0000% | $233636.00         | $201422.29         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX0662 | 2052-11-01      | 6.0000%  | 0.0000% | $1212000.00        | $545235.98         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1346 | 2052-11-01      | 5.0000%  | 0.0000% | $1141139.00        | $851430.54         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0175 | 2053-02-01      | 5.5000%  | 0.0000% | $1435900.00        | $1081005.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0475 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $799.30            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0974 | 2052-10-01      | 5.0000%  | 0.0000% | $1254006.00        | $903966.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  | 0.0000% | $1221063.00        | $730604.56         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  | 0.0000% | $1046646.00        | $775928.96         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0486 | 2052-10-01      | 5.0000%  | 0.0000% | $1668732.00        | $1217314.51        | Agency Mortgage-Backed Securities |

### Security 680: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18P8B6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP18P8B6
- **C.18 - Value (incl. sponsor support):** $6535000000.00
- **C.18.a - Value (excl. sponsor support):** $6535000000.00
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.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 | 2028-12-31      | 3.7500%  | 0.0000% | $1313450000.00     | $1325440056.87     | U.S. Treasuries (including strips) |
| United States Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $865077800.00      | $891419747.74      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $475725200.00      | $457985672.75      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $1299000000.00     | $1325743176.79     | U.S. Treasuries (including strips) |
| United States Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $1553600000.00     | $1314476350.98     | U.S. Treasuries (including strips) |
| United States Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $1317667500.00     | $1350635024.32     | U.S. Treasuries (including strips) |

### Security 681: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PFZ5, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP18PFZ5
- **C.18 - Value (incl. sponsor support):** $2118000000.00
- **C.18.a - Value (excl. sponsor support):** $2118000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FREMF MTG TR 2016-KF26         B      20261025 FLT | 2026-10-25      | 9.7152%  | 0.0000% | $13801000.00       | $2701454.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-13O FA                                   | 2070-07-20      | 4.8834%  | 0.0000% | $100000.00         | $60740.07          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 FU                                   | 2055-01-20      | 5.5783%  | 0.0000% | $40000000.00       | $39703300.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-107 FA                                   | 2053-07-20      | 5.3783%  | 0.0000% | $100000000.00      | $52669483.79       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-24O FD                                   | 2072-11-20      | 5.4883%  | 0.0000% | $5000000.00        | $4978362.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 FA                                   | 2054-01-20      | 5.3783%  | 0.0000% | $50000000.00       | $34996827.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-8O FB                                    | 2065-03-20      | 5.0634%  | 0.0000% | $2800000.00        | $474687.73         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-08O GF                                   | 2073-03-20      | 5.2083%  | 0.0000% | $3500000.00        | $3374592.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2010-H02 FA                                   | 2060-02-20      | 5.1163%  | 0.0000% | $2600000.00        | $71177.91          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH                                   | 2054-10-20      | 5.5283%  | 0.0000% | $19766000.00       | $16298885.21       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-144 BY                                   | 2054-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $47234838.90       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-7O FQ                                    | 2067-09-20      | 5.5812%  | 0.0000% | $1247000.00        | $434172.05         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-081 GB                                   | 2054-05-20      | 5.7500%  | 0.0000% | $50000000.00       | $50387597.25       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.4220%  | 0.0000% | $110047488.00      | $102406006.62      | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-149       A-2    20320825 FLT | 2032-08-25      | 3.5300%  | 0.0000% | $11900000.00       | $11160553.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-1O FL                                    | 2068-12-20      | 4.8834%  | 0.0000% | $410000.00         | $68227.25          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-20O FL                                   | 2073-05-20      | 5.4283%  | 0.0000% | $100000.00         | $84931.49          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-029 FN                                   | 2051-07-20      | 4.0000%  | 0.0000% | $6865416.00        | $3940542.91        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H22 FD                                   | 2063-08-20      | 6.0734%  | 0.0000% | $5998950.00        | $133708.29         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-05-25      | 5.3220%  | 0.0000% | $100000000.00      | $78825841.39       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-05-25      | 5.7220%  | 0.0000% | $81000000.00       | $79307654.73       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-10-25      | 1.2500%  | 0.0000% | $13000000.00       | $6110080.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-2O JA                                    | 2068-12-20      | 3.5000%  | 0.0000% | $6062416.00        | $2230913.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H16 FA                                   | 2063-07-20      | 4.9734%  | 0.0000% | $4500000.00        | $188167.74         | Agency Collateralized Mortgage Obligation |
| GNRM 2019-053 AC                                   | 2051-06-16      | 3.0000%  | 0.0000% | $70393000.00       | $2138911.37        | Agency Collateralized Mortgage Obligation |
| FNRM RC034AB R24F034                               | 2050-12-25      | 5.7500%  | 0.0000% | $57361664.00       | $35753468.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-8O FA                                    | 2065-02-20      | 4.8534%  | 0.0000% | $14100000.00       | $2634467.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-15O FA                                   | 2064-07-20      | 4.9334%  | 0.0000% | $470000.00         | $108145.87         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-04O FC                                   | 2075-01-20      | 4.9783%  | 0.0000% | $20100000.00       | $18402877.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2014-23O FA                                   | 2064-11-20      | 5.0834%  | 0.0000% | $4100000.00        | $858795.09         | Agency Collateralized Mortgage Obligation |
| FNRM CL103M R24F103                                | 2050-12-25      | 5.5000%  | 0.0000% | $66016000.00       | $61394458.04       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-09-25      | 5.0000%  | 0.0000% | $533460.00         | $483980.98         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-8O FC                                    | 2065-08-20      | 4.7834%  | 0.0000% | $4500000.00        | $270559.66         | Agency Collateralized Mortgage Obligation |
| GNRM 2014-168 DA                                   | 2046-06-16      | 2.4000%  | 0.0000% | $36891000.00       | $154442.49         | Agency Collateralized Mortgage Obligation |
| GNRM 2002-59 CJ                                    | 2032-08-20      | 6.0000%  | 0.0000% | $11000.00          | $2155.14           | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-05-25      | 5.9220%  | 0.0000% | $50000000.00       | $49032450.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-3O FT                                    | 2069-08-20      | 4.5400%  | 0.0000% | $999999.00         | $32113.55          | Agency Collateralized Mortgage Obligation |
| GNRA 2010-H22 FE                                   | 2059-05-20      | 4.7834%  | 0.0000% | $4809999.00        | $34898.20          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-08O FC                                   | 2074-05-20      | 4.9783%  | 0.0000% | $150000.00         | $110757.47         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-760       A-2    20320125 FLT | 2032-01-25      | 4.5500%  | 0.0000% | $28000000.00       | $28096215.78       | Agency Collateralized Mortgage Obligation |
| GNRM 2018-42 MA                                    | 2052-07-16      | 3.2500%  | 0.0000% | $22217920.00       | $2518091.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-14O FG                                   | 2074-08-20      | 5.1283%  | 0.0000% | $106520640.00      | $105584818.34      | Agency Collateralized Mortgage Obligation |
| GNRA 2020-16O FK                                   | 2070-09-20      | 4.8834%  | 0.0000% | $3900000.00        | $1986672.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-5O FA                                    | 2067-01-20      | 5.1834%  | 0.0000% | $1800000.00        | $502034.86         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-04O AF                                   | 2070-02-20      | 5.1834%  | 0.0000% | $2000000.00        | $852374.81         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-07O FL                                   | 2071-04-20      | 5.2783%  | 0.0000% | $6471776.00        | $3488274.66        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-12-25      | 6.0000%  | 0.0000% | $42567487.00       | $43383222.70       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-2O FC                                    | 2069-07-20      | 5.1334%  | 0.0000% | $638000.00         | $348474.13         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-16O FD                                   | 2071-09-20      | 5.2283%  | 0.0000% | $3800000.00        | $2314977.32        | Agency Collateralized Mortgage Obligation |
| FNRM CL082PT R24F082                               | 2054-11-25      | 0.1250%  | 0.0000% | $49979300.00       | $35639899.25       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-03-25      | 5.6720%  | 0.0000% | $58126400.00       | $53179939.85       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-03-25      | 5.6220%  | 0.0000% | $56970000.00       | $54378394.40       | Agency Collateralized Mortgage Obligation |
| FNRM RC021JB R21F021                               | 2043-02-25      | 1.2500%  | 0.0000% | $19903000.00       | $10805515.20       | Agency Collateralized Mortgage Obligation |
| FNRM CL013BV R25F013                               | 2036-02-25      | 5.5000%  | 0.0000% | $37703000.00       | $37656614.83       | Agency Collateralized Mortgage Obligation |
| FNRM RC069DA R21F069                               | 2049-01-25      | 1.5000%  | 0.0000% | $172876000.00      | $111176683.32      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-02-25      | 6.0000%  | 0.0000% | $100000000.00      | $94788053.50       | Agency Collateralized Mortgage Obligation |
| FNRM CL065LA R15F065                               | 2044-02-25      | 3.5000%  | 0.0000% | $1531310080.00     | $100615441.45      | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-507       A-2    20280925 FLT | 2028-09-25      | 4.8000%  | 0.0000% | $540000.00         | $549639.36         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-04-25      | 5.2720%  | 0.0000% | $171275000.00      | $157381917.48      | Agency Collateralized Mortgage Obligation |
| FNRM CL003KA R21F003                               | 2051-02-25      | 1.2500%  | 0.0000% | $249714432.00      | $110650389.41      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-04-25      | 5.2720%  | 0.0000% | $50000000.00       | $46984557.67       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-12-25      | 1.7500%  | 0.0000% | $84458496.00       | $52322309.82       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-06-25      | 1.2500%  | 0.0000% | $183291136.00      | $115437916.48      | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-152       A-2    20321125 FLT | 2032-11-25      | 3.7800%  | 0.0000% | $17500000.00       | $16626872.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2016-1O F                                     | 2066-05-20      | 5.2334%  | 0.0000% | $2800000.00        | $645319.58         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-08-25      | 5.4220%  | 0.0000% | $10700000.00       | $9829489.98        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-02-25      | 6.0000%  | 0.0000% | $25000000.00       | $23723854.19       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-02-25      | 5.5000%  | 0.0000% | $2994160.00        | $2788124.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-31O FT                                   | 2065-11-20      | 5.0834%  | 0.0000% | $6140000.00        | $139426.48         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H23 FA                                   | 2062-10-20      | 3.8500%  | 0.0000% | $52789178.00       | $95618.36          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-05-25      | 0.1250%  | 0.0000% | $50000000.00       | $33318056.38       | Agency Collateralized Mortgage Obligation |
| FNRM CL049KG R19F049                               | 2049-09-25      | 3.0000%  | 0.0000% | $91760512.00       | $24812035.48       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2040-03-25      | 2.5000%  | 0.0000% | $9988288.00        | $5788984.02        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         A-10H  20400225 FLT | 2040-02-25      | 1.5000%  | 0.0000% | $14874912.00       | $8660562.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-1O FT                                    | 2068-10-20      | 4.8334%  | 0.0000% | $1045000.00        | $32039.78          | Agency Collateralized Mortgage Obligation |
| FNRM CL101NB R11F101                               | 2041-10-25      | 4.0000%  | 0.0000% | $2000000.00        | $629051.20         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2043-06-25      | 1.5000%  | 0.0000% | $54199168.00       | $29823503.47       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-010 FB                                   | 2055-01-20      | 5.3983%  | 0.0000% | $100000000.00      | $98248412.51       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-167 GB                                   | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $46480988.90       | Agency Collateralized Mortgage Obligation |

### Security 682: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PG19, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP18PG19
- **C.18 - Value (incl. sponsor support):** $2199000000.00
- **C.18.a - Value (excl. sponsor support):** $2199000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 2024-112 JB                                   | 2054-07-20      | 5.7500%  | 0.0000% | $50000000.00       | $50145447.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2016-8O FA                                    | 2066-08-20      | 5.1834%  | 0.0000% | $200000.00         | $44790.52          | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 GJ                                   | 2053-11-20      | 7.5000%  | 0.0000% | $5144928.00        | $4964765.78        | Agency Collateralized Mortgage Obligation |
| GNRM 2003-25 T                                     | 2033-04-20      | 5.0000%  | 0.0000% | $12999.00          | $598.75            | Agency Collateralized Mortgage Obligation |
| GNRM 2024-057 CB                                   | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $49671677.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-1O FD                                    | 2067-10-20      | 5.6828%  | 0.0000% | $65356560.00       | $19098410.48       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      M55D   20580826 4.0 | 2058-08-26      | 4.0000%  | 0.0000% | $29500000.00       | $10845511.91       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-078 BC                                   | 2050-06-20      | 3.0000%  | 0.0000% | $297999360.00      | $118588668.83      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-010 FB                                   | 2052-01-20      | 3.0000%  | 0.0000% | $73016000.00       | $46333403.30       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTI SCR 2021-MN1       B-1    20510125 FLT | 2051-01-25      | 12.0720% | 0.0000% | $10424000.00       | $11362212.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-11O JF                                   | 2071-07-20      | 5.8283%  | 0.0000% | $20000000.00       | $18860007.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-061 FB                                   | 2054-04-20      | 5.4583%  | 0.0000% | $50000000.00       | $38814545.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H25 FA                                   | 2061-12-20      | 5.1334%  | 0.0000% | $2349997.00        | $14487.28          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-077 A                                    | 2058-09-16      | 4.5000%  | 0.0000% | $97171000.00       | $93968894.15       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-105 AV                                   | 2035-04-20      | 6.0000%  | 0.0000% | $2473000.00        | $2404006.06        | Agency Collateralized Mortgage Obligation |
| FNRM RC088B R24F088                                | 2051-09-25      | 5.5000%  | 0.0000% | $47195000.00       | $41082981.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FM                                   | 2054-04-20      | 5.3783%  | 0.0000% | $110000000.00      | $91788854.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-026 FA                                   | 2054-02-20      | 5.6283%  | 0.0000% | $100000000.00      | $54829948.56       | Agency Collateralized Mortgage Obligation |
| FNRM CL001AY R25F001                               | 2055-02-25      | 5.5000%  | 0.0000% | $8659664.00        | $8201780.41        | Agency Collateralized Mortgage Obligation |
| FNRM CL087EA R17F087                               | 2044-04-25      | 3.0000%  | 0.0000% | $161183400.00      | $35502009.20       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-10-25      | 4.5000%  | 0.0000% | $39415808.00       | $29474019.67       | Agency Collateralized Mortgage Obligation |
| FNRM RC046KB R20F046                               | 2050-06-25      | 1.2500%  | 0.0000% | $100000000.00      | $37320009.02       | Agency Collateralized Mortgage Obligation |
| FNRM CL095BC R15F095                               | 2046-01-25      | 3.0000%  | 0.0000% | $798744576.00      | $182247195.73      | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-12-25      | 5.4720%  | 0.0000% | $48593344.00       | $42692630.49       | Agency Collateralized Mortgage Obligation |
| FNRM CL033DT R19F033                               | 2049-07-25      | 3.0000%  | 0.0000% | $50000000.00       | $14340972.22       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-01-15      | 4.7468%  | 0.0000% | $8434496.00        | $6814729.36        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-02-25      | 5.5000%  | 0.0000% | $96793728.00       | $88350819.92       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-07-15      | 3.0000%  | 0.0000% | $31277952.00       | $5547158.58        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.0000%  | 0.0000% | $954000.00         | $792227.15         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.2720%  | 0.0000% | $9631392.00        | $8921580.27        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.4220%  | 0.0000% | $100000000.00      | $93812956.87       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-155       A-2    20330425 FLT | 2033-04-25      | 4.2500%  | 0.0000% | $8469700.00        | $8274868.20        | Agency Collateralized Mortgage Obligation |
| FNRM CL003NA R21F003                               | 2051-02-25      | 1.2500%  | 0.0000% | $291452480.00      | $139129834.01      | Agency Collateralized Mortgage Obligation |
| FNRM RC014KA R15F014                               | 2044-07-25      | 2.0000%  | 0.0000% | $5000000.00        | $116526.04         | Agency Collateralized Mortgage Obligation |
| FNRM CL061KD R21F061                               | 2049-04-25      | 1.2500%  | 0.0000% | $128124000.00      | $78732853.29       | Agency Collateralized Mortgage Obligation |
| FNRM RC053EC R21F053                               | 2049-04-25      | 1.5000%  | 0.0000% | $100642048.00      | $59991059.82       | Agency Collateralized Mortgage Obligation |
| FNRM CL001DP R25F001                               | 2050-11-25      | 2.5000%  | 0.0000% | $17447328.00       | $14017501.40       | Agency Collateralized Mortgage Obligation |
| FNRM RC034AD R24F034                               | 2050-12-25      | 5.2500%  | 0.0000% | $57361664.00       | $35601066.55       | Agency Collateralized Mortgage Obligation |
| FNRM CL103GA R24F103                               | 2051-02-25      | 5.5000%  | 0.0000% | $86887000.00       | $81049337.63       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-10O FA                                   | 2070-06-20      | 4.9834%  | 0.0000% | $15000000.00       | $8070572.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-134 FK                                   | 2053-09-20      | 5.6283%  | 0.0000% | $100000000.00      | $56387043.07       | Agency Collateralized Mortgage Obligation |
| FHLMC WLST 2017-SC01           1-A    20461225 3.0 | 2046-12-25      | 3.0000%  | 0.0000% | $5000000.00        | $563361.15         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-006 EF                                   | 2055-01-20      | 5.4283%  | 0.0000% | $58799000.00       | $53735192.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2011-H11 FB                                   | 2061-04-20      | 4.9334%  | 0.0000% | $2673516.00        | $118849.92         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H08 FS                                   | 2062-04-20      | 5.1334%  | 0.0000% | $550000.00         | $64239.83          | Agency Collateralized Mortgage Obligation |
| GNRA 2017-53 WA                                    | 2036-06-20      | 4.5328%  | 0.0000% | $12689488.00       | $1053510.36        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-154 GJ                                   | 2053-10-20      | 7.5000%  | 0.0000% | $40489343.00       | $40863371.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH                                   | 2052-03-20      | 3.5000%  | 0.0000% | $185678000.00      | $126075939.25      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 MF                                   | 2053-05-20      | 5.3283%  | 0.0000% | $85000000.00       | $57802327.57       | Agency Collateralized Mortgage Obligation |
| GNRM 2009-81 A                                     | 2036-09-20      | 5.7500%  | 0.0000% | $10000000.00       | $236291.29         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-194 FA                                   | 2051-11-20      | 2.5000%  | 0.0000% | $11086000.00       | $6886950.74        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-01-25      | 5.5000%  | 0.0000% | $46452000.00       | $46413075.70       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-12-25      | 5.5220%  | 0.0000% | $4400000.00        | $3873913.42        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.4220%  | 0.0000% | $2900000.00        | $2572661.89        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2028-02-15      | 5.0000%  | 0.0000% | $164994.00         | $813.99            | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-030       A      20440125 FLT | 2044-01-25      | 5.2900%  | 0.0000% | $56500000.00       | $56147147.48       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-09-25      | 5.5000%  | 0.0000% | $16602000.00       | $13123806.62       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-12-25      | 5.4720%  | 0.0000% | $45200000.00       | $42211966.19       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-03-25      | 5.2220%  | 0.0000% | $6100000.00        | $5683099.81        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-151       A-2    20321025 FLT | 2032-10-25      | 3.8000%  | 0.0000% | $6738000.00        | $6415136.00        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-168       A-2    20341225 FLT | 2034-12-25      | 4.1300%  | 0.0000% | $37000000.00       | $35254892.93       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-07-25      | 5.5000%  | 0.0000% | $17355616.00       | $15435277.63       | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H10 FS                                   | 2063-04-20      | 5.4334%  | 0.0000% | $10000000.00       | $685956.04         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-066 BY                                   | 2055-04-20      | 5.0000%  | 0.0000% | $5670336.00        | $5219463.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-116 FJ                                   | 2053-08-20      | 5.4783%  | 0.0000% | $100000000.00      | $56324791.10       | Agency Collateralized Mortgage Obligation |

### Security 683: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PG35, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP18PG35
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLCA9414 | 2051-03-01      | 2.0000%  | 0.0000% | $112141973.00      | $63360863.80       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8326 | 2051-08-01      | 2.5000%  | 0.0000% | $78970746.00       | $47702555.92       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3663 | 2049-05-01      | 3.5000%  | 0.0000% | $850000000.00      | $63712846.78       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  | 0.0000% | $478758629.00      | $34313733.55       | Agency Mortgage-Backed Securities |

### Security 684: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PG68, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP18PG68
- **C.18 - Value (incl. sponsor support):** $2622000000.00
- **C.18.a - Value (excl. sponsor support):** $2622000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2032-07-15      | 0.6250%  | 0.0000% | $246097600.00      | $249999344.70      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-31      | 4.4263%  | 0.0000% | $741600.00         | $744391.16         | U.S. Treasuries (including strips) |
| United States Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $206652800.00      | $205672024.78      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $243880800.00      | $249999814.33      | U.S. Treasuries (including strips) |
| United States Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $232771600.00      | $238389928.79      | U.S. Treasuries (including strips) |
| United States Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $67023200.00       | $67714966.82       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $225982000.00      | $249999301.13      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $80760000.00       | $101425348.27      | U.S. Treasuries (including strips) |
| United States Treasury | 2032-04-15      | 3.3750%  | 0.0000% | $6309400.00        | $12576774.34       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $24641200.00       | $21437902.25       | U.S. Treasuries (including strips) |
| United States Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $121402200.00      | $85348970.07       | U.S. Treasuries (including strips) |
| United States Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $341476000.00      | $249999642.32      | U.S. Treasuries (including strips) |
| United States Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $11056500.00       | $5993101.37        | U.S. Treasuries (including strips) |
| United States Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $291854400.00      | $249999687.45      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $163053000.00      | $210015734.96      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $101583000.00      | $124793189.82      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $73089400.00       | $70905225.31       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $230316000.00      | $249999428.69      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $24679000.00       | $29425270.36       | U.S. Treasuries (including strips) |

### Security 685: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.410000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18PG84, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP18PG84
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| RAPID7 INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $50759.00          | $1159335.56        | Equities   |
| MERCADOLIBRE INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1807.00           | $4599700.43        | Equities   |
| FOOT LOCKER INC                COM              | 2500-12-31      | N/A      | 0.0000% | $24332.00          | $582264.76         | Equities   |
| FOX FACTORY HLDG CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $6940.00           | $173361.20         | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $64.44             | Equities   |
| ARGAN INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $332.00            | $68727.32          | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA EME   | 2500-12-31      | N/A      | 0.0000% | $8246.00           | $290176.74         | Equities   |
| GORMAN RUPP CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $47411.00          | $1738561.37        | Equities   |
| TIGO ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $2680.00           | $2540.91           | Equities   |
| CENOVUS ENERGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $87371.00          | $1183877.05        | Equities   |
| SPDR SERIES TRUST              S&P OILGAS EXP   | 2500-12-31      | N/A      | 0.0000% | $2.00              | $242.36            | Equities   |
| NEWMONT CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $95236.00          | $5001794.72        | Equities   |
| TUYA INC                       SPONSERED ADS    | 2500-12-31      | N/A      | 0.0000% | $5.00              | $13.00             | Equities   |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $1.00              | $32.26             | Equities   |
| STURM RUGER & CO INC           COM              | 2500-12-31      | N/A      | 0.0000% | $4779.00           | $172044.00         | Equities   |
| LISATA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $9.00              | $24.03             | Equities   |
| HARROW INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1572.00           | $42758.40          | Equities   |
| FRANKLIN ELEC INC              COM              | 2500-12-31      | N/A      | 0.0000% | $57757.00          | $5001756.20        | Equities   |
| BKV CORP                       COM              | 2500-12-31      | N/A      | 0.0000% | $7593.00           | $166058.91         | Equities   |
| SCHOLASTIC CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $14037.00          | $241717.14         | Equities   |
| NORTHERN TECHNOLOGIES INTL COR COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $14.48             | Equities   |
| SUPERNUS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $21366.00          | $676874.88         | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $2.35              | Equities   |
| PARANOVUS ENTERTNMNT TECH LTD  ORD SHS CL A NEW | 2500-12-31      | N/A      | 0.0000% | $360.00            | $338.47            | Equities   |
| RUSH ENTERPRISES INC           CL A             | 2500-12-31      | N/A      | 0.0000% | $45832.00          | $2252184.48        | Equities   |
| AMER SPORTS INC                COM SHS          | 2500-12-31      | N/A      | 0.0000% | $135735.00         | $5001834.75        | Equities   |
| THIRD HARMONIC BIO INC         COM              | 2500-12-31      | N/A      | 0.0000% | $83653.00          | $435832.13         | Equities   |
| UNITED PARCEL SERVICE INC      CL B             | 2500-12-31      | N/A      | 0.0000% | $50987.00          | $5001824.70        | Equities   |
| VERISIGN INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $18616.00          | $5001746.88        | Equities   |
| RADCOM LTD                     SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $13.36             | Equities   |
| DOLE PLC                       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $282076.00         | $3977271.60        | Equities   |
| DIVERSIFIED ENERGY COMPANY PLC SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $45614.00          | $645438.10         | Equities   |
| VANGUARD SCOTTSDALE FDS        LONG TERM TREAS  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $54.82             | Equities   |
| WARBY PARKER INC               CL A COM         | 2500-12-31      | N/A      | 0.0000% | $78389.00          | $1627355.64        | Equities   |
| PG&E CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $293019.00         | $5001834.33        | Equities   |
| LIBERTY GLOBAL LTD             COM CL A         | 2500-12-31      | N/A      | 0.0000% | $80910.00          | $775117.80         | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $1.25              | Equities   |
| TWILIO INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $42666.00          | $5001735.18        | Equities   |
| XBIOTECH INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $9.00              | $25.74             | Equities   |
| SENTAGE HOLDINGS INC           SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $355.00            | $592.85            | Equities   |
| BUILD-A-BEAR WORKSHOP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $30976.00          | $1611681.28        | Equities   |
| MERUS N V                      COM              | 2500-12-31      | N/A      | 0.0000% | $3920.00           | $217050.40         | Equities   |
| PARAMOUNT GLOBAL               CLASS B COM      | 2500-12-31      | N/A      | 0.0000% | $1.00              | $12.18             | Equities   |
| AXALTA COATING SYS LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $160224.00         | $5000591.04        | Equities   |
| ALAMOS GOLD INC NEW            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $28077.00          | $720736.59         | Equities   |
| SHARKNINJA INC                 COM SHS          | 2500-12-31      | N/A      | 0.0000% | $52738.00          | $4976357.68        | Equities   |
| NUTANIX INC                    CL A             | 2500-12-31      | N/A      | 0.0000% | $65943.00          | $5001776.55        | Equities   |
| AMAZON COM INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $24316.00          | $5001801.20        | Equities   |
| APOGEE ENTERPRISES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $103286.00         | $4012661.10        | Equities   |
| MERITAGE HOMES CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $78165.00          | $5001778.35        | Equities   |
| CARVANA CO                     CL A             | 2500-12-31      | N/A      | 0.0000% | $15647.00          | $5001563.55        | Equities   |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $19.00             | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $51.00             | $1614.15           | Equities   |
| APPLE INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $25015.00          | $5001749.25        | Equities   |
| ARGENX SE                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $580.95            | Equities   |
| CRONOS GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $2.05              | Equities   |
| GAP INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $178956.00         | $5001820.20        | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA INT   | 2500-12-31      | N/A      | 0.0000% | $1456.00           | $56944.16          | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $92.43             | Equities   |
| PHILLIPS 66                    COM              | 2500-12-31      | N/A      | 0.0000% | $43615.00          | $5001768.20        | Equities   |
| A10 NETWORKS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $35195.00          | $603946.20         | Equities   |

### Security 686: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PG92, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP18PG92
- **C.18 - Value (incl. sponsor support):** $1141000000.00
- **C.18.a - Value (excl. sponsor support):** $1141000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2029-04-15      | 3.8750%  | 0.0000% | $8800.00           | $18708.95          | U.S. Treasuries (including strips) |
| GNII SF DJ8033 C       | 2055-04-20      | 6.0000%  | 0.0000% | $8091600.00        | $8315309.31        | Agency Mortgage-Backed Securities  |
| GNII SF DH4719 C       | 2055-05-20      | 6.0000%  | 0.0000% | $2656560.00        | $2728346.45        | Agency Mortgage-Backed Securities  |
| GNII SP 786934 C       | 2053-09-20      | 6.0000%  | 0.0000% | $14999000.00       | $12405559.84       | Agency Mortgage-Backed Securities  |
| GNII SF DH9223 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1972032.00        | $2013550.11        | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $278699520.00      | $249999543.11      | Agency Mortgage-Backed Securities  |
| GNII SF DI9685 C       | 2055-05-20      | 6.5000%  | 0.0000% | $10644384.00       | $11172346.63       | Agency Mortgage-Backed Securities  |
| GNII SF DC3521 C       | 2054-07-20      | 6.5000%  | 0.0000% | $3464544.00        | $3556038.10        | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M       | 2053-07-20      | 5.5000%  | 0.0000% | $305275392.00      | $249999955.59      | Agency Mortgage-Backed Securities  |
| GNII SF MA4654 M       | 2047-08-20      | 4.5000%  | 0.0000% | $40998848.00       | $3678693.58        | Agency Mortgage-Backed Securities  |
| GNII SF MA7534 M       | 2051-08-20      | 2.5000%  | 0.0000% | $424547328.00      | $249999867.61      | Agency Mortgage-Backed Securities  |
| GNII SF DJ5894 C       | 2055-04-20      | 5.5000%  | 0.0000% | $3102440.00        | $3107646.97        | Agency Mortgage-Backed Securities  |
| GNII SF MA8044 M       | 2052-05-20      | 3.5000%  | 0.0000% | $20882592.00       | $14789711.20       | Agency Mortgage-Backed Securities  |
| GNII SF MA4586 M       | 2047-07-20      | 3.5000%  | 0.0000% | $216500000.00      | $26713244.57       | Agency Mortgage-Backed Securities  |
| GNII SF MB0206 M       | 2055-02-20      | 6.0000%  | 0.0000% | $248512000.00      | $249999422.78      | Agency Mortgage-Backed Securities  |
| GNII SF MA9171 M       | 2053-09-20      | 5.5000%  | 0.0000% | $86327296.00       | $69875238.94       | Agency Mortgage-Backed Securities  |
| GNII SF MA9606 M       | 2054-02-20      | 6.0000%  | 0.0000% | $10000000.00       | $8084728.90        | Agency Mortgage-Backed Securities  |
| GNII SF MA7533 M       | 2051-08-20      | 2.0000%  | 0.0000% | $13226000.00       | $7580948.54        | Agency Mortgage-Backed Securities  |
| GNII SF DH6440 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1422274.00        | $1477979.83        | Agency Mortgage-Backed Securities  |
| GNMI SF BC8968 X       | 2047-10-15      | 4.5000%  | 0.0000% | $744811.00         | $101741.13         | Agency Mortgage-Backed Securities  |
| GNMI SF 682587 X       | 2038-04-15      | 5.5000%  | 0.0000% | $3291660.00        | $8863.00           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A80400 G   | 2037-08-01      | 5.5000%  | 0.0000% | $1675440.00        | $28392.34          | Agency Mortgage-Backed Securities  |

### Security 687: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGA9, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP18PGA9
- **C.18 - Value (incl. sponsor support):** $3601000000.00
- **C.18.a - Value (excl. sponsor support):** $3601000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2026-09-30      | 3.5000%  | 0.0000% | $250194100.00      | $249856514.35      | U.S. Treasuries (including strips) |
| United States Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $991.33            | U.S. Treasuries (including strips) |
| United States Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $103.20            | U.S. Treasuries (including strips) |
| United States Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $199000000.00      | $199770187.31      | U.S. Treasuries (including strips) |
| United States Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $255575200.00      | $249999986.24      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $13700000.00       | $13866718.57       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $108040100.00      | $110790218.39      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $199998000.00      | $201478281.40      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.44            | U.S. Treasuries (including strips) |
| United States Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $181300000.00      | $185989504.71      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $10020400.00       | $10173363.12       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $9128800.00        | $9137898.27        | U.S. Treasuries (including strips) |
| United States Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $170000000.00      | $170461511.24      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $27293100.00       | $27641016.28       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $1429300.00        | $1427326.09        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $260000.00         | $259908.76         | U.S. Treasuries (including strips) |
| United States Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $100000000.00      | $48359427.60       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-02-15      | 5.3750%  | 0.0000% | $2000.00           | $2162.28           | U.S. Treasuries (including strips) |
| United States Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $400.00            | $324.84            | U.S. Treasuries (including strips) |
| United States Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $67.86             | U.S. Treasuries (including strips) |
| United States Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $9401200.00        | $7824018.33        | U.S. Treasuries (including strips) |
| United States Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $93.52             | U.S. Treasuries (including strips) |
| United States Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $91.72             | U.S. Treasuries (including strips) |
| United States Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $5000000.00        | $4234993.29        | U.S. Treasuries (including strips) |
| United States Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $280600.00         | $195176.08         | U.S. Treasuries (including strips) |
| United States Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $235000.00         | $212999.05         | U.S. Treasuries (including strips) |
| United States Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $15000200.00       | $10679829.20       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $389000.00         | $388241.66         | U.S. Treasuries (including strips) |
| United States Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $7388600.00        | $7299254.87        | U.S. Treasuries (including strips) |
| United States Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $140000.00         | $139005.98         | U.S. Treasuries (including strips) |
| United States Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $855000.00         | $846193.79         | U.S. Treasuries (including strips) |
| United States Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $164500.00         | $169668.47         | U.S. Treasuries (including strips) |
| United States Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $100000000.00      | $97391159.70       | U.S. Treasuries (including strips) |
| United States Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $60300.00          | $56944.67          | U.S. Treasuries (including strips) |
| United States Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $10000000.00       | $8712773.64        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-18      | 0.0000%  | 0.0000% | $100.00            | $98.74             | U.S. Treasuries (including strips) |
| United States Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $7560000.00        | $6939129.66        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $8917900.00        | $8848155.43        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $10000100.00       | $10118464.13       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $315900.00         | $266573.66         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $6999500.00        | $6784284.21        | U.S. Treasuries (including strips) |
| United States Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $1200.00           | $1028.51           | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $7500000.00        | $7208325.90        | U.S. Treasuries (including strips) |
| United States Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $240406600.00      | $203019878.67      | U.S. Treasuries (including strips) |
| United States Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $132800.00         | $128418.44         | U.S. Treasuries (including strips) |
| United States Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $11758800.00       | $9965396.74        | U.S. Treasuries (including strips) |
| United States Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $6941500.00        | $6675107.78        | U.S. Treasuries (including strips) |
| United States Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $300.00            | $257.26            | U.S. Treasuries (including strips) |
| United States Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $10000000.00       | $9226728.75        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $62163000.00       | $62113308.33       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-30      | 0.2500%  | 0.0000% | $300.00            | $296.11            | U.S. Treasuries (including strips) |
| United States Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $24999100.00       | $24751949.47       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $255502800.00      | $249743937.82      | U.S. Treasuries (including strips) |
| United States Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $1600.00           | $1044.06           | U.S. Treasuries (including strips) |
| United States Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.04             | U.S. Treasuries (including strips) |
| United States Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $50129200.00       | $51481653.83       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $96.51             | U.S. Treasuries (including strips) |
| United States Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $124452000.00      | $126163873.97      | U.S. Treasuries (including strips) |
| United States Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $7947600.00        | $5598635.57        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $247585000.00      | $249999989.89      | U.S. Treasuries (including strips) |
| United States Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $52300.00          | $48024.97          | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $250000100.00      | $240134952.55      | U.S. Treasuries (including strips) |
| United States Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $50805761.95       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $245105300.00      | $249999951.37      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $200.00            | $205.01            | U.S. Treasuries (including strips) |
| United States Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $247707800.00      | $249999913.35      | U.S. Treasuries (including strips) |
| United States Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $13269900.00       | $13422269.03       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-31      | 4.4713%  | 0.0000% | $11358200.00       | $11404725.44       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $300.00            | $313.32            | U.S. Treasuries (including strips) |
| United States Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $200000000.00      | $200801134.80      | U.S. Treasuries (including strips) |

### Security 688: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGB7, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP18PGB7
- **C.18 - Value (incl. sponsor support):** $2924000000.00
- **C.18.a - Value (excl. sponsor support):** $2924000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2033-11-15      | 4.5000%  | 0.0000% | $58165400.00       | $58988105.32       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-01-31      | 4.2500%  | 0.0000% | $1354000.00        | $1372322.32        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-06-30      | 4.6250%  | 0.0000% | $16968400.00       | $17295030.93       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-05-15      | 3.6250%  | 0.0000% | $805000.00         | $801872.24         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-15      | 4.6250%  | 0.0000% | $26111300.00       | $26363931.79       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $12544100.00       | $12802154.31       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $12712500.00       | $12836398.38       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $250087200.00      | $249883895.36      | U.S. Treasuries (including strips) |
| United States Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $118740400.00      | $100464371.59      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-31      | 4.7500%  | 0.0000% | $11315100.00       | $11498457.13       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $10269900.00       | $9223832.55        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-03-31      | 0.7500%  | 0.0000% | $6499200.00        | $6323276.46        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-03-31      | 4.5000%  | 0.0000% | $40708800.00       | $41100176.40       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-15      | 4.6250%  | 0.0000% | $87180200.00       | $88580804.84       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-03-31      | 0.6250%  | 0.0000% | $19499900.00       | $18375820.27       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $91990500.00       | $93561873.07       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $93762000.00       | $94975288.06       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-31      | 4.5063%  | 0.0000% | $69494000.00       | $69802439.67       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $34191200.00       | $34593091.54       | U.S. Treasuries (including strips) |
| United States Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $74599800.00       | $76485825.13       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $20640300.00       | $21146420.67       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $69750800.00       | $71607152.74       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $17221700.00       | $17456566.60       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $5387300.00        | $5413498.97        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-24      | 0.0000%  | 0.0000% | $72323400.00       | $71856914.07       | U.S. Treasuries (including strips) |
| United States Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $382234000.00      | $249448822.55      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $106509800.00      | $104123244.28      | U.S. Treasuries (including strips) |
| United States Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $177364200.00      | $151097336.17      | U.S. Treasuries (including strips) |
| United States Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $200.00            | $134.84            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-06-30      | 2.7500%  | 0.0000% | $1983900.00        | $2003427.58        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $160999600.00      | $155990691.70      | U.S. Treasuries (including strips) |
| United States Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $1000.00           | $979.74            | U.S. Treasuries (including strips) |
| United States Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $35322400.00       | $27318615.40       | U.S. Treasuries (including strips) |
| United States Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $45157600.00       | $28338022.88       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $123545300.00      | $120112454.85      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $4914000.00        | $4767151.97        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $55795200.00       | $54320498.94       | U.S. Treasuries (including strips) |
| United States Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $19287600.00       | $13559694.92       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $13200000.00       | $13527015.78       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $8040700.00        | $7487255.88        | U.S. Treasuries (including strips) |
| United States Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $5150000.00        | $5169677.48        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-23      | 0.0000%  | 0.0000% | $91884900.00       | $90329288.64       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $3300000.00        | $3212286.00        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $6729200.00        | $6563888.69        | U.S. Treasuries (including strips) |
| United States Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $1000.00           | $694.32            | U.S. Treasuries (including strips) |
| United States Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $2588400.00        | $2097555.83        | U.S. Treasuries (including strips) |
| United States Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $40300.00          | $35290.77          | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-30      | 3.0000%  | 0.0000% | $650400.00         | $650628.96         | U.S. Treasuries (including strips) |
| United States Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $123607100.00      | $111755644.45      | U.S. Treasuries (including strips) |
| United States Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $180202000.00      | $172746714.75      | U.S. Treasuries (including strips) |
| United States Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $50499900.00       | $24375154.17       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-19      | 0.0000%  | 0.0000% | $811800.00         | $804063.55         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $11710300.00       | $11690599.82       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-02-28      | 4.6250%  | 0.0000% | $2400000.00        | $2433426.77        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $259600.00         | $263633.68         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $70951800.00       | $72428342.22       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $4234100.00        | $4245632.31        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $134148000.00      | $135799416.61      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-09      | 0.0000%  | 0.0000% | $50000000.00       | $49234000.00       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-10      | 0.0000%  | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-11      | 0.0000%  | 0.0000% | $50000000.00       | $49395000.00       | U.S. Treasuries (including strips) |
| United States Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $1412600.00        | $1103497.45        | U.S. Treasuries (including strips) |
| United States Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $36554500.00       | $36109351.62       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-31      | 4.4833%  | 0.0000% | $49999800.00       | $50228658.98       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-03-15      | 4.6250%  | 0.0000% | $7883500.00        | $7981291.90        | U.S. Treasuries (including strips) |

### Security 689: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGG6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP18PGG6
- **C.18 - Value (incl. sponsor support):** $1539000000.00
- **C.18.a - Value (excl. sponsor support):** $1539000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2028-05-15      | 3.7500%  | 0.0000% | $67908800.00       | $67726025.71       | U.S. Treasuries (including strips) |
| United States Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $7800000.00        | $7906006.74        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $49387000.00       | $50701389.12       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $1628200.00        | $1620156.87        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $118982300.00      | $120554909.76      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-03-15      | 4.6250%  | 0.0000% | $13985400.00       | $14158883.71       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $5269400.00        | $5129873.73        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $202591700.00      | $202640454.91      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $594300.00         | $593816.87         | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $600.00            | $608.18            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $35890200.00       | $34876417.31       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-06-15      | 2.8750%  | 0.0000% | $3972400.00        | $4020812.69        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $900.00            | $908.77            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $5454800.00        | $5206846.22        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $64572200.00       | $64102372.67       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $108.55            | U.S. Treasuries (including strips) |
| United States Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $200.00            | $188.19            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $98672400.00       | $207882136.43      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-03-31      | 0.7500%  | 0.0000% | $39071800.00       | $38014185.29       | U.S. Treasuries (including strips) |
| United States Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $496700.00         | $384151.59         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-28      | 0.0000%  | 0.0000% | $169614900.00      | $167816982.06      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $76302300.00       | $77439645.83       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $200942500.00      | $249880090.52      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $203251000.00      | $249690800.86      | U.S. Treasuries (including strips) |

### Security 690: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGJ0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP18PGJ0
- **C.18 - Value (incl. sponsor support):** $489000000.00
- **C.18.a - Value (excl. sponsor support):** $489000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $101.63            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $259000.00         | $264172.12         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $101.63            | U.S. Treasuries (including strips) |
| United States Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $2700.00           | $2724.98           | U.S. Treasuries (including strips) |
| United States Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $200.00            | $203.83            | U.S. Treasuries (including strips) |
| United States Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $98.90             | U.S. Treasuries (including strips) |
| United States Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $101.27            | U.S. Treasuries (including strips) |
| United States Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $307.76            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $2200.00           | $2198.24           | U.S. Treasuries (including strips) |
| United States Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $1759400.00        | $1834885.96        | U.S. Treasuries (including strips) |
| United States Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $900.00            | $889.12            | U.S. Treasuries (including strips) |
| United States Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $400.00            | $417.76            | U.S. Treasuries (including strips) |
| United States Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $1100.00           | $1113.39           | U.S. Treasuries (including strips) |
| United States Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $300.00            | $307.65            | U.S. Treasuries (including strips) |
| United States Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $400.00            | $396.53            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $2900.00           | $2921.46           | U.S. Treasuries (including strips) |
| United States Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $600.00            | $609.43            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $5365700.00        | $5431186.38        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $1100.00           | $1110.73           | U.S. Treasuries (including strips) |
| United States Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $1600.00           | $1640.73           | U.S. Treasuries (including strips) |
| United States Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $200.00            | $203.21            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.75            | U.S. Treasuries (including strips) |
| United States Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $300.00            | $302.41            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $100000000.00      | $101566817.10      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $3600.00           | $3695.57           | U.S. Treasuries (including strips) |
| United States Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $39166700.00       | $38826942.08       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $258400.00         | $263928.20         | U.S. Treasuries (including strips) |
| United States Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $72.12             | U.S. Treasuries (including strips) |
| United States Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $4175200.00        | $5900041.50        | U.S. Treasuries (including strips) |
| United States Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $70.44             | U.S. Treasuries (including strips) |
| United States Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $27800.00          | $15361.61          | U.S. Treasuries (including strips) |
| United States Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $300.00            | $205.37            | U.S. Treasuries (including strips) |
| United States Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $3000.00           | $3242.19           | U.S. Treasuries (including strips) |
| United States Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $182500.00         | $296914.18         | U.S. Treasuries (including strips) |
| United States Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $1613200.00        | $933197.25         | U.S. Treasuries (including strips) |
| United States Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $147.78            | U.S. Treasuries (including strips) |
| United States Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $7500.00           | $3508.59           | U.S. Treasuries (including strips) |
| United States Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $200.00            | $310.45            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $1100.00           | $1713.64           | U.S. Treasuries (including strips) |
| United States Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $4300.00           | $3133.72           | U.S. Treasuries (including strips) |
| United States Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $88.63             | U.S. Treasuries (including strips) |
| United States Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $1300.00           | $1264.20           | U.S. Treasuries (including strips) |
| United States Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $195.76            | U.S. Treasuries (including strips) |
| United States Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $1500.00           | $770.92            | U.S. Treasuries (including strips) |
| United States Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $56.75             | U.S. Treasuries (including strips) |
| United States Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $857500.00         | $1023983.74        | U.S. Treasuries (including strips) |
| United States Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $22394000.00       | $21655138.93       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $101928300.00      | $136817978.36      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $102282400.00      | $135266595.23      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-15      | 3.0000%  | 0.0000% | $100.00            | $100.94            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $1100.00           | $1050.72           | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $93.23             | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $600.00            | $577.98            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $3900.00           | $3643.90           | U.S. Treasuries (including strips) |
| United States Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $142100.00         | $139056.72         | U.S. Treasuries (including strips) |
| United States Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $14615200.00       | $13145091.99       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $87.13             | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $2333000.00        | $2287398.83        | U.S. Treasuries (including strips) |
| United States Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $84.70             | U.S. Treasuries (including strips) |
| United States Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $3500.00           | $2955.70           | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-15      | 2.0000%  | 0.0000% | $3400.00           | $3402.63           | U.S. Treasuries (including strips) |
| United States Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $90.64             | U.S. Treasuries (including strips) |
| United States Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $10436300.00       | $11408179.01       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $9401300.00        | $8657073.57        | U.S. Treasuries (including strips) |
| United States Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $158900.00         | $153216.58         | U.S. Treasuries (including strips) |
| United States Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $300.00            | $301.49            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $247300.00         | $241286.06         | U.S. Treasuries (including strips) |
| United States Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $400.00            | $376.76            | U.S. Treasuries (including strips) |
| United States Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $700.00            | $599.96            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $287800.00         | $280801.16         | U.S. Treasuries (including strips) |
| United States Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $95.31             | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $500.00            | $468.53            | U.S. Treasuries (including strips) |
| United States Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $12560100.00       | $12322114.50       | U.S. Treasuries (including strips) |

### Security 691: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGL5, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP18PGL5
- **C.18 - Value (incl. sponsor support):** $407000000.00
- **C.18.a - Value (excl. sponsor support):** $407000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 MA9422 M | 2054-01-20      | 5.0000%  | 0.0000% | $18000000.00       | $16292954.21       | Agency Mortgage-Backed Securities |
| GNII SF DJ3637 C | 2055-04-20      | 5.5000%  | 0.0000% | $20165483.00       | $20151442.11       | Agency Mortgage-Backed Securities |
| GNII SF DH6073 C | 2055-02-20      | 5.5000%  | 0.0000% | $17801420.00       | $17627045.06       | Agency Mortgage-Backed Securities |
| GNII SF DI4075 C | 2055-05-20      | 6.0000%  | 0.0000% | $19263072.00       | $19686056.95       | Agency Mortgage-Backed Securities |
| GNII SF DI0198 C | 2055-04-20      | 5.5000%  | 0.0000% | $19600736.00       | $19588353.84       | Agency Mortgage-Backed Securities |
| GNII SF DI0066 C | 2055-04-20      | 5.5000%  | 0.0000% | $15041261.00       | $15025314.11       | Agency Mortgage-Backed Securities |
| GNII SF DH6450 C | 2055-04-20      | 6.5000%  | 0.0000% | $15092813.00       | $15695405.68       | Agency Mortgage-Backed Securities |
| GNII SF DI0243 C | 2055-04-20      | 6.0000%  | 0.0000% | $15964795.00       | $16414548.87       | Agency Mortgage-Backed Securities |
| GNII SF DJ7111 C | 2055-05-20      | 6.0000%  | 0.0000% | $16446305.00       | $16928565.48       | Agency Mortgage-Backed Securities |
| GNII SF DI0064 C | 2055-04-20      | 5.5000%  | 0.0000% | $14995861.00       | $14984509.04       | Agency Mortgage-Backed Securities |
| GNII SF DJ3847 C | 2055-05-20      | 6.0000%  | 0.0000% | $10707893.00       | $11021884.11       | Agency Mortgage-Backed Securities |
| GNII SF MB0309 M | 2055-03-20      | 6.0000%  | 0.0000% | $15134628.00       | $15328053.27       | Agency Mortgage-Backed Securities |
| GNII SF DG1672 C | 2055-02-20      | 5.5000%  | 0.0000% | $16267527.00       | $16222976.49       | Agency Mortgage-Backed Securities |
| GNII SF DI9457 C | 2055-04-20      | 6.0000%  | 0.0000% | $16092656.00       | $16565442.57       | Agency Mortgage-Backed Securities |
| GNII SF DI0188 C | 2055-04-20      | 6.0000%  | 0.0000% | $19594124.00       | $20149464.04       | Agency Mortgage-Backed Securities |
| GNII SF DJ9244 C | 2055-05-20      | 6.5000%  | 0.0000% | $15673445.00       | $16220214.87       | Agency Mortgage-Backed Securities |
| GNII SF DJ5410 C | 2055-05-20      | 6.0000%  | 0.0000% | $18097442.00       | $18494849.76       | Agency Mortgage-Backed Securities |
| GNII SF DJ5336 C | 2055-05-20      | 6.0000%  | 0.0000% | $14329535.00       | $14644202.03       | Agency Mortgage-Backed Securities |
| GNII SF DF4989 C | 2054-12-20      | 5.0000%  | 0.0000% | $17360667.00       | $16877481.65       | Agency Mortgage-Backed Securities |
| GNII SF DI6445 C | 2055-05-20      | 5.5000%  | 0.0000% | $15305055.00       | $15367171.42       | Agency Mortgage-Backed Securities |
| GNII SF DI6110 C | 2055-04-20      | 6.0000%  | 0.0000% | $15332664.00       | $15693500.85       | Agency Mortgage-Backed Securities |
| GNII SF DK4647 C | 2055-05-20      | 6.0000%  | 0.0000% | $14839695.00       | $15274859.16       | Agency Mortgage-Backed Securities |
| GNII SF DJ5408 C | 2055-05-20      | 6.0000%  | 0.0000% | $19243987.00       | $19666572.12       | Agency Mortgage-Backed Securities |
| GNII SF DI5651 C | 2055-03-20      | 6.5000%  | 0.0000% | $16954111.00       | $17368118.88       | Agency Mortgage-Backed Securities |
| GNII SF DJ4761 C | 2055-05-20      | 6.0000%  | 0.0000% | $17684652.00       | $18072977.48       | Agency Mortgage-Backed Securities |

### Security 692: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGN1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP18PGN1
- **C.18 - Value (incl. sponsor support):** $815000000.00
- **C.18.a - Value (excl. sponsor support):** $815000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 2024-186 FA                                   | 2054-11-20      | 5.9283%  | 0.0000% | $35451800.00       | $34421846.27       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-026 FG                                   | 2055-02-20      | 5.9783%  | 0.0000% | $1555659.00        | $1381812.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 FE                                   | 2054-08-20      | 5.5783%  | 0.0000% | $4113920.00        | $3570830.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 FD                                   | 2054-08-20      | 5.4283%  | 0.0000% | $2826839.00        | $2531823.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FA                                   | 2054-10-20      | 5.4283%  | 0.0000% | $2648309.00        | $2454832.20        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-005 MJ                                   | 2054-01-20      | 5.5000%  | 0.0000% | $3959121.00        | $3931444.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 FM                                   | 2054-10-20      | 5.2783%  | 0.0000% | $99998000.00       | $95841577.97       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FB                                   | 2054-10-20      | 5.3283%  | 0.0000% | $41906903.00       | $40113440.05       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-157 FA                                   | 2054-09-20      | 5.4283%  | 0.0000% | $30000000.00       | $25964462.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 FB                                   | 2053-11-20      | 5.8283%  | 0.0000% | $10658293.00       | $4958641.70        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-10-25      | 5.4220%  | 0.0000% | $55329.00          | $52264.87          | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-03-25      | 5.6720%  | 0.0000% | $1249409.00        | $1169531.62        | Agency Collateralized Mortgage Obligation |
| GNII SF MA9362 M                                   | 2053-12-20      | 5.5000%  | 0.0000% | $2363795.00        | $2032673.38        | Agency Mortgage-Backed Securities         |
| GNII SF MA5077 M                                   | 2048-03-20      | 3.5000%  | 0.0000% | $8892731.00        | $1072490.64        | Agency Mortgage-Backed Securities         |
| GNII SF MA0396 M                                   | 2042-09-20      | 5.5000%  | 0.0000% | $67527.00          | $1942.58           | Agency Mortgage-Backed Securities         |
| GNII SF MA8201 M                                   | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $768.57            | Agency Mortgage-Backed Securities         |
| GNMI SF CX5729 X                                   | 2053-12-15      | 7.5000%  | 0.0000% | $32705.00          | $34336.36          | Agency Mortgage-Backed Securities         |
| GNII SF MA7769 M                                   | 2051-12-20      | 3.5000%  | 0.0000% | $114958.00         | $75676.07          | Agency Mortgage-Backed Securities         |
| GNMI SF AQ0545 X                                   | 2046-10-15      | 4.0000%  | 0.0000% | $179297.00         | $7627.69           | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M                                   | 2054-01-20      | 5.5000%  | 0.0000% | $50000.00          | $42436.26          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ3322                               | 2054-12-01      | 4.5000%  | 0.0000% | $1028.00           | $960.27            | Agency Mortgage-Backed Securities         |
| GNII SF MB0146 M                                   | 2055-01-20      | 5.0000%  | 0.0000% | $6336056.00        | $6114800.03        | Agency Mortgage-Backed Securities         |
| GNMI SF AD0998 X                                   | 2043-04-15      | 2.5000%  | 0.0000% | $367270.00         | $57290.35          | Agency Mortgage-Backed Securities         |
| GNII ET DI0245 C                                   | 2065-04-20      | 7.0000%  | 0.0000% | $1011.00           | $1038.67           | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M                                   | 2053-06-20      | 5.5000%  | 0.0000% | $1024.00           | $833.90            | Agency Mortgage-Backed Securities         |
| GNII SF DH8474 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $2077430.00        | $2156738.18        | Agency Mortgage-Backed Securities         |
| GNII SF DK4593 C                                   | 2055-05-20      | 6.0000%  | 0.0000% | $490716.00         | $501882.90         | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M                                   | 2055-02-20      | 5.5000%  | 0.0000% | $1022.00           | $1009.84           | Agency Mortgage-Backed Securities         |
| GNMI SP 782737 X                                   | 2039-08-15      | 4.5000%  | 0.0000% | $1247.00           | $28.99             | Agency Mortgage-Backed Securities         |
| GNII SF 004423 M                                   | 2039-04-20      | 4.5000%  | 0.0000% | $1475.00           | $33.88             | Agency Mortgage-Backed Securities         |
| GNII SF DI0034 C                                   | 2055-03-20      | 5.5000%  | 0.0000% | $810568.00         | $810669.82         | Agency Mortgage-Backed Securities         |
| GNII SF MA6414 M                                   | 2049-12-20      | 5.5000%  | 0.0000% | $340000.00         | $40694.96          | Agency Mortgage-Backed Securities         |
| GNII SF MA8727 M                                   | 2053-03-20      | 6.0000%  | 0.0000% | $1551538.00        | $974561.63         | Agency Mortgage-Backed Securities         |
| GNII SP 785317 C                                   | 2051-02-20      | 2.0000%  | 0.0000% | $1023.00           | $468.70            | Agency Mortgage-Backed Securities         |
| GNII SP 785738 C                                   | 2051-11-20      | 3.5000%  | 0.0000% | $886896.00         | $581245.89         | Agency Mortgage-Backed Securities         |
| GNMI SF CU0300 X                                   | 2053-05-15      | 7.0000%  | 0.0000% | $1476676.00        | $1525472.97        | Agency Mortgage-Backed Securities         |
| GNMI SP 782267 X                                   | 2038-02-15      | 5.0000%  | 0.0000% | $1081.00           | $18.10             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX4527                               | 2055-02-01      | 6.5000%  | 0.0000% | $2008.00           | $2081.26           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3503                               | 2055-01-01      | 6.0000%  | 0.0000% | $41433.00          | $37874.40          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1256                               | 2054-12-01      | 6.0000%  | 0.0000% | $1162079.00        | $1115821.16        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX4051                               | 2054-12-01      | 4.5000%  | 0.0000% | $38158.00          | $35910.63          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX0130                               | 2054-12-01      | 5.5000%  | 0.0000% | $161035.00         | $155757.91         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX2227                               | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.36           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2245                               | 2054-12-01      | 5.5000%  | 0.0000% | $1719116.00        | $1714526.62        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3556                               | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.83           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX0558                               | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $979.56            | Agency Mortgage-Backed Securities         |
| GNII ET DK1672 C                                   | 2065-05-20      | 6.5000%  | 0.0000% | $16608462.00       | $17012331.81       | Agency Mortgage-Backed Securities         |
| GNII SF MA6820 M                                   | 2050-08-20      | 3.0000%  | 0.0000% | $4497358.00        | $1339601.85        | Agency Mortgage-Backed Securities         |
| GNII SF CT5352 C                                   | 2055-05-20      | 6.0000%  | 0.0000% | $1452660.00        | $1498111.31        | Agency Mortgage-Backed Securities         |
| GNII SF DI0216 C                                   | 2055-04-20      | 6.0000%  | 0.0000% | $4369848.00        | $4461726.90        | Agency Mortgage-Backed Securities         |
| GNRM 2025-064 E                                    | 2055-04-20      | 4.5000%  | 0.0000% | $1961.00           | $1867.74           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 NF                                   | 2054-10-20      | 5.2783%  | 0.0000% | $162790.00         | $155157.78         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-064 FG                                   | 2055-04-20      | 5.6283%  | 0.0000% | $65510067.00       | $64476166.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FA                                   | 2054-09-20      | 5.4383%  | 0.0000% | $216097.00         | $207231.52         | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDD4642                               | 2055-03-01      | 6.5000%  | 0.0000% | $297891.00         | $197439.07         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3295                               | 2034-08-01      | 2.9100%  | 0.0000% | $50000.00          | $43327.06          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR2612                               | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $37246.17          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625                               | 2034-09-01      | 2.8900%  | 0.0000% | $2252.00           | $1950.29           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4781                               | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $212.36            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6197                               | 2038-07-01      | 4.2400%  | 0.0000% | $1000.00           | $915.47            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTCA7422                               | 2040-10-01      | 2.0000%  | 0.0000% | $1000.00           | $548.70            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1166                               | 2048-02-01      | 3.5000%  | 0.0000% | $9777367.00        | $3451828.23        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482                               | 2053-06-01      | 5.5000%  | 0.0000% | $8407288.00        | $7853686.42        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5039                               | 2055-04-01      | 6.0000%  | 0.0000% | $4550031.00        | $4525860.89        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0549                               | 2047-10-01      | 4.0000%  | 0.0000% | $425415.00         | $30845.04          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL4949                               | 2029-11-01      | 2.4750%  | 0.0000% | $3192.00           | $2883.76           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL5256                               | 2032-02-01      | 2.2800%  | 0.0000% | $15123000.00       | $13179553.36       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4801                               | 2047-08-01      | 3.5000%  | 0.0000% | $28209.00          | $7215.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD3787                               | 2055-03-01      | 6.5000%  | 0.0000% | $352306.00         | $364628.56         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS5055                               | 2029-03-01      | 2.4000%  | 0.0000% | $103311.00         | $91530.26          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODD6775                               | 2055-05-01      | 5.2080%  | 0.0000% | $1001.00           | $1006.98           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV9700                               | 2052-06-01      | 2.5000%  | 0.0000% | $203000.00         | $137559.12         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5561                               | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2062.08           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9419                               | 2053-03-01      | 5.0000%  | 0.0000% | $1003.00           | $750.32            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6385                               | 2032-08-01      | 3.8900%  | 0.0000% | $895000.00         | $823750.36         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV7530                               | 2052-05-01      | 3.5000%  | 0.0000% | $19240.00          | $16128.48          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2208                               | 2048-08-01      | 4.5000%  | 0.0000% | $345000.00         | $37585.54          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBW5096                               | 2053-01-01      | 6.5000%  | 0.0000% | $112674.00         | $76002.08          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6188                               | 2032-07-01      | 4.3400%  | 0.0000% | $100000.00         | $98309.41          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3026                               | 2052-03-01      | 3.5000%  | 0.0000% | $1002.00           | $679.04            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY5406                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $893.00            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ1175                               | 2034-06-01      | 5.2500%  | 0.0000% | $3178440.00        | $3264388.73        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW4879                               | 2053-04-01      | 3.0000%  | 0.0000% | $9000.00           | $6922.39           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2275                               | 2051-12-01      | 2.5000%  | 0.0000% | $788072.00         | $517581.54         | Agency Mortgage-Backed Securities         |
| GNII SP 787213 C                                   | 2049-06-20      | 3.5000%  | 0.0000% | $1008.00           | $773.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBW9662                               | 2053-07-01      | 6.5000%  | 0.0000% | $98290.00          | $90679.53          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7599                               | 2051-01-01      | 3.5000%  | 0.0000% | $3001.00           | $1019.90           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4552                               | 2052-09-01      | 4.5000%  | 0.0000% | $1008.00           | $766.94            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5127                               | 2050-09-01      | 3.5000%  | 0.0000% | $1060.00           | $248.34            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA0195                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $830.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM6293                               | 2051-01-01      | 3.0000%  | 0.0000% | $13000.00          | $6389.29           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM7866                               | 2051-07-01      | 2.5000%  | 0.0000% | $1620426.00        | $1125022.95        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2043                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $656.04            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3898                               | 2051-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1493.39           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BS7824                               | 2039-11-01      | 4.9900%  | 0.0000% | $1483361.00        | $1446005.05        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2971                               | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $325.05            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM8911                               | 2051-02-01      | 3.5000%  | 0.0000% | $1027.00           | $452.84            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM5931                               | 2051-02-01      | 2.5000%  | 0.0000% | $2001.00           | $1031.84           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5257                               | 2052-12-01      | 4.5000%  | 0.0000% | $24960.00          | $18549.91          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1902798                               | 2036-11-01      | 5.9560%  | 0.0000% | $16296186.00       | $133921.95         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7592                               | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $347.21            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3651                               | 2052-05-01      | 5.0000%  | 0.0000% | $1002.00           | $697.02            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1107                               | 2051-12-01      | 2.5000%  | 0.0000% | $202649.00         | $123519.41         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7558                               | 2050-09-01      | 3.5000%  | 0.0000% | $1999.00           | $694.17            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3102                               | 2052-10-01      | 4.5000%  | 0.0000% | $100000.00         | $82889.51          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB889789                               | 2036-11-01      | 7.0470%  | 0.0000% | $55980545.00       | $242676.05         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2963                               | 2050-02-01      | 3.0000%  | 0.0000% | $5500000.00        | $1780923.16        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5153                               | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $795.21            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ1060                               | 2034-06-01      | 5.0100%  | 0.0000% | $47617.00          | $47807.78          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0378                               | 2039-01-01      | 4.8900%  | 0.0000% | $1387748.00        | $1362678.65        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBT2170                               | 2052-03-01      | 1.9640%  | 0.0000% | $243953.00         | $168559.67         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ2170                               | 2030-06-01      | 3.9500%  | 0.0000% | $1002.00           | $984.18            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB5118                               | 2052-11-01      | 4.0000%  | 0.0000% | $10000.00          | $7514.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6753                               | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1700.32           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2762                               | 2052-02-01      | 2.0000%  | 0.0000% | $1998.00           | $1298.97           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3950                               | 2035-05-01      | 5.1000%  | 0.0000% | $221880.00         | $225706.62         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0015                               | 2054-12-01      | 4.5000%  | 0.0000% | $159907.00         | $146732.92         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6053                               | 2053-04-01      | 5.0000%  | 0.0000% | $893928.00         | $662203.55         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3250                               | 2030-03-01      | 5.1600%  | 0.0000% | $10377000.00       | $10683553.88       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1619                               | 2055-04-01      | 5.5000%  | 0.0000% | $1096.00           | $1088.82           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL1015                               | 2028-12-01      | 3.9550%  | 0.0000% | $248994.00         | $244128.40         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV1458                               | 2055-04-01      | 5.0000%  | 0.0000% | $5200458.00        | $5040207.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX8626                               | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $802.05            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM7784                               | 2046-11-01      | 4.5000%  | 0.0000% | $54867.00          | $24445.15          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX6628                               | 2055-02-01      | 4.5000%  | 0.0000% | $62652.00          | $59298.25          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX5019                               | 2055-02-01      | 6.0000%  | 0.0000% | $1088.00           | $1104.38           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX4878                               | 2055-01-01      | 6.5000%  | 0.0000% | $320895.00         | $237486.85         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7896                               | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $2017.71           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI3903                               | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $944.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8619                               | 2054-12-01      | 6.5000%  | 0.0000% | $2000.00           | $2068.67           | Agency Mortgage-Backed Securities         |
| United States Treasury                             | 2044-05-15      | 4.6250%  | 0.0000% | $5661000.00        | $5446986.97        | U.S. Treasuries (including strips)        |
| FNMS 06.500 CLDC9381                               | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.86           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB6544                               | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1968.16           | Agency Mortgage-Backed Securities         |
| United States Treasury                             | 2026-11-15      | 6.5000%  | 0.0000% | $399300.00         | $415978.14         | U.S. Treasuries (including strips)        |
| United States Treasury                             | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.27             | U.S. Treasuries (including strips)        |
| United States Treasury                             | 2028-01-15      | 4.2500%  | 0.0000% | $5346300.00        | $5474073.62        | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLQY4734                               | 2055-05-01      | 6.5000%  | 0.0000% | $1015.00           | $1049.35           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1723                               | 2054-06-01      | 6.5000%  | 0.0000% | $242184.00         | $233479.65         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX5115                               | 2055-01-01      | 6.0000%  | 0.0000% | $2008.00           | $2029.95           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3594                               | 2055-05-01      | 5.5000%  | 0.0000% | $138697.00         | $138464.90         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5124                               | 2052-11-01      | 4.5000%  | 0.0000% | $190000.00         | $159666.47         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2252                               | 2050-07-01      | 3.0000%  | 0.0000% | $393381.00         | $266829.28         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL935668                               | 2039-10-01      | 6.0000%  | 0.0000% | $2727.00           | $113.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3925                               | 2053-03-01      | 5.5000%  | 0.0000% | $348042.00         | $297838.78         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1535                               | 2052-04-01      | 3.0000%  | 0.0000% | $523711.00         | $353389.66         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3621                               | 2051-11-01      | 2.5000%  | 0.0000% | $86942.00          | $59922.90          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS6606                               | 2052-10-01      | 2.0000%  | 0.0000% | $48000.00          | $34367.13          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM8843                               | 2048-03-01      | 4.5000%  | 0.0000% | $748680.00         | $354679.29         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7230                               | 2053-10-01      | 5.0000%  | 0.0000% | $13000.00          | $12180.14          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA2560                               | 2039-04-01      | 6.0000%  | 0.0000% | $3797532.00        | $264546.56         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5197                               | 2050-03-01      | 3.5000%  | 0.0000% | $9000.00           | $2538.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4849                               | 2042-01-01      | 6.0000%  | 0.0000% | $4006.00           | $3102.93           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4863                               | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.14           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ2851                               | 2054-11-01      | 4.5000%  | 0.0000% | $14000.00          | $12795.87          | Agency Mortgage-Backed Securities         |
| GNII SF MA9362 M                                   | 2053-12-20      | 5.5000%  | 0.0000% | $80748.00          | $69436.78          | Agency Mortgage-Backed Securities         |
| GNII SF DJ7897 C                                   | 2055-05-20      | 6.0000%  | 0.0000% | $24720.00          | $25326.54          | Agency Mortgage-Backed Securities         |
| GNII SF DI2431 C                                   | 2055-04-20      | 6.0000%  | 0.0000% | $1015.00           | $1036.30           | Agency Mortgage-Backed Securities         |
| GNII SF MA9965 M                                   | 2054-10-20      | 5.5000%  | 0.0000% | $3294636.00        | $3215499.73        | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M                                   | 2046-07-20      | 4.0000%  | 0.0000% | $3529.00           | $353.08            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3745                               | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.06           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2055-05-25      | 5.8220%  | 0.0000% | $1156.00           | $1147.61           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-060       A-1    20260725 2.9 | 2026-07-25      | 2.9580%  | 0.0000% | $3760.00           | $609.29            | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDC8647                               | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1968.84           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7574                               | 2052-06-01      | 5.0000%  | 0.0000% | $1033.00           | $783.30            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1868851                               | 2036-04-01      | 7.0370%  | 0.0000% | $6022000.00        | $69201.06          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7587                               | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $710.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC6624                               | 2054-11-01      | 6.0000%  | 0.0000% | $1403625.00        | $1420187.25        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL766070                               | 2034-02-01      | 5.5000%  | 0.0000% | $1497542.00        | $17052.36          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU1792                               | 2043-08-01      | 3.5000%  | 0.0000% | $275000.00         | $60656.15          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0425                               | 2055-01-01      | 5.5000%  | 0.0000% | $66960.00          | $66273.44          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1010                               | 2055-02-01      | 6.5000%  | 0.0000% | $206641.00         | $213160.99         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD2138                               | 2055-04-01      | 5.5000%  | 0.0000% | $25215.00          | $25077.27          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2054-09-25      | 5.5720%  | 0.0000% | $2522509.00        | $2304547.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 CF                                   | 2053-05-20      | 5.3283%  | 0.0000% | $20783660.00       | $13353952.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2007-078 FA                                   | 2037-12-16      | 4.9132%  | 0.0000% | $46368421.00       | $1426344.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FC                                   | 2054-04-20      | 5.4583%  | 0.0000% | $10246186.00       | $8057197.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FA                                   | 2053-05-20      | 5.3283%  | 0.0000% | $20907849.00       | $16711734.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-025 FA                                   | 2052-02-20      | 3.0000%  | 0.0000% | $23780836.00       | $15311434.87       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-170 FA                                   | 2052-09-20      | 5.3283%  | 0.0000% | $11574096.00       | $8089781.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FA                                   | 2054-08-20      | 5.4383%  | 0.0000% | $28632616.00       | $25213616.12       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-J48       A-2    20311025 5.0 | 2031-10-25      | 5.0280%  | 0.0000% | $401000.00         | $408633.17         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FD                                   | 2053-12-20      | 5.6283%  | 0.0000% | $720200.00         | $324132.13         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FC                                   | 2052-10-20      | 5.6283%  | 0.0000% | $1000.00           | $780.39            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FD                                   | 2054-08-20      | 5.4283%  | 0.0000% | $26287149.00       | $24602864.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-153 FK                                   | 2053-10-20      | 5.7283%  | 0.0000% | $66093882.00       | $28951576.82       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 EL                                   | 2054-05-20      | 5.5000%  | 0.0000% | $3089245.00        | $3083411.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-213 FA                                   | 2052-12-20      | 5.2283%  | 0.0000% | $301055.00         | $210287.79         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FB                                   | 2054-04-20      | 5.3583%  | 0.0000% | $11414797.00       | $9151285.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-003 FD                                   | 2053-01-20      | 5.2383%  | 0.0000% | $3337288.00        | $2491412.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FB                                   | 2052-10-20      | 5.4283%  | 0.0000% | $1277301.00        | $987192.77         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-107       A-1    20291025 1.2 | 2029-10-25      | 1.2280%  | 0.0000% | $38000.00          | $23963.57          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-754       A-M    20301125 FLT | 2030-11-25      | 4.9400%  | 0.0000% | $195053.00         | $199872.65         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-113 FA                                   | 2063-08-20      | 5.4283%  | 0.0000% | $898604.00         | $379493.87         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-214 FA                                   | 2051-12-20      | 2.5000%  | 0.0000% | $13291335.00       | $8341980.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-148 FA                                   | 2052-08-20      | 5.0000%  | 0.0000% | $11315632.00       | $8863820.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-120 FB                                   | 2053-08-20      | 5.4383%  | 0.0000% | $20956.00          | $11811.71          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 KF                                   | 2053-06-20      | 5.4783%  | 0.0000% | $90097444.00       | $71609721.05       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES             A-2    20310625 FLT | 2031-06-25      | 5.4300%  | 0.0000% | $157000.00         | $163272.96         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 FA                                   | 2053-05-20      | 5.3283%  | 0.0000% | $71540461.00       | $34804559.90       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2040-10-25      | 4.8365%  | 0.0000% | $57255012.00       | $1838698.40        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-146       A-2    20320625 FLT | 2032-06-25      | 2.9200%  | 0.0000% | $725000.00         | $655117.41         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-J46       A-2    20311025 FLT | 2031-10-25      | 4.7960%  | 0.0000% | $229000.00         | $232411.51         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-098 FA                                   | 2053-07-20      | 5.3283%  | 0.0000% | $11990405.00       | $6304808.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA                                   | 2053-04-20      | 5.2283%  | 0.0000% | $49983430.00       | $31267657.69       | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZM5369                               | 2048-01-01      | 3.5000%  | 0.0000% | $11585.00          | $3868.14           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4414                               | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $530.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4307                               | 2051-04-01      | 3.0000%  | 0.0000% | $119000.00         | $55431.18          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4655                               | 2052-07-01      | 4.0000%  | 0.0000% | $1328.00           | $1017.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3210                               | 2047-12-01      | 3.5000%  | 0.0000% | $1001.00           | $130.65            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4077                               | 2050-07-01      | 2.0000%  | 0.0000% | $1000000.00        | $431242.35         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5010                               | 2053-05-01      | 5.5000%  | 0.0000% | $37343.00          | $30518.52          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4255                               | 2051-02-01      | 2.0000%  | 0.0000% | $160000.00         | $88311.49          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4600                               | 2052-05-01      | 3.5000%  | 0.0000% | $1140425.00        | $823275.43         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX0434                               | 2054-12-01      | 6.5000%  | 0.0000% | $3010.00           | $3122.20           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4160                               | 2050-10-01      | 3.0000%  | 0.0000% | $81284.00          | $26634.23          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX0372                               | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2073.13           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4732                               | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1550.52           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4398                               | 2051-08-01      | 2.0000%  | 0.0000% | $2999.00           | $1830.40           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX0321                               | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521                               | 2048-11-01      | 4.0000%  | 0.0000% | $10998.00          | $873.70            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX1647                               | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2824.70           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX2251                               | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.76           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX4129                               | 2055-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1885.79           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLAD4850                               | 2035-05-01      | 7.0000%  | 0.0000% | $9099.00           | $773.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106                               | 2053-08-01      | 5.0000%  | 0.0000% | $1021.00           | $880.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX0128                               | 2054-12-01      | 5.5000%  | 0.0000% | $151357.00         | $148520.60         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4108                               | 2055-01-01      | 6.0000%  | 0.0000% | $6797760.00        | $6525217.51        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3006                               | 2055-01-01      | 6.0000%  | 0.0000% | $100475.00         | $89955.04          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4703                               | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $550.22            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8161                               | 2051-08-01      | 2.5000%  | 0.0000% | $16000.00          | $9586.74           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA2114                               | 2050-02-01      | 3.5000%  | 0.0000% | $1005.00           | $261.80            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9808                               | 2040-03-01      | 4.5000%  | 0.0000% | $243198.00         | $5422.71           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08842 G                               | 2048-10-01      | 4.0000%  | 0.0000% | $125000.00         | $9078.02           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5373                               | 2051-06-01      | 2.0000%  | 0.0000% | $1053.00           | $631.49            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G60528 G                               | 2039-02-01      | 7.0000%  | 0.0000% | $2346992.00        | $316389.32         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4617                               | 2054-01-01      | 6.5000%  | 0.0000% | $1008.00           | $908.63            | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M                                   | 2052-06-20      | 4.0000%  | 0.0000% | $1024.00           | $755.43            | Agency Mortgage-Backed Securities         |
| GNII SF DG1265 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $5816456.00        | $6071151.79        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ3321                               | 2055-01-01      | 4.5000%  | 0.0000% | $1012.00           | $943.93            | Agency Mortgage-Backed Securities         |
| GNII SF MA4387 M                                   | 2038-09-20      | 6.0000%  | 0.0000% | $383024.00         | $52051.33          | Agency Mortgage-Backed Securities         |
| GNII SF DA8867 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $596657.00         | $572383.38         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4029                               | 2055-04-01      | 6.0000%  | 0.0000% | $23707307.00       | $24186723.32       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3092                               | 2054-12-01      | 6.0000%  | 0.0000% | $100260.00         | $94543.38          | Agency Mortgage-Backed Securities         |
| GNPL PN DF3005                                     | 2060-04-15      | 5.7000%  | 0.0000% | $734318.00         | $757831.88         | Agency Mortgage-Backed Securities         |
| GNII SF MA7475 M                                   | 2051-07-20      | 4.0000%  | 0.0000% | $118162.00         | $56763.63          | Agency Mortgage-Backed Securities         |
| GNII SF MA8949 M                                   | 2053-06-20      | 6.0000%  | 0.0000% | $1024.00           | $707.31            | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M                                   | 2052-05-20      | 4.0000%  | 0.0000% | $1008.00           | $742.21            | Agency Mortgage-Backed Securities         |
| GNII SF MA9668 M                                   | 2054-05-20      | 5.5000%  | 0.0000% | $1891.00           | $1766.76           | Agency Mortgage-Backed Securities         |
| GNII SF MA5935 M                                   | 2049-05-20      | 6.0000%  | 0.0000% | $50000.00          | $6367.19           | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M                                   | 2050-06-20      | 3.0000%  | 0.0000% | $1585663.00        | $407242.46         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ3323                               | 2055-01-01      | 4.5000%  | 0.0000% | $101659.00         | $95468.39          | Agency Mortgage-Backed Securities         |
| GNMI SF BQ4129 X                                   | 2050-02-15      | 3.0000%  | 0.0000% | $1692616.00        | $733710.52         | Agency Mortgage-Backed Securities         |
| GNRA 2023-022 LF                                   | 2053-02-20      | 5.2383%  | 0.0000% | $106111.00         | $83159.91          | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLAB8160                               | 2037-10-01      | 6.0000%  | 0.0000% | $2010.00           | $82.43             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3939                               | 2050-02-01      | 3.5000%  | 0.0000% | $16003.00          | $2238.61           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3279                               | 2038-02-01      | 3.0000%  | 0.0000% | $53000.00          | $8597.56           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416                               | 2048-07-01      | 4.5000%  | 0.0000% | $201000.00         | $16068.95          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFS7180                               | 2042-05-01      | 2.0000%  | 0.0000% | $556944.00         | $413068.88         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3443                               | 2048-08-01      | 4.0000%  | 0.0000% | $456047.00         | $34537.04          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3120                               | 2047-09-01      | 3.5000%  | 0.0000% | $127000.00         | $15871.83          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4699                               | 2052-08-01      | 3.5000%  | 0.0000% | $6000.00           | $4599.44           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2484                               | 2045-12-01      | 4.0000%  | 0.0000% | $100000.00         | $10633.62          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6601                               | 2053-12-01      | 3.5000%  | 0.0000% | $17000.00          | $14057.29          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4325                               | 2051-05-01      | 2.0000%  | 0.0000% | $661647.00         | $389466.98         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4355                               | 2051-06-01      | 2.0000%  | 0.0000% | $4016.00           | $2407.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4783                               | 2052-10-01      | 4.0000%  | 0.0000% | $2500.00           | $1955.03           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438                               | 2051-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1842.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5295                               | 2054-03-01      | 6.0000%  | 0.0000% | $35425240.00       | $28913580.56       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4120                               | 2050-09-01      | 2.5000%  | 0.0000% | $69892.00          | $28353.35          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4656                               | 2052-07-01      | 4.5000%  | 0.0000% | $3001.00           | $2312.17           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX0134                               | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $786.54            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAE6374                               | 2041-01-01      | 5.5000%  | 0.0000% | $6996.00           | $876.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4782                               | 2052-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1540.41           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4730                               | 2052-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1470.93           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA3030                               | 2039-04-01      | 6.0000%  | 0.0000% | $1054.00           | $35.88             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX0275                               | 2054-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2927.28           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5496                               | 2054-10-01      | 5.0000%  | 0.0000% | $17565917.00       | $16392829.92       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4465                               | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $630910.81         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA5876                               | 2039-07-01      | 6.0000%  | 0.0000% | $3034.00           | $219.98            | Agency Mortgage-Backed Securities         |
| FKAR 03.700 WAWA2225                               | 2037-05-01      | 3.7000%  | 0.0000% | $2005000.00        | $1726881.96        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0460                               | 2041-12-01      | 2.0000%  | 0.0000% | $200000.00         | $145653.68         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8336                               | 2053-04-01      | 3.5000%  | 0.0000% | $486000.00         | $392166.85         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2117                               | 2053-09-01      | 6.0000%  | 0.0000% | $13200.00          | $10942.63          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0854                               | 2052-01-01      | 2.5000%  | 0.0000% | $699493.00         | $474242.15         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS3012                               | 2040-10-01      | 4.0000%  | 0.0000% | $1465000.00        | $105300.53         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2776                               | 2053-04-01      | 5.0000%  | 0.0000% | $7719861.00        | $6340897.68        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ9382                               | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $584.69            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ8847                               | 2054-11-01      | 6.0000%  | 0.0000% | $169587.00         | $171807.46         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZT2091                               | 2034-06-01      | 3.0000%  | 0.0000% | $165278.00         | $16434.76          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8074                               | 2050-07-01      | 3.0000%  | 0.0000% | $405000.00         | $111028.66         | Agency Mortgage-Backed Securities         |
| FMAR 841581 G                                      | 2043-06-01      | 6.9550%  | 0.0000% | $1347.00           | $1032.37           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1060                               | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $765.51            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G60713 G                               | 2046-09-01      | 3.5000%  | 0.0000% | $134000.00         | $22440.22          | Agency Mortgage-Backed Securities         |
| FKAR 04.100 WAWA2531                               | 2052-05-01      | 4.1000%  | 0.0000% | $59839.00          | $49758.56          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB0769                               | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $405.33            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8181                               | 2037-09-01      | 2.5000%  | 0.0000% | $1001.00           | $620.34            | Agency Mortgage-Backed Securities         |
| FKAR 04.980 WNWN1354                               | 2029-04-01      | 4.9800%  | 0.0000% | $7949726.00        | $8065495.21        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5969                               | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $930.25            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS0461                               | 2029-09-01      | 7.0000%  | 0.0000% | $1610.00           | $0.71              | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4555                               | 2045-05-01      | 4.0000%  | 0.0000% | $44000.00          | $4934.56           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5826                               | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $628.60            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA1877                               | 2049-11-01      | 5.0000%  | 0.0000% | $1002.00           | $226.93            | Agency Mortgage-Backed Securities         |
| FKAR 04.900 WNWN2511                               | 2032-11-01      | 4.9000%  | 0.0000% | $1489853.00        | $1503181.56        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1744                               | 2041-07-01      | 4.5000%  | 0.0000% | $9615000.00        | $325005.97         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7578                               | 2055-04-01      | 6.0000%  | 0.0000% | $190989.00         | $194673.45         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1452                               | 2040-04-01      | 6.0000%  | 0.0000% | $540475.00         | $514159.03         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ7196                               | 2054-10-01      | 5.5000%  | 0.0000% | $906175.00         | $804940.83         | Agency Mortgage-Backed Securities         |
| FKAR 03.300 WAWA3422                               | 2040-01-01      | 3.3000%  | 0.0000% | $143101.00         | $113807.43         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5286                               | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $582.57            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3882                               | 2050-11-01      | 2.0000%  | 0.0000% | $1007.00           | $545.73            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZJ6011                               | 2032-04-01      | 7.0000%  | 0.0000% | $2069632.00        | $8693.58           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3913                               | 2050-11-01      | 2.5000%  | 0.0000% | $1001.00           | $516.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC7167                               | 2054-12-01      | 6.5000%  | 0.0000% | $35665.00          | $36922.02          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI7907                               | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $928.91            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6562                               | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $16977.68          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8248                               | 2052-11-01      | 5.0000%  | 0.0000% | $2397562.00        | $1985026.96        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB0277                               | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $953.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD1800                               | 2055-02-01      | 6.0000%  | 0.0000% | $806522.00         | $817771.85         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4652                               | 2055-06-01      | 5.5000%  | 0.0000% | $5820037.00        | $5804436.72        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX5757                               | 2055-02-01      | 6.0000%  | 0.0000% | $23182.00          | $20980.26          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1789                               | 2054-06-01      | 6.5000%  | 0.0000% | $1511624.00        | $1428673.78        | Agency Mortgage-Backed Securities         |
| FKAR 04.730 WSWS4009                               | 2033-05-01      | 4.7300%  | 0.0000% | $718136.00         | $701356.66         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5719                               | 2043-05-01      | 3.5000%  | 0.0000% | $198000.00         | $30620.46          | Agency Mortgage-Backed Securities         |
| FMAR 841077 G                                      | 2047-11-01      | 3.3400%  | 0.0000% | $1300001.00        | $278750.28         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZA2493                               | 2038-02-01      | 3.0000%  | 0.0000% | $92819.00          | $14605.07          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G13868 G                               | 2025-07-01      | 4.5000%  | 0.0000% | $2063.00           | $0.64              | Agency Mortgage-Backed Securities         |
| FMAR 841076 G                                      | 2048-11-01      | 3.0080%  | 0.0000% | $3616266.00        | $714769.83         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3686                               | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $777.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928593                               | 2037-07-01      | 6.5000%  | 0.0000% | $6645568.00        | $160459.74         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9978                               | 2051-12-01      | 3.0000%  | 0.0000% | $8000.00           | $4363.95           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2676                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $718.64            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0522                               | 2052-02-01      | 2.5000%  | 0.0000% | $5000.00           | $3251.83           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA2896                               | 2047-02-01      | 3.5000%  | 0.0000% | $5800.00           | $826.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0446                               | 2055-05-01      | 6.5000%  | 0.0000% | $166532.00         | $172487.08         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0878                               | 2031-10-01      | 4.0000%  | 0.0000% | $11153696.00       | $546910.73         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD841068                               | 2034-11-01      | 7.0370%  | 0.0000% | $2479421.00        | $23753.28          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA7142                               | 2052-04-01      | 2.0000%  | 0.0000% | $148407.00         | $89192.82          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY1357                               | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $260.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI8716                               | 2041-08-01      | 4.5000%  | 0.0000% | $1992.00           | $126.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS8824                               | 2047-02-01      | 4.0000%  | 0.0000% | $1874.00           | $582.29            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA6271                               | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1761.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAI5179                               | 2041-08-01      | 5.0000%  | 0.0000% | $20549855.00       | $772208.76         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB5206                               | 2054-06-01      | 6.5000%  | 0.0000% | $2003.00           | $1599.37           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL5134                               | 2044-04-01      | 6.5890%  | 0.0000% | $290562.00         | $14450.33          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV5693                               | 2044-02-01      | 4.5000%  | 0.0000% | $1471934.00        | $337802.52         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555285                               | 2033-03-01      | 6.0000%  | 0.0000% | $5467.00           | $14.83             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI8180                               | 2041-08-01      | 4.5000%  | 0.0000% | $1002.00           | $19.25             | Agency Mortgage-Backed Securities         |

### Security 693: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGO9, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP18PGO9
- **C.18 - Value (incl. sponsor support):** $406000000.00
- **C.18.a - Value (excl. sponsor support):** $406000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 07.000 CLQH4670   | 2053-11-01      | 7.0000%  | 0.0000% | $2000.00           | $1849.38           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG2999   | 2053-05-01      | 6.5000%  | 0.0000% | $3000.00           | $2437.65           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0859   | 2054-08-01      | 6.5000%  | 0.0000% | $983757.00         | $1021268.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4404   | 2052-12-01      | 6.0000%  | 0.0000% | $4003.00           | $2904.06           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7716   | 2053-07-01      | 5.5000%  | 0.0000% | $1566697.00        | $1227045.39        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF2588   | 2052-11-01      | 6.0000%  | 0.0000% | $1148.00           | $793.32            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5680   | 2051-08-01      | 2.0000%  | 0.0000% | $2049.00           | $1266.94           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1585   | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1924.88           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0693   | 2052-09-01      | 5.5000%  | 0.0000% | $3000.00           | $1592.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5928   | 2053-11-01      | 6.5000%  | 0.0000% | $3000.00           | $2537.66           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG9146   | 2053-08-01      | 5.5000%  | 0.0000% | $1190537.00        | $900809.91         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7368   | 2051-01-01      | 2.0000%  | 0.0000% | $1912784.00        | $1088935.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6019   | 2053-12-01      | 5.5000%  | 0.0000% | $1048863.00        | $988916.96         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2064   | 2052-08-01      | 4.5000%  | 0.0000% | $18001.00          | $15211.62          | Agency Mortgage-Backed Securities  |
| United States Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $2574300.00        | $2370513.07        | U.S. Treasuries (including strips) |
| MNAR XX.XXX HYBS1862   | 2031-04-01      | 2.0200%  | 0.0000% | $1000.00           | $868.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4933   | 2054-09-01      | 6.0000%  | 0.0000% | $5011.00           | $4762.64           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS8176   | 2033-04-01      | 4.3850%  | 0.0000% | $1503160.00        | $1475395.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2116   | 2052-12-01      | 6.0000%  | 0.0000% | $4000.00           | $3416.86           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL9426   | 2030-12-01      | 1.2700%  | 0.0000% | $1000.00           | $767.53            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX XYBM3226   | 2032-10-01      | 3.4500%  | 0.0000% | $1000.00           | $892.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9530   | 2053-03-01      | 6.0000%  | 0.0000% | $5000.00           | $3392.59           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BS7571   | 2030-12-01      | 4.5900%  | 0.0000% | $25000.00          | $24560.31          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL6290   | 2030-05-01      | 2.0800%  | 0.0000% | $1000.00           | $894.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ3524   | 2047-11-01      | 4.0000%  | 0.0000% | $24001.00          | $3806.15           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q58478 G   | 2048-09-01      | 4.0000%  | 0.0000% | $3004.00           | $523.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9312   | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $937.43            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS5142   | 2029-04-01      | 2.3700%  | 0.0000% | $3688005.00        | $3262078.73        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1112   | 2051-07-01      | 2.0000%  | 0.0000% | $5000.00           | $2969.23           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2582   | 2029-12-01      | 4.3000%  | 0.0000% | $9991800.00        | $9980618.07        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1196   | 2031-02-01      | 1.4800%  | 0.0000% | $4000.00           | $3399.10           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2282   | 2051-12-01      | 2.0000%  | 0.0000% | $22524702.00       | $13896771.84       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2211   | 2051-11-01      | 2.5000%  | 0.0000% | $4000.00           | $2682.45           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS6959   | 2054-01-01      | 7.0000%  | 0.0000% | $3623.00           | $3177.12           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6178   | 2053-05-01      | 5.0000%  | 0.0000% | $2048.00           | $1801.62           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0709   | 2047-09-01      | 4.0000%  | 0.0000% | $16625549.00       | $2305689.98        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $3194069.00        | $1943989.49        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7812   | 2054-01-01      | 7.0000%  | 0.0000% | $3577296.00        | $3072377.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB3928   | 2052-05-01      | 5.0000%  | 0.0000% | $5000.00           | $4089.48           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8028   | 2054-02-01      | 7.0000%  | 0.0000% | $1104.00           | $973.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3241   | 2050-03-01      | 3.0000%  | 0.0000% | $18493.00          | $5850.99           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2992   | 2055-02-01      | 7.0000%  | 0.0000% | $618590.00         | $656196.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7529   | 2050-10-01      | 2.5000%  | 0.0000% | $2764.00           | $1692.38           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8967   | 2054-08-01      | 6.0000%  | 0.0000% | $26357.00          | $25884.31          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9913   | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $992.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1080   | 2054-12-01      | 5.0000%  | 0.0000% | $3072.00           | $2984.03           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4074   | 2055-05-01      | 6.0000%  | 0.0000% | $5713101.00        | $5794720.26        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0734   | 2051-06-01      | 3.0000%  | 0.0000% | $2613377.00        | $1637325.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0198   | 2051-04-01      | 3.0000%  | 0.0000% | $31121274.00       | $18580963.65       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8740   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $824.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8965   | 2054-08-01      | 6.0000%  | 0.0000% | $4000.00           | $3743.37           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX0086   | 2052-10-01      | 4.5000%  | 0.0000% | $1120.00           | $1026.41           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7659   | 2053-12-01      | 7.0000%  | 0.0000% | $13518280.00       | $11746706.19       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9810   | 2055-01-01      | 6.0000%  | 0.0000% | $20705.00          | $20645.11          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1552   | 2051-09-01      | 2.5000%  | 0.0000% | $5000.00           | $3232.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5972   | 2053-10-01      | 6.5000%  | 0.0000% | $435942.00         | $355437.15         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $14587750.00       | $12065349.40       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9048   | 2055-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4949.12           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1696   | 2055-05-01      | 6.0000%  | 0.0000% | $1075500.00        | $1097812.71        | Agency Mortgage-Backed Securities  |
| GNII SF DF0541 C       | 2054-10-20      | 6.0000%  | 0.0000% | $2004.00           | $1947.60           | Agency Mortgage-Backed Securities  |
| GNII SF DG3211 C       | 2054-12-20      | 6.0000%  | 0.0000% | $3921428.00        | $4026454.79        | Agency Mortgage-Backed Securities  |
| GNII SF DH6176 C       | 2055-01-20      | 6.0000%  | 0.0000% | $2004.00           | $2053.25           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1281   | 2054-08-01      | 6.0000%  | 0.0000% | $1079550.00        | $997818.35         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF9847   | 2053-04-01      | 5.0000%  | 0.0000% | $2086255.00        | $1973578.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7448   | 2055-04-01      | 5.5000%  | 0.0000% | $712024.00         | $713977.85         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8288   | 2053-01-01      | 5.0000%  | 0.0000% | $1516.00           | $1250.11           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0317   | 2055-05-01      | 6.0000%  | 0.0000% | $4038560.00        | $4115059.75        | Agency Mortgage-Backed Securities  |
| FKAR 04.190 WNWN2416   | 2030-05-01      | 4.1900%  | 0.0000% | $20469933.00       | $20040233.86       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $1305004.00        | $1218687.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD3798   | 2055-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2978.38           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL0095   | 2030-10-01      | 3.8700%  | 0.0000% | $9584.00           | $8635.40           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD3724   | 2046-03-01      | 3.5000%  | 0.0000% | $2855.00           | $2268.42           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7180   | 2053-07-01      | 5.0000%  | 0.0000% | $4073.00           | $3818.92           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1396   | 2031-03-01      | 1.5400%  | 0.0000% | $3000.00           | $2573.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5969   | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2000.91           | Agency Mortgage-Backed Securities  |
| FKAR 04.100 WNWN5044   | 2029-07-01      | 4.1000%  | 0.0000% | $2170.00           | $2134.20           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 I4BF0567   | 2061-09-01      | 5.5000%  | 0.0000% | $11408191.00       | $8673748.59        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4205   | 2053-10-01      | 6.5000%  | 0.0000% | $22000.00          | $18267.78          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7754   | 2055-05-01      | 5.5000%  | 0.0000% | $3790996.00        | $3654397.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU8859   | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $788.18            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1195   | 2031-02-01      | 1.5800%  | 0.0000% | $1558.00           | $1331.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7578   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.23           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD8536   | 2055-05-01      | 7.0000%  | 0.0000% | $1727677.00        | $1763396.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7989   | 2055-05-01      | 6.5000%  | 0.0000% | $1111858.00        | $1161807.36        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1026   | 2031-02-01      | 1.4100%  | 0.0000% | $3000000.00        | $2543978.50        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM6969   | 2032-07-01      | 3.7800%  | 0.0000% | $1082.00           | $476.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBO9467   | 2053-08-01      | 6.5000%  | 0.0000% | $1166691.00        | $900310.55         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4150   | 2031-09-01      | 2.3800%  | 0.0000% | $995899.00         | $878588.29         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ1991   | 2029-12-01      | 4.4000%  | 0.0000% | $25039800.00       | $25048342.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7869   | 2055-01-01      | 6.0000%  | 0.0000% | $2720492.00        | $2777640.42        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5409   | 2054-05-01      | 6.0000%  | 0.0000% | $30825452.00       | $29128163.54       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2056   | 2052-12-01      | 6.0000%  | 0.0000% | $4993000.00        | $3793741.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688   | 2054-02-01      | 6.5000%  | 0.0000% | $1088.00           | $949.45            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD5127   | 2054-02-01      | 7.0000%  | 0.0000% | $683114.00         | $532391.24         | Agency Mortgage-Backed Securities  |
| GNII ET DC8557 C       | 2064-08-20      | 7.0000%  | 0.0000% | $1024.00           | $961.35            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2040   | 2052-12-01      | 6.0000%  | 0.0000% | $18014.00          | $13357.68          | Agency Mortgage-Backed Securities  |
| United States Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $1687700.00        | $1687107.73        | U.S. Treasuries (including strips) |
| United States Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $102.63            | U.S. Treasuries (including strips) |
| United States Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $2418700.00        | $2441080.94        | U.S. Treasuries (including strips) |
| United States Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $28804000.00       | $28455693.53       | U.S. Treasuries (including strips) |
| GNII SF DE3362 C       | 2054-09-20      | 6.0000%  | 0.0000% | $1008.00           | $1022.20           | Agency Mortgage-Backed Securities  |
| GNII SP 785238 C       | 2050-12-20      | 3.0000%  | 0.0000% | $2000.00           | $946.30            | Agency Mortgage-Backed Securities  |
| GNII SF DD9136 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1018.91           | Agency Mortgage-Backed Securities  |
| GNII SF DE7920 C       | 2055-01-20      | 6.0000%  | 0.0000% | $2000.00           | $2052.90           | Agency Mortgage-Backed Securities  |
| GNII SF DH6178 C       | 2055-01-20      | 6.0000%  | 0.0000% | $2000.00           | $2055.22           | Agency Mortgage-Backed Securities  |
| GNII SF DE5893 C       | 2054-10-20      | 6.0000%  | 0.0000% | $2000.00           | $2030.92           | Agency Mortgage-Backed Securities  |
| GNII SF DG7308 C       | 2055-01-20      | 6.0000%  | 0.0000% | $2032.00           | $2088.77           | Agency Mortgage-Backed Securities  |
| GNII ET DI5902 C       | 2065-03-20      | 7.0000%  | 0.0000% | $1783.00           | $1832.60           | Agency Mortgage-Backed Securities  |
| GNII SF DG4277 C       | 2054-10-20      | 7.5000%  | 0.0000% | $2048.00           | $2187.62           | Agency Mortgage-Backed Securities  |
| GNII SF DF5455 C       | 2054-10-20      | 6.5000%  | 0.0000% | $2008.00           | $2043.45           | Agency Mortgage-Backed Securities  |
| GNII SF DG7415 C       | 2055-01-20      | 7.5000%  | 0.0000% | $1008.00           | $1083.51           | Agency Mortgage-Backed Securities  |
| GNII SF DE7799 C       | 2054-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2047.46           | Agency Mortgage-Backed Securities  |
| GNII SF DH6177 C       | 2055-01-20      | 6.0000%  | 0.0000% | $3206380.00        | $3286321.61        | Agency Mortgage-Backed Securities  |
| GNII SF DF0540 C       | 2054-10-20      | 6.0000%  | 0.0000% | $2000.00           | $2037.50           | Agency Mortgage-Backed Securities  |
| GNII SF DF5937 C       | 2051-10-20      | 6.5000%  | 0.0000% | $2000.00           | $1637.66           | Agency Mortgage-Backed Securities  |
| GNII ET DD5363 C       | 2064-08-20      | 7.0000%  | 0.0000% | $7255264.00        | $6316174.11        | Agency Mortgage-Backed Securities  |
| GNII SF DG7307 C       | 2055-01-20      | 5.5000%  | 0.0000% | $3008.00           | $3026.14           | Agency Mortgage-Backed Securities  |
| GNII SF DH6197 C       | 2055-01-20      | 6.0000%  | 0.0000% | $2000.00           | $2056.95           | Agency Mortgage-Backed Securities  |
| GNII ET DD5384 C       | 2064-08-20      | 7.0000%  | 0.0000% | $2016.00           | $1836.75           | Agency Mortgage-Backed Securities  |
| GNII SF DF1897 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1018.63           | Agency Mortgage-Backed Securities  |
| GNII SF DE7921 C       | 2055-01-20      | 6.0000%  | 0.0000% | $1892776.00        | $1942955.33        | Agency Mortgage-Backed Securities  |
| GNII SF DE9928 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1200302.00        | $1222234.77        | Agency Mortgage-Backed Securities  |
| GNII SF DE4985 C       | 2054-09-20      | 7.5000%  | 0.0000% | $1008.00           | $1075.94           | Agency Mortgage-Backed Securities  |
| GNII ET DD5408 C       | 2064-08-20      | 7.0000%  | 0.0000% | $4741991.00        | $4726007.08        | Agency Mortgage-Backed Securities  |
| GNII SF DF5158 C       | 2054-10-20      | 6.0000%  | 0.0000% | $2000.00           | $2035.63           | Agency Mortgage-Backed Securities  |
| GNII SF MB0088 M       | 2054-12-20      | 3.5000%  | 0.0000% | $1000.00           | $880.97            | Agency Mortgage-Backed Securities  |
| GNII SF DE7907 C       | 2055-01-20      | 6.0000%  | 0.0000% | $7815262.00        | $8031484.60        | Agency Mortgage-Backed Securities  |
| GNII SF DF5460 C       | 2054-10-20      | 6.5000%  | 0.0000% | $2000.00           | $2037.41           | Agency Mortgage-Backed Securities  |
| GNII SF DG4286 C       | 2054-11-20      | 7.5000%  | 0.0000% | $20000.00          | $21378.61          | Agency Mortgage-Backed Securities  |
| GNII SF DG3182 C       | 2054-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1016.13           | Agency Mortgage-Backed Securities  |
| GNII ET DD5376 C       | 2064-08-20      | 7.0000%  | 0.0000% | $2000.00           | $1871.92           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4398   | 2053-11-01      | 7.0000%  | 0.0000% | $2000.00           | $1326.77           | Agency Mortgage-Backed Securities  |
| GNII ET DD5333 C       | 2064-08-20      | 7.0000%  | 0.0000% | $1008.00           | $930.37            | Agency Mortgage-Backed Securities  |
| GNHA AL DC8273 H       | 2074-07-20      | 6.9910%  | 0.0000% | $3164763.00        | $2993579.17        | Agency Mortgage-Backed Securities  |
| GNII SF DB5948 C       | 2054-03-20      | 8.0000%  | 0.0000% | $1000.00           | $1062.94           | Agency Mortgage-Backed Securities  |
| GNII SF DC4645 C       | 2054-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1076.89           | Agency Mortgage-Backed Securities  |
| GNII ET DD5344 C       | 2064-08-20      | 7.0000%  | 0.0000% | $2045.00           | $2096.06           | Agency Mortgage-Backed Securities  |
| GNII SF DA5223 C       | 2054-06-20      | 5.5000%  | 0.0000% | $1000.00           | $984.70            | Agency Mortgage-Backed Securities  |
| GNHA AL DC8276 H       | 2074-08-20      | 6.9340%  | 0.0000% | $3703243.00        | $3518622.86        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD4661   | 2052-04-01      | 2.5000%  | 0.0000% | $89802.00          | $67381.53          | Agency Mortgage-Backed Securities  |
| United States Treasury | 2025-08-15      | 2.0000%  | 0.0000% | $900.00            | $900.70            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| FEPC 01.500 CLSD8104   | 2050-11-01      | 1.5000%  | 0.0000% | $687406.00         | $370228.21         | Agency Mortgage-Backed Securities  |
| United States Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $1100.00           | $1129.20           | U.S. Treasuries (including strips) |
| United States Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $800.00            | $866.70            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $106.08            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $9000.00           | $11059.66          | U.S. Treasuries (including strips) |
| United States Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $500.00            | $470.94            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $1474900.00        | $1479481.72        | U.S. Treasuries (including strips) |
| United States Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $85.71             | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $100.00            | $210.86            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $93.71             | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $300.00            | $291.67            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $700.00            | $939.61            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $96.96             | U.S. Treasuries (including strips) |
| United States Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $91.83             | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $200.00            | $221.48            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $300.00            | $327.94            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $400.00            | $477.66            | U.S. Treasuries (including strips) |
| FNAR XX.XXX HYAN2147   | 2028-08-01      | 2.5700%  | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB7569   | 2054-07-01      | 7.0000%  | 0.0000% | $4000.00           | $3882.50           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HT471415   | 2032-05-01      | 3.4000%  | 0.0000% | $1002.00           | $468.63            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855   | 2051-09-01      | 2.5000%  | 0.0000% | $4000.00           | $2472.74           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9226   | 2054-02-01      | 7.0000%  | 0.0000% | $6010.00           | $5331.28           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ1618   | 2054-08-01      | 6.5000%  | 0.0000% | $1470464.00        | $1520113.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6916   | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $968.79            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9587   | 2047-05-01      | 4.0000%  | 0.0000% | $16050615.00       | $2579237.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1349   | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2325.28           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3037   | 2054-09-01      | 5.5000%  | 0.0000% | $2016.00           | $1953.00           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1586   | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2039.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL0152   | 2040-06-01      | 6.0000%  | 0.0000% | $5565193.00        | $97697.68          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1107   | 2054-09-01      | 5.5000%  | 0.0000% | $18964.00          | $18767.65          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG3041   | 2053-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1825.76           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF9806   | 2053-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2911.71           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ8448   | 2054-11-01      | 4.5000%  | 0.0000% | $1585002.00        | $1478617.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5244   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $803.20            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0134   | 2054-09-01      | 6.5000%  | 0.0000% | $3000.00           | $3124.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB4266   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0379   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.31           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9793   | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.85           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HY387923   | 2028-08-01      | 3.5300%  | 0.0000% | $1000.00           | $980.22            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8082   | 2054-06-01      | 6.0000%  | 0.0000% | $5097.00           | $5071.91           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9063   | 2054-07-01      | 6.5000%  | 0.0000% | $4071.00           | $3433.64           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ2182   | 2054-08-01      | 7.0000%  | 0.0000% | $4000.00           | $3784.09           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7781   | 2054-08-01      | 6.5000%  | 0.0000% | $4000.00           | $4158.35           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1912   | 2054-08-01      | 7.0000%  | 0.0000% | $3000.00           | $3135.30           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI9861   | 2054-07-01      | 6.0000%  | 0.0000% | $3072.00           | $2914.76           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA4378   | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $2020.83           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH5479   | 2053-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2646.83           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G06623 G   | 2039-04-01      | 5.5000%  | 0.0000% | $25035.00          | $1119.36           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM1750   | 2030-12-01      | 3.0400%  | 0.0000% | $1012.00           | $697.81            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2790   | 2050-06-01      | 2.5000%  | 0.0000% | $9525.00           | $3579.23           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4602   | 2053-11-01      | 7.0000%  | 0.0000% | $2000.00           | $1678.66           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9608   | 2053-08-01      | 5.0000%  | 0.0000% | $5120.00           | $4428.03           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8089   | 2054-07-01      | 6.5000%  | 0.0000% | $980924.00         | $1011912.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6907   | 2054-11-01      | 4.5000%  | 0.0000% | $1157576.00        | $930216.31         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC5235   | 2054-11-01      | 7.0000%  | 0.0000% | $16000.00          | $16779.36          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4969   | 2054-11-01      | 4.5000%  | 0.0000% | $2652330.00        | $2499455.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL735504   | 2035-04-01      | 6.0000%  | 0.0000% | $4013417.00        | $40226.91          | Agency Mortgage-Backed Securities  |
| FNMS 02.810 2MAM4186   | 2025-08-01      | 2.8100%  | 0.0000% | $1001.00           | $26.26             | Agency Mortgage-Backed Securities  |
| FNMS 05.410 2M469340   | 2039-03-01      | 5.4100%  | 0.0000% | $1000.00           | $729.13            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN8293   | 2028-02-01      | 3.2500%  | 0.0000% | $3975.00           | $3391.61           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1394   | 2054-08-01      | 5.5000%  | 0.0000% | $1534798.00        | $1517198.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8886   | 2053-04-01      | 6.0000%  | 0.0000% | $39100641.00       | $32904429.67       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1407   | 2054-08-01      | 6.0000%  | 0.0000% | $1210548.00        | $1164887.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3955   | 2054-09-01      | 6.0000%  | 0.0000% | $908450.00         | $873349.24         | Agency Mortgage-Backed Securities  |
| United States Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $2002.00           | $279.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4437   | 2052-10-01      | 4.5000%  | 0.0000% | $911142.00         | $741519.37         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1682   | 2055-04-01      | 5.5000%  | 0.0000% | $2009200.00        | $2011413.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4894   | 2053-01-01      | 6.0000%  | 0.0000% | $4507152.00        | $3263631.40        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0668   | 2049-07-01      | 2.5000%  | 0.0000% | $2010.00           | $1240.38           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2419   | 2055-05-01      | 5.5000%  | 0.0000% | $355817.00         | $354957.51         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5093   | 2052-11-01      | 6.0000%  | 0.0000% | $8342.00           | $6376.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4932   | 2054-09-01      | 6.5000%  | 0.0000% | $2187089.00        | $2236490.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL888743   | 2036-01-01      | 6.0000%  | 0.0000% | $38500.00          | $652.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1218   | 2054-04-01      | 5.5000%  | 0.0000% | $40341.00          | $39345.85          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7699   | 2048-11-01      | 3.0000%  | 0.0000% | $2323592.00        | $1095978.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995050   | 2037-09-01      | 6.0000%  | 0.0000% | $16092.00          | $136.57            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7656   | 2053-12-01      | 7.0000%  | 0.0000% | $21381.00          | $16834.48          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX8523   | 2055-03-01      | 5.5000%  | 0.0000% | $4000.00           | $3677.18           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0614   | 2051-05-01      | 3.0000%  | 0.0000% | $9360199.00        | $6367211.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1954   | 2054-07-01      | 5.5000%  | 0.0000% | $1030762.00        | $979707.51         | Agency Mortgage-Backed Securities  |
| GNII SF MA7988 M       | 2052-04-20      | 3.0000%  | 0.0000% | $3757291.00        | $2556904.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX0131   | 2054-12-01      | 6.0000%  | 0.0000% | $2327905.00        | $2358230.89        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7544   | 2055-02-01      | 6.5000%  | 0.0000% | $4000.00           | $4139.78           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9533   | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1985.58           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4070   | 2055-05-01      | 6.5000%  | 0.0000% | $6254.00           | $6508.04           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4179   | 2055-05-01      | 6.0000%  | 0.0000% | $4577415.00        | $4657388.54        | Agency Mortgage-Backed Securities  |
| GNII SF CB3228 C       | 2051-02-20      | 3.5000%  | 0.0000% | $1000.00           | $510.99            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5703   | 2055-05-01      | 7.0000%  | 0.0000% | $2121014.00        | $2193682.60        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $2270058.00        | $1939914.89        | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $28809934.00       | $13534674.29       | Agency Mortgage-Backed Securities  |
| GNII SF MA8147 M       | 2052-02-20      | 2.5000%  | 0.0000% | $50611628.00       | $32513445.06       | Agency Mortgage-Backed Securities  |
| GNII SF MA8198 M       | 2052-08-20      | 3.0000%  | 0.0000% | $20001.00          | $13384.92          | Agency Mortgage-Backed Securities  |
| GNII RG CI4173 C       | 2045-10-20      | 4.5000%  | 0.0000% | $1459817.00        | $310770.76         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2688   | 2054-10-01      | 6.5000%  | 0.0000% | $673756.00         | $673886.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAD0938   | 2039-04-01      | 6.0000%  | 0.0000% | $23093.00          | $334.86            | Agency Mortgage-Backed Securities  |
| GNII SF MA7768 M       | 2051-12-20      | 3.0000%  | 0.0000% | $1002.00           | $633.28            | Agency Mortgage-Backed Securities  |
| GNMI SF CR2389 X       | 2053-04-15      | 6.5000%  | 0.0000% | $1000.00           | $1052.47           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4167   | 2055-05-01      | 6.0000%  | 0.0000% | $951875.00         | $967325.20         | Agency Mortgage-Backed Securities  |
| GNII SF MA5265 M       | 2048-05-20      | 4.5000%  | 0.0000% | $20004.00          | $1466.80           | Agency Mortgage-Backed Securities  |
| GNII RG CJ9373 C       | 2046-02-20      | 4.5000%  | 0.0000% | $12191.00          | $7539.50           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA8498   | 2054-01-01      | 7.0000%  | 0.0000% | $2046.00           | $1457.37           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5340   | 2044-04-01      | 6.0000%  | 0.0000% | $1016.00           | $674.36            | Agency Mortgage-Backed Securities  |
| GNII SF CU6166 C       | 2053-06-20      | 6.0000%  | 0.0000% | $1001.00           | $1049.53           | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $20500.00          | $13199.96          | Agency Mortgage-Backed Securities  |
| GNII SF CZ1474 C       | 2054-07-20      | 7.5000%  | 0.0000% | $1008.00           | $1045.88           | Agency Mortgage-Backed Securities  |
| GNII SF CS4292 C       | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $832.21            | Agency Mortgage-Backed Securities  |
| GNII RG CH7265 C       | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $442.98            | Agency Mortgage-Backed Securities  |
| GNII SF BT4758 C       | 2050-03-20      | 3.0000%  | 0.0000% | $1008.00           | $132.63            | Agency Mortgage-Backed Securities  |
| GNII SF CV0165 C       | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $802.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 K0918263   | 2037-04-01      | 6.5000%  | 0.0000% | $18003.00          | $1340.75           | Agency Mortgage-Backed Securities  |
| GNII SF CD3283 C       | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $799.78            | Agency Mortgage-Backed Securities  |
| GNII SF CV7900 C       | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $988.18            | Agency Mortgage-Backed Securities  |
| GNII SF CS4369 C       | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $953.78            | Agency Mortgage-Backed Securities  |
| GNII SF CR8917 C       | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $924.49            | Agency Mortgage-Backed Securities  |
| GNMI SF BY2839 X       | 2051-01-15      | 2.5000%  | 0.0000% | $1000.00           | $668.11            | Agency Mortgage-Backed Securities  |
| GNII SF MA8148 M       | 2052-07-20      | 3.0000%  | 0.0000% | $20005.00          | $13667.35          | Agency Mortgage-Backed Securities  |
| GNII RG CJ6675 C       | 2042-07-20      | 4.0000%  | 0.0000% | $1185991.00        | $470731.64         | Agency Mortgage-Backed Securities  |
| GNHA AL CP3116 H       | 2072-10-20      | 7.3410%  | 0.0000% | $104721.00         | $96632.21          | Agency Mortgage-Backed Securities  |
| GNII SF CW2456 C       | 2053-08-20      | 7.5000%  | 0.0000% | $1000.00           | $766.45            | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M       | 2052-02-20      | 3.0000%  | 0.0000% | $21528.00          | $14201.49          | Agency Mortgage-Backed Securities  |
| GNII SF CK2930 C       | 2051-12-20      | 4.0000%  | 0.0000% | $171742.00         | $101383.21         | Agency Mortgage-Backed Securities  |
| GNII SF CU9210 C       | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $477.47            | Agency Mortgage-Backed Securities  |
| FMAR 841660 G          | 2050-05-01      | 3.1620%  | 0.0000% | $455105.00         | $392861.68         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0704   | 2051-10-01      | 2.5000%  | 0.0000% | $9822.00           | $5906.57           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1569   | 2052-09-01      | 4.5000%  | 0.0000% | $18871667.00       | $14523098.22       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1789   | 2052-10-01      | 5.0000%  | 0.0000% | $394000.00         | $309699.03         | Agency Mortgage-Backed Securities  |
| GNII SF CV7909 C       | 2053-07-20      | 6.0000%  | 0.0000% | $1008.00           | $934.31            | Agency Mortgage-Backed Securities  |
| GNHA RM CL0587 H       | 2072-01-20      | 5.9560%  | 0.0000% | $2000.00           | $1844.09           | Agency Mortgage-Backed Securities  |
| GNII SF CV1562 C       | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $832.57            | Agency Mortgage-Backed Securities  |
| GNII SF CU6087 C       | 2053-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.43           | Agency Mortgage-Backed Securities  |
| GNII SF CV8718 C       | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $999.87            | Agency Mortgage-Backed Securities  |

### Security 694: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGR2, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP18PGR2
- **C.18 - Value (incl. sponsor support):** $999900000.00
- **C.18.a - Value (excl. sponsor support):** $999900000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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% | $50000000.00       | $50830071.84       | U.S. Treasuries (including strips) |
| United States Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $25000000.00       | $19505572.52       | U.S. Treasuries (including strips) |
| United States Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $35000000.00       | $29716307.78       | U.S. Treasuries (including strips) |
| United States Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $1300.00           | $1301.22           | U.S. Treasuries (including strips) |
| United States Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $7000000.00        | $6845724.10        | U.S. Treasuries (including strips) |
| United States Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $73000000.00       | $54777581.30       | U.S. Treasuries (including strips) |
| United States Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $14070000.00       | $11347084.66       | U.S. Treasuries (including strips) |
| United States Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $6500000.00        | $4776257.10        | U.S. Treasuries (including strips) |
| United States Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $41400000.00       | $26737324.24       | U.S. Treasuries (including strips) |
| United States Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $33900000.00       | $24872559.70       | U.S. Treasuries (including strips) |
| United States Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $10000000.00       | $7388896.69        | U.S. Treasuries (including strips) |
| United States Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $22157000.00       | $21759705.96       | U.S. Treasuries (including strips) |
| United States Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $599900.00         | $377114.58         | U.S. Treasuries (including strips) |
| United States Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $126759000.00      | $91113254.23       | U.S. Treasuries (including strips) |
| United States Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $11136000.00       | $8625930.89        | U.S. Treasuries (including strips) |
| United States Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $28695900.00       | $16284402.59       | U.S. Treasuries (including strips) |
| United States Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $10500000.00       | $6551574.35        | U.S. Treasuries (including strips) |
| United States Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $29899000.00       | $21287463.71       | U.S. Treasuries (including strips) |
| United States Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $1100000.00        | $774887.91         | U.S. Treasuries (including strips) |
| United States Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $66366000.00       | $45037874.96       | U.S. Treasuries (including strips) |
| United States Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $8800000.00        | $8267186.74        | U.S. Treasuries (including strips) |
| United States Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $25000000.00       | $16846630.43       | U.S. Treasuries (including strips) |
| United States Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $42499900.00       | $29858469.43       | U.S. Treasuries (including strips) |
| United States Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $20093600.00       | $11623662.46       | U.S. Treasuries (including strips) |
| United States Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $41000000.00       | $29982225.19       | U.S. Treasuries (including strips) |
| United States Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $5000000.00        | $4539387.18        | U.S. Treasuries (including strips) |
| United States Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $7200000.00        | $5008081.85        | U.S. Treasuries (including strips) |
| United States Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $52100000.00       | $50056074.12       | U.S. Treasuries (including strips) |
| United States Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $107600.00         | $65414.83          | U.S. Treasuries (including strips) |
| United States Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $34792500.00       | $21565924.84       | U.S. Treasuries (including strips) |
| United States Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $84792000.00       | $77180716.41       | U.S. Treasuries (including strips) |
| United States Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $48118859.50       | U.S. Treasuries (including strips) |
| United States Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $89300000.00       | $84618899.45       | U.S. Treasuries (including strips) |
| United States Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $1400000.00        | $1385444.77        | U.S. Treasuries (including strips) |
| United States Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $11000000.00       | $8761234.91        | U.S. Treasuries (including strips) |
| United States Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $17500000.00       | $13200124.46       | U.S. Treasuries (including strips) |
| United States Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $25000000.00       | $19578520.65       | U.S. Treasuries (including strips) |
| United States Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $104866000.00      | $119346090.82      | U.S. Treasuries (including strips) |
| United States Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $19500000.00       | $13545037.74       | U.S. Treasuries (including strips) |
| United States Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $3000000.00        | $2239559.77        | U.S. Treasuries (including strips) |
| United States Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $720000.00         | $543956.31         | U.S. Treasuries (including strips) |
| United States Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| United States Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $1700000.00        | $1619173.99        | U.S. Treasuries (including strips) |
| United States Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $3657600.00        | $3337013.54        | U.S. Treasuries (including strips) |

### Security 695: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGS0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP18PGS0
- **C.18 - Value (incl. sponsor support):** $204000000.00
- **C.18.a - Value (excl. sponsor support):** $204000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2025-088 J  | 2067-02-16      | 5.0000%  | 0.0000% | $708620.00         | $585979.69         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-05O FB | 2072-04-20      | 5.0783%  | 0.0000% | $27051992.00       | $26732961.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-053 AE | 2062-01-16      | 5.0000%  | 0.0000% | $1000.00           | $990.91            | Agency Collateralized Mortgage Obligation |
| GNRM 2024-109 L  | 2064-07-20      | 7.0000%  | 0.0000% | $15365744.00       | $15607323.11       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 FM | 2063-09-20      | 5.7783%  | 0.0000% | $30000000.00       | $8617136.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-141 FA | 2063-06-16      | 4.0000%  | 0.0000% | $47455285.00       | $38878304.78       | Agency Collateralized Mortgage Obligation |
| GNRA 2016-6O FM  | 2066-02-20      | 5.3834%  | 0.0000% | $7700000.00        | $2357359.76        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-088 L  | 2067-02-16      | 5.0000%  | 0.0000% | $7597260.00        | $6761514.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-170 H  | 2066-03-16      | 4.2500%  | 0.0000% | $908089.00         | $696763.62         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-192 AM | 2065-07-16      | 3.0000%  | 0.0000% | $8074016.00        | $6725774.09        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-132 AG | 2062-06-16      | 2.2500%  | 0.0000% | $150391.00         | $126253.77         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-035 AB | 2062-06-16      | 1.0000%  | 0.0000% | $20293366.00       | $15871400.64       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-193 AC | 2062-09-16      | 1.2500%  | 0.0000% | $48350000.00       | $28597788.99       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-168 AG | 2062-12-16      | 1.2500%  | 0.0000% | $10000000.00       | $6374074.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-035 L  | 2066-09-16      | 5.0000%  | 0.0000% | $61360.00          | $50557.68          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-035 LH | 2062-06-16      | 1.0000%  | 0.0000% | $11656815.00       | $4629778.65        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-088 AJ | 2066-10-16      | 5.0000%  | 0.0000% | $10500000.00       | $10187990.17       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-028 AC | 2062-01-16      | 1.1500%  | 0.0000% | $11380.00          | $6088.97           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-015 AC | 2065-02-16      | 4.5000%  | 0.0000% | $24689646.00       | $23708987.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-170 M  | 2065-10-16      | 3.0000%  | 0.0000% | $1419696.00        | $819442.38         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-033 AB | 2062-07-16      | 1.2500%  | 0.0000% | $20000000.00       | $10619375.84       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-194 BA | 2065-10-16      | 3.8546%  | 0.0000% | $2660000.00        | $2275300.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-5O SA  | 2063-10-20      | 5.1834%  | 0.0000% | $3300000.00        | $424185.34         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-014 AE | 2062-02-16      | 2.6000%  | 0.0000% | $281454.00         | $127868.48         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H12 FB | 2062-02-20      | 5.4834%  | 0.0000% | $49306631.00       | $2685242.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-1O HA  | 2066-01-20      | 2.5000%  | 0.0000% | $4600000.00        | $521047.44         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-15O FA | 2066-07-20      | 5.2334%  | 0.0000% | $1525753.00        | $211195.30         | Agency Collateralized Mortgage Obligation |

### Security 696: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGU5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP18PGU5
- **C.18 - Value (incl. sponsor support):** $5594000000.00
- **C.18.a - Value (excl. sponsor support):** $5594000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $46940300.00       | $46369070.02       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $248940100.00      | $249999923.64      | U.S. Treasuries (including strips) |
| United States Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $245195700.00      | $249952907.53      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $107457100.00      | $105855457.83      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $246131700.00      | $249999926.23      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-11-15      | 4.5000%  | 0.0000% | $22208000.00       | $22258328.64       | U.S. Treasuries (including strips) |
| United States Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $252187600.00      | $249999957.56      | U.S. Treasuries (including strips) |
| United States Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $363172000.00      | $249999932.79      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-05-31      | 2.1250%  | 0.0000% | $157128600.00      | $155648389.04      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $149059300.00      | $143262401.71      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-06-15      | 2.8750%  | 0.0000% | $86852600.00       | $87921952.14       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-05-15      | 3.6250%  | 0.0000% | $25493500.00       | $25393758.77       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-30      | 0.2500%  | 0.0000% | $24439200.00       | $24122390.64       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-11-30      | 2.8750%  | 0.0000% | $6285300.00        | $6329686.89        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $865500.00         | $833738.36         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $135287900.00      | $130090493.34      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-31      | 0.2500%  | 0.0000% | $5754600.00        | $5720330.34        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-31      | 3.0000%  | 0.0000% | $51663600.00       | $51500583.36       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $9214100.00        | $8850506.33        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-30      | 4.4919%  | 0.0000% | $249098800.00      | $249999931.85      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $244793100.00      | $249999970.90      | U.S. Treasuries (including strips) |
| United States Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $119089200.00      | $109880374.55      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $239715100.00      | $249999926.30      | U.S. Treasuries (including strips) |
| United States Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $600.00            | $405.64            | U.S. Treasuries (including strips) |
| United States Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $270731700.00      | $190203604.92      | U.S. Treasuries (including strips) |
| United States Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $249599100.00      | $183131814.64      | U.S. Treasuries (including strips) |
| United States Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $1381900.00        | $996574.98         | U.S. Treasuries (including strips) |
| United States Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $197185300.00      | $123956411.95      | U.S. Treasuries (including strips) |
| United States Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $336563900.00      | $249999926.43      | U.S. Treasuries (including strips) |
| United States Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $30300.00          | $19568.62          | U.S. Treasuries (including strips) |
| United States Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.46             | U.S. Treasuries (including strips) |
| United States Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $12494400.00       | $8690691.38        | U.S. Treasuries (including strips) |
| United States Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $275822800.00      | $249999978.47      | U.S. Treasuries (including strips) |
| United States Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $354382700.00      | $249642607.96      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $60676300.00       | $57958058.13       | U.S. Treasuries (including strips) |
| United States Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $191443700.00      | $140674512.59      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $16401500.00       | $16136227.67       | U.S. Treasuries (including strips) |
| United States Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $267309800.00      | $249999950.51      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-30      | 1.6250%  | 0.0000% | $3869200.00        | $3759004.93        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $41145400.00       | $38555307.93       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $187046200.00      | $216201685.37      | U.S. Treasuries (including strips) |
| United States Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $17930800.00       | $11700521.08       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $255449600.00      | $249999930.45      | U.S. Treasuries (including strips) |
| United States Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $148593200.00      | $69513758.01       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $266575700.00      | $249969262.54      | U.S. Treasuries (including strips) |
| United States Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $354200.00         | $204896.15         | U.S. Treasuries (including strips) |
| United States Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $388691500.00      | $220575373.83      | U.S. Treasuries (including strips) |

### Security 697: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGV3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP18PGV3
- **C.18 - Value (incl. sponsor support):** $1510000000.00
- **C.18.a - Value (excl. sponsor support):** $1510000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $59761600.00       | $43752353.39       | U.S. Treasuries (including strips) |
| United States Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $209754500.00      | $201398969.35      | U.S. Treasuries (including strips) |
| United States Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $221001500.00      | $183568958.33      | U.S. Treasuries (including strips) |
| United States Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $12682600.00       | $7851341.99        | U.S. Treasuries (including strips) |
| United States Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $432943200.00      | $249999957.89      | U.S. Treasuries (including strips) |
| United States Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $227119900.00      | $212065084.62      | U.S. Treasuries (including strips) |
| United States Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $377001100.00      | $227215186.55      | U.S. Treasuries (including strips) |
| United States Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $248000600.00      | $200085123.52      | U.S. Treasuries (including strips) |
| United States Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $317136700.00      | $214820072.57      | U.S. Treasuries (including strips) |

### Security 698: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGX9, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP18PGX9
- **C.18 - Value (incl. sponsor support):** $348000000.00
- **C.18.a - Value (excl. sponsor support):** $348000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $9156000.00        | $6717792.23        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $1500000.00        | $1581780.90        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-05-31      | 2.1250%  | 0.0000% | $9842600.00        | $9749878.98        | U.S. Treasuries (including strips) |
| United States Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $19000500.00       | $8888671.62        | U.S. Treasuries (including strips) |
| United States Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $15363000.00       | $14785000.77       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $2334700.00        | $3624000.23        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-30      | 3.0000%  | 0.0000% | $200.00            | $200.10            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $600.00            | $614.55            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $5000000.00        | $5416855.85        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-31      | 4.4263%  | 0.0000% | $572400.00         | $574553.20         | U.S. Treasuries (including strips) |
| United States Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $3099900.00        | $3137733.13        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-31      | 0.2500%  | 0.0000% | $300.00            | $297.19            | U.S. Treasuries (including strips) |
| United States Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $109700.00         | $74445.57          | U.S. Treasuries (including strips) |
| United States Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $7000000.00        | $6912407.96        | U.S. Treasuries (including strips) |
| United States Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $15000000.00       | $11149991.78       | U.S. Treasuries (including strips) |
| United States Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $999700.00         | $483449.20         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-16      | 0.0000%  | 0.0000% | $7812100.00        | $7715097.15        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-01-31      | 4.5463%  | 0.0000% | $11200.00          | $11254.59          | U.S. Treasuries (including strips) |
| United States Treasury | 2026-04-15      | 0.1250%  | 0.0000% | $452600.00         | $545776.69         | U.S. Treasuries (including strips) |
| United States Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $87500.00          | $84382.39          | U.S. Treasuries (including strips) |
| United States Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $1500.00           | $1502.61           | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $14532700.00       | $13988923.54       | U.S. Treasuries (including strips) |
| United States Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $200.00            | $181.58            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-01      | 0.0000%  | 0.0000% | $3600000.00        | $3587806.80        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-12-31      | 2.6250%  | 0.0000% | $125000.00         | $125178.13         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-11-28      | 0.0000%  | 0.0000% | $59425500.00       | $58193431.11       | U.S. Treasuries (including strips) |
| United States Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $96797900.00       | $99343037.98       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $5000000.00        | $5040139.22        | U.S. Treasuries (including strips) |
| United States Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $17061000.00       | $17496029.86       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-30      | 4.4919%  | 0.0000% | $75000000.00       | $75271317.60       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $452500.00         | $458268.20         | U.S. Treasuries (including strips) |

### Security 699: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PGY7, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP18PGY7
- **C.18 - Value (incl. sponsor support):** $524000000.00
- **C.18.a - Value (excl. sponsor support):** $524000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2027-05-31      | 2.6250%  | 0.0000% | $31296200.00       | $30907560.19       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $100667500.00      | $101656599.66      | U.S. Treasuries (including strips) |
| United States Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $200000000.00      | $201564459.00      | U.S. Treasuries (including strips) |
| United States Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $200000000.00      | $200544734.80      | U.S. Treasuries (including strips) |

### Security 700: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PH18, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP18PH18
- **C.18 - Value (incl. sponsor support):** $1713000000.00
- **C.18.a - Value (excl. sponsor support):** $1713000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLCB8658   | 2054-06-01      | 4.5000%  | 0.0000% | $20000000.00       | $18552520.03       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8515   | 2055-03-01      | 5.5000%  | 0.0000% | $3159400.00        | $3078021.48        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAK9325   | 2032-04-01      | 4.0000%  | 0.0000% | $441734.00         | $45068.38          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4388   | 2052-08-01      | 4.5000%  | 0.0000% | $98338163.00       | $73903847.42       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8493   | 2054-12-01      | 5.5000%  | 0.0000% | $2801999.00        | $2664088.33        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1452   | 2040-04-01      | 6.0000%  | 0.0000% | $166180.00         | $158088.62         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4982   | 2054-01-01      | 7.0000%  | 0.0000% | $364193.00         | $292920.57         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3389   | 2053-07-01      | 6.0000%  | 0.0000% | $31721000.00       | $27181822.94       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1051   | 2052-07-01      | 4.0000%  | 0.0000% | $9398070.00        | $7146331.47        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4671   | 2046-08-01      | 3.0000%  | 0.0000% | $3300000.00        | $516060.33         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA1225   | 2049-07-01      | 3.5000%  | 0.0000% | $943646.00         | $285743.58         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB1456   | 2040-01-01      | 5.5000%  | 0.0000% | $661802.00         | $637274.29         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8431   | 2054-05-01      | 5.5000%  | 0.0000% | $8863488.00        | $7848680.18        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6401   | 2054-09-01      | 6.0000%  | 0.0000% | $10240960.00       | $9311802.65        | Agency Mortgage-Backed Securities         |
| GNII SP 786981 C       | 2052-04-20      | 3.0000%  | 0.0000% | $7744001.00        | $5853612.47        | Agency Mortgage-Backed Securities         |
| GNII SF MB0145 M       | 2055-01-20      | 4.5000%  | 0.0000% | $54837904.00       | $51402563.56       | Agency Mortgage-Backed Securities         |
| GNII SF MA9358 M       | 2046-09-20      | 3.5000%  | 0.0000% | $13320769.00       | $9925699.32        | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $71996306.00       | $71139413.31       | Agency Mortgage-Backed Securities         |
| GNII SF MB0362 M       | 2051-12-20      | 3.5000%  | 0.0000% | $1287686.00        | $1146400.38        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9058   | 2054-08-01      | 5.0000%  | 0.0000% | $34850558.00       | $32884381.41       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAB6192   | 2027-09-01      | 2.5000%  | 0.0000% | $1235.00           | $44.27             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5654   | 2035-02-01      | 5.0000%  | 0.0000% | $148677.00         | $136729.11         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4402   | 2052-08-01      | 5.0000%  | 0.0000% | $9693108.00        | $7338034.02        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1364   | 2055-04-01      | 4.5000%  | 0.0000% | $8138292.00        | $7664139.94        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4348   | 2053-12-01      | 6.5000%  | 0.0000% | $1021.00           | $839.39            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8207   | 2053-08-01      | 5.5000%  | 0.0000% | $2233171.00        | $2013582.17        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4077   | 2041-10-01      | 4.0000%  | 0.0000% | $3733.00           | $258.15            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7762   | 2052-10-01      | 5.0000%  | 0.0000% | $4435602.00        | $3539080.51        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8354   | 2055-05-01      | 6.0000%  | 0.0000% | $19513350.00       | $19792124.22       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD5004   | 2055-05-01      | 5.0000%  | 0.0000% | $10275664.00       | $9979763.70        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2675   | 2055-05-01      | 6.0000%  | 0.0000% | $14374755.00       | $14580117.54       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $200762514.00      | $186293583.20      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $53729832.00       | $49942248.10       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD9970   | 2055-05-01      | 5.5000%  | 0.0000% | $9060861.00        | $9010442.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD4919   | 2055-04-01      | 5.0000%  | 0.0000% | $677102.00         | $659601.69         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $8550884.00        | $7292841.39        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8960   | 2052-07-01      | 5.0000%  | 0.0000% | $2618671.00        | $2086066.52        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8489   | 2054-12-01      | 4.5000%  | 0.0000% | $89658142.00       | $83139294.03       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4762   | 2054-02-01      | 6.0000%  | 0.0000% | $55000.00          | $47692.77          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8494   | 2055-01-01      | 5.5000%  | 0.0000% | $9111802.00        | $8752029.09        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBW0516   | 2037-05-01      | 2.5000%  | 0.0000% | $34386.00          | $24757.48          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8531   | 2055-05-01      | 4.5000%  | 0.0000% | $16897618.00       | $15879399.67       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8533   | 2055-05-01      | 5.5000%  | 0.0000% | $39097615.00       | $38680472.83       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8273   | 2052-11-01      | 3.5000%  | 0.0000% | $495000.00         | $385679.36         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7189   | 2052-04-01      | 3.5000%  | 0.0000% | $1210816.00        | $891072.96         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5162   | 2033-09-01      | 5.0000%  | 0.0000% | $74800.00          | $51981.13          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBW4934   | 2053-05-01      | 5.4810%  | 0.0000% | $1263.00           | $1028.73           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC8436   | 2054-12-01      | 5.0000%  | 0.0000% | $31429187.00       | $29274187.46       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8475   | 2054-11-01      | 5.5000%  | 0.0000% | $195961.00         | $183710.58         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796   | 2048-09-01      | 4.5000%  | 0.0000% | $2534.00           | $829.23            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2305   | 2054-09-01      | 6.0000%  | 0.0000% | $112542937.00      | $106912412.45      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3691   | 2053-01-01      | 6.0000%  | 0.0000% | $86524000.00       | $70109813.41       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5388   | 2054-06-01      | 5.5000%  | 0.0000% | $13256724.00       | $11920235.97       | Agency Mortgage-Backed Securities         |
| GNII SF MA8878 M       | 2053-05-20      | 5.0000%  | 0.0000% | $8462862.00        | $7147083.26        | Agency Mortgage-Backed Securities         |
| GNII SF MA9108 M       | 2053-08-20      | 6.5000%  | 0.0000% | $25417185.00       | $14720838.44       | Agency Mortgage-Backed Securities         |
| United States Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $38285300.00       | $39617017.14       | U.S. Treasuries (including strips)        |
| United States Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $32358000.00       | $29729395.57       | U.S. Treasuries (including strips)        |
| FEPC 04.500 CIRR0001   | 2040-05-01      | 4.5000%  | 0.0000% | $274177.00         | $270785.70         | Agency Mortgage-Backed Securities         |
| GNII SF MA7766 M       | 2051-12-20      | 2.0000%  | 0.0000% | $209351.00         | $128787.78         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3159   | 2054-12-01      | 6.0000%  | 0.0000% | $20564496.00       | $20261051.64       | Agency Mortgage-Backed Securities         |
| GNII SF MA6339 M       | 2049-12-20      | 3.5000%  | 0.0000% | $39631358.00       | $5179371.75        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0010   | 2055-05-01      | 4.0000%  | 0.0000% | $1505153.00        | $1382236.52        | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M       | 2051-02-20      | 2.5000%  | 0.0000% | $11164875.00       | $5097774.73        | Agency Mortgage-Backed Securities         |
| GNII JM MA5388 M       | 2048-07-20      | 4.0000%  | 0.0000% | $1047.00           | $28.94             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0003   | 2040-05-01      | 5.5000%  | 0.0000% | $4601581.00        | $4685751.08        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2049-12-25      | 5.5000%  | 0.0000% | $4561310.00        | $4205254.78        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2050-04-25      | 6.0000%  | 0.0000% | $2124504.00        | $1596886.19        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0260 M       | 2055-02-20      | 6.0000%  | 0.0000% | $136439.00         | $137840.11         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-08-25      | 5.2220%  | 0.0000% | $76803345.00       | $66193417.39       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-019 MF       | 2054-02-20      | 5.3283%  | 0.0000% | $5479056.00        | $4799209.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-223 P        | 2051-06-20      | 2.0000%  | 0.0000% | $25500000.00       | $16188574.34       | Agency Collateralized Mortgage Obligation |
| FNRM CL001MA R25F001   | 2050-01-25      | 6.0000%  | 0.0000% | $1000.00           | $923.19            | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD1050   | 2052-07-01      | 4.5000%  | 0.0000% | $64000.00          | $50400.35          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08779 G   | 2047-09-01      | 3.5000%  | 0.0000% | $90092107.00       | $10809863.02       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0537   | 2048-03-01      | 3.5000%  | 0.0000% | $148898.00         | $40153.99          | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-02-25      | 5.2220%  | 0.0000% | $1465027.00        | $1388273.34        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-05-25      | 5.3220%  | 0.0000% | $3648563.00        | $3619401.39        | Agency Collateralized Mortgage Obligation |
| United States Treasury | 2026-03-31      | 0.7500%  | 0.0000% | $2336900.00        | $2274349.38        | U.S. Treasuries (including strips)        |
| United States Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $649400.00         | $666197.38         | U.S. Treasuries (including strips)        |
| United States Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $72798400.00       | $70126884.94       | U.S. Treasuries (including strips)        |
| GNRM 2021-097 EC       | 2051-04-20      | 1.5000%  | 0.0000% | $3860346.00        | $2330646.87        | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLRJ2232   | 2054-08-01      | 7.0000%  | 0.0000% | $394270.00         | $377598.82         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0019   | 2055-01-01      | 5.5000%  | 0.0000% | $79834768.00       | $78054101.50       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6046   | 2053-04-01      | 4.5000%  | 0.0000% | $41668225.00       | $34333900.40       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4347   | 2051-12-01      | 4.0000%  | 0.0000% | $826363.00         | $619984.77         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1005   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $982.64            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9645   | 2054-12-01      | 5.0000%  | 0.0000% | $1399540.00        | $1337575.93        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5725   | 2055-05-01      | 3.5000%  | 0.0000% | $2355643.00        | $2088445.17        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7232   | 2055-05-01      | 6.0000%  | 0.0000% | $9368027.00        | $9505065.62        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9277   | 2055-05-01      | 6.0000%  | 0.0000% | $18170201.00       | $18531103.58       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB1970   | 2054-11-01      | 5.5000%  | 0.0000% | $11298267.00       | $11142592.86       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI9484   | 2041-09-01      | 4.5000%  | 0.0000% | $1001.00           | $15.85             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0851   | 2047-12-01      | 3.5000%  | 0.0000% | $75045930.00       | $20865102.30       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5296   | 2054-03-01      | 5.5000%  | 0.0000% | $761961.00         | $663526.01         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5331   | 2054-04-01      | 5.5000%  | 0.0000% | $661685.00         | $585762.94         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8550   | 2053-02-01      | 5.5000%  | 0.0000% | $75000000.00       | $63640512.28       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8712   | 2054-06-01      | 6.0000%  | 0.0000% | $56816566.00       | $51544096.93       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD3619   | 2051-12-01      | 2.5000%  | 0.0000% | $298530.00         | $203634.44         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD7083   | 2055-05-01      | 5.5000%  | 0.0000% | $2309398.00        | $2296480.51        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI9374   | 2054-07-01      | 7.0000%  | 0.0000% | $1163063.00        | $1145637.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3173   | 2055-05-01      | 5.5000%  | 0.0000% | $8288758.00        | $8272558.09        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD7230   | 2055-05-01      | 5.5000%  | 0.0000% | $13118130.00       | $13039979.48       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0287   | 2054-12-01      | 6.0000%  | 0.0000% | $13138138.00       | $12616718.76       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4832   | 2053-05-01      | 5.0000%  | 0.0000% | $29141588.00       | $23709562.18       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5635   | 2055-02-01      | 5.5000%  | 0.0000% | $16701855.00       | $16530835.48       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5732   | 2055-05-01      | 4.0000%  | 0.0000% | $394847.00         | $362602.30         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8834   | 2054-08-01      | 6.0000%  | 0.0000% | $10069390.00       | $9711457.98        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTMA5076   | 2043-05-01      | 6.5000%  | 0.0000% | $1409.00           | $264.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4697   | 2053-05-01      | 5.0000%  | 0.0000% | $48327973.00       | $40925127.10       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8322   | 2054-06-01      | 5.5000%  | 0.0000% | $36337187.00       | $32364601.81       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646   | 2055-03-01      | 5.5000%  | 0.0000% | $2064752.00        | $2006402.74        | Agency Mortgage-Backed Securities         |

### Security 701: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PH26, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP18PH26
- **C.18 - Value (incl. sponsor support):** $407000000.00
- **C.18.a - Value (excl. sponsor support):** $407000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 07.000 CLSD8398 | 2054-01-01      | 7.0000%  | 0.0000% | $7194000.00        | $4174388.57        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  | 0.0000% | $6190148.00        | $5499925.10        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6871 | 2051-04-01      | 2.5000%  | 0.0000% | $12000000.00       | $7335497.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4863 | 2054-08-01      | 6.0000%  | 0.0000% | $5028057.00        | $5034332.24        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8789 | 2055-03-01      | 6.0000%  | 0.0000% | $2808612.00        | $2752319.96        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5668 | 2053-02-01      | 4.5000%  | 0.0000% | $5181568.00        | $3787439.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5454 | 2044-08-01      | 6.0000%  | 0.0000% | $10000000.00       | $7885856.76        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTCB6022 | 2043-04-01      | 5.0000%  | 0.0000% | $3676650.00        | $2876639.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0241 | 2054-08-01      | 6.0000%  | 0.0000% | $3474276.00        | $3278730.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI9530 | 2054-07-01      | 6.0000%  | 0.0000% | $5605568.00        | $5635994.53        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ7349 | 2048-10-01      | 4.0000%  | 0.0000% | $18000000.00       | $3421732.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5194 | 2055-05-01      | 6.0000%  | 0.0000% | $2792981.00        | $2860502.38        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8192 | 2054-03-01      | 7.0000%  | 0.0000% | $10863466.00       | $9149951.64        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4355 | 2048-08-01      | 4.0000%  | 0.0000% | $15766055.00       | $3540766.07        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTCA1407 | 2038-03-01      | 4.0000%  | 0.0000% | $12098997.00       | $3658735.25        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV3042 | 2052-02-01      | 2.5000%  | 0.0000% | $5900000.00        | $3871493.44        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3998 | 2054-10-01      | 6.5000%  | 0.0000% | $9102243.00        | $7161123.34        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1800 | 2055-04-01      | 6.0000%  | 0.0000% | $3607950.00        | $3656466.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX7540 | 2055-02-01      | 5.5000%  | 0.0000% | $3757602.00        | $3728542.80        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1372 | 2055-04-01      | 5.5000%  | 0.0000% | $5814031.00        | $5779036.64        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3217 | 2049-03-01      | 4.5000%  | 0.0000% | $48260000.00       | $10299580.22       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6112 | 2052-06-01      | 3.0000%  | 0.0000% | $5000000.00        | $3795041.73        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX6519 | 2055-02-01      | 6.5000%  | 0.0000% | $4584932.00        | $4598128.75        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5703 | 2055-05-01      | 7.0000%  | 0.0000% | $4899061.00        | $5066908.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4397 | 2054-03-01      | 5.5000%  | 0.0000% | $2758056.00        | $2551068.27        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5126 | 2043-08-01      | 4.5000%  | 0.0000% | $3817377.00        | $3053585.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8601 | 2054-07-01      | 6.0000%  | 0.0000% | $2781893.00        | $2534216.45        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0733 | 2051-06-01      | 3.0000%  | 0.0000% | $10500000.00       | $6272300.11        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7573 | 2048-08-01      | 3.0000%  | 0.0000% | $5599531.00        | $4401812.22        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $706394.00         | $396519.99         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9477 | 2051-11-01      | 2.5000%  | 0.0000% | $5555203.00        | $3529614.66        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8662 | 2051-08-01      | 3.0000%  | 0.0000% | $4530303.00        | $2985471.64        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7901 | 2044-01-01      | 4.0000%  | 0.0000% | $3571790.00        | $3059395.09        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1013 | 2053-04-01      | 4.5000%  | 0.0000% | $10894756.00       | $10061579.50       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4214 | 2053-10-01      | 6.5000%  | 0.0000% | $5256406.00        | $4324880.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX3455 | 2052-11-01      | 5.0000%  | 0.0000% | $4289072.00        | $3798025.35        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL5314 | 2043-03-01      | 3.0000%  | 0.0000% | $23178000.00       | $3607411.04        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9369 | 2052-09-01      | 4.5000%  | 0.0000% | $5106824.00        | $3553011.54        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | 0.0000% | $11922070.00       | $8061097.83        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD8536 | 2055-05-01      | 7.0000%  | 0.0000% | $9094799.00        | $9282834.50        | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97260 G | 2041-02-01      | 4.5000%  | 0.0000% | $152395000.00      | $8111113.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5242 | 2052-07-01      | 5.0000%  | 0.0000% | $5096830.00        | $3889498.21        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $7065485.00        | $6256536.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5268 | 2043-12-01      | 6.0000%  | 0.0000% | $9605543.00        | $6665648.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $3312142.00        | $3073436.32        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $4600000.00        | $3378642.64        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG1480 | 2053-04-01      | 5.0000%  | 0.0000% | $3535755.00        | $2782222.38        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL6619 | 2045-04-01      | 4.5000%  | 0.0000% | $19480034.00       | $3374103.44        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6114 | 2052-02-01      | 2.0000%  | 0.0000% | $4000000.00        | $2600723.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $6923048.00        | $6367059.69        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q50377 G | 2047-09-01      | 3.5000%  | 0.0000% | $12308205.00       | $3585154.88        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH0398 | 2053-09-01      | 5.0000%  | 0.0000% | $3374246.00        | $2946263.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5495 | 2054-07-01      | 6.0000%  | 0.0000% | $2476664.00        | $2498912.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ6614 | 2054-09-01      | 6.0000%  | 0.0000% | $2433228.00        | $2447397.47        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1233 | 2048-11-01      | 4.0000%  | 0.0000% | $15241975.00       | $3450649.74        | Agency Mortgage-Backed Securities |
| FEPC 04.000 ZLZT2473 | 2048-09-15      | 4.0000%  | 0.0000% | $10809212.00       | $9531276.09        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q33785 G | 2045-06-01      | 4.0000%  | 0.0000% | $15342092.00       | $3438845.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2274 | 2054-10-01      | 6.0000%  | 0.0000% | $7030292.00        | $6663744.36        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF8144 | 2053-03-01      | 5.0000%  | 0.0000% | $4160115.00        | $3382809.22        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH3677 | 2053-10-01      | 6.5000%  | 0.0000% | $8470398.00        | $8028211.30        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7028 | 2052-08-01      | 4.5000%  | 0.0000% | $4056382.00        | $3181960.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB1817 | 2054-04-01      | 5.0000%  | 0.0000% | $4102120.00        | $3936618.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2312 | 2054-09-01      | 5.5000%  | 0.0000% | $5860803.00        | $5788748.80        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5310 | 2055-04-01      | 6.0000%  | 0.0000% | $5163371.00        | $5234906.58        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI0659 | 2054-03-01      | 5.5000%  | 0.0000% | $6311691.00        | $6155966.28        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6499 | 2051-12-01      | 2.0000%  | 0.0000% | $14000000.00       | $9165425.40        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4025 | 2054-05-01      | 6.5000%  | 0.0000% | $2870866.00        | $2692499.61        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH4271 | 2047-06-01      | 4.0000%  | 0.0000% | $46333000.00       | $8142636.14        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ1966 | 2054-07-01      | 6.0000%  | 0.0000% | $2629040.00        | $2607828.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB4006 | 2054-05-01      | 5.5000%  | 0.0000% | $654564.00         | $527694.87         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6256 | 2053-07-01      | 6.0000%  | 0.0000% | $3271374.00        | $2835573.45        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6856 | 2054-09-01      | 5.5000%  | 0.0000% | $4718095.00        | $4640146.44        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ7295 | 2045-09-01      | 4.0000%  | 0.0000% | $21985057.00       | $3584346.04        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH7914 | 2047-08-01      | 4.0000%  | 0.0000% | $13906921.00       | $3715493.09        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT9390 | 2051-11-01      | 3.0000%  | 0.0000% | $4795793.00        | $3094970.35        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4241 | 2053-09-01      | 6.5000%  | 0.0000% | $4154113.00        | $3789517.91        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3119 | 2047-04-01      | 4.0000%  | 0.0000% | $11274975.00       | $3540457.62        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9860 | 2054-07-01      | 6.5000%  | 0.0000% | $5848219.00        | $5978306.64        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5559 | 2051-07-01      | 2.5000%  | 0.0000% | $8000000.00        | $5307390.75        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG5606 | 2053-03-01      | 6.0000%  | 0.0000% | $6278071.00        | $5733010.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1862 | 2054-09-01      | 6.0000%  | 0.0000% | $10834875.00       | $10679055.32       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4026 | 2054-05-01      | 6.5000%  | 0.0000% | $6023614.00        | $6127411.37        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0208 | 2055-03-01      | 6.5000%  | 0.0000% | $3345340.00        | $3470432.33        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5308 | 2055-04-01      | 5.5000%  | 0.0000% | $5517411.00        | $5489179.85        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ7307 | 2048-01-01      | 4.0000%  | 0.0000% | $8577293.00        | $3506217.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4487 | 2055-04-01      | 6.0000%  | 0.0000% | $3005201.00        | $3086325.47        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9931 | 2048-04-01      | 4.0000%  | 0.0000% | $12212887.00       | $3547219.57        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE3665 | 2047-06-01      | 3.5000%  | 0.0000% | $36422920.00       | $11008418.67       | Agency Mortgage-Backed Securities |

### Security 702: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PH59, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP18PH59
- **C.18 - Value (incl. sponsor support):** $4232000000.00
- **C.18.a - Value (excl. sponsor support):** $4232000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CTSC0374   | 2039-05-01      | 3.5000%  | 0.0000% | $2674328.00        | $1987551.11        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0592   | 2050-09-01      | 3.0000%  | 0.0000% | $1653144.00        | $878911.56         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTZJ9272   | 2027-11-01      | 5.5000%  | 0.0000% | $26243072.00       | $23351.89          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6367   | 2045-12-01      | 4.5000%  | 0.0000% | $55688320.00       | $51015054.58       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5870   | 2054-07-01      | 5.5000%  | 0.0000% | $24745952.00       | $23751099.09       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5520   | 2054-05-01      | 6.0000%  | 0.0000% | $43861632.00       | $40302554.13       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5968   | 2054-07-01      | 6.0000%  | 0.0000% | $4913000.00        | $4556858.94        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6521   | 2041-06-01      | 5.5000%  | 0.0000% | $8678640.00        | $8098135.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL994940   | 2038-10-01      | 5.5000%  | 0.0000% | $173504.00         | $7599.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAB1343   | 2040-08-01      | 4.5000%  | 0.0000% | $4831072.00        | $294708.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0377   | 2055-05-01      | 5.5000%  | 0.0000% | $83380480.00       | $83115263.23       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL987155   | 2038-07-01      | 6.0000%  | 0.0000% | $4557880.00        | $300580.97         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL946624   | 2037-09-01      | 6.0000%  | 0.0000% | $913000.00         | $8662.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8964   | 2054-09-01      | 5.5000%  | 0.0000% | $86124928.00       | $81456827.01       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5125   | 2055-05-01      | 6.0000%  | 0.0000% | $1401514.00        | $1432789.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL963734   | 2038-06-01      | 6.0000%  | 0.0000% | $1007262.00        | $11422.11          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9063   | 2054-08-01      | 5.0000%  | 0.0000% | $22298688.00       | $20789560.78       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6605   | 2052-06-01      | 2.0000%  | 0.0000% | $37384704.00       | $27178101.52       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKMA3754   | 2049-08-01      | 4.0000%  | 0.0000% | $2900000.00        | $252035.45         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB7012   | 2042-11-01      | 3.5000%  | 0.0000% | $10600000.00       | $1227632.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CJMA3261   | 2032-12-01      | 3.0000%  | 0.0000% | $1017172.00        | $125413.35         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAB7059   | 2042-11-01      | 2.5000%  | 0.0000% | $45000.00          | $9359.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA3594   | 2049-02-01      | 5.0000%  | 0.0000% | $85000.00          | $7475.25           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4536   | 2037-02-01      | 2.0000%  | 0.0000% | $40062656.00       | $24755015.81       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4195   | 2050-10-01      | 4.5000%  | 0.0000% | $24000.00          | $6046.19           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2897   | 2037-02-01      | 3.0000%  | 0.0000% | $10711000.00       | $2079096.77        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTAL9412   | 2036-11-01      | 3.0000%  | 0.0000% | $174000.00         | $46572.35          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL747485   | 2033-10-01      | 6.5000%  | 0.0000% | $570000.00         | $8839.08           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS7638   | 2031-07-01      | 2.5000%  | 0.0000% | $946000.00         | $117228.13         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL729950   | 2033-12-01      | 6.0000%  | 0.0000% | $1759772.00        | $6981.46           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0393   | 2042-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $377084.82         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS0356   | 2043-09-01      | 4.0000%  | 0.0000% | $950000.00         | $127654.39         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6397   | 2045-12-01      | 3.5000%  | 0.0000% | $1050408.00        | $110323.50         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB2587   | 2054-08-01      | 5.5000%  | 0.0000% | $503776.00         | $494523.42         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9062   | 2054-08-01      | 6.0000%  | 0.0000% | $40775552.00       | $36825528.41       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2354   | 2049-11-01      | 3.5000%  | 0.0000% | $1323796.00        | $806292.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8270   | 2049-11-01      | 3.5000%  | 0.0000% | $2233672.00        | $1106959.01        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBP0895   | 2050-01-01      | 4.5000%  | 0.0000% | $1332826.00        | $335752.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO9755   | 2050-02-01      | 3.5000%  | 0.0000% | $961404.00         | $345015.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8459   | 2052-04-01      | 3.0000%  | 0.0000% | $1200000.00        | $862008.22         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBU0267   | 2051-09-01      | 2.5000%  | 0.0000% | $4394660.00        | $2315531.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL928341   | 2035-01-01      | 5.0000%  | 0.0000% | $225000.00         | $7918.86           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL909131   | 2037-12-01      | 6.0000%  | 0.0000% | $10544512.00       | $794670.19         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS9065   | 2052-09-01      | 3.5000%  | 0.0000% | $1144920.00        | $977563.22         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFS6258   | 2034-01-01      | 4.5000%  | 0.0000% | $7271032.00        | $4975411.41        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2937   | 2043-04-01      | 4.0000%  | 0.0000% | $378900.00         | $267991.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1267   | 2052-04-01      | 4.0000%  | 0.0000% | $225047.00         | $151682.28         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1501   | 2051-08-01      | 4.0000%  | 0.0000% | $95275776.00       | $58797529.60       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0081   | 2055-03-01      | 5.0000%  | 0.0000% | $7904496.00        | $7729720.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5780   | 2053-08-01      | 5.5000%  | 0.0000% | $24000000.00       | $19057219.13       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1625   | 2052-04-01      | 2.5000%  | 0.0000% | $5100000.00        | $3396859.58        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0284   | 2055-04-01      | 6.5000%  | 0.0000% | $48138000.00       | $49725438.97       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1476   | 2052-03-01      | 3.0000%  | 0.0000% | $789000.00         | $552119.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2320   | 2049-11-01      | 4.0000%  | 0.0000% | $582191104.00      | $220964919.68      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7968   | 2054-02-01      | 5.0000%  | 0.0000% | $119982.00         | $112419.85         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCA9601   | 2041-07-01      | 2.5000%  | 0.0000% | $2291336.00        | $1739651.70        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ1632   | 2029-09-01      | 4.3900%  | 0.0000% | $8882300.00        | $8926759.37        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CTCB7266   | 2043-10-01      | 7.0000%  | 0.0000% | $1070256.00        | $1029430.44        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB3937   | 2042-02-01      | 2.5000%  | 0.0000% | $5340780.00        | $3747915.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4418   | 2052-08-01      | 5.5000%  | 0.0000% | $1100000.00        | $796318.01         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7257   | 2050-10-01      | 2.5000%  | 0.0000% | $48000.00          | $25942.67          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB4427   | 2052-08-01      | 6.0000%  | 0.0000% | $2766932.00        | $2091406.84        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8116   | 2054-03-01      | 4.5000%  | 0.0000% | $14148380.00       | $13032312.39       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1273   | 2051-08-01      | 2.0000%  | 0.0000% | $500000.00         | $307348.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB4430   | 2052-08-01      | 6.0000%  | 0.0000% | $3109750.00        | $2611783.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5108   | 2052-11-01      | 5.5000%  | 0.0000% | $200000.00         | $164943.67         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3872   | 2049-07-01      | 3.5000%  | 0.0000% | $225000.00         | $22554.63          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8939   | 2054-05-01      | 5.5000%  | 0.0000% | $54617920.00       | $49984816.81       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6809   | 2054-03-01      | 6.5000%  | 0.0000% | $26031744.00       | $23851366.18       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8079   | 2050-07-01      | 2.0000%  | 0.0000% | $4700000.00        | $1955669.38        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6365   | 2052-08-01      | 3.0000%  | 0.0000% | $77617024.00       | $62833612.56       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAB3476   | 2032-12-01      | 6.0000%  | 0.0000% | $28131600.00       | $541036.35         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAB6940   | 2042-11-01      | 4.0000%  | 0.0000% | $20795320.00       | $2348802.02        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CZ943483   | 2047-08-01      | 6.5000%  | 0.0000% | $7129944.00        | $73786.39          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL995149   | 2038-10-01      | 6.5000%  | 0.0000% | $3255000.00        | $30781.53          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5712   | 2040-05-01      | 5.5000%  | 0.0000% | $2323132.00        | $2329358.29        | Agency Mortgage-Backed Securities  |
| GNII JM MA5321 M       | 2048-06-20      | 4.5000%  | 0.0000% | $3099632.00        | $141478.79         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3071   | 2054-12-01      | 5.5000%  | 0.0000% | $41010368.00       | $39782293.28       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1706   | 2054-06-01      | 5.5000%  | 0.0000% | $42908224.00       | $40482373.34       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9546   | 2055-04-01      | 5.5000%  | 0.0000% | $5684864.00        | $5645135.58        | Agency Mortgage-Backed Securities  |
| GNII SF MA8042 M       | 2052-05-20      | 2.5000%  | 0.0000% | $888910.00         | $586866.57         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1726   | 2055-04-01      | 6.0000%  | 0.0000% | $2786688.00        | $2854187.61        | Agency Mortgage-Backed Securities  |
| GNII SF MA9665 M       | 2054-04-20      | 4.0000%  | 0.0000% | $37671936.00       | $33480697.35       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4498   | 2036-12-01      | 2.5000%  | 0.0000% | $198429.00         | $111724.83         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1629   | 2043-09-01      | 4.5000%  | 0.0000% | $500000.00         | $74724.19          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4919   | 2053-02-01      | 5.5000%  | 0.0000% | $63276032.00       | $49724715.46       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1964   | 2054-07-01      | 6.0000%  | 0.0000% | $45000.00          | $43151.47          | Agency Mortgage-Backed Securities  |
| GNMI SF AB2892 X       | 2042-09-15      | 3.0000%  | 0.0000% | $1874250.00        | $149327.10         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5137   | 2053-09-01      | 5.0000%  | 0.0000% | $9431184.00        | $8158452.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNMA4265   | 2030-01-01      | 3.0000%  | 0.0000% | $90000.00          | $30940.81          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0013   | 2055-06-01      | 5.5000%  | 0.0000% | $39740480.00       | $39480122.47       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5353   | 2054-05-01      | 5.5000%  | 0.0000% | $1192638.00        | $1054688.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3537   | 2048-12-01      | 4.5000%  | 0.0000% | $425000.00         | $31906.16          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334   | 2041-05-01      | 2.5000%  | 0.0000% | $3625000.00        | $2170001.45        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5367   | 2055-06-01      | 6.0000%  | 0.0000% | $20715968.00       | $21121179.24       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3068   | 2054-12-01      | 5.5000%  | 0.0000% | $30554880.00       | $28836431.79       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTAV5504   | 2034-01-01      | 4.5000%  | 0.0000% | $1172952.00        | $409730.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6528   | 2046-01-01      | 4.0000%  | 0.0000% | $644000.00         | $51696.88          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL702018   | 2033-05-01      | 5.0000%  | 0.0000% | $7071064.00        | $43564.50          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTAS5891   | 2035-09-01      | 3.0000%  | 0.0000% | $211000.00         | $21761.68          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB9505   | 2054-08-01      | 5.5000%  | 0.0000% | $1521900.00        | $1495818.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9059   | 2054-09-01      | 6.5000%  | 0.0000% | $2369436.00        | $2445878.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7339   | 2054-07-01      | 6.5000%  | 0.0000% | $19222976.00       | $18586794.56       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL757867   | 2033-11-01      | 6.0000%  | 0.0000% | $1900000.00        | $10146.06          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725232   | 2034-03-01      | 5.0000%  | 0.0000% | $3649000.00        | $33649.79          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7576   | 2054-08-01      | 6.0000%  | 0.0000% | $6053512.00        | $6017286.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB3411   | 2054-05-01      | 6.5000%  | 0.0000% | $2017760.00        | $1816335.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL850020   | 2036-04-01      | 6.0000%  | 0.0000% | $4999120.00        | $275262.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB9219   | 2054-08-01      | 5.5000%  | 0.0000% | $1207130.00        | $1183583.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0594   | 2054-09-01      | 5.5000%  | 0.0000% | $6562304.00        | $6399984.17        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS9701   | 2032-05-01      | 3.5000%  | 0.0000% | $104000.00         | $15021.81          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6617   | 2054-07-01      | 5.5000%  | 0.0000% | $10215776.00       | $10001173.65       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6735   | 2055-04-01      | 6.0000%  | 0.0000% | $1311242.00        | $1338466.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6737   | 2055-04-01      | 6.0000%  | 0.0000% | $2552928.00        | $2604193.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3136   | 2055-02-01      | 6.5000%  | 0.0000% | $1377208.00        | $1422955.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6366   | 2055-03-01      | 5.5000%  | 0.0000% | $6172250.00        | $6128990.60        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBK0575   | 2050-01-01      | 3.5000%  | 0.0000% | $13690100.00       | $4582217.07        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0245   | 2051-06-01      | 4.0000%  | 0.0000% | $50173000.00       | $15506824.37       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6693   | 2055-04-01      | 6.0000%  | 0.0000% | $7414600.00        | $7522314.82        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE8055   | 2047-04-01      | 4.0000%  | 0.0000% | $109661.00         | $20471.57          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9114   | 2055-05-01      | 6.5000%  | 0.0000% | $12355968.00       | $12842275.56       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3822   | 2055-03-01      | 6.0000%  | 0.0000% | $1959134.00        | $2003954.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5649   | 2055-04-01      | 5.5000%  | 0.0000% | $21917408.00       | $21765317.54       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC6849   | 2054-12-01      | 5.5000%  | 0.0000% | $2734120.00        | $2719451.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL662622   | 2032-10-01      | 6.0000%  | 0.0000% | $11997184.00       | $8876.86           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4399   | 2055-03-01      | 5.5000%  | 0.0000% | $500488.00         | $496141.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT2954   | 2033-05-01      | 3.5000%  | 0.0000% | $413721.00         | $52591.72          | Agency Mortgage-Backed Securities  |
| United States Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $2099200.00        | $2128316.76        | U.S. Treasuries (including strips) |
| United States Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $68000.00          | $31738.56          | U.S. Treasuries (including strips) |
| United States Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $250636800.00      | $249999923.62      | U.S. Treasuries (including strips) |
| United States Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $31577900.00       | $31133968.82       | U.S. Treasuries (including strips) |
| United States Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $26999200.00       | $16817409.17       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $3484000.00        | $3546613.32        | U.S. Treasuries (including strips) |
| United States Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $259830800.00      | $249999695.31      | U.S. Treasuries (including strips) |
| FNMS 06.000 CTCB9045   | 2044-08-01      | 6.0000%  | 0.0000% | $9125.00           | $9028.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8549   | 2054-05-01      | 6.5000%  | 0.0000% | $4611808.00        | $4350625.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8144   | 2054-03-01      | 5.5000%  | 0.0000% | $21721700.00       | $19605072.71       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8690   | 2047-01-01      | 3.5000%  | 0.0000% | $63471000.00       | $12824710.79       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB8206   | 2054-08-01      | 6.0000%  | 0.0000% | $3529220.00        | $3140706.46        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAY5690   | 2030-03-01      | 3.5000%  | 0.0000% | $3853372.00        | $489160.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTBM1497   | 2037-07-01      | 4.0000%  | 0.0000% | $7551880.00        | $1420059.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1893   | 2055-01-01      | 6.0000%  | 0.0000% | $3710816.00        | $3728657.42        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD1410   | 2046-06-01      | 3.5000%  | 0.0000% | $40000.00          | $7758.03           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3745   | 2047-11-01      | 3.0000%  | 0.0000% | $1758000.00        | $517300.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4576   | 2052-04-01      | 3.5000%  | 0.0000% | $14194896.00       | $9231608.56        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBP1923   | 2050-04-01      | 4.5000%  | 0.0000% | $2632464.00        | $1186171.38        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS7107   | 2029-12-01      | 4.8400%  | 0.0000% | $3032210.00        | $3095403.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4799   | 2054-07-01      | 6.0000%  | 0.0000% | $1211218.00        | $1222216.98        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2375   | 2048-09-01      | 4.0000%  | 0.0000% | $97000.00          | $7523.77           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV1440   | 2055-02-01      | 6.5000%  | 0.0000% | $2500160.00        | $2582940.87        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBP5671   | 2035-06-01      | 2.0000%  | 0.0000% | $6629440.00        | $2596416.95        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3674   | 2049-06-01      | 4.0000%  | 0.0000% | $200000.00         | $19398.58          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA2819   | 2048-12-01      | 5.0000%  | 0.0000% | $37507.00          | $8873.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7549   | 2054-07-01      | 5.5000%  | 0.0000% | $3104510.00        | $2832293.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX6747   | 2053-03-01      | 5.0000%  | 0.0000% | $27132160.00       | $21349212.97       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV2971   | 2052-03-01      | 2.0000%  | 0.0000% | $2129980.00        | $1421279.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBN8680   | 2049-05-01      | 3.0000%  | 0.0000% | $2193224.00        | $520569.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA9029   | 2041-01-01      | 4.0000%  | 0.0000% | $1609594.00        | $573995.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBW6254   | 2037-07-01      | 4.0000%  | 0.0000% | $3362312.00        | $1963022.23        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLBQ9514   | 2050-12-01      | 1.5000%  | 0.0000% | $161457.00         | $88470.77          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1931   | 2048-06-01      | 4.5000%  | 0.0000% | $85123712.00       | $8362827.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBR2303   | 2051-08-01      | 3.0000%  | 0.0000% | $2936004.00        | $1855512.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA5522   | 2050-04-01      | 4.0000%  | 0.0000% | $1829000.00        | $506663.02         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9916   | 2052-10-01      | 5.0000%  | 0.0000% | $692686.00         | $522910.23         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW6296   | 2052-08-01      | 4.5000%  | 0.0000% | $2955000.00        | $2090923.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY7500   | 2054-03-01      | 5.0000%  | 0.0000% | $1132998.00        | $1031481.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7559   | 2054-07-01      | 6.0000%  | 0.0000% | $1815330.00        | $1833948.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2578   | 2053-09-01      | 5.5000%  | 0.0000% | $200371.00         | $157546.20         | Agency Mortgage-Backed Securities  |
| United States Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $168284600.00      | $172313878.90      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $46025000.00       | $59281179.75       | U.S. Treasuries (including strips) |
| GNII SF MA8726 M       | 2053-03-20      | 5.5000%  | 0.0000% | $100000000.00      | $76285889.45       | Agency Mortgage-Backed Securities  |
| GNPL PN CO3156         | 2057-07-15      | 2.9500%  | 0.0000% | $18130300.00       | $15260444.95       | Agency Mortgage-Backed Securities  |
| GNII SF MA8490 M       | 2052-12-20      | 5.0000%  | 0.0000% | $69730816.00       | $55395178.39       | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M       | 2052-09-20      | 4.0000%  | 0.0000% | $68493440.00       | $52435055.36       | Agency Mortgage-Backed Securities  |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $20000000.00       | $14049141.55       | Agency Mortgage-Backed Securities  |
| GNII ET DB6302 C       | 2064-05-20      | 3.5000%  | 0.0000% | $596236.00         | $513457.70         | Agency Mortgage-Backed Securities  |
| GNII SF MA7315 M       | 2051-04-20      | 4.0000%  | 0.0000% | $89095040.00       | $35849182.08       | Agency Mortgage-Backed Securities  |
| GNII SF MA9169 M       | 2053-06-20      | 4.5000%  | 0.0000% | $5434776.00        | $4764535.39        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAD7898   | 2040-07-01      | 4.5000%  | 0.0000% | $2419820.00        | $122157.55         | Agency Mortgage-Backed Securities  |
| GNII SF CY8002 C       | 2054-03-20      | 5.0000%  | 0.0000% | $1174170.00        | $1125066.53        | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M       | 2053-05-20      | 4.5000%  | 0.0000% | $39243776.00       | $36444315.37       | Agency Mortgage-Backed Securities  |
| GNII SF MA3033 M       | 2045-08-20      | 3.0000%  | 0.0000% | $3552000.00        | $458284.69         | Agency Mortgage-Backed Securities  |
| GNII SF MA3662 M       | 2046-05-20      | 3.0000%  | 0.0000% | $13545504.00       | $1537944.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5679   | 2045-04-01      | 5.5000%  | 0.0000% | $43695232.00       | $43519574.63       | Agency Mortgage-Backed Securities  |
| GNII JM MA3793 M       | 2046-07-20      | 3.5000%  | 0.0000% | $55105000.00       | $2998438.45        | Agency Mortgage-Backed Securities  |
| GNPL PN CM8618         | 2057-05-15      | 2.7500%  | 0.0000% | $7010180.00        | $5817736.73        | Agency Mortgage-Backed Securities  |
| GNII SF MA1285 M       | 2043-09-20      | 3.5000%  | 0.0000% | $150000000.00      | $14701790.94       | Agency Mortgage-Backed Securities  |
| GNII SF MA1676 M       | 2044-02-20      | 3.0000%  | 0.0000% | $157000.00         | $22657.40          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8956   | 2055-03-01      | 6.0000%  | 0.0000% | $188128.00         | $191937.76         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5734   | 2055-05-01      | 5.0000%  | 0.0000% | $728673.00         | $707305.23         | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M       | 2050-05-20      | 3.0000%  | 0.0000% | $15062288.00       | $3712734.46        | Agency Mortgage-Backed Securities  |
| GNII SF MA8428 M       | 2052-11-20      | 5.0000%  | 0.0000% | $65398016.00       | $51868858.21       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAD9601   | 2040-08-01      | 4.5000%  | 0.0000% | $475000.00         | $36526.26          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1774   | 2054-06-01      | 5.5000%  | 0.0000% | $40243712.00       | $39132566.96       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3241   | 2052-04-01      | 3.0000%  | 0.0000% | $1025000.00        | $741996.56         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6748   | 2053-07-01      | 5.5000%  | 0.0000% | $20000000.00       | $17787361.43       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4794   | 2052-10-01      | 4.5000%  | 0.0000% | $527757.00         | $427292.01         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7417   | 2053-11-01      | 6.0000%  | 0.0000% | $106498688.00      | $95860411.71       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6426   | 2053-06-01      | 5.5000%  | 0.0000% | $58118848.00       | $49334210.72       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTCA8304   | 2040-12-01      | 2.0000%  | 0.0000% | $1125000.00        | $646359.00         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB1757   | 2036-09-01      | 2.5000%  | 0.0000% | $130383360.00      | $71045699.25       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6738   | 2055-04-01      | 6.0000%  | 0.0000% | $689639.00         | $682142.06         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK1964   | 2048-03-01      | 4.0000%  | 0.0000% | $146000.00         | $21905.99          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM6932   | 2032-05-01      | 3.1910%  | 0.0000% | $11643360.00       | $10114907.76       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 U4BF0360   | 2050-09-01      | 5.0000%  | 0.0000% | $27714400.00       | $8609167.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4036   | 2055-03-01      | 6.5000%  | 0.0000% | $6274952.00        | $6581622.61        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7549   | 2052-01-01      | 2.0000%  | 0.0000% | $835553.00         | $516972.64         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $127014400.00      | $102398063.98      | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7537   | 2051-03-01      | 2.0000%  | 0.0000% | $1172000.00        | $661767.95         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7514   | 2050-04-01      | 3.5000%  | 0.0000% | $1806000.00        | $483479.26         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q56083 G   | 2048-05-01      | 3.5000%  | 0.0000% | $126000.00         | $11395.94          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8439   | 2054-06-01      | 6.0000%  | 0.0000% | $3625748.00        | $3124838.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $3420000.00        | $3178913.50        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206   | 2052-04-01      | 3.0000%  | 0.0000% | $31815552.00       | $22224894.42       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD3827   | 2053-08-01      | 6.5000%  | 0.0000% | $67044608.00       | $53336611.12       | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G30761 G   | 2034-04-01      | 4.5000%  | 0.0000% | $582000.00         | $40003.18          | Agency Mortgage-Backed Securities  |
| GNMI SF 678647 X       | 2039-11-15      | 4.0000%  | 0.0000% | $634989.00         | $121270.53         | Agency Mortgage-Backed Securities  |
| GNMI SP 782818 X       | 2039-11-15      | 4.5000%  | 0.0000% | $2680000.00        | $259020.12         | Agency Mortgage-Backed Securities  |
| GNII SF DI6764 C       | 2055-03-20      | 6.0000%  | 0.0000% | $1737734.00        | $1763602.44        | Agency Mortgage-Backed Securities  |
| GNII SF DJ6537 C       | 2055-05-20      | 6.0000%  | 0.0000% | $4055608.00        | $4144666.45        | Agency Mortgage-Backed Securities  |
| GNII SF DD0499 C       | 2054-11-20      | 5.5000%  | 0.0000% | $728401.00         | $723700.17         | Agency Mortgage-Backed Securities  |
| GNII SF 565271 C       | 2041-08-20      | 5.0000%  | 0.0000% | $2486120.00        | $235314.77         | Agency Mortgage-Backed Securities  |
| GNMI SF 738123 X       | 2041-03-15      | 4.0000%  | 0.0000% | $3170000.00        | $181964.18         | Agency Mortgage-Backed Securities  |
| GNMI SF 697974 X       | 2040-06-15      | 5.0000%  | 0.0000% | $13669696.00       | $253266.01         | Agency Mortgage-Backed Securities  |
| GNII SF DH0102 C       | 2054-12-20      | 6.0000%  | 0.0000% | $16811136.00       | $16989837.70       | Agency Mortgage-Backed Securities  |
| GNII SF DB1159 C       | 2054-04-20      | 5.5000%  | 0.0000% | $736682.00         | $726388.03         | Agency Mortgage-Backed Securities  |
| GNMI SF 658258 X       | 2037-01-15      | 6.0000%  | 0.0000% | $1266596.00        | $5908.79           | Agency Mortgage-Backed Securities  |
| GNII SF MB0261 M       | 2055-02-20      | 6.5000%  | 0.0000% | $1399994.00        | $1431983.06        | Agency Mortgage-Backed Securities  |
| GNII SF AZ2697 C       | 2047-04-20      | 4.5000%  | 0.0000% | $5182610.00        | $567479.40         | Agency Mortgage-Backed Securities  |
| GNII SF DG5413 C       | 2055-02-20      | 5.5000%  | 0.0000% | $902140.00         | $909109.23         | Agency Mortgage-Backed Securities  |
| GNPL PN CM8605         | 2064-08-15      | 2.7100%  | 0.0000% | $27111120.00       | $22150831.30       | Agency Mortgage-Backed Securities  |
| GNPL PN CO3172         | 2057-08-15      | 3.7300%  | 0.0000% | $4835064.00        | $4301971.67        | Agency Mortgage-Backed Securities  |
| GNII SF DI0406 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1556144.00        | $1611427.30        | Agency Mortgage-Backed Securities  |
| GNII SF MB0365 M       | 2055-05-20      | 5.0000%  | 0.0000% | $6423000.00        | $6252455.08        | Agency Mortgage-Backed Securities  |
| GNII SF DH0367 C       | 2055-02-20      | 6.5000%  | 0.0000% | $2031244.00        | $2112151.56        | Agency Mortgage-Backed Securities  |
| GNII SF MA9172 M       | 2053-08-20      | 6.0000%  | 0.0000% | $14526000.00       | $10265667.83       | Agency Mortgage-Backed Securities  |
| GNII SF MA8423 M       | 2052-06-20      | 2.5000%  | 0.0000% | $40000.00          | $25573.89          | Agency Mortgage-Backed Securities  |
| GNII SF DJ1525 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1057296.00        | $1079573.78        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1572 C       | 2055-04-20      | 6.0000%  | 0.0000% | $2047136.00        | $2089973.46        | Agency Mortgage-Backed Securities  |
| GNMI SF AE8170 X       | 2044-02-15      | 4.0000%  | 0.0000% | $7000000.00        | $884314.49         | Agency Mortgage-Backed Securities  |
| GNII SF DG7483 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1148974.00        | $1183634.37        | Agency Mortgage-Backed Securities  |
| GNMI SF BE0204 X       | 2048-01-15      | 4.0000%  | 0.0000% | $50000.00          | $22725.51          | Agency Mortgage-Backed Securities  |
| GNPL PN CJ1401         | 2057-09-15      | 3.9800%  | 0.0000% | $8392900.00        | $7650045.73        | Agency Mortgage-Backed Securities  |
| GNII SF DG3516 C       | 2054-11-20      | 6.5000%  | 0.0000% | $1161730.00        | $1201217.07        | Agency Mortgage-Backed Securities  |
| GNII SF DF6223 C       | 2054-11-20      | 5.5000%  | 0.0000% | $1898064.00        | $1892830.42        | Agency Mortgage-Backed Securities  |
| GNII SF DH7687 C       | 2055-02-20      | 6.5000%  | 0.0000% | $3108260.00        | $3241747.75        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5187 C       | 2055-03-20      | 6.5000%  | 0.0000% | $4490040.00        | $4642381.78        | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M       | 2054-10-20      | 4.5000%  | 0.0000% | $16550400.00       | $15395741.47       | Agency Mortgage-Backed Securities  |
| GNII JM MA6081 M       | 2049-08-20      | 3.5000%  | 0.0000% | $750001.00         | $36606.91          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3266   | 2055-02-01      | 5.5000%  | 0.0000% | $12887904.00       | $12745436.69       | Agency Mortgage-Backed Securities  |
| GNII SF DF8687 C       | 2055-01-20      | 5.5000%  | 0.0000% | $1103238.00        | $1098957.20        | Agency Mortgage-Backed Securities  |
| GNII SF MB0025 M       | 2054-11-20      | 5.0000%  | 0.0000% | $36820480.00       | $35303308.12       | Agency Mortgage-Backed Securities  |
| GNPL PN CI1769         | 2057-07-15      | 2.5700%  | 0.0000% | $15129296.00       | $12385040.15       | Agency Mortgage-Backed Securities  |
| GNII SF DH8430 C       | 2055-03-20      | 5.5000%  | 0.0000% | $3878272.00        | $3901488.06        | Agency Mortgage-Backed Securities  |
| GNII SF DJ3548 C       | 2055-03-20      | 6.5000%  | 0.0000% | $26253536.00       | $27123134.58       | Agency Mortgage-Backed Securities  |
| GNII SF DH5490 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1237864.00        | $1268460.52        | Agency Mortgage-Backed Securities  |
| GNPL PN CP1102         | 2058-02-15      | 5.5000%  | 0.0000% | $4977072.00        | $5010392.66        | Agency Mortgage-Backed Securities  |
| GNII SF BU7033 C       | 2050-06-20      | 4.5000%  | 0.0000% | $1122492.00        | $98080.07          | Agency Mortgage-Backed Securities  |
| GNII SF DI2813 C       | 2055-03-20      | 6.0000%  | 0.0000% | $5437648.00        | $5546874.67        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1638 C       | 2055-04-20      | 6.0000%  | 0.0000% | $3648132.00        | $3724855.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA9724 M       | 2054-06-20      | 5.0000%  | 0.0000% | $70550.00          | $66295.33          | Agency Mortgage-Backed Securities  |
| GNII SF DJ4169 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1927372.00        | $1967993.12        | Agency Mortgage-Backed Securities  |
| GNII SF DH8435 C       | 2055-03-20      | 6.0000%  | 0.0000% | $8245696.00        | $8435859.93        | Agency Mortgage-Backed Securities  |
| GNII SF MB0089 M       | 2054-09-20      | 4.0000%  | 0.0000% | $126656512.00      | $115083669.39      | Agency Mortgage-Backed Securities  |
| GNII SF MA9903 M       | 2054-08-20      | 4.0000%  | 0.0000% | $77050368.00       | $69445257.28       | Agency Mortgage-Backed Securities  |
| GNMI SF 711067 X       | 2040-01-15      | 5.0000%  | 0.0000% | $5001752.00        | $214494.13         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI1702   | 2034-04-01      | 5.0000%  | 0.0000% | $1417994.00        | $28073.82          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB1328   | 2037-11-01      | 1.5000%  | 0.0000% | $259966.00         | $216520.04         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC C09022 G   | 2042-12-01      | 3.0000%  | 0.0000% | $130000.00         | $19790.17          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZI8474   | 2034-12-01      | 4.0000%  | 0.0000% | $4000000.00        | $88804.17          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08624 G   | 2045-01-01      | 4.0000%  | 0.0000% | $433518.00         | $34075.18          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL2878   | 2042-03-01      | 3.0000%  | 0.0000% | $2181836.00        | $218060.09         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C67243 G   | 2032-05-01      | 6.0000%  | 0.0000% | $10997760.00       | $9085.06           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS2341   | 2038-06-01      | 6.0000%  | 0.0000% | $981000.00         | $8031.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6082   | 2054-06-01      | 5.5000%  | 0.0000% | $2901588.00        | $2865339.01        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL2120   | 2041-02-01      | 4.0000%  | 0.0000% | $636000.00         | $38731.79          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAP7445   | 2042-10-01      | 4.0000%  | 0.0000% | $1504000.00        | $227710.75         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL651872   | 2032-08-01      | 6.5000%  | 0.0000% | $7664160.00        | $136625.13         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3JRE0008   | 2050-01-01      | 3.0000%  | 0.0000% | $16201440.00       | $7910831.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0539   | 2054-08-01      | 6.0000%  | 0.0000% | $3160490.00        | $3069652.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS9937   | 2047-07-01      | 3.0000%  | 0.0000% | $1679000.00        | $442182.39         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1059   | 2054-08-01      | 6.0000%  | 0.0000% | $523876.00         | $428449.91         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ0703   | 2054-07-01      | 6.0000%  | 0.0000% | $2983408.00        | $2690720.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8475   | 2054-11-01      | 5.5000%  | 0.0000% | $39804032.00       | $37315699.38       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF3201   | 2052-11-01      | 4.5000%  | 0.0000% | $10066736.00       | $8277228.76        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA8490   | 2050-04-01      | 3.0000%  | 0.0000% | $352000.00         | $147394.95         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL1431   | 2041-11-01      | 4.5000%  | 0.0000% | $100000.00         | $6150.36           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC8573   | 2051-10-01      | 2.5000%  | 0.0000% | $399000.00         | $254319.35         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U90887 G   | 2043-02-01      | 3.5000%  | 0.0000% | $20949632.00       | $3304920.92        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA8029   | 2052-09-01      | 2.0000%  | 0.0000% | $2290672.00        | $1515491.64        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q34871 G   | 2045-07-01      | 3.5000%  | 0.0000% | $812000.00         | $136005.53         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2039   | 2036-07-01      | 2.0000%  | 0.0000% | $55940608.00       | $31119189.56       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA1341   | 2049-07-01      | 4.5000%  | 0.0000% | $6562528.00        | $648093.57         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL253836   | 2031-06-01      | 6.0000%  | 0.0000% | $5775360.00        | $5007.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL0851   | 2040-10-01      | 6.0000%  | 0.0000% | $555000.00         | $11226.41          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9988   | 2053-10-01      | 5.5000%  | 0.0000% | $57144192.00       | $49880050.88       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U69040 G   | 2045-05-01      | 4.0000%  | 0.0000% | $18537728.00       | $3138929.35        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q59717 G   | 2048-11-01      | 4.5000%  | 0.0000% | $4066456.00        | $743678.94         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4135   | 2052-12-01      | 5.0000%  | 0.0000% | $8410704.00        | $7770173.05        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH0139   | 2053-08-01      | 6.0000%  | 0.0000% | $56000.00          | $50659.26          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL535996   | 2031-06-01      | 7.5000%  | 0.0000% | $12091392.00       | $5902.32           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB8773   | 2051-02-01      | 2.0000%  | 0.0000% | $182000.00         | $87532.74          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD4214   | 2052-01-01      | 2.0000%  | 0.0000% | $1482414.00        | $907364.53         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL584962   | 2031-07-01      | 6.0000%  | 0.0000% | $4032776.00        | $8957.82           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIQN0948   | 2034-11-01      | 3.5000%  | 0.0000% | $1317824.00        | $143855.16         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7672   | 2052-07-01      | 4.5000%  | 0.0000% | $93000.00          | $73679.02          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT255892   | 2025-09-01      | 5.0000%  | 0.0000% | $52199397.00       | $11257.10          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL313363   | 2027-02-01      | 7.5000%  | 0.0000% | $82968575.00       | $11616.02          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTAL6699   | 2035-05-01      | 2.5000%  | 0.0000% | $5000000.00        | $427712.71         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB5315   | 2044-10-01      | 5.5000%  | 0.0000% | $52018368.00       | $45098334.17       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA3834   | 2050-10-01      | 3.5000%  | 0.0000% | $16941344.00       | $6393749.16        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC3902   | 2051-07-01      | 2.5000%  | 0.0000% | $177000.00         | $90541.99          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL254694   | 2033-03-01      | 6.0000%  | 0.0000% | $38893632.00       | $171584.67         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH4306   | 2053-11-01      | 6.0000%  | 0.0000% | $6124256.00        | $5117627.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2161   | 2051-09-01      | 4.0000%  | 0.0000% | $91863808.00       | $57903758.23       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0563   | 2051-06-01      | 3.0000%  | 0.0000% | $500000.00         | $297961.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNFM3343   | 2030-02-01      | 3.5000%  | 0.0000% | $498999.00         | $46728.02          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM8617   | 2051-09-01      | 2.0000%  | 0.0000% | $250000.00         | $145732.81         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFM1095   | 2049-02-01      | 6.0000%  | 0.0000% | $527170.00         | $170416.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFM3606   | 2039-12-01      | 4.5000%  | 0.0000% | $8015152.00        | $1470395.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2898   | 2052-09-01      | 4.5000%  | 0.0000% | $1530000.00        | $1136623.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3672   | 2053-02-01      | 5.5000%  | 0.0000% | $1300000.00        | $1105455.16        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM8373   | 2036-08-01      | 2.0000%  | 0.0000% | $474737.00         | $235334.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9160   | 2054-09-01      | 6.0000%  | 0.0000% | $146439168.00      | $145457593.93      | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS3838   | 2049-05-01      | 4.0000%  | 0.0000% | $19415.00          | $14039.06          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5632   | 2053-09-01      | 5.5000%  | 0.0000% | $827000.00         | $745015.15         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM9983   | 2036-12-01      | 2.5000%  | 0.0000% | $356614.00         | $216309.79         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6053   | 2051-02-01      | 2.0000%  | 0.0000% | $41495168.00       | $25102219.95       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9098   | 2054-06-01      | 5.5000%  | 0.0000% | $27112512.00       | $24306583.64       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1609   | 2049-09-01      | 3.5000%  | 0.0000% | $4482360.00        | $1450541.65        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFM1819   | 2039-05-01      | 4.5000%  | 0.0000% | $12240208.00       | $4126818.46        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2986   | 2045-04-01      | 4.0000%  | 0.0000% | $40027584.00       | $10657023.15       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3093   | 2048-11-01      | 4.0000%  | 0.0000% | $615000.00         | $89291.11          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0911   | 2053-09-01      | 5.0000%  | 0.0000% | $9507712.00        | $9147323.20        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1910   | 2044-01-01      | 3.5000%  | 0.0000% | $1035186.00        | $672542.35         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA1864   | 2037-06-01      | 2.5000%  | 0.0000% | $35178688.00       | $32465527.78       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8210   | 2050-04-01      | 3.0000%  | 0.0000% | $1486000.00        | $740574.06         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM6073   | 2047-04-01      | 4.0000%  | 0.0000% | $2034000.00        | $871345.49         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZA1898   | 2025-09-01      | 5.0000%  | 0.0000% | $24199168.00       | $6832.40           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4777   | 2054-01-01      | 7.0000%  | 0.0000% | $38813952.00       | $31557633.79       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0761   | 2049-01-01      | 4.5000%  | 0.0000% | $3850292.00        | $174006.43         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U4BM7428   | 2055-02-01      | 3.0000%  | 0.0000% | $23342080.00       | $17901266.40       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX XLAL6050   | 2043-04-01      | 4.2420%  | 0.0000% | $2426588.00        | $1206004.27        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL596192   | 2031-08-01      | 7.5000%  | 0.0000% | $924637.00         | $6635.15           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NQ256182   | 2036-02-01      | 6.0000%  | 0.0000% | $1700000.00        | $10186.28          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA7144   | 2050-02-01      | 3.0000%  | 0.0000% | $2236000.00        | $492983.71         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA4391   | 2049-11-01      | 3.5000%  | 0.0000% | $14065584.00       | $6480291.26        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1030   | 2054-07-01      | 6.0000%  | 0.0000% | $1111882.00        | $1075091.20        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD6328   | 2052-02-01      | 3.0000%  | 0.0000% | $12838640.00       | $8106734.54        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5731   | 2051-08-01      | 2.0000%  | 0.0000% | $5488530.00        | $3290979.80        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G61654 G   | 2041-09-01      | 5.5000%  | 0.0000% | $591000.00         | $157903.75         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U90690 G   | 2042-06-01      | 3.5000%  | 0.0000% | $5460000.00        | $676726.36         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1023   | 2049-07-01      | 3.5000%  | 0.0000% | $222148.00         | $68661.76          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3VSF5026   | 2043-11-01      | 3.0000%  | 0.0000% | $15286048.00       | $12139834.89       | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Z40117 G   | 2045-04-01      | 3.0000%  | 0.0000% | $2982000.00        | $632331.56         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD7869   | 2052-03-01      | 2.5000%  | 0.0000% | $356921.00         | $258374.80         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA6370   | 2050-01-01      | 3.0000%  | 0.0000% | $279511.00         | $90794.97          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8289   | 2053-01-01      | 5.5000%  | 0.0000% | $4698880.00        | $3785507.64        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243   | 2052-09-01      | 3.5000%  | 0.0000% | $37006.00          | $28355.62          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $15986640.00       | $3836719.96        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD4216   | 2052-01-01      | 2.0000%  | 0.0000% | $3342380.00        | $2214131.46        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U95033 G   | 2042-09-01      | 3.5000%  | 0.0000% | $1130000.00        | $105566.92         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3737   | 2053-09-01      | 6.0000%  | 0.0000% | $500000.00         | $438477.22         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U51244 G   | 2036-06-01      | 3.5000%  | 0.0000% | $2231252.00        | $950608.47         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8115   | 2050-12-01      | 3.0000%  | 0.0000% | $1499000.00        | $515334.58         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQC7285   | 2051-09-01      | 3.5000%  | 0.0000% | $1374926.00        | $845323.23         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8199   | 2052-03-01      | 2.0000%  | 0.0000% | $372000.00         | $242103.58         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q07417 G   | 2042-04-01      | 3.5000%  | 0.0000% | $173000.00         | $27980.48          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3838   | 2053-10-01      | 6.0000%  | 0.0000% | $1003000.00        | $866357.70         | Agency Mortgage-Backed Securities  |
| GNMI SP 783641 X       | 2042-06-15      | 4.0000%  | 0.0000% | $139819000.00      | $6112465.92        | Agency Mortgage-Backed Securities  |
| GNMI SF 711598 X       | 2041-10-15      | 4.0000%  | 0.0000% | $25000.00          | $8209.98           | Agency Mortgage-Backed Securities  |
| GNMI SF 487711 X       | 2039-03-15      | 4.5000%  | 0.0000% | $1436308.00        | $34064.72          | Agency Mortgage-Backed Securities  |
| GNII AP 786792 M       | 2053-01-20      | 2.5000%  | 0.0000% | $15053184.00       | $10919526.54       | Agency Mortgage-Backed Securities  |
| GNII SF DI6140 C       | 2055-04-20      | 6.0000%  | 0.0000% | $28154976.00       | $28951393.79       | Agency Mortgage-Backed Securities  |
| GNMI SF 737664 X       | 2040-11-15      | 4.5000%  | 0.0000% | $150000.00         | $10645.59          | Agency Mortgage-Backed Securities  |
| GNII SF DI9265 C       | 2055-04-20      | 6.5000%  | 0.0000% | $583007.00         | $607829.09         | Agency Mortgage-Backed Securities  |
| GNMI SF 711232 X       | 2040-03-15      | 5.0000%  | 0.0000% | $850000.00         | $56857.15          | Agency Mortgage-Backed Securities  |
| GNII SF DG6171 C       | 2055-04-20      | 6.5000%  | 0.0000% | $969183.00         | $1015224.59        | Agency Mortgage-Backed Securities  |
| GNII JM 004259 M       | 2038-10-20      | 5.5000%  | 0.0000% | $21650000.00       | $27882.79          | Agency Mortgage-Backed Securities  |
| GNII SF 737608 C       | 2035-09-20      | 5.0000%  | 0.0000% | $3397436.00        | $151701.79         | Agency Mortgage-Backed Securities  |
| GNII SF AI6224 C       | 2034-05-20      | 4.0000%  | 0.0000% | $5540690.00        | $98329.50          | Agency Mortgage-Backed Securities  |
| GNII SF DI8434 C       | 2055-04-20      | 6.0000%  | 0.0000% | $4541320.00        | $4636248.92        | Agency Mortgage-Backed Securities  |
| GNII SF DF7242 C       | 2055-01-20      | 5.5000%  | 0.0000% | $570583.00         | $570789.26         | Agency Mortgage-Backed Securities  |
| GNII SF DF9465 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1141676.00        | $1111093.84        | Agency Mortgage-Backed Securities  |
| GNMI SF 675257 X       | 2031-04-15      | 8.0000%  | 0.0000% | $3396548.00        | $144882.10         | Agency Mortgage-Backed Securities  |
| GNII SF DJ7752 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1046116.00        | $1077755.91        | Agency Mortgage-Backed Securities  |
| GNII SF DI3177 C       | 2055-03-20      | 6.0000%  | 0.0000% | $195273.00         | $199200.34         | Agency Mortgage-Backed Securities  |
| GNII SF DJ6869 C       | 2055-04-20      | 6.0000%  | 0.0000% | $171940.00         | $177661.83         | Agency Mortgage-Backed Securities  |
| GNII SF DI7890 C       | 2055-04-20      | 6.0000%  | 0.0000% | $2378312.00        | $2428116.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTCB9053   | 2044-08-01      | 6.5000%  | 0.0000% | $2329932.00        | $1969980.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1055   | 2053-08-01      | 6.0000%  | 0.0000% | $12053600.00       | $11971421.96       | Agency Mortgage-Backed Securities  |
| GNII SF 756319 C       | 2041-04-20      | 4.2500%  | 0.0000% | $600000.00         | $104886.33         | Agency Mortgage-Backed Securities  |
| GNII SF DI6048 C       | 2055-04-20      | 6.5000%  | 0.0000% | $382667.00         | $399038.96         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G03202 G   | 2037-09-01      | 5.5000%  | 0.0000% | $7438816.00        | $52066.62          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTZA1910   | 2025-11-01      | 5.5000%  | 0.0000% | $24997888.00       | $15666.19          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C60007 G   | 2031-11-01      | 6.0000%  | 0.0000% | $10006528.00       | $9366.37           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0535   | 2048-01-01      | 3.5000%  | 0.0000% | $8846464.00        | $2597778.87        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC J31442 G   | 2030-04-01      | 3.5000%  | 0.0000% | $92545.00          | $10542.22          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC C03490 G   | 2040-08-01      | 4.5000%  | 0.0000% | $7125000.00        | $159396.92         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2352   | 2052-11-01      | 4.5000%  | 0.0000% | $1566396.00        | $1295899.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZA1914   | 2025-12-01      | 5.0000%  | 0.0000% | $9994240.00        | $5583.98           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5385   | 2054-02-01      | 6.0000%  | 0.0000% | $1300000.00        | $1123627.25        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0498   | 2044-06-01      | 3.0000%  | 0.0000% | $1685296.00        | $775663.64         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3275   | 2053-07-01      | 5.5000%  | 0.0000% | $15808720.00       | $12889103.30       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK6912   | 2029-06-01      | 2.5000%  | 0.0000% | $15364000.00       | $871873.74         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4627   | 2045-08-01      | 4.0000%  | 0.0000% | $728065.00         | $64645.71          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G15418 G   | 2027-11-01      | 3.0000%  | 0.0000% | $5514136.00        | $88908.94          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8089   | 2036-02-01      | 2.0000%  | 0.0000% | $74688.00          | $36081.61          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZA0813   | 2032-03-01      | 6.0000%  | 0.0000% | $4242120.00        | $8750.46           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G16550 G   | 2033-05-01      | 3.0000%  | 0.0000% | $7341000.00        | $1000546.42        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4717   | 2047-05-01      | 3.5000%  | 0.0000% | $2728012.00        | $286573.98         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI0524   | 2033-08-01      | 5.0000%  | 0.0000% | $700000.00         | $5755.17           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 ZLZT1242   | 2044-09-01      | 4.5000%  | 0.0000% | $3000000.00        | $226061.33         | Agency Mortgage-Backed Securities  |

### Security 703: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PH83, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18PH83
- **C.18 - Value (incl. sponsor support):** $3261000000.00
- **C.18.a - Value (excl. sponsor support):** $3261000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $141577728.00      | $109534417.05      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9677 | 2055-03-01      | 6.5000%  | 0.0000% | $1743978.00        | $1801485.59        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY0081 | 2055-03-01      | 7.0000%  | 0.0000% | $1123220.00        | $1182380.10        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9972 | 2055-04-01      | 5.5000%  | 0.0000% | $1102034.00        | $1102324.16        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY0424 | 2055-03-01      | 4.5000%  | 0.0000% | $1802974.00        | $1701728.44        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8371 | 2055-03-01      | 6.0000%  | 0.0000% | $5596488.00        | $5712408.15        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX8704 | 2055-03-01      | 5.5000%  | 0.0000% | $12526848.00       | $12423941.23       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8663 | 2055-03-01      | 7.0000%  | 0.0000% | $1290550.00        | $766884.89         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8310 | 2055-03-01      | 6.5000%  | 0.0000% | $1170510.00        | $1207305.18        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQX9795 | 2055-03-01      | 7.5000%  | 0.0000% | $2515232.00        | $2709977.54        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7183 | 2052-04-01      | 4.0000%  | 0.0000% | $135000.00         | $98728.84          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA1747 | 2049-11-01      | 5.0000%  | 0.0000% | $6196616.00        | $1356292.40        | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU8096 | 2052-11-01      | 2.5000%  | 0.0000% | $1942484.00        | $1457822.45        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH1210 | 2053-08-01      | 6.0000%  | 0.0000% | $1901266.00        | $1750833.73        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8204 | 2053-02-01      | 6.0000%  | 0.0000% | $498090.00         | $419006.37         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0520 | 2050-12-01      | 4.0000%  | 0.0000% | $6320008.00        | $2386389.69        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF3572 | 2052-11-01      | 5.0000%  | 0.0000% | $12728.00          | $10349.10          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0187 | 2049-06-01      | 3.5000%  | 0.0000% | $25136320.00       | $4575593.39        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE1302 | 2052-05-01      | 3.0000%  | 0.0000% | $3698648.00        | $2672579.35        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $4729664.00        | $3721187.82        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  | 0.0000% | $13000208.00       | $8322267.63        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF5668 | 2047-10-01      | 4.5000%  | 0.0000% | $1003420.00        | $912020.29         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8518 | 2050-04-01      | 3.0000%  | 0.0000% | $990000.00         | $331636.40         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1414 | 2050-10-01      | 4.0000%  | 0.0000% | $4977168.00        | $2495189.01        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8344 | 2053-07-01      | 6.5000%  | 0.0000% | $5447000.00        | $4023398.96        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2961 | 2052-11-01      | 5.0000%  | 0.0000% | $200000.00         | $149568.61         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG8400 | 2053-08-01      | 5.0000%  | 0.0000% | $1320754.00        | $1261945.07        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC0331 | 2051-03-01      | 2.5000%  | 0.0000% | $1009750.00        | $746525.83         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2688 | 2053-04-01      | 5.5000%  | 0.0000% | $2120000.00        | $1778177.12        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  | 0.0000% | $4445424.00        | $3875246.53        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE3580 | 2052-06-01      | 3.5000%  | 0.0000% | $924000.00         | $704728.21         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD8449 | 2052-02-01      | 3.5000%  | 0.0000% | $892390.00         | $749399.75         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8364 | 2053-09-01      | 6.5000%  | 0.0000% | $779417.00         | $593463.93         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $1269666.00        | $1091336.92        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD4392 | 2053-10-01      | 4.0000%  | 0.0000% | $17603936.00       | $14377345.50       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8496 | 2055-01-01      | 6.0000%  | 0.0000% | $5096968.00        | $4877879.95        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD5767 | 2052-05-01      | 2.5000%  | 0.0000% | $9115984.00        | $7028213.35        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC9154 | 2051-10-01      | 3.0000%  | 0.0000% | $200000.00         | $134495.66         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLSD8412 | 2054-03-01      | 7.5000%  | 0.0000% | $367562.00         | $206663.44         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0911 | 2052-10-01      | 5.0000%  | 0.0000% | $700000.00         | $556794.68         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8885 | 2052-09-01      | 5.0000%  | 0.0000% | $2521492.00        | $1785303.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8395 | 2053-08-01      | 5.5000%  | 0.0000% | $1682540.00        | $1396866.44        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD8527 | 2055-04-01      | 7.0000%  | 0.0000% | $125037056.00      | $124798938.40      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG8749 | 2053-08-01      | 5.0000%  | 0.0000% | $2092970.00        | $1998565.71        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4926 | 2053-01-01      | 6.0000%  | 0.0000% | $500000.00         | $300463.37         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | 0.0000% | $234000.00         | $177768.21         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF3686 | 2052-11-01      | 6.0000%  | 0.0000% | $3161220.00        | $2867438.76        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6796 | 2052-02-01      | 3.0000%  | 0.0000% | $964797.00         | $489880.27         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8107 | 2052-08-01      | 4.5000%  | 0.0000% | $4437056.00        | $3495311.87        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  | 0.0000% | $257305.00         | $207681.72         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7551 | 2052-01-02      | 3.0000%  | 0.0000% | $516000.00         | $328182.95         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3588 | 2053-08-01      | 5.0000%  | 0.0000% | $500000.00         | $419959.57         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $291000.00         | $208185.09         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG6799 | 2053-07-01      | 5.0000%  | 0.0000% | $1796964.00        | $1678841.18        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8065 | 2050-05-01      | 4.5000%  | 0.0000% | $5227890.00        | $1247919.35        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1809 | 2052-09-01      | 4.5000%  | 0.0000% | $381000.00         | $295495.30         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5803 | 2052-09-01      | 4.0000%  | 0.0000% | $8235056.00        | $7107237.78        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8477 | 2054-11-01      | 6.5000%  | 0.0000% | $9410608.00        | $8346955.04        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8113 | 2050-12-01      | 2.0000%  | 0.0000% | $24021536.00       | $12867176.22       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2918 | 2053-05-01      | 4.5000%  | 0.0000% | $385000.00         | $337330.61         | Agency Mortgage-Backed Securities |
| GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $32338368.00       | $30001859.11       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2251 | 2052-11-01      | 4.5000%  | 0.0000% | $200000.00         | $148596.31         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0313 | 2042-01-01      | 2.0000%  | 0.0000% | $2000000.00        | $1377422.14        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1692 | 2052-10-01      | 5.0000%  | 0.0000% | $210000.00         | $161121.10         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7526 | 2050-10-01      | 2.5000%  | 0.0000% | $245000.00         | $120761.69         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7509 | 2049-11-01      | 3.0000%  | 0.0000% | $14794656.00       | $5129785.38        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $4551000.00        | $3376290.34        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3218 | 2053-05-01      | 5.0000%  | 0.0000% | $6325000.00        | $5190180.47        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | 0.0000% | $1625000.00        | $1416420.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2347 | 2053-02-01      | 5.5000%  | 0.0000% | $9588000.00        | $7723507.19        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF1742 | 2052-09-01      | 4.5000%  | 0.0000% | $935290.00         | $713786.63         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5425 | 2055-01-01      | 5.5000%  | 0.0000% | $3208410.00        | $3197956.63        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4323 | 2053-06-01      | 6.5000%  | 0.0000% | $1580338.00        | $1041974.78        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ7056 | 2052-01-01      | 2.0000%  | 0.0000% | $940000.00         | $603367.86         | Agency Mortgage-Backed Securities |
| GNII SP 784667 C     | 2049-02-20      | 4.5000%  | 0.0000% | $200000.00         | $36212.42          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK8541 | 2032-02-01      | 3.0000%  | 0.0000% | $1417248.00        | $162971.11         | Agency Mortgage-Backed Securities |
| GNII SF DI8699 C     | 2055-03-20      | 5.0000%  | 0.0000% | $1004022.00        | $950885.12         | Agency Mortgage-Backed Securities |
| GNMI SF AY0512 X     | 2047-06-15      | 4.5000%  | 0.0000% | $1723182.00        | $170418.48         | Agency Mortgage-Backed Securities |
| GNII SF DI4069 C     | 2055-05-20      | 5.5000%  | 0.0000% | $4867352.00        | $4869155.63        | Agency Mortgage-Backed Securities |
| GNII SF MB0142 M     | 2054-12-20      | 3.0000%  | 0.0000% | $21181600.00       | $18173719.49       | Agency Mortgage-Backed Securities |
| GNII SF DI6416 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3364200.00        | $3481560.49        | Agency Mortgage-Backed Securities |
| GNII SF AX4343 C     | 2046-10-20      | 3.5000%  | 0.0000% | $113910.00         | $29780.15          | Agency Mortgage-Backed Securities |
| GNMI SF AX6161 X     | 2047-04-15      | 4.5000%  | 0.0000% | $196000.00         | $35037.94          | Agency Mortgage-Backed Securities |
| GNII SF DI8382 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1244326.00        | $1244790.83        | Agency Mortgage-Backed Securities |
| GNII SF DI2402 C     | 2055-04-20      | 5.5000%  | 0.0000% | $5049890.00        | $5046886.15        | Agency Mortgage-Backed Securities |
| GNII ET DH7562 C     | 2064-12-20      | 3.5000%  | 0.0000% | $887129.00         | $769299.98         | Agency Mortgage-Backed Securities |
| GNII SF DI8042 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1042426.00        | $1015075.06        | Agency Mortgage-Backed Securities |
| GNII SF DI6466 C     | 2055-05-20      | 6.0000%  | 0.0000% | $11196048.00       | $11452206.11       | Agency Mortgage-Backed Securities |
| GNPL PN DF9971       | 2059-11-15      | 4.9800%  | 0.0000% | $906750.00         | $885473.49         | Agency Mortgage-Backed Securities |
| GNII SF DI6415 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3741020.00        | $3871529.64        | Agency Mortgage-Backed Securities |
| GNII SF DK1615 C     | 2055-05-20      | 6.0000%  | 0.0000% | $8724912.00        | $8929357.04        | Agency Mortgage-Backed Securities |
| GNII ET DH9704 C     | 2065-03-20      | 7.0000%  | 0.0000% | $45696896.00       | $46704550.94       | Agency Mortgage-Backed Securities |
| GNII ET DJ7155 C     | 2065-04-20      | 5.0000%  | 0.0000% | $476273.00         | $459655.25         | Agency Mortgage-Backed Securities |
| GNII SF DK3951 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1568072.00        | $1622774.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1716 | 2052-09-01      | 5.0000%  | 0.0000% | $892686.00         | $615481.33         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6950 | 2049-05-01      | 4.0000%  | 0.0000% | $10562544.00       | $1309316.77        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1585 | 2052-08-01      | 3.5000%  | 0.0000% | $939000.00         | $663536.89         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5094 | 2053-08-01      | 5.5000%  | 0.0000% | $700000.00         | $614486.36         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1748 | 2049-01-01      | 5.0000%  | 0.0000% | $1745000.00        | $279347.90         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTSC0190 | 2041-09-01      | 2.5000%  | 0.0000% | $500000.00         | $304187.61         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1218 | 2049-07-01      | 4.0000%  | 0.0000% | $4748840.00        | $3252680.41        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8287 | 2039-03-01      | 5.0000%  | 0.0000% | $2500000.00        | $1721345.31        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  | 0.0000% | $462983.00         | $322264.10         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8230 | 2038-05-01      | 5.0000%  | 0.0000% | $350000.00         | $236053.44         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1050 | 2052-07-01      | 4.5000%  | 0.0000% | $1555000.00        | $1224571.06        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0399 | 2035-08-01      | 2.0000%  | 0.0000% | $1900000.00        | $828006.11         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS9710 | 2042-02-01      | 5.0000%  | 0.0000% | $390059.00         | $47992.19          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTSC0469 | 2044-01-01      | 6.0000%  | 0.0000% | $400000.00         | $271016.05         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0187 | 2034-11-01      | 3.0000%  | 0.0000% | $1000000.00        | $249805.64         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0618 | 2051-02-01      | 3.0000%  | 0.0000% | $3300000.00        | $2061479.65        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2524 | 2052-10-01      | 4.0000%  | 0.0000% | $1000000.00        | $843940.99         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  | 0.0000% | $600000.00         | $576300.97         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $492000.00         | $384238.00         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8179 | 2051-11-01      | 3.0000%  | 0.0000% | $1170000.00        | $697415.76         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7518 | 2050-06-01      | 3.0000%  | 0.0000% | $285000.00         | $114230.79         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8258 | 2038-10-01      | 4.0000%  | 0.0000% | $158000.00         | $125887.95         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD0294 | 2050-03-01      | 4.5000%  | 0.0000% | $1200000.00        | $243025.05         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD5288 | 2052-06-01      | 3.5000%  | 0.0000% | $5885000.00        | $4758761.49        | Agency Mortgage-Backed Securities |
| GNII SP 785622 C     | 2051-09-20      | 2.5000%  | 0.0000% | $445600.00         | $250751.17         | Agency Mortgage-Backed Securities |
| GNMI SF 757044 X     | 2040-12-15      | 4.0000%  | 0.0000% | $419507.00         | $44638.63          | Agency Mortgage-Backed Securities |
| GNII SP 785790 C     | 2051-12-20      | 2.5000%  | 0.0000% | $123000.00         | $74525.59          | Agency Mortgage-Backed Securities |
| GNMI SF 649473 X     | 2035-10-15      | 5.0000%  | 0.0000% | $2634000.00        | $59696.97          | Agency Mortgage-Backed Securities |
| GNII SF MA8492 M     | 2052-12-20      | 6.0000%  | 0.0000% | $436792.00         | $270351.00         | Agency Mortgage-Backed Securities |
| GNII SF MA8566 M     | 2053-01-20      | 3.5000%  | 0.0000% | $10434720.00       | $7667714.62        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9870 | 2055-03-01      | 6.5000%  | 0.0000% | $1357380.00        | $1406255.12        | Agency Mortgage-Backed Securities |
| GNII JM MA7697 M     | 2051-11-20      | 3.5000%  | 0.0000% | $2391060.00        | $1637967.31        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8662 | 2055-03-01      | 7.0000%  | 0.0000% | $1807368.00        | $1915313.95        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2597 | 2055-02-01      | 6.5000%  | 0.0000% | $2976896.00        | $2428325.30        | Agency Mortgage-Backed Securities |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $1298952.00        | $1057813.26        | Agency Mortgage-Backed Securities |
| GNII SF MA8881 M     | 2053-05-20      | 6.5000%  | 0.0000% | $20000000.00       | $10083112.76       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1321 | 2048-11-01      | 4.5000%  | 0.0000% | $116870.00         | $9585.78           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM6488 | 2048-05-01      | 4.5000%  | 0.0000% | $800000.00         | $115492.61         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2874 | 2039-01-01      | 5.5000%  | 0.0000% | $9850000.00        | $225721.56         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0220 | 2045-12-01      | 4.5000%  | 0.0000% | $729735.00         | $146352.84         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4744 | 2047-11-01      | 4.0000%  | 0.0000% | $1364682.00        | $161646.85         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4526 | 2043-08-01      | 3.5000%  | 0.0000% | $1000000.00        | $114588.80         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZT1575 | 2037-10-01      | 7.0000%  | 0.0000% | $4107640.00        | $640006.48         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8255 | 2038-08-01      | 4.0000%  | 0.0000% | $500000.00         | $403699.50         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7210 | 2048-07-01      | 4.0000%  | 0.0000% | $45178304.00       | $5234504.07        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6269 | 2049-01-01      | 4.5000%  | 0.0000% | $16152160.00       | $1063399.86        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8112 | 2036-07-01      | 2.5000%  | 0.0000% | $681000.00         | $340498.03         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2389 | 2035-09-01      | 3.5000%  | 0.0000% | $137000.00         | $16167.14          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6139 | 2048-12-01      | 4.5000%  | 0.0000% | $4719570.00        | $235952.47         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4611 | 2045-04-01      | 4.0000%  | 0.0000% | $2844528.00        | $201324.41         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM8299 | 2048-09-01      | 4.0000%  | 0.0000% | $1674126.00        | $148933.46         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA5761 | 2048-11-01      | 4.0000%  | 0.0000% | $92216.00          | $8568.29           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS3915 | 2038-05-01      | 7.5000%  | 0.0000% | $2646028.00        | $285379.46         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  | 0.0000% | $207000.00         | $127709.91         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD1406 | 2052-08-01      | 2.0000%  | 0.0000% | $156841.00         | $105056.76         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0409 | 2045-12-01      | 4.5000%  | 0.0000% | $1600000.00        | $347746.80         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0298 | 2035-01-01      | 2.5000%  | 0.0000% | $827000.00         | $266432.60         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1970 | 2033-04-01      | 3.5000%  | 0.0000% | $2600000.00        | $603807.10         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB1505 | 2039-04-01      | 3.5000%  | 0.0000% | $7462120.00        | $7051958.83        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI1891 | 2034-05-01      | 5.0000%  | 0.0000% | $1571160.00        | $15175.97          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0946 | 2046-03-01      | 3.5000%  | 0.0000% | $1600000.00        | $157795.59         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM4936 | 2047-11-01      | 3.5000%  | 0.0000% | $938000.00         | $159816.18         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1454 | 2046-07-01      | 3.0000%  | 0.0000% | $10000000.00       | $2596521.58        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM2721 | 2047-02-01      | 3.0000%  | 0.0000% | $106917.00         | $20854.31          | Agency Mortgage-Backed Securities |
| FEPC 05.000 3BZL0580 | 2040-06-01      | 5.0000%  | 0.0000% | $9000000.00        | $135692.16         | Agency Mortgage-Backed Securities |
| GNII SF DK0296 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4231472.00        | $4379087.37        | Agency Mortgage-Backed Securities |
| GNII SF MB0358 M     | 2052-01-20      | 1.5000%  | 0.0000% | $5555400.00        | $4254238.28        | Agency Mortgage-Backed Securities |
| GNII SF DI1654 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2246580.00        | $2320074.94        | Agency Mortgage-Backed Securities |
| GNII SF DI6404 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3504152.00        | $3626398.24        | Agency Mortgage-Backed Securities |
| GNII SF DJ5873 C     | 2055-04-20      | 5.0000%  | 0.0000% | $5491144.00        | $5308941.32        | Agency Mortgage-Backed Securities |
| GNII SF DJ2620 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1475746.00        | $1489891.85        | Agency Mortgage-Backed Securities |
| GNII SF MB0149 M     | 2055-01-20      | 6.5000%  | 0.0000% | $221143552.00      | $223828340.70      | Agency Mortgage-Backed Securities |
| GNII SF DJ7600 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2722676.00        | $2782464.15        | Agency Mortgage-Backed Securities |
| GNII SF DJ8551 C     | 2055-05-20      | 6.0000%  | 0.0000% | $8918608.00        | $9122659.80        | Agency Mortgage-Backed Securities |
| GNII SF DJ8921 C     | 2055-05-20      | 6.0000%  | 0.0000% | $30133984.00       | $30795676.06       | Agency Mortgage-Backed Securities |
| GNII SF DJ5878 C     | 2055-04-20      | 5.5000%  | 0.0000% | $20036512.00       | $19895223.36       | Agency Mortgage-Backed Securities |
| GNII ET DJ8924 C     | 2065-05-20      | 6.5000%  | 0.0000% | $5749264.00        | $5889069.49        | Agency Mortgage-Backed Securities |
| GNII ET DG2145 C     | 2064-10-20      | 6.5000%  | 0.0000% | $18939.00          | $19360.21          | Agency Mortgage-Backed Securities |
| GNII ET DI1266 C     | 2065-01-20      | 5.0000%  | 0.0000% | $548786.00         | $528699.89         | Agency Mortgage-Backed Securities |
| GNII SF DI8369 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1034816.00        | $1073418.09        | Agency Mortgage-Backed Securities |
| GNII ET DG5182 C     | 2064-11-20      | 6.0000%  | 0.0000% | $2070864.00        | $2085140.02        | Agency Mortgage-Backed Securities |
| GNII SF DF5220 C     | 2054-10-20      | 6.0000%  | 0.0000% | $5862840.00        | $5953840.69        | Agency Mortgage-Backed Securities |
| GNII SF DG4677 C     | 2054-12-20      | 4.5000%  | 0.0000% | $6395544.00        | $5941933.11        | Agency Mortgage-Backed Securities |
| GNII SF DF1393 C     | 2054-11-20      | 7.5000%  | 0.0000% | $1432964.00        | $1522718.63        | Agency Mortgage-Backed Securities |
| GNII ET DG0061 C     | 2065-01-20      | 6.5000%  | 0.0000% | $32934.00          | $33693.21          | Agency Mortgage-Backed Securities |
| GNII ET DG6553 C     | 2064-11-20      | 3.0000%  | 0.0000% | $649512.00         | $549881.95         | Agency Mortgage-Backed Securities |
| GNPL PN DF9972       | 2059-11-15      | 4.9800%  | 0.0000% | $1006874.00        | $983248.12         | Agency Mortgage-Backed Securities |
| GNII ET DI6726 C     | 2055-06-20      | 5.5000%  | 0.0000% | $414382.00         | $410147.25         | Agency Mortgage-Backed Securities |
| GNII SF DI5726 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1980152.00        | $2082346.65        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX6275 | 2055-02-01      | 5.5000%  | 0.0000% | $2919204.00        | $2917117.42        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7924 | 2055-03-01      | 6.0000%  | 0.0000% | $4852060.00        | $4921298.50        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX5016 | 2055-02-01      | 5.5000%  | 0.0000% | $4608808.00        | $4567736.91        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX5574 | 2055-02-01      | 6.5000%  | 0.0000% | $1177534.00        | $949632.29         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX5237 | 2055-02-01      | 5.5000%  | 0.0000% | $13166180.00       | $12871782.99       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX3039 | 2055-01-01      | 6.5000%  | 0.0000% | $10464096.00       | $10754533.66       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX5350 | 2055-01-01      | 6.0000%  | 0.0000% | $1091978.00        | $1115197.67        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX5918 | 2055-02-01      | 6.0000%  | 0.0000% | $2194768.00        | $2231439.04        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX2579 | 2054-12-01      | 4.5000%  | 0.0000% | $1567836.00        | $1474555.66        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQX4634 | 2055-01-01      | 7.5000%  | 0.0000% | $1014994.00        | $1087323.53        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX7613 | 2055-03-01      | 7.0000%  | 0.0000% | $1384884.00        | $1466303.67        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX5794 | 2055-02-01      | 5.5000%  | 0.0000% | $1445030.00        | $1445591.06        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX6151 | 2055-02-01      | 6.0000%  | 0.0000% | $7257144.00        | $7400118.96        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX5670 | 2055-01-01      | 4.5000%  | 0.0000% | $1008056.00        | $856308.96         | Agency Mortgage-Backed Securities |
| GNII SF DE4345 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1048296.00        | $1101103.77        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ4060 | 2054-09-01      | 7.0000%  | 0.0000% | $1277878.00        | $1345085.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ4799 | 2054-09-01      | 5.5000%  | 0.0000% | $4784352.00        | $4544344.16        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ9890 | 2054-11-01      | 6.0000%  | 0.0000% | $1517344.00        | $1544932.29        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ7524 | 2054-11-01      | 7.0000%  | 0.0000% | $1299152.00        | $1176389.39        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTQK1710 | 2044-10-01      | 6.5000%  | 0.0000% | $1007810.00        | $870847.23         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ2772 | 2054-08-01      | 5.5000%  | 0.0000% | $1044676.00        | $1017286.77        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ6119 | 2054-10-01      | 6.0000%  | 0.0000% | $3442328.00        | $3476543.33        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ9417 | 2054-11-01      | 6.0000%  | 0.0000% | $1727596.00        | $1763685.00        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ7041 | 2054-10-01      | 5.0000%  | 0.0000% | $22220928.00       | $21069143.86       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ6595 | 2054-10-01      | 5.0000%  | 0.0000% | $15355216.00       | $14814276.60       | Agency Mortgage-Backed Securities |
| GNII SF DA6957 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1060424.00        | $1094709.39        | Agency Mortgage-Backed Securities |
| GNPL PN CY8218       | 2059-01-15      | 6.9300%  | 0.0000% | $272368.00         | $292460.15         | Agency Mortgage-Backed Securities |
| GNPL PN CY8219       | 2059-01-15      | 6.9300%  | 0.0000% | $255576.00         | $274429.43         | Agency Mortgage-Backed Securities |
| GNPL PN DC4433       | 2059-10-15      | 4.2000%  | 0.0000% | $1057500.00        | $975802.34         | Agency Mortgage-Backed Securities |
| GNII SF CZ1793 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1092178.00        | $289149.55         | Agency Mortgage-Backed Securities |
| GNPL PN DA8489       | 2059-09-15      | 5.4800%  | 0.0000% | $258878.00         | $261880.64         | Agency Mortgage-Backed Securities |
| GNPL PN DC7234       | 2060-03-15      | 5.8200%  | 0.0000% | $1451968.00        | $1509610.51        | Agency Mortgage-Backed Securities |
| GNII SF CX0273 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1034646.00        | $857239.28         | Agency Mortgage-Backed Securities |
| GNPL PN CU4648       | 2059-01-15      | 6.5300%  | 0.0000% | $356171.00         | $383957.38         | Agency Mortgage-Backed Securities |
| GNPL PN DC7232       | 2060-03-15      | 5.8200%  | 0.0000% | $2318788.00        | $2410842.89        | Agency Mortgage-Backed Securities |
| GNII SF CY8311 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1269572.00        | $232530.78         | Agency Mortgage-Backed Securities |
| GNPL PN CY1384       | 2059-04-15      | 5.5000%  | 0.0000% | $299225.00         | $301848.71         | Agency Mortgage-Backed Securities |
| GNII SF DB6699 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1162968.00        | $1153703.78        | Agency Mortgage-Backed Securities |
| GNII SF DB6463 C     | 2054-11-20      | 5.5000%  | 0.0000% | $1278014.00        | $1272654.31        | Agency Mortgage-Backed Securities |
| GNPL PN CW8884       | 2058-12-15      | 6.1400%  | 0.0000% | $165447.00         | $174059.73         | Agency Mortgage-Backed Securities |
| GNCL CL CW0767       | 2066-04-15      | 5.8300%  | 0.0000% | $822631.00         | $864163.49         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY2478 | 2055-05-01      | 5.0000%  | 0.0000% | $2843052.00        | $2767843.38        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2700 | 2054-07-01      | 6.5000%  | 0.0000% | $22355456.00       | $20315557.78       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3495 | 2055-02-01      | 6.0000%  | 0.0000% | $31681344.00       | $31893294.77       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0397 | 2054-08-01      | 6.5000%  | 0.0000% | $13230048.00       | $12714508.64       | Agency Mortgage-Backed Securities |
| GNII SF MA3980 M     | 2031-10-20      | 3.5000%  | 0.0000% | $88000.00          | $7183.23           | Agency Mortgage-Backed Securities |
| GNII SF MA5469 M     | 2048-09-20      | 5.5000%  | 0.0000% | $279876.00         | $29200.41          | Agency Mortgage-Backed Securities |
| GNII JM MA5975 M     | 2048-01-20      | 3.0000%  | 0.0000% | $1505712.00        | $36804.35          | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $113856320.00      | $57775666.15       | Agency Mortgage-Backed Securities |
| GNII SF MA5195 M     | 2048-05-20      | 5.5000%  | 0.0000% | $33336440.00       | $2598709.68        | Agency Mortgage-Backed Securities |
| GNII SF MA6283 M     | 2049-11-20      | 3.0000%  | 0.0000% | $16336096.00       | $2738228.20        | Agency Mortgage-Backed Securities |
| GNII SF MA4965 M     | 2048-01-20      | 5.0000%  | 0.0000% | $1127000.00        | $112920.65         | Agency Mortgage-Backed Securities |
| GNII SF MA4358 M     | 2032-04-20      | 4.0000%  | 0.0000% | $244733.00         | $36225.08          | Agency Mortgage-Backed Securities |
| GNAR AS MA4735 M     | 2047-09-20      | 4.5000%  | 0.0000% | $1000000.00        | $100465.33         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI2702 | 2054-03-01      | 5.0000%  | 0.0000% | $25672928.00       | $23252198.30       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI7737 | 2054-06-01      | 7.0000%  | 0.0000% | $2281740.00        | $2408246.17        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO2479 | 2039-08-01      | 6.5000%  | 0.0000% | $1179704.00        | $1094054.50        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAS8548 | 2046-12-01      | 3.5000%  | 0.0000% | $9444256.00        | $3183712.44        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2492 | 2037-01-01      | 2.5000%  | 0.0000% | $3455072.00        | $2357572.38        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK7234 | 2042-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $7824.79           | Agency Mortgage-Backed Securities |
| GNII SF MA6339 M     | 2049-12-20      | 3.5000%  | 0.0000% | $356502.00         | $46590.79          | Agency Mortgage-Backed Securities |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $147500.00         | $13353.77          | Agency Mortgage-Backed Securities |
| GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $1308710000.00     | $104748384.94      | Agency Mortgage-Backed Securities |
| GNII SF MA5505 M     | 2029-12-20      | 8.0000%  | 0.0000% | $110843.00         | $7932.42           | Agency Mortgage-Backed Securities |
| GNII SF MA6478 M     | 2049-08-20      | 5.0000%  | 0.0000% | $15300000.00       | $2303639.82        | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $200000.00         | $17945.35          | Agency Mortgage-Backed Securities |
| GNII SF MA4071 M     | 2046-10-20      | 4.5000%  | 0.0000% | $225000.00         | $21596.82          | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $19718880.00       | $7400360.41        | Agency Mortgage-Backed Securities |
| GNII SF MA6603 M     | 2050-04-20      | 5.0000%  | 0.0000% | $400000.00         | $70927.55          | Agency Mortgage-Backed Securities |
| GNII SF MA6074 M     | 2029-11-20      | 8.0000%  | 0.0000% | $44961.00          | $24492.46          | Agency Mortgage-Backed Securities |
| GNII SF MA4749 M     | 2032-09-20      | 3.0000%  | 0.0000% | $224867.00         | $26848.52          | Agency Mortgage-Backed Securities |
| GNII SF MA5175 M     | 2030-10-20      | 8.0000%  | 0.0000% | $78287.00          | $6529.69           | Agency Mortgage-Backed Securities |
| GNAR AF MA4664 M     | 2047-08-20      | 5.5000%  | 0.0000% | $25000000.00       | $2083244.21        | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $3200000.00        | $479179.05         | Agency Mortgage-Backed Securities |
| GNII SF MA7293 M     | 2031-10-20      | 7.0000%  | 0.0000% | $28746.00          | $5554.31           | Agency Mortgage-Backed Securities |
| GNII JM 005237 M     | 2041-11-20      | 3.5000%  | 0.0000% | $5116096.00        | $74068.16          | Agency Mortgage-Backed Securities |
| GNII SF MA8563 M     | 2051-02-20      | 2.0000%  | 0.0000% | $6184568.00        | $4024069.69        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2007 | 2052-05-01      | 3.5000%  | 0.0000% | $8369952.00        | $5731357.07        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2463 | 2053-04-01      | 5.5000%  | 0.0000% | $2202636.00        | $2148572.22        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH5453 | 2053-12-01      | 7.0000%  | 0.0000% | $5970000.00        | $5017347.74        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6499 | 2054-10-01      | 5.5000%  | 0.0000% | $1188416.00        | $1175100.85        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ3143 | 2054-09-01      | 6.5000%  | 0.0000% | $2429668.00        | $2493461.35        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5602 | 2054-10-01      | 5.5000%  | 0.0000% | $2716016.00        | $2349271.69        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ0866 | 2054-08-01      | 7.0000%  | 0.0000% | $2307700.00        | $2242092.58        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH7760 | 2054-01-01      | 7.0000%  | 0.0000% | $1098500.00        | $1153048.58        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ4228 | 2054-09-01      | 5.0000%  | 0.0000% | $3215030.00        | $3105336.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5607 | 2054-10-01      | 6.0000%  | 0.0000% | $3593992.00        | $3586068.12        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ7576 | 2054-10-01      | 7.0000%  | 0.0000% | $1002282.00        | $1049504.83        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7070 | 2054-10-01      | 4.5000%  | 0.0000% | $1864644.00        | $1753682.12        | Agency Mortgage-Backed Securities |
| GNPL PN BX1617       | 2062-06-15      | 2.7200%  | 0.0000% | $50000.00          | $41529.97          | Agency Mortgage-Backed Securities |
| GNII ET CW8452 C     | 2063-08-20      | 6.5000%  | 0.0000% | $515380.00         | $176961.87         | Agency Mortgage-Backed Securities |
| GNCL CS CV1941       | 2065-10-15      | 10.6000% | 0.0000% | $8775600.00        | $9620285.63        | Agency Mortgage-Backed Securities |
| GNII SF DD0561 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1028916.00        | $1102005.24        | Agency Mortgage-Backed Securities |
| GNCL CL DC7188       | 2066-12-15      | 5.2100%  | 0.0000% | $6388048.00        | $6179905.87        | Agency Mortgage-Backed Securities |
| GNII ET CX1562 C     | 2062-09-20      | 5.0000%  | 0.0000% | $416325.00         | $128651.83         | Agency Mortgage-Backed Securities |
| GNCL CS CV1939       | 2066-02-15      | 12.3000% | 0.0000% | $7567080.00        | $8316866.64        | Agency Mortgage-Backed Securities |
| GNPL PN DA8492       | 2059-09-15      | 5.4800%  | 0.0000% | $172918.00         | $174923.62         | Agency Mortgage-Backed Securities |
| GNII SF DC2038 C     | 2054-05-20      | 5.0000%  | 0.0000% | $1068958.00        | $937765.91         | Agency Mortgage-Backed Securities |
| GNPL PN DA8491       | 2059-09-15      | 5.4800%  | 0.0000% | $152353.00         | $154120.09         | Agency Mortgage-Backed Securities |
| GNII ET CW9252 C     | 2065-01-20      | 7.0000%  | 0.0000% | $1557118.00        | $1594025.06        | Agency Mortgage-Backed Securities |
| GNII ET CZ6969 C     | 2064-01-20      | 7.5000%  | 0.0000% | $1992330.00        | $1504430.50        | Agency Mortgage-Backed Securities |
| GNPL PN CV6100       | 2059-02-15      | 6.7000%  | 0.0000% | $390390.00         | $420217.83         | Agency Mortgage-Backed Securities |
| GNPL PN DC7233       | 2060-03-15      | 5.8200%  | 0.0000% | $2387660.00        | $2482449.08        | Agency Mortgage-Backed Securities |
| GNII SF DB7835 C     | 2054-06-20      | 5.5000%  | 0.0000% | $1725028.00        | $1706261.66        | Agency Mortgage-Backed Securities |
| GNII ET CZ0408 C     | 2065-02-20      | 6.5000%  | 0.0000% | $596798.00         | $610581.02         | Agency Mortgage-Backed Securities |
| GNII ET CZ6964 C     | 2064-01-20      | 7.5000%  | 0.0000% | $4812496.00        | $2936279.95        | Agency Mortgage-Backed Securities |
| GNII SF DC2894 C     | 2054-08-20      | 7.5000%  | 0.0000% | $907136.00         | $921497.26         | Agency Mortgage-Backed Securities |
| GNCL CL CJ2546       | 2065-04-15      | 4.8500%  | 0.0000% | $14739792.00       | $14219373.34       | Agency Mortgage-Backed Securities |
| GNCL CL CK5724       | 2065-04-15      | 5.7000%  | 0.0000% | $307143.00         | $319627.34         | Agency Mortgage-Backed Securities |
| GNII ET CT2666 C     | 2063-06-20      | 6.5000%  | 0.0000% | $1014408.00        | $668587.09         | Agency Mortgage-Backed Securities |
| GNPL PN CU4659       | 2059-04-15      | 5.6800%  | 0.0000% | $44423.00          | $45523.65          | Agency Mortgage-Backed Securities |
| GNII SF CM1520 C     | 2033-09-20      | 6.5000%  | 0.0000% | $1451068.00        | $1092049.61        | Agency Mortgage-Backed Securities |
| GNPL LM CE7007       | 2060-08-15      | 3.2400%  | 0.0000% | $83357.00          | $72245.57          | Agency Mortgage-Backed Securities |
| GNCL CL CQ2022       | 2065-03-15      | 5.9500%  | 0.0000% | $281840.00         | $296772.18         | Agency Mortgage-Backed Securities |
| GNPL PN CU6227       | 2058-11-15      | 6.4400%  | 0.0000% | $509729.00         | $545679.08         | Agency Mortgage-Backed Securities |
| GNPL PN CQ9711       | 2058-06-15      | 4.7000%  | 0.0000% | $45584.00          | $43420.50          | Agency Mortgage-Backed Securities |
| GNII ET CW8951 C     | 2063-06-20      | 6.0000%  | 0.0000% | $5995240.00        | $3587838.47        | Agency Mortgage-Backed Securities |
| GNPL PN CU4661       | 2059-04-15      | 5.5500%  | 0.0000% | $458611.00         | $464240.27         | Agency Mortgage-Backed Securities |
| GNII SF CX0279 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1278358.00        | $1315841.07        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0570 | 2054-12-01      | 6.0000%  | 0.0000% | $14412912.00       | $14652818.21       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $14642960.00       | $12782985.88       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX2296 | 2054-12-01      | 4.5000%  | 0.0000% | $1460276.00        | $1366218.13        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  | 0.0000% | $163000.00         | $12629.26          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3964 | 2050-03-01      | 2.5000%  | 0.0000% | $100000000.00      | $21154203.73       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4540 | 2042-02-01      | 2.0000%  | 0.0000% | $7874960.00        | $5047246.72        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX2153 | 2055-01-01      | 6.5000%  | 0.0000% | $1898200.00        | $1955049.74        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1801 | 2054-12-01      | 4.5000%  | 0.0000% | $1451854.00        | $1372481.86        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX2716 | 2054-12-01      | 7.0000%  | 0.0000% | $1017960.00        | $1069763.97        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX1816 | 2054-12-01      | 4.0000%  | 0.0000% | $1099746.00        | $975941.10         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5012 | 2053-05-01      | 6.5000%  | 0.0000% | $172000.00         | $117414.97         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $2946000.00        | $1650922.88        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS6129 | 2042-06-01      | 2.0000%  | 0.0000% | $1400000.00        | $1029258.73        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA3788 | 2039-09-01      | 2.5000%  | 0.0000% | $500000.00         | $67712.41          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA2711 | 2046-08-01      | 3.0000%  | 0.0000% | $15650000.00       | $1464643.13        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3957 | 2035-03-01      | 3.5000%  | 0.0000% | $45000.00          | $6849.74           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $723000.00         | $369895.93         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA3914 | 2050-01-01      | 2.5000%  | 0.0000% | $10392288.00       | $1245304.09        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4601 | 2037-05-01      | 1.5000%  | 0.0000% | $11373024.00       | $7508079.14        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4131 | 2055-03-01      | 7.0000%  | 0.0000% | $1109754.00        | $1167595.35        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0528 | 2055-02-01      | 5.5000%  | 0.0000% | $9436656.00        | $9439971.08        | Agency Mortgage-Backed Securities |
| GNII SF MA8149 M     | 2052-07-20      | 3.5000%  | 0.0000% | $7334000.00        | $5299867.38        | Agency Mortgage-Backed Securities |
| GNII SF MA7591 M     | 2051-09-20      | 3.5000%  | 0.0000% | $61073536.00       | $36659402.13       | Agency Mortgage-Backed Securities |
| GNAR AF MA7840 M     | 2051-12-20      | 2.0000%  | 0.0000% | $525494.00         | $458051.59         | Agency Mortgage-Backed Securities |
| GNII SF MA8871 M     | 2053-04-20      | 1.5000%  | 0.0000% | $212718.00         | $154434.93         | Agency Mortgage-Backed Securities |
| GNII SF MA7452 M     | 2034-04-20      | 5.0000%  | 0.0000% | $1284562.00        | $441909.02         | Agency Mortgage-Backed Securities |
| GNII SF MA8263 M     | 2052-09-20      | 2.0000%  | 0.0000% | $20711840.00       | $13016907.92       | Agency Mortgage-Backed Securities |
| GNII SF MA8943 M     | 2053-05-20      | 3.0000%  | 0.0000% | $1165306.00        | $812930.85         | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | 0.0000% | $80318976.00       | $51546343.02       | Agency Mortgage-Backed Securities |
| GNII SF MA8940 M     | 2051-04-20      | 1.5000%  | 0.0000% | $129146.00         | $93402.11          | Agency Mortgage-Backed Securities |
| GNII SF MA8916 M     | 2038-06-20      | 4.5000%  | 0.0000% | $140895.00         | $100917.52         | Agency Mortgage-Backed Securities |
| GNII SF MA8128 M     | 2037-07-20      | 5.0000%  | 0.0000% | $414696.00         | $248212.93         | Agency Mortgage-Backed Securities |
| GNII SF MA8131 M     | 2034-07-20      | 6.5000%  | 0.0000% | $212610.00         | $106179.49         | Agency Mortgage-Backed Securities |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $18362496.00       | $10776041.33       | Agency Mortgage-Backed Securities |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $109922176.00      | $84150765.14       | Agency Mortgage-Backed Securities |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $27324640.00       | $23950467.98       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN4614 | 2035-12-01      | 1.5000%  | 0.0000% | $320000.00         | $144373.31         | Agency Mortgage-Backed Securities |
| GNII SF MA6973 M     | 2034-07-20      | 5.0000%  | 0.0000% | $147909.00         | $50331.34          | Agency Mortgage-Backed Securities |
| GNAR AF MA7068 M     | 2050-10-20      | 4.0000%  | 0.0000% | $113583.00         | $102959.91         | Agency Mortgage-Backed Securities |
| GNII SF MA7801 M     | 2026-06-20      | 4.0000%  | 0.0000% | $142754.00         | $88825.42          | Agency Mortgage-Backed Securities |
| GNII SF MA8203 M     | 2052-08-20      | 5.5000%  | 0.0000% | $272680.00         | $188334.44         | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $32326400.00       | $26147992.04       | Agency Mortgage-Backed Securities |
| GNII SF MA6820 M     | 2050-08-20      | 3.0000%  | 0.0000% | $20913792.00       | $6229469.48        | Agency Mortgage-Backed Securities |
| GNII SF MA6064 M     | 2034-08-20      | 3.0000%  | 0.0000% | $100000.00         | $12922.19          | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $69107584.00       | $35588130.78       | Agency Mortgage-Backed Securities |
| GNII SF MA8914 M     | 2038-06-20      | 3.5000%  | 0.0000% | $194136.00         | $136735.82         | Agency Mortgage-Backed Securities |
| GNII SF MA7676 M     | 2036-11-20      | 2.0000%  | 0.0000% | $279267.00         | $153625.35         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQAS5033 | 2035-05-01      | 3.0000%  | 0.0000% | $1489950.00        | $289337.21         | Agency Mortgage-Backed Securities |
| FNMS 03.500 U3BF0196 | 2041-02-01      | 3.5000%  | 0.0000% | $325000.00         | $73599.21          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7160 | 2054-12-01      | 4.5000%  | 0.0000% | $1732390.00        | $1629909.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC4973 | 2054-10-01      | 4.5000%  | 0.0000% | $1291380.00        | $1199150.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2773 | 2055-04-01      | 6.0000%  | 0.0000% | $5002096.00        | $4325429.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0758 | 2055-02-01      | 6.5000%  | 0.0000% | $1458096.00        | $1503091.65        | Agency Mortgage-Backed Securities |
| GNII SF MA7450 M     | 2036-07-20      | 4.0000%  | 0.0000% | $147821.00         | $35062.05          | Agency Mortgage-Backed Securities |
| GNII SF MA7232 M     | 2034-04-20      | 5.0000%  | 0.0000% | $149774.00         | $48003.80          | Agency Mortgage-Backed Securities |
| GNII SF MA7311 M     | 2051-04-20      | 2.0000%  | 0.0000% | $74817920.00       | $39625069.52       | Agency Mortgage-Backed Securities |
| GNII SF MA8020 M     | 2037-05-20      | 4.0000%  | 0.0000% | $1745094.00        | $839174.24         | Agency Mortgage-Backed Securities |
| GNII SF MA1157 M     | 2043-07-20      | 3.5000%  | 0.0000% | $1016664.00        | $103228.66         | Agency Mortgage-Backed Securities |
| GNII SF MA6130 M     | 2034-01-20      | 4.5000%  | 0.0000% | $516452.00         | $122284.80         | Agency Mortgage-Backed Securities |
| GNII SF MA5851 M     | 2034-04-20      | 4.5000%  | 0.0000% | $830938.00         | $129768.68         | Agency Mortgage-Backed Securities |
| GNII SF MA5022 M     | 2048-02-20      | 5.0000%  | 0.0000% | $1394000.00        | $126092.93         | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $10030880.00       | $2077615.78        | Agency Mortgage-Backed Securities |
| GNII SF MA7024 M     | 2035-12-20      | 2.5000%  | 0.0000% | $300000.00         | $109548.62         | Agency Mortgage-Backed Securities |
| GNII SF MA7230 M     | 2036-03-20      | 4.0000%  | 0.0000% | $65000.00          | $25988.97          | Agency Mortgage-Backed Securities |
| GNII SF MA8041 M     | 2052-05-20      | 2.0000%  | 0.0000% | $128690.00         | $83133.55          | Agency Mortgage-Backed Securities |
| GNII SF MA7993 M     | 2052-04-20      | 5.5000%  | 0.0000% | $33000.00          | $18862.55          | Agency Mortgage-Backed Securities |
| GNII SF MA8099 M     | 2052-06-20      | 3.5000%  | 0.0000% | $13623168.00       | $9699218.29        | Agency Mortgage-Backed Securities |
| GNII SF MA6016 M     | 2034-04-20      | 4.5000%  | 0.0000% | $270896.00         | $96103.84          | Agency Mortgage-Backed Securities |
| GNII SF MA5174 M     | 2028-04-20      | 7.5000%  | 0.0000% | $90446.00          | $13999.75          | Agency Mortgage-Backed Securities |
| GNII JM MA5923 M     | 2049-04-20      | 4.5000%  | 0.0000% | $495009.00         | $19753.72          | Agency Mortgage-Backed Securities |
| GNII SF MA6709 M     | 2050-06-20      | 2.5000%  | 0.0000% | $134486016.00      | $39830464.54       | Agency Mortgage-Backed Securities |
| GNII SF MA4512 M     | 2047-06-20      | 4.5000%  | 0.0000% | $750000.00         | $66735.22          | Agency Mortgage-Backed Securities |
| GNII SF MA5713 M     | 2049-01-20      | 5.5000%  | 0.0000% | $9227792.00        | $737577.74         | Agency Mortgage-Backed Securities |
| GNII SF MA8883 M     | 2053-04-20      | 7.5000%  | 0.0000% | $28407008.00       | $7087183.94        | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $11496840.00       | $6402762.37        | Agency Mortgage-Backed Securities |
| GNII SF MA7737 M     | 2036-12-20      | 2.0000%  | 0.0000% | $251091.00         | $139990.41         | Agency Mortgage-Backed Securities |
| GNII SF MA7651 M     | 2051-10-20      | 3.5000%  | 0.0000% | $725000.00         | $456696.30         | Agency Mortgage-Backed Securities |
| GNII SF MA7742 M     | 2035-07-20      | 4.5000%  | 0.0000% | $56409.00          | $19042.14          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE3774 | 2047-07-01      | 4.0000%  | 0.0000% | $365485.00         | $43665.00          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ1672 | 2047-12-01      | 3.5000%  | 0.0000% | $635018.00         | $140668.09         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD5303 | 2055-04-01      | 7.0000%  | 0.0000% | $70546.00          | $73908.38          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2955 | 2055-01-01      | 6.0000%  | 0.0000% | $482748.00         | $493087.86         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB8172 | 2054-07-01      | 7.0000%  | 0.0000% | $55502.00          | $42270.14          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7019 | 2054-12-01      | 5.5000%  | 0.0000% | $14462832.00       | $14420010.29       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0399 | 2055-01-01      | 6.5000%  | 0.0000% | $2961450.00        | $3072815.67        | Agency Mortgage-Backed Securities |
| GNII SP 785379 C     | 2051-03-20      | 2.5000%  | 0.0000% | $25355040.00       | $13824413.97       | Agency Mortgage-Backed Securities |
| GNII SP 787700 M     | 2050-02-20      | 3.0000%  | 0.0000% | $84447488.00       | $70989310.97       | Agency Mortgage-Backed Securities |
| GNAR AS 082971 M     | 2041-10-20      | 5.8750%  | 0.0000% | $336914.00         | $144102.12         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ5959 | 2054-09-01      | 7.0000%  | 0.0000% | $1188304.00        | $1247814.13        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ9116 | 2054-11-01      | 6.5000%  | 0.0000% | $2015628.00        | $2071805.15        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ0412 | 2054-08-01      | 7.0000%  | 0.0000% | $2406772.00        | $2394934.93        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTQK0622 | 2041-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $541456.63         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTQK1587 | 2042-08-01      | 3.5000%  | 0.0000% | $1172810.00        | $718323.49         | Agency Mortgage-Backed Securities |
| GNII SF DE0337 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1344988.00        | $1453043.76        | Agency Mortgage-Backed Securities |
| GNII ET DD1402 C     | 2064-06-20      | 4.5000%  | 0.0000% | $319592.00         | $296259.10         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL4794 | 2043-01-01      | 3.5000%  | 0.0000% | $10000000.00       | $1578417.47        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI6792 | 2037-11-01      | 6.0000%  | 0.0000% | $1068258.00        | $76486.98          | Agency Mortgage-Backed Securities |
| GNCL CL DD4695       | 2055-10-15      | 5.5400%  | 0.0000% | $5363864.00        | $5167749.21        | Agency Mortgage-Backed Securities |
| GNPL PN DD4693       | 2049-11-15      | 5.4400%  | 0.0000% | $1499294.00        | $1509057.69        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6064 | 2048-04-01      | 4.0000%  | 0.0000% | $708225.00         | $39893.88          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI1979 | 2034-06-01      | 5.5000%  | 0.0000% | $33002368.00       | $357679.42         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZM6483 | 2048-05-01      | 5.0000%  | 0.0000% | $3483860.00        | $129331.05         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0839 | 2032-12-01      | 6.5000%  | 0.0000% | $885000.00         | $9027.58           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2152 | 2038-07-01      | 5.5000%  | 0.0000% | $2317652.00        | $19540.23          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZA5779 | 2048-10-01      | 5.0000%  | 0.0000% | $1642832.00        | $188939.25         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $1157414.00        | $186433.66         | Agency Mortgage-Backed Securities |
| FEPC 05.000 3VZN0794 | 2043-10-01      | 5.0000%  | 0.0000% | $1445470.00        | $158353.45         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0511 | 2048-08-01      | 3.0000%  | 0.0000% | $18154304.00       | $4854181.90        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3SZN0094 | 2041-01-01      | 3.5000%  | 0.0000% | $500000.00         | $111962.12         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4515 | 2043-04-01      | 3.0000%  | 0.0000% | $760000.00         | $114523.52         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX5351 | 2055-02-01      | 6.0000%  | 0.0000% | $1124630.00        | $1147936.40        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX7734 | 2055-03-01      | 6.5000%  | 0.0000% | $1481354.00        | $1121124.71        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX7793 | 2055-03-01      | 6.5000%  | 0.0000% | $10566448.00       | $9055272.32        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX6840 | 2055-02-01      | 5.0000%  | 0.0000% | $11457360.00       | $11086550.20       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX7076 | 2055-02-01      | 6.5000%  | 0.0000% | $902400.00         | $731799.50         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX4784 | 2055-02-01      | 7.0000%  | 0.0000% | $1127806.00        | $1185874.13        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX4229 | 2055-01-01      | 7.0000%  | 0.0000% | $1618014.00        | $1705179.40        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX6507 | 2055-02-01      | 6.0000%  | 0.0000% | $5326752.00        | $5431540.06        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7532 | 2055-02-01      | 6.0000%  | 0.0000% | $8290656.00        | $8208446.67        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8009 | 2055-03-01      | 7.0000%  | 0.0000% | $1201470.00        | $890535.85         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX5167 | 2055-02-01      | 7.0000%  | 0.0000% | $2545344.00        | $2675405.99        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX7296 | 2055-03-01      | 5.0000%  | 0.0000% | $1477644.00        | $1435237.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX5178 | 2055-02-01      | 5.5000%  | 0.0000% | $2692600.00        | $2673187.16        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX5056 | 2055-01-01      | 5.5000%  | 0.0000% | $1008110.00        | $1005278.36        | Agency Mortgage-Backed Securities |
| GNII ET DJ7148 C     | 2065-04-20      | 3.0000%  | 0.0000% | $593292.00         | $504875.28         | Agency Mortgage-Backed Securities |
| GNII SF DF1192 C     | 2054-06-20      | 6.0000%  | 0.0000% | $223756.00         | $228985.86         | Agency Mortgage-Backed Securities |
| GNII SF DG1169 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1354564.00        | $1395516.89        | Agency Mortgage-Backed Securities |
| GNPL PN DE5558       | 2059-12-15      | 5.7300%  | 0.0000% | $888471.00         | $908916.37         | Agency Mortgage-Backed Securities |
| GNII SF DH2916 C     | 2055-02-20      | 6.5000%  | 0.0000% | $4461664.00        | $4605941.23        | Agency Mortgage-Backed Securities |
| GNII ET DF6205 C     | 2064-09-20      | 4.0000%  | 0.0000% | $747168.00         | $671813.14         | Agency Mortgage-Backed Securities |
| GNII SF DH8876 C     | 2055-02-20      | 6.5000%  | 0.0000% | $986752.00         | $1039063.64        | Agency Mortgage-Backed Securities |
| GNII ET DH9944 C     | 2065-03-20      | 7.0000%  | 0.0000% | $336904.00         | $345624.77         | Agency Mortgage-Backed Securities |
| GNPL PN DF4296       | 2060-05-15      | 5.3900%  | 0.0000% | $13000000.00       | $13174173.27       | Agency Mortgage-Backed Securities |
| GNII ET DH5107 C     | 2064-12-20      | 4.0000%  | 0.0000% | $421317.00         | $380276.98         | Agency Mortgage-Backed Securities |
| GNII ET DH7791 C     | 2065-02-20      | 3.5000%  | 0.0000% | $647224.00         | $561785.81         | Agency Mortgage-Backed Securities |
| GNII ET DJ7174 C     | 2065-04-20      | 5.0000%  | 0.0000% | $802399.00         | $774402.32         | Agency Mortgage-Backed Securities |
| GNII ET DF1369 C     | 2064-10-20      | 6.5000%  | 0.0000% | $4328992.00        | $4423048.40        | Agency Mortgage-Backed Securities |
| GNII SF DJ5218 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1567756.00        | $1576044.03        | Agency Mortgage-Backed Securities |
| GNII SF DG2291 C     | 2055-01-20      | 6.5000%  | 0.0000% | $14729760.00       | $15495876.64       | Agency Mortgage-Backed Securities |
| GNII SF DE3278 C     | 2054-08-20      | 5.0000%  | 0.0000% | $1059382.00        | $1028107.49        | Agency Mortgage-Backed Securities |
| GNII SF DE1580 C     | 2054-09-20      | 6.5000%  | 0.0000% | $5705952.00        | $5863652.55        | Agency Mortgage-Backed Securities |
| GNII SF DG9214 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2907092.00        | $3046588.28        | Agency Mortgage-Backed Securities |
| GNII SF DJ5339 C     | 2055-05-20      | 5.5000%  | 0.0000% | $32560960.00       | $32573123.34       | Agency Mortgage-Backed Securities |
| GNII ET DH9378 C     | 2065-03-20      | 4.5000%  | 0.0000% | $2032764.00        | $1896113.20        | Agency Mortgage-Backed Securities |
| GNII ET DG3062 C     | 2064-11-20      | 3.0000%  | 0.0000% | $327411.00         | $277191.62         | Agency Mortgage-Backed Securities |
| GNII SF DH6977 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1273272.00        | $1364759.00        | Agency Mortgage-Backed Securities |
| GNII SF DJ1869 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1669736.00        | $1656348.61        | Agency Mortgage-Backed Securities |
| GNII ET DG2780 C     | 2064-11-20      | 3.0000%  | 0.0000% | $576000.00         | $487326.16         | Agency Mortgage-Backed Securities |
| GNII ET DE8352 C     | 2064-09-20      | 6.5000%  | 0.0000% | $57746.00          | $58970.63          | Agency Mortgage-Backed Securities |
| GNPL PN DF8947       | 2060-02-15      | 4.6300%  | 0.0000% | $6489050.00        | $6212381.81        | Agency Mortgage-Backed Securities |
| GNII SF DH3155 C     | 2055-03-20      | 6.0000%  | 0.0000% | $2841524.00        | $2898464.73        | Agency Mortgage-Backed Securities |
| GNPL PN DF8940       | 2060-01-15      | 5.0600%  | 0.0000% | $2398872.00        | $2358405.62        | Agency Mortgage-Backed Securities |
| GNII ET DH8955 C     | 2065-02-20      | 6.5000%  | 0.0000% | $841678.00         | $861491.76         | Agency Mortgage-Backed Securities |
| GNII ET DH7629 C     | 2065-01-20      | 3.5000%  | 0.0000% | $1644280.00        | $1427210.65        | Agency Mortgage-Backed Securities |
| GNII SF DJ4740 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1407760.00        | $1455142.54        | Agency Mortgage-Backed Securities |
| GNII ET DJ1603 C     | 2065-04-20      | 6.5000%  | 0.0000% | $1211130.00        | $1240078.93        | Agency Mortgage-Backed Securities |
| GNII SF DJ4818 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1870230.00        | $1974463.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3025 | 2055-05-01      | 6.0000%  | 0.0000% | $5335880.00        | $5464369.77        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0194 | 2053-11-01      | 6.0000%  | 0.0000% | $1420000.00        | $1236104.13        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3344 | 2055-05-01      | 5.5000%  | 0.0000% | $24795904.00       | $24802587.88       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY0453 | 2055-04-01      | 5.5000%  | 0.0000% | $1900990.00        | $1890440.76        | Agency Mortgage-Backed Securities |
| GNII SF MA6931 M     | 2050-10-20      | 2.5000%  | 0.0000% | $8575000.00        | $3402355.14        | Agency Mortgage-Backed Securities |
| GNII SF MA5630 M     | 2029-08-20      | 7.5000%  | 0.0000% | $145648.00         | $27471.39          | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $36684000.00       | $6165245.34        | Agency Mortgage-Backed Securities |
| GNII SF MA6601 M     | 2050-04-20      | 4.0000%  | 0.0000% | $1329770.00        | $251996.17         | Agency Mortgage-Backed Securities |
| GNII SF MA6995 M     | 2050-11-20      | 2.5000%  | 0.0000% | $1495000.00        | $603902.10         | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $60416064.00       | $14892080.31       | Agency Mortgage-Backed Securities |
| GNII SF MA7995 M     | 2038-02-20      | 6.5000%  | 0.0000% | $363456.00         | $226233.69         | Agency Mortgage-Backed Securities |
| GNII SF MA6540 M     | 2050-02-20      | 2.5000%  | 0.0000% | $68000.00          | $14182.02          | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $69557120.00       | $17864207.47       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0310 | 2055-06-01      | 6.0000%  | 0.0000% | $1054812.00        | $1083981.07        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO2565 | 2039-10-01      | 4.5000%  | 0.0000% | $2097400.00        | $1956167.82        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQAL9061 | 2046-08-01      | 3.0000%  | 0.0000% | $176000.00         | $45037.75          | Agency Mortgage-Backed Securities |
| FNMS 02.525 CLAU1585 | 2043-06-01      | 2.5250%  | 0.0000% | $76224.00          | $46054.46          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1552 | 2037-12-01      | 3.0000%  | 0.0000% | $2677632.00        | $2140029.47        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC3828 | 2054-11-01      | 4.5000%  | 0.0000% | $1158200.00        | $1092439.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI8376 | 2054-06-01      | 6.0000%  | 0.0000% | $5239312.00        | $5285720.77        | Agency Mortgage-Backed Securities |
| FNMS 07.500 K0745557 | 2034-10-01      | 7.5000%  | 0.0000% | $960000.00         | $14210.26          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2913 | 2040-01-01      | 6.0000%  | 0.0000% | $1015556.00        | $1027730.48        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5726 | 2044-09-01      | 4.5000%  | 0.0000% | $1549000.00        | $165630.22         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI4797 | 2054-05-01      | 5.5000%  | 0.0000% | $3020124.00        | $2964427.02        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI8652 | 2054-07-01      | 7.0000%  | 0.0000% | $1093882.00        | $1025264.07        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI9675 | 2054-07-01      | 6.0000%  | 0.0000% | $1505598.00        | $1110478.38        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO2177 | 2039-06-01      | 6.5000%  | 0.0000% | $4016344.00        | $3448281.10        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI7056 | 2054-06-01      | 6.5000%  | 0.0000% | $1117736.00        | $1147018.80        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $36000.00          | $6243.04           | Agency Mortgage-Backed Securities |
| FEPC 05.000 3PRE6133 | 2052-09-01      | 5.0000%  | 0.0000% | $600000.00         | $461755.58         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3179 | 2055-05-01      | 6.0000%  | 0.0000% | $10720704.00       | $10973480.33       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2395 | 2055-04-01      | 6.5000%  | 0.0000% | $1581122.00        | $806391.77         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1841 | 2055-05-01      | 6.0000%  | 0.0000% | $3698344.00        | $3779467.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1494 | 2055-04-01      | 6.0000%  | 0.0000% | $7060240.00        | $7212418.95        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1078 | 2055-04-01      | 6.5000%  | 0.0000% | $1736754.00        | $1801659.74        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY2559 | 2055-05-01      | 5.5000%  | 0.0000% | $31062656.00       | $30892428.53       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0384 | 2055-04-01      | 6.0000%  | 0.0000% | $9941632.00        | $9431339.97        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY2888 | 2055-05-01      | 5.5000%  | 0.0000% | $9495300.00        | $9441846.74        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0368 | 2054-12-01      | 4.5000%  | 0.0000% | $21439392.00       | $20288502.05       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9978 | 2055-04-01      | 7.0000%  | 0.0000% | $3751124.00        | $3937159.94        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY0418 | 2055-03-01      | 4.5000%  | 0.0000% | $1019692.00        | $968408.68         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0657 | 2054-12-01      | 4.5000%  | 0.0000% | $11432432.00       | $10784048.83       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0469 | 2055-04-01      | 6.0000%  | 0.0000% | $11982800.00       | $10498211.51       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY3803 | 2055-05-01      | 7.0000%  | 0.0000% | $1034812.00        | $1091560.98        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4598 | 2055-05-01      | 6.0000%  | 0.0000% | $15790272.00       | $16108103.85       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY4989 | 2055-05-01      | 7.0000%  | 0.0000% | $1406684.00        | $1483824.99        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2712 | 2055-05-01      | 6.5000%  | 0.0000% | $12298896.00       | $12758642.40       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3215 | 2040-03-01      | 5.5000%  | 0.0000% | $1243330.00        | $1257719.63        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI9379 | 2054-07-01      | 7.0000%  | 0.0000% | $1017436.00        | $1068592.82        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI9291 | 2054-07-01      | 7.0000%  | 0.0000% | $1111694.00        | $824807.43         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2558 | 2039-09-01      | 6.0000%  | 0.0000% | $1231774.00        | $1235393.95        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO2672 | 2039-10-01      | 6.5000%  | 0.0000% | $1481288.00        | $1302714.89        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9122 | 2054-07-01      | 6.5000%  | 0.0000% | $1013814.00        | $964156.75         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5139 | 2041-12-01      | 2.5000%  | 0.0000% | $35000.00          | $22316.37          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5146 | 2042-02-01      | 2.5000%  | 0.0000% | $2629792.00        | $1682311.07        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI5186 | 2054-05-01      | 7.0000%  | 0.0000% | $1102212.00        | $1156645.05        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9069 | 2053-05-01      | 6.0000%  | 0.0000% | $8880000.00        | $7636944.20        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI1117 | 2054-03-01      | 5.5000%  | 0.0000% | $1113100.00        | $963018.83         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC1975 | 2036-05-01      | 1.5000%  | 0.0000% | $638728.00         | $329215.24         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8189 | 2052-10-01      | 4.5000%  | 0.0000% | $139546.00         | $119936.45         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5442 | 2054-05-01      | 5.5000%  | 0.0000% | $6852696.00        | $6631424.52        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7485 | 2052-06-01      | 4.0000%  | 0.0000% | $286664.00         | $207619.84         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA7589 | 2052-03-01      | 3.0000%  | 0.0000% | $683122.00         | $487370.73         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9630 | 2053-08-01      | 6.0000%  | 0.0000% | $3607000.00        | $3145540.10        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5043 | 2040-04-01      | 2.5000%  | 0.0000% | $500000.00         | $103476.12         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  | 0.0000% | $765000.00         | $520009.53         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI7970 | 2054-06-01      | 7.0000%  | 0.0000% | $2246868.00        | $1577381.00        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI2334 | 2054-04-01      | 5.5000%  | 0.0000% | $1125104.00        | $1044037.00        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3360 | 2040-03-01      | 5.5000%  | 0.0000% | $3287676.00        | $3310312.04        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI0218 | 2054-02-01      | 5.0000%  | 0.0000% | $1333784.00        | $1042020.27        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQI6537 | 2054-05-01      | 4.5000%  | 0.0000% | $1008354.00        | $821624.26         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CNRD5115 | 2032-08-01      | 4.0000%  | 0.0000% | $525000.00         | $267990.56         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CNRD5230 | 2034-12-01      | 3.5000%  | 0.0000% | $3228756.00        | $2949194.81        | Agency Mortgage-Backed Securities |
| GNAR AF MA2010 M     | 2044-06-20      | 4.8750%  | 0.0000% | $63087616.00       | $862265.19         | Agency Mortgage-Backed Securities |
| GNII SF AA3027 C     | 2042-11-20      | 3.5000%  | 0.0000% | $9894400.00        | $935310.05         | Agency Mortgage-Backed Securities |
| GNII SF MA0461 M     | 2042-10-20      | 3.0000%  | 0.0000% | $1810000.00        | $196896.93         | Agency Mortgage-Backed Securities |
| GNII SF MA3874 M     | 2046-08-20      | 3.5000%  | 0.0000% | $29150000.00       | $3418722.17        | Agency Mortgage-Backed Securities |
| GNII SF MA4127 M     | 2046-12-20      | 3.5000%  | 0.0000% | $1290000.00        | $180895.52         | Agency Mortgage-Backed Securities |
| GNII SF MA5369 M     | 2033-08-20      | 4.5000%  | 0.0000% | $1432328.00        | $209117.68         | Agency Mortgage-Backed Securities |
| GNII JM MA4501 M     | 2047-06-20      | 3.5000%  | 0.0000% | $1500000.00        | $60801.37          | Agency Mortgage-Backed Securities |
| GNII SF MA4126 M     | 2046-11-20      | 3.0000%  | 0.0000% | $521268224.00      | $73048697.19       | Agency Mortgage-Backed Securities |
| GNAR AF MA1615 M     | 2044-01-20      | 5.6250%  | 0.0000% | $157260032.00      | $2475134.41        | Agency Mortgage-Backed Securities |
| GNII SF MA3378 M     | 2045-12-20      | 4.5000%  | 0.0000% | $7558632.00        | $572892.96         | Agency Mortgage-Backed Securities |
| GNII SF MA2522 M     | 2045-01-20      | 4.0000%  | 0.0000% | $2984000.00        | $235381.33         | Agency Mortgage-Backed Securities |
| GNII SF MA3106 M     | 2045-09-20      | 4.0000%  | 0.0000% | $1875000.00        | $135826.79         | Agency Mortgage-Backed Securities |
| GNII SF 778998 C     | 2042-03-20      | 4.0000%  | 0.0000% | $723000.00         | $62143.15          | Agency Mortgage-Backed Securities |
| GNAR AF MA2533 M     | 2045-01-20      | 5.6250%  | 0.0000% | $36709760.00       | $911638.45         | Agency Mortgage-Backed Securities |
| GNAR AF MA1934 M     | 2044-05-20      | 4.8750%  | 0.0000% | $72049360.00       | $939688.32         | Agency Mortgage-Backed Securities |
| GNII SF MA4454 M     | 2047-05-20      | 5.0000%  | 0.0000% | $2225240.00        | $212506.79         | Agency Mortgage-Backed Securities |
| GNAR AT MA1109 M     | 2043-06-20      | 4.8750%  | 0.0000% | $3000000.00        | $99695.78          | Agency Mortgage-Backed Securities |
| GNII SF MA4453 M     | 2047-04-20      | 4.5000%  | 0.0000% | $4000000.00        | $337904.41         | Agency Mortgage-Backed Securities |
| GNII SF MA4075 M     | 2038-10-20      | 6.5000%  | 0.0000% | $6000000.00        | $1126786.64        | Agency Mortgage-Backed Securities |
| GNII SF MA3912 M     | 2031-09-20      | 2.5000%  | 0.0000% | $1081204.00        | $119525.65         | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $3298000.00        | $309223.97         | Agency Mortgage-Backed Securities |
| GNII SF MA5328 M     | 2048-07-20      | 3.0000%  | 0.0000% | $1979906.00        | $309619.15         | Agency Mortgage-Backed Securities |
| GNII SF MA5136 M     | 2048-04-20      | 3.5000%  | 0.0000% | $50000000.00       | $6088547.63        | Agency Mortgage-Backed Securities |
| GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | 0.0000% | $64125440.00       | $7523710.54        | Agency Mortgage-Backed Securities |
| GNII SF MA1921 M     | 2044-04-20      | 4.5000%  | 0.0000% | $15393040.00       | $1069454.95        | Agency Mortgage-Backed Securities |
| GNII SF AB7786 C     | 2043-01-20      | 3.5000%  | 0.0000% | $1300000.00        | $189581.34         | Agency Mortgage-Backed Securities |
| GNPL PN BA0358       | 2062-03-15      | 2.9200%  | 0.0000% | $94266.00          | $78117.59          | Agency Mortgage-Backed Securities |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $146735360.00      | $69904695.89       | Agency Mortgage-Backed Securities |
| GNII SF BY0318 C     | 2050-09-20      | 4.0000%  | 0.0000% | $300000.00         | $77386.88          | Agency Mortgage-Backed Securities |
| GNPL PN CH2695       | 2057-07-15      | 3.2300%  | 0.0000% | $76780.00          | $65941.88          | Agency Mortgage-Backed Securities |
| GNII RG CJ5833 C     | 2050-06-20      | 3.0000%  | 0.0000% | $850000.00         | $412238.88         | Agency Mortgage-Backed Securities |
| GNII SF MA9273 M     | 2038-11-20      | 6.5000%  | 0.0000% | $441196.00         | $361908.46         | Agency Mortgage-Backed Securities |
| GNII RG CL6778 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1308496.00        | $909599.87         | Agency Mortgage-Backed Securities |
| GNPL PN CN2883       | 2059-04-15      | 6.0200%  | 0.0000% | $149929.00         | $156238.68         | Agency Mortgage-Backed Securities |
| GNII RG CN2043 C     | 2051-09-20      | 2.5000%  | 0.0000% | $1581892.00        | $1223450.90        | Agency Mortgage-Backed Securities |
| GNII SF MA9961 M     | 2047-08-20      | 3.5000%  | 0.0000% | $5200792.00        | $4546421.09        | Agency Mortgage-Backed Securities |
| GNII SF AO3452 C     | 2047-12-20      | 3.5000%  | 0.0000% | $8073904.00        | $489605.89         | Agency Mortgage-Backed Securities |
| GNMI SF AL0786 X     | 2045-01-15      | 3.0000%  | 0.0000% | $66830.00          | $6212.33           | Agency Mortgage-Backed Securities |
| GNMI SF BI8449 X     | 2048-10-15      | 5.5000%  | 0.0000% | $2518192.00        | $162396.84         | Agency Mortgage-Backed Securities |
| GNII SF BV7358 C     | 2036-01-20      | 5.0000%  | 0.0000% | $1832080.00        | $303045.20         | Agency Mortgage-Backed Securities |
| GNII ET CU0238 C     | 2063-01-20      | 6.5000%  | 0.0000% | $276263.00         | $280101.31         | Agency Mortgage-Backed Securities |
| GNCL CL CP2700       | 2066-09-15      | 5.5500%  | 0.0000% | $3023264.00        | $3066716.87        | Agency Mortgage-Backed Securities |
| GNII SF CQ9879 C     | 2052-10-20      | 5.0000%  | 0.0000% | $1535194.00        | $1481264.99        | Agency Mortgage-Backed Securities |
| GNII SF BH8543 C     | 2048-07-20      | 4.5000%  | 0.0000% | $106585.00         | $37951.23          | Agency Mortgage-Backed Securities |
| GNII SF BH6393 C     | 2048-07-20      | 4.5000%  | 0.0000% | $199983.00         | $58050.08          | Agency Mortgage-Backed Securities |
| GNMI SF AF0129 X     | 2043-06-15      | 3.5000%  | 0.0000% | $50000.00          | $6185.26           | Agency Mortgage-Backed Securities |
| GNCL CL CD0900       | 2063-08-15      | 3.0000%  | 0.0000% | $6476584.00        | $5654930.01        | Agency Mortgage-Backed Securities |
| GNPL LM CD9017       | 2060-04-15      | 3.3000%  | 0.0000% | $99983.00          | $87124.47          | Agency Mortgage-Backed Securities |
| GNPL PN BV3342       | 2062-08-15      | 3.0200%  | 0.0000% | $51206.00          | $43628.95          | Agency Mortgage-Backed Securities |
| GNCL CL CN0552       | 2065-06-15      | 6.2600%  | 0.0000% | $1148524.00        | $1149352.98        | Agency Mortgage-Backed Securities |
| GNPL PN CU1280       | 2058-06-15      | 4.9100%  | 0.0000% | $53688.00          | $52171.39          | Agency Mortgage-Backed Securities |
| GNII SF CT9106 C     | 2053-05-20      | 7.0000%  | 0.0000% | $1040326.00        | $941763.74         | Agency Mortgage-Backed Securities |
| GNPL LM CD6002       | 2060-07-15      | 3.1100%  | 0.0000% | $90794.00          | $78198.64          | Agency Mortgage-Backed Securities |
| GNPL PN CC9269       | 2063-04-15      | 2.7200%  | 0.0000% | $56656.00          | $46835.20          | Agency Mortgage-Backed Securities |
| GNII SF CU1564 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1708224.00        | $1745003.42        | Agency Mortgage-Backed Securities |
| GNCL CL CR5667       | 2064-01-15      | 6.5200%  | 0.0000% | $7940368.00        | $8336260.63        | Agency Mortgage-Backed Securities |
| GNII SF AL1908 C     | 2035-01-20      | 4.5000%  | 0.0000% | $1012998.00        | $297516.69         | Agency Mortgage-Backed Securities |
| GNII ET CT6289 C     | 2063-07-20      | 6.5000%  | 0.0000% | $1670524.00        | $751090.27         | Agency Mortgage-Backed Securities |
| GNMI SF BC1102 X     | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $20790.83          | Agency Mortgage-Backed Securities |
| GNPL PN BP9045       | 2061-10-15      | 3.0800%  | 0.0000% | $46117.00          | $39569.98          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9627 | 2054-12-01      | 4.5000%  | 0.0000% | $90338.00          | $84319.84          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX0161 | 2054-12-01      | 5.5000%  | 0.0000% | $3166924.00        | $3140483.94        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0987 | 2054-11-01      | 4.5000%  | 0.0000% | $1611594.00        | $1516930.40        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  | 0.0000% | $2120000.00        | $776816.58         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM3755 | 2035-09-01      | 2.0000%  | 0.0000% | $50850.00          | $19070.91          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  | 0.0000% | $1343000.00        | $729363.20         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0382 | 2030-03-01      | 4.0000%  | 0.0000% | $4350000.00        | $57173.80          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9812 | 2055-01-01      | 6.0000%  | 0.0000% | $2555000.00        | $2550184.94        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV2356 | 2052-02-01      | 3.5000%  | 0.0000% | $141944.00         | $86127.54          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6485 | 2053-06-01      | 6.0000%  | 0.0000% | $21581952.00       | $17651028.98       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL890498 | 2035-11-01      | 7.5000%  | 0.0000% | $6873480.00        | $448224.87         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA3853 | 2049-11-01      | 2.5000%  | 0.0000% | $4060000.00        | $381892.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1766 | 2055-02-01      | 5.5000%  | 0.0000% | $70000000.00       | $70060308.92       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFS3314 | 2042-11-01      | 4.0000%  | 0.0000% | $555000.00         | $374678.35         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  | 0.0000% | $30560768.00       | $30756854.21       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5328 | 2054-04-01      | 6.0000%  | 0.0000% | $1550000.00        | $1295981.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0307 | 2039-01-01      | 5.5000%  | 0.0000% | $417315000.00      | $3486686.14        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1561 | 2033-09-01      | 3.0000%  | 0.0000% | $152000.00         | $20482.43          | Agency Mortgage-Backed Securities |
| GNCL CL CS3813       | 2066-02-15      | 5.6900%  | 0.0000% | $1534782.00        | $1564740.35        | Agency Mortgage-Backed Securities |
| GNII SF CE6237 C     | 2051-08-20      | 2.5000%  | 0.0000% | $6770000.00        | $3460891.24        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ4677 | 2054-09-01      | 5.5000%  | 0.0000% | $5031760.00        | $4842991.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ3174 | 2054-09-01      | 6.0000%  | 0.0000% | $1321982.00        | $1334749.95        | Agency Mortgage-Backed Securities |
| FEPC 08.000 CLQH7806 | 2054-01-01      | 8.0000%  | 0.0000% | $11488912.00       | $6528260.52        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH5712 | 2053-12-01      | 7.0000%  | 0.0000% | $1268920.00        | $1029566.30        | Agency Mortgage-Backed Securities |
| GNII SF BG3940 C     | 2048-05-20      | 4.0000%  | 0.0000% | $1496698.00        | $660635.78         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3436 | 2054-09-01      | 5.5000%  | 0.0000% | $10102736.00       | $9732054.23        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ4230 | 2054-09-01      | 6.5000%  | 0.0000% | $20050624.00       | $19917048.53       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2379 | 2054-08-01      | 7.0000%  | 0.0000% | $4888008.00        | $4911985.33        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0516 | 2054-08-01      | 6.0000%  | 0.0000% | $1244810.00        | $1182287.21        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH9446 | 2054-02-01      | 6.0000%  | 0.0000% | $1162404.00        | $942869.84         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2380 | 2054-07-01      | 7.0000%  | 0.0000% | $4033760.00        | $3902233.30        | Agency Mortgage-Backed Securities |
| GNII RG CI4202 C     | 2050-08-20      | 3.0000%  | 0.0000% | $375000.00         | $199161.54         | Agency Mortgage-Backed Securities |
| GNII RG CI8161 C     | 2051-05-20      | 3.0000%  | 0.0000% | $1556522.00        | $1006906.61        | Agency Mortgage-Backed Securities |
| GNII SF MA9309 M     | 2053-11-20      | 7.5000%  | 0.0000% | $5377456.00        | $2151102.64        | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $21548096.00       | $19766507.98       | Agency Mortgage-Backed Securities |
| GNII SF BW4513 C     | 2033-01-20      | 6.5000%  | 0.0000% | $3285484.00        | $1229726.27        | Agency Mortgage-Backed Securities |
| GNAR AF MA9865 M     | 2054-08-20      | 6.0000%  | 0.0000% | $1513774.00        | $848705.62         | Agency Mortgage-Backed Securities |
| GNII SF CO2819 C     | 2052-07-20      | 2.5000%  | 0.0000% | $1218852.00        | $944417.86         | Agency Mortgage-Backed Securities |
| GNII SF BY9474 C     | 2035-06-20      | 6.0000%  | 0.0000% | $2694212.00        | $803841.86         | Agency Mortgage-Backed Securities |
| GNII SF MA9855 M     | 2054-08-20      | 7.5000%  | 0.0000% | $1430580.00        | $859552.14         | Agency Mortgage-Backed Securities |
| GNII RG CO9991 C     | 2048-05-20      | 3.5000%  | 0.0000% | $2188000.00        | $1627347.69        | Agency Mortgage-Backed Securities |
| GNII RG CN6338 C     | 2047-06-20      | 3.5000%  | 0.0000% | $400000.00         | $280679.41         | Agency Mortgage-Backed Securities |
| GNCL CL CP8489       | 2065-06-15      | 5.0600%  | 0.0000% | $733029.00         | $745472.98         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2397 | 2055-04-01      | 6.5000%  | 0.0000% | $2230564.00        | $2314522.26        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1579 | 2055-04-01      | 6.5000%  | 0.0000% | $3122790.00        | $3218387.68        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1873 | 2055-05-01      | 6.5000%  | 0.0000% | $2067828.00        | $2148463.38        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1507 | 2055-04-01      | 5.5000%  | 0.0000% | $1894348.00        | $1892135.01        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY3062 | 2055-05-01      | 5.0000%  | 0.0000% | $1632938.00        | $1594178.22        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY1874 | 2055-03-01      | 4.5000%  | 0.0000% | $2080500.00        | $1910556.66        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0230 | 2055-04-01      | 6.5000%  | 0.0000% | $4451632.00        | $4624967.87        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9984 | 2055-04-01      | 6.0000%  | 0.0000% | $4084192.00        | $4154958.37        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0232 | 2055-03-01      | 6.5000%  | 0.0000% | $1308638.00        | $1356219.53        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY1248 | 2055-04-01      | 7.0000%  | 0.0000% | $1490670.00        | $1566214.87        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY0811 | 2055-04-01      | 7.0000%  | 0.0000% | $1307226.00        | $1380978.22        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9726 | 2055-03-01      | 6.0000%  | 0.0000% | $9492860.00        | $9675171.17        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY0742 | 2055-04-01      | 7.0000%  | 0.0000% | $1115400.00        | $1174713.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0388 | 2055-04-01      | 6.0000%  | 0.0000% | $8737488.00        | $8853405.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0255 | 2055-04-01      | 6.0000%  | 0.0000% | $7167600.00        | $7323364.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY2795 | 2055-05-01      | 5.5000%  | 0.0000% | $14562640.00       | $14565071.21       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1604 | 2055-04-01      | 6.0000%  | 0.0000% | $2350216.00        | $2397761.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1770 | 2055-04-01      | 6.0000%  | 0.0000% | $10101872.00       | $10029234.90       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY1252 | 2055-04-01      | 7.0000%  | 0.0000% | $2020856.00        | $2129466.14        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3069 | 2054-12-01      | 5.5000%  | 0.0000% | $35732416.00       | $35132240.56       | Agency Mortgage-Backed Securities |
| GNII SF MA1204 M     | 2028-08-20      | 3.5000%  | 0.0000% | $5000000.00        | $170722.71         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI1414 | 2054-03-01      | 5.5000%  | 0.0000% | $1565150.00        | $1540272.33        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7773 | 2052-08-01      | 4.0000%  | 0.0000% | $3228420.00        | $2535040.63        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI3504 | 2054-04-01      | 6.5000%  | 0.0000% | $614212.00         | $624476.11         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA8631 | 2053-01-01      | 6.5000%  | 0.0000% | $7417608.00        | $6483650.03        | Agency Mortgage-Backed Securities |
| FEPC 02.500 3JRE0016 | 2050-11-01      | 2.5000%  | 0.0000% | $13054880.00       | $6844518.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8314 | 2055-03-01      | 6.0000%  | 0.0000% | $2599296.00        | $2498034.55        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9362 | 2055-04-01      | 7.0000%  | 0.0000% | $1445294.00        | $1524673.56        | Agency Mortgage-Backed Securities |
| GNII SF MA2598 M     | 2043-10-20      | 2.0000%  | 0.0000% | $183586.00         | $54235.19          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3055 | 2054-12-01      | 5.0000%  | 0.0000% | $15786832.00       | $15075838.32       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ3977 | 2055-04-01      | 7.0000%  | 0.0000% | $11359320.00       | $12117028.62       | Agency Mortgage-Backed Securities |
| GNII SF MA0934 M     | 2043-04-20      | 3.5000%  | 0.0000% | $5085184.00        | $465703.51         | Agency Mortgage-Backed Securities |
| GNII SF MA0391 M     | 2042-09-20      | 3.0000%  | 0.0000% | $225000.00         | $23928.43          | Agency Mortgage-Backed Securities |
| GNII SF 796468 C     | 2042-09-20      | 4.0000%  | 0.0000% | $182000.00         | $17129.31          | Agency Mortgage-Backed Securities |
| GNII SF 794944 C     | 2035-10-20      | 5.5000%  | 0.0000% | $694016.00         | $62437.25          | Agency Mortgage-Backed Securities |
| GNII SF MA2444 M     | 2044-12-20      | 3.0000%  | 0.0000% | $350000.00         | $28865.19          | Agency Mortgage-Backed Securities |
| GNAR AF MA1853 M     | 2044-04-20      | 4.8750%  | 0.0000% | $142846240.00      | $2999879.12        | Agency Mortgage-Backed Securities |
| GNII SF MA0783 M     | 2043-02-20      | 3.5000%  | 0.0000% | $2369820.00        | $224828.28         | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $30455960.00       | $2272278.01        | Agency Mortgage-Backed Securities |
| GNII SF MA0220 M     | 2042-07-20      | 3.5000%  | 0.0000% | $15370880.00       | $1187020.82        | Agency Mortgage-Backed Securities |
| GNII SF 777103 C     | 2042-09-20      | 4.0000%  | 0.0000% | $550000.00         | $119807.30         | Agency Mortgage-Backed Securities |
| GNMI SF AA5649 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1700000.00        | $221732.55         | Agency Mortgage-Backed Securities |
| GNII SF MA1446 M     | 2043-10-20      | 2.5000%  | 0.0000% | $1003976.00        | $170342.82         | Agency Mortgage-Backed Securities |
| GNII SF MA3596 M     | 2046-04-20      | 3.0000%  | 0.0000% | $50664192.00       | $5268102.86        | Agency Mortgage-Backed Securities |
| GNII SF MA1762 M     | 2044-02-20      | 4.5000%  | 0.0000% | $2686680.00        | $189999.19         | Agency Mortgage-Backed Securities |
| GNII SF MA1598 M     | 2043-10-20      | 2.5000%  | 0.0000% | $130000.00         | $31260.29          | Agency Mortgage-Backed Securities |
| GNAR AF MA1536 M     | 2043-12-20      | 4.7500%  | 0.0000% | $43964992.00       | $702552.97         | Agency Mortgage-Backed Securities |
| GNII SF MA2373 M     | 2044-11-20      | 4.5000%  | 0.0000% | $125000.00         | $7166.60           | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $50000000.00       | $5874275.39        | Agency Mortgage-Backed Securities |
| GNAR AR 080136 M     | 2027-11-20      | 4.7500%  | 0.0000% | $24846336.00       | $9521.08           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2853 | 2050-06-01      | 2.5000%  | 0.0000% | $635000.00         | $231363.38         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN4840 | 2036-01-01      | 2.5000%  | 0.0000% | $530910.00         | $209255.84         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA1001 | 2049-06-01      | 3.5000%  | 0.0000% | $1118758.00        | $163605.11         | Agency Mortgage-Backed Securities |
| FEPC 07.000 3PQU8205 | 2054-09-01      | 7.0000%  | 0.0000% | $2681376.00        | $2777341.20        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3988 | 2050-11-01      | 2.5000%  | 0.0000% | $597725.00         | $267102.48         | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU7616 | 2050-11-01      | 2.5000%  | 0.0000% | $1145000.00        | $710519.89         | Agency Mortgage-Backed Securities |
| GNII SF MA8774 M     | 2029-07-20      | 7.0000%  | 0.0000% | $255367.00         | $142263.19         | Agency Mortgage-Backed Securities |
| GNII SF MA8699 M     | 2029-06-20      | 7.0000%  | 0.0000% | $83076.00          | $67655.70          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6704 | 2053-07-01      | 4.5000%  | 0.0000% | $5778208.00        | $5388608.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG9334 | 2053-08-01      | 5.0000%  | 0.0000% | $1146792.00        | $737045.43         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5969 | 2054-07-01      | 6.5000%  | 0.0000% | $3062932.00        | $2849300.78        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF4229 | 2052-11-01      | 5.0000%  | 0.0000% | $1072052.00        | $833520.87         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH3448 | 2053-10-01      | 7.5000%  | 0.0000% | $1026512.00        | $535287.36         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA6505 | 2050-01-01      | 3.0000%  | 0.0000% | $1517096.00        | $603148.74         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8690 | 2052-09-01      | 5.0000%  | 0.0000% | $8644192.00        | $6735262.03        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF6710 | 2053-01-01      | 6.5000%  | 0.0000% | $795417.00         | $667279.48         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7015 | 2053-01-01      | 5.5000%  | 0.0000% | $2122924.00        | $1561520.27        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG7549 | 2053-07-01      | 6.0000%  | 0.0000% | $1088976.00        | $1057440.68        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9976 | 2052-09-01      | 4.5000%  | 0.0000% | $150824.00         | $107027.28         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF5465 | 2052-12-01      | 5.0000%  | 0.0000% | $1100000.00        | $852855.78         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8752 | 2053-03-01      | 6.0000%  | 0.0000% | $8121472.00        | $6748692.15        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3313 | 2053-06-01      | 5.5000%  | 0.0000% | $4858648.00        | $4439848.94        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH6285 | 2053-12-01      | 6.5000%  | 0.0000% | $170100.00         | $129789.63         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG2155 | 2053-05-01      | 5.0000%  | 0.0000% | $11904224.00       | $9219457.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG3372 | 2053-05-01      | 6.0000%  | 0.0000% | $3268320.00        | $2462286.92        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH3942 | 2053-10-01      | 6.5000%  | 0.0000% | $289260.00         | $222913.79         | Agency Mortgage-Backed Securities |
| GNII SF DI9796 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1674346.00        | $1686385.48        | Agency Mortgage-Backed Securities |
| GNII SF DI0939 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1525144.00        | $1560693.35        | Agency Mortgage-Backed Securities |
| GNII SF DI1472 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1501486.00        | $1502046.89        | Agency Mortgage-Backed Securities |
| GNMI SF 595412 X     | 2032-09-15      | 6.5000%  | 0.0000% | $5999550.00        | $45419.43          | Agency Mortgage-Backed Securities |
| GNMI SF 590213 X     | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $8652.53           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1980 | 2047-11-01      | 3.5000%  | 0.0000% | $1041666.00        | $334141.69         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTBY1287 | 2044-01-01      | 7.5000%  | 0.0000% | $1503536.00        | $981996.87         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY2351 | 2053-04-01      | 6.0000%  | 0.0000% | $1094208.00        | $683999.99         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4707 | 2054-07-01      | 6.0000%  | 0.0000% | $29697504.00       | $23503212.67       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6471 | 2053-06-01      | 4.5000%  | 0.0000% | $22431648.00       | $19602148.90       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2471 | 2048-10-01      | 4.0000%  | 0.0000% | $50044.00          | $6506.66           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ2402 | 2050-09-01      | 2.5000%  | 0.0000% | $1795000.00        | $757294.30         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3212 | 2032-11-01      | 3.5000%  | 0.0000% | $244404.00         | $28763.04          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4616 | 2052-09-01      | 4.5000%  | 0.0000% | $900000.00         | $709007.85         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX4429 | 2053-09-01      | 4.5000%  | 0.0000% | $100942.00         | $82080.33          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3320 | 2052-04-01      | 4.0000%  | 0.0000% | $2800000.00        | $2040559.82        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3589 | 2034-02-01      | 4.0000%  | 0.0000% | $132000.00         | $11729.65          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCA5878 | 2039-05-01      | 6.0000%  | 0.0000% | $1657924.00        | $164945.16         | Agency Mortgage-Backed Securities |
| FNMS 04.000 RIBV1611 | 2040-02-01      | 4.0000%  | 0.0000% | $1575184.00        | $1538469.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2817 | 2048-12-01      | 5.0000%  | 0.0000% | $1006216.00        | $62995.84          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $51000.00          | $5112.38           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5085 | 2052-11-01      | 5.0000%  | 0.0000% | $100000.00         | $81965.88          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1493 | 2055-04-01      | 5.5000%  | 0.0000% | $5260136.00        | $5277441.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV1447 | 2040-03-01      | 5.5000%  | 0.0000% | $6211280.00        | $5604685.38        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM4427 | 2034-07-01      | 3.0000%  | 0.0000% | $375000.00         | $85857.04          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBV1425 | 2055-03-01      | 7.0000%  | 0.0000% | $3022568.00        | $3181908.19        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2430 | 2051-12-01      | 3.0000%  | 0.0000% | $1525000.00        | $991868.68         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3872 | 2049-07-01      | 4.5000%  | 0.0000% | $10665152.00       | $2733033.85        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTBV1585 | 2045-05-01      | 5.0000%  | 0.0000% | $2277052.00        | $2250726.84        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3314 | 2028-03-01      | 2.5000%  | 0.0000% | $360000.00         | $33930.98          | Agency Mortgage-Backed Securities |
| GNAR AR 080123 M     | 2027-10-20      | 4.7500%  | 0.0000% | $17711104.00       | $7245.19           | Agency Mortgage-Backed Securities |
| GNAR AR 080968 M     | 2034-07-20      | 4.6250%  | 0.0000% | $660000.00         | $6908.87           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8208 | 2053-02-01      | 6.5000%  | 0.0000% | $2251060.00        | $1638652.22        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH3940 | 2053-10-01      | 5.5000%  | 0.0000% | $2073300.00        | $1633925.36        | Agency Mortgage-Backed Securities |
| GNAR AS 082709 M     | 2040-12-20      | 6.3750%  | 0.0000% | $1771470.00        | $307684.64         | Agency Mortgage-Backed Securities |
| GNAR AT 080913 M     | 2034-05-20      | 4.8750%  | 0.0000% | $1040000.00        | $8842.14           | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8273 | 2055-03-01      | 6.5000%  | 0.0000% | $4734310.00        | $4857220.56        | Agency Mortgage-Backed Securities |
| GNAR AS 082860 M     | 2041-06-20      | 6.6250%  | 0.0000% | $2562100.00        | $24602.99          | Agency Mortgage-Backed Securities |
| GNAR AF 082137 M     | 2038-08-20      | 4.6250%  | 0.0000% | $50000000.00       | $90072.68          | Agency Mortgage-Backed Securities |
| GNMI SF 736519 X     | 2040-04-15      | 4.5000%  | 0.0000% | $1034000.00        | $27321.72          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7114 | 2052-04-01      | 4.0000%  | 0.0000% | $585000.00         | $394969.82         | Agency Mortgage-Backed Securities |
| GNAR AF 082359 M     | 2039-07-20      | 4.6250%  | 0.0000% | $10812464.00       | $114075.33         | Agency Mortgage-Backed Securities |
| GNMI SF 597741 X     | 2032-12-15      | 5.5000%  | 0.0000% | $1392440.00        | $26751.84          | Agency Mortgage-Backed Securities |
| GNII SF 002673 M     | 2028-11-20      | 6.5000%  | 0.0000% | $35940286.00       | $37218.54          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQH4902 | 2053-11-01      | 4.5000%  | 0.0000% | $765057.00         | $708408.90         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0109 | 2052-09-01      | 4.5000%  | 0.0000% | $1003842.00        | $808188.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  | 0.0000% | $4547000.00        | $3597251.73        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1552 | 2051-11-01      | 2.5000%  | 0.0000% | $44000000.00       | $29039042.59       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB7036 | 2053-09-01      | 4.0000%  | 0.0000% | $6955280.00        | $4985991.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3332 | 2052-12-01      | 5.5000%  | 0.0000% | $455000.00         | $360512.16         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0252 | 2052-01-01      | 3.5000%  | 0.0000% | $120000.00         | $74362.80          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1977 | 2049-01-01      | 4.5000%  | 0.0000% | $2353432.00        | $231897.30         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA8575 | 2054-02-01      | 6.5000%  | 0.0000% | $45000.00          | $34024.53          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3185 | 2037-11-01      | 3.0000%  | 0.0000% | $100000.00         | $13667.28          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNMA5569 | 2034-10-01      | 6.0000%  | 0.0000% | $169011.00         | $161948.33         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM4126 | 2049-07-01      | 4.0000%  | 0.0000% | $1177900.00        | $195462.83         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2555 | 2054-12-01      | 5.0000%  | 0.0000% | $10000000.00       | $9599987.89        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0013 | 2055-02-01      | 6.5000%  | 0.0000% | $28318688.00       | $27796180.06       | Agency Mortgage-Backed Securities |

### Security 704: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHA8, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP18PHA8
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 04.000 CLZI9411 | 2039-11-01      | 4.0000%  | 0.0000% | $169398.00         | $6262.02           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM0983 | 2046-04-01      | 4.5000%  | 0.0000% | $1301008.00        | $144948.15         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91707 G | 2033-06-01      | 3.0000%  | 0.0000% | $15000000.00       | $1926705.81        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01534 G | 2033-04-01      | 6.0000%  | 0.0000% | $29548480.00       | $70106.69          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A85165 G | 2039-03-01      | 5.0000%  | 0.0000% | $2044120.00        | $16306.99          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK9049 | 2032-09-01      | 3.5000%  | 0.0000% | $1588694.00        | $286095.58         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01292 G | 2032-02-01      | 6.0000%  | 0.0000% | $25438752.00       | $38322.90          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2278 | 2032-09-01      | 3.5000%  | 0.0000% | $2000100.00        | $166038.11         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0383 | 2055-04-01      | 6.5000%  | 0.0000% | $1674284.00        | $1733563.63        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZK8634 | 2032-03-01      | 4.0000%  | 0.0000% | $1504542.00        | $309895.87         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0567 | 2053-07-01      | 5.0000%  | 0.0000% | $224766207.00      | $216106596.25      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3318 | 2055-04-01      | 6.0000%  | 0.0000% | $4284312.00        | $4376901.69        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4251 | 2055-05-01      | 6.5000%  | 0.0000% | $1291704.00        | $1338642.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX8673 | 2055-03-01      | 6.0000%  | 0.0000% | $3459868.00        | $3356283.16        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY5889 | 2053-08-01      | 5.5000%  | 0.0000% | $966867.00         | $703464.77         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA9152 | 2036-02-01      | 2.5000%  | 0.0000% | $4249000.00        | $2198918.79        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY2591 | 2053-10-01      | 6.0000%  | 0.0000% | $214966.00         | $207767.52         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 GLCA2172 | 2048-08-01      | 4.5000%  | 0.0000% | $1060000.00        | $447837.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW4925 | 2053-04-01      | 5.0000%  | 0.0000% | $20158528.00       | $16445384.03       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2058 | 2051-11-01      | 2.0000%  | 0.0000% | $3642820.00        | $2339303.14        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA1059 | 2054-02-01      | 6.5000%  | 0.0000% | $62982144.00       | $63619090.30       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9198 | 2051-11-01      | 2.5000%  | 0.0000% | $50000.00          | $31176.73          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6716 | 2053-07-01      | 4.5000%  | 0.0000% | $728000.00         | $590453.32         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTCB9753 | 2044-12-01      | 6.0000%  | 0.0000% | $1395062.00        | $1417559.62        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | 0.0000% | $523000.00         | $383261.49         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM6365 | 2036-03-01      | 2.5000%  | 0.0000% | $4000000.00        | $1750418.91        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM8730 | 2051-09-01      | 2.0000%  | 0.0000% | $4107024.00        | $2640054.36        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2583 | 2052-08-01      | 4.5000%  | 0.0000% | $27810000.00       | $23395169.20       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA5186 | 2050-01-01      | 4.5000%  | 0.0000% | $345000.00         | $54489.53          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4874 | 2050-11-01      | 2.5000%  | 0.0000% | $808000.00         | $418122.24         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBX0388 | 2052-11-01      | 4.5000%  | 0.0000% | $39199936.00       | $32032279.67       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0647 | 2052-02-01      | 3.0000%  | 0.0000% | $5100000.00        | $3264827.59        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $2776000.00        | $943431.19         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4454 | 2053-04-01      | 6.0000%  | 0.0000% | $1700000.00        | $1436480.86        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1311 | 2052-11-01      | 4.5000%  | 0.0000% | $31140192.00       | $25428875.10       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2857 | 2052-02-01      | 2.5000%  | 0.0000% | $1013000.00        | $659508.86         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX7802 | 2053-03-01      | 6.0000%  | 0.0000% | $3108180.00        | $2684193.34        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6322 | 2053-05-01      | 5.5000%  | 0.0000% | $1400000.00        | $1202488.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8693 | 2054-06-01      | 5.5000%  | 0.0000% | $3700548.00        | $3317130.72        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2614 | 2050-03-01      | 3.0000%  | 0.0000% | $535000.00         | $131008.96         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB3149 | 2052-03-01      | 2.0000%  | 0.0000% | $2000000.00        | $1295400.79        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW4112 | 2052-06-01      | 5.0000%  | 0.0000% | $80111.00          | $75092.88          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZS9231 | 2036-10-01      | 4.0000%  | 0.0000% | $116000.00         | $23047.10          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3238 | 2040-12-01      | 4.5000%  | 0.0000% | $6690448.00        | $489502.98         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8093 | 2033-03-01      | 3.0000%  | 0.0000% | $1959490.00        | $353800.20         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9891 | 2040-04-01      | 5.0000%  | 0.0000% | $141599.00         | $9947.43           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIZA6847 | 2026-07-01      | 5.0000%  | 0.0000% | $441517.00         | $15857.51          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZA7092 | 2030-07-01      | 4.5000%  | 0.0000% | $366747.00         | $16808.80          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTSC0653 | 2039-08-01      | 4.0000%  | 0.0000% | $7825552.00        | $7380466.90        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1615 | 2034-03-01      | 5.0000%  | 0.0000% | $1896064.00        | $40910.80          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM0726 | 2046-01-01      | 4.5000%  | 0.0000% | $26068.00          | $6171.77           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3313 | 2053-06-01      | 5.5000%  | 0.0000% | $4000000.00        | $3655213.50        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFA1004 | 2037-03-01      | 3.0000%  | 0.0000% | $16847072.00       | $15582657.90       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9559 | 2054-10-01      | 6.0000%  | 0.0000% | $19875380.00       | $18948441.96       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY3047 | 2053-07-01      | 5.5000%  | 0.0000% | $320000.00         | $257651.89         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0733 | 2052-02-01      | 2.0000%  | 0.0000% | $280657.00         | $175614.77         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTFS9077 | 2044-09-01      | 6.0000%  | 0.0000% | $296101888.00      | $241926390.18      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  | 0.0000% | $700000.00         | $535758.05         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTFS7321 | 2042-08-01      | 5.0000%  | 0.0000% | $4705520.00        | $3868008.64        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6837 | 2053-07-01      | 5.5000%  | 0.0000% | $49000000.00       | $43547211.46       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4116 | 2053-03-01      | 5.5000%  | 0.0000% | $75000.00          | $60677.31          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS9074 | 2052-06-01      | 3.0000%  | 0.0000% | $9851000.00        | $7965518.09        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX1637 | 2054-12-01      | 5.5000%  | 0.0000% | $1141802.00        | $1101405.72        | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLFS6319 | 2052-04-01      | 1.5000%  | 0.0000% | $106457.00         | $71668.26          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0375 | 2055-05-01      | 6.0000%  | 0.0000% | $69631360.00       | $70942380.81       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5452 | 2044-08-01      | 5.0000%  | 0.0000% | $977800.00         | $858232.39         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX7949 | 2055-03-01      | 6.5000%  | 0.0000% | $6730224.00        | $6965473.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $110440160.00      | $107117368.27      | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX4477 | 2055-01-01      | 6.5000%  | 0.0000% | $3488296.00        | $3608304.45        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA5130 | 2053-07-01      | 3.0000%  | 0.0000% | $83000.00          | $67539.53          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB9019 | 2043-04-01      | 3.0000%  | 0.0000% | $41360.00          | $7750.03           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  | 0.0000% | $6300000.00        | $5318608.88        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC8568 | 2040-01-01      | 4.5000%  | 0.0000% | $2103000.00        | $43107.80          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  | 0.0000% | $31000.00          | $24816.16          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5691 | 2053-02-01      | 5.5000%  | 0.0000% | $200000.00         | $162026.72         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5705 | 2053-02-01      | 6.0000%  | 0.0000% | $9300000.00        | $7048340.23        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1395 | 2052-04-01      | 4.0000%  | 0.0000% | $1500000.00        | $1150086.16        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6253 | 2048-07-01      | 3.5000%  | 0.0000% | $81513440.00       | $65018308.12       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA5721 | 2040-02-01      | 3.0000%  | 0.0000% | $35304.00          | $32970.78          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  | 0.0000% | $25000.00          | $21571.93          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3048 | 2052-10-01      | 5.0000%  | 0.0000% | $6689100.00        | $5449745.41        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA5538 | 2044-11-01      | 4.5000%  | 0.0000% | $8675296.00        | $7876055.25        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4844 | 2049-01-01      | 4.0000%  | 0.0000% | $104211584.00      | $80479280.76       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $20000.00          | $14709.27          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4401 | 2051-08-01      | 3.5000%  | 0.0000% | $526000.00         | $239663.71         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTMA5634 | 2045-02-01      | 6.0000%  | 0.0000% | $2551564.00        | $2417308.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5558 | 2039-12-01      | 5.0000%  | 0.0000% | $1742372.00        | $1607902.24        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $49416256.00       | $37002559.92       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  | 0.0000% | $2000000.00        | $677157.47         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA3600 | 2049-01-01      | 3.0000%  | 0.0000% | $1595676.00        | $227265.26         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6796 | 2055-02-01      | 6.0000%  | 0.0000% | $1256540.00        | $1277460.42        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5740 | 2045-05-01      | 5.0000%  | 0.0000% | $147070208.00      | $145668449.20      | Agency Mortgage-Backed Securities         |
| 04.000 FGPC K93893 G | 2037-04-01      | 4.0000%  | 0.0000% | $2996308.00        | $831887.98         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U80705 G | 2034-06-01      | 4.0000%  | 0.0000% | $1251596.00        | $78291.04          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $121590656.00      | $100264727.56      | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQC8424 | 2051-10-01      | 5.0000%  | 0.0000% | $2687140.00        | $966466.39         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7371 | 2053-09-01      | 5.5000%  | 0.0000% | $35000.00          | $33582.69          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  | 0.0000% | $82000.00          | $73766.45          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7443 | 2055-01-01      | 6.0000%  | 0.0000% | $21563872.00       | $21345292.15       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8278 | 2052-12-01      | 6.0000%  | 0.0000% | $5000000.00        | $3958014.85        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q60362 G | 2048-12-01      | 4.5000%  | 0.0000% | $24324224.00       | $5656076.96        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7806 | 2054-08-01      | 5.5000%  | 0.0000% | $2342944.00        | $2091200.15        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH0567 | 2047-06-01      | 3.5000%  | 0.0000% | $178000.00         | $50296.50          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW0072 | 2052-04-01      | 4.5000%  | 0.0000% | $11123.00          | $8556.10           | Agency Mortgage-Backed Securities         |
| GNRA 2025-009 FP     | 2055-01-20      | 5.3283%  | 0.0000% | $80924800.00       | $79765330.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2013-120 PF     | 2043-01-16      | 4.7932%  | 0.0000% | $10227000.00       | $414926.81         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-103 NB     | 2048-10-16      | 2.2136%  | 0.0000% | $300000.00         | $236128.98         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDB9517 | 2054-08-01      | 6.0000%  | 0.0000% | $1226032.00        | $1239724.85        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC1765 | 2054-10-01      | 6.0000%  | 0.0000% | $1078750.00        | $684394.42         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC4790 | 2055-05-01      | 5.5000%  | 0.0000% | $999205.00         | $992658.76         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7042 | 2054-08-01      | 5.5000%  | 0.0000% | $2417876.00        | $2388202.82        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB7171 | 2054-08-01      | 6.0000%  | 0.0000% | $3398732.00        | $3160636.46        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9491 | 2054-08-01      | 6.5000%  | 0.0000% | $1713010.00        | $1759209.74        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC4971 | 2054-11-01      | 4.5000%  | 0.0000% | $6817464.00        | $6415874.10        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8132 | 2055-05-01      | 6.0000%  | 0.0000% | $3706552.00        | $3775858.34        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB7024 | 2054-07-01      | 6.5000%  | 0.0000% | $12285760.00       | $11895794.72       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDC4961 | 2039-10-01      | 6.0000%  | 0.0000% | $1095870.00        | $1071724.86        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9105 | 2055-05-01      | 6.0000%  | 0.0000% | $4912104.00        | $5120192.19        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO6220 | 2049-12-01      | 3.0000%  | 0.0000% | $428366.00         | $105408.90         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB9991 | 2054-08-01      | 6.0000%  | 0.0000% | $1074834.00        | $910506.89         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD9117 | 2055-05-01      | 6.5000%  | 0.0000% | $4509272.00        | $4797491.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1886 | 2054-12-01      | 6.5000%  | 0.0000% | $1287502.00        | $1331582.95        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CQBM6617 | 2037-05-01      | 4.0000%  | 0.0000% | $10120688.00       | $4008656.24        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC2350 | 2054-09-01      | 4.5000%  | 0.0000% | $1236344.00        | $1161347.60        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL773346 | 2034-05-01      | 5.5000%  | 0.0000% | $350000.00         | $7229.96           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD4085 | 2055-04-01      | 6.0000%  | 0.0000% | $3289020.00        | $3383843.60        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB9222 | 2054-08-01      | 6.0000%  | 0.0000% | $1073520.00        | $1088004.94        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB2709 | 2054-04-01      | 6.5000%  | 0.0000% | $3214640.00        | $2792093.84        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR3257 | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $48267.90          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD2455 | 2047-01-01      | 3.0000%  | 0.0000% | $2800000.00        | $749094.97         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLBT4455 | 2051-09-01      | 1.5000%  | 0.0000% | $230240.00         | $135275.52         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB9982 | 2054-08-01      | 6.0000%  | 0.0000% | $2653960.00        | $2487577.91        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB5356 | 2054-05-01      | 5.5000%  | 0.0000% | $18123776.00       | $16925245.45       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM3286 | 2047-11-01      | 4.5000%  | 0.0000% | $7272000.00        | $922159.43         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDD9475 | 2040-05-01      | 5.0000%  | 0.0000% | $1147960.00        | $1153176.08        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM4118 | 2045-05-01      | 3.0000%  | 0.0000% | $365000.00         | $128478.17         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC1509 | 2046-08-01      | 3.0000%  | 0.0000% | $500000.00         | $120901.30         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0581 | 2055-04-01      | 6.0000%  | 0.0000% | $12100720.00       | $12349173.84       | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIBQ8171 | 2036-10-01      | 1.5000%  | 0.0000% | $349177.00         | $208555.31         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB9223 | 2054-07-01      | 6.0000%  | 0.0000% | $1012994.00        | $890332.39         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB7710 | 2054-08-01      | 6.0000%  | 0.0000% | $1457464.00        | $1476036.07        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC0884 | 2046-05-01      | 3.0000%  | 0.0000% | $1100000.00        | $347064.41         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 RIAX0131 | 2029-09-01      | 2.5000%  | 0.0000% | $5873400.00        | $349076.87         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4781 | 2048-10-01      | 4.5000%  | 0.0000% | $600000.00         | $127415.91         | Agency Mortgage-Backed Securities         |
| GNRA 2023-029 B      | 2065-02-16      | 3.5000%  | 0.0000% | $3013612.00        | $2133991.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-025 FA     | 2040-10-20      | 4.8389%  | 0.0000% | $154452800.00      | $1736546.31        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDD4049 | 2055-03-01      | 6.0000%  | 0.0000% | $546473.00         | $553730.42         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO2688 | 2049-07-01      | 3.5000%  | 0.0000% | $1014714.00        | $371584.90         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 I3BM6738 | 2048-04-01      | 5.0000%  | 0.0000% | $32431488.00       | $15553507.87       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV1571 | 2055-05-01      | 5.0000%  | 0.0000% | $2968524.00        | $2901387.98        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN3625 | 2049-01-01      | 4.0000%  | 0.0000% | $5045000.00        | $800458.94         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIBV4648 | 2037-03-01      | 1.5000%  | 0.0000% | $3590350.00        | $2356964.30        | Agency Mortgage-Backed Securities         |
| GNRA 2024-036 A      | 2054-07-16      | 4.5000%  | 0.0000% | $30262976.00       | $28009816.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 TF     | 2053-04-20      | 5.1783%  | 0.0000% | $106402000.00      | $68300407.31       | Agency Collateralized Mortgage Obligation |
| GNRA 2009-110 CF     | 2039-11-16      | 5.0532%  | 0.0000% | $200000000.00      | $4444446.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-081 FE     | 2054-05-20      | 5.4783%  | 0.0000% | $820000.00         | $700893.87         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-002 BA     | 2053-05-16      | 3.4580%  | 0.0000% | $1600000.00        | $537352.25         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-073 GB     | 2064-08-16      | 3.2500%  | 0.0000% | $14044896.00       | $9867031.78        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-115 EA     | 2060-10-16      | 2.2500%  | 0.0000% | $588614.00         | $445017.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2011-036 QF     | 2040-10-20      | 4.8889%  | 0.0000% | $29015000.00       | $261986.54         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDB8984 | 2054-08-01      | 6.0000%  | 0.0000% | $1317236.00        | $1330480.49        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL743273 | 2033-10-01      | 6.0000%  | 0.0000% | $4600000.00        | $45447.65          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9307 | 2053-06-01      | 5.5000%  | 0.0000% | $198055.00         | $182447.82         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAU6682 | 2028-09-01      | 3.0000%  | 0.0000% | $776000.00         | $34541.24          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $3275000.00        | $575099.56         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL735746 | 2035-07-01      | 6.0000%  | 0.0000% | $1450000.00        | $9428.47           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA1022 | 2053-09-01      | 5.5000%  | 0.0000% | $743235.00         | $701546.35         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ4113 | 2054-09-01      | 5.5000%  | 0.0000% | $112406.00         | $94974.33          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB8924 | 2054-07-01      | 6.0000%  | 0.0000% | $4431200.00        | $4184577.02        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ1747 | 2054-08-01      | 5.0000%  | 0.0000% | $1490934.00        | $1257365.30        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV9326 | 2029-03-01      | 3.5000%  | 0.0000% | $540000.00         | $12498.68          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAS5497 | 2035-06-01      | 4.0000%  | 0.0000% | $530475.00         | $185772.29         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA1052 | 2053-10-01      | 6.0000%  | 0.0000% | $2502068.00        | $2411885.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5295 | 2044-06-01      | 5.5000%  | 0.0000% | $65260288.00       | $54097358.81       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB9485 | 2054-08-01      | 6.0000%  | 0.0000% | $1069412.00        | $1082489.06        | Agency Mortgage-Backed Securities         |
| GNRA 2010-147 PF     | 2040-05-20      | 4.7889%  | 0.0000% | $109951488.00      | $1497931.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-183 FD     | 2054-11-20      | 5.9783%  | 0.0000% | $30000000.00       | $26409256.40       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLAS6075 | 2045-10-01      | 4.0000%  | 0.0000% | $2319876.00        | $160212.42         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS7557 | 2046-07-01      | 4.0000%  | 0.0000% | $1003000.00        | $255219.77         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0243 | 2054-07-01      | 6.0000%  | 0.0000% | $118024.00         | $93787.09          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3590 | 2054-09-01      | 6.0000%  | 0.0000% | $4983848.00        | $4824541.80        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ4072 | 2054-09-01      | 6.5000%  | 0.0000% | $5636872.00        | $5781413.99        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254478 | 2032-10-01      | 6.0000%  | 0.0000% | $165410048.00      | $372741.70         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTRB5335 | 2045-02-01      | 6.0000%  | 0.0000% | $6134192.00        | $6140372.90        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9380 | 2052-09-01      | 5.0000%  | 0.0000% | $10692736.00       | $7915943.28        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG9525 | 2053-08-01      | 5.5000%  | 0.0000% | $3968216.00        | $3614431.70        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG5286 | 2053-06-01      | 5.0000%  | 0.0000% | $5002952.00        | $4227387.64        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ1840 | 2054-08-01      | 6.0000%  | 0.0000% | $2102756.00        | $2117739.39        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ1147 | 2054-08-01      | 6.0000%  | 0.0000% | $1699674.00        | $1723461.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5246 | 2043-08-01      | 5.0000%  | 0.0000% | $90000.00          | $72305.64          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ2595 | 2054-08-01      | 5.5000%  | 0.0000% | $2322776.00        | $2295783.05        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $8111000.00        | $1682000.64        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6087 | 2054-05-01      | 5.5000%  | 0.0000% | $18645520.00       | $16434960.37       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ1051 | 2054-08-01      | 5.5000%  | 0.0000% | $1948486.00        | $1434542.16        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ1228 | 2054-08-01      | 6.0000%  | 0.0000% | $1921146.00        | $1938924.00        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ2065 | 2054-08-01      | 6.0000%  | 0.0000% | $5290240.00        | $5060903.38        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE0797 | 2052-04-01      | 4.5000%  | 0.0000% | $1682376.00        | $1009935.55        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG5742 | 2053-06-01      | 5.0000%  | 0.0000% | $17691264.00       | $15381731.34       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF1881 | 2052-10-01      | 6.0000%  | 0.0000% | $751232.00         | $738328.09         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8837 | 2053-08-01      | 5.5000%  | 0.0000% | $5702744.00        | $5038156.02        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0750 | 2054-08-01      | 6.0000%  | 0.0000% | $2154236.00        | $2178506.97        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX0526 | 2054-12-01      | 5.5000%  | 0.0000% | $18622560.00       | $18431745.71       | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4181 | 2050-11-01      | 1.5000%  | 0.0000% | $700423.00         | $378768.99         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO3491 | 2040-04-01      | 5.0000%  | 0.0000% | $1452082.00        | $1453128.58        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZL8067 | 2044-05-01      | 5.0000%  | 0.0000% | $1011334.00        | $187254.55         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2948 | 2052-11-01      | 5.5000%  | 0.0000% | $94000.00          | $76168.95          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8036 | 2035-03-01      | 3.0000%  | 0.0000% | $603933.00         | $115674.86         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5384 | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $183217.72         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1369 | 2052-07-01      | 4.5000%  | 0.0000% | $1513000.00        | $1103968.98        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1522 | 2047-08-01      | 4.5000%  | 0.0000% | $50000.00          | $13486.31          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8540 | 2055-03-01      | 6.5000%  | 0.0000% | $1035618.00        | $1020822.35        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL975472 | 2038-03-01      | 6.0000%  | 0.0000% | $518209.00         | $6306.07           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $45372288.00       | $38943679.12       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX8270 | 2055-03-01      | 6.0000%  | 0.0000% | $1875468.00        | $1593543.26        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2678 | 2052-01-01      | 2.5000%  | 0.0000% | $3102500.00        | $2121601.70        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFS6318 | 2042-11-01      | 4.5000%  | 0.0000% | $7833920.00        | $6534972.54        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS8509 | 2053-03-01      | 3.5000%  | 0.0000% | $75739.00          | $64150.88          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7510 | 2053-11-01      | 6.5000%  | 0.0000% | $680000.00         | $549614.02         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA9849 | 2039-08-01      | 5.0000%  | 0.0000% | $800000.00         | $12770.13          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4382 | 2055-01-01      | 6.0000%  | 0.0000% | $1924108.00        | $1956368.88        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3614 | 2049-03-01      | 3.5000%  | 0.0000% | $189000.00         | $14096.54          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8932 | 2055-03-01      | 6.5000%  | 0.0000% | $5742816.00        | $5934039.65        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL889988 | 2038-08-01      | 5.5000%  | 0.0000% | $483433.00         | $10185.53          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $50000.00          | $40619.37          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX7534 | 2055-02-01      | 6.5000%  | 0.0000% | $2597964.00        | $2403544.19        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS7780 | 2037-05-01      | 2.5000%  | 0.0000% | $252171.00         | $202398.07         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2010 | 2052-05-01      | 3.0000%  | 0.0000% | $7500000.00        | $5148392.63        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | 0.0000% | $1918000.00        | $1394240.04        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE5066 | 2040-10-01      | 4.0000%  | 0.0000% | $164584.00         | $6954.02           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1624 | 2051-10-01      | 2.5000%  | 0.0000% | $66000.00          | $42965.97          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL890604 | 2044-10-01      | 4.5000%  | 0.0000% | $200000.00         | $26063.18          | Agency Mortgage-Backed Securities         |

### Security 705: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHF7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18PHF7
- **C.18 - Value (incl. sponsor support):** $6305000000.00
- **C.18.a - Value (excl. sponsor support):** $6305000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2025-06-05      | 0.0000%  | 0.0000% | $100.00            | $99.93             | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-17      | 0.0000%  | 0.0000% | $4000.00           | $3977.52           | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-08      | 0.0000%  | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-14      | 0.0000%  | 0.0000% | $500.00            | $495.55            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-10      | 0.0000%  | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-03      | 0.0000%  | 0.0000% | $200.00            | $199.20            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-11      | 0.0000%  | 0.0000% | $3500.00           | $3457.65           | U.S. Treasuries (including strips) |
| United States Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $250668800.00      | $249994133.20      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $243564800.00      | $249997754.58      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $600.00            | $614.37            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $110515200.00      | $111322261.23      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-01-31      | 4.3993%  | 0.0000% | $16505100.00       | $16564901.25       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $250636800.00      | $249999923.62      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $244931200.00      | $249998813.06      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $241699200.00      | $249997224.91      | U.S. Treasuries (including strips) |
| United States Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $78.12             | U.S. Treasuries (including strips) |
| United States Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $245217600.00      | $249998873.12      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-03-31      | 4.5000%  | 0.0000% | $700.00            | $706.73            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-15      | 6.8750%  | 0.0000% | $200.00            | $205.11            | U.S. Treasuries (including strips) |
| United States Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $75.36             | U.S. Treasuries (including strips) |
| United States Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $34676200.00       | $16184891.34       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $191510400.00      | $249998768.62      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-16      | 0.0000%  | 0.0000% | $200.00            | $197.44            | U.S. Treasuries (including strips) |
| United States Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $84.61             | U.S. Treasuries (including strips) |
| United States Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $80513700.00       | $79408476.44       | U.S. Treasuries (including strips) |
| United States Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $209193600.00      | $195327043.05      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-12-31      | 0.3750%  | 0.0000% | $200.00            | $195.80            | U.S. Treasuries (including strips) |
| United States Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $85.59             | U.S. Treasuries (including strips) |
| United States Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $1000.00           | $1001.00           | U.S. Treasuries (including strips) |
| United States Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $77.85             | U.S. Treasuries (including strips) |
| United States Treasury | 2026-04-15      | 0.1250%  | 0.0000% | $122778900.00      | $147967354.09      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $21672800.00       | $21237390.15       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $271812000.00      | $249999338.15      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-15      | 4.6250%  | 0.0000% | $246813200.00      | $249999428.84      | U.S. Treasuries (including strips) |
| United States Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $95.49             | U.S. Treasuries (including strips) |
| United States Treasury | 2025-11-20      | 0.0000%  | 0.0000% | $300.00            | $293.95            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $246521600.00      | $249999815.41      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-05-31      | 4.8750%  | 0.0000% | $200.00            | $206.14            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $200.00            | $199.70            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-05-15      | 3.6250%  | 0.0000% | $400.00            | $398.45            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $241867200.00      | $249999787.48      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $97.54             | U.S. Treasuries (including strips) |
| United States Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $300.00            | $254.13            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-30      | 0.2500%  | 0.0000% | $300.00            | $296.00            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $260395200.00      | $249999813.75      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-26      | 0.0000%  | 0.0000% | $100.00            | $98.97             | U.S. Treasuries (including strips) |
| United States Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $136.53            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $222351600.00      | $205025247.13      | U.S. Treasuries (including strips) |
| United States Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $1000.00           | $627.54            | U.S. Treasuries (including strips) |
| United States Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.13             | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $70010400.00       | $67249128.21       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-06-15      | 2.8750%  | 0.0000% | $200.00            | $202.44            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-31      | 2.8750%  | 0.0000% | $200.00            | $201.37            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $11911300.00       | $11540723.87       | U.S. Treasuries (including strips) |
| United States Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $79.83             | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $190850600.00      | $193816048.26      | U.S. Treasuries (including strips) |
| United States Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $272005600.00      | $191227159.09      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-03-15      | 4.6250%  | 0.0000% | $300.00            | $303.72            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $216474400.00      | $249999122.81      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $92674000.00       | $91239967.62       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $257969600.00      | $249999487.58      | U.S. Treasuries (including strips) |
| United States Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $63808000.00       | $64992245.28       | U.S. Treasuries (including strips) |
| United States Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $148.96            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $248312800.00      | $249999708.29      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $176996400.00      | $179008370.29      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-01-31      | 4.2500%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $244993600.00      | $249999249.95      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-31      | 4.5063%  | 0.0000% | $34660100.00       | $34813934.14       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $51142400.00       | $54181032.76       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $251190400.00      | $249998249.11      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $250421200.00      | $249999917.67      | U.S. Treasuries (including strips) |
| United States Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $253184000.00      | $249998716.91      | U.S. Treasuries (including strips) |

### Security 706: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHG5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18PHG5
- **C.18 - Value (incl. sponsor support):** $8752000000.00
- **C.18.a - Value (excl. sponsor support):** $8752000000.00
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $157588000.00      | $158566839.90      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $244903200.00      | $249999757.31      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $151484400.00      | $152089242.67      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $250203200.00      | $249999801.06      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-31      | 4.4833%  | 0.0000% | $214707600.00      | $215690359.20      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-15      | 6.5000%  | 0.0000% | $32990700.00       | $34368670.63       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-08-15      | 5.5000%  | 0.0000% | $80381500.00       | $85604778.69       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $257266800.00      | $249999840.53      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $205515600.00      | $201516199.43      | U.S. Treasuries (including strips) |
| United States Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $284733600.00      | $220215152.71      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $246636000.00      | $249999579.59      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $186326400.00      | $249997925.89      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $246326400.00      | $249998088.85      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $259683200.00      | $249999758.38      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $38178300.00       | $37322842.19       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $267953600.00      | $249999784.09      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-11-15      | 5.2500%  | 0.0000% | $238338800.00      | $248748949.24      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $168199800.00      | $161750367.05      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $169389400.00      | $161689623.41      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $162278400.00      | $159612382.85      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $259084800.00      | $242575207.69      | U.S. Treasuries (including strips) |
| United States Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $195725000.00      | $193562556.41      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $5117000.00        | $4777199.59        | U.S. Treasuries (including strips) |
| United States Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $133743800.00      | $127715744.52      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $203146000.00      | $197297034.79      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-31      | 1.3750%  | 0.0000% | $257627200.00      | $249999924.15      | U.S. Treasuries (including strips) |
| United States Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $44308800.00       | $40335922.21       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $263736800.00      | $249999658.13      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $253143000.00      | $249999441.11      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $243956000.00      | $249999747.16      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $54427200.00       | $55546863.73       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $261130000.00      | $249999632.48      | U.S. Treasuries (including strips) |
| United States Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $255130800.00      | $249999675.94      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $245800800.00      | $249999546.16      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $249134400.00      | $249999978.61      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $203471200.00      | $249961313.25      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $244956000.00      | $249999034.34      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-01-15      | 4.0000%  | 0.0000% | $241484800.00      | $244963660.70      | U.S. Treasuries (including strips) |
| United States Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $241270400.00      | $248617175.36      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $243897600.00      | $249999822.34      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $242728000.00      | $237017015.27      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $246959200.00      | $249999368.51      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $256299200.00      | $247504974.45      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $242920000.00      | $249999652.46      | U.S. Treasuries (including strips) |

### Security 707: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHH3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18PHH3
- **C.18 - Value (incl. sponsor support):** $8752000000.00
- **C.18.a - Value (excl. sponsor support):** $8752000000.00
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2029-02-15      | 5.2500%  | 0.0000% | $780400.00         | $829223.29         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $244146000.00      | $249999245.32      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $247095000.00      | $249999413.69      | U.S. Treasuries (including strips) |
| United States Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $223126400.00      | $223414851.56      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $11000000.00       | $11226289.45       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $246737600.00      | $249998773.79      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $193076000.00      | $196797459.97      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $1228000.00        | $1257780.98        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $246256800.00      | $249999923.80      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-15      | 4.6250%  | 0.0000% | $247603600.00      | $249999211.87      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $246564400.00      | $249706196.32      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $2582300.00        | $2493695.24        | U.S. Treasuries (including strips) |
| United States Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $239694400.00      | $249999865.38      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $243285200.00      | $249999963.97      | U.S. Treasuries (including strips) |
| United States Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $241608000.00      | $249999521.08      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $230284000.00      | $221582386.99      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $250000000.00      | $249999712.75      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $105191400.00      | $104671765.95      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $244163200.00      | $249998565.70      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $249939200.00      | $249999349.37      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-08-15      | 6.1250%  | 0.0000% | $83552400.00       | $91910872.22       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-05-15      | 6.2500%  | 0.0000% | $34713700.00       | $38243512.39       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $256785600.00      | $249998600.47      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $1325800.00        | $1397408.58        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $153553600.00      | $249998779.89      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $36270000.00       | $33287732.94       | U.S. Treasuries (including strips) |
| United States Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $64678100.00       | $63052619.11       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-02-15      | 5.2500%  | 0.0000% | $908200.00         | $965018.69         | U.S. Treasuries (including strips) |
| United States Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $276508800.00      | $249997121.05      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $60846200.00       | $59155519.88       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $130408200.00      | $121448995.21      | U.S. Treasuries (including strips) |
| United States Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $54642400.00       | $52381744.30       | U.S. Treasuries (including strips) |
| United States Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $137147200.00      | $101675829.05      | U.S. Treasuries (including strips) |
| United States Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $296771200.00      | $249999340.69      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $270242400.00      | $249999847.09      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $255623200.00      | $249960264.73      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $190082400.00      | $226639086.32      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $228465200.00      | $211980616.32      | U.S. Treasuries (including strips) |
| United States Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $264559200.00      | $230167129.42      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-15      | 6.6250%  | 0.0000% | $20100000.00       | $21417618.29       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $240753600.00      | $225581213.99      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $256524000.00      | $249999974.40      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $259576000.00      | $249999916.89      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-31      | 1.6250%  | 0.0000% | $17848200.00       | $17277106.29       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 1.7500%  | 0.0000% | $257122000.00      | $249999561.44      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $197900.00         | $191769.76         | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $257793600.00      | $249808069.18      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $268520000.00      | $249999955.41      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $971100.00         | $955146.13         | U.S. Treasuries (including strips) |
| United States Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $271204400.00      | $249999906.74      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $247034800.00      | $249999786.77      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-06-15      | 4.1250%  | 0.0000% | $7198800.00        | $7330291.93        | U.S. Treasuries (including strips) |
| United States Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $273353200.00      | $245510096.91      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-30      | 1.6250%  | 0.0000% | $169201400.00      | $164305207.92      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $470300.00         | $431193.28         | U.S. Treasuries (including strips) |

### Security 708: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHK6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18PHK6
- **C.18 - Value (incl. sponsor support):** $8153000000.00
- **C.18.a - Value (excl. sponsor support):** $8153000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 3JZJ2790 | 2039-07-01      | 4.5000%  | 0.0000% | $97000.00          | $31953.14          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6153 | 2048-04-01      | 4.0000%  | 0.0000% | $21151616.00       | $2319676.04        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL6152 | 2043-06-01      | 3.0000%  | 0.0000% | $3058832.00        | $400298.55         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI8125 | 2038-09-01      | 6.5000%  | 0.0000% | $2900000.00        | $12850.13          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZK9912 | 2033-03-01      | 3.5000%  | 0.0000% | $1837570.00        | $170407.90         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK7528 | 2030-07-01      | 2.5000%  | 0.0000% | $272000.00         | $31100.33          | Agency Mortgage-Backed Securities |
| GNII SF DI9448 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1106356.00        | $1083013.78        | Agency Mortgage-Backed Securities |
| GNII ET DI6826 C     | 2063-12-20      | 7.5000%  | 0.0000% | $172369.00         | $177534.22         | Agency Mortgage-Backed Securities |
| GNMI SF AV9700 X     | 2047-01-15      | 3.0000%  | 0.0000% | $602471.00         | $417731.07         | Agency Mortgage-Backed Securities |
| GNMI SF AV4191 X     | 2046-09-15      | 4.5000%  | 0.0000% | $624562.00         | $90612.97          | Agency Mortgage-Backed Securities |
| GNII SF DI9377 C     | 2055-04-20      | 6.0000%  | 0.0000% | $3104504.00        | $3192486.06        | Agency Mortgage-Backed Securities |
| GNII SF 004446 M     | 2039-05-20      | 4.5000%  | 0.0000% | $43000000.00       | $1134878.81        | Agency Mortgage-Backed Securities |
| GNII ET DI7233 C     | 2065-03-20      | 3.0000%  | 0.0000% | $757850.00         | $644274.61         | Agency Mortgage-Backed Securities |
| GNII SF 003654 M     | 2034-12-20      | 6.5000%  | 0.0000% | $2059112.00        | $24336.79          | Agency Mortgage-Backed Securities |
| GNMI SF AX2595 X     | 2047-08-15      | 3.0000%  | 0.0000% | $116486.00         | $53281.18          | Agency Mortgage-Backed Securities |
| GNII SF DI8330 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1355552.00        | $1393884.25        | Agency Mortgage-Backed Securities |
| GNII SF AT7141 C     | 2046-05-20      | 3.5000%  | 0.0000% | $360000.00         | $34775.14          | Agency Mortgage-Backed Securities |
| GNMI SF 597878 X     | 2033-02-15      | 5.5000%  | 0.0000% | $1155152.00        | $35434.41          | Agency Mortgage-Backed Securities |
| GNMI SF AZ3490 X     | 2049-02-15      | 4.5000%  | 0.0000% | $1618804.00        | $126339.58         | Agency Mortgage-Backed Securities |
| GNII ET DI0597 C     | 2065-02-20      | 6.5000%  | 0.0000% | $204068.00         | $208804.45         | Agency Mortgage-Backed Securities |
| GNII SF DI0823 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1334232.00        | $1381736.98        | Agency Mortgage-Backed Securities |
| GNII ET DD6782 C     | 2059-07-20      | 4.0000%  | 0.0000% | $189151.00         | $169802.86         | Agency Mortgage-Backed Securities |
| GNII SF MB0305 M     | 2055-03-20      | 4.0000%  | 0.0000% | $180590336.00      | $165475335.01      | Agency Mortgage-Backed Securities |
| GNII SF DI2676 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1344330.00        | $1344833.53        | Agency Mortgage-Backed Securities |
| GNII ET DI2655 C     | 2065-04-20      | 6.5000%  | 0.0000% | $2540436.00        | $2601126.87        | Agency Mortgage-Backed Securities |
| GNII SF DI7821 C     | 2055-04-20      | 6.0000%  | 0.0000% | $9300928.00        | $9496457.19        | Agency Mortgage-Backed Securities |
| GNMI SF AS4282 X     | 2046-05-15      | 4.5000%  | 0.0000% | $226810.00         | $13679.50          | Agency Mortgage-Backed Securities |
| GNII ET DI8446 C     | 2065-03-20      | 3.5000%  | 0.0000% | $631671.00         | $548461.43         | Agency Mortgage-Backed Securities |
| GNMI SF AU1453 X     | 2046-06-15      | 2.5000%  | 0.0000% | $568012.00         | $311595.79         | Agency Mortgage-Backed Securities |
| GNII SF DI1732 C     | 2055-02-20      | 5.5000%  | 0.0000% | $1246382.00        | $1232170.42        | Agency Mortgage-Backed Securities |
| GNII SF DI0932 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3456430.00        | $3641695.67        | Agency Mortgage-Backed Securities |
| GNII SF DI1682 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1059188.00        | $1118456.51        | Agency Mortgage-Backed Securities |
| GNII SF DI1553 C     | 2055-02-20      | 5.0000%  | 0.0000% | $1415690.00        | $1364832.42        | Agency Mortgage-Backed Securities |
| GNII SF DI1932 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1994674.00        | $2012016.80        | Agency Mortgage-Backed Securities |
| GNII SF DI1691 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1168400.00        | $1250240.68        | Agency Mortgage-Backed Securities |
| GNAR AF MB0267 M     | 2055-03-20      | 4.0000%  | 0.0000% | $1650892.00        | $1607047.32        | Agency Mortgage-Backed Securities |
| GNII SF DI1642 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1058008.00        | $1113925.19        | Agency Mortgage-Backed Securities |
| GNII ET DI1265 C     | 2064-12-20      | 3.5000%  | 0.0000% | $163096.00         | $141561.86         | Agency Mortgage-Backed Securities |
| GNII SF DI1622 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2189344.00        | $2251431.02        | Agency Mortgage-Backed Securities |
| GNII SF DI1585 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1045778.00        | $1108829.45        | Agency Mortgage-Backed Securities |
| GNII SF DI2425 C     | 2055-04-20      | 5.5000%  | 0.0000% | $8047424.00        | $8071239.33        | Agency Mortgage-Backed Securities |
| GNII ET DE3879 C     | 2064-08-20      | 4.0000%  | 0.0000% | $103294.00         | $83629.66          | Agency Mortgage-Backed Securities |
| GNII ET DD2384 C     | 2065-01-20      | 7.0000%  | 0.0000% | $1974552.00        | $2028002.55        | Agency Mortgage-Backed Securities |
| GNII ET DC8597 C     | 2064-06-20      | 5.0000%  | 0.0000% | $392832.00         | $376796.76         | Agency Mortgage-Backed Securities |
| GNII ET DD2482 C     | 2064-08-20      | 6.5000%  | 0.0000% | $88629.00          | $59456.84          | Agency Mortgage-Backed Securities |
| GNII ET DD2383 C     | 2065-02-20      | 6.5000%  | 0.0000% | $1541792.00        | $1576011.15        | Agency Mortgage-Backed Securities |
| GNII ET DD0699 C     | 2064-08-20      | 7.5000%  | 0.0000% | $697433.00         | $717014.30         | Agency Mortgage-Backed Securities |
| GNII SF DC0579 C     | 2054-04-20      | 6.5000%  | 0.0000% | $82611.00          | $53870.18          | Agency Mortgage-Backed Securities |
| GNII SF DB6507 C     | 2054-11-20      | 5.0000%  | 0.0000% | $120961536.00      | $116780651.41      | Agency Mortgage-Backed Securities |
| GNPL PN DC7180       | 2059-09-15      | 5.4700%  | 0.0000% | $472857.00         | $478153.48         | Agency Mortgage-Backed Securities |
| GNII ET DC8614 C     | 2064-06-20      | 5.0000%  | 0.0000% | $268130.00         | $166294.85         | Agency Mortgage-Backed Securities |
| GNII ET DC9785 C     | 2064-07-20      | 6.5000%  | 0.0000% | $16012.00          | $16338.98          | Agency Mortgage-Backed Securities |
| GNII ET DD5414 C     | 2064-07-20      | 5.0000%  | 0.0000% | $96914.00          | $90983.51          | Agency Mortgage-Backed Securities |
| GNII ET DB3203 C     | 2064-02-20      | 3.5000%  | 0.0000% | $298435.00         | $256993.80         | Agency Mortgage-Backed Securities |
| GNII ET DD0880 C     | 2064-07-20      | 4.0000%  | 0.0000% | $2487324.00        | $1743645.52        | Agency Mortgage-Backed Securities |
| GNII ET DD2533 C     | 2065-01-20      | 7.0000%  | 0.0000% | $547209.00         | $557630.17         | Agency Mortgage-Backed Securities |
| GNII ET DD5443 C     | 2064-07-20      | 6.5000%  | 0.0000% | $13669.00          | $13799.95          | Agency Mortgage-Backed Securities |
| GNII SF DD0482 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1957204.00        | $2062993.08        | Agency Mortgage-Backed Securities |
| GNII ET DA4374 C     | 2063-02-20      | 7.5000%  | 0.0000% | $92672.00          | $95105.46          | Agency Mortgage-Backed Securities |
| GNII ET DC5435 C     | 2064-07-20      | 6.5000%  | 0.0000% | $22446.00          | $22913.19          | Agency Mortgage-Backed Securities |
| GNII ET DC6748 C     | 2064-08-20      | 6.5000%  | 0.0000% | $372396.00         | $217746.18         | Agency Mortgage-Backed Securities |
| GNII ET DD5338 C     | 2064-08-20      | 5.0000%  | 0.0000% | $1906854.00        | $1829181.64        | Agency Mortgage-Backed Securities |
| GNPL PN DC4402       | 2059-07-15      | 5.8900%  | 0.0000% | $119943.00         | $124841.45         | Agency Mortgage-Backed Securities |
| GNII ET DD5644 C     | 2064-08-20      | 6.5000%  | 0.0000% | $125590.00         | $124647.60         | Agency Mortgage-Backed Securities |
| GNII SF DC7569 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1142606.00        | $1224972.36        | Agency Mortgage-Backed Securities |
| GNII ET DD1439 C     | 2063-11-20      | 7.5000%  | 0.0000% | $112295.00         | $115367.44         | Agency Mortgage-Backed Securities |
| GNII ET DC5337 C     | 2064-07-20      | 6.5000%  | 0.0000% | $40188.00          | $41007.23          | Agency Mortgage-Backed Securities |
| GNII ET DC0047 C     | 2065-02-20      | 6.0000%  | 0.0000% | $55484.00          | $55997.74          | Agency Mortgage-Backed Securities |
| GNII ET DB6312 C     | 2064-05-20      | 5.0000%  | 0.0000% | $637857.00         | $333137.07         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2656 | 2054-10-01      | 5.0000%  | 0.0000% | $5748088.00        | $5504776.08        | Agency Mortgage-Backed Securities |
| GNII ET DC8594 C     | 2064-07-20      | 5.0000%  | 0.0000% | $1539670.00        | $1130493.71        | Agency Mortgage-Backed Securities |
| GNII ET DB9195 C     | 2064-04-20      | 4.5000%  | 0.0000% | $193415.00         | $179110.04         | Agency Mortgage-Backed Securities |
| GNPL PN DC7222       | 2060-02-15      | 5.2800%  | 0.0000% | $1622258.00        | $1625642.87        | Agency Mortgage-Backed Securities |
| GNII ET DB6267 C     | 2063-02-20      | 5.0000%  | 0.0000% | $268043.00         | $256589.67         | Agency Mortgage-Backed Securities |
| GNII AP 786793 M     | 2052-12-20      | 2.0000%  | 0.0000% | $147677696.00      | $102191620.51      | Agency Mortgage-Backed Securities |
| GNII SF DE2635 C     | 2054-10-20      | 6.0000%  | 0.0000% | $1089798.00        | $1111176.21        | Agency Mortgage-Backed Securities |
| FEPC 04.000 3PZN6644 | 2049-03-01      | 4.0000%  | 0.0000% | $5567568.00        | $400595.77         | Agency Mortgage-Backed Securities |
| GNII SF DE1786 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1011232.00        | $911182.44         | Agency Mortgage-Backed Securities |
| GNII ET DE3881 C     | 2064-08-20      | 5.0000%  | 0.0000% | $267404.00         | $256903.21         | Agency Mortgage-Backed Securities |
| GNII SF DE5250 C     | 2054-11-20      | 4.5000%  | 0.0000% | $1201928.00        | $1129678.74        | Agency Mortgage-Backed Securities |
| GNII SF DE4200 C     | 2054-09-20      | 6.0000%  | 0.0000% | $1703096.00        | $1732020.87        | Agency Mortgage-Backed Securities |
| GNII ET DE2871 C     | 2064-10-20      | 6.5000%  | 0.0000% | $259469.00         | $245400.26         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6680 | 2049-04-01      | 4.0000%  | 0.0000% | $58580032.00       | $10519007.93       | Agency Mortgage-Backed Securities |
| GNII ET DE2885 C     | 2064-10-20      | 6.0000%  | 0.0000% | $441888.00         | $445234.94         | Agency Mortgage-Backed Securities |
| GNII SF DE5787 C     | 2054-10-20      | 7.5000%  | 0.0000% | $2527624.00        | $2706531.41        | Agency Mortgage-Backed Securities |
| GNII ET DE7127 C     | 2064-08-20      | 6.5000%  | 0.0000% | $174857.00         | $122493.05         | Agency Mortgage-Backed Securities |
| GNII ET DE4543 C     | 2064-03-20      | 6.5000%  | 0.0000% | $10391.00          | $10606.33          | Agency Mortgage-Backed Securities |
| GNII ET DE4459 C     | 2064-08-20      | 3.5000%  | 0.0000% | $724286.00         | $622788.34         | Agency Mortgage-Backed Securities |
| GNII SF DE4839 C     | 2054-09-20      | 6.5000%  | 0.0000% | $2860504.00        | $2940686.16        | Agency Mortgage-Backed Securities |
| GNII ET DE4511 C     | 2064-08-20      | 4.0000%  | 0.0000% | $266972.00         | $240258.82         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZN1985 | 2048-12-01      | 5.0000%  | 0.0000% | $1000000.00        | $120673.38         | Agency Mortgage-Backed Securities |
| GNII ET DE4504 C     | 2064-08-20      | 4.5000%  | 0.0000% | $114437.00         | $106284.98         | Agency Mortgage-Backed Securities |
| GNII ET DE4460 C     | 2064-08-20      | 4.0000%  | 0.0000% | $713550.00         | $641800.54         | Agency Mortgage-Backed Securities |
| GNII SF BV0540 C     | 2050-10-20      | 3.0000%  | 0.0000% | $288000.00         | $126175.86         | Agency Mortgage-Backed Securities |
| GNII SF BK2509 C     | 2049-04-20      | 4.5000%  | 0.0000% | $3599732.00        | $288064.85         | Agency Mortgage-Backed Securities |
| GNMI SF BS5008 X     | 2050-02-15      | 3.0000%  | 0.0000% | $1185742.00        | $256434.95         | Agency Mortgage-Backed Securities |
| GNII SF BS8230 C     | 2050-03-20      | 5.0000%  | 0.0000% | $1219314.00        | $94420.69          | Agency Mortgage-Backed Securities |
| GNII SF BT3116 C     | 2050-03-20      | 3.0000%  | 0.0000% | $302721.00         | $87361.87          | Agency Mortgage-Backed Securities |
| GNII SF BT3813 C     | 2050-05-20      | 4.0000%  | 0.0000% | $10196528.00       | $1670465.51        | Agency Mortgage-Backed Securities |
| GNII SF BP7953 C     | 2050-01-20      | 3.5000%  | 0.0000% | $1892070.00        | $786290.60         | Agency Mortgage-Backed Securities |
| GNMI SF BS5065 X     | 2050-02-15      | 3.5000%  | 0.0000% | $1635346.00        | $271057.05         | Agency Mortgage-Backed Securities |
| GNMI SF BT9206 X     | 2050-04-15      | 3.5000%  | 0.0000% | $507851.00         | $140842.35         | Agency Mortgage-Backed Securities |
| GNII SF BW4523 C     | 2038-09-20      | 6.5000%  | 0.0000% | $1360772.00        | $465231.92         | Agency Mortgage-Backed Securities |
| GNII SF BX4935 C     | 2050-08-20      | 3.0000%  | 0.0000% | $1096248.00        | $705866.68         | Agency Mortgage-Backed Securities |
| GNII SF BV8725 C     | 2050-08-20      | 3.0000%  | 0.0000% | $593269.00         | $363565.12         | Agency Mortgage-Backed Securities |
| GNII SF BV9803 C     | 2035-12-20      | 5.5000%  | 0.0000% | $4041144.00        | $1448619.26        | Agency Mortgage-Backed Securities |
| GNMI SF BU8662 X     | 2050-07-15      | 2.5000%  | 0.0000% | $10104672.00       | $4058181.81        | Agency Mortgage-Backed Securities |
| GNII SF BG7929 C     | 2048-06-20      | 5.0000%  | 0.0000% | $7903080.00        | $570231.14         | Agency Mortgage-Backed Securities |
| GNII SF BP4691 C     | 2049-08-20      | 4.0000%  | 0.0000% | $2702970.00        | $1281063.83        | Agency Mortgage-Backed Securities |
| GNII ET DE6062 C     | 2064-12-20      | 4.0000%  | 0.0000% | $191644.00         | $173012.67         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN2876 | 2049-01-01      | 4.5000%  | 0.0000% | $800000.00         | $103044.93         | Agency Mortgage-Backed Securities |
| GNII SF DE2953 C     | 2055-02-20      | 6.0000%  | 0.0000% | $3616360.00        | $3685352.54        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS4188 | 2035-04-01      | 6.5000%  | 0.0000% | $7995576.00        | $76889.89          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8676 | 2032-11-01      | 3.0000%  | 0.0000% | $200000.00         | $28829.75          | Agency Mortgage-Backed Securities |
| GNII ET DE2901 C     | 2065-01-20      | 6.5000%  | 0.0000% | $1555044.00        | $1591060.97        | Agency Mortgage-Backed Securities |
| GNMI SF BS5088 X     | 2050-03-15      | 3.5000%  | 0.0000% | $519556.00         | $49936.91          | Agency Mortgage-Backed Securities |
| GNMI SF BN0304 X     | 2049-09-15      | 2.5000%  | 0.0000% | $363069.00         | $200185.20         | Agency Mortgage-Backed Securities |
| GNMI SF BR6083 X     | 2049-12-15      | 3.5000%  | 0.0000% | $306422.00         | $31173.19          | Agency Mortgage-Backed Securities |
| GNII SF BR8118 C     | 2049-11-20      | 3.0000%  | 0.0000% | $5585000.00        | $1038169.54        | Agency Mortgage-Backed Securities |
| GNII SF BT6867 C     | 2050-05-20      | 3.0000%  | 0.0000% | $3355000.00        | $856692.90         | Agency Mortgage-Backed Securities |
| GNII SF BS1742 C     | 2050-02-20      | 4.0000%  | 0.0000% | $1000000.00        | $246802.63         | Agency Mortgage-Backed Securities |
| GNII JM MA5867 M     | 2049-02-20      | 4.5000%  | 0.0000% | $1181784.00        | $84171.87          | Agency Mortgage-Backed Securities |
| GNII ET DE6706 C     | 2064-08-20      | 7.5000%  | 0.0000% | $92455.00          | $95051.29          | Agency Mortgage-Backed Securities |
| GNII SF DE8978 C     | 2054-10-20      | 6.5000%  | 0.0000% | $3417756.00        | $3401885.76        | Agency Mortgage-Backed Securities |
| GNII SF DE8977 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1908824.00        | $1980864.82        | Agency Mortgage-Backed Securities |
| GNII ET DE7589 C     | 2064-10-20      | 6.5000%  | 0.0000% | $10202064.00       | $10041903.28       | Agency Mortgage-Backed Securities |
| GNII SF DF1313 C     | 2054-09-20      | 4.5000%  | 0.0000% | $1278170.00        | $1209102.99        | Agency Mortgage-Backed Securities |
| GNII JM MA5977 M     | 2049-06-20      | 4.0000%  | 0.0000% | $1349250.00        | $51071.36          | Agency Mortgage-Backed Securities |
| GNII SF MA5857 M     | 2032-11-20      | 7.5000%  | 0.0000% | $71433.00          | $11879.64          | Agency Mortgage-Backed Securities |
| GNII ET DE7623 C     | 2064-10-20      | 6.5000%  | 0.0000% | $929755.00         | $844206.71         | Agency Mortgage-Backed Securities |
| GNII SF DE8991 C     | 2054-09-20      | 6.0000%  | 0.0000% | $227394.00         | $201247.22         | Agency Mortgage-Backed Securities |
| GNII ET DE9651 C     | 2064-09-20      | 6.5000%  | 0.0000% | $18707.00          | $19105.34          | Agency Mortgage-Backed Securities |
| GNII SF DE7493 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1439472.00        | $1398752.30        | Agency Mortgage-Backed Securities |
| GNII SF DF1378 C     | 2054-11-20      | 6.5000%  | 0.0000% | $982066.00         | $1030661.30        | Agency Mortgage-Backed Securities |
| GNII SF DF1305 C     | 2054-09-20      | 7.5000%  | 0.0000% | $29932672.00       | $31020830.04       | Agency Mortgage-Backed Securities |
| GNII SF DF1376 C     | 2054-11-20      | 6.5000%  | 0.0000% | $568546.00         | $597195.29         | Agency Mortgage-Backed Securities |
| GNII SF DF1361 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1429842.00        | $1517274.00        | Agency Mortgage-Backed Securities |
| GNII SF DF1235 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1947064.00        | $2048389.26        | Agency Mortgage-Backed Securities |
| GNII ET DE7558 C     | 2064-09-20      | 6.5000%  | 0.0000% | $62602.00          | $46445.64          | Agency Mortgage-Backed Securities |
| GNII SF DF1391 C     | 2054-11-20      | 7.5000%  | 0.0000% | $2624120.00        | $2787020.70        | Agency Mortgage-Backed Securities |
| GNII ET DE7570 C     | 2064-10-20      | 6.5000%  | 0.0000% | $855203.00         | $705119.77         | Agency Mortgage-Backed Securities |
| GNII JM MA5978 M     | 2049-06-20      | 4.5000%  | 0.0000% | $2008248.00        | $154003.28         | Agency Mortgage-Backed Securities |
| GNII ET DE7615 C     | 2064-09-20      | 6.5000%  | 0.0000% | $801560.00         | $780346.33         | Agency Mortgage-Backed Securities |
| GNII ET DE8815 C     | 2064-08-20      | 3.0000%  | 0.0000% | $183762.00         | $155089.48         | Agency Mortgage-Backed Securities |
| GNII ET DE9324 C     | 2064-11-20      | 6.0000%  | 0.0000% | $389277.00         | $392035.85         | Agency Mortgage-Backed Securities |
| GNII SF DG9275 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1830260.00        | $1572914.25        | Agency Mortgage-Backed Securities |
| GNII SF DH3856 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1572420.00        | $1620741.97        | Agency Mortgage-Backed Securities |
| GNII SF DH1573 C     | 2055-01-20      | 5.0000%  | 0.0000% | $1037852.00        | $998542.62         | Agency Mortgage-Backed Securities |
| GNII SF DH2626 C     | 2055-01-20      | 5.0000%  | 0.0000% | $15003440.00       | $14182648.49       | Agency Mortgage-Backed Securities |
| GNII ET DH1804 C     | 2064-06-20      | 7.0000%  | 0.0000% | $250536.00         | $257305.07         | Agency Mortgage-Backed Securities |
| GNII SF DH3330 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1286270.00        | $1327450.38        | Agency Mortgage-Backed Securities |
| GNII SF DH2922 C     | 2055-02-20      | 6.0000%  | 0.0000% | $1889200.00        | $1925159.61        | Agency Mortgage-Backed Securities |
| GNII SF DH2674 C     | 2055-01-20      | 5.0000%  | 0.0000% | $1505656.00        | $1464979.65        | Agency Mortgage-Backed Securities |
| GNII ET DH1786 C     | 2064-12-20      | 3.5000%  | 0.0000% | $397201.00         | $344747.31         | Agency Mortgage-Backed Securities |
| GNII SF DH2920 C     | 2055-02-20      | 6.0000%  | 0.0000% | $1700684.00        | $1745447.15        | Agency Mortgage-Backed Securities |
| GNII SF DH1579 C     | 2055-01-20      | 5.5000%  | 0.0000% | $2448112.00        | $2421532.85        | Agency Mortgage-Backed Securities |
| GNII SF DH1813 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1136616.00        | $1196444.79        | Agency Mortgage-Backed Securities |
| GNII SF DH3001 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1014604.00        | $1075362.13        | Agency Mortgage-Backed Securities |
| GNII SF DH3024 C     | 2055-02-20      | 6.5000%  | 0.0000% | $3211988.00        | $3284656.49        | Agency Mortgage-Backed Securities |
| GNII BD DH5121 C     | 2055-02-20      | 4.5000%  | 0.0000% | $8760304.00        | $8141916.90        | Agency Mortgage-Backed Securities |
| GNII SF DG9298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $5134936.00        | $5384758.87        | Agency Mortgage-Backed Securities |
| GNII ET DG9562 C     | 2064-11-20      | 5.0000%  | 0.0000% | $339761.00         | $327311.32         | Agency Mortgage-Backed Securities |
| GNII SF DH2864 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1864036.00        | $1940432.25        | Agency Mortgage-Backed Securities |
| GNII SF DH0333 C     | 2055-02-20      | 5.0000%  | 0.0000% | $1259712.00        | $1226147.02        | Agency Mortgage-Backed Securities |
| GNII SF DH3331 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1283264.00        | $1360257.61        | Agency Mortgage-Backed Securities |
| GNII ET DH1800 C     | 2064-11-20      | 6.0000%  | 0.0000% | $514305.00         | $518610.77         | Agency Mortgage-Backed Securities |
| GNII SF DH2691 C     | 2055-01-20      | 4.5000%  | 0.0000% | $1075632.00        | $1003069.78        | Agency Mortgage-Backed Securities |
| GNII SF DH2454 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1145698.00        | $1181349.21        | Agency Mortgage-Backed Securities |
| GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $95901696.00       | $92830443.58       | Agency Mortgage-Backed Securities |
| GNII SF DI3144 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2107968.00        | $2177072.25        | Agency Mortgage-Backed Securities |
| GNII SF DH2919 C     | 2055-02-20      | 6.0000%  | 0.0000% | $8696128.00        | $8854135.80        | Agency Mortgage-Backed Securities |
| GNII SF DH5291 C     | 2055-02-20      | 5.5000%  | 0.0000% | $2455208.00        | $2429166.56        | Agency Mortgage-Backed Securities |
| GNII ET DH4039 C     | 2065-02-20      | 5.0000%  | 0.0000% | $309948.00         | $298787.65         | Agency Mortgage-Backed Securities |
| GNII ET DH4037 C     | 2065-03-20      | 4.0000%  | 0.0000% | $1023298.00        | $924291.60         | Agency Mortgage-Backed Securities |
| GNII ET DH5109 C     | 2065-02-20      | 5.0000%  | 0.0000% | $187794.00         | $180854.79         | Agency Mortgage-Backed Securities |
| GNII SF DG9995 C     | 2055-01-20      | 7.0000%  | 0.0000% | $3044600.00        | $2719325.91        | Agency Mortgage-Backed Securities |
| GNII SF DE9066 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1799000.00        | $1870454.24        | Agency Mortgage-Backed Securities |
| GNII SF DF1362 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1675488.00        | $1778612.35        | Agency Mortgage-Backed Securities |
| GNII ET DE7568 C     | 2064-09-20      | 6.5000%  | 0.0000% | $96444.00          | $67979.49          | Agency Mortgage-Backed Securities |
| GNII ET DF0855 C     | 2064-09-20      | 6.5000%  | 0.0000% | $64818.00          | $45828.93          | Agency Mortgage-Backed Securities |
| GNII SF DF1324 C     | 2054-10-20      | 7.5000%  | 0.0000% | $3048640.00        | $3041082.19        | Agency Mortgage-Backed Securities |
| GNII SF DF2316 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1122952.00        | $1165462.51        | Agency Mortgage-Backed Securities |
| GNII SF DF1925 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1358734.00        | $607168.44         | Agency Mortgage-Backed Securities |
| GNII ET DF1543 C     | 2064-07-20      | 3.0000%  | 0.0000% | $275517.00         | $232520.98         | Agency Mortgage-Backed Securities |
| GNII ET DF3627 C     | 2063-12-20      | 7.5000%  | 0.0000% | $733413.00         | $751920.58         | Agency Mortgage-Backed Securities |
| GNII SF DE8990 C     | 2054-09-20      | 6.5000%  | 0.0000% | $1154508.00        | $1199701.14        | Agency Mortgage-Backed Securities |
| GNII ET DE7690 C     | 2064-10-20      | 5.0000%  | 0.0000% | $662114.00         | $636232.76         | Agency Mortgage-Backed Securities |
| GNII ET DF0478 C     | 2064-10-20      | 6.5000%  | 0.0000% | $73273.00          | $42138.10          | Agency Mortgage-Backed Securities |
| GNII SF DF0693 C     | 2054-09-20      | 6.0000%  | 0.0000% | $1171390.00        | $1192127.78        | Agency Mortgage-Backed Securities |
| GNII SF DE8971 C     | 2054-10-20      | 6.0000%  | 0.0000% | $8889090.00        | $9025159.35        | Agency Mortgage-Backed Securities |
| GNII SF DE9915 C     | 2054-11-20      | 6.5000%  | 0.0000% | $4467950.00        | $4557075.07        | Agency Mortgage-Backed Securities |
| GNII SF DF1389 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1282844.00        | $1363100.13        | Agency Mortgage-Backed Securities |
| GNII SF DF1353 C     | 2054-10-20      | 6.5000%  | 0.0000% | $731947.00         | $767849.29         | Agency Mortgage-Backed Securities |
| GNII SF DF1200 C     | 2054-08-20      | 4.0000%  | 0.0000% | $1290340.00        | $1169966.99        | Agency Mortgage-Backed Securities |
| GNII SF DF1038 C     | 2054-11-20      | 5.0000%  | 0.0000% | $2240208.00        | $2175095.48        | Agency Mortgage-Backed Securities |
| GNII ET DE9086 C     | 2064-09-20      | 6.0000%  | 0.0000% | $6882344.00        | $4537340.41        | Agency Mortgage-Backed Securities |
| GNII ET DE9719 C     | 2064-10-20      | 6.0000%  | 0.0000% | $236750.00         | $238323.20         | Agency Mortgage-Backed Securities |
| GNII SF DF1311 C     | 2054-10-20      | 6.5000%  | 0.0000% | $730410.00         | $766483.41         | Agency Mortgage-Backed Securities |
| GNII ET DF3569 C     | 2064-09-20      | 6.0000%  | 0.0000% | $69121.00          | $69543.18          | Agency Mortgage-Backed Securities |
| GNII SF DF2412 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1103258.00        | $1135243.99        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA5476 | 2048-06-01      | 4.5000%  | 0.0000% | $464733.00         | $31113.00          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA5696 | 2048-09-01      | 4.5000%  | 0.0000% | $3535996.00        | $195146.31         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZA3832 | 2030-09-01      | 2.5000%  | 0.0000% | $593966.00         | $73781.98          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2457 | 2037-05-01      | 3.0000%  | 0.0000% | $1050000.00        | $152403.27         | Agency Mortgage-Backed Securities |
| GNII ET DF2490 C     | 2064-09-20      | 6.0000%  | 0.0000% | $306986.00         | $306980.62         | Agency Mortgage-Backed Securities |
| GNII SF DF1394 C     | 2054-11-20      | 7.5000%  | 0.0000% | $13035952.00       | $13849417.41       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZA3822 | 2030-08-01      | 2.5000%  | 0.0000% | $357033.00         | $40561.48          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3930 | 2040-08-01      | 5.5000%  | 0.0000% | $1612504.00        | $123183.83         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA4542 | 2034-12-01      | 4.5000%  | 0.0000% | $415954.00         | $42007.58          | Agency Mortgage-Backed Securities |
| GNII SF DE5115 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1015094.00        | $1058363.44        | Agency Mortgage-Backed Securities |
| GNII ET DE4481 C     | 2064-08-20      | 3.5000%  | 0.0000% | $882664.00         | $763549.76         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2277 | 2032-09-01      | 3.0000%  | 0.0000% | $600000.00         | $60243.36          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2235 | 2031-12-01      | 4.0000%  | 0.0000% | $500000.00         | $25687.87          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0843 | 2035-02-01      | 5.5000%  | 0.0000% | $15852660.00       | $158583.49         | Agency Mortgage-Backed Securities |
| GNII SF BX4931 C     | 2050-08-20      | 2.5000%  | 0.0000% | $1005160.00        | $690903.58         | Agency Mortgage-Backed Securities |
| GNII SF CG9023 C     | 2051-10-20      | 2.5000%  | 0.0000% | $275000.00         | $179687.83         | Agency Mortgage-Backed Securities |
| GNII SF BV8721 C     | 2050-07-20      | 2.5000%  | 0.0000% | $827055.00         | $453920.86         | Agency Mortgage-Backed Securities |
| GNII SF BZ8509 C     | 2050-12-20      | 3.0000%  | 0.0000% | $109000.00         | $71207.86          | Agency Mortgage-Backed Securities |
| GNII SF BY6449 C     | 2045-11-20      | 3.0000%  | 0.0000% | $323465.00         | $244435.00         | Agency Mortgage-Backed Securities |
| GNII SF CB4530 C     | 2046-03-20      | 2.5000%  | 0.0000% | $92028.00          | $66036.16          | Agency Mortgage-Backed Securities |
| GNII SF BY8781 C     | 2050-10-20      | 3.0000%  | 0.0000% | $713031.00         | $346604.28         | Agency Mortgage-Backed Securities |
| GNII RG CE6639 C     | 2046-08-20      | 3.0000%  | 0.0000% | $585082.00         | $249909.42         | Agency Mortgage-Backed Securities |
| GNII SF CA4178 C     | 2051-09-20      | 3.0000%  | 0.0000% | $1653974.00        | $675445.84         | Agency Mortgage-Backed Securities |
| GNII SF CC9794 C     | 2051-04-20      | 3.0000%  | 0.0000% | $124977.00         | $89715.91          | Agency Mortgage-Backed Securities |
| GNII SF CG8221 C     | 2051-11-20      | 2.5000%  | 0.0000% | $2138896.00        | $1632343.56        | Agency Mortgage-Backed Securities |
| GNII SF BY2936 C     | 2034-05-20      | 5.0000%  | 0.0000% | $1985746.00        | $670595.69         | Agency Mortgage-Backed Securities |
| GNII RG CF1405 C     | 2050-08-20      | 3.0000%  | 0.0000% | $175000.00         | $80405.59          | Agency Mortgage-Backed Securities |
| GNII SF CC9793 C     | 2051-04-20      | 3.0000%  | 0.0000% | $149971.00         | $94598.85          | Agency Mortgage-Backed Securities |
| GNII SF BW4890 C     | 2050-09-20      | 3.0000%  | 0.0000% | $1600606.00        | $452871.82         | Agency Mortgage-Backed Securities |
| GNII SF BV4484 C     | 2050-06-20      | 4.0000%  | 0.0000% | $1072358.00        | $477153.84         | Agency Mortgage-Backed Securities |
| GNII SF BW8884 C     | 2032-07-20      | 7.5000%  | 0.0000% | $1094792.00        | $412073.91         | Agency Mortgage-Backed Securities |
| GNII SF BZ4587 C     | 2033-05-20      | 6.0000%  | 0.0000% | $1514488.00        | $535562.89         | Agency Mortgage-Backed Securities |
| GNII SF BX4961 C     | 2050-09-20      | 3.0000%  | 0.0000% | $168849.00         | $100363.34         | Agency Mortgage-Backed Securities |
| GNII SF BY6409 C     | 2050-10-20      | 2.5000%  | 0.0000% | $308890.00         | $185055.73         | Agency Mortgage-Backed Securities |
| GNII SF BW4519 C     | 2033-02-20      | 6.5000%  | 0.0000% | $2544728.00        | $934675.08         | Agency Mortgage-Backed Securities |
| GNII SF BY6448 C     | 2050-11-20      | 3.0000%  | 0.0000% | $958499.00         | $646308.40         | Agency Mortgage-Backed Securities |
| GNII SF BV8707 C     | 2050-07-20      | 2.5000%  | 0.0000% | $1159914.00        | $441695.39         | Agency Mortgage-Backed Securities |
| GNII SF BS1728 C     | 2050-01-20      | 4.0000%  | 0.0000% | $100000.00         | $27309.53          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0919 | 2038-05-01      | 3.0000%  | 0.0000% | $2420760.00        | $1826931.13        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2474 | 2053-01-01      | 5.5000%  | 0.0000% | $200000.00         | $146595.11         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4552 | 2044-02-01      | 3.5000%  | 0.0000% | $1035000.00        | $83115.31          | Agency Mortgage-Backed Securities |
| GNII SF DE5639 C     | 2054-09-20      | 5.0000%  | 0.0000% | $1544622.00        | $1492132.65        | Agency Mortgage-Backed Securities |
| GNPL PN DE6503       | 2060-04-15      | 5.3400%  | 0.0000% | $1787514.00        | $1795042.82        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA5297 | 2048-03-01      | 4.0000%  | 0.0000% | $200000.00         | $36529.00          | Agency Mortgage-Backed Securities |
| FEPC 04.500 3SZN0169 | 2045-10-01      | 4.5000%  | 0.0000% | $1129200.00        | $432422.42         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1548 | 2035-05-01      | 6.0000%  | 0.0000% | $1961862.00        | $16957.00          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0479 | 2035-10-01      | 2.5000%  | 0.0000% | $275000.00         | $127861.47         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2383 | 2035-06-01      | 3.0000%  | 0.0000% | $9000000.00        | $1101810.08        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0032 | 2047-05-01      | 3.0000%  | 0.0000% | $450000.00         | $111051.75         | Agency Mortgage-Backed Securities |
| FEPC 05.000 3SZT0937 | 2044-05-01      | 5.0000%  | 0.0000% | $330000.00         | $46380.51          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  | 0.0000% | $3964072.00        | $474815.50         | Agency Mortgage-Backed Securities |
| GNII ET DI3692 C     | 2065-02-20      | 7.0000%  | 0.0000% | $421055.00         | $432609.61         | Agency Mortgage-Backed Securities |
| GNII ET DI2483 C     | 2065-04-20      | 5.0000%  | 0.0000% | $6535696.00        | $6307657.58        | Agency Mortgage-Backed Securities |
| GNII SF DH6071 C     | 2055-02-20      | 4.5000%  | 0.0000% | $1534590.00        | $1435523.63        | Agency Mortgage-Backed Securities |
| GNII ET DH7568 C     | 2064-12-20      | 3.5000%  | 0.0000% | $96157.00          | $83379.08          | Agency Mortgage-Backed Securities |
| GNII ET DH7877 C     | 2065-02-20      | 4.5000%  | 0.0000% | $450182.00         | $419352.43         | Agency Mortgage-Backed Securities |
| GNII SF DH6851 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3452408.00        | $3625459.43        | Agency Mortgage-Backed Securities |
| GNII ET DH6134 C     | 2065-02-20      | 6.5000%  | 0.0000% | $991928.00         | $1019088.59        | Agency Mortgage-Backed Securities |
| GNII SF DH6797 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1567714.00        | $1619512.53        | Agency Mortgage-Backed Securities |
| GNII SF DH6952 C     | 2050-03-20      | 7.0000%  | 0.0000% | $1050712.00        | $1084155.93        | Agency Mortgage-Backed Securities |
| GNII ET DH7317 C     | 2064-11-20      | 6.0000%  | 0.0000% | $338732.00         | $341553.67         | Agency Mortgage-Backed Securities |
| GNII ET DH0407 C     | 2065-02-20      | 7.0000%  | 0.0000% | $722496.00         | $401012.82         | Agency Mortgage-Backed Securities |
| GNII SF DH6870 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1783594.00        | $1825271.98        | Agency Mortgage-Backed Securities |
| GNII ET DH5689 C     | 2065-01-20      | 6.5000%  | 0.0000% | $42720.00          | $43710.10          | Agency Mortgage-Backed Securities |
| GNII SF DH6963 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2403056.00        | $2483443.48        | Agency Mortgage-Backed Securities |
| GNII SF DH6153 C     | 2055-01-20      | 6.5000%  | 0.0000% | $4754790.00        | $4967880.57        | Agency Mortgage-Backed Securities |
| GNII SF DH6835 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1620114.00        | $1671826.94        | Agency Mortgage-Backed Securities |
| GNII ET DH6091 C     | 2065-02-20      | 3.5000%  | 0.0000% | $739658.00         | $641968.69         | Agency Mortgage-Backed Securities |
| GNII SF DH2865 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3005772.00        | $3122695.20        | Agency Mortgage-Backed Securities |
| GNII ET DH5354 C     | 2065-02-20      | 3.5000%  | 0.0000% | $1325178.00        | $1150238.88        | Agency Mortgage-Backed Securities |
| GNII ET DH5522 C     | 2065-01-20      | 6.5000%  | 0.0000% | $253546.00         | $259312.60         | Agency Mortgage-Backed Securities |
| GNII SF DH3677 C     | 2055-05-20      | 6.0000%  | 0.0000% | $4838384.00        | $4944626.85        | Agency Mortgage-Backed Securities |
| GNII SF DH2870 C     | 2055-01-20      | 7.0000%  | 0.0000% | $14807472.00       | $15266029.53       | Agency Mortgage-Backed Securities |
| GNII SF DH3676 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1349006.00        | $1378627.92        | Agency Mortgage-Backed Securities |
| GNII SF DH3446 C     | 2055-02-20      | 5.5000%  | 0.0000% | $24281440.00       | $24027436.28       | Agency Mortgage-Backed Securities |
| GNII JM 004709 M     | 2040-06-20      | 4.5000%  | 0.0000% | $6878104.00        | $231616.21         | Agency Mortgage-Backed Securities |
| GNII SF 003426 M     | 2033-07-20      | 4.0000%  | 0.0000% | $962000.00         | $19169.71          | Agency Mortgage-Backed Securities |
| GNII SF 005326 M     | 2027-03-20      | 3.0000%  | 0.0000% | $1163000.00        | $15684.94          | Agency Mortgage-Backed Securities |
| GNII SF AU6346 C     | 2046-09-20      | 3.0000%  | 0.0000% | $7684824.00        | $1576131.53        | Agency Mortgage-Backed Securities |
| GNII SF 004747 M     | 2040-07-20      | 5.0000%  | 0.0000% | $725138.00         | $24844.40          | Agency Mortgage-Backed Securities |
| GNII SF 002615 M     | 2028-07-20      | 6.5000%  | 0.0000% | $14974976.00       | $12315.58          | Agency Mortgage-Backed Securities |
| GNII SF 003308 M     | 2032-11-20      | 6.5000%  | 0.0000% | $9711120.00        | $38371.69          | Agency Mortgage-Backed Securities |
| GNMI SF AY0520 X     | 2047-08-15      | 4.0000%  | 0.0000% | $678180.00         | $95720.56          | Agency Mortgage-Backed Securities |
| GNMI SF AT2379 X     | 2046-05-15      | 4.5000%  | 0.0000% | $1242328.00        | $89182.50          | Agency Mortgage-Backed Securities |
| GNMI SF 592626 X     | 2033-04-15      | 6.0000%  | 0.0000% | $1909000.00        | $22020.80          | Agency Mortgage-Backed Securities |
| GNII SF 005016 M     | 2041-04-20      | 4.0000%  | 0.0000% | $5200000.00        | $273602.16         | Agency Mortgage-Backed Securities |
| GNMI SF 592312 X     | 2032-08-15      | 6.5000%  | 0.0000% | $1057272.00        | $23163.68          | Agency Mortgage-Backed Securities |
| GNII SF 005277 M     | 2027-01-20      | 3.5000%  | 0.0000% | $2900000.00        | $27844.07          | Agency Mortgage-Backed Securities |
| GNII SF 004245 M     | 2038-09-20      | 6.0000%  | 0.0000% | $151600000.00      | $1381782.48        | Agency Mortgage-Backed Securities |
| GNMI SF AZ5517 X     | 2047-04-15      | 3.0000%  | 0.0000% | $319683.00         | $199728.18         | Agency Mortgage-Backed Securities |
| GNII SF AX4344 C     | 2046-10-20      | 3.5000%  | 0.0000% | $305000.00         | $70020.35          | Agency Mortgage-Backed Securities |
| GNII SF 003362 M     | 2033-03-20      | 6.0000%  | 0.0000% | $1092000.00        | $6990.15           | Agency Mortgage-Backed Securities |
| GNII SF 003737 M     | 2035-07-20      | 6.0000%  | 0.0000% | $295000.00         | $5402.48           | Agency Mortgage-Backed Securities |
| GNII SF AX4345 C     | 2046-10-20      | 3.5000%  | 0.0000% | $1259574.00        | $212897.88         | Agency Mortgage-Backed Securities |
| GNMI SF 582339 X     | 2032-09-15      | 6.5000%  | 0.0000% | $33204928.00       | $36081.68          | Agency Mortgage-Backed Securities |
| GNMI SF AU3366 X     | 2046-07-15      | 4.5000%  | 0.0000% | $684850.00         | $22049.99          | Agency Mortgage-Backed Securities |
| GNMI SF 586602 X     | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $11181.83          | Agency Mortgage-Backed Securities |
| GNII SF AZ3074 C     | 2047-02-20      | 4.0000%  | 0.0000% | $9636464.00        | $602280.96         | Agency Mortgage-Backed Securities |
| GNMI SF 575018 X     | 2032-07-15      | 6.5000%  | 0.0000% | $709477.00         | $7575.80           | Agency Mortgage-Backed Securities |
| GNII SF AI4167 C     | 2044-08-20      | 4.0000%  | 0.0000% | $106000.00         | $17164.93          | Agency Mortgage-Backed Securities |
| GNII SF 003120 M     | 2031-08-20      | 6.5000%  | 0.0000% | $146915072.00      | $220910.91         | Agency Mortgage-Backed Securities |
| GNII SF AR7646 C     | 2046-02-20      | 3.5000%  | 0.0000% | $500000.00         | $100018.02         | Agency Mortgage-Backed Securities |
| GNII SF DI9449 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1295234.00        | $1264221.79        | Agency Mortgage-Backed Securities |
| GNMI SF AZ8592 X     | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $35280.64          | Agency Mortgage-Backed Securities |
| GNMI SF AX5857 X     | 2047-01-15      | 4.0000%  | 0.0000% | $354245.00         | $32271.11          | Agency Mortgage-Backed Securities |
| GNII SF AZ1974 C     | 2047-04-20      | 3.5000%  | 0.0000% | $162352.00         | $37846.17          | Agency Mortgage-Backed Securities |
| GNMI SF 578323 X     | 2032-07-15      | 6.5000%  | 0.0000% | $902745.00         | $15520.90          | Agency Mortgage-Backed Securities |
| GNMI SF 578273 X     | 2032-06-15      | 6.5000%  | 0.0000% | $7869888.00        | $17327.54          | Agency Mortgage-Backed Securities |
| GNII SP 787704 C     | 2054-11-20      | 5.0000%  | 0.0000% | $64381696.00       | $61683150.61       | Agency Mortgage-Backed Securities |
| GNII SP 787355 C     | 2054-02-20      | 6.0000%  | 0.0000% | $100000.00         | $90114.90          | Agency Mortgage-Backed Securities |
| GNII SP 786995 C     | 2051-08-20      | 3.0000%  | 0.0000% | $144405760.00      | $108911932.24      | Agency Mortgage-Backed Securities |
| GNII SP 787928 C     | 2055-04-20      | 5.5000%  | 0.0000% | $80401792.00       | $80325610.37       | Agency Mortgage-Backed Securities |
| GNII SP 787108 C     | 2053-11-20      | 6.5000%  | 0.0000% | $8800000.00        | $7112209.05        | Agency Mortgage-Backed Securities |
| GNII SP 787702 C     | 2054-06-20      | 6.0000%  | 0.0000% | $74532608.00       | $62151617.09       | Agency Mortgage-Backed Securities |
| GNII SP 787112 C     | 2051-12-20      | 2.5000%  | 0.0000% | $56515584.00       | $41167968.48       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9307 | 2053-06-01      | 5.5000%  | 0.0000% | $447341.00         | $412089.52         | Agency Mortgage-Backed Securities |
| GNII JP 787326 M     | 2039-07-20      | 6.0000%  | 0.0000% | $37725824.00       | $27156801.75       | Agency Mortgage-Backed Securities |
| GNII SF DI2161 C     | 2055-02-20      | 4.5000%  | 0.0000% | $1486346.00        | $1130698.64        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTRB5318 | 2044-11-01      | 4.5000%  | 0.0000% | $21193056.00       | $19760300.63       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5054 | 2040-06-01      | 2.5000%  | 0.0000% | $33457216.00       | $10969399.68       | Agency Mortgage-Backed Securities |
| GNII ET DD7296 C     | 2063-11-20      | 7.5000%  | 0.0000% | $200739.00         | $206357.38         | Agency Mortgage-Backed Securities |
| GNII SF MA9242 M     | 2053-09-20      | 6.0000%  | 0.0000% | $8080000.00        | $5804990.49        | Agency Mortgage-Backed Securities |
| GNII ET DD2532 C     | 2064-12-20      | 4.0000%  | 0.0000% | $156169.00         | $140976.94         | Agency Mortgage-Backed Securities |
| GNII ET DD5346 C     | 2064-07-20      | 6.5000%  | 0.0000% | $20778.00          | $21186.37          | Agency Mortgage-Backed Securities |
| GNII ET DD5335 C     | 2064-08-20      | 6.5000%  | 0.0000% | $46790.00          | $47721.13          | Agency Mortgage-Backed Securities |
| GNII ET DD1392 C     | 2064-06-20      | 5.0000%  | 0.0000% | $893764.00         | $856860.69         | Agency Mortgage-Backed Securities |
| GNII ET DC9727 C     | 2063-12-20      | 7.5000%  | 0.0000% | $275446.00         | $281079.36         | Agency Mortgage-Backed Securities |
| GNII ET DD1525 C     | 2064-07-20      | 6.5000%  | 0.0000% | $69937.00          | $39910.30          | Agency Mortgage-Backed Securities |
| GNII ET DD5354 C     | 2064-08-20      | 6.5000%  | 0.0000% | $25213.00          | $25708.73          | Agency Mortgage-Backed Securities |
| GNII ET DB9202 C     | 2064-04-20      | 4.5000%  | 0.0000% | $320954.00         | $297216.21         | Agency Mortgage-Backed Securities |
| GNII SF 005333 M     | 2042-03-20      | 4.5000%  | 0.0000% | $31052640.00       | $1687218.94        | Agency Mortgage-Backed Securities |
| GNII SF 004580 M     | 2039-11-20      | 6.0000%  | 0.0000% | $674291.00         | $25080.03          | Agency Mortgage-Backed Securities |
| GNMI SF 757388 X     | 2046-09-15      | 2.5000%  | 0.0000% | $5919680.00        | $2798519.29        | Agency Mortgage-Backed Securities |
| GNMI SF 667703 X     | 2037-05-15      | 5.5000%  | 0.0000% | $1119202.00        | $19262.10          | Agency Mortgage-Backed Securities |
| GNII SF 003335 M     | 2033-01-20      | 6.5000%  | 0.0000% | $5065224.00        | $25845.07          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK7530 | 2030-07-01      | 2.5000%  | 0.0000% | $85657.00          | $8022.06           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL2899 | 2042-04-01      | 3.5000%  | 0.0000% | $41151680.00       | $3439596.50        | Agency Mortgage-Backed Securities |
| GNII SF CW4741 C     | 2053-07-20      | 7.5000%  | 0.0000% | $4420664.00        | $3707035.30        | Agency Mortgage-Backed Securities |
| GNCL CS CV1945       | 2065-04-15      | 11.2500% | 0.0000% | $28649600.00       | $30457518.68       | Agency Mortgage-Backed Securities |
| GNII SF CX6562 C     | 2053-09-20      | 7.5000%  | 0.0000% | $1385840.00        | $1412580.14        | Agency Mortgage-Backed Securities |
| GNII SF CX4389 C     | 2053-08-20      | 7.5000%  | 0.0000% | $2465944.00        | $2308471.48        | Agency Mortgage-Backed Securities |
| GNII ET CU1133 C     | 2063-07-20      | 5.0000%  | 0.0000% | $11487328.00       | $7092751.87        | Agency Mortgage-Backed Securities |
| GNII SF CQ7645 C     | 2041-10-20      | 4.0000%  | 0.0000% | $2505880.00        | $1981096.76        | Agency Mortgage-Backed Securities |
| GNII SF CR2375 C     | 2053-02-20      | 6.0000%  | 0.0000% | $117392.00         | $122128.79         | Agency Mortgage-Backed Securities |
| GNMI SF CR2376 X     | 2053-02-15      | 6.0000%  | 0.0000% | $2538820.00        | $2466110.18        | Agency Mortgage-Backed Securities |
| GNII SF CV6328 C     | 2053-06-20      | 5.5000%  | 0.0000% | $2902684.00        | $2550709.50        | Agency Mortgage-Backed Securities |
| GNII ET CV1703 C     | 2062-09-20      | 5.0000%  | 0.0000% | $1732440.00        | $1414983.76        | Agency Mortgage-Backed Securities |
| GNII SF CT9598 C     | 2053-04-20      | 5.0000%  | 0.0000% | $1057058.00        | $839657.45         | Agency Mortgage-Backed Securities |
| GNII SF CX6561 C     | 2053-09-20      | 7.5000%  | 0.0000% | $2374576.00        | $2087054.76        | Agency Mortgage-Backed Securities |
| GNMI SF AD9005 X     | 2043-04-15      | 3.5000%  | 0.0000% | $125000.00         | $19122.12          | Agency Mortgage-Backed Securities |
| GNII ET CV9960 C     | 2063-04-20      | 6.5000%  | 0.0000% | $423771.00         | $279206.44         | Agency Mortgage-Backed Securities |
| GNII ET CV1309 C     | 2063-11-20      | 7.5000%  | 0.0000% | $124031.00         | $127176.82         | Agency Mortgage-Backed Securities |
| GNII ET CV9571 C     | 2062-08-20      | 5.0000%  | 0.0000% | $204349.00         | $194690.18         | Agency Mortgage-Backed Securities |
| GNII ET CU9320 C     | 2063-06-20      | 6.5000%  | 0.0000% | $809940.00         | $56407.04          | Agency Mortgage-Backed Securities |
| GNII RG CS3955 C     | 2040-05-20      | 5.5000%  | 0.0000% | $4280136.00        | $3174950.48        | Agency Mortgage-Backed Securities |
| GNII SF CW1327 C     | 2053-10-20      | 6.5000%  | 0.0000% | $1844334.00        | $1716702.99        | Agency Mortgage-Backed Securities |
| GNII SF CU0858 C     | 2053-05-20      | 5.0000%  | 0.0000% | $1173938.00        | $943847.27         | Agency Mortgage-Backed Securities |
| GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $22961056.00       | $17716795.82       | Agency Mortgage-Backed Securities |
| GNII SF MA9850 M     | 2054-08-20      | 5.0000%  | 0.0000% | $6692120.00        | $6345797.08        | Agency Mortgage-Backed Securities |
| GNII JM MA8558 M     | 2053-01-20      | 4.5000%  | 0.0000% | $776534.00         | $638275.60         | Agency Mortgage-Backed Securities |
| GNMI SF 568466 X     | 2032-08-15      | 6.5000%  | 0.0000% | $2765752.00        | $17004.76          | Agency Mortgage-Backed Securities |
| GNAR AR 080137 M     | 2027-11-20      | 4.7500%  | 0.0000% | $22626304.00       | $8770.24           | Agency Mortgage-Backed Securities |
| GNMI SF 477023 X     | 2030-01-15      | 6.5000%  | 0.0000% | $505184.00         | $5809.03           | Agency Mortgage-Backed Securities |
| GNMI SF 726376 X     | 2039-10-15      | 5.0000%  | 0.0000% | $525000.00         | $7090.26           | Agency Mortgage-Backed Securities |
| GNMI SF 723437 X     | 2039-11-15      | 5.0000%  | 0.0000% | $352491.00         | $11594.39          | Agency Mortgage-Backed Securities |
| GNMI SF 738603 X     | 2026-08-15      | 4.0000%  | 0.0000% | $3490000.00        | $24085.48          | Agency Mortgage-Backed Securities |
| GNMI SF 532558 X     | 2030-08-15      | 8.5000%  | 0.0000% | $983809.00         | $5027.92           | Agency Mortgage-Backed Securities |
| GNII SF 737682 C     | 2040-11-20      | 3.5000%  | 0.0000% | $2240000.00        | $97361.66          | Agency Mortgage-Backed Securities |
| GNMI SF 738765 X     | 2041-09-15      | 4.0000%  | 0.0000% | $8347568.00        | $1222428.76        | Agency Mortgage-Backed Securities |
| GNII SF 547245 C     | 2031-02-20      | 3.5000%  | 0.0000% | $709603.00         | $26637.55          | Agency Mortgage-Backed Securities |
| GNII SF 518955 C     | 2029-09-20      | 3.5000%  | 0.0000% | $1127130.00        | $46456.77          | Agency Mortgage-Backed Securities |
| GNII SF 545327 C     | 2030-12-20      | 3.5000%  | 0.0000% | $482401.00         | $16522.77          | Agency Mortgage-Backed Securities |
| GNMI SF 733967 X     | 2040-10-15      | 4.0000%  | 0.0000% | $50000000.00       | $3303774.36        | Agency Mortgage-Backed Securities |
| GNAR AS 082678 M     | 2040-11-20      | 6.3750%  | 0.0000% | $8000000.00        | $199013.76         | Agency Mortgage-Backed Securities |
| GNMI SF 742544 X     | 2040-09-15      | 4.0000%  | 0.0000% | $4320000.00        | $171339.23         | Agency Mortgage-Backed Securities |
| GNMI SF 400596 X     | 2038-03-15      | 5.5000%  | 0.0000% | $5150000.00        | $70112.41          | Agency Mortgage-Backed Securities |
| GNMI SF 503515 X     | 2029-03-15      | 7.0000%  | 0.0000% | $2013480.00        | $11010.90          | Agency Mortgage-Backed Securities |
| GNMI SF 479607 X     | 2041-10-15      | 4.0000%  | 0.0000% | $203134.00         | $15663.89          | Agency Mortgage-Backed Securities |
| GNMI SP 784250 X     | 2040-05-15      | 6.5000%  | 0.0000% | $13621408.00       | $2125711.49        | Agency Mortgage-Backed Securities |
| GNII SP 784427 C     | 2048-01-20      | 4.0000%  | 0.0000% | $92583040.00       | $17420295.31       | Agency Mortgage-Backed Securities |
| GNAR AT 080916 M     | 2034-05-20      | 4.8750%  | 0.0000% | $1275000.00        | $29645.78          | Agency Mortgage-Backed Securities |
| GNMI SF 721749 X     | 2040-08-15      | 4.5000%  | 0.0000% | $37291712.00       | $921070.02         | Agency Mortgage-Backed Securities |
| GNAR AR 080076 M     | 2027-05-20      | 4.8750%  | 0.0000% | $24788992.00       | $7027.22           | Agency Mortgage-Backed Securities |
| GNMI SP 784571 X     | 2048-06-15      | 3.5000%  | 0.0000% | $100000.00         | $24474.46          | Agency Mortgage-Backed Securities |
| GNAR AR 080312 M     | 2029-08-20      | 4.6250%  | 0.0000% | $5476592.00        | $6008.27           | Agency Mortgage-Backed Securities |
| GNAR AR 080318 M     | 2029-09-20      | 4.6250%  | 0.0000% | $5000000.00        | $8875.00           | Agency Mortgage-Backed Securities |
| GNMI SP 784500 X     | 2047-02-15      | 3.0000%  | 0.0000% | $560000.00         | $194189.94         | Agency Mortgage-Backed Securities |
| GNII SP 784705 C     | 2049-03-20      | 4.5000%  | 0.0000% | $1497674.00        | $10699.04          | Agency Mortgage-Backed Securities |
| GNII JP 783964 M     | 2030-01-20      | 4.0000%  | 0.0000% | $1000000.00        | $44519.28          | Agency Mortgage-Backed Securities |
| GNAR AT 082997 M     | 2041-12-20      | 4.7500%  | 0.0000% | $300000.00         | $7422.68           | Agency Mortgage-Backed Securities |
| GNAR AR 080143 M     | 2027-12-20      | 4.7500%  | 0.0000% | $14745600.00       | $7184.62           | Agency Mortgage-Backed Securities |
| GNMI SP 783632 X     | 2027-07-15      | 4.0000%  | 0.0000% | $2000000.00        | $15122.50          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7235 | 2048-07-01      | 4.0000%  | 0.0000% | $91601.00          | $8885.09           | Agency Mortgage-Backed Securities |
| GNII SP 786502 C     | 2052-02-20      | 2.5000%  | 0.0000% | $411441.00         | $286973.87         | Agency Mortgage-Backed Securities |
| GNII ET DH9068 C     | 2065-01-20      | 6.5000%  | 0.0000% | $319298.00         | $327921.94         | Agency Mortgage-Backed Securities |
| GNII ET DJ0717 C     | 2065-04-20      | 6.5000%  | 0.0000% | $3547276.00        | $3633535.50        | Agency Mortgage-Backed Securities |
| GNII SF DJ2745 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2492832.00        | $2563367.50        | Agency Mortgage-Backed Securities |
| GNII SF DJ4813 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1688854.00        | $1695708.31        | Agency Mortgage-Backed Securities |
| GNII SF DJ1906 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1329892.00        | $1357756.09        | Agency Mortgage-Backed Securities |
| GNII ET DH9688 C     | 2065-01-20      | 7.0000%  | 0.0000% | $821597.00         | $844140.92         | Agency Mortgage-Backed Securities |
| GNII ET DJ7537 C     | 2065-03-20      | 7.0000%  | 0.0000% | $762996.00         | $782400.44         | Agency Mortgage-Backed Securities |
| GNII ET DJ8087 C     | 2065-04-20      | 3.5000%  | 0.0000% | $838781.00         | $729962.12         | Agency Mortgage-Backed Securities |
| GNII ET DH9724 C     | 2065-01-20      | 7.0000%  | 0.0000% | $416355.00         | $427778.08         | Agency Mortgage-Backed Securities |
| GNII SF DJ1063 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1570016.00        | $1616992.98        | Agency Mortgage-Backed Securities |
| GNII SF DJ1772 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2046036.00        | $2112994.66        | Agency Mortgage-Backed Securities |
| GNII ET DH9932 C     | 2064-12-20      | 6.5000%  | 0.0000% | $45493.00          | $46541.22          | Agency Mortgage-Backed Securities |
| GNII SF DJ8858 C     | 2055-05-20      | 5.5000%  | 0.0000% | $6175576.00        | $6200639.92        | Agency Mortgage-Backed Securities |
| GNII SF DK0034 C     | 2055-05-20      | 5.5000%  | 0.0000% | $28911904.00       | $28922704.22       | Agency Mortgage-Backed Securities |
| GNII SF DK3961 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1130752.00        | $1197143.98        | Agency Mortgage-Backed Securities |
| GNII SF MB0019 M     | 2053-01-20      | 2.0000%  | 0.0000% | $71870.00          | $56779.93          | Agency Mortgage-Backed Securities |
| GNII SF DJ1848 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1353994.00        | $1383725.45        | Agency Mortgage-Backed Securities |
| GNII SF DJ5959 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1719526.00        | $1683675.06        | Agency Mortgage-Backed Securities |
| GNII SF DJ4795 C     | 2055-04-20      | 6.0000%  | 0.0000% | $6667960.00        | $6823702.10        | Agency Mortgage-Backed Securities |
| GNII ET DJ4634 C     | 2065-04-20      | 3.5000%  | 0.0000% | $554130.00         | $481817.20         | Agency Mortgage-Backed Securities |
| GNII JM MB0010 M     | 2054-11-20      | 4.0000%  | 0.0000% | $12602416.00       | $11195752.46       | Agency Mortgage-Backed Securities |
| GNII SF DK1885 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1393518.00        | $1442131.03        | Agency Mortgage-Backed Securities |
| GNII ET DH9686 C     | 2065-01-20      | 6.0000%  | 0.0000% | $932787.00         | $940187.21         | Agency Mortgage-Backed Securities |
| GNII ET DJ3685 C     | 2065-03-20      | 7.0000%  | 0.0000% | $2724496.00        | $2800299.70        | Agency Mortgage-Backed Securities |
| GNII SF DJ4770 C     | 2055-04-20      | 6.5000%  | 0.0000% | $11575776.00       | $12207880.30       | Agency Mortgage-Backed Securities |
| GNII SF DJ8903 C     | 2055-04-20      | 4.5000%  | 0.0000% | $1265838.00        | $1188405.42        | Agency Mortgage-Backed Securities |
| GNII SF DK0363 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1423822.00        | $1434847.45        | Agency Mortgage-Backed Securities |
| GNII SF DJ5960 C     | 2055-04-20      | 5.0000%  | 0.0000% | $2954684.00        | $2887935.00        | Agency Mortgage-Backed Securities |
| GNII ET DJ7027 C     | 2065-03-20      | 3.5000%  | 0.0000% | $556662.00         | $484024.41         | Agency Mortgage-Backed Securities |
| GNII ET DJ5484 C     | 2065-04-20      | 7.0000%  | 0.0000% | $1040438.00        | $1069756.39        | Agency Mortgage-Backed Securities |
| GNII ET DJ5485 C     | 2065-05-20      | 6.5000%  | 0.0000% | $482308.00         | $494036.34         | Agency Mortgage-Backed Securities |
| GNII SF DJ5943 C     | 2055-04-20      | 5.5000%  | 0.0000% | $7401432.00        | $7349285.83        | Agency Mortgage-Backed Securities |
| GNII ET DJ7179 C     | 2065-05-20      | 6.5000%  | 0.0000% | $21068736.00       | $21581066.79       | Agency Mortgage-Backed Securities |
| GNII SF DJ5938 C     | 2055-04-20      | 5.0000%  | 0.0000% | $7067560.00        | $6832156.44        | Agency Mortgage-Backed Securities |
| GNII ET DG9088 C     | 2064-12-20      | 6.5000%  | 0.0000% | $68744.00          | $70097.11          | Agency Mortgage-Backed Securities |
| GNMI SF 774033 X     | 2047-09-15      | 3.0000%  | 0.0000% | $228383.00         | $119714.19         | Agency Mortgage-Backed Securities |
| GNII SF 778108 C     | 2026-12-20      | 3.5000%  | 0.0000% | $905000.00         | $11526.00          | Agency Mortgage-Backed Securities |
| GNMI SF AA5619 X     | 2027-09-15      | 3.0000%  | 0.0000% | $4000000.00        | $114778.73         | Agency Mortgage-Backed Securities |
| GNII SF MA1838 M     | 2044-04-20      | 3.5000%  | 0.0000% | $5648808.00        | $382449.15         | Agency Mortgage-Backed Securities |
| GNII ET DG3097 C     | 2064-09-20      | 5.0000%  | 0.0000% | $86993.00          | $83662.48          | Agency Mortgage-Backed Securities |
| GNII ET DG6808 C     | 2065-01-20      | 4.5000%  | 0.0000% | $345733.00         | $322072.28         | Agency Mortgage-Backed Securities |
| GNII SF DG3288 C     | 2054-12-20      | 4.5000%  | 0.0000% | $1262924.00        | $1173023.88        | Agency Mortgage-Backed Securities |
| GNII SF DG6947 C     | 2055-01-20      | 5.0000%  | 0.0000% | $4253280.00        | $4101114.58        | Agency Mortgage-Backed Securities |
| GNII SF DG4276 C     | 2054-11-20      | 4.5000%  | 0.0000% | $7222512.00        | $6699438.58        | Agency Mortgage-Backed Securities |
| GNII ET DG4210 C     | 2065-01-20      | 7.0000%  | 0.0000% | $8179664.00        | $8401006.65        | Agency Mortgage-Backed Securities |
| GNII ET DG5403 C     | 2065-01-20      | 6.0000%  | 0.0000% | $379650.00         | $382650.53         | Agency Mortgage-Backed Securities |
| GNII SF DG7582 C     | 2054-12-20      | 5.0000%  | 0.0000% | $3428280.00        | $3333042.87        | Agency Mortgage-Backed Securities |
| GNII ET DG6772 C     | 2064-12-20      | 3.5000%  | 0.0000% | $497495.00         | $431775.24         | Agency Mortgage-Backed Securities |
| GNII SF DG4525 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1549840.00        | $1509001.28        | Agency Mortgage-Backed Securities |
| GNII SF DG1190 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1017874.00        | $1048641.46        | Agency Mortgage-Backed Securities |
| GNII SF DG4561 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1910574.00        | $1966604.75        | Agency Mortgage-Backed Securities |
| GNII SF MA2894 M     | 2045-06-20      | 4.5000%  | 0.0000% | $22404000.00       | $1550789.47        | Agency Mortgage-Backed Securities |
| GNII SF 790708 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1527890.00        | $1548567.81        | Agency Mortgage-Backed Securities |
| GNMI SF AA0219 X     | 2042-04-15      | 3.0000%  | 0.0000% | $862021.00         | $97057.05          | Agency Mortgage-Backed Securities |
| GNMI SF 774060 X     | 2048-03-15      | 3.0000%  | 0.0000% | $2553212.00        | $1418337.95        | Agency Mortgage-Backed Securities |
| GNMI SF AA6305 X     | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $6671.36           | Agency Mortgage-Backed Securities |
| GNMI SF 762838 X     | 2041-03-15      | 4.0000%  | 0.0000% | $2671016.00        | $111051.27         | Agency Mortgage-Backed Securities |
| GNMI SF AB3057 X     | 2042-11-15      | 3.0000%  | 0.0000% | $3005252.00        | $244537.25         | Agency Mortgage-Backed Securities |
| GNAR AT MA0243 M     | 2042-07-20      | 4.6250%  | 0.0000% | $6940000.00        | $240882.89         | Agency Mortgage-Backed Securities |
| GNAR AF MA1775 M     | 2044-03-20      | 5.6250%  | 0.0000% | $71215616.00       | $1769957.70        | Agency Mortgage-Backed Securities |
| GNMI SF AC8420 X     | 2043-02-15      | 3.0000%  | 0.0000% | $75000.00          | $11388.75          | Agency Mortgage-Backed Securities |
| GNAR AT MA0111 M     | 2042-05-20      | 4.8750%  | 0.0000% | $830000.00         | $19744.70          | Agency Mortgage-Backed Securities |
| GNMI SF AB9109 X     | 2042-10-15      | 3.0000%  | 0.0000% | $1050000.00        | $116303.47         | Agency Mortgage-Backed Securities |
| GNII SF MA1135 M     | 2028-07-20      | 3.5000%  | 0.0000% | $7222270.00        | $319060.34         | Agency Mortgage-Backed Securities |
| GNMI SF AA1783 X     | 2042-10-15      | 3.0000%  | 0.0000% | $3000000.00        | $335680.95         | Agency Mortgage-Backed Securities |
| GNAR FB MA1114 M     | 2043-06-20      | 7.3750%  | 0.0000% | $1364740.00        | $69380.15          | Agency Mortgage-Backed Securities |
| GNII SF MA0781 M     | 2043-02-20      | 2.5000%  | 0.0000% | $3399000.00        | $467432.80         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG4091 | 2053-05-01      | 5.0000%  | 0.0000% | $20132544.00       | $16815350.68       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG3591 | 2053-05-01      | 5.0000%  | 0.0000% | $11491568.00       | $9130546.71        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA3329 | 2049-10-01      | 3.0000%  | 0.0000% | $185000.00         | $36281.88          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8287 | 2053-01-01      | 4.5000%  | 0.0000% | $6143920.00        | $5129950.38        | Agency Mortgage-Backed Securities |
| GNII SF MA9540 M     | 2054-03-20      | 5.0000%  | 0.0000% | $7469500.00        | $6731940.07        | Agency Mortgage-Backed Securities |
| GNII SF MA9425 M     | 2053-12-20      | 6.5000%  | 0.0000% | $20437120.00       | $11487209.78       | Agency Mortgage-Backed Securities |
| GNII SF MA9725 M     | 2054-06-20      | 5.5000%  | 0.0000% | $35400000.00       | $33038943.46       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA3005 | 2049-09-01      | 4.0000%  | 0.0000% | $1415800.00        | $264769.95         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQE4340 | 2052-06-01      | 5.5000%  | 0.0000% | $6042688.00        | $3528276.43        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7811 | 2053-02-01      | 5.0000%  | 0.0000% | $150829.00         | $113334.83         | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $5777504.00        | $4803334.06        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD7709 | 2052-02-01      | 3.0000%  | 0.0000% | $5447664.00        | $3956095.07        | Agency Mortgage-Backed Securities |
| GNII SF BC9322 C     | 2047-10-20      | 3.5000%  | 0.0000% | $508924.00         | $16526.66          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  | 0.0000% | $100000000.00      | $60374498.56       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQA3850 | 2049-10-01      | 5.5000%  | 0.0000% | $70000.00          | $24400.45          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG2020 | 2053-05-01      | 6.0000%  | 0.0000% | $2028916.00        | $2011381.97        | Agency Mortgage-Backed Securities |
| GNMI SF BE2169 X     | 2048-03-15      | 3.5000%  | 0.0000% | $220422.00         | $18635.81          | Agency Mortgage-Backed Securities |
| GNMI SF BA2521 X     | 2047-04-15      | 5.0000%  | 0.0000% | $222711.00         | $19320.26          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5953 | 2053-01-01      | 6.0000%  | 0.0000% | $1109156.00        | $674371.97         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  | 0.0000% | $19576680.00       | $16271637.59       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC3428 | 2051-06-01      | 2.5000%  | 0.0000% | $505000.00         | $306177.02         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD0191 | 2051-11-01      | 2.5000%  | 0.0000% | $989590.00         | $620740.79         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3701 | 2053-08-01      | 6.0000%  | 0.0000% | $8640000.00        | $7688425.66        | Agency Mortgage-Backed Securities |
| GNII SF MA9538 M     | 2054-02-20      | 4.0000%  | 0.0000% | $68571776.00       | $60778589.19       | Agency Mortgage-Backed Securities |
| GNII SF MA9667 M     | 2054-05-20      | 5.0000%  | 0.0000% | $4073288.00        | $3795483.16        | Agency Mortgage-Backed Securities |
| GNMI SF AO0095 X     | 2045-07-15      | 3.0000%  | 0.0000% | $350000.00         | $51698.50          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8139 | 2051-04-01      | 1.5000%  | 0.0000% | $4132368.00        | $2342376.55        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD1954 | 2051-11-01      | 3.0000%  | 0.0000% | $400000.00         | $262203.17         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $100000000.00      | $85936025.98       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $6637608.00        | $6494202.48        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  | 0.0000% | $3882280.00        | $3006131.90        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQB8896 | 2051-02-01      | 5.0000%  | 0.0000% | $1074564.00        | $257351.98         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $54000.00          | $19296.73          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6922 | 2048-07-01      | 3.5000%  | 0.0000% | $12391984.00       | $10796745.78       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7501 | 2049-07-01      | 4.0000%  | 0.0000% | $670319.00         | $157819.77         | Agency Mortgage-Backed Securities |
| GNII SF DG4443 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1088178.00        | $1045572.61        | Agency Mortgage-Backed Securities |
| GNII SF DG7566 C     | 2054-12-20      | 5.0000%  | 0.0000% | $2516412.00        | $2422322.10        | Agency Mortgage-Backed Securities |
| GNII ET DG4680 C     | 2064-12-20      | 3.5000%  | 0.0000% | $162399.00         | $140966.58         | Agency Mortgage-Backed Securities |
| GNII ET DG5405 C     | 2064-12-20      | 6.5000%  | 0.0000% | $31846.00          | $32567.02          | Agency Mortgage-Backed Securities |
| GNII SF DG6567 C     | 2055-01-20      | 6.0000%  | 0.0000% | $3953048.00        | $4063521.49        | Agency Mortgage-Backed Securities |
| GNII ET DG6618 C     | 2063-12-20      | 7.5000%  | 0.0000% | $87771.00          | $89928.41          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  | 0.0000% | $3618460.00        | $2668558.82        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8233 | 2038-06-01      | 4.5000%  | 0.0000% | $467677.00         | $321522.94         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1463 | 2051-12-01      | 3.0000%  | 0.0000% | $1766380.00        | $1215026.17        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3425 | 2053-07-01      | 5.5000%  | 0.0000% | $189000.00         | $159224.92         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2953 | 2053-04-01      | 4.5000%  | 0.0000% | $1100000.00        | $891402.50         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $800000.00         | $553236.32         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA2688 | 2049-09-01      | 3.0000%  | 0.0000% | $250000.00         | $52976.82          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  | 0.0000% | $154771.00         | $107304.09         | Agency Mortgage-Backed Securities |
| GNII SP 783069 M     | 2040-06-20      | 5.0000%  | 0.0000% | $5200000.00        | $160461.82         | Agency Mortgage-Backed Securities |
| GNII SF 627014 C     | 2030-11-20      | 3.0000%  | 0.0000% | $80466.00          | $21727.63          | Agency Mortgage-Backed Securities |
| GNMI SF 697852 X     | 2039-02-15      | 5.0000%  | 0.0000% | $1376420.00        | $6546.52           | Agency Mortgage-Backed Securities |
| GNMI SF 693564 X     | 2038-07-15      | 6.5000%  | 0.0000% | $538602.00         | $10286.50          | Agency Mortgage-Backed Securities |
| GNMI SP 783321 X     | 2040-12-15      | 5.5000%  | 0.0000% | $15000000.00       | $514863.28         | Agency Mortgage-Backed Securities |
| GNMI SF 711227 X     | 2040-03-15      | 5.0000%  | 0.0000% | $325000.00         | $25382.53          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2974 | 2054-09-01      | 6.5000%  | 0.0000% | $11452080.00       | $10738185.41       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2373 | 2054-09-01      | 6.5000%  | 0.0000% | $14206912.00       | $11845644.78       | Agency Mortgage-Backed Securities |
| GNII SF 683318 C     | 2050-01-20      | 3.5000%  | 0.0000% | $1264210.00        | $537713.79         | Agency Mortgage-Backed Securities |
| GNMI SP 783280 X     | 2039-07-15      | 6.0000%  | 0.0000% | $28828384.00       | $2832073.68        | Agency Mortgage-Backed Securities |
| GNMI SP 783095 X     | 2040-09-15      | 4.0000%  | 0.0000% | $590144.00         | $24075.66          | Agency Mortgage-Backed Securities |
| GNMI SF 617024 X     | 2036-03-15      | 5.0000%  | 0.0000% | $703790.00         | $26615.16          | Agency Mortgage-Backed Securities |
| GNII SF 004883 M     | 2040-12-20      | 4.5000%  | 0.0000% | $3065780.00        | $168968.27         | Agency Mortgage-Backed Securities |
| GNII SF 003377 M     | 2033-04-20      | 6.5000%  | 0.0000% | $992353.00         | $5376.47           | Agency Mortgage-Backed Securities |
| GNMI SF 738107 X     | 2041-03-15      | 4.0000%  | 0.0000% | $250000.00         | $17878.32          | Agency Mortgage-Backed Securities |
| GNMI SF 462838 X     | 2028-07-15      | 6.5000%  | 0.0000% | $26443764.00       | $14961.64          | Agency Mortgage-Backed Securities |
| GNMI SF 723058 X     | 2040-06-15      | 5.0000%  | 0.0000% | $32734.00          | $5584.23           | Agency Mortgage-Backed Securities |
| GNMI SF 726384 X     | 2039-10-15      | 5.0000%  | 0.0000% | $173165.00         | $7893.19           | Agency Mortgage-Backed Securities |
| GNMI SF 412407 X     | 2031-03-15      | 6.5000%  | 0.0000% | $936870.00         | $5579.14           | Agency Mortgage-Backed Securities |
| GNMI SF 733167 X     | 2040-05-15      | 5.0000%  | 0.0000% | $434068.00         | $18808.85          | Agency Mortgage-Backed Securities |
| GNMI SF 744018 X     | 2041-01-15      | 5.0000%  | 0.0000% | $723417.00         | $6352.67           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1964 | 2046-10-01      | 3.0000%  | 0.0000% | $4650072.00        | $1513947.22        | Agency Mortgage-Backed Securities |
| GNAR AR 008892 M     | 2026-06-20      | 4.8750%  | 0.0000% | $41058304.00       | $5029.36           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZJ0437 | 2040-09-01      | 4.0000%  | 0.0000% | $4609712.00        | $198097.36         | Agency Mortgage-Backed Securities |
| GNII SF 005233 M     | 2041-11-20      | 4.0000%  | 0.0000% | $110075000.00      | $5947192.78        | Agency Mortgage-Backed Securities |
| GNMI SF 733966 X     | 2040-10-15      | 4.0000%  | 0.0000% | $1374700.00        | $173484.74         | Agency Mortgage-Backed Securities |
| GNMI SF 402101 X     | 2032-06-15      | 6.5000%  | 0.0000% | $1000800.00        | $9121.61           | Agency Mortgage-Backed Securities |
| GNII SF 005202 M     | 2041-10-20      | 3.5000%  | 0.0000% | $219352.00         | $15092.36          | Agency Mortgage-Backed Securities |
| GNMI SF 737796 X     | 2040-12-15      | 3.5000%  | 0.0000% | $49000000.00       | $2316602.19        | Agency Mortgage-Backed Securities |
| GNAR AR 008991 M     | 2026-10-20      | 4.7500%  | 0.0000% | $30752767.00       | $7125.62           | Agency Mortgage-Backed Securities |
| GNMI SF 486598 X     | 2028-10-15      | 6.5000%  | 0.0000% | $33046400.00       | $35384.32          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7441 | 2051-05-01      | 3.0000%  | 0.0000% | $8742032.00        | $5134536.02        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX6230 | 2055-02-01      | 5.0000%  | 0.0000% | $1129500.00        | $991754.71         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3907 | 2053-01-01      | 4.5000%  | 0.0000% | $740000.00         | $559234.40         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2855 | 2054-12-01      | 5.0000%  | 0.0000% | $123423616.00      | $118077441.94      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3503 | 2055-02-01      | 6.0000%  | 0.0000% | $1895000.00        | $1881319.78        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA0688 | 2054-08-01      | 6.5000%  | 0.0000% | $9361152.00        | $9096986.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9949 | 2053-07-01      | 5.0000%  | 0.0000% | $6283272.00        | $5389043.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5850 | 2053-09-01      | 6.0000%  | 0.0000% | $1540000.00        | $1252495.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5557 | 2039-12-01      | 4.5000%  | 0.0000% | $15111232.00       | $13894450.78       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0824 | 2054-11-01      | 5.0000%  | 0.0000% | $335441.00         | $324214.99         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1405 | 2038-06-01      | 3.0000%  | 0.0000% | $3045736.00        | $2340959.64        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0765 | 2055-02-01      | 6.5000%  | 0.0000% | $2023412.00        | $1926717.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5814 | 2055-04-01      | 5.5000%  | 0.0000% | $24429920.00       | $24475926.66       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1482 | 2055-05-01      | 5.5000%  | 0.0000% | $56393536.00       | $55991458.80       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4565 | 2052-03-01      | 3.5000%  | 0.0000% | $20000000.00       | $13030369.03       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV3101 | 2052-03-01      | 2.0000%  | 0.0000% | $17484064.00       | $11547059.90       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV7947 | 2052-08-01      | 5.0000%  | 0.0000% | $22820736.00       | $16881216.85       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5506 | 2049-02-01      | 5.0000%  | 0.0000% | $15000000.00       | $4802892.40        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2870 | 2052-02-01      | 2.5000%  | 0.0000% | $6358008.00        | $4269990.20        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD7262 | 2055-05-01      | 7.0000%  | 0.0000% | $1091954.00        | $1150849.51        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3906 | 2052-06-01      | 3.5000%  | 0.0000% | $5208100.00        | $3876885.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5829 | 2053-09-01      | 5.5000%  | 0.0000% | $31473248.00       | $27033670.24       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7151 | 2052-04-01      | 2.5000%  | 0.0000% | $17095104.00       | $12804137.51       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5650 | 2040-03-01      | 4.5000%  | 0.0000% | $1030734.00        | $984893.22         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5559 | 2046-12-01      | 3.5000%  | 0.0000% | $41336448.00       | $31705770.82       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3830 | 2050-04-01      | 3.0000%  | 0.0000% | $1700000.00        | $603604.74         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7868 | 2054-01-01      | 6.5000%  | 0.0000% | $38000000.00       | $29792534.38       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6641 | 2053-06-01      | 5.5000%  | 0.0000% | $25085344.00       | $20155881.36       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX4668 | 2055-02-01      | 5.0000%  | 0.0000% | $10389520.00       | $10053485.22       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5057 | 2052-12-01      | 5.0000%  | 0.0000% | $4775000.00        | $3922434.17        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX0548 | 2054-12-01      | 6.5000%  | 0.0000% | $9276864.00        | $9538887.47        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6530 | 2053-12-01      | 6.5000%  | 0.0000% | $14966112.00       | $9423069.20        | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | 0.0000% | $33151360.00       | $10088967.05       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8186 | 2055-05-01      | 6.0000%  | 0.0000% | $16583200.00       | $17082011.60       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0478 | 2040-05-01      | 6.0000%  | 0.0000% | $6439544.00        | $6663268.78        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC6095 | 2055-04-01      | 7.0000%  | 0.0000% | $3783872.00        | $3984801.89        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2142 | 2055-03-01      | 6.5000%  | 0.0000% | $1104500.00        | $1138970.66        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5363 | 2054-06-01      | 6.0000%  | 0.0000% | $1415416.00        | $1423556.51        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9763 | 2054-07-01      | 6.5000%  | 0.0000% | $49926.00          | $33355.42          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1649 | 2054-09-01      | 5.5000%  | 0.0000% | $1119250.00        | $1116190.70        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3221 | 2054-10-01      | 5.0000%  | 0.0000% | $2169000.00        | $1927903.00        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5064 | 2053-11-01      | 6.5000%  | 0.0000% | $261897.00         | $200380.17         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE1072 | 2040-05-01      | 6.5000%  | 0.0000% | $1284690.00        | $1339051.80        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE0550 | 2040-05-01      | 6.0000%  | 0.0000% | $1740370.00        | $1795249.67        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9477 | 2053-04-01      | 5.5000%  | 0.0000% | $2910712.00        | $1874938.11        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE1091 | 2055-06-01      | 7.0000%  | 0.0000% | $8132960.00        | $8561557.96        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0882 | 2037-09-01      | 3.0000%  | 0.0000% | $6556816.00        | $4377478.73        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI2823 | 2054-04-01      | 5.5000%  | 0.0000% | $9244960.00        | $8556677.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  | 0.0000% | $906300.00         | $750682.85         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC6104 | 2040-04-01      | 5.5000%  | 0.0000% | $5157088.00        | $5218213.44        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI3488 | 2054-04-01      | 6.5000%  | 0.0000% | $1263624.00        | $1046560.15        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0942 | 2055-06-01      | 6.5000%  | 0.0000% | $3805052.00        | $3940417.15        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9079 | 2054-06-01      | 6.5000%  | 0.0000% | $1101654.00        | $886449.40         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3108 | 2054-09-01      | 6.0000%  | 0.0000% | $1153214.00        | $973374.96         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0933 | 2055-06-01      | 6.0000%  | 0.0000% | $5462696.00        | $5581593.40        | Agency Mortgage-Backed Securities |
| GNII RG CL3183 C     | 2045-05-20      | 3.0000%  | 0.0000% | $1475000.00        | $886296.96         | Agency Mortgage-Backed Securities |
| GNII RG CN0929 C     | 2034-09-20      | 6.0000%  | 0.0000% | $1444624.00        | $822581.81         | Agency Mortgage-Backed Securities |
| GNII RG CL7221 C     | 2046-04-20      | 4.5000%  | 0.0000% | $4928656.00        | $3084983.42        | Agency Mortgage-Backed Securities |
| GNII RG CL6405 C     | 2047-05-20      | 3.0000%  | 0.0000% | $325000.00         | $224906.72         | Agency Mortgage-Backed Securities |
| GNMI SF AE0391 X     | 2045-04-15      | 3.5000%  | 0.0000% | $117727.00         | $6751.93           | Agency Mortgage-Backed Securities |
| GNII SF CM7566 C     | 2052-03-20      | 2.5000%  | 0.0000% | $1085000.00        | $824816.12         | Agency Mortgage-Backed Securities |
| GNII RG CM1120 C     | 2046-12-20      | 3.0000%  | 0.0000% | $700000.00         | $422532.42         | Agency Mortgage-Backed Securities |
| GNCL CL CN0554       | 2066-08-15      | 5.6200%  | 0.0000% | $4946704.00        | $4700745.08        | Agency Mortgage-Backed Securities |
| GNII SF CM0319 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1023754.00        | $815439.94         | Agency Mortgage-Backed Securities |
| GNAR AF MA9977 M     | 2054-10-20      | 6.0000%  | 0.0000% | $1629552.00        | $1646692.12        | Agency Mortgage-Backed Securities |
| GNMI SF AE7515 X     | 2043-06-15      | 3.0000%  | 0.0000% | $458344.00         | $59621.45          | Agency Mortgage-Backed Securities |
| GNII RG CN0962 C     | 2051-07-20      | 3.0000%  | 0.0000% | $700000.00         | $473089.78         | Agency Mortgage-Backed Securities |
| GNII RG CL5178 C     | 2050-12-20      | 2.5000%  | 0.0000% | $1066416.00        | $642497.85         | Agency Mortgage-Backed Securities |
| GNII RG CM3407 C     | 2049-10-20      | 5.5000%  | 0.0000% | $1515134.00        | $309639.56         | Agency Mortgage-Backed Securities |
| GNII SF AL9855 C     | 2045-04-20      | 4.0000%  | 0.0000% | $4539584.00        | $651020.27         | Agency Mortgage-Backed Securities |
| GNII SF AG1189 C     | 2045-11-20      | 4.0000%  | 0.0000% | $1087636.00        | $201578.81         | Agency Mortgage-Backed Securities |
| GNII RG CL4285 C     | 2047-01-20      | 3.0000%  | 0.0000% | $625000.00         | $306785.83         | Agency Mortgage-Backed Securities |
| GNII SF AG2866 C     | 2043-10-20      | 3.5000%  | 0.0000% | $875000.00         | $95572.03          | Agency Mortgage-Backed Securities |
| GNII SF AM4381 C     | 2045-05-20      | 3.5000%  | 0.0000% | $261198.00         | $43601.37          | Agency Mortgage-Backed Securities |
| GNII SF CQ6154 C     | 2052-11-20      | 5.0000%  | 0.0000% | $900000.00         | $770090.14         | Agency Mortgage-Backed Securities |
| GNMI SF AD1012 X     | 2043-06-15      | 2.5000%  | 0.0000% | $31456.00          | $5178.64           | Agency Mortgage-Backed Securities |
| GNMI SF AD6371 X     | 2048-03-15      | 3.0000%  | 0.0000% | $2373660.00        | $1354837.12        | Agency Mortgage-Backed Securities |
| GNII SF AJ2723 C     | 2044-08-20      | 4.0000%  | 0.0000% | $78000.00          | $8856.44           | Agency Mortgage-Backed Securities |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $100600000.00      | $85381763.20       | Agency Mortgage-Backed Securities |
| GNII SF MA9421 M     | 2053-12-20      | 4.5000%  | 0.0000% | $40000.00          | $36068.85          | Agency Mortgage-Backed Securities |
| GNII JM MA6588 M     | 2050-04-20      | 2.5000%  | 0.0000% | $500000.00         | $66124.84          | Agency Mortgage-Backed Securities |
| GNII SF MA8043 M     | 2052-05-20      | 3.0000%  | 0.0000% | $10575540.00       | $7321246.89        | Agency Mortgage-Backed Securities |
| GNII SF MA6654 M     | 2050-05-20      | 2.0000%  | 0.0000% | $300000.00         | $126771.89         | Agency Mortgage-Backed Securities |
| GNII SF MA6135 M     | 2032-12-20      | 7.0000%  | 0.0000% | $159895.00         | $52914.42          | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $142956800.00      | $85437837.30       | Agency Mortgage-Backed Securities |
| GNII SF MA7972 M     | 2030-12-20      | 7.5000%  | 0.0000% | $96666.00          | $19267.53          | Agency Mortgage-Backed Securities |
| GNII JM MA6532 M     | 2050-02-20      | 3.5000%  | 0.0000% | $4143400.00        | $399800.05         | Agency Mortgage-Backed Securities |
| GNII JM MA6534 M     | 2050-03-20      | 4.5000%  | 0.0000% | $612464.00         | $95643.00          | Agency Mortgage-Backed Securities |
| GNII SF MA7168 M     | 2036-02-20      | 4.0000%  | 0.0000% | $308090.00         | $210483.24         | Agency Mortgage-Backed Securities |
| GNII JM MA7184 M     | 2051-02-20      | 2.0000%  | 0.0000% | $1000000.00        | $548004.52         | Agency Mortgage-Backed Securities |
| GNII JM MA6144 M     | 2049-09-20      | 3.0000%  | 0.0000% | $1151644.00        | $73691.49          | Agency Mortgage-Backed Securities |
| GNII SF MA6444 M     | 2030-01-20      | 2.0000%  | 0.0000% | $459544.00         | $106838.73         | Agency Mortgage-Backed Securities |
| GNII JM MA6400 M     | 2050-01-20      | 3.5000%  | 0.0000% | $4100000.00        | $277802.64         | Agency Mortgage-Backed Securities |
| GNII ET DH7703 C     | 2063-02-20      | 6.0000%  | 0.0000% | $285428.00         | $287623.24         | Agency Mortgage-Backed Securities |
| GNII ET DH7909 C     | 2065-02-20      | 4.5000%  | 0.0000% | $255385.00         | $123400.70         | Agency Mortgage-Backed Securities |
| GNII SF DH8886 C     | 2055-02-20      | 7.0000%  | 0.0000% | $24526496.00       | $25752912.97       | Agency Mortgage-Backed Securities |
| GNII SF DH6973 C     | 2052-03-20      | 7.0000%  | 0.0000% | $1089976.00        | $1150030.36        | Agency Mortgage-Backed Securities |
| GNII SF DH6953 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1226946.00        | $1313740.44        | Agency Mortgage-Backed Securities |
| GNII ET DH7430 C     | 2065-03-20      | 4.0000%  | 0.0000% | $465640.00         | $420981.19         | Agency Mortgage-Backed Securities |
| GNII ET DI3229 C     | 2065-01-20      | 4.0000%  | 0.0000% | $454040.00         | $409866.47         | Agency Mortgage-Backed Securities |
| GNII SF DI3916 C     | 2055-03-20      | 5.5000%  | 0.0000% | $6585256.00        | $6532297.45        | Agency Mortgage-Backed Securities |
| GNII ET DH7631 C     | 2065-01-20      | 4.5000%  | 0.0000% | $720253.00         | $670836.12         | Agency Mortgage-Backed Securities |
| GNII ET DH5153 C     | 2065-02-20      | 6.5000%  | 0.0000% | $821212.00         | $840531.05         | Agency Mortgage-Backed Securities |
| GNII ET DH7705 C     | 2064-06-20      | 7.0000%  | 0.0000% | $1062636.00        | $1091367.77        | Agency Mortgage-Backed Securities |
| GNII SF DH8927 C     | 2055-02-20      | 6.5000%  | 0.0000% | $2135856.00        | $2251165.76        | Agency Mortgage-Backed Securities |
| GNII SF DH6369 C     | 2055-03-20      | 6.5000%  | 0.0000% | $2463824.00        | $2620953.72        | Agency Mortgage-Backed Securities |
| GNII SF DH8006 C     | 2055-02-20      | 5.5000%  | 0.0000% | $1599750.00        | $1589482.55        | Agency Mortgage-Backed Securities |
| GNII SF DH6854 C     | 2055-02-20      | 7.0000%  | 0.0000% | $5938080.00        | $6235964.83        | Agency Mortgage-Backed Securities |
| GNII ET DH7702 C     | 2065-01-20      | 5.0000%  | 0.0000% | $468191.00         | $451068.10         | Agency Mortgage-Backed Securities |
| GNII SF DH6837 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3208650.00        | $3369749.78        | Agency Mortgage-Backed Securities |
| GNII ET DH7706 C     | 2063-12-20      | 7.5000%  | 0.0000% | $551252.00         | $567381.00         | Agency Mortgage-Backed Securities |
| GNII SF DH8926 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1265388.00        | $1331395.92        | Agency Mortgage-Backed Securities |
| GNII ET DH7440 C     | 2065-01-20      | 5.0000%  | 0.0000% | $576175.00         | $555102.02         | Agency Mortgage-Backed Securities |
| GNII ET DH7912 C     | 2064-11-20      | 6.0000%  | 0.0000% | $177537.00         | $179023.84         | Agency Mortgage-Backed Securities |
| GNII SF DH6779 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3367668.00        | $3536664.09        | Agency Mortgage-Backed Securities |
| GNII ET DH7810 C     | 2064-12-20      | 3.5000%  | 0.0000% | $358606.00         | $311282.02         | Agency Mortgage-Backed Securities |
| GNII ET DH7793 C     | 2065-01-20      | 4.0000%  | 0.0000% | $223215.00         | $201473.96         | Agency Mortgage-Backed Securities |
| GNII ET DF2350 C     | 2064-11-20      | 6.0000%  | 0.0000% | $1062802.00        | $1070374.47        | Agency Mortgage-Backed Securities |
| GNII ET DF5637 C     | 2063-11-20      | 7.5000%  | 0.0000% | $433316.00         | $445737.82         | Agency Mortgage-Backed Securities |
| GNII SF DF5967 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1718364.00        | $1559979.30        | Agency Mortgage-Backed Securities |
| GNII ET DF5642 C     | 2064-09-20      | 7.5000%  | 0.0000% | $139110.00         | $143150.83         | Agency Mortgage-Backed Securities |
| GNII SF DF1936 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1182680.00        | $1216402.46        | Agency Mortgage-Backed Securities |
| GNII SF DF6283 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1129628.00        | $1192903.76        | Agency Mortgage-Backed Securities |
| GNII ET DF6863 C     | 2064-10-20      | 6.5000%  | 0.0000% | $1058574.00        | $899869.44         | Agency Mortgage-Backed Securities |
| GNII ET DF6151 C     | 2064-09-20      | 5.0000%  | 0.0000% | $471720.00         | $453585.04         | Agency Mortgage-Backed Securities |
| GNPL PN DF8938       | 2059-12-15      | 5.4800%  | 0.0000% | $1375352.00        | $1395329.92        | Agency Mortgage-Backed Securities |
| GNII ET DF3642 C     | 2064-09-20      | 6.5000%  | 0.0000% | $129935.00         | $116109.14         | Agency Mortgage-Backed Securities |
| GNII ET DF6864 C     | 2064-11-20      | 6.0000%  | 0.0000% | $788092.00         | $656695.79         | Agency Mortgage-Backed Securities |
| GNII SF DF5402 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1013196.00        | $983246.28         | Agency Mortgage-Backed Securities |
| GNII ET DF3989 C     | 2064-08-20      | 6.5000%  | 0.0000% | $58660.00          | $35399.36          | Agency Mortgage-Backed Securities |
| GNII SF DF3725 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1005070.00        | $1058593.45        | Agency Mortgage-Backed Securities |
| GNII ET DF2371 C     | 2064-10-20      | 6.5000%  | 0.0000% | $204805.00         | $209224.26         | Agency Mortgage-Backed Securities |
| GNII SF DE9426 C     | 2054-09-20      | 6.0000%  | 0.0000% | $165446.00         | $170876.04         | Agency Mortgage-Backed Securities |
| GNII SF DF0749 C     | 2054-09-20      | 5.0000%  | 0.0000% | $1164974.00        | $1127596.50        | Agency Mortgage-Backed Securities |
| GNII SF DF2331 C     | 2054-10-20      | 7.5000%  | 0.0000% | $3258336.00        | $3475121.36        | Agency Mortgage-Backed Securities |
| GNII ET DI3717 C     | 2065-01-20      | 7.0000%  | 0.0000% | $205464.00         | $211034.13         | Agency Mortgage-Backed Securities |
| GNII ET DI3714 C     | 2065-01-20      | 6.5000%  | 0.0000% | $129415.00         | $132417.11         | Agency Mortgage-Backed Securities |
| GNMI SF 589193 X     | 2032-06-15      | 6.5000%  | 0.0000% | $252890.00         | $7642.30           | Agency Mortgage-Backed Securities |
| GNII SF 004700 M     | 2040-05-20      | 6.5000%  | 0.0000% | $3602236.00        | $61959.70          | Agency Mortgage-Backed Securities |
| GNII SF 003998 M     | 2037-06-20      | 6.0000%  | 0.0000% | $618000.00         | $7094.75           | Agency Mortgage-Backed Securities |
| GNII SF 003106 M     | 2031-07-20      | 6.0000%  | 0.0000% | $4690000.00        | $9713.37           | Agency Mortgage-Backed Securities |
| GNII SF AR9014 C     | 2046-05-20      | 3.0000%  | 0.0000% | $4669584.00        | $1122044.76        | Agency Mortgage-Backed Securities |
| GNMI SF 672353 X     | 2037-10-15      | 7.0000%  | 0.0000% | $1200000.00        | $39651.17          | Agency Mortgage-Backed Securities |
| GNMI SP 782694 X     | 2039-06-15      | 5.0000%  | 0.0000% | $400000.00         | $6952.19           | Agency Mortgage-Backed Securities |
| GNII SF 675725 C     | 2047-06-20      | 3.5000%  | 0.0000% | $16353000.00       | $1758265.82        | Agency Mortgage-Backed Securities |
| GNMI SF 712415 X     | 2039-05-15      | 5.0000%  | 0.0000% | $650000.00         | $8883.82           | Agency Mortgage-Backed Securities |
| GNMI SF 704194 X     | 2039-01-15      | 5.5000%  | 0.0000% | $381245.00         | $6711.60           | Agency Mortgage-Backed Securities |
| GNMI SP 782726 X     | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $1957570.25        | Agency Mortgage-Backed Securities |
| GNMI SF 756631 X     | 2040-12-15      | 4.0000%  | 0.0000% | $121621.00         | $19494.72          | Agency Mortgage-Backed Securities |
| GNMI SF 666025 X     | 2038-03-15      | 5.0000%  | 0.0000% | $353661.00         | $12088.45          | Agency Mortgage-Backed Securities |
| GNMI SP 782723 X     | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $2419237.43        | Agency Mortgage-Backed Securities |
| GNII EP 787499 C     | 2064-05-20      | 4.0000%  | 0.0000% | $126182400.00      | $102961000.89      | Agency Mortgage-Backed Securities |
| GNII SF 755107 C     | 2040-12-20      | 4.0000%  | 0.0000% | $7454808.00        | $814364.60         | Agency Mortgage-Backed Securities |
| GNII EP 787493 C     | 2063-08-20      | 1.5000%  | 0.0000% | $5043928.00        | $3491357.94        | Agency Mortgage-Backed Securities |
| GNII SP 787904 C     | 2055-03-20      | 6.0000%  | 0.0000% | $81155200.00       | $82777886.77       | Agency Mortgage-Backed Securities |
| GNMI SF 759254 X     | 2041-03-15      | 4.0000%  | 0.0000% | $427800.00         | $15231.91          | Agency Mortgage-Backed Securities |
| GNMI SP 782612 X     | 2039-04-15      | 5.5000%  | 0.0000% | $600000000.00      | $5218255.25        | Agency Mortgage-Backed Securities |
| GNMI SP 787779 X     | 2050-03-15      | 3.5000%  | 0.0000% | $31868544.00       | $28445558.89       | Agency Mortgage-Backed Securities |
| GNII EP 787436 C     | 2064-05-20      | 3.5000%  | 0.0000% | $204061184.00      | $163999301.95      | Agency Mortgage-Backed Securities |
| GNMI SF 759248 X     | 2041-02-15      | 4.0000%  | 0.0000% | $75000.00          | $8247.55           | Agency Mortgage-Backed Securities |
| GNMI SF 757400 X     | 2046-11-15      | 2.5000%  | 0.0000% | $95406.00          | $53608.91          | Agency Mortgage-Backed Securities |
| GNII SP 787988 C     | 2055-05-20      | 5.0000%  | 0.0000% | $80292224.00       | $78735661.10       | Agency Mortgage-Backed Securities |
| GNMI SP 782858 X     | 2039-11-15      | 6.0000%  | 0.0000% | $90000000.00       | $1627992.73        | Agency Mortgage-Backed Securities |
| GNMI SF 754222 X     | 2041-10-15      | 4.0000%  | 0.0000% | $8000000.00        | $691752.62         | Agency Mortgage-Backed Securities |
| GNII SF 755680 C     | 2040-12-20      | 4.0000%  | 0.0000% | $5423104.00        | $705635.21         | Agency Mortgage-Backed Securities |
| GNII SF DD4242 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1120712.00        | $1183482.44        | Agency Mortgage-Backed Securities |
| GNII ET DD2709 C     | 2062-01-20      | 4.0000%  | 0.0000% | $381656.00         | $342684.68         | Agency Mortgage-Backed Securities |
| GNII ET DJ1779 C     | 2065-03-20      | 7.0000%  | 0.0000% | $1419900.00        | $1458808.20        | Agency Mortgage-Backed Securities |
| GNII SF DJ5204 C     | 2055-04-20      | 6.5000%  | 0.0000% | $12126704.00       | $12549733.29       | Agency Mortgage-Backed Securities |
| GNII ET DH7882 C     | 2065-02-20      | 4.5000%  | 0.0000% | $154383.00         | $143794.78         | Agency Mortgage-Backed Securities |
| GNII SF DH8967 C     | 2055-03-20      | 5.0000%  | 0.0000% | $1373740.00        | $1337677.38        | Agency Mortgage-Backed Securities |
| GNII SF DG7651 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1471202.00        | $1532735.86        | Agency Mortgage-Backed Securities |
| GNII SF DG9769 C     | 2054-12-20      | 4.5000%  | 0.0000% | $2929504.00        | $2737063.21        | Agency Mortgage-Backed Securities |
| GNII SF DH6888 C     | 2055-02-20      | 6.5000%  | 0.0000% | $4202400.00        | $4338171.99        | Agency Mortgage-Backed Securities |
| GNII ET DH7881 C     | 2065-01-20      | 3.5000%  | 0.0000% | $122681.00         | $106500.26         | Agency Mortgage-Backed Securities |
| GNII SF DH6930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1031736.00        | $1102495.07        | Agency Mortgage-Backed Securities |
| GNII ET DH7564 C     | 2065-02-20      | 3.5000%  | 0.0000% | $602615.00         | $523081.44         | Agency Mortgage-Backed Securities |
| GNII SF DH9291 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2866912.00        | $3010781.19        | Agency Mortgage-Backed Securities |
| GNII SF DH9001 C     | 2052-01-20      | 5.5000%  | 0.0000% | $2073456.00        | $2050595.88        | Agency Mortgage-Backed Securities |
| GNII ET DJ0830 C     | 2065-02-20      | 6.5000%  | 0.0000% | $104722.00         | $107216.80         | Agency Mortgage-Backed Securities |
| GNII BD DH9705 C     | 2055-01-20      | 4.5000%  | 0.0000% | $31897504.00       | $29583429.64       | Agency Mortgage-Backed Securities |
| GNII SF DJ1074 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1069658.00        | $1099968.00        | Agency Mortgage-Backed Securities |
| GNII SF DJ1847 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1238484.00        | $1265679.04        | Agency Mortgage-Backed Securities |
| GNII SF DH8527 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1012318.00        | $1045052.94        | Agency Mortgage-Backed Securities |
| GNII SF DH8924 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1009678.00        | $1063868.61        | Agency Mortgage-Backed Securities |
| GNII ET DH9377 C     | 2065-03-20      | 4.0000%  | 0.0000% | $828597.00         | $748977.44         | Agency Mortgage-Backed Securities |
| GNII ET DJ5582 C     | 2063-07-20      | 6.5000%  | 0.0000% | $291750.00         | $298710.10         | Agency Mortgage-Backed Securities |
| GNII SF DJ1853 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2769152.00        | $2865748.64        | Agency Mortgage-Backed Securities |
| GNII ET DH9205 C     | 2065-02-20      | 6.5000%  | 0.0000% | $1961200.00        | $2007047.58        | Agency Mortgage-Backed Securities |
| GNII SF DG2247 C     | 2054-12-20      | 7.0000%  | 0.0000% | $14288880.00       | $15116606.93       | Agency Mortgage-Backed Securities |
| GNII ET DF4753 C     | 2064-10-20      | 6.5000%  | 0.0000% | $420242.00         | $429244.72         | Agency Mortgage-Backed Securities |
| GNII SF DF4828 C     | 2054-07-20      | 7.0000%  | 0.0000% | $7016940.00        | $5313426.55        | Agency Mortgage-Backed Securities |
| GNII ET DF5631 C     | 2062-09-20      | 4.5000%  | 0.0000% | $301167.00         | $280058.83         | Agency Mortgage-Backed Securities |
| GNII SF DF7401 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1776856.00        | $1830712.36        | Agency Mortgage-Backed Securities |
| GNII ET DF6278 C     | 2064-09-20      | 4.5000%  | 0.0000% | $391475.00         | $363898.86         | Agency Mortgage-Backed Securities |
| GNII ET DG3141 C     | 2064-12-20      | 6.5000%  | 0.0000% | $428549.00         | $307094.59         | Agency Mortgage-Backed Securities |
| GNII SF DG1153 C     | 2054-12-20      | 6.5000%  | 0.0000% | $2365040.00        | $2437292.31        | Agency Mortgage-Backed Securities |
| GNII SF DF9623 C     | 2054-12-20      | 6.5000%  | 0.0000% | $2001460.00        | $2061820.98        | Agency Mortgage-Backed Securities |
| GNII SF DF9655 C     | 2054-12-20      | 6.5000%  | 0.0000% | $4100736.00        | $4225433.66        | Agency Mortgage-Backed Securities |
| GNII ET DG2144 C     | 2064-11-20      | 6.0000%  | 0.0000% | $538899.00         | $540988.49         | Agency Mortgage-Backed Securities |
| GNII ET DF3559 C     | 2064-09-20      | 6.5000%  | 0.0000% | $528156.00         | $412050.22         | Agency Mortgage-Backed Securities |
| GNII ET DF5688 C     | 2065-02-20      | 6.0000%  | 0.0000% | $1937294.00        | $1951858.43        | Agency Mortgage-Backed Securities |
| GNII ET DF9196 C     | 2064-11-20      | 6.5000%  | 0.0000% | $3230960.00        | $3098054.96        | Agency Mortgage-Backed Securities |
| GNII ET DG3137 C     | 2064-12-20      | 6.5000%  | 0.0000% | $649103.00         | $627137.18         | Agency Mortgage-Backed Securities |
| GNII ET DG7055 C     | 2064-10-20      | 2.0000%  | 0.0000% | $60307.00          | $45159.99          | Agency Mortgage-Backed Securities |
| GNII BD DG3876 C     | 2055-02-20      | 4.5000%  | 0.0000% | $4527048.00        | $4206660.78        | Agency Mortgage-Backed Securities |
| GNII ET DG0003 C     | 2064-12-20      | 4.5000%  | 0.0000% | $316595.00         | $294523.33         | Agency Mortgage-Backed Securities |
| GNII SF DG0376 C     | 2055-01-20      | 5.0000%  | 0.0000% | $3666604.00        | $3531138.07        | Agency Mortgage-Backed Securities |
| GNII BD DF7001 C     | 2055-02-20      | 4.5000%  | 0.0000% | $14692592.00       | $13670367.35       | Agency Mortgage-Backed Securities |
| GNII ET DF6277 C     | 2064-08-20      | 3.5000%  | 0.0000% | $449096.00         | $388234.07         | Agency Mortgage-Backed Securities |
| GNII ET DF3028 C     | 2063-12-20      | 7.5000%  | 0.0000% | $107398.00         | $110546.90         | Agency Mortgage-Backed Securities |
| GNII ET DG0324 C     | 2064-11-20      | 3.0000%  | 0.0000% | $613165.00         | $220337.82         | Agency Mortgage-Backed Securities |
| GNII SF DG4407 C     | 2054-11-20      | 5.0000%  | 0.0000% | $656486.00         | $622633.72         | Agency Mortgage-Backed Securities |
| GNII SF DG2196 C     | 2054-11-20      | 7.5000%  | 0.0000% | $5841140.00        | $6209553.62        | Agency Mortgage-Backed Securities |
| GNII ET DG2679 C     | 2065-03-20      | 4.5000%  | 0.0000% | $439913.00         | $409896.48         | Agency Mortgage-Backed Securities |
| GNII SF DF7326 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1320190.00        | $1359147.46        | Agency Mortgage-Backed Securities |
| GNII ET DF7761 C     | 2064-10-20      | 6.5000%  | 0.0000% | $630754.00         | $644089.48         | Agency Mortgage-Backed Securities |
| GNII SF DF8307 C     | 2054-12-20      | 5.0000%  | 0.0000% | $13132256.00       | $12729096.86       | Agency Mortgage-Backed Securities |
| GNII ET DF6057 C     | 2064-09-20      | 4.5000%  | 0.0000% | $764164.00         | $709838.50         | Agency Mortgage-Backed Securities |
| GNII ET DG4215 C     | 2065-01-20      | 5.5000%  | 0.0000% | $600751.00         | $593975.59         | Agency Mortgage-Backed Securities |
| GNII ET DG6927 C     | 2060-09-20      | 2.5000%  | 0.0000% | $212989.00         | $168686.00         | Agency Mortgage-Backed Securities |
| GNII SF DG2319 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3632828.00        | $3816099.13        | Agency Mortgage-Backed Securities |
| GNII SF DG4542 C     | 2054-12-20      | 4.5000%  | 0.0000% | $1744800.00        | $1636097.05        | Agency Mortgage-Backed Securities |
| GNII SF DG1191 C     | 2054-12-20      | 7.0000%  | 0.0000% | $3458540.00        | $3626441.19        | Agency Mortgage-Backed Securities |
| GNII SF DG2226 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1024036.00        | $1076739.85        | Agency Mortgage-Backed Securities |
| GNII BD DG3889 C     | 2055-05-20      | 4.5000%  | 0.0000% | $3480784.00        | $3241382.64        | Agency Mortgage-Backed Securities |
| GNII SF DG1077 C     | 2054-11-20      | 7.0000%  | 0.0000% | $3001300.00        | $3110917.92        | Agency Mortgage-Backed Securities |
| GNII ET DG4278 C     | 2064-11-20      | 6.5000%  | 0.0000% | $527561.00         | $539261.47         | Agency Mortgage-Backed Securities |
| GNII ET DG2651 C     | 2064-10-20      | 6.5000%  | 0.0000% | $99776.00          | $101956.46         | Agency Mortgage-Backed Securities |
| GNII ET DG4212 C     | 2065-01-20      | 6.0000%  | 0.0000% | $1509830.00        | $1522409.00        | Agency Mortgage-Backed Securities |
| GNII SF DG4519 C     | 2055-02-20      | 6.0000%  | 0.0000% | $4123680.00        | $4247475.25        | Agency Mortgage-Backed Securities |
| GNII ET DG2676 C     | 2065-01-20      | 7.0000%  | 0.0000% | $198727.00         | $204114.88         | Agency Mortgage-Backed Securities |
| GNII ET DG7515 C     | 2064-11-20      | 4.0000%  | 0.0000% | $927255.00         | $835687.57         | Agency Mortgage-Backed Securities |
| GNII SF DG2248 C     | 2054-12-20      | 7.5000%  | 0.0000% | $1209210.00        | $1285726.02        | Agency Mortgage-Backed Securities |
| GNII ET DG0705 C     | 2064-11-20      | 3.0000%  | 0.0000% | $216346.00         | $183162.27         | Agency Mortgage-Backed Securities |
| GNII ET DG4628 C     | 2064-10-20      | 6.0000%  | 0.0000% | $93548.00          | $94249.44          | Agency Mortgage-Backed Securities |
| GNII RG CJ2360 C     | 2047-10-20      | 3.0000%  | 0.0000% | $800000.00         | $363203.63         | Agency Mortgage-Backed Securities |
| GNII RG CK0144 C     | 2050-03-20      | 3.0000%  | 0.0000% | $125000.00         | $45147.75          | Agency Mortgage-Backed Securities |
| GNII SF CJ2963 C     | 2052-02-20      | 5.0000%  | 0.0000% | $1205474.00        | $1043562.20        | Agency Mortgage-Backed Securities |
| GNII RG CI4143 C     | 2046-08-20      | 3.0000%  | 0.0000% | $50000.00          | $35262.48          | Agency Mortgage-Backed Securities |
| GNII RG CI7921 C     | 2047-11-20      | 3.0000%  | 0.0000% | $900000.00         | $512849.59         | Agency Mortgage-Backed Securities |
| GNPL PN CJ1929       | 2064-05-15      | 2.7000%  | 0.0000% | $1173286.00        | $965466.07         | Agency Mortgage-Backed Securities |
| GNII RG CJ2218 C     | 2043-09-20      | 3.0000%  | 0.0000% | $125000.00         | $57724.42          | Agency Mortgage-Backed Securities |
| GNII RG CI6810 C     | 2050-07-20      | 3.0000%  | 0.0000% | $350000.00         | $177054.45         | Agency Mortgage-Backed Securities |
| GNPL PN CG6819       | 2057-06-15      | 3.0600%  | 0.0000% | $46571.00          | $39516.91          | Agency Mortgage-Backed Securities |
| GNII RG CJ7832 C     | 2047-12-20      | 3.0000%  | 0.0000% | $225000.00         | $129584.63         | Agency Mortgage-Backed Securities |
| GNII ET DG6856 C     | 2064-12-20      | 6.5000%  | 0.0000% | $26714.00          | $27333.88          | Agency Mortgage-Backed Securities |
| GNII ET DG6858 C     | 2065-01-20      | 6.5000%  | 0.0000% | $365213.00         | $373548.74         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $80000000.00       | $49930089.63       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6321 | 2053-09-01      | 4.5000%  | 0.0000% | $43421952.00       | $39507471.91       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1686 | 2052-09-01      | 5.5000%  | 0.0000% | $3000000.00        | $2288759.74        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8212 | 2038-02-01      | 4.5000%  | 0.0000% | $82596.00          | $53310.00          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD5513 | 2053-02-01      | 4.5000%  | 0.0000% | $4572160.00        | $3946294.33        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8624 | 2031-10-01      | 2.5000%  | 0.0000% | $73000.00          | $10623.55          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1029 | 2038-11-01      | 5.5000%  | 0.0000% | $5255000.00        | $4120348.68        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6790 | 2052-08-01      | 3.5000%  | 0.0000% | $7909600.00        | $6790255.64        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8510 | 2036-02-01      | 2.0000%  | 0.0000% | $175000.00         | $97394.80          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1313 | 2052-07-01      | 3.5000%  | 0.0000% | $2775000.00        | $1958592.71        | Agency Mortgage-Backed Securities |
| GNII RG CJ0629 C     | 2043-06-20      | 3.0000%  | 0.0000% | $175000.00         | $94918.66          | Agency Mortgage-Backed Securities |
| GNII RG CI4018 C     | 2051-04-20      | 3.0000%  | 0.0000% | $349581.00         | $145956.59         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL7702 | 2045-11-01      | 4.0000%  | 0.0000% | $33254656.00       | $7353677.13        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9944 | 2047-07-01      | 3.5000%  | 0.0000% | $5262448.00        | $1207585.47        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI3302 | 2054-04-01      | 6.5000%  | 0.0000% | $1524400.00        | $1048466.16        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5090 | 2040-12-01      | 2.0000%  | 0.0000% | $150000.00         | $79019.06          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI8206 | 2054-06-01      | 5.5000%  | 0.0000% | $17345952.00       | $16234091.47       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI3091 | 2054-04-01      | 6.5000%  | 0.0000% | $5193368.00        | $4794040.43        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRC3363 | 2039-09-01      | 4.5000%  | 0.0000% | $1668536.00        | $1529271.00        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI2315 | 2054-04-01      | 6.0000%  | 0.0000% | $2023344.00        | $1842385.02        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI8449 | 2054-06-01      | 6.5000%  | 0.0000% | $15705184.00       | $13032416.87       | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0560 | 2061-09-01      | 2.5000%  | 0.0000% | $1700000.00        | $1000740.57        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9684 | 2054-07-01      | 6.5000%  | 0.0000% | $1105868.00        | $1029286.71        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTDD3045 | 2045-02-01      | 6.5000%  | 0.0000% | $1023090.00        | $1053021.17        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD1423 | 2055-02-01      | 6.5000%  | 0.0000% | $1302000.00        | $1349027.25        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3233 | 2040-03-01      | 5.0000%  | 0.0000% | $1492672.00        | $1387778.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2055 | 2054-09-01      | 5.5000%  | 0.0000% | $1172268.00        | $1160345.84        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO1248 | 2038-03-01      | 4.0000%  | 0.0000% | $549224.00         | $460751.09         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8857 | 2054-12-01      | 6.5000%  | 0.0000% | $7477048.00        | $7398076.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3129 | 2055-02-01      | 6.0000%  | 0.0000% | $1035600.00        | $1061237.86        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC1860 | 2036-04-01      | 2.0000%  | 0.0000% | $501414.00         | $262195.57         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQI2697 | 2054-02-01      | 7.5000%  | 0.0000% | $1643992.00        | $1699726.56        | Agency Mortgage-Backed Securities |
| FEPC 01.500 3PRE6085 | 2051-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $559530.42         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6902 | 2054-06-01      | 5.5000%  | 0.0000% | $1129400.00        | $981140.99         | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PRE6052 | 2050-07-01      | 3.0000%  | 0.0000% | $3740000.00        | $585410.08         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5131 | 2041-10-01      | 2.0000%  | 0.0000% | $2449000.00        | $1520646.46        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9449 | 2054-07-01      | 6.5000%  | 0.0000% | $1953896.00        | $1455005.60        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI0295 | 2054-02-01      | 6.0000%  | 0.0000% | $1287270.00        | $1187385.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0621 | 2055-06-01      | 6.0000%  | 0.0000% | $89079808.00       | $90352431.80       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAL2246 | 2032-08-01      | 4.0000%  | 0.0000% | $20000000.00       | $1131508.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5428 | 2055-05-01      | 5.5000%  | 0.0000% | $29955616.00       | $29759363.46       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0984 | 2037-10-01      | 3.0000%  | 0.0000% | $3948728.00        | $2701839.24        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO0779 | 2037-08-01      | 4.0000%  | 0.0000% | $308925.00         | $143321.01         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PRE6020 | 2049-12-01      | 3.5000%  | 0.0000% | $7689392.00        | $434119.38         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9384 | 2047-04-01      | 3.5000%  | 0.0000% | $42836544.00       | $12434136.99       | Agency Mortgage-Backed Securities |
| GNII ET DG2675 C     | 2065-02-20      | 6.5000%  | 0.0000% | $170880.00         | $174844.30         | Agency Mortgage-Backed Securities |
| GNPL PN DF8943       | 2060-01-15      | 5.4900%  | 0.0000% | $3309552.00        | $3361688.78        | Agency Mortgage-Backed Securities |
| GNII SF DF7269 C     | 2054-10-20      | 6.0000%  | 0.0000% | $1011014.00        | $1026589.06        | Agency Mortgage-Backed Securities |
| GNII ET DF6068 C     | 2064-09-20      | 4.0000%  | 0.0000% | $146592.00         | $131883.56         | Agency Mortgage-Backed Securities |
| GNII SF DF1363 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1870274.00        | $1986356.54        | Agency Mortgage-Backed Securities |
| GNII SF DF9632 C     | 2054-12-20      | 6.0000%  | 0.0000% | $12587280.00       | $12802839.33       | Agency Mortgage-Backed Securities |
| GNII ET DF4747 C     | 2064-09-20      | 6.5000%  | 0.0000% | $28879.00          | $29505.65          | Agency Mortgage-Backed Securities |
| GNII SF DF5929 C     | 2054-10-20      | 5.0000%  | 0.0000% | $7056272.00        | $6831448.90        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1857 | 2049-03-01      | 4.5000%  | 0.0000% | $35000000.00       | $9645684.04        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4609 | 2045-04-01      | 3.0000%  | 0.0000% | $500000.00         | $67164.37          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0732 | 2037-06-01      | 2.5000%  | 0.0000% | $17277376.00       | $12243879.92       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0651 | 2037-04-01      | 3.0000%  | 0.0000% | $1130600.00        | $661555.06         | Agency Mortgage-Backed Securities |
| FEPC 04.000 ZLZT2221 | 2048-05-01      | 4.0000%  | 0.0000% | $1120000.00        | $473109.44         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0824 | 2052-01-01      | 2.5000%  | 0.0000% | $4153152.00        | $2558926.83        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8004 | 2049-08-01      | 3.0000%  | 0.0000% | $54000.00          | $5870.33           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTSC0087 | 2040-10-01      | 2.5000%  | 0.0000% | $1093000.00        | $535168.59         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZS9297 | 2037-07-01      | 4.0000%  | 0.0000% | $55000.00          | $9913.09           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0149 | 2041-03-01      | 2.0000%  | 0.0000% | $2624000.00        | $1538841.33        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1063 | 2052-07-01      | 3.5000%  | 0.0000% | $6748440.00        | $4878023.61        | Agency Mortgage-Backed Securities |
| GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  | 0.0000% | $525000.00         | $270327.14         | Agency Mortgage-Backed Securities |
| GNPL LM CA7651       | 2058-12-15      | 3.1700%  | 0.0000% | $85987.00          | $74184.76          | Agency Mortgage-Backed Securities |
| GNII SF BY0361 C     | 2050-09-20      | 3.0000%  | 0.0000% | $690000.00         | $110737.22         | Agency Mortgage-Backed Securities |
| GNMI SF CE4252 X     | 2051-10-15      | 4.0000%  | 0.0000% | $5960392.00        | $4516399.26        | Agency Mortgage-Backed Securities |
| GNII SF CB6524 C     | 2051-05-20      | 3.0000%  | 0.0000% | $6312976.00        | $4091020.16        | Agency Mortgage-Backed Securities |
| GNII RG CE4208 C     | 2049-07-20      | 5.5000%  | 0.0000% | $1084648.00        | $135554.85         | Agency Mortgage-Backed Securities |
| GNII RG CJ4231 C     | 2047-11-20      | 3.0000%  | 0.0000% | $125000.00         | $43505.59          | Agency Mortgage-Backed Securities |
| GNII RG CH5841 C     | 2050-01-20      | 5.5000%  | 0.0000% | $4626768.00        | $2349530.48        | Agency Mortgage-Backed Securities |
| GNII RG CI6811 C     | 2047-11-20      | 3.0000%  | 0.0000% | $325000.00         | $164955.17         | Agency Mortgage-Backed Securities |
| GNII RG CH5857 C     | 2049-07-20      | 5.5000%  | 0.0000% | $2779924.00        | $809833.39         | Agency Mortgage-Backed Securities |
| GNII RG CF1408 C     | 2050-07-20      | 3.0000%  | 0.0000% | $700000.00         | $363994.28         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1283 | 2051-08-01      | 4.0000%  | 0.0000% | $2080996.00        | $1431356.73        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0863 | 2051-12-01      | 3.0000%  | 0.0000% | $278000.00         | $196868.71         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZS9212 | 2036-01-01      | 4.0000%  | 0.0000% | $764209.00         | $120754.78         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0537 | 2036-04-01      | 2.0000%  | 0.0000% | $2900000.00        | $1489968.20        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1100 | 2052-05-01      | 2.5000%  | 0.0000% | $824000.00         | $539654.82         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0307 | 2035-02-01      | 2.5000%  | 0.0000% | $2677000.00        | $856818.75         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6737 | 2054-02-01      | 4.5000%  | 0.0000% | $1900000.00        | $1728892.87        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB1314 | 2037-11-01      | 1.5000%  | 0.0000% | $29748224.00       | $24502149.13       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8372 | 2040-03-01      | 5.5000%  | 0.0000% | $37925568.00       | $35751079.97       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3495 | 2053-07-01      | 5.0000%  | 0.0000% | $19000.00          | $16154.11          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3566 | 2053-08-01      | 5.0000%  | 0.0000% | $5006000.00        | $4420022.95        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7561 | 2053-02-01      | 4.0000%  | 0.0000% | $7655000.00        | $5848363.88        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0865 | 2052-02-01      | 3.5000%  | 0.0000% | $169000.00         | $111628.55         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1334 | 2052-07-01      | 4.5000%  | 0.0000% | $39500000.00       | $28161330.69       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7564 | 2053-06-01      | 5.0000%  | 0.0000% | $1406000.00        | $1167275.41        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1710 | 2052-10-01      | 5.0000%  | 0.0000% | $535000.00         | $439338.93         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1146 | 2050-07-01      | 4.0000%  | 0.0000% | $2032980.00        | $1372987.56        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1534 | 2052-03-01      | 3.0000%  | 0.0000% | $2529708.00        | $1905558.07        | Agency Mortgage-Backed Securities |
| GNII SF CC9828 C     | 2051-06-20      | 3.0000%  | 0.0000% | $120434.00         | $85153.23          | Agency Mortgage-Backed Securities |
| GNII RG CH5779 C     | 2049-10-20      | 5.5000%  | 0.0000% | $1303904.00        | $723300.52         | Agency Mortgage-Backed Securities |
| GNII SF CC9792 C     | 2051-04-20      | 3.0000%  | 0.0000% | $103012.00         | $59563.35          | Agency Mortgage-Backed Securities |
| GNII RG CI4034 C     | 2047-08-20      | 3.0000%  | 0.0000% | $1000000.00        | $436086.34         | Agency Mortgage-Backed Securities |
| GNII RG CI4363 C     | 2043-05-20      | 3.0000%  | 0.0000% | $125000.00         | $41122.63          | Agency Mortgage-Backed Securities |
| GNII RG CJ2614 C     | 2046-09-20      | 3.0000%  | 0.0000% | $1525000.00        | $816310.68         | Agency Mortgage-Backed Securities |
| GNII RG CI4030 C     | 2047-11-20      | 3.0000%  | 0.0000% | $325000.00         | $172783.46         | Agency Mortgage-Backed Securities |
| GNII RG CH2338 C     | 2047-02-20      | 3.0000%  | 0.0000% | $1250000.00        | $759032.66         | Agency Mortgage-Backed Securities |
| GNII SF CF5114 C     | 2036-07-20      | 2.0000%  | 0.0000% | $450000.00         | $293995.00         | Agency Mortgage-Backed Securities |
| GNII SF CI0180 C     | 2032-07-20      | 7.0000%  | 0.0000% | $1128454.00        | $470693.82         | Agency Mortgage-Backed Securities |
| GNII SF CB4513 C     | 2046-02-20      | 2.5000%  | 0.0000% | $117440.00         | $64392.45          | Agency Mortgage-Backed Securities |
| GNMI SF BU8320 X     | 2050-05-15      | 2.5000%  | 0.0000% | $6610608.00        | $1579976.26        | Agency Mortgage-Backed Securities |
| GNII SF CJ2817 C     | 2052-01-20      | 2.5000%  | 0.0000% | $1750000.00        | $1179350.32        | Agency Mortgage-Backed Securities |
| GNII RG CI4386 C     | 2039-01-20      | 6.5000%  | 0.0000% | $1709910.00        | $1227689.01        | Agency Mortgage-Backed Securities |
| GNII RG CJ7801 C     | 2044-01-20      | 3.0000%  | 0.0000% | $125000.00         | $71959.52          | Agency Mortgage-Backed Securities |
| GNII RG CJ5734 C     | 2047-11-20      | 3.0000%  | 0.0000% | $518585.00         | $252172.34         | Agency Mortgage-Backed Securities |
| GNII RG CH2012 C     | 2039-12-20      | 5.0000%  | 0.0000% | $1118724.00        | $747622.50         | Agency Mortgage-Backed Securities |
| GNII SF BZ8528 C     | 2051-01-20      | 2.5000%  | 0.0000% | $93538.00          | $63176.42          | Agency Mortgage-Backed Securities |
| GNII RG CI4493 C     | 2050-04-20      | 3.0000%  | 0.0000% | $350000.00         | $200282.91         | Agency Mortgage-Backed Securities |
| GNII SF MA6682 M     | 2035-06-20      | 2.0000%  | 0.0000% | $18908980.00       | $6848703.10        | Agency Mortgage-Backed Securities |
| GNII SF MA6473 M     | 2050-02-20      | 2.5000%  | 0.0000% | $31300000.00       | $6440913.71        | Agency Mortgage-Backed Securities |
| GNII SF MA6541 M     | 2050-02-20      | 3.0000%  | 0.0000% | $164768512.00      | $26600208.11       | Agency Mortgage-Backed Securities |
| GNII JM MA7303 M     | 2051-04-20      | 2.0000%  | 0.0000% | $900000.00         | $502239.52         | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $6475104.00        | $3735318.42        | Agency Mortgage-Backed Securities |
| GNAR AF MA6421 M     | 2050-01-20      | 4.0000%  | 0.0000% | $766090.00         | $132156.79         | Agency Mortgage-Backed Securities |
| GNII SF MA8026 M     | 2032-06-20      | 7.0000%  | 0.0000% | $136613.00         | $71434.82          | Agency Mortgage-Backed Securities |
| GNII JM MA6330 M     | 2049-12-20      | 3.5000%  | 0.0000% | $15000000.00       | $1576854.36        | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $50000000.00       | $5461341.75        | Agency Mortgage-Backed Securities |
| GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $42000.00          | $19225.43          | Agency Mortgage-Backed Securities |
| GNII SF MA6153 M     | 2049-08-20      | 3.0000%  | 0.0000% | $1499780.00        | $217528.91         | Agency Mortgage-Backed Securities |
| GNII JM MA6811 M     | 2050-08-20      | 3.5000%  | 0.0000% | $630778.00         | $110786.74         | Agency Mortgage-Backed Securities |
| GNII JM MA6756 M     | 2050-07-20      | 2.5000%  | 0.0000% | $4775000.00        | $1352206.85        | Agency Mortgage-Backed Securities |
| GNII SF MA8402 M     | 2032-07-20      | 7.0000%  | 0.0000% | $51069.00          | $26503.80          | Agency Mortgage-Backed Securities |
| GNII JM MA7307 M     | 2051-04-20      | 4.0000%  | 0.0000% | $196000.00         | $63199.53          | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $7915808.00        | $5931321.90        | Agency Mortgage-Backed Securities |
| GNAR AT MA7901 M     | 2051-11-20      | 3.0000%  | 0.0000% | $233923.00         | $216740.06         | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $61711232.00       | $34956572.82       | Agency Mortgage-Backed Securities |
| GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $44268736.00       | $25482743.93       | Agency Mortgage-Backed Securities |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $116067680.00      | $88095887.09       | Agency Mortgage-Backed Securities |
| GNII SF MA7919 M     | 2028-03-20      | 7.0000%  | 0.0000% | $26825.00          | $11417.23          | Agency Mortgage-Backed Securities |
| GNII SF MA8022 M     | 2037-04-20      | 5.0000%  | 0.0000% | $385512.00         | $232952.78         | Agency Mortgage-Backed Securities |
| GNII SF MA7136 M     | 2051-01-20      | 2.5000%  | 0.0000% | $6106800.00        | $2729214.72        | Agency Mortgage-Backed Securities |
| GNII JM MA6678 M     | 2035-06-20      | 2.5000%  | 0.0000% | $200000.00         | $92119.69          | Agency Mortgage-Backed Securities |
| GNII SF MA7165 M     | 2036-06-20      | 2.5000%  | 0.0000% | $1125000.00        | $473099.75         | Agency Mortgage-Backed Securities |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $207771648.00      | $134349539.40      | Agency Mortgage-Backed Securities |
| GNII SF MA7052 M     | 2050-12-20      | 2.5000%  | 0.0000% | $6425000.00        | $2703515.31        | Agency Mortgage-Backed Securities |
| GNII JM MA6145 M     | 2049-09-20      | 3.5000%  | 0.0000% | $1308058.00        | $58837.12          | Agency Mortgage-Backed Securities |
| GNII SF MA8245 M     | 2037-09-20      | 5.0000%  | 0.0000% | $344531.00         | $277638.82         | Agency Mortgage-Backed Securities |
| GNII SF MA6599 M     | 2050-04-20      | 3.0000%  | 0.0000% | $5000000.00        | $1089475.81        | Agency Mortgage-Backed Securities |
| GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $137379072.00      | $105584934.31      | Agency Mortgage-Backed Securities |
| GNII SF MA8349 M     | 2052-10-20      | 5.5000%  | 0.0000% | $22982976.00       | $16855384.05       | Agency Mortgage-Backed Securities |
| GNII SF MA8917 M     | 2038-06-20      | 5.0000%  | 0.0000% | $64673.00          | $48011.14          | Agency Mortgage-Backed Securities |
| GNII SF MA8920 M     | 2037-05-20      | 6.5000%  | 0.0000% | $216019.00         | $184378.06         | Agency Mortgage-Backed Securities |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $1500000.00        | $969326.00         | Agency Mortgage-Backed Securities |
| GNII JM MA6402 M     | 2049-12-20      | 4.5000%  | 0.0000% | $2888040.00        | $103084.55         | Agency Mortgage-Backed Securities |
| GNII JM MA6699 M     | 2050-06-20      | 2.5000%  | 0.0000% | $250000.00         | $56270.60          | Agency Mortgage-Backed Securities |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $12339872.00       | $6102951.83        | Agency Mortgage-Backed Securities |
| GNII JM MA8190 M     | 2052-06-20      | 3.0000%  | 0.0000% | $18496740.00       | $14305515.75       | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $640087.00         | $92987.25          | Agency Mortgage-Backed Securities |
| GNII SF MA6765 M     | 2050-07-20      | 2.5000%  | 0.0000% | $4450000.00        | $1440965.98        | Agency Mortgage-Backed Securities |
| GNII SF MA6157 M     | 2049-09-20      | 5.0000%  | 0.0000% | $3159128.00        | $412097.52         | Agency Mortgage-Backed Securities |
| GNII SF MA8876 M     | 2053-05-20      | 4.0000%  | 0.0000% | $74134912.00       | $59780542.24       | Agency Mortgage-Backed Securities |
| GNII SF MA8429 M     | 2052-10-20      | 5.5000%  | 0.0000% | $665411.00         | $502468.13         | Agency Mortgage-Backed Securities |
| GNII SF DG7705 C     | 2055-01-20      | 6.0000%  | 0.0000% | $2806884.00        | $2859760.63        | Agency Mortgage-Backed Securities |
| GNII ET DG8296 C     | 2063-12-20      | 7.5000%  | 0.0000% | $583699.00         | $600784.67         | Agency Mortgage-Backed Securities |
| GNII SF DG9177 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1742620.00        | $1795426.85        | Agency Mortgage-Backed Securities |
| GNPL PN DG8450       | 2060-01-15      | 5.3600%  | 0.0000% | $2665412.00        | $2681022.47        | Agency Mortgage-Backed Securities |
| GNII SF DG9247 C     | 2055-02-20      | 7.5000%  | 0.0000% | $1566804.00        | $1631207.26        | Agency Mortgage-Backed Securities |
| GNII SF DG9261 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2412628.00        | $2533806.03        | Agency Mortgage-Backed Securities |
| GNII SF MA8845 M     | 2038-05-20      | 4.0000%  | 0.0000% | $120627.00         | $84904.17          | Agency Mortgage-Backed Securities |
| GNII JM MA7527 M     | 2051-07-20      | 4.0000%  | 0.0000% | $1065678.00        | $352165.28         | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $44674624.00       | $27981142.55       | Agency Mortgage-Backed Securities |
| GNII SF MA7914 M     | 2037-09-20      | 4.5000%  | 0.0000% | $243418.00         | $129131.50         | Agency Mortgage-Backed Securities |
| GNII SF MA7967 M     | 2037-07-20      | 5.0000%  | 0.0000% | $107625.00         | $73593.72          | Agency Mortgage-Backed Securities |
| GNII SF MA8455 M     | 2033-03-20      | 2.5000%  | 0.0000% | $92136.00          | $48148.15          | Agency Mortgage-Backed Securities |
| GNII SF MA8793 M     | 2045-02-20      | 1.5000%  | 0.0000% | $211698.00         | $43945.87          | Agency Mortgage-Backed Securities |
| GNII ET CU4066 C     | 2062-05-20      | 5.0000%  | 0.0000% | $340555.00         | $323180.69         | Agency Mortgage-Backed Securities |
| GNII SF CT3929 C     | 2053-03-20      | 6.0000%  | 0.0000% | $24315.00          | $24813.93          | Agency Mortgage-Backed Securities |
| GNII SF CQ7639 C     | 2039-11-20      | 5.5000%  | 0.0000% | $1495322.00        | $1228212.97        | Agency Mortgage-Backed Securities |
| GNII SF MA9935 M     | 2033-09-20      | 3.5000%  | 0.0000% | $215530.00         | $199049.01         | Agency Mortgage-Backed Securities |
| GNPL PN DA0297       | 2059-06-15      | 5.9800%  | 0.0000% | $99953.00          | $104635.39         | Agency Mortgage-Backed Securities |
| GNMI SF AM8195 X     | 2045-07-15      | 4.0000%  | 0.0000% | $4239096.00        | $705597.89         | Agency Mortgage-Backed Securities |
| GNMI SF AQ0531 X     | 2046-09-15      | 4.0000%  | 0.0000% | $1461472.00        | $187004.51         | Agency Mortgage-Backed Securities |
| GNII RG CM1591 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1872652.00        | $1153210.30        | Agency Mortgage-Backed Securities |
| GNMI SF AD3523 X     | 2043-05-15      | 3.5000%  | 0.0000% | $73268.00          | $8328.74           | Agency Mortgage-Backed Securities |
| GNMI SF AN7282 X     | 2045-08-15      | 5.0000%  | 0.0000% | $962144.00         | $20596.22          | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $82046976.00       | $76322870.17       | Agency Mortgage-Backed Securities |
| GNII SF AJ9335 C     | 2044-10-20      | 3.5000%  | 0.0000% | $9448336.00        | $1216030.42        | Agency Mortgage-Backed Securities |
| GNII RG CQ2914 C     | 2036-02-20      | 6.0000%  | 0.0000% | $1789724.00        | $1200491.79        | Agency Mortgage-Backed Securities |
| GNII SF AK6712 C     | 2044-12-20      | 4.0000%  | 0.0000% | $2729580.00        | $604655.28         | Agency Mortgage-Backed Securities |
| GNII SF AN2972 C     | 2045-09-20      | 4.0000%  | 0.0000% | $580000.00         | $55485.35          | Agency Mortgage-Backed Securities |
| GNII SF CM3934 C     | 2052-05-20      | 2.5000%  | 0.0000% | $2120304.00        | $1629428.71        | Agency Mortgage-Backed Securities |
| GNII SF AQ0387 C     | 2045-11-20      | 4.0000%  | 0.0000% | $4475808.00        | $591289.94         | Agency Mortgage-Backed Securities |
| GNII ET CQ3639 C     | 2064-12-20      | 6.5000%  | 0.0000% | $21454.00          | $21931.61          | Agency Mortgage-Backed Securities |
| GNII SF MA9901 M     | 2046-09-20      | 3.0000%  | 0.0000% | $1527392.00        | $1237126.63        | Agency Mortgage-Backed Securities |
| GNMI SF CR2378 X     | 2053-02-15      | 6.5000%  | 0.0000% | $2570832.00        | $2473469.13        | Agency Mortgage-Backed Securities |
| GNMI SF AF0251 X     | 2043-08-15      | 2.5000%  | 0.0000% | $503527.00         | $40020.17          | Agency Mortgage-Backed Securities |
| GNII RG CQ2913 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1520104.00        | $613574.15         | Agency Mortgage-Backed Securities |
| GNII ET CQ3339 C     | 2062-09-20      | 5.0000%  | 0.0000% | $3753072.00        | $2712143.08        | Agency Mortgage-Backed Securities |
| GNII SF AL5850 C     | 2045-02-20      | 3.5000%  | 0.0000% | $14369328.00       | $2014177.52        | Agency Mortgage-Backed Securities |
| GNII ET CW5779 C     | 2063-08-20      | 6.0000%  | 0.0000% | $1124672.00        | $275771.04         | Agency Mortgage-Backed Securities |
| GNII SF CR5904 C     | 2053-01-20      | 4.5000%  | 0.0000% | $1481136.00        | $1146360.36        | Agency Mortgage-Backed Securities |
| GNII SF CW3790 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1281080.00        | $1302305.15        | Agency Mortgage-Backed Securities |
| GNII RG CV4710 C     | 2050-12-20      | 2.5000%  | 0.0000% | $1191382.00        | $943060.95         | Agency Mortgage-Backed Securities |
| GNII RG CQ2915 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771140.00        | $1211125.12        | Agency Mortgage-Backed Securities |
| GNII RG CQ5549 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1976362.00        | $1105919.40        | Agency Mortgage-Backed Securities |
| GNCL CL CQ7046       | 2065-03-15      | 4.8900%  | 0.0000% | $3114116.00        | $3008987.08        | Agency Mortgage-Backed Securities |
| GNII ET CT6288 C     | 2063-07-20      | 6.0000%  | 0.0000% | $6365848.00        | $3569535.20        | Agency Mortgage-Backed Securities |
| GNII SF CM0894 C     | 2052-02-20      | 2.5000%  | 0.0000% | $1032748.00        | $445539.56         | Agency Mortgage-Backed Securities |
| GNII SF AM4931 C     | 2045-04-20      | 3.5000%  | 0.0000% | $12450000.00       | $1691337.22        | Agency Mortgage-Backed Securities |
| GNII SF MA9967 M     | 2054-10-20      | 6.5000%  | 0.0000% | $194486272.00      | $186654881.69      | Agency Mortgage-Backed Securities |
| GNII RG CL3184 C     | 2042-11-20      | 3.0000%  | 0.0000% | $500000.00         | $329228.64         | Agency Mortgage-Backed Securities |
| GNII ET CQ5816 C     | 2064-06-20      | 6.5000%  | 0.0000% | $20723.00          | $21154.83          | Agency Mortgage-Backed Securities |
| GNII SF AE0624 C     | 2043-08-20      | 4.0000%  | 0.0000% | $5000000.00        | $309317.71         | Agency Mortgage-Backed Securities |
| GNII ET CV2347 C     | 2064-01-20      | 7.5000%  | 0.0000% | $799814.00         | $87512.09          | Agency Mortgage-Backed Securities |
| GNMI SF AN6559 X     | 2045-07-15      | 4.5000%  | 0.0000% | $7503128.00        | $162231.54         | Agency Mortgage-Backed Securities |
| GNII ET CZ7098 C     | 2064-01-20      | 5.0000%  | 0.0000% | $1169934.00        | $1118915.69        | Agency Mortgage-Backed Securities |
| GNII ET CY2544 C     | 2062-09-20      | 5.0000%  | 0.0000% | $307529.00         | $288345.00         | Agency Mortgage-Backed Securities |
| GNII SF CY5518 C     | 2053-12-20      | 6.5000%  | 0.0000% | $1594346.00        | $1660909.45        | Agency Mortgage-Backed Securities |
| GNII ET CZ0411 C     | 2065-03-20      | 6.5000%  | 0.0000% | $727769.00         | $744882.10         | Agency Mortgage-Backed Securities |
| GNII SF CY3023 C     | 2053-12-20      | 8.0000%  | 0.0000% | $1040642.00        | $196567.95         | Agency Mortgage-Backed Securities |
| GNII SF CX2662 C     | 2053-08-20      | 5.5000%  | 0.0000% | $7308144.00        | $6660048.45        | Agency Mortgage-Backed Securities |
| GNII SF CW3777 C     | 2053-08-20      | 6.5000%  | 0.0000% | $2247036.00        | $1984638.53        | Agency Mortgage-Backed Securities |
| GNII SF CY6906 C     | 2053-11-20      | 7.5000%  | 0.0000% | $1465320.00        | $1508159.24        | Agency Mortgage-Backed Securities |
| GNII SF CZ3278 C     | 2054-01-20      | 6.0000%  | 0.0000% | $8179792.00        | $6937760.73        | Agency Mortgage-Backed Securities |
| GNII SF CY1079 C     | 2053-11-20      | 7.0000%  | 0.0000% | $2074704.00        | $1786748.91        | Agency Mortgage-Backed Securities |
| GNII ET CZ1057 C     | 2064-01-20      | 5.0000%  | 0.0000% | $533432.00         | $209872.76         | Agency Mortgage-Backed Securities |
| GNII SF CX5801 C     | 2053-10-20      | 7.5000%  | 0.0000% | $1033926.00        | $527157.58         | Agency Mortgage-Backed Securities |
| GNII ET CY9122 C     | 2064-03-20      | 5.0000%  | 0.0000% | $736773.00         | $561983.56         | Agency Mortgage-Backed Securities |
| GNII ET CZ9537 C     | 2064-01-20      | 7.5000%  | 0.0000% | $286169.00         | $293566.16         | Agency Mortgage-Backed Securities |
| GNII SF CX0274 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1069988.00        | $847997.53         | Agency Mortgage-Backed Securities |
| GNII ET CZ2599 C     | 2063-12-20      | 8.0000%  | 0.0000% | $357203.00         | $368725.88         | Agency Mortgage-Backed Securities |
| GNII ET DA1964 C     | 2064-01-20      | 7.5000%  | 0.0000% | $658343.00         | $62974.10          | Agency Mortgage-Backed Securities |
| GNII SF CY6898 C     | 2053-11-20      | 7.5000%  | 0.0000% | $11021296.00       | $8953923.86        | Agency Mortgage-Backed Securities |
| GNII SF CV3842 C     | 2053-07-20      | 6.0000%  | 0.0000% | $1128462.00        | $550805.44         | Agency Mortgage-Backed Securities |
| GNII SF CW6848 C     | 2053-08-20      | 5.0000%  | 0.0000% | $1432678.00        | $1355374.32        | Agency Mortgage-Backed Securities |
| GNII RG CU1344 C     | 2038-11-20      | 6.0000%  | 0.0000% | $1027368.00        | $664298.80         | Agency Mortgage-Backed Securities |
| GNII SF CX6597 C     | 2053-10-20      | 7.0000%  | 0.0000% | $6823584.00        | $6015706.86        | Agency Mortgage-Backed Securities |
| GNII SF CX3733 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1785832.00        | $1728597.04        | Agency Mortgage-Backed Securities |
| GNII ET CZ6958 C     | 2063-12-20      | 7.5000%  | 0.0000% | $846020.00         | $628295.38         | Agency Mortgage-Backed Securities |
| GNII SF CV0620 C     | 2053-09-20      | 7.0000%  | 0.0000% | $2092088.00        | $2187973.29        | Agency Mortgage-Backed Securities |
| GNII RG CY2477 C     | 2043-06-20      | 3.0000%  | 0.0000% | $1439486.00        | $1086311.19        | Agency Mortgage-Backed Securities |
| GNII ET CX9041 C     | 2062-10-20      | 5.0000%  | 0.0000% | $498962.00         | $475531.30         | Agency Mortgage-Backed Securities |
| GNII ET CZ7108 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1584726.00        | $982990.48         | Agency Mortgage-Backed Securities |
| GNPL PN CW8886       | 2059-04-15      | 5.6300%  | 0.0000% | $512008.00         | $521555.58         | Agency Mortgage-Backed Securities |
| GNII ET CZ8748 C     | 2062-09-20      | 5.0000%  | 0.0000% | $1707254.00        | $1520558.86        | Agency Mortgage-Backed Securities |
| GNII RG CZ0993 C     | 2047-11-20      | 3.0000%  | 0.0000% | $1055760.00        | $877850.82         | Agency Mortgage-Backed Securities |
| GNII SF CX9987 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1263932.00        | $796135.39         | Agency Mortgage-Backed Securities |
| GNII SF CY6903 C     | 2053-11-20      | 7.5000%  | 0.0000% | $2404460.00        | $2278090.99        | Agency Mortgage-Backed Securities |
| GNII ET CY2468 C     | 2062-10-20      | 5.0000%  | 0.0000% | $123478.00         | $117912.90         | Agency Mortgage-Backed Securities |
| GNII SF CZ0473 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1040312.00        | $318764.44         | Agency Mortgage-Backed Securities |
| GNII ET CX4863 C     | 2064-12-20      | 7.0000%  | 0.0000% | $60127.00          | $61811.45          | Agency Mortgage-Backed Securities |
| GNII ET CZ7015 C     | 2064-02-20      | 5.0000%  | 0.0000% | $1041672.00        | $581054.43         | Agency Mortgage-Backed Securities |
| GNII ET CZ8643 C     | 2064-01-20      | 7.5000%  | 0.0000% | $5868568.00        | $1290885.27        | Agency Mortgage-Backed Securities |
| GNII JM MA8785 M     | 2053-03-20      | 3.5000%  | 0.0000% | $979385.00         | $641541.45         | Agency Mortgage-Backed Securities |
| GNII SF MA9827 M     | 2039-08-20      | 7.0000%  | 0.0000% | $189877.00         | $131064.45         | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $48875648.00       | $35970393.10       | Agency Mortgage-Backed Securities |
| GNII SF MA9209 M     | 2038-10-20      | 6.5000%  | 0.0000% | $41934.00          | $23772.85          | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $255832832.00      | $209509833.79      | Agency Mortgage-Backed Securities |
| GNII SF MA9881 M     | 2038-09-20      | 6.5000%  | 0.0000% | $214778.00         | $209237.51         | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $282677000.00      | $234212284.22      | Agency Mortgage-Backed Securities |
| GNII SF MA7909 M     | 2037-03-20      | 2.0000%  | 0.0000% | $200000.00         | $122229.21         | Agency Mortgage-Backed Securities |
| GNII SF MA9103 M     | 2053-07-20      | 4.0000%  | 0.0000% | $580656.00         | $483490.84         | Agency Mortgage-Backed Securities |
| GNII SF MA8648 M     | 2053-02-20      | 5.5000%  | 0.0000% | $208401000.00      | $156086090.03      | Agency Mortgage-Backed Securities |
| GNII SF MA8613 M     | 2033-01-20      | 3.5000%  | 0.0000% | $70172.00          | $49578.26          | Agency Mortgage-Backed Securities |
| GNII SF MA8396 M     | 2037-11-20      | 4.0000%  | 0.0000% | $146017.00         | $96626.93          | Agency Mortgage-Backed Securities |
| GNII JM MA8481 M     | 2052-12-20      | 5.5000%  | 0.0000% | $700000.00         | $444515.58         | Agency Mortgage-Backed Securities |
| GNII SF MA8342 M     | 2052-09-20      | 2.0000%  | 0.0000% | $10376000.00       | $6449271.19        | Agency Mortgage-Backed Securities |
| GNII SF MA8568 M     | 2052-06-20      | 4.5000%  | 0.0000% | $1000000.00        | $811039.79         | Agency Mortgage-Backed Securities |
| GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $1750382.00        | $1010858.61        | Agency Mortgage-Backed Securities |
| GNII SF MA8725 M     | 2053-03-20      | 5.0000%  | 0.0000% | $115418368.00      | $94005035.77       | Agency Mortgage-Backed Securities |
| GNII SF MA8766 M     | 2032-12-20      | 3.0000%  | 0.0000% | $205836.00         | $166497.78         | Agency Mortgage-Backed Securities |
| GNII SF MA8463 M     | 2036-10-20      | 6.5000%  | 0.0000% | $36495.00          | $29305.79          | Agency Mortgage-Backed Securities |
| GNII SF MA8691 M     | 2031-07-20      | 3.0000%  | 0.0000% | $140715.00         | $46951.96          | Agency Mortgage-Backed Securities |
| GNII JM MA8477 M     | 2051-05-20      | 3.0000%  | 0.0000% | $5482784.00        | $3946883.23        | Agency Mortgage-Backed Securities |
| GNII SF MA8621 M     | 2031-09-20      | 7.5000%  | 0.0000% | $264668.00         | $183824.53         | Agency Mortgage-Backed Securities |
| GNII SF MA8777 M     | 2030-06-20      | 8.5000%  | 0.0000% | $42155.00          | $32051.98          | Agency Mortgage-Backed Securities |
| GNII JM MA6759 M     | 2050-07-20      | 4.0000%  | 0.0000% | $2194104.00        | $383027.87         | Agency Mortgage-Backed Securities |
| GNII SF MA8488 M     | 2052-12-20      | 4.0000%  | 0.0000% | $26679040.00       | $21313178.81       | Agency Mortgage-Backed Securities |
| GNII SF MA8695 M     | 2038-03-20      | 5.0000%  | 0.0000% | $155721.00         | $103596.59         | Agency Mortgage-Backed Securities |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $143180544.00      | $115893526.01      | Agency Mortgage-Backed Securities |
| GNII ET DJ7012 C     | 2065-04-20      | 4.5000%  | 0.0000% | $1198766.00        | $1118176.30        | Agency Mortgage-Backed Securities |
| GNII SF DK0364 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1144478.00        | $1158259.30        | Agency Mortgage-Backed Securities |
| GNII SF DJ4759 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3165156.00        | $3275575.98        | Agency Mortgage-Backed Securities |
| GNII SF DK2598 C     | 2055-05-20      | 5.0000%  | 0.0000% | $3214850.00        | $3142865.58        | Agency Mortgage-Backed Securities |
| GNII SF MB0054 M     | 2035-10-20      | 1.5000%  | 0.0000% | $50010.00          | $41985.50          | Agency Mortgage-Backed Securities |
| GNII JM MB0013 M     | 2054-10-20      | 5.5000%  | 0.0000% | $2899080.00        | $2769721.27        | Agency Mortgage-Backed Securities |
| GNII JM MB0078 M     | 2054-12-20      | 5.0000%  | 0.0000% | $777721.00         | $747510.31         | Agency Mortgage-Backed Securities |
| GNII SF MB0121 M     | 2040-01-20      | 5.0000%  | 0.0000% | $1099248.00        | $1051350.77        | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $149537536.00      | $147552327.24      | Agency Mortgage-Backed Securities |
| GNII ET DJ6164 C     | 2065-04-20      | 5.0000%  | 0.0000% | $543863.00         | $524585.54         | Agency Mortgage-Backed Securities |
| GNII SF DJ2795 C     | 2055-04-20      | 5.0000%  | 0.0000% | $6295584.00        | $6086836.32        | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $89984000.00       | $83937900.79       | Agency Mortgage-Backed Securities |
| GNII SF DJ1845 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2111060.00        | $2165188.28        | Agency Mortgage-Backed Securities |
| GNII JM MB0012 M     | 2054-11-20      | 5.0000%  | 0.0000% | $24936640.00       | $23529854.32       | Agency Mortgage-Backed Securities |
| GNII SF DJ4816 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1131944.00        | $1195030.76        | Agency Mortgage-Backed Securities |
| GNII SF DJ1544 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1207370.00        | $1241609.16        | Agency Mortgage-Backed Securities |
| GNAR AF MA1688 M     | 2044-01-20      | 5.6250%  | 0.0000% | $249903.00         | $27060.09          | Agency Mortgage-Backed Securities |
| GNMI SF AA6411 X     | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $5605.67           | Agency Mortgage-Backed Securities |
| GNII SF MA2222 M     | 2044-08-20      | 3.0000%  | 0.0000% | $6488000.00        | $679410.15         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0000 | 2040-05-01      | 4.0000%  | 0.0000% | $350000.00         | $339535.43         | Agency Mortgage-Backed Securities |
| GNII SF MA0699 M     | 2042-12-20      | 3.5000%  | 0.0000% | $1478314.00        | $144924.45         | Agency Mortgage-Backed Securities |
| GNII JM MA0927 M     | 2043-04-20      | 3.5000%  | 0.0000% | $2000000.00        | $87525.19          | Agency Mortgage-Backed Securities |
| GNII SF MA0088 M     | 2042-05-20      | 3.5000%  | 0.0000% | $500933.00         | $36430.59          | Agency Mortgage-Backed Securities |
| GNII FS MA2997 M     | 2045-04-20      | 3.5000%  | 0.0000% | $481574.00         | $62924.60          | Agency Mortgage-Backed Securities |
| GNII SF MA3710 M     | 2031-06-20      | 2.5000%  | 0.0000% | $100000.00         | $9292.51           | Agency Mortgage-Backed Securities |
| GNII SF MA5306 M     | 2028-10-20      | 6.5000%  | 0.0000% | $534789.00         | $70553.64          | Agency Mortgage-Backed Securities |
| GNII JM MA4290 M     | 2032-03-20      | 3.0000%  | 0.0000% | $1039004.00        | $76887.67          | Agency Mortgage-Backed Securities |
| GNII JM MA3864 M     | 2046-08-20      | 3.0000%  | 0.0000% | $20000000.00       | $1103044.76        | Agency Mortgage-Backed Securities |
| GNII SF MA1222 M     | 2043-08-20      | 2.5000%  | 0.0000% | $409791.00         | $67927.33          | Agency Mortgage-Backed Securities |
| GNAR AF MA1611 M     | 2044-01-20      | 5.6250%  | 0.0000% | $1957984.00        | $104711.04         | Agency Mortgage-Backed Securities |
| GNII SF MA5370 M     | 2033-08-20      | 5.0000%  | 0.0000% | $53927.00          | $12084.81          | Agency Mortgage-Backed Securities |
| GNII JM MA0082 M     | 2042-05-20      | 3.5000%  | 0.0000% | $4250000.00        | $122777.23         | Agency Mortgage-Backed Securities |
| GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $5760592.00        | $720555.02         | Agency Mortgage-Backed Securities |
| GNII SF MA4385 M     | 2047-04-20      | 5.0000%  | 0.0000% | $330000.00         | $31074.63          | Agency Mortgage-Backed Securities |
| GNII SF MA3282 M     | 2030-12-20      | 2.5000%  | 0.0000% | $732272.00         | $67729.69          | Agency Mortgage-Backed Securities |
| GNII SF MA2961 M     | 2045-07-20      | 3.5000%  | 0.0000% | $292009.00         | $25983.34          | Agency Mortgage-Backed Securities |
| GNII SF MA4125 M     | 2046-12-20      | 2.5000%  | 0.0000% | $147650048.00      | $25661406.38       | Agency Mortgage-Backed Securities |
| GNII JM MA4502 M     | 2047-06-20      | 4.0000%  | 0.0000% | $2271448.00        | $90996.54          | Agency Mortgage-Backed Securities |
| GNAR AT MA0177 M     | 2042-06-20      | 4.8750%  | 0.0000% | $620000.00         | $16290.23          | Agency Mortgage-Backed Securities |
| GNII JM MA3097 M     | 2045-08-20      | 3.5000%  | 0.0000% | $2000000.00        | $66219.22          | Agency Mortgage-Backed Securities |
| GNMI SF 778870 X     | 2042-02-15      | 4.0000%  | 0.0000% | $300000.00         | $33093.36          | Agency Mortgage-Backed Securities |
| GNII SF MA2340 M     | 2029-11-20      | 3.0000%  | 0.0000% | $125000.00         | $6031.75           | Agency Mortgage-Backed Securities |
| GNAR AT MA0483 M     | 2042-10-20      | 4.7500%  | 0.0000% | $310000.00         | $10624.64          | Agency Mortgage-Backed Securities |
| GNII SF MA4513 M     | 2047-06-20      | 5.0000%  | 0.0000% | $1950156.00        | $175980.01         | Agency Mortgage-Backed Securities |
| GNII SF MA3037 M     | 2045-08-20      | 5.0000%  | 0.0000% | $540000.00         | $45542.09          | Agency Mortgage-Backed Securities |
| GNII SF MA0932 M     | 2043-04-20      | 2.5000%  | 0.0000% | $1785564.00        | $260745.25         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM7510 | 2048-08-01      | 3.5000%  | 0.0000% | $191742.00         | $72394.30          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZM8655 | 2048-10-01      | 5.0000%  | 0.0000% | $144631.00         | $12920.51          | Agency Mortgage-Backed Securities |
| GNII SP 785054 C     | 2050-06-20      | 3.0000%  | 0.0000% | $560000.00         | $260322.79         | Agency Mortgage-Backed Securities |
| GNMI SP 784154 X     | 2044-03-15      | 5.0000%  | 0.0000% | $186508.00         | $26524.36          | Agency Mortgage-Backed Securities |
| GNAR AF 082373 M     | 2039-08-20      | 4.6250%  | 0.0000% | $45000000.00       | $722351.33         | Agency Mortgage-Backed Securities |
| GNII JP 784498 M     | 2033-05-20      | 2.5000%  | 0.0000% | $500000.00         | $72580.34          | Agency Mortgage-Backed Securities |
| GNMI SP 784647 X     | 2045-12-15      | 5.0000%  | 0.0000% | $6600000.00        | $2929227.48        | Agency Mortgage-Backed Securities |
| GNII SP 785192 C     | 2050-11-20      | 4.0000%  | 0.0000% | $5820000.00        | $1034529.09        | Agency Mortgage-Backed Securities |
| GNII SP 785053 C     | 2050-06-20      | 4.5000%  | 0.0000% | $50000000.00       | $16622925.22       | Agency Mortgage-Backed Securities |
| GNMI SP 785718 X     | 2050-03-15      | 2.5000%  | 0.0000% | $3707512.00        | $2437382.46        | Agency Mortgage-Backed Securities |
| GNMI SP 784699 X     | 2048-04-15      | 5.0000%  | 0.0000% | $2218672.00        | $354688.18         | Agency Mortgage-Backed Securities |
| GNMI SP 786309 X     | 2047-11-15      | 3.0000%  | 0.0000% | $906000.00         | $622422.34         | Agency Mortgage-Backed Securities |
| GNII SP 784156 M     | 2045-08-20      | 4.0000%  | 0.0000% | $5802000.00        | $483957.05         | Agency Mortgage-Backed Securities |
| GNMI SP 784605 X     | 2042-01-15      | 4.5000%  | 0.0000% | $27000.00          | $7550.63           | Agency Mortgage-Backed Securities |
| GNMI SP 784041 X     | 2045-08-15      | 4.0000%  | 0.0000% | $2276292.00        | $880177.08         | Agency Mortgage-Backed Securities |
| GNMI SP 783996 X     | 2044-06-15      | 5.0000%  | 0.0000% | $17706688.00       | $2643643.91        | Agency Mortgage-Backed Securities |
| GNMI SF 535760 X     | 2031-06-15      | 6.5000%  | 0.0000% | $855960.00         | $7137.74           | Agency Mortgage-Backed Securities |
| GNMI SP 784355 X     | 2046-12-15      | 4.0000%  | 0.0000% | $462235.00         | $64037.16          | Agency Mortgage-Backed Securities |
| GNII JP 784354 M     | 2032-07-20      | 3.5000%  | 0.0000% | $1045000.00        | $119256.62         | Agency Mortgage-Backed Securities |
| GNAR AT 081156 M     | 2034-11-20      | 4.7500%  | 0.0000% | $2700000.00        | $31608.32          | Agency Mortgage-Backed Securities |
| GNAR AS 082937 M     | 2041-09-20      | 5.8750%  | 0.0000% | $2048268.00        | $33077.93          | Agency Mortgage-Backed Securities |
| GNII SP 784658 C     | 2049-02-20      | 4.5000%  | 0.0000% | $2000000.00        | $35336.61          | Agency Mortgage-Backed Securities |
| GNAR AT 081843 M     | 2037-02-20      | 5.6250%  | 0.0000% | $1575000.00        | $12370.45          | Agency Mortgage-Backed Securities |
| GNAR AT 081179 M     | 2034-12-20      | 4.7500%  | 0.0000% | $2900000.00        | $54094.16          | Agency Mortgage-Backed Securities |
| GNII SP 784101 M     | 2044-08-20      | 3.5000%  | 0.0000% | $13197552.00       | $1343980.52        | Agency Mortgage-Backed Securities |
| GNMI SF 558897 X     | 2032-08-15      | 6.5000%  | 0.0000% | $2000000.00        | $36186.15          | Agency Mortgage-Backed Securities |
| GNII SP 783736 M     | 2042-10-20      | 3.5000%  | 0.0000% | $113703.00         | $10367.75          | Agency Mortgage-Backed Securities |
| GNMI SP 784369 X     | 2045-08-15      | 4.0000%  | 0.0000% | $1159000.00        | $324312.56         | Agency Mortgage-Backed Securities |
| GNII AP 785278 M     | 2050-08-20      | 2.5000%  | 0.0000% | $222771000.00      | $54804427.12       | Agency Mortgage-Backed Securities |
| GNII SP 783607 M     | 2042-06-20      | 3.5000%  | 0.0000% | $2368440.00        | $182083.44         | Agency Mortgage-Backed Securities |
| GNMI SF 698392 X     | 2039-07-15      | 4.0000%  | 0.0000% | $150000.00         | $5516.73           | Agency Mortgage-Backed Securities |
| GNMI SF 626938 X     | 2045-04-15      | 4.0000%  | 0.0000% | $776103.00         | $252913.83         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6427 | 2048-05-01      | 4.0000%  | 0.0000% | $2157392.00        | $365698.93         | Agency Mortgage-Backed Securities |
| GNII SF DI5724 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1914012.00        | $2022947.91        | Agency Mortgage-Backed Securities |
| GNII SF DI5728 C     | 2055-03-20      | 7.5000%  | 0.0000% | $2562796.00        | $2680971.56        | Agency Mortgage-Backed Securities |
| GNII SF DI5416 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1499760.00        | $1574708.67        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6683 | 2048-05-01      | 4.0000%  | 0.0000% | $205353.00         | $23466.66          | Agency Mortgage-Backed Securities |
| GNII ET DI6284 C     | 2065-03-20      | 7.0000%  | 0.0000% | $2545104.00        | $2612011.96        | Agency Mortgage-Backed Securities |
| GNII SF DI6919 C     | 2055-03-20      | 6.0000%  | 0.0000% | $3395300.00        | $3472175.51        | Agency Mortgage-Backed Securities |
| GNII SF DI7295 C     | 2055-03-20      | 5.5000%  | 0.0000% | $7277432.00        | $7216195.94        | Agency Mortgage-Backed Securities |
| GNII SF CL0623 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1073472.00        | $760917.04         | Agency Mortgage-Backed Securities |
| GNII ET DI4288 C     | 2065-03-20      | 5.0000%  | 0.0000% | $798001.00         | $769269.91         | Agency Mortgage-Backed Securities |
| GNII SF DI5417 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1350172.00        | $1388525.78        | Agency Mortgage-Backed Securities |
| GNII ET DI3934 C     | 2065-02-20      | 6.5000%  | 0.0000% | $1112870.00        | $1113550.53        | Agency Mortgage-Backed Securities |
| GNII ET DI5895 C     | 2065-01-20      | 6.5000%  | 0.0000% | $921205.00         | $942858.46         | Agency Mortgage-Backed Securities |
| GNII RG CK9490 C     | 2050-01-20      | 4.0000%  | 0.0000% | $1677000.00        | $1013098.18        | Agency Mortgage-Backed Securities |
| GNII RG CK4382 C     | 2046-11-20      | 3.0000%  | 0.0000% | $250000.00         | $98941.88          | Agency Mortgage-Backed Securities |
| GNII RG CK2388 C     | 2050-07-20      | 3.0000%  | 0.0000% | $450000.00         | $233360.64         | Agency Mortgage-Backed Securities |
| GNII SF CK7488 C     | 2052-02-20      | 2.5000%  | 0.0000% | $5204832.00        | $2776413.04        | Agency Mortgage-Backed Securities |
| GNII SF CK5454 C     | 2052-03-20      | 4.0000%  | 0.0000% | $1086862.00        | $632577.30         | Agency Mortgage-Backed Securities |
| GNII SF CK8200 C     | 2052-02-20      | 3.5000%  | 0.0000% | $386727.00         | $178821.65         | Agency Mortgage-Backed Securities |
| GNII RG CK3120 C     | 2029-06-20      | 3.0000%  | 0.0000% | $1015446.00        | $173544.66         | Agency Mortgage-Backed Securities |
| GNII RG CK5783 C     | 2050-05-20      | 3.0000%  | 0.0000% | $1169400.00        | $556383.20         | Agency Mortgage-Backed Securities |
| GNII RG CK2396 C     | 2050-06-20      | 3.0000%  | 0.0000% | $325000.00         | $180032.01         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2223 | 2054-08-01      | 6.5000%  | 0.0000% | $75992960.00       | $67394023.49       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6624 | 2048-05-01      | 4.0000%  | 0.0000% | $665711.00         | $113232.97         | Agency Mortgage-Backed Securities |
| GNII ET DI5765 C     | 2065-02-20      | 6.5000%  | 0.0000% | $551644.00         | $563840.04         | Agency Mortgage-Backed Securities |
| GNII ET DI7177 C     | 2065-02-20      | 4.5000%  | 0.0000% | $90651.00          | $84555.95          | Agency Mortgage-Backed Securities |
| GNII SP 785565 C     | 2051-06-20      | 2.5000%  | 0.0000% | $1700000.00        | $1030150.86        | Agency Mortgage-Backed Securities |
| GNII SP 785221 C     | 2050-12-20      | 2.0000%  | 0.0000% | $200000.00         | $100817.31         | Agency Mortgage-Backed Securities |
| GNII SP 785295 M     | 2049-11-20      | 5.0000%  | 0.0000% | $13021696.00       | $3064490.34        | Agency Mortgage-Backed Securities |
| GNII SP 785788 C     | 2051-12-20      | 2.5000%  | 0.0000% | $604800.00         | $379408.34         | Agency Mortgage-Backed Securities |
| GNII SP 786690 C     | 2053-05-20      | 5.5000%  | 0.0000% | $200000.00         | $167390.15         | Agency Mortgage-Backed Securities |
| GNMI SP 785693 X     | 2049-05-15      | 5.0000%  | 0.0000% | $555203.00         | $343323.56         | Agency Mortgage-Backed Securities |
| GNMI SP 784718 X     | 2046-12-15      | 2.5000%  | 0.0000% | $200050.00         | $69871.98          | Agency Mortgage-Backed Securities |
| GNII SP 786336 C     | 2052-09-20      | 4.5000%  | 0.0000% | $1300000.00        | $983286.92         | Agency Mortgage-Backed Securities |
| GNII SP 786134 C     | 2052-04-20      | 3.0000%  | 0.0000% | $39669560.00       | $22629195.53       | Agency Mortgage-Backed Securities |
| GNII SP 786247 C     | 2052-07-20      | 4.0000%  | 0.0000% | $1348000.00        | $949470.74         | Agency Mortgage-Backed Securities |
| GNII SP 785663 C     | 2051-10-20      | 2.5000%  | 0.0000% | $3600000.00        | $2102801.04        | Agency Mortgage-Backed Securities |
| GNII SP 786095 C     | 2052-04-20      | 3.0000%  | 0.0000% | $26157152.00       | $16894062.07       | Agency Mortgage-Backed Securities |
| GNII SP 785730 C     | 2051-11-20      | 3.0000%  | 0.0000% | $3572760.00        | $2206442.09        | Agency Mortgage-Backed Securities |
| GNII SP 786483 C     | 2052-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $3373619.99        | Agency Mortgage-Backed Securities |
| GNII SP 785667 C     | 2051-10-20      | 2.5000%  | 0.0000% | $25111904.00       | $15230105.15       | Agency Mortgage-Backed Securities |
| GNMI SP 785782 X     | 2050-02-15      | 3.0000%  | 0.0000% | $1495792.00        | $1051686.69        | Agency Mortgage-Backed Securities |
| GNII SP 786662 C     | 2053-03-20      | 5.0000%  | 0.0000% | $3000000.00        | $2357287.74        | Agency Mortgage-Backed Securities |
| GNMI SP 784232 X     | 2046-04-15      | 4.0000%  | 0.0000% | $1235068.00        | $201242.59         | Agency Mortgage-Backed Securities |
| GNMI SP 786111 X     | 2048-06-15      | 3.5000%  | 0.0000% | $28280240.00       | $17791401.65       | Agency Mortgage-Backed Securities |
| GNII SP 785764 C     | 2051-11-20      | 2.5000%  | 0.0000% | $2097000.00        | $1280551.39        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQJ2759 | 2054-09-01      | 7.5000%  | 0.0000% | $1058650.00        | $1119298.37        | Agency Mortgage-Backed Securities |
| GNMI SF BD3187 X     | 2047-10-15      | 4.0000%  | 0.0000% | $93000.00          | $30172.31          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  | 0.0000% | $2817980.00        | $2339774.54        | Agency Mortgage-Backed Securities |
| GNMI SF BC7378 X     | 2047-11-15      | 3.5000%  | 0.0000% | $1383986.00        | $100449.21         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE2631 | 2052-05-01      | 3.0000%  | 0.0000% | $3250000.00        | $2311586.86        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0322 | 2053-09-01      | 6.5000%  | 0.0000% | $2068960.00        | $1836258.77        | Agency Mortgage-Backed Securities |
| GNII SF MA9491 M     | 2053-12-20      | 7.0000%  | 0.0000% | $14886560.00       | $7976790.58        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC7460 | 2051-09-01      | 2.5000%  | 0.0000% | $4498000.00        | $2943807.03        | Agency Mortgage-Backed Securities |
| GNII SF MA9633 M     | 2031-04-20      | 3.0000%  | 0.0000% | $87300.00          | $60941.28          | Agency Mortgage-Backed Securities |
| GNMI SF BB4157 X     | 2048-02-15      | 5.0000%  | 0.0000% | $685293.00         | $103676.42         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ6898 | 2054-10-01      | 7.0000%  | 0.0000% | $1097436.00        | $1154508.18        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG9116 | 2053-08-01      | 5.0000%  | 0.0000% | $1071094.00        | $838939.80         | Agency Mortgage-Backed Securities |
| GNII RG CN6335 C     | 2048-05-20      | 3.0000%  | 0.0000% | $475000.00         | $215601.37         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7544 | 2053-12-01      | 6.5000%  | 0.0000% | $1362078.00        | $999172.74         | Agency Mortgage-Backed Securities |
| GNII RG CN5904 C     | 2050-10-20      | 4.0000%  | 0.0000% | $1515000.00        | $1080690.11        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5820 | 2052-07-01      | 5.0000%  | 0.0000% | $1290546.00        | $822272.61         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG1559 | 2053-04-01      | 4.5000%  | 0.0000% | $5086008.00        | $4374678.68        | Agency Mortgage-Backed Securities |
| GNMI SF AO9607 X     | 2045-08-15      | 4.0000%  | 0.0000% | $2219208.00        | $395271.53         | Agency Mortgage-Backed Securities |
| GNMI SF BE1031 X     | 2047-10-15      | 4.0000%  | 0.0000% | $83000.00          | $36468.25          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ8026 | 2054-11-01      | 7.0000%  | 0.0000% | $10269920.00       | $10690993.36       | Agency Mortgage-Backed Securities |
| GNII SF AO4762 C     | 2045-08-20      | 3.5000%  | 0.0000% | $1040000.00        | $182600.66         | Agency Mortgage-Backed Securities |
| GNII RG CN2044 C     | 2048-01-20      | 3.5000%  | 0.0000% | $950000.00         | $718878.91         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6821 | 2053-01-01      | 5.5000%  | 0.0000% | $1708026.00        | $1197044.39        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2909 | 2052-11-01      | 5.5000%  | 0.0000% | $8000000.00        | $7196060.87        | Agency Mortgage-Backed Securities |
| GNMI SF BE2167 X     | 2048-02-15      | 5.0000%  | 0.0000% | $1211586.00        | $60040.23          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ9009 | 2054-11-01      | 4.5000%  | 0.0000% | $1085940.00        | $1026886.71        | Agency Mortgage-Backed Securities |
| GNII SF CN6028 C     | 2052-11-20      | 5.0000%  | 0.0000% | $1246698.00        | $1083424.95        | Agency Mortgage-Backed Securities |
| GNMI SF BC1138 X     | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $34451.93          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ2053 | 2054-08-01      | 5.5000%  | 0.0000% | $1533760.00        | $1522781.18        | Agency Mortgage-Backed Securities |
| GNCL CL CN7571       | 2066-11-15      | 5.6850%  | 0.0000% | $474989.00         | $480720.49         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ9612 | 2054-11-01      | 6.0000%  | 0.0000% | $1269200.00        | $1291604.07        | Agency Mortgage-Backed Securities |
| FEPC 08.000 CLQJ5604 | 2054-09-01      | 8.0000%  | 0.0000% | $1182078.00        | $1257263.44        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  | 0.0000% | $20150880.00       | $17693327.68       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH3875 | 2053-11-01      | 6.5000%  | 0.0000% | $1297662.00        | $1026863.60        | Agency Mortgage-Backed Securities |
| GNMI SF BB4370 X     | 2047-07-15      | 4.0000%  | 0.0000% | $1000000.00        | $66202.40          | Agency Mortgage-Backed Securities |
| GNII SF BB0764 C     | 2047-06-20      | 4.0000%  | 0.0000% | $1055568.00        | $181946.72         | Agency Mortgage-Backed Securities |
| GNMI SF BA2485 X     | 2047-04-15      | 4.5000%  | 0.0000% | $65305.00          | $5437.99           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ5158 | 2054-10-01      | 5.0000%  | 0.0000% | $2002420.00        | $1935029.37        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB5799 | 2050-11-01      | 2.5000%  | 0.0000% | $3500100.00        | $1724197.43        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG5245 | 2053-06-01      | 5.0000%  | 0.0000% | $306394.00         | $290618.03         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8644 | 2053-08-01      | 6.5000%  | 0.0000% | $620000.00         | $526748.69         | Agency Mortgage-Backed Securities |
| GNMI SF BD4016 X     | 2049-10-15      | 3.0000%  | 0.0000% | $31242840.00       | $5544096.55        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3079 | 2054-09-01      | 5.5000%  | 0.0000% | $2436244.00        | $2028128.32        | Agency Mortgage-Backed Securities |
| GNMI SF BE0143 X     | 2048-01-15      | 4.0000%  | 0.0000% | $111000.00         | $48203.42          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7117 | 2053-07-01      | 6.5000%  | 0.0000% | $878980.00         | $716651.32         | Agency Mortgage-Backed Securities |
| GNII SF MA9641 M     | 2036-06-20      | 7.0000%  | 0.0000% | $156424.00         | $155402.60         | Agency Mortgage-Backed Securities |
| GNII SF DG7050 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1704496.00        | $1642901.51        | Agency Mortgage-Backed Securities |
| GNII ET DG7215 C     | 2064-10-20      | 6.0000%  | 0.0000% | $1498774.00        | $1511969.14        | Agency Mortgage-Backed Securities |
| GNII ET DG4186 C     | 2065-01-20      | 7.0000%  | 0.0000% | $6850704.00        | $7036101.47        | Agency Mortgage-Backed Securities |
| GNII SF DG4538 C     | 2054-11-20      | 4.0000%  | 0.0000% | $1967952.00        | $1776557.95        | Agency Mortgage-Backed Securities |
| GNMI SF AO9429 X     | 2046-01-15      | 4.5000%  | 0.0000% | $676198.00         | $59193.69          | Agency Mortgage-Backed Securities |
| GNMI SF BB2325 X     | 2047-09-15      | 4.5000%  | 0.0000% | $2803316.00        | $214956.00         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4396 | 2053-11-01      | 5.5000%  | 0.0000% | $3065572.00        | $2586945.62        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2484 | 2051-12-01      | 2.5000%  | 0.0000% | $3037780.00        | $1837567.11        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $19298.00          | $17894.88          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC6608 | 2051-09-01      | 3.0000%  | 0.0000% | $492316.00         | $237985.37         | Agency Mortgage-Backed Securities |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | 0.0000% | $341971.00         | $204645.63         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $15096576.00       | $12875503.20       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE4404 | 2052-06-01      | 3.0000%  | 0.0000% | $2669544.00        | $1741636.47        | Agency Mortgage-Backed Securities |
| GNII SF BC3619 C     | 2047-08-20      | 4.0000%  | 0.0000% | $2882020.00        | $913140.42         | Agency Mortgage-Backed Securities |
| GNII SF BD0559 C     | 2048-09-20      | 5.0000%  | 0.0000% | $1000000.00        | $135601.02         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ0469 | 2054-08-01      | 6.5000%  | 0.0000% | $5054648.00        | $4655255.28        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $248259072.00      | $249999857.87      | Agency Mortgage-Backed Securities |
| GNMI SF BB5490 X     | 2047-08-15      | 4.5000%  | 0.0000% | $1377966.00        | $109857.61         | Agency Mortgage-Backed Securities |
| GNII SF MA9598 M     | 2053-10-20      | 2.0000%  | 0.0000% | $146103.00         | $104495.85         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $6384000.00        | $5477924.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5673 | 2053-01-01      | 5.5000%  | 0.0000% | $20710080.00       | $17522399.92       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5826 | 2053-01-01      | 5.5000%  | 0.0000% | $3587144.00        | $3087385.55        | Agency Mortgage-Backed Securities |
| GNII SF BD0560 C     | 2048-09-20      | 4.5000%  | 0.0000% | $40513.00          | $8569.86           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $18478080.00       | $17322930.46       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8860 | 2052-09-01      | 5.0000%  | 0.0000% | $2313128.00        | $1781641.17        | Agency Mortgage-Backed Securities |
| GNII SF MA9544 M     | 2054-02-20      | 7.0000%  | 0.0000% | $6020448.00        | $3247996.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH0120 | 2053-08-01      | 5.0000%  | 0.0000% | $1674464.00        | $1603813.99        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ3658 | 2054-09-01      | 6.5000%  | 0.0000% | $1013858.00        | $927215.30         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX6917 | 2055-03-01      | 6.5000%  | 0.0000% | $1960200.00        | $2037484.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995113 | 2036-09-01      | 5.5000%  | 0.0000% | $114450000.00      | $1884085.70        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1096 | 2051-01-01      | 2.0000%  | 0.0000% | $2892824.00        | $1904106.80        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8596 | 2055-03-01      | 6.5000%  | 0.0000% | $16375808.00       | $16510461.87       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX0918 | 2054-12-01      | 6.5000%  | 0.0000% | $1639386.00        | $1589655.49        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX4056 | 2054-12-01      | 4.5000%  | 0.0000% | $1340176.00        | $1262688.00        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX7043 | 2055-03-01      | 6.5000%  | 0.0000% | $15947584.00       | $16429631.82       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0306 | 2054-12-01      | 4.5000%  | 0.0000% | $92947360.00       | $86457121.86       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $17809888.00       | $13849725.84       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS7326 | 2038-11-01      | 3.0000%  | 0.0000% | $16092540.00       | $12750789.31       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9632 | 2054-12-01      | 4.5000%  | 0.0000% | $54254144.00       | $49925827.03       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX2602 | 2055-01-01      | 6.5000%  | 0.0000% | $10506480.00       | $10715755.11       | Agency Mortgage-Backed Securities |
| GNII SF MA9324 M     | 2035-02-20      | 3.5000%  | 0.0000% | $307563.00         | $258386.35         | Agency Mortgage-Backed Securities |
| GNII SF MA9391 M     | 2039-01-20      | 6.5000%  | 0.0000% | $330943.00         | $212498.17         | Agency Mortgage-Backed Securities |
| GNII SF MA9366 M     | 2053-12-20      | 7.5000%  | 0.0000% | $188860.00         | $63735.82          | Agency Mortgage-Backed Securities |
| GNII SF MA9306 M     | 2053-10-20      | 6.0000%  | 0.0000% | $2500000.00        | $1806684.01        | Agency Mortgage-Backed Securities |
| GNII SF MA9420 M     | 2052-12-20      | 4.0000%  | 0.0000% | $2170336.00        | $1805320.13        | Agency Mortgage-Backed Securities |
| GNII SF MA9383 M     | 2031-10-20      | 2.5000%  | 0.0000% | $48928.00          | $38239.92          | Agency Mortgage-Backed Securities |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $19723456.00       | $8896514.39        | Agency Mortgage-Backed Securities |
| GNII SF MA9308 M     | 2053-10-20      | 7.0000%  | 0.0000% | $28669184.00       | $13670835.84       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7476 | 2053-11-01      | 5.5000%  | 0.0000% | $22265824.00       | $20544379.17       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1724 | 2054-12-01      | 4.5000%  | 0.0000% | $2620088.00        | $2476155.23        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0271 | 2055-04-01      | 6.0000%  | 0.0000% | $2735868.00        | $2796677.96        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7784 | 2055-03-01      | 6.0000%  | 0.0000% | $8155296.00        | $8328918.04        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8801 | 2055-03-01      | 7.0000%  | 0.0000% | $1206210.00        | $1266917.80        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX5049 | 2055-02-01      | 6.0000%  | 0.0000% | $1821676.00        | $1735306.77        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX7933 | 2055-03-01      | 4.5000%  | 0.0000% | $2062508.00        | $1947977.20        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX5761 | 2055-02-01      | 6.0000%  | 0.0000% | $2525876.00        | $2576957.15        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2713 | 2054-12-01      | 5.0000%  | 0.0000% | $1945462.00        | $1879769.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8936 | 2055-03-01      | 6.0000%  | 0.0000% | $2248250.00        | $2280970.93        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX4053 | 2055-01-01      | 4.5000%  | 0.0000% | $1023410.00        | $961503.52         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX8360 | 2055-03-01      | 5.0000%  | 0.0000% | $1123232.00        | $1092206.26        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9467 | 2055-04-01      | 7.0000%  | 0.0000% | $1796380.00        | $1885196.28        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX1814 | 2054-12-01      | 4.0000%  | 0.0000% | $1326920.00        | $1016961.49        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX5837 | 2055-01-01      | 4.5000%  | 0.0000% | $4389240.00        | $4136334.08        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0142 | 2055-04-01      | 6.0000%  | 0.0000% | $12313472.00       | $11903327.49       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9808 | 2055-04-01      | 7.0000%  | 0.0000% | $2506968.00        | $2665186.52        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8543 | 2055-03-01      | 7.0000%  | 0.0000% | $1244328.00        | $1315462.85        | Agency Mortgage-Backed Securities |
| GNII ET DD1599 C     | 2064-05-20      | 6.5000%  | 0.0000% | $84724.00          | $73806.51          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2702 | 2054-08-01      | 6.0000%  | 0.0000% | $202761.00         | $190495.45         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3743 | 2055-03-01      | 6.5000%  | 0.0000% | $43587712.00       | $45109394.14       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3642 | 2055-03-01      | 5.5000%  | 0.0000% | $26351712.00       | $25714656.56       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY1822 | 2055-04-01      | 7.0000%  | 0.0000% | $2143250.00        | $2258459.52        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9646 | 2055-03-01      | 7.0000%  | 0.0000% | $1038748.00        | $1085940.40        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5279 | 2055-06-01      | 6.0000%  | 0.0000% | $34674816.00       | $35474948.93       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4878 | 2055-06-01      | 6.0000%  | 0.0000% | $1966204.00        | $2008997.12        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5277 | 2055-06-01      | 6.5000%  | 0.0000% | $25438176.00       | $26455909.37       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9723 | 2055-03-01      | 6.0000%  | 0.0000% | $11090688.00       | $11250713.12       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY1721 | 2055-05-01      | 7.0000%  | 0.0000% | $1634642.00        | $1719606.45        | Agency Mortgage-Backed Securities |
| GNII SP 786900 C     | 2052-12-20      | 4.5000%  | 0.0000% | $5593328.00        | $4714012.31        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4565 | 2055-05-01      | 5.5000%  | 0.0000% | $7170416.00        | $7156595.42        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY3147 | 2055-05-01      | 5.0000%  | 0.0000% | $2946836.00        | $2863283.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5396 | 2055-06-01      | 5.5000%  | 0.0000% | $25133856.00       | $25104337.68       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2109 | 2055-04-01      | 6.0000%  | 0.0000% | $1290150.00        | $1319465.66        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4495 | 2055-06-01      | 6.0000%  | 0.0000% | $2989972.00        | $3062751.90        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2433 | 2055-05-01      | 6.0000%  | 0.0000% | $2001752.00        | $2016181.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5086 | 2055-06-01      | 6.0000%  | 0.0000% | $2104180.00        | $2151526.85        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY3462 | 2055-05-01      | 5.0000%  | 0.0000% | $10355920.00       | $10085317.51       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4191 | 2055-06-01      | 5.5000%  | 0.0000% | $6878192.00        | $6863717.23        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3422 | 2055-05-01      | 6.0000%  | 0.0000% | $10274220.00       | $10481022.92       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4202 | 2055-06-01      | 6.0000%  | 0.0000% | $8372224.00        | $8531332.53        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9201 | 2055-04-01      | 6.5000%  | 0.0000% | $9761472.00        | $9748878.17        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX3372 | 2055-01-01      | 5.5000%  | 0.0000% | $15577440.00       | $14735953.32       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9860 | 2055-04-01      | 6.0000%  | 0.0000% | $7545464.00        | $7714774.41        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0658 | 2055-03-01      | 6.5000%  | 0.0000% | $1017666.00        | $1040436.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5745 | 2040-05-01      | 5.0000%  | 0.0000% | $19901440.00       | $19977697.90       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0952 | 2054-12-01      | 4.5000%  | 0.0000% | $1482516.00        | $1402083.29        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8279 | 2055-03-01      | 6.5000%  | 0.0000% | $1114718.00        | $1151627.73        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2277 | 2055-05-01      | 6.5000%  | 0.0000% | $1402648.00        | $1473615.19        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY2494 | 2055-05-01      | 5.5000%  | 0.0000% | $7173130.00        | $7138992.61        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9990 | 2055-04-01      | 5.5000%  | 0.0000% | $7633584.00        | $7602454.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3667 | 2055-05-01      | 5.5000%  | 0.0000% | $5971128.00        | $5937507.90        | Agency Mortgage-Backed Securities |
| GNII SP 786723 C     | 2052-11-20      | 3.5000%  | 0.0000% | $8921040.00        | $6214953.75        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0309 | 2055-04-01      | 6.5000%  | 0.0000% | $12134976.00       | $11607842.52       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0079 | 2055-04-01      | 6.0000%  | 0.0000% | $5042976.00        | $5149239.07        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY1898 | 2055-04-01      | 7.0000%  | 0.0000% | $3773796.00        | $3970058.94        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1451 | 2055-04-01      | 6.0000%  | 0.0000% | $4241632.00        | $4306323.57        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9415 | 2055-04-01      | 6.5000%  | 0.0000% | $2860048.00        | $2962675.95        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0151 | 2055-04-01      | 6.5000%  | 0.0000% | $4335448.00        | $4468283.70        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY0899 | 2055-04-01      | 7.0000%  | 0.0000% | $3332780.00        | $3513889.21        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY3526 | 2055-05-01      | 6.5000%  | 0.0000% | $3471284.00        | $3662441.05        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY1820 | 2055-05-01      | 7.0000%  | 0.0000% | $1127950.00        | $1190507.38        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4498 | 2055-06-01      | 6.5000%  | 0.0000% | $6373528.00        | $6600266.97        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2090 | 2055-04-01      | 6.5000%  | 0.0000% | $1079400.00        | $1120419.84        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY2286 | 2055-05-01      | 7.0000%  | 0.0000% | $1665464.00        | $1755032.38        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1765 | 2055-04-01      | 5.5000%  | 0.0000% | $19520992.00       | $19362812.91       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1028 | 2055-04-01      | 6.0000%  | 0.0000% | $5423072.00        | $5505866.14        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9496 | 2055-04-01      | 6.5000%  | 0.0000% | $22604864.00       | $23274251.91       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY0329 | 2055-04-01      | 5.5000%  | 0.0000% | $29768736.00       | $29321581.47       | Agency Mortgage-Backed Securities |
| GNII ET CY2509 C     | 2063-12-20      | 8.0000%  | 0.0000% | $226724.00         | $94834.95          | Agency Mortgage-Backed Securities |
| GNII ET CZ8189 C     | 2063-12-20      | 7.5000%  | 0.0000% | $92870.00          | $95253.08          | Agency Mortgage-Backed Securities |
| GNII SF MA9851 M     | 2054-08-20      | 5.5000%  | 0.0000% | $31439616.00       | $29751746.56       | Agency Mortgage-Backed Securities |
| GNII SF MA9073 M     | 2038-07-20      | 6.5000%  | 0.0000% | $220594.00         | $195893.33         | Agency Mortgage-Backed Securities |
| GNII SF MA9236 M     | 2050-06-20      | 3.0000%  | 0.0000% | $452777.00         | $332967.87         | Agency Mortgage-Backed Securities |
| GNII SF MA9873 M     | 2031-04-20      | 2.5000%  | 0.0000% | $46079.00          | $39548.96          | Agency Mortgage-Backed Securities |
| GNII SF MA9240 M     | 2053-10-20      | 5.0000%  | 0.0000% | $49167616.00       | $44104423.06       | Agency Mortgage-Backed Securities |
| GNII JM MB0079 M     | 2054-12-20      | 5.5000%  | 0.0000% | $1978332.00        | $1941059.66        | Agency Mortgage-Backed Securities |
| GNII JM MB0014 M     | 2054-11-20      | 6.0000%  | 0.0000% | $1621068.00        | $1624040.59        | Agency Mortgage-Backed Securities |
| GNII SF MA4260 M     | 2047-02-20      | 2.5000%  | 0.0000% | $355000.00         | $77775.69          | Agency Mortgage-Backed Securities |
| GNII SF MA4808 M     | 2032-10-20      | 3.0000%  | 0.0000% | $355977.00         | $44750.64          | Agency Mortgage-Backed Securities |
| GNAR AF MA5032 M     | 2048-01-20      | 5.7500%  | 0.0000% | $203245.00         | $6583.40           | Agency Mortgage-Backed Securities |
| GNII SF MA4559 M     | 2032-07-20      | 3.0000%  | 0.0000% | $1102508.00        | $122472.06         | Agency Mortgage-Backed Securities |
| GNII JM MA4185 M     | 2047-01-20      | 3.5000%  | 0.0000% | $571908.00         | $26232.46          | Agency Mortgage-Backed Securities |
| GNII SF MA5082 M     | 2048-03-20      | 6.0000%  | 0.0000% | $46000.00          | $5752.66           | Agency Mortgage-Backed Securities |
| GNII JM MA4745 M     | 2032-09-20      | 3.0000%  | 0.0000% | $602904.00         | $50794.37          | Agency Mortgage-Backed Securities |
| GNII SF MA5468 M     | 2048-09-20      | 5.0000%  | 0.0000% | $1100000.00        | $87111.00          | Agency Mortgage-Backed Securities |
| GNII SF MA3375 M     | 2046-01-20      | 3.0000%  | 0.0000% | $129000.00         | $14868.80          | Agency Mortgage-Backed Securities |
| GNII SF MA3377 M     | 2046-01-20      | 4.0000%  | 0.0000% | $200000.00         | $17097.72          | Agency Mortgage-Backed Securities |
| GNII SF MA4558 M     | 2032-07-20      | 2.5000%  | 0.0000% | $2303240.00        | $270477.13         | Agency Mortgage-Backed Securities |
| GNII SF MA5631 M     | 2032-12-20      | 8.0000%  | 0.0000% | $184393.00         | $11588.56          | Agency Mortgage-Backed Securities |
| GNII SF MB0182 M     | 2040-02-20      | 6.5000%  | 0.0000% | $164321.00         | $168914.57         | Agency Mortgage-Backed Securities |
| GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | 0.0000% | $23908384.00       | $23965480.57       | Agency Mortgage-Backed Securities |
| GNII SF MB0238 M     | 2029-10-20      | 7.5000%  | 0.0000% | $30603.00          | $29723.91          | Agency Mortgage-Backed Securities |
| GNII JM MB0076 M     | 2054-10-20      | 4.0000%  | 0.0000% | $1471108.00        | $1318136.65        | Agency Mortgage-Backed Securities |
| GNII ET DG4289 C     | 2064-11-20      | 6.5000%  | 0.0000% | $547726.00         | $559861.17         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7681 | 2054-11-01      | 4.5000%  | 0.0000% | $3470920.00        | $3267538.15        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ5216 | 2054-09-01      | 6.5000%  | 0.0000% | $1015364.00        | $1039137.07        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ4152 | 2054-08-01      | 6.5000%  | 0.0000% | $408372.00         | $419125.39         | Agency Mortgage-Backed Securities |
| GNII RG CN9958 C     | 2048-06-20      | 3.5000%  | 0.0000% | $200000.00         | $100473.18         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ9226 | 2054-11-01      | 6.5000%  | 0.0000% | $2752964.00        | $2842898.58        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ9386 | 2054-11-01      | 7.0000%  | 0.0000% | $1655326.00        | $1744274.57        | Agency Mortgage-Backed Securities |
| GNII RG CN2042 C     | 2047-12-20      | 3.5000%  | 0.0000% | $200000.00         | $109092.29         | Agency Mortgage-Backed Securities |
| GNII SF BE3023 C     | 2048-01-20      | 4.0000%  | 0.0000% | $390530.00         | $233236.29         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH9429 | 2054-02-01      | 6.5000%  | 0.0000% | $4999416.00        | $3646858.82        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH4770 | 2053-11-01      | 7.0000%  | 0.0000% | $2928140.00        | $2843190.48        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7071 | 2054-10-01      | 4.5000%  | 0.0000% | $3819756.00        | $3592671.78        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ5866 | 2054-10-01      | 5.0000%  | 0.0000% | $1291120.00        | $1249759.03        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ9232 | 2054-11-01      | 6.5000%  | 0.0000% | $690281.00         | $571023.69         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ8000 | 2054-11-01      | 4.5000%  | 0.0000% | $2616212.00        | $2332612.19        | Agency Mortgage-Backed Securities |
| GNII RG CN6337 C     | 2050-01-20      | 3.5000%  | 0.0000% | $650000.00         | $456819.90         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH3450 | 2053-10-01      | 7.5000%  | 0.0000% | $1175962.00        | $975914.88         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH9222 | 2054-01-01      | 6.5000%  | 0.0000% | $1215512.00        | $1186302.39        | Agency Mortgage-Backed Securities |
| GNMI SF BQ0724 X     | 2049-10-15      | 3.5000%  | 0.0000% | $619213.00         | $80326.68          | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8246 | 2054-12-01      | 6.5000%  | 0.0000% | $3868624.00        | $3915808.48        | Agency Mortgage-Backed Securities |
| GNMI SF BE4664 X     | 2047-12-15      | 4.0000%  | 0.0000% | $97000.00          | $35465.65          | Agency Mortgage-Backed Securities |
| GNII RG CN2010 C     | 2051-08-20      | 2.5000%  | 0.0000% | $1260094.00        | $968006.33         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5663 | 2051-08-01      | 3.0000%  | 0.0000% | $8500000.00        | $5067594.67        | Agency Mortgage-Backed Securities |
| GNII RG CO2850 C     | 2048-03-20      | 3.5000%  | 0.0000% | $225000.00         | $184622.04         | Agency Mortgage-Backed Securities |
| GNII SF CN6471 C     | 2052-07-20      | 3.0000%  | 0.0000% | $1814698.00        | $1295356.32        | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU7377 | 2050-03-01      | 2.5000%  | 0.0000% | $175000.00         | $96440.95          | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8219 | 2054-10-01      | 6.5000%  | 0.0000% | $5381750.00        | $5496198.78        | Agency Mortgage-Backed Securities |
| GNMI SF CO6356 X     | 2052-07-15      | 5.0000%  | 0.0000% | $25242.00          | $18376.66          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ7178 | 2054-10-01      | 7.0000%  | 0.0000% | $1900470.00        | $1970573.29        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4537 | 2051-02-01      | 1.5000%  | 0.0000% | $100000.00         | $54672.71          | Agency Mortgage-Backed Securities |
| GNMI SF BA7886 X     | 2047-05-15      | 4.0000%  | 0.0000% | $77762.00          | $23398.01          | Agency Mortgage-Backed Securities |
| GNII RG CO2773 C     | 2047-06-20      | 3.5000%  | 0.0000% | $175000.00         | $96583.93          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN8667 | 2036-12-01      | 1.5000%  | 0.0000% | $1708444.00        | $1034179.42        | Agency Mortgage-Backed Securities |
| GNII RG CN9974 C     | 2042-07-20      | 3.5000%  | 0.0000% | $2175000.00        | $1343175.23        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTQK0424 | 2040-09-01      | 3.5000%  | 0.0000% | $1474892.00        | $760180.79         | Agency Mortgage-Backed Securities |
| FEPC 02.500 3LQU5003 | 2049-11-01      | 2.5000%  | 0.0000% | $350000.00         | $87989.22          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ7085 | 2054-10-01      | 7.0000%  | 0.0000% | $2344512.00        | $2238192.78        | Agency Mortgage-Backed Securities |
| GNII SF MA9330 M     | 2038-12-20      | 6.5000%  | 0.0000% | $77990.00          | $39408.35          | Agency Mortgage-Backed Securities |
| GNII SF MA9331 M     | 2037-10-20      | 7.0000%  | 0.0000% | $89308.00          | $72466.92          | Agency Mortgage-Backed Securities |
| GNII SF MA5566 M     | 2033-11-20      | 4.5000%  | 0.0000% | $1527446.00        | $58449.01          | Agency Mortgage-Backed Securities |
| GNII SF MA5400 M     | 2048-08-20      | 5.0000%  | 0.0000% | $1069218.00        | $75098.70          | Agency Mortgage-Backed Securities |
| GNII SF MA5625 M     | 2033-11-20      | 4.5000%  | 0.0000% | $2346536.00        | $331546.16         | Agency Mortgage-Backed Securities |
| GNII SF MA5506 M     | 2030-10-20      | 8.5000%  | 0.0000% | $86295.00          | $39558.43          | Agency Mortgage-Backed Securities |
| GNII JM MA6212 M     | 2049-10-20      | 4.5000%  | 0.0000% | $4888544.00        | $993809.12         | Agency Mortgage-Backed Securities |
| GNII SF MA5712 M     | 2049-01-20      | 5.0000%  | 0.0000% | $26659904.00       | $1608932.39        | Agency Mortgage-Backed Securities |
| GNII JM MA4645 M     | 2047-07-20      | 4.5000%  | 0.0000% | $1572604.00        | $118178.31         | Agency Mortgage-Backed Securities |
| GNII SF MA5530 M     | 2048-10-20      | 5.0000%  | 0.0000% | $3723040.00        | $261503.67         | Agency Mortgage-Backed Securities |
| GNII SF MA2443 M     | 2044-11-20      | 2.5000%  | 0.0000% | $405809.00         | $49981.96          | Agency Mortgage-Backed Securities |
| GNII SF MA4068 M     | 2046-10-20      | 3.0000%  | 0.0000% | $5552088.00        | $751275.34         | Agency Mortgage-Backed Securities |
| GNII JM MA5517 M     | 2048-09-20      | 3.5000%  | 0.0000% | $4160984.00        | $126285.29         | Agency Mortgage-Backed Securities |
| GNII JM MA5699 M     | 2049-01-20      | 3.5000%  | 0.0000% | $1739230.00        | $50609.43          | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M     | 2047-12-20      | 3.0000%  | 0.0000% | $50000.00          | $7139.84           | Agency Mortgage-Backed Securities |
| GNII SF MA5296 M     | 2027-05-20      | 1.5000%  | 0.0000% | $26427.00          | $5228.48           | Agency Mortgage-Backed Securities |
| GNII SF MA4905 M     | 2034-01-20      | 6.0000%  | 0.0000% | $950000.00         | $127026.93         | Agency Mortgage-Backed Securities |
| GNII SF MA5878 M     | 2049-03-20      | 5.0000%  | 0.0000% | $5125304.00        | $392510.01         | Agency Mortgage-Backed Securities |
| GNII SF DE2242 C     | 2054-10-20      | 5.0000%  | 0.0000% | $8125952.00        | $7885317.21        | Agency Mortgage-Backed Securities |
| GNII SF DD9904 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1017336.00        | $1090835.85        | Agency Mortgage-Backed Securities |
| GNII ET DG7593 C     | 2064-11-20      | 4.0000%  | 0.0000% | $1967076.00        | $1772995.00        | Agency Mortgage-Backed Securities |
| GNII SF DE0180 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1066248.00        | $1036360.72        | Agency Mortgage-Backed Securities |
| GNII SF DE1582 C     | 2054-09-20      | 6.5000%  | 0.0000% | $706354.00         | $730588.93         | Agency Mortgage-Backed Securities |
| GNII ET DE2869 C     | 2064-09-20      | 6.5000%  | 0.0000% | $55106.00          | $56301.58          | Agency Mortgage-Backed Securities |
| GNII SF DE1089 C     | 2054-10-20      | 7.0000%  | 0.0000% | $14236432.00       | $14541779.20       | Agency Mortgage-Backed Securities |
| GNII SF BL2178 C     | 2049-02-20      | 4.5000%  | 0.0000% | $32020032.00       | $3004965.88        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6910 | 2052-03-01      | 3.5000%  | 0.0000% | $55000.00          | $37205.51          | Agency Mortgage-Backed Securities |
| GNII SF BH0223 C     | 2048-06-20      | 4.0000%  | 0.0000% | $1500000.00        | $457874.05         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA8624 | 2052-09-01      | 3.0000%  | 0.0000% | $21750.00          | $15405.79          | Agency Mortgage-Backed Securities |
| GNII SF CO5667 C     | 2052-06-20      | 3.0000%  | 0.0000% | $2043352.00        | $1286187.09        | Agency Mortgage-Backed Securities |
| GNII RG CO7654 C     | 2043-09-20      | 3.5000%  | 0.0000% | $200000.00         | $143856.45         | Agency Mortgage-Backed Securities |
| GNII RG CO2849 C     | 2042-10-20      | 3.5000%  | 0.0000% | $300000.00         | $217945.65         | Agency Mortgage-Backed Securities |
| GNII SF BH2709 C     | 2048-05-20      | 4.0000%  | 0.0000% | $1703680.00        | $208367.12         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7541 | 2052-06-01      | 4.5000%  | 0.0000% | $5523744.00        | $4183824.77        | Agency Mortgage-Backed Securities |
| GNII SF BT3115 C     | 2050-03-20      | 3.0000%  | 0.0000% | $263831.00         | $91441.34          | Agency Mortgage-Backed Securities |
| GNII SF BO9520 C     | 2050-01-20      | 2.5000%  | 0.0000% | $1573792.00        | $985638.12         | Agency Mortgage-Backed Securities |
| GNII RG CO7527 C     | 2051-08-20      | 2.5000%  | 0.0000% | $5744752.00        | $3611645.93        | Agency Mortgage-Backed Securities |
| GNPL PN CP1090       | 2058-06-15      | 5.0000%  | 0.0000% | $44423.00          | $43275.69          | Agency Mortgage-Backed Securities |
| GNII SF BJ5386 C     | 2049-03-20      | 5.0000%  | 0.0000% | $164000.00         | $23142.32          | Agency Mortgage-Backed Securities |
| GNII RG CN9814 C     | 2046-11-20      | 2.5000%  | 0.0000% | $1667728.00        | $857440.99         | Agency Mortgage-Backed Securities |
| GNII RG CO9985 C     | 2042-09-20      | 3.5000%  | 0.0000% | $850000.00         | $588054.44         | Agency Mortgage-Backed Securities |
| GNII SF BG7913 C     | 2048-05-20      | 5.0000%  | 0.0000% | $9037220.00        | $1070126.90        | Agency Mortgage-Backed Securities |
| GNII SF BH2710 C     | 2048-05-20      | 4.0000%  | 0.0000% | $2320120.00        | $399964.09         | Agency Mortgage-Backed Securities |
| GNII RG CP0111 C     | 2042-07-20      | 3.5000%  | 0.0000% | $175000.00         | $120131.61         | Agency Mortgage-Backed Securities |
| GNII SF BM9743 C     | 2049-11-20      | 4.0000%  | 0.0000% | $700000.00         | $192089.05         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ9728 | 2054-11-01      | 5.5000%  | 0.0000% | $8664910.00        | $8330565.29        | Agency Mortgage-Backed Securities |
| GNII RG CO9536 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1078794.00        | $818565.51         | Agency Mortgage-Backed Securities |
| GNMI SF BJ2882 X     | 2048-12-15      | 5.5000%  | 0.0000% | $457737.00         | $47800.70          | Agency Mortgage-Backed Securities |
| GNII SF BF3253 C     | 2048-01-20      | 4.0000%  | 0.0000% | $1239172.00        | $207608.36         | Agency Mortgage-Backed Securities |
| GNII ET CN6752 C     | 2062-05-20      | 4.5000%  | 0.0000% | $1186668.00        | $994363.98         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ9040 | 2054-11-01      | 4.5000%  | 0.0000% | $2039352.00        | $1912278.57        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTQK0701 | 2041-04-01      | 2.5000%  | 0.0000% | $6547024.00        | $3537540.75        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7306 | 2052-05-01      | 4.0000%  | 0.0000% | $270000.00         | $202965.11         | Agency Mortgage-Backed Securities |
| GNMI SF BG5671 X     | 2048-07-15      | 3.0000%  | 0.0000% | $1144388.00        | $656286.37         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD7089 | 2052-02-01      | 3.5000%  | 0.0000% | $3113044.00        | $1802848.51        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  | 0.0000% | $192000.00         | $130665.39         | Agency Mortgage-Backed Securities |
| GNII RG CN9953 C     | 2045-10-20      | 3.5000%  | 0.0000% | $200000.00         | $145923.90         | Agency Mortgage-Backed Securities |
| GNPL PN BK3082       | 2061-12-15      | 3.2400%  | 0.0000% | $69601.00          | $60229.53          | Agency Mortgage-Backed Securities |
| GNII RG CN9851 C     | 2049-10-20      | 4.0000%  | 0.0000% | $358329.00         | $238814.45         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7887 | 2052-10-01      | 4.5000%  | 0.0000% | $1174562.00        | $812294.39         | Agency Mortgage-Backed Securities |
| GNII RG CO2147 C     | 2050-06-20      | 3.5000%  | 0.0000% | $275000.00         | $210408.82         | Agency Mortgage-Backed Securities |
| FEPC 07.000 3PQU8257 | 2055-01-01      | 7.0000%  | 0.0000% | $3883664.00        | $3732175.03        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5422 | 2051-06-01      | 3.0000%  | 0.0000% | $411000.00         | $232877.20         | Agency Mortgage-Backed Securities |
| GNII SF BL7745 C     | 2049-05-20      | 4.5000%  | 0.0000% | $2144300.00        | $335709.41         | Agency Mortgage-Backed Securities |
| GNII SF BK2510 C     | 2049-04-20      | 5.0000%  | 0.0000% | $809000.00         | $72430.70          | Agency Mortgage-Backed Securities |
| GNII RG CP0135 C     | 2042-08-20      | 3.5000%  | 0.0000% | $275000.00         | $162999.80         | Agency Mortgage-Backed Securities |
| GNMI SF BG6377 X     | 2048-04-15      | 3.0000%  | 0.0000% | $127811.00         | $71477.62          | Agency Mortgage-Backed Securities |
| GNII ET DE4505 C     | 2064-08-20      | 5.0000%  | 0.0000% | $123921.00         | $119089.10         | Agency Mortgage-Backed Securities |
| GNII SF DE1581 C     | 2054-09-20      | 6.5000%  | 0.0000% | $710585.00         | $737636.01         | Agency Mortgage-Backed Securities |
| GNII SF DE1094 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1688408.00        | $1741664.43        | Agency Mortgage-Backed Securities |
| GNII SF DE2636 C     | 2054-10-20      | 6.0000%  | 0.0000% | $2160588.00        | $2203744.28        | Agency Mortgage-Backed Securities |
| GNII SF DE2638 C     | 2054-10-20      | 6.0000%  | 0.0000% | $3195840.00        | $3242734.54        | Agency Mortgage-Backed Securities |
| GNII ET DE2217 C     | 2064-10-20      | 7.5000%  | 0.0000% | $1121124.00        | $1156700.94        | Agency Mortgage-Backed Securities |
| GNII ET DD9563 C     | 2064-07-20      | 6.5000%  | 0.0000% | $95577.00          | $66246.57          | Agency Mortgage-Backed Securities |
| GNII ET DE3020 C     | 2064-08-20      | 6.5000%  | 0.0000% | $61255.00          | $62492.35          | Agency Mortgage-Backed Securities |
| GNII ET DE3880 C     | 2064-08-20      | 4.5000%  | 0.0000% | $267713.00         | $248555.10         | Agency Mortgage-Backed Securities |
| GNII SF BE5659 C     | 2048-04-20      | 4.0000%  | 0.0000% | $1000000.00        | $274250.50         | Agency Mortgage-Backed Securities |
| GNII SF BG3815 C     | 2048-06-20      | 4.5000%  | 0.0000% | $283000.00         | $34355.25          | Agency Mortgage-Backed Securities |
| GNII SF BG8528 C     | 2048-07-20      | 4.0000%  | 0.0000% | $338935.00         | $51571.75          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQJ3735 | 2054-09-01      | 7.5000%  | 0.0000% | $1646550.00        | $1735238.92        | Agency Mortgage-Backed Securities |
| GNII RG CO2146 C     | 2050-08-20      | 3.0000%  | 0.0000% | $300000.00         | $148417.12         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ8453 | 2054-11-01      | 5.0000%  | 0.0000% | $6115184.00        | $5621484.32        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7778 | 2052-08-01      | 4.5000%  | 0.0000% | $440000.00         | $348580.17         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA1741 | 2049-11-01      | 3.5000%  | 0.0000% | $733000.00         | $165547.83         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA6686 | 2052-01-01      | 4.0000%  | 0.0000% | $119500.00         | $65895.66          | Agency Mortgage-Backed Securities |
| GNII SF BI4636 C     | 2048-07-20      | 5.0000%  | 0.0000% | $1195030.00        | $538747.25         | Agency Mortgage-Backed Securities |
| GNII SF BL1423 C     | 2048-11-20      | 4.0000%  | 0.0000% | $2883228.00        | $560141.68         | Agency Mortgage-Backed Securities |
| GNII RG CO7652 C     | 2043-09-20      | 3.0000%  | 0.0000% | $275000.00         | $160481.00         | Agency Mortgage-Backed Securities |
| GNII SF BI6216 C     | 2048-10-20      | 5.0000%  | 0.0000% | $512500.00         | $124060.87         | Agency Mortgage-Backed Securities |
| GNII SF CP0483 C     | 2052-07-20      | 4.0000%  | 0.0000% | $1004370.00        | $860400.78         | Agency Mortgage-Backed Securities |
| GNII SF DI0930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2131696.00        | $2263173.13        | Agency Mortgage-Backed Securities |
| GNII SF MB0310 M     | 2055-04-20      | 6.5000%  | 0.0000% | $74033408.00       | $75806187.63       | Agency Mortgage-Backed Securities |
| GNII ET DI4287 C     | 2065-02-20      | 4.5000%  | 0.0000% | $237700.00         | $221515.37         | Agency Mortgage-Backed Securities |
| GNII ET DI3935 C     | 2065-02-20      | 6.5000%  | 0.0000% | $1212386.00        | $1244655.81        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM6448 | 2048-05-01      | 4.5000%  | 0.0000% | $400000.00         | $36976.24          | Agency Mortgage-Backed Securities |
| GNII ET DI6690 C     | 2065-03-20      | 3.0000%  | 0.0000% | $517371.00         | $438532.77         | Agency Mortgage-Backed Securities |
| GNII ET DI4286 C     | 2065-03-20      | 4.0000%  | 0.0000% | $312713.00         | $282483.95         | Agency Mortgage-Backed Securities |
| GNII SF DI6064 C     | 2055-04-20      | 5.0000%  | 0.0000% | $4810392.00        | $4656243.81        | Agency Mortgage-Backed Securities |
| GNII ET DI6694 C     | 2065-03-20      | 4.0000%  | 0.0000% | $1189690.00        | $1074757.33        | Agency Mortgage-Backed Securities |
| GNII ET DI7931 C     | 2065-04-20      | 4.0000%  | 0.0000% | $481330.00         | $434731.29         | Agency Mortgage-Backed Securities |
| GNII SF DI7288 C     | 2055-03-20      | 5.5000%  | 0.0000% | $3161816.00        | $3136418.16        | Agency Mortgage-Backed Securities |
| GNII SF DI6960 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1210396.00        | $1266967.40        | Agency Mortgage-Backed Securities |
| GNII SF DI9252 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1207114.00        | $1256625.12        | Agency Mortgage-Backed Securities |
| GNII ET DI7236 C     | 2065-03-20      | 4.0000%  | 0.0000% | $230406.00         | $208308.12         | Agency Mortgage-Backed Securities |
| GNII ET DI5809 C     | 2065-02-20      | 7.0000%  | 0.0000% | $685191.00         | $704011.45         | Agency Mortgage-Backed Securities |
| GNII ET DI7720 C     | 2065-03-20      | 6.0000%  | 0.0000% | $1058542.00        | $849020.39         | Agency Mortgage-Backed Securities |
| GNMI SF AR3729 X     | 2045-12-15      | 4.5000%  | 0.0000% | $1128440.00        | $296891.85         | Agency Mortgage-Backed Securities |
| GNII SF DI7137 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1358400.00        | $1416234.09        | Agency Mortgage-Backed Securities |
| GNII ET DI7721 C     | 2065-03-20      | 6.5000%  | 0.0000% | $2869732.00        | $2839795.26        | Agency Mortgage-Backed Securities |
| GNMI SF AT7682 X     | 2046-08-15      | 4.5000%  | 0.0000% | $608518.00         | $88940.31          | Agency Mortgage-Backed Securities |
| GNII SF DI9446 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1058048.00        | $1034209.76        | Agency Mortgage-Backed Securities |
| GNII SF DI9269 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1389400.00        | $1420273.36        | Agency Mortgage-Backed Securities |
| GNII SF DI7316 C     | 2055-03-20      | 5.5000%  | 0.0000% | $7153392.00        | $7077989.89        | Agency Mortgage-Backed Securities |
| GNII ET DD9878 C     | 2064-09-20      | 6.5000%  | 0.0000% | $161576.00         | $58089.22          | Agency Mortgage-Backed Securities |
| GNII SF DD6905 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2002072.00        | $1417275.98        | Agency Mortgage-Backed Securities |
| GNII SF DI0599 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1112190.00        | $1149196.89        | Agency Mortgage-Backed Securities |
| GNII ET DI0440 C     | 2065-01-20      | 7.0000%  | 0.0000% | $2002268.00        | $2056152.74        | Agency Mortgage-Backed Securities |
| GNII JM MB0445 M     | 2055-04-20      | 2.0000%  | 0.0000% | $834048.00         | $642413.89         | Agency Mortgage-Backed Securities |
| GNII SF DI0484 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1008628.00        | $1059289.39        | Agency Mortgage-Backed Securities |
| GNII SF DI0837 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1093746.00        | $1147567.61        | Agency Mortgage-Backed Securities |
| GNII ET DD9231 C     | 2064-05-20      | 6.5000%  | 0.0000% | $107251.00         | $80653.58          | Agency Mortgage-Backed Securities |
| GNII SF DD7720 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1260448.00        | $800951.57         | Agency Mortgage-Backed Securities |
| GNII SF MB0261 M     | 2055-02-20      | 6.5000%  | 0.0000% | $133268736.00      | $136313849.78      | Agency Mortgage-Backed Securities |
| GNII ET DD6758 C     | 2064-08-20      | 6.5000%  | 0.0000% | $269594.00         | $201183.89         | Agency Mortgage-Backed Securities |
| GNII SF DI0788 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1019254.00        | $1080716.66        | Agency Mortgage-Backed Securities |
| GNII ET DI0505 C     | 2065-02-20      | 7.0000%  | 0.0000% | $333573.00         | $342558.88         | Agency Mortgage-Backed Securities |
| GNII SF DI0791 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1511330.00        | $1559939.51        | Agency Mortgage-Backed Securities |
| GNII SF DI1641 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1296430.00        | $1364189.83        | Agency Mortgage-Backed Securities |
| GNII ET DI0483 C     | 2064-12-20      | 6.0000%  | 0.0000% | $1262158.00        | $1272611.83        | Agency Mortgage-Backed Securities |
| GNII ET DI0596 C     | 2065-01-20      | 7.0000%  | 0.0000% | $103799.00         | $106612.80         | Agency Mortgage-Backed Securities |
| GNII SF DI0821 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1243852.00        | $1300065.22        | Agency Mortgage-Backed Securities |
| GNII SF DD7528 C     | 2054-09-20      | 6.5000%  | 0.0000% | $885558.00         | $928303.65         | Agency Mortgage-Backed Securities |
| GNII ET DI0701 C     | 2065-03-20      | 6.0000%  | 0.0000% | $329324.00         | $332360.32         | Agency Mortgage-Backed Securities |
| GNII ET DI1267 C     | 2065-01-20      | 6.0000%  | 0.0000% | $606126.00         | $611180.47         | Agency Mortgage-Backed Securities |
| GNII ET DD5937 C     | 2064-06-20      | 6.5000%  | 0.0000% | $761909.00         | $436927.17         | Agency Mortgage-Backed Securities |
| GNII SF DB6397 C     | 2054-09-20      | 7.5000%  | 0.0000% | $471504.00         | $490984.84         | Agency Mortgage-Backed Securities |
| GNII SF DB0521 C     | 2054-06-20      | 6.5000%  | 0.0000% | $1125814.00        | $824327.49         | Agency Mortgage-Backed Securities |
| GNII SF DA7479 C     | 2054-04-20      | 5.0000%  | 0.0000% | $1493922.00        | $1337216.78        | Agency Mortgage-Backed Securities |
| GNII ET DB5662 C     | 2062-04-20      | 3.5000%  | 0.0000% | $64592.00          | $55569.07          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4463 | 2055-06-01      | 6.0000%  | 0.0000% | $15055696.00       | $15508561.29       | Agency Mortgage-Backed Securities |
| GNII ET DA9111 C     | 2064-02-20      | 7.5000%  | 0.0000% | $100019.00         | $102638.50         | Agency Mortgage-Backed Securities |
| GNII SF DB7672 C     | 2054-07-20      | 7.0000%  | 0.0000% | $4143160.00        | $4441584.97        | Agency Mortgage-Backed Securities |
| GNII ET DC0044 C     | 2064-07-20      | 2.5000%  | 0.0000% | $165244.00         | $131430.29         | Agency Mortgage-Backed Securities |
| GNII ET DB6250 C     | 2064-04-20      | 5.0000%  | 0.0000% | $1655092.00        | $1361014.76        | Agency Mortgage-Backed Securities |
| GNII ET DC2581 C     | 2064-05-20      | 5.0000%  | 0.0000% | $650086.00         | $488045.54         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1881 | 2054-04-01      | 6.5000%  | 0.0000% | $4214512.00        | $2664075.58        | Agency Mortgage-Backed Securities |
| GNII ET DA2842 C     | 2064-03-20      | 5.0000%  | 0.0000% | $628676.00         | $76084.86          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1122 | 2055-04-01      | 5.5000%  | 0.0000% | $99288320.00       | $98539392.15       | Agency Mortgage-Backed Securities |
| GNII SF DA6215 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1277192.00        | $1076974.62        | Agency Mortgage-Backed Securities |
| GNII SF DB6427 C     | 2054-09-20      | 4.5000%  | 0.0000% | $2334448.00        | $2197044.00        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1015 | 2054-03-01      | 6.5000%  | 0.0000% | $5062300.00        | $4176933.52        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0284 | 2055-02-01      | 5.5000%  | 0.0000% | $15320432.00       | $15110330.34       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY3243 | 2055-05-01      | 5.0000%  | 0.0000% | $3002212.00        | $2951506.98        | Agency Mortgage-Backed Securities |
| GNII SP 786928 C     | 2053-09-20      | 6.5000%  | 0.0000% | $100000.00         | $75479.94          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5142 | 2055-05-01      | 5.5000%  | 0.0000% | $1144938.00        | $1142731.20        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5239 | 2055-06-01      | 5.5000%  | 0.0000% | $45261120.00       | $45157542.46       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL0516 | 2055-03-01      | 7.0000%  | 0.0000% | $26290440.00       | $27197361.64       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1132 | 2055-04-01      | 5.5000%  | 0.0000% | $2360872.00        | $2359278.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4210 | 2055-06-01      | 5.5000%  | 0.0000% | $6499552.00        | $6482130.31        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0764 | 2054-01-01      | 6.5000%  | 0.0000% | $22488768.00       | $18222688.28       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3115 | 2055-05-01      | 5.5000%  | 0.0000% | $8895200.00        | $8876480.55        | Agency Mortgage-Backed Securities |
| GNII SF DC5501 C     | 2054-04-20      | 5.0000%  | 0.0000% | $638480.00         | $608280.74         | Agency Mortgage-Backed Securities |
| GNII ET DA2926 C     | 2064-02-20      | 5.0000%  | 0.0000% | $270632.00         | $78682.93          | Agency Mortgage-Backed Securities |
| GNII ET DB5639 C     | 2062-02-20      | 3.0000%  | 0.0000% | $99059.00          | $83146.87          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0140 | 2053-12-01      | 6.5000%  | 0.0000% | $2650300.00        | $1928939.56        | Agency Mortgage-Backed Securities |
| GNII ET DA3302 C     | 2064-03-20      | 5.0000%  | 0.0000% | $105787.00         | $99963.10          | Agency Mortgage-Backed Securities |
| GNII ET DA9286 C     | 2064-04-20      | 5.0000%  | 0.0000% | $220703.00         | $211316.47         | Agency Mortgage-Backed Securities |
| GNII ET DB5608 C     | 2062-09-20      | 5.0000%  | 0.0000% | $343978.00         | $328697.91         | Agency Mortgage-Backed Securities |

### Security 709: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHN0, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP18PHN0
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ACADIA RLTY TR                 COM SH BEN INT  | 2500-12-31      | N/A      | 0.0000% | $26000.00          | $507260.00         | Equities   |
| BANK AMERICA CORP              COM             | 2500-12-31      | N/A      | 0.0000% | $13064.00          | $577951.36         | Equities   |
| BENTLEY SYS INC                COM CL B        | 2500-12-31      | N/A      | 0.0000% | $43707.00          | $2097061.86        | Equities   |
| ADVANCED DRAIN SYS INC DEL     COM             | 2500-12-31      | N/A      | 0.0000% | $200.00            | $22316.00          | Equities   |
| DEXCOM INC                     COM             | 2500-12-31      | N/A      | 0.0000% | $460.00            | $39035.60          | Equities   |
| CUMMINS INC                    COM             | 2500-12-31      | N/A      | 0.0000% | $7450.00           | $2420207.00        | Equities   |
| CF INDS HLDGS INC              COM             | 2500-12-31      | N/A      | 0.0000% | $6889.00           | $620767.79         | Equities   |
| AMERICAN ELEC PWR CO INC       COM             | 2500-12-31      | N/A      | 0.0000% | $39012.00          | $3999900.36        | Equities   |
| AFLAC INC                      COM             | 2500-12-31      | N/A      | 0.0000% | $32857.00          | $3378028.17        | Equities   |
| APPLIED MATLS INC              COM             | 2500-12-31      | N/A      | 0.0000% | $25081.00          | $3999917.88        | Equities   |
| COMPASS INC                    CL A            | 2500-12-31      | N/A      | 0.0000% | $29736.00          | $173955.60         | Equities   |
| ANAPTYSBIO INC                 COM             | 2500-12-31      | N/A      | 0.0000% | $6400.00           | $144384.00         | Equities   |
| BOSTON SCIENTIFIC CORP         COM             | 2500-12-31      | N/A      | 0.0000% | $38277.00          | $3999946.50        | Equities   |
| DATADOG INC                    CL A COM        | 2500-12-31      | N/A      | 0.0000% | $34188.00          | $3999996.00        | Equities   |
| BROWN & BROWN INC              COM             | 2500-12-31      | N/A      | 0.0000% | $820.00            | $91594.00          | Equities   |
| KROGER CO                      COM             | 2500-12-31      | N/A      | 0.0000% | $31242.00          | $2091651.90        | Equities   |
| MARTIN MARIETTA MATLS INC      COM             | 2500-12-31      | N/A      | 0.0000% | $81.00             | $44426.88          | Equities   |
| FIRST FNDTN INC                COM             | 2500-12-31      | N/A      | 0.0000% | $400.00            | $2104.00           | Equities   |
| GARTNER INC                    COM             | 2500-12-31      | N/A      | 0.0000% | $2071.00           | $902065.47         | Equities   |
| DELL TECHNOLOGIES INC          CL C            | 2500-12-31      | N/A      | 0.0000% | $9612.00           | $1092211.56        | Equities   |
| BECTON DICKINSON & CO          COM             | 2500-12-31      | N/A      | 0.0000% | $20300.00          | $3528546.00        | Equities   |
| NCINO INC                      COM             | 2500-12-31      | N/A      | 0.0000% | $32600.00          | $858358.00         | Equities   |
| EQUIFAX INC                    COM             | 2500-12-31      | N/A      | 0.0000% | $32.00             | $8417.60           | Equities   |
| GARMIN LTD                     SHS             | 2500-12-31      | N/A      | 0.0000% | $8580.00           | $1740367.20        | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A    | 2500-12-31      | N/A      | 0.0000% | $17928.00          | $182327.76         | Equities   |
| PROGRESSIVE CORP               COM             | 2500-12-31      | N/A      | 0.0000% | $14424.00          | $3999775.20        | Equities   |
| XCEL ENERGY INC                COM             | 2500-12-31      | N/A      | 0.0000% | $4729.00           | $328523.63         | Equities   |
| NEXTERA ENERGY INC             COM             | 2500-12-31      | N/A      | 0.0000% | $5531.00           | $381583.69         | Equities   |
| MERCK & CO INC                 COM             | 2500-12-31      | N/A      | 0.0000% | $52356.00          | $3999998.40        | Equities   |
| ITEOS THERAPEUTICS INC         COM             | 2500-12-31      | N/A      | 0.0000% | $8000.00           | $80240.00          | Equities   |
| FIVE9 INC                      COM             | 2500-12-31      | N/A      | 0.0000% | $7500.00           | $202500.00         | Equities   |
| HORIZON SPACE ACQUSTN I CORP   ORDINARY SHARES | 2500-12-31      | N/A      | 0.0000% | $2374.00           | $28749.14          | Equities   |
| WABTEC                         COM             | 2500-12-31      | N/A      | 0.0000% | $11100.00          | $2236095.00        | Equities   |
| PENTAIR PLC                    SHS             | 2500-12-31      | N/A      | 0.0000% | $6046.00           | $602060.68         | Equities   |
| PACKAGING CORP AMER            COM             | 2500-12-31      | N/A      | 0.0000% | $4467.00           | $862131.00         | Equities   |
| BROOKFIELD CORP                CL A LTD VT SH  | 2500-12-31      | N/A      | 0.0000% | $69312.00          | $3999995.52        | Equities   |
| MOHAWK INDS INC                COM             | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $306390.00         | Equities   |
| DUTCH BROS INC                 CL A            | 2500-12-31      | N/A      | 0.0000% | $57364.00          | $3999991.72        | Equities   |
| VALVOLINE INC                  COM             | 2500-12-31      | N/A      | 0.0000% | $6600.00           | $224136.00         | Equities   |
| PETCO HEALTH & WELLNESS CO INC COM             | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $13962.00          | Equities   |
| AUTOZONE INC                   COM             | 2500-12-31      | N/A      | 0.0000% | $183.00            | $675202.29         | Equities   |
| CLEANSPARK INC                 COM NEW         | 2500-12-31      | N/A      | 0.0000% | $181915.00         | $1597213.70        | Equities   |
| FACTSET RESH SYS INC           COM             | 2500-12-31      | N/A      | 0.0000% | $3401.00           | $1583403.57        | Equities   |
| SAREPTA THERAPEUTICS INC       COM             | 2500-12-31      | N/A      | 0.0000% | $94464.00          | $3647255.04        | Equities   |
| PLUG POWER INC                 COM NEW         | 2500-12-31      | N/A      | 0.0000% | $67000.00          | $62068.80          | Equities   |
| UNISYS CORP                    COM NEW         | 2500-12-31      | N/A      | 0.0000% | $138900.00         | $675054.00         | Equities   |
| ARCH CAP GROUP LTD             ORD             | 2500-12-31      | N/A      | 0.0000% | $34475.00          | $3247545.00        | Equities   |
| WALMART INC                    COM             | 2500-12-31      | N/A      | 0.0000% | $41194.00          | $3999937.40        | Equities   |
| NRG ENERGY INC                 COM NEW         | 2500-12-31      | N/A      | 0.0000% | $12906.00          | $1993589.82        | Equities   |
| ALDEL FINL II INC              CL A            | 2500-12-31      | N/A      | 0.0000% | $77624.00          | $807289.60         | Equities   |
| VENTAS INC                     COM             | 2500-12-31      | N/A      | 0.0000% | $10800.00          | $692820.00         | Equities   |
| TRUMP MEDIA & TECHNOLOGY GROUP COM             | 2500-12-31      | N/A      | 0.0000% | $150000.00         | $3124500.00        | Equities   |
| KEEN VISION ACQUISITION CORP   SHS             | 2500-12-31      | N/A      | 0.0000% | $10412.00          | $117655.60         | Equities   |
| TE CONNECTIVITY PLC            ORD SHS         | 2500-12-31      | N/A      | 0.0000% | $49.00             | $7915.95           | Equities   |
| DNOW INC                       COM             | 2500-12-31      | N/A      | 0.0000% | $4600.00           | $67022.00          | Equities   |
| THERAVANCE BIOPHARMA INC       COM             | 2500-12-31      | N/A      | 0.0000% | $300.00            | $2790.00           | Equities   |
| NABORS ENERGY TRANSITION CORP  CL A            | 2500-12-31      | N/A      | 0.0000% | $252529.00         | $2787920.16        | Equities   |
| AIMEI HEALTH TECHNOLOGY CO LTD SHS             | 2500-12-31      | N/A      | 0.0000% | $7392.00           | $82420.80          | Equities   |
| A SPAC III ACQUISITION CORP    ORD SHS CL A    | 2500-12-31      | N/A      | 0.0000% | $17859.00          | $181447.44         | Equities   |
| FLAG SHIP ACQUISITION CORP     ORD SHS         | 2500-12-31      | N/A      | 0.0000% | $7780.00           | $80912.00          | Equities   |
| TEMPUS AI INC                  CL A            | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5443.00           | Equities   |
| VOYAGER ACQUISITION CORP       CL A            | 2500-12-31      | N/A      | 0.0000% | $56899.00          | $586628.69         | Equities   |
| SPOTIFY TECHNOLOGY S A         SHS             | 2500-12-31      | N/A      | 0.0000% | $97.00             | $61756.99          | Equities   |
| VERINT SYS INC                 COM             | 2500-12-31      | N/A      | 0.0000% | $1802.00           | $32219.76          | Equities   |
| ECOLAB INC                     COM             | 2500-12-31      | N/A      | 0.0000% | $3255.00           | $860263.95         | Equities   |
| WARNER BROS DISCOVERY INC      COM SER A       | 2500-12-31      | N/A      | 0.0000% | $92380.00          | $927495.20         | Equities   |
| FUTURE VISION II ACQUISITION   SHS             | 2500-12-31      | N/A      | 0.0000% | $13452.00          | $138555.60         | Equities   |
| NEWBURY STR II ACQUISITION COR ORD SHS CL A    | 2500-12-31      | N/A      | 0.0000% | $55476.00          | $564745.68         | Equities   |

### Security 710: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHO8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18PHO8
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 MA9106 M | 2053-06-20      | 5.5000%  | 0.0000% | $4118488.00        | $3389258.52        | Agency Mortgage-Backed Securities |
| GNII SF DJ5825 C | 2055-05-20      | 6.0000%  | 0.0000% | $2780060.00        | $2841105.48        | Agency Mortgage-Backed Securities |
| GNII ET DH9375 C | 2057-10-20      | 3.0000%  | 0.0000% | $219565.00         | $186599.82         | Agency Mortgage-Backed Securities |
| GNMI SF 367085 X | 2041-07-15      | 4.0000%  | 0.0000% | $9473984.00        | $907903.05         | Agency Mortgage-Backed Securities |
| GNII SF BT3114 C | 2050-03-20      | 3.0000%  | 0.0000% | $332659.00         | $21736.84          | Agency Mortgage-Backed Securities |
| GNII SF MA8569 M | 2053-01-20      | 5.0000%  | 0.0000% | $51733504.00       | $40864739.34       | Agency Mortgage-Backed Securities |
| GNII SF DJ9126 C | 2055-05-20      | 6.5000%  | 0.0000% | $9732752.00        | $10155777.41       | Agency Mortgage-Backed Securities |
| GNII ET DD5251 C | 2064-07-20      | 5.0000%  | 0.0000% | $305975.00         | $293449.30         | Agency Mortgage-Backed Securities |
| GNII ET DK3339 C | 2065-04-20      | 7.0000%  | 0.0000% | $536878.00         | $552006.63         | Agency Mortgage-Backed Securities |
| GNII SF DJ9124 C | 2055-05-20      | 6.5000%  | 0.0000% | $8501504.00        | $8912714.19        | Agency Mortgage-Backed Securities |
| GNII SF DJ0293 C | 2055-05-20      | 6.0000%  | 0.0000% | $1496240.00        | $1536668.90        | Agency Mortgage-Backed Securities |
| GNII SF DK5354 C | 2055-05-20      | 6.5000%  | 0.0000% | $5242920.00        | $5425814.60        | Agency Mortgage-Backed Securities |
| GNII ET DI2624 C | 2065-02-20      | 6.0000%  | 0.0000% | $598449.00         | $602982.90         | Agency Mortgage-Backed Securities |
| GNII SF DE5817 C | 2054-12-20      | 7.0000%  | 0.0000% | $4725184.00        | $4970318.63        | Agency Mortgage-Backed Securities |
| GNII SF BZ1783 C | 2040-06-20      | 5.0000%  | 0.0000% | $1491558.00        | $576860.62         | Agency Mortgage-Backed Securities |
| GNII SF DH8561 C | 2055-05-20      | 6.0000%  | 0.0000% | $8540032.00        | $8727556.87        | Agency Mortgage-Backed Securities |
| GNII SF BL4661 C | 2049-05-20      | 4.5000%  | 0.0000% | $41000.00          | $9527.47           | Agency Mortgage-Backed Securities |
| GNII SF CZ7831 C | 2054-01-20      | 7.5000%  | 0.0000% | $1046390.00        | $661941.33         | Agency Mortgage-Backed Securities |
| GNII SF DK2651 C | 2055-05-20      | 6.0000%  | 0.0000% | $35033024.00       | $35802290.81       | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M | 2055-05-20      | 6.0000%  | 0.0000% | $63046720.00       | $63985065.33       | Agency Mortgage-Backed Securities |
| GNMI SF AD9004 X | 2043-04-15      | 3.5000%  | 0.0000% | $474998.00         | $52405.62          | Agency Mortgage-Backed Securities |
| GNII SF MA8347 M | 2052-10-20      | 4.5000%  | 0.0000% | $18430432.00       | $14519418.91       | Agency Mortgage-Backed Securities |
| GNII SF DE8989 C | 2054-09-20      | 6.0000%  | 0.0000% | $159366.00         | $162255.22         | Agency Mortgage-Backed Securities |
| GNII SF DE1588 C | 2054-09-20      | 6.5000%  | 0.0000% | $2912104.00        | $2990264.45        | Agency Mortgage-Backed Securities |
| GNII ET DI2107 C | 2064-12-20      | 3.0000%  | 0.0000% | $892175.00         | $754318.76         | Agency Mortgage-Backed Securities |
| GNII ET CV9959 C | 2063-03-20      | 6.0000%  | 0.0000% | $124523.00         | $124415.84         | Agency Mortgage-Backed Securities |
| GNII SF MA6971 M | 2035-11-20      | 4.0000%  | 0.0000% | $118252.00         | $45298.41          | Agency Mortgage-Backed Securities |
| GNII SF MA2075 M | 2044-07-20      | 4.5000%  | 0.0000% | $250000.00         | $17305.87          | Agency Mortgage-Backed Securities |

### Security 711: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHP5, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP18PHP5
- **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:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 MA2223 M | 2044-09-20      | 3.5000%  | 0.0000% | $5300000.00        | $411734.37         | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M | 2050-10-20      | 2.0000%  | 0.0000% | $58414000.00       | $27442425.37       | Agency Mortgage-Backed Securities |
| GNII SF 003133 M | 2031-09-20      | 6.5000%  | 0.0000% | $143191.00         | $226.51            | Agency Mortgage-Backed Securities |
| GNII SF 002563 M | 2028-03-20      | 6.5000%  | 0.0000% | $393214.00         | $307.63            | Agency Mortgage-Backed Securities |
| GNII SF CO9081 C | 2053-04-20      | 5.5000%  | 0.0000% | $3726592.00        | $3437671.44        | Agency Mortgage-Backed Securities |
| GNII SF DB6827 C | 2054-04-20      | 6.0000%  | 0.0000% | $11242399.00       | $11347634.67       | Agency Mortgage-Backed Securities |

### Security 712: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHQ3, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP18PHQ3
- **C.18 - Value (incl. sponsor support):** $1059000000.00
- **C.18.a - Value (excl. sponsor support):** $1059000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2025-027 AN       | 2055-02-20      | 5.0000%  | 0.0000% | $26321000.00       | $24106082.01       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 HN       | 2052-04-20      | 5.0000%  | 0.0000% | $2657265.00        | $2535543.07        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-134 CY       | 2054-01-20      | 7.0000%  | 0.0000% | $1875000.00        | $1755105.18        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 AN       | 2053-05-20      | 5.0000%  | 0.0000% | $496768.00         | $473731.27         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-185 FE       | 2054-11-20      | 5.3883%  | 0.0000% | $49295437.00       | $48616910.12       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-134 YK       | 2054-08-20      | 7.0000%  | 0.0000% | $11347630.00       | $10742576.13       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 BT       | 2055-04-20      | 5.0000%  | 0.0000% | $62500000.00       | $60989464.02       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-046 CL       | 2055-03-20      | 5.0000%  | 0.0000% | $814585.00         | $727635.20         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-090 AY       | 2055-05-20      | 5.0000%  | 0.0000% | $4296667.00        | $4109086.45        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 AY       | 2055-04-20      | 5.0000%  | 0.0000% | $4680867.00        | $4131697.28        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-001 ME       | 2048-03-20      | 2.0000%  | 0.0000% | $25299069.00       | $12651813.35       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 CA       | 2052-02-20      | 6.0000%  | 0.0000% | $1108292.00        | $392093.22         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-142 GL       | 2054-09-20      | 5.0000%  | 0.0000% | $596042.00         | $518078.98         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 DL       | 2054-10-20      | 5.0000%  | 0.0000% | $22289433.00       | $20803190.95       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 HT       | 2055-04-20      | 5.0000%  | 0.0000% | $32471639.00       | $31337388.97       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-069 FB       | 2053-05-20      | 5.2783%  | 0.0000% | $25000000.00       | $12936716.08       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-134 CL       | 2054-08-20      | 5.0000%  | 0.0000% | $553515.00         | $503205.90         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 HA       | 2051-01-20      | 5.0000%  | 0.0000% | $15000000.00       | $14834998.29       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-046 BN       | 2053-04-20      | 5.0000%  | 0.0000% | $526328.00         | $503971.58         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-134 H        | 2053-02-20      | 5.0000%  | 0.0000% | $9498000.00        | $8154066.58        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-027 BN       | 2052-08-20      | 5.0000%  | 0.0000% | $7042407.00        | $6712123.59        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-090 AD       | 2054-05-20      | 5.0000%  | 0.0000% | $25000000.00       | $24200219.44       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-069 MA       | 2054-04-20      | 5.5000%  | 0.0000% | $7372000.00        | $6981272.91        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-083 LQ       | 2051-05-20      | 5.5000%  | 0.0000% | $3200000.00        | $2330570.97        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-083 KT       | 2051-05-20      | 5.5000%  | 0.0000% | $3325000.00        | $1808627.18        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-046 CL       | 2053-11-20      | 6.0000%  | 0.0000% | $17891708.00       | $18243393.39       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 GL       | 2054-09-20      | 5.0000%  | 0.0000% | $5069667.00        | $4691990.89        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-185 DL       | 2054-11-20      | 5.5000%  | 0.0000% | $9800856.00        | $9488351.35        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-046 BT       | 2055-03-20      | 5.0000%  | 0.0000% | $15919022.00       | $15474618.72       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 AB       | 2052-04-20      | 5.0000%  | 0.0000% | $3185275.00        | $3151352.96        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-046 BW       | 2054-03-20      | 5.0000%  | 0.0000% | $461475.00         | $431959.88         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-087 TH       | 2051-05-20      | 5.5000%  | 0.0000% | $2800000.00        | $1195740.30        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 AL       | 2054-12-20      | 5.0000%  | 0.0000% | $2236000.00        | $1929410.36        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-005 QA       | 2055-01-20      | 5.5000%  | 0.0000% | $26164000.00       | $26020244.88       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-084 MW       | 2053-06-20      | 6.0000%  | 0.0000% | $6000000.00        | $6098366.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-194 KT       | 2051-11-20      | 5.5000%  | 0.0000% | $7200000.00        | $5742234.24        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-185 GL       | 2054-11-20      | 5.0000%  | 0.0000% | $4099592.00        | $3571518.54        | Agency Collateralized Mortgage Obligation |
| GNRM 2018-06 CY        | 2048-01-20      | 2.5000%  | 0.0000% | $803865.00         | $556551.02         | Agency Collateralized Mortgage Obligation |
| GNRM 2012-126 BC       | 2041-02-20      | 1.7500%  | 0.0000% | $3840000.00        | $286266.09         | Agency Collateralized Mortgage Obligation |
| GNII RG CN9873 C       | 2043-08-20      | 3.0000%  | 0.0000% | $61000.00          | $38588.81          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB701043   | 2033-04-01      | 6.6340%  | 0.0000% | $2625.00           | $19.95             | Agency Mortgage-Backed Securities         |
| GNII JM MA7638 M       | 2051-10-20      | 2.0000%  | 0.0000% | $30000.00          | $18581.14          | Agency Mortgage-Backed Securities         |
| GNII RG CM3246 C       | 2046-12-20      | 3.0000%  | 0.0000% | $56000.00          | $38717.56          | Agency Mortgage-Backed Securities         |
| FMAR 1J1920 G          | 2038-10-01      | 6.7580%  | 0.0000% | $46703.00          | $275.68            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN0571   | 2026-01-01      | 3.1000%  | 0.0000% | $72036665.00       | $71458010.46       | Agency Mortgage-Backed Securities         |
| GNPL PN DD4685         | 2059-10-15      | 5.8800%  | 0.0000% | $2781829.00        | $2893982.21        | Agency Mortgage-Backed Securities         |
| GNCL CL CW0775         | 2066-12-15      | 5.8100%  | 0.0000% | $96619.00          | $96682.99          | Agency Mortgage-Backed Securities         |
| GNPL PN CI8959         | 2059-10-15      | 5.1500%  | 0.0000% | $1000000.00        | $996184.41         | Agency Mortgage-Backed Securities         |
| GNRM 2025-046 BA       | 2052-02-20      | 5.0000%  | 0.0000% | $2800000.00        | $2752080.97        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 GL       | 2054-12-20      | 5.0000%  | 0.0000% | $16993609.00       | $15366586.12       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-142 EL       | 2054-07-20      | 5.0000%  | 0.0000% | $716888.00         | $666621.80         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-005 PA       | 2055-01-20      | 5.5000%  | 0.0000% | $38099000.00       | $38130830.60       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 AC       | 2053-05-20      | 5.0000%  | 0.0000% | $4750000.00        | $4676244.90        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 HL       | 2055-04-20      | 5.0000%  | 0.0000% | $14871096.00       | $13408460.92       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-001 TA       | 2048-08-20      | 5.5000%  | 0.0000% | $3800000.00        | $1876281.71        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 AN       | 2054-06-20      | 5.0000%  | 0.0000% | $2976935.00        | $2734778.54        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 BL       | 2054-06-20      | 5.5000%  | 0.0000% | $5538331.00        | $5384689.70        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 BA       | 2052-07-20      | 5.0000%  | 0.0000% | $3000000.00        | $2958188.18        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 AL       | 2054-04-20      | 5.0000%  | 0.0000% | $1241314.00        | $1158055.07        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-046 BL       | 2055-03-20      | 5.0000%  | 0.0000% | $3523175.00        | $3120753.65        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-090 AC       | 2052-05-20      | 5.0000%  | 0.0000% | $17462312.00       | $17464263.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-090 AL       | 2054-05-20      | 5.0000%  | 0.0000% | $3241021.00        | $3185524.28        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-090 AT       | 2055-05-20      | 5.0000%  | 0.0000% | $25000000.00       | $24339194.44       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 AD       | 2054-04-20      | 5.0000%  | 0.0000% | $2545776.00        | $2495351.03        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 EL       | 2054-07-20      | 5.0000%  | 0.0000% | $3127607.00        | $2901449.04        | Agency Collateralized Mortgage Obligation |
| GNII RG CK9415 C       | 2047-09-20      | 3.0000%  | 0.0000% | $1253.00           | $830.16            | Agency Mortgage-Backed Securities         |
| FMAR 1B7562 G          | 2037-11-01      | 6.2860%  | 0.0000% | $127094.00         | $1679.79           | Agency Mortgage-Backed Securities         |
| GNII AP 786236 M       | 2052-01-20      | 2.5000%  | 0.0000% | $35000.00          | $22449.10          | Agency Mortgage-Backed Securities         |
| GNRM 2025-027 AL       | 2055-01-20      | 5.5000%  | 0.0000% | $21789486.00       | $21305945.82       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 HB       | 2052-04-20      | 5.0000%  | 0.0000% | $25000000.00       | $24588600.19       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-06-25      | 5.5000%  | 0.0000% | $3000000.00        | $2068691.50        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2041-04-25      | 2.0000%  | 0.0000% | $19023000.00       | $11395583.93       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-06-25      | 5.8220%  | 0.0000% | $29850000.00       | $29921180.52       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-07-25      | 0.1250%  | 0.0000% | $50000000.00       | $31968539.09       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2035-02-25      | 6.0000%  | 0.0000% | $7252266.00        | $6911852.07        | Agency Collateralized Mortgage Obligation |
| GNRM 2007-38 CK        | 2037-06-16      | 5.0000%  | 0.0000% | $7834686.00        | $735149.80         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-10-25      | 5.3720%  | 0.0000% | $46104114.00       | $35162815.60       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2050-05-25      | 2.5000%  | 0.0000% | $2000000.00        | $1312193.45        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-07-25      | 5.5000%  | 0.0000% | $37588000.00       | $36432143.28       | Agency Collateralized Mortgage Obligation |
| GNRM 2015-043 DM       | 2045-03-20      | 2.5000%  | 0.0000% | $70000.00          | $44508.30          | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2050-07-25      | 2.0000%  | 0.0000% | $1250000.00        | $358650.62         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-03-25      | 5.3720%  | 0.0000% | $36044975.00       | $34366945.72       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2049-05-25      | 2.5000%  | 0.0000% | $6000000.00        | $3799613.82        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-05-25      | 5.0000%  | 0.0000% | $2250000.00        | $2053111.15        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-085 GE       | 2048-02-20      | 3.0000%  | 0.0000% | $3008250.00        | $675695.59         | Agency Collateralized Mortgage Obligation |
| GNRM 2014-056 BP       | 2039-12-16      | 2.5000%  | 0.0000% | $13456905.00       | $648960.26         | Agency Collateralized Mortgage Obligation |
| GNRM 2016-23 GP        | 2039-06-20      | 3.0000%  | 0.0000% | $7449522.00        | $508635.23         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2050-02-25      | 5.5000%  | 0.0000% | $3800000.00        | $2660129.64        | Agency Collateralized Mortgage Obligation |
| GNRM 2008-069 EP       | 2038-08-20      | 5.7500%  | 0.0000% | $100000.00         | $23539.85          | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2036-01-25      | 5.5000%  | 0.0000% | $29724125.00       | $29696876.59       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2035-10-25      | 5.5000%  | 0.0000% | $12304000.00       | $12111112.96       | Agency Collateralized Mortgage Obligation |
| GNRM 2017-34 BY        | 2047-09-20      | 2.5000%  | 0.0000% | $776000.00         | $527551.87         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2035-12-25      | 5.5000%  | 0.0000% | $16292000.00       | $16212824.06       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-156 PT       | 2039-10-16      | 2.0000%  | 0.0000% | $50000000.00       | $43309919.80       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-09-25      | 5.4220%  | 0.0000% | $50000000.00       | $43124476.77       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-02-25      | 5.5000%  | 0.0000% | $29233000.00       | $28300834.32       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 5.5220%  | 0.0000% | $10000000.00       | $8435134.10        | Agency Collateralized Mortgage Obligation |
| United States Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $15093200.00       | $15401580.61       | U.S. Treasuries (including strips)        |
| United States Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $28379700.00       | $28354762.56       | U.S. Treasuries (including strips)        |

### Security 713: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PHR1, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP18PHR1
- **C.18 - Value (incl. sponsor support):** $1224000000.00
- **C.18.a - Value (excl. sponsor support):** $1224000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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% | $8537100.00        | $8850401.39        | U.S. Treasuries (including strips) |
| United States Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $57100.00          | $55854.40          | U.S. Treasuries (including strips) |
| United States Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $103.14            | U.S. Treasuries (including strips) |
| United States Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $300.00            | $296.35            | U.S. Treasuries (including strips) |
| United States Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $4143000.00        | $4175474.52        | U.S. Treasuries (including strips) |
| United States Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $66000.00          | $65320.22          | U.S. Treasuries (including strips) |
| United States Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $2800.00           | $2637.29           | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-31      | 4.4713%  | 0.0000% | $13460000.00       | $13515134.83       | U.S. Treasuries (including strips) |
| United States Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $26600.00          | $24212.27          | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| United States Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $300.00            | $302.32            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $34000600.00       | $34695031.08       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $800.00            | $743.14            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $625900.00         | $634509.44         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $391400.00         | $399725.27         | U.S. Treasuries (including strips) |
| United States Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $52155000.00       | $52908644.08       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $6279700.00        | $6138159.76        | U.S. Treasuries (including strips) |
| United States Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $5772700.00        | $5795042.01        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $958800.00         | $957506.30         | U.S. Treasuries (including strips) |
| United States Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $200.00            | $199.15            | U.S. Treasuries (including strips) |
| United States Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $700.00            | $722.37            | U.S. Treasuries (including strips) |
| United States Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $9746600.00        | $9662051.53        | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $300.00            | $304.70            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-31      | 3.0000%  | 0.0000% | $10899700.00       | $10865307.65       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $94.44             | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-23      | 0.0000%  | 0.0000% | $2700.00           | $2664.24           | U.S. Treasuries (including strips) |
| United States Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $430400.00         | $374997.78         | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $624000.00         | $610326.34         | U.S. Treasuries (including strips) |
| United States Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $600.00            | $508.49            | U.S. Treasuries (including strips) |
| United States Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $89313700.00       | $85886130.37       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-06-10      | 0.0000%  | 0.0000% | $13744000.00       | $13731135.62       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-08      | 0.0000%  | 0.0000% | $241800.00         | $240780.09         | U.S. Treasuries (including strips) |
| United States Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $86106400.00       | $63959900.82       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $500.00            | $467.17            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $712900.00         | $686225.11         | U.S. Treasuries (including strips) |
| United States Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $261800.00         | $221744.25         | U.S. Treasuries (including strips) |
| United States Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $3877300.00        | $3784356.38        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $537500.00         | $522571.05         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $920000.00         | $884221.31         | U.S. Treasuries (including strips) |
| United States Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $41880700.00       | $38642185.88       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $1200.00           | $1124.46           | U.S. Treasuries (including strips) |
| United States Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $123976900.00      | $119312540.65      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $900100.00         | $907629.13         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $102.08            | U.S. Treasuries (including strips) |
| United States Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $101.61            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-05      | 0.0000%  | 0.0000% | $1196000.00        | $1187012.06        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-02-28      | 2.5000%  | 0.0000% | $46800.00          | $46483.87          | U.S. Treasuries (including strips) |
| United States Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $75000800.00       | $71173842.40       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $1496100.00        | $1442588.62        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-05-14      | 0.0000%  | 0.0000% | $59925000.00       | $57650127.15       | U.S. Treasuries (including strips) |
| United States Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $72750900.00       | $63437165.36       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $835100.00         | $835492.37         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-11-20      | 0.0000%  | 0.0000% | $750000.00         | $735135.75         | U.S. Treasuries (including strips) |
| United States Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $7800000.00        | $9072000.57        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $400.00            | $371.47            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $517900.00         | $503284.90         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $13659400.00       | $13248380.64       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $15700.00          | $14485.68          | U.S. Treasuries (including strips) |
| United States Treasury | 2041-08-15      | 3.7500%  | 0.0000% | $47368700.00       | $42117618.18       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-11-28      | 0.0000%  | 0.0000% | $34563400.00       | $33846797.03       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-07      | 0.0000%  | 0.0000% | $11339900.00       | $11252015.78       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-04      | 0.0000%  | 0.0000% | $4100.00           | $4054.77           | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-10      | 0.0000%  | 0.0000% | $885500.00         | $881547.13         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-14      | 0.0000%  | 0.0000% | $4151800.00        | $4116293.81        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-06-26      | 0.0000%  | 0.0000% | $100.00            | $99.72             | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-01      | 0.0000%  | 0.0000% | $14938000.00       | $14887404.99       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-17      | 0.0000%  | 0.0000% | $361300.00         | $359393.78         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-06-24      | 0.0000%  | 0.0000% | $2965800.00        | $2958157.13        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-11      | 0.0000%  | 0.0000% | $74608900.00       | $73731350.12       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $2400.00           | $2383.38           | U.S. Treasuries (including strips) |
| United States Treasury | 2025-06-12      | 0.0000%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| United States Treasury | 2025-06-20      | 0.0000%  | 0.0000% | $5719800.00        | $5707696.90        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $587000.00         | $571662.28         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-24      | 0.0000%  | 0.0000% | $119092200.00      | $118367166.69      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-04-16      | 0.0000%  | 0.0000% | $800.00            | $772.07            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $4047200.00        | $3976628.97        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-28      | 0.0000%  | 0.0000% | $9074000.00        | $8980946.13        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-06-05      | 0.0000%  | 0.0000% | $5263100.00        | $5261247.39        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-19      | 0.0000%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| United States Treasury | 2025-06-03      | 0.0000%  | 0.0000% | $17455200.00       | $17453157.74       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-03      | 0.0000%  | 0.0000% | $397800.00         | $396356.38         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-22      | 0.0000%  | 0.0000% | $2275500.00        | $2262154.19        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-02      | 0.0000%  | 0.0000% | $1305000.00        | $1290909.92        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-18      | 0.0000%  | 0.0000% | $13571800.00       | $13400795.32       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-23      | 0.0000%  | 0.0000% | $48199000.00       | $47400390.77       | U.S. Treasuries (including strips) |
| United States Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $9173400.00        | $6740694.91        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-26      | 0.0000%  | 0.0000% | $4600.00           | $4554.06           | U.S. Treasuries (including strips) |
| United States Treasury | 2025-11-30      | 2.8750%  | 0.0000% | $500.00            | $503.53            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-15      | 0.0000%  | 0.0000% | $755800.00         | $751997.57         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $97.39             | U.S. Treasuries (including strips) |
| United States Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $6124000.00        | $5623421.50        | U.S. Treasuries (including strips) |
| United States Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $6329800.00        | $6308553.30        | U.S. Treasuries (including strips) |
| United States Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $16816800.00       | $14201543.12       | U.S. Treasuries (including strips) |
| United States Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $120437100.00      | $74652222.36       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $200.00            | $186.81            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $34490100.00       | $33129100.86       | U.S. Treasuries (including strips) |

### Security 714: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJ40, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP18PJ40
- **C.18 - Value (incl. sponsor support):** $815000000.00
- **C.18.a - Value (excl. sponsor support):** $815000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 02.500 CLSD3089 | 2052-02-01      | 2.5000%  | 0.0000% | $16114944.00       | $10981074.08       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3108 | 2052-05-01      | 3.0000%  | 0.0000% | $8875755.00        | $6327133.48        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0420 | 2050-02-01      | 3.5000%  | 0.0000% | $91794889.00       | $40792047.58       | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $14156.00          | $195.18            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3306 | 2049-02-01      | 4.5000%  | 0.0000% | $13395424.00       | $4070009.99        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1479 | 2052-08-01      | 5.0000%  | 0.0000% | $25977880.00       | $20933827.22       | Agency Mortgage-Backed Securities |
| 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $1292.00           | $13.76             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3001 | 2053-05-01      | 6.0000%  | 0.0000% | $1630740.00        | $1485817.94        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1619 | 2052-09-01      | 5.0000%  | 0.0000% | $32016355.00       | $25317746.47       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0593 | 2051-05-01      | 3.0000%  | 0.0000% | $767000.00         | $418954.69         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1466 | 2033-06-01      | 2.5000%  | 0.0000% | $2220737.00        | $2036408.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2919 | 2053-04-01      | 5.5000%  | 0.0000% | $200000.00         | $167525.82         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7086 | 2053-10-01      | 5.5000%  | 0.0000% | $3292305.00        | $3094430.18        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8085 | 2035-12-01      | 2.5000%  | 0.0000% | $544856.00         | $190216.01         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5520 | 2054-05-01      | 6.0000%  | 0.0000% | $36361768.00       | $33411253.90       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1501 | 2052-08-01      | 4.0000%  | 0.0000% | $17647584.00       | $12917111.71       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  | 0.0000% | $16914816.00       | $9932526.97        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2778 | 2053-03-01      | 5.5000%  | 0.0000% | $6603984.00        | $5313426.63        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0943 | 2052-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $635869.07         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA1014 | 2037-10-01      | 6.5000%  | 0.0000% | $43782912.00       | $366631.73         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5353 | 2054-04-01      | 6.0000%  | 0.0000% | $10830896.00       | $9993120.46        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4512 | 2053-12-01      | 6.0000%  | 0.0000% | $11523880.00       | $10003608.24       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2185 | 2041-10-01      | 4.0000%  | 0.0000% | $10750765.00       | $804943.08         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLSD3020 | 2035-06-01      | 7.5000%  | 0.0000% | $1629228.00        | $895349.77         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1045 | 2052-06-01      | 3.5000%  | 0.0000% | $108229.00         | $77048.19          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8057 | 2035-08-01      | 2.0000%  | 0.0000% | $568000.00         | $201754.57         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3501 | 2053-05-01      | 6.5000%  | 0.0000% | $27664040.00       | $25086187.22       | Agency Mortgage-Backed Securities |
| 03.000 FGPC J17813 G | 2027-01-01      | 3.0000%  | 0.0000% | $1623580.00        | $34841.18          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1046 | 2052-07-01      | 4.0000%  | 0.0000% | $377513.00         | $287282.39         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS6993 | 2029-07-01      | 2.5000%  | 0.0000% | $11893568.00       | $697153.77         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD4950 | 2052-02-01      | 2.5000%  | 0.0000% | $5581030.00        | $4090444.56        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $304278754.00      | $249999999.54      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $83466423.00       | $67605550.98       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6859 | 2053-08-01      | 5.0000%  | 0.0000% | $13614890.00       | $12155423.78       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $3918032.00        | $3251921.31        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  | 0.0000% | $194785777.00      | $123763627.77      | Agency Mortgage-Backed Securities |
| FEPC 03.500 3VZN0514 | 2042-11-01      | 3.5000%  | 0.0000% | $40770960.00       | $5488159.37        | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $60758728.00       | $49757300.13       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $72149186.00       | $70832473.41       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7561 | 2053-02-01      | 4.0000%  | 0.0000% | $34073088.00       | $26031589.44       | Agency Mortgage-Backed Securities |

### Security 715: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJ57, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP18PJ57
- **C.18 - Value (incl. sponsor support):** $1224000000.00
- **C.18.a - Value (excl. sponsor support):** $1224000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2025-10-09      | 0.0000%  | 0.0000% | $100.00            | $98.50             | U.S. Treasuries (including strips) |
| United States Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $300.00            | $218.63            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-17      | 0.0000%  | 0.0000% | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| United States Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $5654000.00        | $5676648.08        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $15900.00          | $14765.86          | U.S. Treasuries (including strips) |
| United States Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $2382800.00        | $2415576.12        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $567700.00         | $579775.26         | U.S. Treasuries (including strips) |
| United States Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $1000.00           | $849.04            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $96.16             | U.S. Treasuries (including strips) |
| United States Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $113.50            | U.S. Treasuries (including strips) |
| United States Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $300.00            | $280.57            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-09      | 0.0000%  | 0.0000% | $400.00            | $395.35            | U.S. Treasuries (including strips) |
| United States Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $76600.00          | $39368.21          | U.S. Treasuries (including strips) |
| FNMS 06.000 CLCB4926   | 2052-10-01      | 6.0000%  | 0.0000% | $7605079.00        | $5931420.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4558   | 2052-09-01      | 5.0000%  | 0.0000% | $14000.00          | $10826.96          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $26000000.00       | $20638901.58       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548   | 2052-01-01      | 2.5000%  | 0.0000% | $44000.00          | $28863.18          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4979   | 2054-11-01      | 4.5000%  | 0.0000% | $1955370.00        | $1841626.29        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1136   | 2051-07-01      | 2.5000%  | 0.0000% | $2500000.00        | $1518877.58        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3104   | 2052-03-01      | 2.5000%  | 0.0000% | $11000.00          | $7204.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2795   | 2052-02-01      | 3.0000%  | 0.0000% | $7581164.00        | $5343004.80        | Agency Mortgage-Backed Securities  |
| GNII JP 786519 M       | 2037-07-20      | 2.0000%  | 0.0000% | $52245.00          | $34462.37          | Agency Mortgage-Backed Securities  |
| GNII SP 786082 C       | 2051-11-20      | 3.0000%  | 0.0000% | $80694.00          | $52920.77          | Agency Mortgage-Backed Securities  |
| GNII SP 785701 C       | 2051-10-20      | 2.5000%  | 0.0000% | $44554007.00       | $27088668.46       | Agency Mortgage-Backed Securities  |
| GNII SP 785526 C       | 2051-06-20      | 2.5000%  | 0.0000% | $1000.00           | $669.92            | Agency Mortgage-Backed Securities  |
| GNII SP 786474 C       | 2053-01-20      | 5.0000%  | 0.0000% | $84528.00          | $67157.99          | Agency Mortgage-Backed Securities  |
| GNII SP 785194 C       | 2050-11-20      | 4.0000%  | 0.0000% | $42028660.00       | $15024348.77       | Agency Mortgage-Backed Securities  |
| GNII SP 786831 C       | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $859.32            | Agency Mortgage-Backed Securities  |
| GNII SP 785786 C       | 2051-12-20      | 4.0000%  | 0.0000% | $1025.00           | $755.58            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBW0516   | 2037-05-01      | 2.5000%  | 0.0000% | $57758.00          | $41585.02          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0999   | 2055-06-01      | 6.0000%  | 0.0000% | $4785411.00        | $4867257.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2293   | 2051-12-01      | 3.0000%  | 0.0000% | $430000.00         | $282542.30         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9047   | 2051-02-01      | 2.0000%  | 0.0000% | $9882.00           | $5199.72           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $193999.00         | $161909.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $367000.00         | $267289.40         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2375   | 2051-12-01      | 2.5000%  | 0.0000% | $15000.00          | $9676.12           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7591   | 2050-11-01      | 2.0000%  | 0.0000% | $30496768.00       | $16512361.92       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4216   | 2053-01-01      | 5.5000%  | 0.0000% | $3599440.00        | $2365797.21        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB1642   | 2051-09-01      | 3.5000%  | 0.0000% | $49000.00          | $29108.96          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB1449   | 2036-08-01      | 2.0000%  | 0.0000% | $71962589.00       | $41466976.31       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3609   | 2052-05-01      | 3.5000%  | 0.0000% | $3232240.00        | $2367251.00        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICB4542   | 2037-06-01      | 3.0000%  | 0.0000% | $5537608.00        | $3726298.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $218695.00         | $166097.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9310   | 2053-03-01      | 5.5000%  | 0.0000% | $1788510.00        | $1475668.02        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3696   | 2037-05-01      | 2.5000%  | 0.0000% | $12000.00          | $7887.84           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7918   | 2050-11-01      | 2.0000%  | 0.0000% | $30647808.00       | $16354632.23       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3666   | 2052-02-01      | 2.5000%  | 0.0000% | $466348.00         | $333899.35         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2602   | 2052-01-01      | 2.0000%  | 0.0000% | $34973153.00       | $22014966.14       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4563   | 2052-09-01      | 5.0000%  | 0.0000% | $2343669.00        | $1879466.86        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5606   | 2055-02-01      | 5.5000%  | 0.0000% | $5591648.00        | $5560168.90        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7755   | 2050-10-01      | 3.0000%  | 0.0000% | $1552838.00        | $685956.58         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB7335   | 2042-12-01      | 3.5000%  | 0.0000% | $20494439.00       | $2443065.65        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB3898   | 2026-11-01      | 3.0000%  | 0.0000% | $8701406.00        | $102193.04         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL930420   | 2039-01-01      | 5.0000%  | 0.0000% | $960000.00         | $40471.40          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAB6466   | 2027-10-01      | 2.5000%  | 0.0000% | $2200000.00        | $121602.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAA0598   | 2039-02-01      | 5.0000%  | 0.0000% | $12604816.00       | $336330.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995049   | 2038-02-01      | 5.5000%  | 0.0000% | $10229616.00       | $143564.00         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB9163   | 2043-05-01      | 3.5000%  | 0.0000% | $1025.00           | $138.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CT928600   | 2027-08-01      | 6.5000%  | 0.0000% | $12824941.00       | $31426.55          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CV890541   | 2028-06-01      | 2.5000%  | 0.0000% | $222998.00         | $11509.31          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL995156   | 2035-03-01      | 7.5000%  | 0.0000% | $871527.00         | $25204.07          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL888610   | 2036-10-01      | 5.0000%  | 0.0000% | $11996960.00       | $140184.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL888572   | 2036-12-01      | 5.5000%  | 0.0000% | $8150000.00        | $45593.47          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9203   | 2054-09-01      | 6.0000%  | 0.0000% | $916882.00         | $833393.79         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1328   | 2042-12-01      | 3.5000%  | 0.0000% | $50762627.00       | $7508689.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT929229   | 2028-03-01      | 5.0000%  | 0.0000% | $64700.00          | $117.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210   | 2047-12-01      | 3.5000%  | 0.0000% | $44995.00          | $5872.54           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CV890615   | 2029-06-01      | 4.0000%  | 0.0000% | $494000.00         | $26433.36          | Agency Mortgage-Backed Securities  |
| United States Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $1086100.00        | $1096694.02        | U.S. Treasuries (including strips) |
| FNMS 06.000 CL883992   | 2036-04-01      | 6.0000%  | 0.0000% | $4511392.00        | $110600.11         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS9366   | 2052-04-01      | 2.5000%  | 0.0000% | $168000.00         | $131917.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9682   | 2054-11-01      | 5.5000%  | 0.0000% | $25070432.00       | $24148465.13       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA9323   | 2054-02-01      | 5.5000%  | 0.0000% | $3656756.00        | $2889021.12        | Agency Mortgage-Backed Securities  |
| GNMI SP 782350 X       | 2038-06-15      | 5.5000%  | 0.0000% | $1000.00           | $7.08              | Agency Mortgage-Backed Securities  |
| GNMI SF 687444 X       | 2038-06-15      | 5.5000%  | 0.0000% | $10919960.00       | $41943.26          | Agency Mortgage-Backed Securities  |
| GNMI SF 705447 X       | 2039-02-15      | 5.5000%  | 0.0000% | $1538300.00        | $36567.65          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $17276408.00       | $13660507.54       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4686   | 2052-09-01      | 5.0000%  | 0.0000% | $5761000.00        | $4398835.88        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4212   | 2052-07-01      | 4.5000%  | 0.0000% | $7793.00           | $6168.76           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1662   | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $622.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3205   | 2037-03-01      | 2.5000%  | 0.0000% | $47000.00          | $29622.05          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $856.09            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8132   | 2050-12-01      | 2.5000%  | 0.0000% | $2759718.00        | $1269304.02        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $94000.00          | $64699.84          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4562   | 2052-09-01      | 5.0000%  | 0.0000% | $145000.00         | $113660.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3248   | 2052-04-01      | 3.5000%  | 0.0000% | $7070.00           | $5271.49           | Agency Mortgage-Backed Securities  |
| GNII SF 626971 C       | 2030-08-20      | 3.5000%  | 0.0000% | $1000.00           | $130.77            | Agency Mortgage-Backed Securities  |
| GNMI SP 782774 X       | 2039-09-15      | 5.5000%  | 0.0000% | $1000.00           | $13.75             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0734   | 2031-05-01      | 4.5000%  | 0.0000% | $1654.00           | $55.56             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL888009   | 2034-12-01      | 6.5000%  | 0.0000% | $5880991.00        | $91834.90          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CZ995375   | 2048-08-01      | 5.5000%  | 0.0000% | $284997120.00      | $2740360.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL889876   | 2037-08-01      | 5.5000%  | 0.0000% | $2500000.00        | $41654.42          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0777   | 2031-06-01      | 5.0000%  | 0.0000% | $1385.00           | $62.68             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL885315   | 2036-06-01      | 6.0000%  | 0.0000% | $8606787.00        | $120347.16         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB5890   | 2027-08-01      | 3.0000%  | 0.0000% | $1872903.00        | $49967.30          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 GL930845   | 2038-02-01      | 5.0000%  | 0.0000% | $1069738.00        | $28469.85          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4275   | 2027-01-01      | 3.0000%  | 0.0000% | $10115651.00       | $122018.87         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3305   | 2048-03-01      | 3.5000%  | 0.0000% | $158872306.00      | $20901479.38       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4280   | 2027-01-01      | 3.0000%  | 0.0000% | $7553844.00        | $114827.36         | Agency Mortgage-Backed Securities  |
| United States Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $1600.00           | $1580.65           | U.S. Treasuries (including strips) |
| United States Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $356800.00         | $222628.74         | U.S. Treasuries (including strips) |
| FNMS 04.500 CLCB6509   | 2053-06-01      | 4.5000%  | 0.0000% | $421000.00         | $371272.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5774   | 2053-02-01      | 5.5000%  | 0.0000% | $2473672.00        | $2180405.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6693   | 2053-07-01      | 5.0000%  | 0.0000% | $2323968.00        | $1909130.65        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8355   | 2054-04-01      | 6.5000%  | 0.0000% | $235000.00         | $213954.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0889   | 2054-12-01      | 5.5000%  | 0.0000% | $2154788.00        | $2127017.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA0295   | 2053-07-01      | 2.5000%  | 0.0000% | $1760628.00        | $1407612.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6878   | 2053-08-01      | 6.0000%  | 0.0000% | $325000.00         | $285897.00         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $4309643.00        | $3332925.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7984   | 2054-02-01      | 5.5000%  | 0.0000% | $568209.00         | $504851.73         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8010   | 2054-02-01      | 6.5000%  | 0.0000% | $2627512.00        | $2393721.95        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7528   | 2053-11-01      | 7.0000%  | 0.0000% | $3013216.00        | $2526172.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8327   | 2054-04-01      | 5.5000%  | 0.0000% | $10000.00          | $9260.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9982   | 2055-02-01      | 5.5000%  | 0.0000% | $22425472.00       | $22179464.44       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8483   | 2054-05-01      | 5.5000%  | 0.0000% | $879213.00         | $793355.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9438   | 2054-11-01      | 5.5000%  | 0.0000% | $596401.00         | $578815.17         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6753   | 2053-07-01      | 6.0000%  | 0.0000% | $600000.00         | $510095.13         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005   | 2054-02-01      | 6.0000%  | 0.0000% | $15561938.00       | $14014045.41       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA0586   | 2052-07-01      | 3.0000%  | 0.0000% | $27513283.00       | $23274676.75       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9153   | 2054-09-01      | 6.0000%  | 0.0000% | $30000.00          | $29163.68          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9454   | 2054-11-01      | 4.5000%  | 0.0000% | $7000.00           | $6547.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1129   | 2054-06-01      | 6.5000%  | 0.0000% | $28271124.00       | $27779524.94       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1123   | 2055-01-01      | 5.5000%  | 0.0000% | $29780020.00       | $29623973.51       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118   | 2050-05-01      | 3.0000%  | 0.0000% | $399000.00         | $165125.93         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273   | 2053-10-01      | 6.0000%  | 0.0000% | $890725.00         | $737748.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $19579776.00       | $16284415.12       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFM3123   | 2038-03-01      | 2.5000%  | 0.0000% | $732000.00         | $191665.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9468   | 2054-11-01      | 5.0000%  | 0.0000% | $1266623.00        | $1195386.29        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096   | 2053-04-01      | 6.0000%  | 0.0000% | $2040000.00        | $1666638.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6879   | 2053-08-01      | 6.0000%  | 0.0000% | $288048.00         | $226615.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $51000.00          | $40934.70          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9205   | 2051-04-01      | 2.5000%  | 0.0000% | $93000.00          | $53654.40          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1207   | 2052-03-01      | 3.5000%  | 0.0000% | $197000.00         | $131526.93         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9504   | 2051-11-01      | 2.5000%  | 0.0000% | $965000.00         | $610725.66         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4487   | 2027-02-01      | 3.0000%  | 0.0000% | $6094601.00        | $93304.59          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL1485   | 2052-03-01      | 2.0000%  | 0.0000% | $35704960.00       | $28107805.39       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5165   | 2053-10-01      | 5.5000%  | 0.0000% | $6947916.00        | $5938879.10        | Agency Mortgage-Backed Securities  |
| GNII SF MA2961 M       | 2045-07-20      | 3.5000%  | 0.0000% | $26628297.00       | $2369420.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5190   | 2053-11-01      | 5.5000%  | 0.0000% | $2187296.00        | $1917749.59        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9572   | 2055-03-01      | 6.5000%  | 0.0000% | $6278660.00        | $6480538.18        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2155   | 2055-04-01      | 6.0000%  | 0.0000% | $2473470.00        | $2496660.52        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX3049   | 2055-01-01      | 4.5000%  | 0.0000% | $36018.00          | $33879.64          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4826   | 2055-06-01      | 6.5000%  | 0.0000% | $1504450.00        | $1565372.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA5777   | 2040-05-01      | 4.0000%  | 0.0000% | $26561.00          | $25766.89          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2070   | 2055-05-01      | 5.5000%  | 0.0000% | $1192250.00        | $1193890.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552   | 2054-12-01      | 5.0000%  | 0.0000% | $8981.00           | $8458.08           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4718   | 2055-05-01      | 6.0000%  | 0.0000% | $1124076.00        | $1150023.42        | Agency Mortgage-Backed Securities  |
| GNII SF MA7052 M       | 2050-12-20      | 2.5000%  | 0.0000% | $34242.00          | $14408.37          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5395   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.66           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5124   | 2038-07-01      | 3.5000%  | 0.0000% | $40000.00          | $31822.25          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5000   | 2053-04-01      | 3.5000%  | 0.0000% | $6111231.00        | $4985592.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5202   | 2038-11-01      | 6.0000%  | 0.0000% | $11000.00          | $6668.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5507   | 2039-10-01      | 5.0000%  | 0.0000% | $38010.00          | $32826.57          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4761   | 2052-09-01      | 5.0000%  | 0.0000% | $58000.00          | $44625.22          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX0996   | 2054-12-01      | 4.5000%  | 0.0000% | $15000.00          | $13960.27          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5108   | 2053-08-01      | 6.0000%  | 0.0000% | $2344551.00        | $1883783.89        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX0616   | 2054-11-01      | 4.5000%  | 0.0000% | $38230.00          | $35922.99          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497   | 2054-10-01      | 5.5000%  | 0.0000% | $360000.00         | $337125.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5250   | 2039-01-01      | 5.5000%  | 0.0000% | $14000.00          | $9573.17           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731   | 2052-09-01      | 3.5000%  | 0.0000% | $70000.00          | $53709.37          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5506   | 2039-10-01      | 4.5000%  | 0.0000% | $54000.00          | $47796.12          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $840.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737   | 2052-08-01      | 5.0000%  | 0.0000% | $8000.00           | $6000.44           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX0532   | 2054-12-01      | 4.5000%  | 0.0000% | $14000.00          | $13141.94          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4977   | 2053-04-01      | 4.5000%  | 0.0000% | $9000.00           | $7470.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7062   | 2053-09-01      | 6.5000%  | 0.0000% | $37582486.00       | $32277055.50       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1278   | 2052-08-01      | 3.0000%  | 0.0000% | $13417600.00       | $11562707.38       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9659   | 2054-12-01      | 5.5000%  | 0.0000% | $11202349.00       | $10917090.00       | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCB8902   | 2054-07-01      | 7.5000%  | 0.0000% | $7208936.00        | $6532734.35        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3279   | 2045-10-01      | 3.5000%  | 0.0000% | $2694590.00        | $965909.75         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM8944   | 2051-09-01      | 3.5000%  | 0.0000% | $420000.00         | $259773.39         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7673   | 2051-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $584134.86         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM5783   | 2038-06-01      | 3.0000%  | 0.0000% | $1000000.00        | $370533.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4324   | 2050-07-01      | 3.5000%  | 0.0000% | $14000.00          | $5938.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8685   | 2051-09-01      | 3.0000%  | 0.0000% | $100000.00         | $56930.35          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3331   | 2052-11-01      | 5.0000%  | 0.0000% | $60000.00          | $48610.99          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS4261   | 2035-06-01      | 3.5000%  | 0.0000% | $7520048.00        | $4215825.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3043   | 2052-10-01      | 4.5000%  | 0.0000% | $9000.00           | $7008.58           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5313   | 2050-01-01      | 3.5000%  | 0.0000% | $480080.00         | $369948.51         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS2857   | 2050-04-01      | 5.5000%  | 0.0000% | $111000.00         | $75706.94          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3421   | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $81342.60          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2824   | 2051-12-01      | 2.5000%  | 0.0000% | $62000.00          | $44761.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1863   | 2052-05-01      | 3.5000%  | 0.0000% | $120000.00         | $83732.40          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2418   | 2052-07-01      | 3.5000%  | 0.0000% | $127000.00         | $93423.29          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3120   | 2052-09-01      | 5.0000%  | 0.0000% | $35000.00          | $27740.96          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3255   | 2052-11-01      | 5.0000%  | 0.0000% | $60046.00          | $46928.18          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $129000.00         | $97632.86          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5977   | 2053-10-01      | 6.0000%  | 0.0000% | $835545.00         | $727464.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1419   | 2052-01-01      | 3.5000%  | 0.0000% | $338000.00         | $222996.98         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0977   | 2052-03-01      | 3.0000%  | 0.0000% | $28000.00          | $17843.50          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4308   | 2053-04-01      | 5.0000%  | 0.0000% | $100000.00         | $77061.50          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS2037   | 2037-05-01      | 1.5000%  | 0.0000% | $86227.00          | $55818.62          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS3298   | 2051-10-01      | 2.5000%  | 0.0000% | $2917210.00        | $2073357.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3887   | 2053-02-01      | 6.0000%  | 0.0000% | $2270176.00        | $1499825.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928   | 2050-06-01      | 3.5000%  | 0.0000% | $26000.00          | $19890.64          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4216   | 2049-06-01      | 3.5000%  | 0.0000% | $7027000.00        | $1581480.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8180   | 2054-03-01      | 6.5000%  | 0.0000% | $11304.00          | $9159.64           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0438   | 2052-09-01      | 3.5000%  | 0.0000% | $45000.00          | $39127.91          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM7124   | 2034-09-01      | 3.0000%  | 0.0000% | $1310967.00        | $420771.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM1572   | 2048-09-01      | 3.0000%  | 0.0000% | $1068000.00        | $273901.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847   | 2054-07-01      | 6.0000%  | 0.0000% | $3448064.00        | $3281425.73        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $44000.00          | $38320.42          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM8501   | 2051-07-01      | 4.0000%  | 0.0000% | $9636560.00        | $4701683.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA0497   | 2055-01-01      | 4.5000%  | 0.0000% | $13676042.00       | $12708359.36       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9514   | 2054-11-01      | 6.5000%  | 0.0000% | $521358.00         | $500916.47         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8863   | 2054-07-01      | 6.0000%  | 0.0000% | $7000.00           | $6357.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1018   | 2055-02-01      | 5.0000%  | 0.0000% | $27514272.00       | $26458046.58       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9651   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $938.81            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8012   | 2054-02-01      | 6.5000%  | 0.0000% | $9331655.00        | $8392704.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM1258   | 2049-07-01      | 4.0000%  | 0.0000% | $26000.00          | $6034.52           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $24208320.00       | $23151468.14       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6839   | 2053-08-01      | 6.0000%  | 0.0000% | $3379684.00        | $3053621.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7235   | 2053-10-01      | 5.0000%  | 0.0000% | $6000.00           | $5543.96           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM5451   | 2050-12-01      | 3.0000%  | 0.0000% | $5745073.00        | $2555614.20        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM1317   | 2048-10-01      | 4.0000%  | 0.0000% | $350000.00         | $71034.39          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1426   | 2052-05-01      | 2.5000%  | 0.0000% | $15512.00          | $12640.25          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9781   | 2051-12-01      | 2.5000%  | 0.0000% | $135000.00         | $85168.23          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0485   | 2054-09-01      | 6.5000%  | 0.0000% | $29766775.00       | $29756566.40       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM1307   | 2049-06-01      | 5.0000%  | 0.0000% | $1240360.00        | $404808.64         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9696   | 2051-12-01      | 2.5000%  | 0.0000% | $600000.00         | $366834.45         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0838   | 2052-01-01      | 3.5000%  | 0.0000% | $31000.00          | $20691.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0037   | 2051-08-01      | 3.0000%  | 0.0000% | $512000.00         | $269902.46         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9044   | 2051-10-01      | 3.0000%  | 0.0000% | $126000.00         | $74522.89          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2122   | 2052-03-01      | 3.0000%  | 0.0000% | $8000.00           | $5459.19           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1476   | 2052-03-01      | 3.0000%  | 0.0000% | $88001.00          | $61580.60          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3497   | 2052-08-01      | 3.5000%  | 0.0000% | $1346322.00        | $1038007.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0532   | 2052-01-01      | 3.5000%  | 0.0000% | $3070000.00        | $2071241.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9461   | 2051-11-01      | 3.5000%  | 0.0000% | $2516000.00        | $1515565.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3941   | 2053-02-01      | 5.0000%  | 0.0000% | $7000.00           | $5831.17           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2461   | 2051-12-01      | 3.0000%  | 0.0000% | $777783.00         | $510981.09         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5306   | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $161076.56         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0520   | 2052-02-01      | 3.0000%  | 0.0000% | $79049.00          | $51922.39          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1458   | 2050-03-01      | 3.5000%  | 0.0000% | $78000.00          | $45269.93          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0735   | 2052-01-01      | 3.0000%  | 0.0000% | $10026.00          | $5587.80           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS1163   | 2037-01-01      | 3.5000%  | 0.0000% | $139000.00         | $70999.91          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8486   | 2054-05-01      | 5.5000%  | 0.0000% | $485043.00         | $465563.64         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM2395   | 2050-01-01      | 3.5000%  | 0.0000% | $2458000.00        | $659927.45         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9876   | 2051-12-01      | 2.5000%  | 0.0000% | $532000.00         | $342653.88         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA0569   | 2037-02-01      | 2.5000%  | 0.0000% | $28301098.00       | $24853749.53       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6270   | 2051-03-01      | 2.0000%  | 0.0000% | $103000.00         | $54223.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTFA1551   | 2039-08-01      | 3.5000%  | 0.0000% | $7000.00           | $6751.36           | Agency Mortgage-Backed Securities  |
| GNII SF MA8147 M       | 2052-02-20      | 2.5000%  | 0.0000% | $1024.00           | $657.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4807   | 2052-11-01      | 5.5000%  | 0.0000% | $8000.00           | $6340.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5009   | 2053-05-01      | 5.0000%  | 0.0000% | $1008.00           | $855.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3938   | 2055-01-01      | 5.5000%  | 0.0000% | $2049424.00        | $1927892.03        | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $97000.00          | $75196.77          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2449   | 2054-10-01      | 5.5000%  | 0.0000% | $12814549.00       | $12335356.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5586   | 2055-01-01      | 5.5000%  | 0.0000% | $15967.00          | $15334.50          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2612   | 2055-05-01      | 6.0000%  | 0.0000% | $1848320.00        | $1884922.98        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4783   | 2052-10-01      | 4.0000%  | 0.0000% | $17000.00          | $13294.20          | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M       | 2054-10-20      | 5.0000%  | 0.0000% | $1000.00           | $956.66            | Agency Mortgage-Backed Securities  |
| GNII SF MA5266 M       | 2048-06-20      | 5.0000%  | 0.0000% | $1000.00           | $78.03             | Agency Mortgage-Backed Securities  |
| GNII SF MA9172 M       | 2053-08-20      | 6.0000%  | 0.0000% | $1022.00           | $722.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470   | 2054-09-01      | 5.5000%  | 0.0000% | $38447367.00       | $35689211.82       | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M       | 2053-07-20      | 5.5000%  | 0.0000% | $2921285.00        | $2392335.38        | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $2354.00           | $2325.98           | Agency Mortgage-Backed Securities  |
| GNII SF CZ7448 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1000.00           | $1051.36           | Agency Mortgage-Backed Securities  |
| GNII SF DH3520 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1001.00           | $1012.09           | Agency Mortgage-Backed Securities  |
| GNII SF MA8878 M       | 2053-05-20      | 5.0000%  | 0.0000% | $132993.00         | $112315.67         | Agency Mortgage-Backed Securities  |
| GNII SF MA5137 M       | 2048-04-20      | 4.0000%  | 0.0000% | $1000.00           | $80.67             | Agency Mortgage-Backed Securities  |
| GNII SF MA6818 M       | 2050-08-20      | 2.0000%  | 0.0000% | $1000.00           | $438.51            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX6629   | 2054-11-01      | 4.5000%  | 0.0000% | $2957041.00        | $2785088.26        | Agency Mortgage-Backed Securities  |
| GNII SF DG6283 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1033.18           | Agency Mortgage-Backed Securities  |
| GNII SF DK4629 C       | 2055-05-20      | 5.5000%  | 0.0000% | $3646792.00        | $3677044.17        | Agency Mortgage-Backed Securities  |
| GNII SF DF7081 C       | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $999.92            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $6000.00           | $5117.25           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8257   | 2052-10-01      | 4.5000%  | 0.0000% | $11000.00          | $8697.32           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1036   | 2052-06-01      | 4.5000%  | 0.0000% | $21122176.00       | $15511590.55       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317   | 2053-04-01      | 6.0000%  | 0.0000% | $2048.00           | $1586.51           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6132   | 2051-10-01      | 2.5000%  | 0.0000% | $57000.00          | $35702.38          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8189   | 2052-01-01      | 2.5000%  | 0.0000% | $5608000.00        | $3620976.01        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8369   | 2040-03-01      | 4.0000%  | 0.0000% | $10991004.00       | $10190699.88       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3392   | 2048-01-01      | 4.0000%  | 0.0000% | $535000.00         | $50969.21          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL7384   | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $126.64            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3791   | 2042-09-01      | 3.5000%  | 0.0000% | $680970.00         | $83515.21          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6945   | 2052-03-01      | 3.5000%  | 0.0000% | $36000.00          | $25535.56          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8371   | 2040-03-01      | 5.0000%  | 0.0000% | $17066364.00       | $16413522.39       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5289   | 2054-06-01      | 6.0000%  | 0.0000% | $28000.00          | $26185.97          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3BRH0000   | 2049-07-01      | 3.5000%  | 0.0000% | $11639040.00       | $1759406.77        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2987   | 2053-03-01      | 3.5000%  | 0.0000% | $3088477.00        | $2436531.58        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $39949.00          | $35706.03          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132   | 2036-12-01      | 2.0000%  | 0.0000% | $83000.00          | $49601.52          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA6086   | 2053-12-01      | 6.0000%  | 0.0000% | $2258560.00        | $1816466.14        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3383   | 2053-07-01      | 5.5000%  | 0.0000% | $8147144.00        | $7127191.45        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543   | 2048-08-01      | 4.5000%  | 0.0000% | $2341.00           | $513.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8385   | 2040-05-01      | 5.5000%  | 0.0000% | $8309527.00        | $8327850.21        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6706   | 2054-01-01      | 4.5000%  | 0.0000% | $16000.00          | $14614.41          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3753   | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $131.21            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2253   | 2052-12-01      | 3.5000%  | 0.0000% | $3527080.00        | $2711242.48        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZA4209   | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $184.96            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0853   | 2052-01-01      | 2.5000%  | 0.0000% | $352136.00         | $248222.19         | Agency Mortgage-Backed Securities  |
| GNII SP 785575 C       | 2051-08-20      | 2.5000%  | 0.0000% | $23968.00          | $14165.37          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS8570   | 2030-06-01      | 3.0000%  | 0.0000% | $5610.00           | $534.55            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1128   | 2055-04-01      | 6.0000%  | 0.0000% | $4964890.00        | $5071347.36        | Agency Mortgage-Backed Securities  |
| GNII SF MA6013 M       | 2034-07-20      | 3.0000%  | 0.0000% | $1000.00           | $121.40            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8525   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $997.17            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3226   | 2052-03-01      | 2.5000%  | 0.0000% | $1093770.00        | $785801.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO2256   | 2049-10-01      | 3.0000%  | 0.0000% | $135000.00         | $45486.83          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC6513   | 2046-05-01      | 3.5000%  | 0.0000% | $560000.00         | $52643.68          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC7284   | 2054-11-01      | 4.5000%  | 0.0000% | $1193150.00        | $1119751.39        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8360   | 2053-09-01      | 4.5000%  | 0.0000% | $12000.00          | $10381.35          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5977   | 2054-11-01      | 5.0000%  | 0.0000% | $55543.00          | $53516.43          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4988   | 2054-09-01      | 6.5000%  | 0.0000% | $4299909.00        | $4208090.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6347   | 2045-12-01      | 4.0000%  | 0.0000% | $8586105.00        | $1661324.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1344   | 2049-07-01      | 5.5000%  | 0.0000% | $63571.00          | $43430.59          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8234   | 2052-08-01      | 2.5000%  | 0.0000% | $10000.00          | $7138.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5341   | 2054-11-01      | 5.0000%  | 0.0000% | $1345000.00        | $1304197.13        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8408   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $866.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3414   | 2055-03-01      | 6.0000%  | 0.0000% | $10026704.00       | $10197530.30       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4578   | 2052-04-01      | 2.5000%  | 0.0000% | $42000.00          | $28500.34          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4622   | 2052-06-01      | 2.0000%  | 0.0000% | $11302650.00       | $7649126.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604   | 2037-05-01      | 3.0000%  | 0.0000% | $11000.00          | $6998.29           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4598   | 2052-05-01      | 2.5000%  | 0.0000% | $49000.00          | $33956.79          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4237   | 2051-01-01      | 2.0000%  | 0.0000% | $529000.00         | $287291.98         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6519   | 2036-03-01      | 2.0000%  | 0.0000% | $650000.00         | $306716.18         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4511   | 2052-01-01      | 2.0000%  | 0.0000% | $35000.00          | $22473.22          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4437   | 2051-10-01      | 2.0000%  | 0.0000% | $14000.00          | $8715.22           | Agency Mortgage-Backed Securities  |
| GNPL PN DA8500         | 2060-03-15      | 5.7200%  | 0.0000% | $606712.00         | $634381.71         | Agency Mortgage-Backed Securities  |
| GNII SP 785406 C       | 2051-03-20      | 3.5000%  | 0.0000% | $11844760.00       | $5584879.30        | Agency Mortgage-Backed Securities  |
| GNII SF BW4741 C       | 2050-09-20      | 2.5000%  | 0.0000% | $1000.00           | $432.04            | Agency Mortgage-Backed Securities  |
| GNII SF DF4775 C       | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $970.14            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2907   | 2054-11-01      | 5.5000%  | 0.0000% | $15142639.00       | $14537046.11       | Agency Mortgage-Backed Securities  |
| GNII SF DK4589 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.25           | Agency Mortgage-Backed Securities  |
| GNII SF DI0178 C       | 2055-04-20      | 5.5000%  | 0.0000% | $4722.00           | $4729.13           | Agency Mortgage-Backed Securities  |
| GNII SF AR0727 C       | 2046-04-20      | 4.0000%  | 0.0000% | $1000.00           | $131.92            | Agency Mortgage-Backed Securities  |
| GNII SF MA7194 M       | 2051-02-20      | 3.0000%  | 0.0000% | $48778761.00       | $18491551.58       | Agency Mortgage-Backed Securities  |
| GNII SF MB0369 M       | 2053-12-20      | 7.0000%  | 0.0000% | $245980.00         | $255463.98         | Agency Mortgage-Backed Securities  |
| GNII SF DJ1688 C       | 2055-04-20      | 5.5000%  | 0.0000% | $632782.00         | $634250.58         | Agency Mortgage-Backed Securities  |
| GNII SF DI1184 C       | 2055-02-20      | 5.5000%  | 0.0000% | $269971.00         | $270068.16         | Agency Mortgage-Backed Securities  |
| GNII SF DI3405 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1003.00           | $1048.93           | Agency Mortgage-Backed Securities  |
| GNII SF DH4538 C       | 2055-04-20      | 6.5000%  | 0.0000% | $771599.00         | $802568.13         | Agency Mortgage-Backed Securities  |
| GNII JM MA6274 M       | 2049-11-20      | 3.0000%  | 0.0000% | $1000.00           | $84.17             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2793   | 2055-01-01      | 5.5000%  | 0.0000% | $1218640.00        | $1216112.84        | Agency Mortgage-Backed Securities  |
| GNII SF MA4383 M       | 2047-04-20      | 4.0000%  | 0.0000% | $1002.00           | $90.40             | Agency Mortgage-Backed Securities  |
| GNPL PN DA8503         | 2060-03-15      | 5.7200%  | 0.0000% | $1002.00           | $1049.95           | Agency Mortgage-Backed Securities  |
| GNII FS 004182 M       | 2038-07-20      | 5.5000%  | 0.0000% | $1001.00           | $7.66              | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $980.26            | Agency Mortgage-Backed Securities  |
| GNII SF DI2383 C       | 2055-04-20      | 6.5000%  | 0.0000% | $574948.00         | $601153.38         | Agency Mortgage-Backed Securities  |
| GNII SF AY2414 C       | 2048-10-20      | 4.5000%  | 0.0000% | $682000.00         | $373192.50         | Agency Mortgage-Backed Securities  |
| GNII SF 005083 M       | 2041-06-20      | 5.0000%  | 0.0000% | $1000.00           | $36.88             | Agency Mortgage-Backed Securities  |
| GNII SF DK4591 C       | 2055-05-20      | 6.0000%  | 0.0000% | $710759.00         | $731077.70         | Agency Mortgage-Backed Securities  |
| GNII SF 004774 M       | 2040-08-20      | 6.0000%  | 0.0000% | $2976.00           | $87.38             | Agency Mortgage-Backed Securities  |
| GNII SF DK3988 C       | 2055-05-20      | 6.5000%  | 0.0000% | $413114.00         | $427525.53         | Agency Mortgage-Backed Securities  |
| GNII SP 785299 C       | 2051-02-20      | 2.5000%  | 0.0000% | $15595479.00       | $8587884.27        | Agency Mortgage-Backed Securities  |
| GNII SP 785248 C       | 2050-12-20      | 4.0000%  | 0.0000% | $1008.00           | $334.56            | Agency Mortgage-Backed Securities  |
| GNII SF MA8725 M       | 2053-03-20      | 5.0000%  | 0.0000% | $20146752.00       | $16408966.57       | Agency Mortgage-Backed Securities  |
| GNII SF BJ2692 C       | 2048-11-20      | 4.0000%  | 0.0000% | $195073.00         | $29784.40          | Agency Mortgage-Backed Securities  |
| GNCL CL DF3880         | 2066-07-15      | 5.3500%  | 0.0000% | $1000.00           | $996.42            | Agency Mortgage-Backed Securities  |
| GNII SF DI9662 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $993.01            | Agency Mortgage-Backed Securities  |
| GNII SF AX3492 C       | 2046-11-20      | 3.0000%  | 0.0000% | $1000.00           | $149.13            | Agency Mortgage-Backed Securities  |
| GNII SF DI2382 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1392230.00        | $1453098.93        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8530   | 2053-02-01      | 4.5000%  | 0.0000% | $374056.00         | $310882.33         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4731   | 2047-08-01      | 4.0000%  | 0.0000% | $977000.00         | $110268.31         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8264   | 2052-11-01      | 3.5000%  | 0.0000% | $3165500.00        | $2418830.19        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8205   | 2052-04-01      | 2.5000%  | 0.0000% | $44565152.00       | $30132690.88       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9454   | 2047-04-01      | 4.0000%  | 0.0000% | $1233.00           | $65.43             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8361   | 2040-02-01      | 4.0000%  | 0.0000% | $11224851.00       | $10608077.26       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA6411   | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $181.66            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8178   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $601.86            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $9615695.00        | $7518338.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE3619   | 2047-05-01      | 4.0000%  | 0.0000% | $345000.00         | $34913.24          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2344   | 2054-09-01      | 6.5000%  | 0.0000% | $2283529.00        | $2351383.67        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4841   | 2054-11-01      | 4.5000%  | 0.0000% | $1999800.00        | $1875582.65        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8168   | 2051-09-01      | 3.0000%  | 0.0000% | $9000.00           | $5127.67           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8493   | 2054-12-01      | 5.5000%  | 0.0000% | $4277004.00        | $4066495.54        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8255   | 2052-10-01      | 3.5000%  | 0.0000% | $53655.00          | $41528.63          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5391   | 2051-06-01      | 3.0000%  | 0.0000% | $9000.00           | $6253.31           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD5723   | 2049-11-01      | 4.5000%  | 0.0000% | $783529.00         | $709230.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2715   | 2054-12-01      | 5.5000%  | 0.0000% | $38241.00          | $37803.46          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2463   | 2052-02-01      | 3.0000%  | 0.0000% | $440000.00         | $304686.79         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5155   | 2053-07-01      | 5.0000%  | 0.0000% | $791000.00         | $640277.79         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3813   | 2052-11-01      | 4.5000%  | 0.0000% | $200000.00         | $147368.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3954   | 2052-08-01      | 3.5000%  | 0.0000% | $100000.00         | $74481.06          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4672   | 2051-10-01      | 2.5000%  | 0.0000% | $27905050.00       | $20388995.25       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1866   | 2052-05-01      | 3.5000%  | 0.0000% | $1500000.00        | $1128529.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $34593680.00       | $28111040.04       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4000   | 2041-07-01      | 6.0000%  | 0.0000% | $700000.00         | $520780.24         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6058   | 2052-04-01      | 2.5000%  | 0.0000% | $11785713.00       | $8664047.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4371   | 2052-02-01      | 3.5000%  | 0.0000% | $470000.00         | $366837.59         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6928   | 2052-05-01      | 2.5000%  | 0.0000% | $300000.00         | $223418.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5632   | 2053-09-01      | 5.5000%  | 0.0000% | $42000.00          | $37836.32          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9874   | 2054-08-01      | 7.0000%  | 0.0000% | $10143192.00       | $8789082.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6671   | 2053-06-01      | 5.5000%  | 0.0000% | $25000.00          | $21024.44          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5133   | 2051-09-01      | 3.0000%  | 0.0000% | $382000.00         | $290168.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6404   | 2053-07-01      | 4.0000%  | 0.0000% | $18999.00          | $14916.29          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8371   | 2050-03-01      | 3.5000%  | 0.0000% | $1013.00           | $835.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8966   | 2054-09-01      | 6.0000%  | 0.0000% | $14991684.00       | $14283303.65       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7303   | 2053-07-01      | 5.0000%  | 0.0000% | $7602763.00        | $7013519.36        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS8846   | 2032-04-01      | 3.0000%  | 0.0000% | $2797851.00        | $2386201.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7428   | 2054-03-01      | 5.5000%  | 0.0000% | $767712.00         | $664607.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5233   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $847.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9473   | 2054-10-01      | 5.0000%  | 0.0000% | $2660057.00        | $2519271.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7159   | 2052-01-01      | 3.5000%  | 0.0000% | $7063.00           | $5713.01           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5328   | 2054-04-01      | 6.0000%  | 0.0000% | $838293.00         | $700911.33         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355   | 2051-06-01      | 2.0000%  | 0.0000% | $21250.00          | $12736.47          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4563   | 2052-03-01      | 2.5000%  | 0.0000% | $7323247.00        | $4856617.38        | Agency Mortgage-Backed Securities  |
| GNII SF DI0034 C       | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1000.13           | Agency Mortgage-Backed Securities  |
| GNII SP 785421 M       | 2047-07-20      | 3.0000%  | 0.0000% | $1000.00           | $379.44            | Agency Mortgage-Backed Securities  |
| GNII SF 737602 C       | 2040-11-20      | 4.0000%  | 0.0000% | $1000.00           | $109.06            | Agency Mortgage-Backed Securities  |
| GNII SP 785298 C       | 2051-01-20      | 2.5000%  | 0.0000% | $2005786.00        | $1022961.65        | Agency Mortgage-Backed Securities  |
| GNII SP 786337 C       | 2052-09-20      | 4.5000%  | 0.0000% | $345000.00         | $265029.75         | Agency Mortgage-Backed Securities  |
| GNII SP 786709 C       | 2053-05-20      | 5.0000%  | 0.0000% | $1000.00           | $815.47            | Agency Mortgage-Backed Securities  |
| GNII SP 785765 C       | 2051-10-20      | 3.5000%  | 0.0000% | $1041.00           | $727.95            | Agency Mortgage-Backed Securities  |
| GNMI SP 784291 X       | 2041-08-15      | 5.0000%  | 0.0000% | $1000.00           | $196.71            | Agency Mortgage-Backed Securities  |
| GNII SP 786326 C       | 2052-08-20      | 5.5000%  | 0.0000% | $1000.00           | $864.23            | Agency Mortgage-Backed Securities  |
| GNII SP 786368 C       | 2052-08-20      | 4.5000%  | 0.0000% | $1115.00           | $800.07            | Agency Mortgage-Backed Securities  |
| GNII SP 785471 C       | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $661.29            | Agency Mortgage-Backed Securities  |
| GNII SP 785533 C       | 2051-06-20      | 3.0000%  | 0.0000% | $39656208.00       | $25312379.71       | Agency Mortgage-Backed Securities  |
| GNII SP 785522 C       | 2051-06-20      | 3.0000%  | 0.0000% | $1024.00           | $682.33            | Agency Mortgage-Backed Securities  |
| GNII SP 786281 C       | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $812.49            | Agency Mortgage-Backed Securities  |
| GNII SP 785302 C       | 2051-01-20      | 2.5000%  | 0.0000% | $1008.00           | $516.64            | Agency Mortgage-Backed Securities  |
| GNII SP 785653 C       | 2051-09-20      | 3.0000%  | 0.0000% | $1000.00           | $669.84            | Agency Mortgage-Backed Securities  |
| GNII SP 785562 C       | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $608.75            | Agency Mortgage-Backed Securities  |
| GNII SP 785720 C       | 2051-10-20      | 3.0000%  | 0.0000% | $1024.00           | $732.68            | Agency Mortgage-Backed Securities  |
| GNII SP 785263 C       | 2051-01-20      | 3.5000%  | 0.0000% | $1000.00           | $455.55            | Agency Mortgage-Backed Securities  |
| GNII SP 785293 C       | 2051-02-20      | 2.5000%  | 0.0000% | $1024.00           | $519.45            | Agency Mortgage-Backed Securities  |
| GNII SP 787097 C       | 2053-08-20      | 5.0000%  | 0.0000% | $501000.00         | $376416.99         | Agency Mortgage-Backed Securities  |
| GNII SP 785665 C       | 2051-10-20      | 3.0000%  | 0.0000% | $2426840.00        | $1656906.31        | Agency Mortgage-Backed Securities  |
| GNII SF DI3162 C       | 2055-03-20      | 6.5000%  | 0.0000% | $308384.00         | $318627.49         | Agency Mortgage-Backed Securities  |
| GNII SP 785244 C       | 2050-12-20      | 3.5000%  | 0.0000% | $3120867.00        | $1162254.54        | Agency Mortgage-Backed Securities  |
| GNII SP 785517 C       | 2051-06-20      | 2.5000%  | 0.0000% | $12672.00          | $7095.41           | Agency Mortgage-Backed Securities  |
| GNMI SP 785807 X       | 2034-12-15      | 5.0000%  | 0.0000% | $1000.00           | $526.79            | Agency Mortgage-Backed Securities  |
| GNII SP 786088 C       | 2052-03-20      | 3.5000%  | 0.0000% | $1045.00           | $717.85            | Agency Mortgage-Backed Securities  |
| GNII SP 785654 C       | 2051-09-20      | 2.5000%  | 0.0000% | $26189352.00       | $15445319.17       | Agency Mortgage-Backed Securities  |
| GNII SP 785664 C       | 2051-10-20      | 3.0000%  | 0.0000% | $70388.00          | $50239.49          | Agency Mortgage-Backed Securities  |
| GNII SP 786726 C       | 2051-03-20      | 2.0000%  | 0.0000% | $2000.00           | $1352.53           | Agency Mortgage-Backed Securities  |
| GNII SP 786963 C       | 2053-09-20      | 6.0000%  | 0.0000% | $599263.00         | $496438.76         | Agency Mortgage-Backed Securities  |
| GNII SP 785737 C       | 2051-10-20      | 2.5000%  | 0.0000% | $1000.00           | $692.52            | Agency Mortgage-Backed Securities  |
| GNII SP 785626 C       | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $525.05            | Agency Mortgage-Backed Securities  |
| GNII SP 786835 C       | 2053-08-20      | 5.5000%  | 0.0000% | $391001.00         | $333621.39         | Agency Mortgage-Backed Securities  |
| GNII SP 786481 C       | 2053-01-20      | 6.0000%  | 0.0000% | $898000.00         | $709545.39         | Agency Mortgage-Backed Securities  |
| GNII SP 786916 C       | 2053-08-20      | 5.5000%  | 0.0000% | $1000.00           | $876.23            | Agency Mortgage-Backed Securities  |
| GNII SP 786126 M       | 2049-12-20      | 4.5000%  | 0.0000% | $3095.00           | $1992.72           | Agency Mortgage-Backed Securities  |
| GNII SP 786335 C       | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $745.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR7744   | 2051-04-01      | 2.0000%  | 0.0000% | $100081.00         | $50241.40          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $6904540.00        | $3277869.91        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7081   | 2047-03-01      | 4.0000%  | 0.0000% | $320000.00         | $36459.41          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM0505   | 2039-10-01      | 4.5000%  | 0.0000% | $819000.00         | $88289.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP4963   | 2050-05-01      | 3.0000%  | 0.0000% | $30265.00          | $10990.16          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0948   | 2051-04-01      | 2.0000%  | 0.0000% | $86000.00          | $52012.07          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3632   | 2052-07-01      | 2.5000%  | 0.0000% | $24000.00          | $17711.46          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7292   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.92           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $14345481.00       | $5180633.90        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1416   | 2052-01-01      | 3.0000%  | 0.0000% | $30000.00          | $19706.56          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA3869   | 2049-10-01      | 3.5000%  | 0.0000% | $321002.00         | $80911.52          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4785   | 2053-07-01      | 6.5000%  | 0.0000% | $2466288.00        | $2332214.31        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP6715   | 2050-09-01      | 2.0000%  | 0.0000% | $53000.00          | $28424.55          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $910.05            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL725228   | 2034-03-01      | 6.0000%  | 0.0000% | $10697.00          | $64.21             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU5008   | 2054-10-01      | 6.5000%  | 0.0000% | $4013216.00        | $3733389.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBP0647   | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $201.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $18997980.00       | $4037268.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI9872   | 2054-07-01      | 5.5000%  | 0.0000% | $6983597.00        | $6368119.22        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1806   | 2051-10-01      | 2.5000%  | 0.0000% | $25000.00          | $15718.85          | Agency Mortgage-Backed Securities  |
| GNMI SP 784284 X       | 2039-01-15      | 6.0000%  | 0.0000% | $1000.00           | $265.44            | Agency Mortgage-Backed Securities  |
| GNMI SP 784439 X       | 2045-02-15      | 3.0000%  | 0.0000% | $1000.00           | $220.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS9178   | 2053-08-01      | 4.5000%  | 0.0000% | $377758.00         | $332109.18         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS9860   | 2052-06-01      | 2.0000%  | 0.0000% | $53000.00          | $40267.41          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9660   | 2054-10-01      | 5.5000%  | 0.0000% | $282211.00         | $262418.06         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8154   | 2054-06-01      | 6.0000%  | 0.0000% | $28905308.00       | $26840032.35       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS8486   | 2052-12-01      | 4.5000%  | 0.0000% | $50000.00          | $44895.68          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5698   | 2053-08-01      | 5.5000%  | 0.0000% | $4030000.00        | $3689501.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7115   | 2054-02-01      | 5.5000%  | 0.0000% | $22000.00          | $18891.06          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6601   | 2053-12-01      | 3.5000%  | 0.0000% | $42004.00          | $34733.09          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4840   | 2053-05-01      | 5.5000%  | 0.0000% | $5298462.00        | $4472340.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9798   | 2054-11-01      | 5.0000%  | 0.0000% | $40000.00          | $37867.60          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9102   | 2054-02-01      | 5.0000%  | 0.0000% | $1508000.00        | $1376313.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9595   | 2054-10-01      | 5.0000%  | 0.0000% | $22989113.00       | $22153605.26       | Agency Mortgage-Backed Securities  |

### Security 716: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJ65, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP18PJ65
- **C.18 - Value (incl. sponsor support):** $1956000000.00
- **C.18.a - Value (excl. sponsor support):** $1956000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CISB8165   | 2037-05-01      | 3.5000%  | 0.0000% | $1001.00           | $610.20            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q48709 G   | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $202.17            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0537   | 2048-03-01      | 3.5000%  | 0.0000% | $18998.00          | $5123.28           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6023   | 2054-07-01      | 6.5000%  | 0.0000% | $7525218.00        | $7020307.15        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349   | 2053-08-01      | 5.5000%  | 0.0000% | $24000.00          | $20374.37          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8408   | 2054-03-01      | 5.5000%  | 0.0000% | $5404939.00        | $4683506.69        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8254   | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $741.53            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331   | 2053-06-01      | 5.5000%  | 0.0000% | $646343.00         | $538778.72         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8090   | 2050-09-01      | 2.0000%  | 0.0000% | $1001.00           | $477.49            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8200   | 2052-03-01      | 2.5000%  | 0.0000% | $78899.00          | $52321.90          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC U99076 G   | 2043-12-01      | 4.5000%  | 0.0000% | $1000.00           | $181.17            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3839   | 2053-09-01      | 5.5000%  | 0.0000% | $9240.00           | $8230.13           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3741   | 2053-09-01      | 6.5000%  | 0.0000% | $191585.00         | $166828.79         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Z40092 G   | 2036-06-01      | 5.0000%  | 0.0000% | $1000.00           | $122.87            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8006   | 2049-08-01      | 4.0000%  | 0.0000% | $568003.00         | $59006.15          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7540   | 2051-05-01      | 2.5000%  | 0.0000% | $86000.00          | $50077.79          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7288   | 2055-01-01      | 5.0000%  | 0.0000% | $3356.00           | $3224.84           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0662   | 2051-07-01      | 3.0000%  | 0.0000% | $4247.00           | $2588.13           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $5410.00           | $807.78            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8242   | 2052-09-01      | 3.0000%  | 0.0000% | $12000.00          | $8783.79           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA8776   | 2050-04-01      | 4.0000%  | 0.0000% | $27514323.00       | $6630337.97        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0661   | 2037-04-01      | 2.5000%  | 0.0000% | $1000.00           | $616.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8777   | 2053-11-01      | 6.0000%  | 0.0000% | $43514565.00       | $39075298.75       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS1406   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $645.33            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0584   | 2052-02-01      | 2.0000%  | 0.0000% | $101000.00         | $60788.77          | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLFM8629   | 2051-09-01      | 1.5000%  | 0.0000% | $151380.00         | $89582.45          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9324   | 2052-09-01      | 3.5000%  | 0.0000% | $3078520.00        | $2649417.90        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7877   | 2036-03-01      | 3.5000%  | 0.0000% | $132976.00         | $53779.07          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9781   | 2051-12-01      | 2.5000%  | 0.0000% | $12000.00          | $7570.51           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6101   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $892.51            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5654   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $870.50            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4547   | 2052-02-01      | 2.0000%  | 0.0000% | $12000.00          | $7828.93           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1603   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $712.32            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0117   | 2052-01-01      | 2.0000%  | 0.0000% | $15000.00          | $9301.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5250   | 2039-01-01      | 5.5000%  | 0.0000% | $110000.00         | $75217.77          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7909   | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $911.26            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4497   | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $605.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9439   | 2054-11-01      | 3.5000%  | 0.0000% | $52981.00          | $45500.59          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4597   | 2052-05-01      | 2.0000%  | 0.0000% | $2917615.00        | $1925337.42        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4378   | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $605.67            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA3048   | 2027-06-01      | 2.5000%  | 0.0000% | $2490000.00        | $126257.55         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CWMA1554   | 2028-08-01      | 3.0000%  | 0.0000% | $1541995.00        | $96700.51          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879   | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $767.02            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA0898   | 2041-10-01      | 4.5000%  | 0.0000% | $1000000.00        | $53988.44          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7131   | 2054-02-01      | 5.0000%  | 0.0000% | $6000.00           | $5321.80           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS2857   | 2050-04-01      | 5.5000%  | 0.0000% | $108173.00         | $73778.80          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0394   | 2055-05-01      | 5.5000%  | 0.0000% | $11842629.00       | $11816584.04       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS4748   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $795.43            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS6883   | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $809.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6206   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $904.81            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3575   | 2052-09-01      | 4.5000%  | 0.0000% | $7500.00           | $5787.24           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4599   | 2052-05-01      | 3.0000%  | 0.0000% | $17001.00          | $12153.52          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS9778   | 2054-10-01      | 7.0000%  | 0.0000% | $231689.00         | $211502.07         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS1163   | 2037-01-01      | 3.5000%  | 0.0000% | $171500.00         | $87600.61          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0366   | 2052-01-01      | 2.5000%  | 0.0000% | $200000.00         | $123873.92         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1240   | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $655.89            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS0483   | 2052-01-01      | 3.5000%  | 0.0000% | $203000.00         | $144628.03         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4136   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $913.85            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0034   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $620.89            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS0838   | 2052-01-01      | 3.5000%  | 0.0000% | $45000.00          | $30036.41          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS3458   | 2050-08-01      | 3.5000%  | 0.0000% | $51000.00          | $37118.29          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3621   | 2051-11-01      | 2.5000%  | 0.0000% | $50225.00          | $34616.50          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4325   | 2051-05-01      | 2.0000%  | 0.0000% | $390136.00         | $229646.76         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1177   | 2042-08-01      | 3.5000%  | 0.0000% | $1008.00           | $123.57            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2833   | 2046-12-01      | 3.0000%  | 0.0000% | $1015.00           | $190.57            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4978   | 2053-04-01      | 5.0000%  | 0.0000% | $8000.00           | $6649.33           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5086   | 2053-04-01      | 4.0000%  | 0.0000% | $323595.00         | $245127.81         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1590   | 2052-04-01      | 2.5000%  | 0.0000% | $140000.00         | $89326.43          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6451   | 2053-08-01      | 5.5000%  | 0.0000% | $100000.00         | $85283.01          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5344   | 2039-04-01      | 4.5000%  | 0.0000% | $1000.00           | $781.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4785   | 2052-10-01      | 5.0000%  | 0.0000% | $164400.00         | $125465.44         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G61553 G   | 2048-08-01      | 4.5000%  | 0.0000% | $91092.00          | $13803.67          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q59742 G   | 2048-11-01      | 4.0000%  | 0.0000% | $11830494.00       | $1903129.15        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $1493.00           | $26.16             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8000   | 2049-07-01      | 3.0000%  | 0.0000% | $7507732.00        | $790713.83         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $4651.00           | $181.37            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1936   | 2052-06-01      | 3.5000%  | 0.0000% | $1113.00           | $829.34            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3609   | 2052-04-01      | 2.5000%  | 0.0000% | $10000.00          | $7276.71           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0794   | 2048-10-01      | 4.5000%  | 0.0000% | $1697000.00        | $370501.87         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $83953.00          | $15125.88          | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G04216 G   | 2037-12-01      | 5.5000%  | 0.0000% | $2274.00           | $22.73             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5139   | 2054-04-01      | 6.5000%  | 0.0000% | $565386.00         | $466144.98         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q57834 G   | 2048-08-01      | 4.0000%  | 0.0000% | $22569322.00       | $3519096.15        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8121   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $541.45            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8264   | 2052-11-01      | 3.5000%  | 0.0000% | $42000.00          | $32093.15          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7502   | 2049-07-01      | 3.5000%  | 0.0000% | $37104.00          | $7524.09           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1099997.00        | $205438.57         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $5443793.00        | $4256403.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7995   | 2054-07-01      | 5.5000%  | 0.0000% | $1413095.00        | $1377052.74        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5263   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $847.31            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB6539   | 2054-08-01      | 5.5000%  | 0.0000% | $432612.00         | $424780.73         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7189   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $735.93            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB7506   | 2054-07-01      | 7.0000%  | 0.0000% | $1210426.00        | $1007166.22        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7185   | 2052-04-01      | 4.0000%  | 0.0000% | $5809990.00        | $4147908.86        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB6062   | 2054-06-01      | 7.0000%  | 0.0000% | $1324146.00        | $1084818.03        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD6679   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $665.62            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2611   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $906.24            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $762.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG2351   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $842.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2047   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.61           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC0592   | 2054-09-01      | 7.0000%  | 0.0000% | $1185347.00        | $731729.91         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7558   | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $732.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC1186   | 2054-10-01      | 6.5000%  | 0.0000% | $1652850.00        | $1708757.35        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3725   | 2052-11-01      | 5.0000%  | 0.0000% | $54990.00          | $45716.71          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC0111   | 2054-09-01      | 6.0000%  | 0.0000% | $2002.00           | $1793.59           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB9369   | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1050.28           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4414   | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $530.47            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH7350   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $505.42            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2061   | 2052-10-01      | 4.5000%  | 0.0000% | $95000.00          | $81358.08          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $16799.00          | $328.93            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1554   | 2052-09-01      | 4.5000%  | 0.0000% | $1056.00           | $819.94            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $7027.00           | $171.42            | Agency Mortgage-Backed Securities         |
| GNMI SF 711804 X       | 2043-09-15      | 3.5000%  | 0.0000% | $1035232.00        | $303825.57         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1701   | 2052-05-01      | 2.5000%  | 0.0000% | $1988.00           | $1320.11           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0887   | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $866.53            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG1942   | 2053-05-01      | 5.0000%  | 0.0000% | $1802675.00        | $1555652.83        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4266   | 2054-09-01      | 6.0000%  | 0.0000% | $3000.00           | $3066.36           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5503   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $943.54            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ1785   | 2054-07-01      | 7.0000%  | 0.0000% | $1111638.00        | $883448.41         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7444   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $848.26            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5247   | 2051-05-01      | 2.0000%  | 0.0000% | $27547552.00       | $15443255.55       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQJ2486   | 2054-08-01      | 4.5000%  | 0.0000% | $1097500.00        | $865528.59         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5744   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $599.18            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC9154   | 2051-10-01      | 3.0000%  | 0.0000% | $136999.00         | $92128.86          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG1496   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $880.87            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5041   | 2051-04-01      | 2.0000%  | 0.0000% | $150000.00         | $86759.81          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM6863   | 2051-04-01      | 2.0000%  | 0.0000% | $447000.00         | $243828.82         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM4250   | 2050-09-01      | 2.0000%  | 0.0000% | $19988720.00       | $9529957.51        | Agency Mortgage-Backed Securities         |
| GNII SF DF5067 C       | 2055-01-20      | 6.5000%  | 0.0000% | $7997.00           | $8403.35           | Agency Mortgage-Backed Securities         |
| GNMI SF 711068 X       | 2040-01-15      | 5.0000%  | 0.0000% | $700000.00         | $37440.81          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4938   | 2050-01-01      | 3.0000%  | 0.0000% | $28390784.00       | $10583912.09       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9003   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $966.70            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM1626   | 2048-11-01      | 4.0000%  | 0.0000% | $263149.00         | $26374.86          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1114   | 2054-05-01      | 4.5000%  | 0.0000% | $15122419.00       | $14136148.59       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA1024   | 2051-05-01      | 2.5000%  | 0.0000% | $1024.00           | $830.06            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1176   | 2050-02-01      | 3.0000%  | 0.0000% | $19926628.00       | $17223713.40       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0997   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $220.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5318   | 2050-03-01      | 3.5000%  | 0.0000% | $1113216.00        | $461571.19         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2632   | 2048-11-01      | 4.0000%  | 0.0000% | $440035.00         | $100116.71         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBW8220   | 2037-08-01      | 3.0000%  | 0.0000% | $107400.00         | $65256.47          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM2921   | 2050-04-01      | 2.5000%  | 0.0000% | $598700.00         | $244237.28         | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CLBY9934   | 2053-12-01      | 8.0000%  | 0.0000% | $448380.00         | $401196.32         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6697   | 2053-07-01      | 5.5000%  | 0.0000% | $1002.00           | $815.77            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3103   | 2052-03-01      | 2.5000%  | 0.0000% | $60000.00          | $39384.41          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY4146   | 2053-06-01      | 6.0000%  | 0.0000% | $17000.00          | $13893.07          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2934   | 2049-01-01      | 4.0000%  | 0.0000% | $1035.00           | $277.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8175   | 2054-03-01      | 6.5000%  | 0.0000% | $32853888.00       | $28551427.48       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0439   | 2051-05-01      | 2.5000%  | 0.0000% | $1784.00           | $868.14            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1691   | 2048-05-01      | 4.0000%  | 0.0000% | $32006.00          | $6906.99           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CKCA4613   | 2049-11-01      | 3.5000%  | 0.0000% | $1910000.00        | $110332.14         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB7816   | 2054-01-01      | 7.0000%  | 0.0000% | $1024.00           | $801.44            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA1640   | 2050-07-01      | 3.5000%  | 0.0000% | $59417.00          | $54131.77          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB2684   | 2052-01-01      | 3.5000%  | 0.0000% | $50000.00          | $29350.16          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5024   | 2052-11-01      | 5.0000%  | 0.0000% | $15000.00          | $11836.95          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7969   | 2054-02-01      | 5.0000%  | 0.0000% | $3558266.00        | $3197495.92        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0496   | 2051-05-01      | 2.0000%  | 0.0000% | $22130000.00       | $13312567.16       | Agency Mortgage-Backed Securities         |
| GNII SP 783457 M       | 2041-09-20      | 4.5000%  | 0.0000% | $20209516.00       | $910700.90         | Agency Mortgage-Backed Securities         |
| GNMI SP 782534 X       | 2039-01-15      | 6.5000%  | 0.0000% | $141752.00         | $7420.24           | Agency Mortgage-Backed Securities         |
| GNII JP 786519 M       | 2037-07-20      | 2.0000%  | 0.0000% | $258368.00         | $170427.31         | Agency Mortgage-Backed Securities         |
| GNMI SP 782299 X       | 2038-03-15      | 5.0000%  | 0.0000% | $168239995.00      | $3295140.35        | Agency Mortgage-Backed Securities         |
| GNMI SP 782707 X       | 2039-07-15      | 5.0000%  | 0.0000% | $122835001.00      | $2710967.28        | Agency Mortgage-Backed Securities         |
| GNMI SF 711455 X       | 2039-09-15      | 5.0000%  | 0.0000% | $1998484.00        | $449389.32         | Agency Mortgage-Backed Securities         |
| GNII SP 785560 C       | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $625.56            | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $48621000.00       | $48452555.27       | Agency Mortgage-Backed Securities         |
| GNII SF DF8839 C       | 2055-01-20      | 5.5000%  | 0.0000% | $7993.00           | $7964.89           | Agency Mortgage-Backed Securities         |
| GNMI SP 782690 X       | 2039-06-15      | 5.0000%  | 0.0000% | $164801686.00      | $3500977.13        | Agency Mortgage-Backed Securities         |
| GNII SF DF8111 C       | 2054-11-20      | 5.5000%  | 0.0000% | $74114.00          | $74213.67          | Agency Mortgage-Backed Securities         |
| GNII SP 787058 C       | 2053-08-20      | 5.0000%  | 0.0000% | $28674.00          | $23893.85          | Agency Mortgage-Backed Securities         |
| GNII SF DF6858 C       | 2054-11-20      | 5.0000%  | 0.0000% | $6928.00           | $6732.59           | Agency Mortgage-Backed Securities         |
| GNII SF 626985 C       | 2030-09-20      | 3.5000%  | 0.0000% | $184000.00         | $38136.66          | Agency Mortgage-Backed Securities         |
| GNII SP 785611 C       | 2051-08-20      | 2.5000%  | 0.0000% | $114516.00         | $68932.39          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1443   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $697.86            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM7910   | 2051-07-01      | 2.5000%  | 0.0000% | $107000.00         | $64359.90          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0037   | 2051-08-01      | 3.0000%  | 0.0000% | $201000.00         | $105957.80         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9973   | 2051-08-01      | 3.0000%  | 0.0000% | $1023.00           | $643.19            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0630   | 2052-02-01      | 3.0000%  | 0.0000% | $46000.00          | $30719.49          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS0729   | 2052-02-01      | 3.5000%  | 0.0000% | $92037.00          | $68859.09          | Agency Mortgage-Backed Securities         |
| GNII SF MA8647 M       | 2053-02-20      | 5.0000%  | 0.0000% | $45069040.00       | $36178360.81       | Agency Mortgage-Backed Securities         |
| GNII SF CY5226 C       | 2054-02-20      | 5.5000%  | 0.0000% | $1141537.00        | $768738.51         | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $76411691.00       | $56370632.66       | Agency Mortgage-Backed Securities         |
| GNII SF MA9605 M       | 2054-04-20      | 5.5000%  | 0.0000% | $35703040.00       | $32432886.16       | Agency Mortgage-Backed Securities         |
| GNII SF MA7313 M       | 2051-04-20      | 3.0000%  | 0.0000% | $105001.00         | $48025.01          | Agency Mortgage-Backed Securities         |
| United States Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $100.63            | U.S. Treasuries (including strips)        |
| GNII SF CX4169 C       | 2054-02-20      | 7.5000%  | 0.0000% | $1713.00           | $1700.32           | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $2585369.00        | $2004241.14        | Agency Mortgage-Backed Securities         |
| GNII SF MA7594 M       | 2049-02-20      | 5.0000%  | 0.0000% | $153000.00         | $68762.54          | Agency Mortgage-Backed Securities         |
| GNII SF MA7419 M       | 2051-06-20      | 3.0000%  | 0.0000% | $49999783.00       | $25596474.30       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU5317   | 2054-12-01      | 5.0000%  | 0.0000% | $3825360.00        | $3687120.73        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU3625   | 2051-12-01      | 2.5000%  | 0.0000% | $635000.00         | $393186.46         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBV7970   | 2037-08-01      | 3.0000%  | 0.0000% | $279275.00         | $187838.77         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT6838   | 2051-10-01      | 3.0000%  | 0.0000% | $953654.00         | $593678.56         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW7471   | 2052-11-01      | 4.5000%  | 0.0000% | $4836548.00        | $3836654.16        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV3042   | 2052-02-01      | 2.5000%  | 0.0000% | $17001.00          | $11155.81          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU6891   | 2052-03-01      | 2.5000%  | 0.0000% | $15000.00          | $9618.16           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY3967   | 2053-08-01      | 5.5000%  | 0.0000% | $1117318.00        | $975913.59         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9041   | 2053-04-01      | 5.0000%  | 0.0000% | $566340.00         | $487092.65         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBY5118   | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $922.03            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV2615   | 2052-07-01      | 4.5000%  | 0.0000% | $9000.00           | $6222.72           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBU8845   | 2052-05-01      | 3.5000%  | 0.0000% | $15000.00          | $10839.72          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU5890   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $562.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU5057   | 2054-10-01      | 5.0000%  | 0.0000% | $6000.00           | $5767.70           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBU1408   | 2052-01-01      | 3.5000%  | 0.0000% | $423502.00         | $274675.34         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBV9862   | 2037-05-01      | 3.0000%  | 0.0000% | $1000.00           | $600.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5701   | 2055-02-01      | 5.5000%  | 0.0000% | $5008.00           | $4921.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW2293   | 2052-08-01      | 5.0000%  | 0.0000% | $17000.00          | $15672.53          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1330   | 2052-11-01      | 5.0000%  | 0.0000% | $17000.00          | $12897.50          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW5298   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $839.98            | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M       | 2052-10-20      | 5.0000%  | 0.0000% | $1683540.00        | $1313990.15        | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $2164160.00        | $596376.59         | Agency Mortgage-Backed Securities         |
| GNII SF MA7591 M       | 2051-09-20      | 3.5000%  | 0.0000% | $616753.00         | $370206.11         | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $2782908.00        | $1734837.68        | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $113927345.00      | $88388457.22       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2449   | 2054-10-01      | 5.5000%  | 0.0000% | $23133095.00       | $22268045.70       | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $597.65            | Agency Mortgage-Backed Securities         |
| GNII SF MA7374 M       | 2038-06-20      | 6.0000%  | 0.0000% | $75000.00          | $27179.13          | Agency Mortgage-Backed Securities         |
| GNII SF MA7313 M       | 2051-04-20      | 3.0000%  | 0.0000% | $10564.00          | $4831.73           | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M       | 2053-01-20      | 5.0000%  | 0.0000% | $1040.00           | $821.50            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW1412   | 2052-12-01      | 6.0000%  | 0.0000% | $18000.00          | $13195.15          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX6797   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $705.79            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6785   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $858.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV9909   | 2052-06-01      | 4.5000%  | 0.0000% | $10000.00          | $6094.44           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIBW4979   | 2038-02-01      | 4.0000%  | 0.0000% | $8000.00           | $6117.16           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY9470   | 2053-09-01      | 7.0000%  | 0.0000% | $1155657.00        | $992497.49         | Agency Mortgage-Backed Securities         |
| GNII SF MA1374 M       | 2043-10-20      | 3.0000%  | 0.0000% | $3494016.00        | $484888.63         | Agency Mortgage-Backed Securities         |
| United States Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $10604400.00       | $10552015.42       | U.S. Treasuries (including strips)        |
| United States Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $37202000.00       | $38461974.19       | U.S. Treasuries (including strips)        |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $310601.00         | $219623.20         | Agency Mortgage-Backed Securities         |
| United States Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $1337200.00        | $1357977.50        | U.S. Treasuries (including strips)        |
| GNII SF MA6154 M       | 2049-09-20      | 3.5000%  | 0.0000% | $525946.00         | $61719.42          | Agency Mortgage-Backed Securities         |
| GNII SF MA8267 M       | 2052-09-20      | 4.0000%  | 0.0000% | $21825216.00       | $16708263.00       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9887   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $764.95            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY9344   | 2053-08-01      | 6.0000%  | 0.0000% | $6158280.00        | $4711166.16        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6179   | 2053-02-01      | 5.0000%  | 0.0000% | $17000.00          | $14929.75          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBU8670   | 2052-05-01      | 4.5000%  | 0.0000% | $493000.00         | $313304.40         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV3362   | 2052-03-01      | 3.5000%  | 0.0000% | $61841.00          | $45476.23          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9389   | 2052-09-01      | 5.0000%  | 0.0000% | $145836.00         | $112241.93         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY8318   | 2053-08-01      | 6.0000%  | 0.0000% | $13972421.00       | $11315290.11       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBY3035   | 2053-05-01      | 4.5000%  | 0.0000% | $1118215.00        | $859515.63         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX7636   | 2053-06-01      | 6.0000%  | 0.0000% | $6600233.00        | $5942280.05        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9230   | 2054-08-01      | 7.0000%  | 0.0000% | $98341.00          | $79482.87          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBW7801   | 2052-11-01      | 5.5000%  | 0.0000% | $1511022.00        | $1172406.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9343   | 2052-10-01      | 5.0000%  | 0.0000% | $236218.00         | $191156.18         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY2148   | 2053-06-01      | 6.0000%  | 0.0000% | $1379376.00        | $1012144.44        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY0568   | 2053-05-01      | 6.0000%  | 0.0000% | $499652.00         | $388088.80         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1056   | 2048-01-01      | 4.0000%  | 0.0000% | $17410.00          | $1782.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9766   | 2053-06-01      | 5.0000%  | 0.0000% | $772160.00         | $641297.90         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV3089   | 2052-02-01      | 2.5000%  | 0.0000% | $89000.00          | $53741.72          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0483   | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $226.62            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY8357   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $810.65            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBX3786   | 2053-01-01      | 4.5000%  | 0.0000% | $1373243.00        | $1250195.38        | Agency Mortgage-Backed Securities         |
| GNII SF MB0204 M       | 2055-02-20      | 5.0000%  | 0.0000% | $1405034.00        | $1360037.78        | Agency Mortgage-Backed Securities         |
| GNCL CL DB6877         | 2064-05-15      | 6.0100%  | 0.0000% | $64203.00          | $65349.75          | Agency Mortgage-Backed Securities         |
| GNPL PN CS6546         | 2058-08-15      | 5.6000%  | 0.0000% | $326300.00         | $331705.86         | Agency Mortgage-Backed Securities         |
| GNII SP 784134 M       | 2045-12-20      | 4.0000%  | 0.0000% | $2655393.00        | $241474.58         | Agency Mortgage-Backed Securities         |
| GNII SF MB0092 M       | 2054-12-20      | 5.5000%  | 0.0000% | $6128351.00        | $6032380.13        | Agency Mortgage-Backed Securities         |
| GNII SF MA9669 M       | 2054-05-20      | 6.0000%  | 0.0000% | $1000.00           | $876.65            | Agency Mortgage-Backed Securities         |
| GNII SF MA9853 M       | 2054-08-20      | 6.5000%  | 0.0000% | $1280.00           | $1018.03           | Agency Mortgage-Backed Securities         |
| GNII SP 785722 C       | 2051-10-20      | 3.0000%  | 0.0000% | $23077000.00       | $15496483.12       | Agency Mortgage-Backed Securities         |
| GNPL PN CF1030         | 2058-01-15      | 5.3800%  | 0.0000% | $1000.00           | $994.95            | Agency Mortgage-Backed Securities         |
| GNMI SP 783307 X       | 2041-04-15      | 4.0000%  | 0.0000% | $913298.00         | $51810.52          | Agency Mortgage-Backed Securities         |
| GNMI SP 783421 X       | 2041-01-15      | 4.5500%  | 0.0000% | $684075.00         | $25388.46          | Agency Mortgage-Backed Securities         |
| GNMI SF 626499 X       | 2034-03-15      | 5.5000%  | 0.0000% | $5910744.00        | $28907.98          | Agency Mortgage-Backed Securities         |
| GNII SF MA9489 M       | 2054-02-20      | 6.0000%  | 0.0000% | $12247051.00       | $8675076.84        | Agency Mortgage-Backed Securities         |
| GNII SF AD1584 C       | 2043-01-20      | 3.0000%  | 0.0000% | $9000.00           | $1059.90           | Agency Mortgage-Backed Securities         |
| GNII SF DH5124 C       | 2055-03-20      | 5.5000%  | 0.0000% | $2989.00           | $3006.08           | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $41894400.00       | $37757626.33       | Agency Mortgage-Backed Securities         |
| GNII SF DG5226 C       | 2054-12-20      | 4.5000%  | 0.0000% | $7982.00           | $7537.83           | Agency Mortgage-Backed Securities         |
| GNII SF CZ1215 C       | 2054-03-20      | 7.5000%  | 0.0000% | $8000.00           | $8245.87           | Agency Mortgage-Backed Securities         |
| GNII SF MA7769 M       | 2051-12-20      | 3.5000%  | 0.0000% | $389000.00         | $256076.06         | Agency Mortgage-Backed Securities         |
| GNII SF MA7705 M       | 2051-11-20      | 2.5000%  | 0.0000% | $273261.00         | $169757.25         | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $1056.00           | $774.46            | Agency Mortgage-Backed Securities         |
| GNCL CL CN7591         | 2065-02-15      | 4.4700%  | 0.0000% | $1000.00           | $942.46            | Agency Mortgage-Backed Securities         |
| GNCL CL CP2692         | 2066-12-15      | 5.4500%  | 0.0000% | $825121.00         | $828288.87         | Agency Mortgage-Backed Securities         |
| GNII SP 787664 M       | 2049-01-20      | 3.5000%  | 0.0000% | $1000.00           | $860.80            | Agency Mortgage-Backed Securities         |
| GNII SF BM7486 C       | 2049-07-20      | 3.5000%  | 0.0000% | $9002.00           | $1726.90           | Agency Mortgage-Backed Securities         |
| GNPL PN DA8502         | 2060-03-15      | 5.7200%  | 0.0000% | $6326000.00        | $6572154.14        | Agency Mortgage-Backed Securities         |
| GNII SF BW7380 C       | 2050-07-20      | 4.5000%  | 0.0000% | $1000.00           | $314.76            | Agency Mortgage-Backed Securities         |
| GNII SF CX4160 C       | 2054-02-20      | 8.0000%  | 0.0000% | $8000.00           | $8382.30           | Agency Mortgage-Backed Securities         |
| GNMI SP 782570 X       | 2039-02-15      | 5.5000%  | 0.0000% | $594292.00         | $6053.80           | Agency Mortgage-Backed Securities         |
| GNII SF DH1545 C       | 2055-01-20      | 5.0000%  | 0.0000% | $8994.00           | $8763.30           | Agency Mortgage-Backed Securities         |
| GNMI SP 782495 X       | 2038-12-15      | 5.5000%  | 0.0000% | $1757625.00        | $24950.77          | Agency Mortgage-Backed Securities         |
| GNII SF MB0260 M       | 2055-02-20      | 6.0000%  | 0.0000% | $22870880.00       | $23105743.93       | Agency Mortgage-Backed Securities         |
| GNPL PN CO1751         | 2058-04-15      | 4.9000%  | 0.0000% | $2034.00           | $1974.06           | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $41624811.00       | $35783832.22       | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M       | 2053-06-20      | 5.5000%  | 0.0000% | $108743260.00      | $88556053.47       | Agency Mortgage-Backed Securities         |
| GNII SF MA6821 M       | 2050-08-20      | 3.5000%  | 0.0000% | $1024.00           | $285.42            | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $23022684.00       | $20839307.57       | Agency Mortgage-Backed Securities         |
| GNII SF MA8149 M       | 2052-07-20      | 3.5000%  | 0.0000% | $3640.00           | $2630.42           | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $19974720.00       | $14031383.43       | Agency Mortgage-Backed Securities         |
| GNII SF MA8351 M       | 2052-09-20      | 6.5000%  | 0.0000% | $1000.00           | $547.20            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CNFM5328   | 2031-01-01      | 1.5000%  | 0.0000% | $75000.00          | $25837.92          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM7476   | 2050-12-01      | 4.5000%  | 0.0000% | $1000.00           | $326.28            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5296   | 2049-01-01      | 4.0000%  | 0.0000% | $694713.00         | $257255.96         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3664   | 2049-03-01      | 4.0000%  | 0.0000% | $1458722.00        | $226324.41         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3241   | 2050-03-01      | 3.0000%  | 0.0000% | $106999.00         | $33853.35          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD1280   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $636.22            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD6543   | 2052-02-01      | 2.5000%  | 0.0000% | $17846.00          | $11729.25          | Agency Mortgage-Backed Securities         |
| GNRA 2023-001 TF       | 2053-01-20      | 5.3283%  | 0.0000% | $49963600.00       | $42742019.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-182 FA       | 2054-11-20      | 5.4283%  | 0.0000% | $14379203.00       | $12533509.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FG       | 2052-01-20      | 3.0000%  | 0.0000% | $449890.00         | $279397.16         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 MF       | 2053-05-20      | 5.3283%  | 0.0000% | $8787598.00        | $5975807.27        | Agency Collateralized Mortgage Obligation |
| United States Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $166061000.00      | $170644346.70      | U.S. Treasuries (including strips)        |
| United States Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $1000.00           | $885.14            | U.S. Treasuries (including strips)        |
| GNII SF MA7939 M       | 2052-02-20      | 4.0000%  | 0.0000% | $19891517.00       | $13688318.90       | Agency Mortgage-Backed Securities         |
| GNII SF MA6416 M       | 2036-10-20      | 6.5000%  | 0.0000% | $192487.00         | $34360.75          | Agency Mortgage-Backed Securities         |
| United States Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $989.39            | U.S. Treasuries (including strips)        |
| United States Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $281000.00         | $287782.40         | U.S. Treasuries (including strips)        |
| GNII SF MA7535 M       | 2051-08-20      | 3.0000%  | 0.0000% | $33463232.00       | $19262690.76       | Agency Mortgage-Backed Securities         |
| GNII SF MA7194 M       | 2051-02-20      | 3.0000%  | 0.0000% | $1384.00           | $524.66            | Agency Mortgage-Backed Securities         |
| United States Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $41124000.00       | $41704225.55       | U.S. Treasuries (including strips)        |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $3134115.00        | $2250491.83        | Agency Mortgage-Backed Securities         |
| United States Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $1000.00           | $1024.13           | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLBU4852   | 2054-08-01      | 6.0000%  | 0.0000% | $5876.00           | $5426.28           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIBT6626   | 2038-04-01      | 4.5000%  | 0.0000% | $513024.00         | $297526.96         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5158   | 2054-10-01      | 6.0000%  | 0.0000% | $6053.00           | $5938.41           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV5373   | 2052-04-01      | 2.5000%  | 0.0000% | $93000.00          | $60733.61          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5434   | 2055-01-01      | 5.5000%  | 0.0000% | $940089.00         | $834586.11         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4255   | 2053-10-01      | 6.0000%  | 0.0000% | $272638.00         | $251562.60         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT3290   | 2051-08-01      | 2.5000%  | 0.0000% | $93000.00          | $57932.16          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8942   | 2052-09-01      | 5.0000%  | 0.0000% | $1101905.00        | $861265.68         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU1421   | 2052-01-01      | 3.0000%  | 0.0000% | $100000.00         | $67069.22          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU4222   | 2053-10-01      | 5.5000%  | 0.0000% | $11823760.00       | $10405943.54       | Agency Mortgage-Backed Securities         |
| United States Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $300.00            | $173.23            | U.S. Treasuries (including strips)        |
| United States Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $533900.00         | $382916.39         | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLSL1165   | 2055-01-01      | 4.5000%  | 0.0000% | $91277.00          | $86460.22          | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $1000.00           | $98.61             | Agency Mortgage-Backed Securities         |
| United States Treasury | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $100.97            | U.S. Treasuries (including strips)        |
| United States Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $400.00            | $388.38            | U.S. Treasuries (including strips)        |
| United States Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $1000.00           | $921.27            | U.S. Treasuries (including strips)        |
| United States Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $67.74             | U.S. Treasuries (including strips)        |
| United States Treasury | 2025-12-31      | 2.6250%  | 0.0000% | $100.00            | $100.13            | U.S. Treasuries (including strips)        |
| United States Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $84200.00          | $87124.43          | U.S. Treasuries (including strips)        |
| United States Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $21900.00          | $20706.45          | U.S. Treasuries (including strips)        |
| United States Treasury | 2026-08-31      | 1.3750%  | 0.0000% | $20507700.00       | $19900551.82       | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQY3112   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.27           | Agency Mortgage-Backed Securities         |
| United States Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $23733000.00       | $18475805.89       | U.S. Treasuries (including strips)        |
| United States Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $5800.00           | $5649.82           | U.S. Treasuries (including strips)        |
| United States Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $71.29             | U.S. Treasuries (including strips)        |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $40275165.00       | $20793054.85       | Agency Mortgage-Backed Securities         |
| United States Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $1000.00           | $1010.32           | U.S. Treasuries (including strips)        |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $99947496.00       | $73592952.91       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3586   | 2055-02-01      | 6.0000%  | 0.0000% | $694480.00         | $659801.86         | Agency Mortgage-Backed Securities         |
| GNII SF MA6818 M       | 2050-08-20      | 2.0000%  | 0.0000% | $40624900.00       | $17814396.46       | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $64918637.00       | $7090857.25        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY4264   | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $163.13            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8419   | 2046-12-01      | 3.0000%  | 0.0000% | $19191200.00       | $5810445.38        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAY4658   | 2031-04-01      | 4.0000%  | 0.0000% | $1000.00           | $33.99             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDA0453   | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1650.37           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA3671   | 2053-10-01      | 7.5000%  | 0.0000% | $1515522.00        | $861849.65         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA1520   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $877.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA2597   | 2053-09-01      | 5.5000%  | 0.0000% | $1064747.00        | $1042382.80        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA1712   | 2053-10-01      | 7.0000%  | 0.0000% | $1000.00           | $909.32            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2284   | 2052-12-01      | 6.0000%  | 0.0000% | $198000.00         | $155126.45         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR1001   | 2051-05-01      | 2.5000%  | 0.0000% | $87000.00          | $50873.16          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5937   | 2045-10-01      | 3.5000%  | 0.0000% | $1408.00           | $68.80             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB4842   | 2054-11-01      | 6.0000%  | 0.0000% | $1125692.00        | $1144361.15        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA7801   | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $970.40            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB6488   | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1046.13           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB5511   | 2054-07-01      | 5.5000%  | 0.0000% | $1500699.00        | $1276799.98        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 RE813984   | 2035-06-01      | 4.5000%  | 0.0000% | $1076.00           | $7.91              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB2404   | 2054-07-01      | 5.5000%  | 0.0000% | $1163808.00        | $941549.66         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAT7738   | 2028-06-01      | 3.0000%  | 0.0000% | $1001.00           | $54.90             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB0505   | 2054-07-01      | 6.5000%  | 0.0000% | $1009063.00        | $1036064.46        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB0508   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.27           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT3270   | 2051-08-01      | 2.5000%  | 0.0000% | $93004.00          | $53199.17          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT3244   | 2051-07-01      | 2.5000%  | 0.0000% | $88000.00          | $53261.51          | Agency Mortgage-Backed Securities         |
| GNRA 2021-226 FB       | 2051-12-20      | 2.5000%  | 0.0000% | $10226000.00       | $6431507.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-020 TF       | 2053-02-20      | 5.2283%  | 0.0000% | $50000000.00       | $29724011.10       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $8513000.00        | $5119239.52        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $536520.00         | $335586.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-025 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $50054000.00       | $32227570.18       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $5541459.00        | $3529900.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 KF       | 2053-06-20      | 5.4783%  | 0.0000% | $35011000.00       | $27826848.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-148 FB       | 2054-09-20      | 5.4783%  | 0.0000% | $35804336.00       | $31054170.06       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLAR2887   | 2043-01-01      | 2.5000%  | 0.0000% | $1000.00           | $177.68            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB2544   | 2054-07-01      | 5.5000%  | 0.0000% | $678056.00         | $659143.77         | Agency Mortgage-Backed Securities         |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $16101000.00       | $10903634.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-187 FD       | 2054-11-20      | 5.3783%  | 0.0000% | $52368901.00       | $49586834.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $25923.00          | $15711.37          | Agency Collateralized Mortgage Obligation |
| GNRA 2014-131 KF       | 2044-09-16      | 4.7432%  | 0.0000% | $54515215.00       | $18436063.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 JF       | 2054-01-20      | 5.3283%  | 0.0000% | $26770100.00       | $18218449.74       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $1465064.00        | $1043837.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FE       | 2054-11-20      | 5.4383%  | 0.0000% | $96426949.00       | $78280186.90       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 FA       | 2055-02-20      | 5.4383%  | 0.0000% | $92040.00          | $89998.04          | Agency Collateralized Mortgage Obligation |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $39950593.00       | $19758433.84       | Agency Mortgage-Backed Securities         |
| United States Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $7897700.00        | $8001695.89        | U.S. Treasuries (including strips)        |
| FNMS 02.000 CLBU0720   | 2051-10-01      | 2.0000%  | 0.0000% | $703000.00         | $441983.48         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9331   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $979.95            | Agency Mortgage-Backed Securities         |
| GNII SF MA3035 M       | 2045-08-20      | 4.0000%  | 0.0000% | $222709.00         | $15747.43          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBT8093   | 2053-03-01      | 6.5000%  | 0.0000% | $1482448.00        | $992717.91         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU1030   | 2051-11-01      | 2.0000%  | 0.0000% | $398000.00         | $232381.62         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0817   | 2055-04-01      | 6.0000%  | 0.0000% | $8856343.00        | $9020845.35        | Agency Mortgage-Backed Securities         |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $94963328.00       | $9716773.21        | Agency Mortgage-Backed Securities         |
| GNII SF MA4195 M       | 2047-01-20      | 3.0000%  | 0.0000% | $81006.00          | $11473.40          | Agency Mortgage-Backed Securities         |
| GNII SF MA2074 M       | 2044-07-20      | 4.0000%  | 0.0000% | $2446.00           | $157.38            | Agency Mortgage-Backed Securities         |
| GNII SF MA4003 M       | 2046-10-20      | 3.0000%  | 0.0000% | $459958.00         | $60559.15          | Agency Mortgage-Backed Securities         |
| GNII SF MA7107 M       | 2036-01-20      | 2.5000%  | 0.0000% | $32000.00          | $12906.18          | Agency Mortgage-Backed Securities         |
| GNII SF MA5816 M       | 2049-03-20      | 3.5000%  | 0.0000% | $360900.00         | $32871.86          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2415   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $976.39            | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M       | 2049-04-20      | 4.5000%  | 0.0000% | $202000.00         | $17475.51          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ2857   | 2054-12-01      | 5.0000%  | 0.0000% | $68480.00          | $64984.55          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1159   | 2055-05-01      | 5.5000%  | 0.0000% | $13899858.00       | $13887427.07       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2448   | 2054-10-01      | 5.5000%  | 0.0000% | $23095654.00       | $22057545.29       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0943   | 2054-02-01      | 6.0000%  | 0.0000% | $2528.00           | $2137.96           | Agency Mortgage-Backed Securities         |
| GNII SF MA5874 M       | 2049-04-20      | 3.0000%  | 0.0000% | $1000.00           | $133.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX7661   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $995.91            | Agency Mortgage-Backed Securities         |
| GNII SF MA3803 M       | 2046-07-20      | 3.5000%  | 0.0000% | $601266.00         | $66303.76          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3303   | 2055-01-01      | 6.0000%  | 0.0000% | $40064085.00       | $39170659.07       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1978   | 2054-07-01      | 6.5000%  | 0.0000% | $39012.00          | $37314.40          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $952132.00         | $864324.83         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1069   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $923.39            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1985   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $936.42            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2458   | 2054-09-01      | 6.0000%  | 0.0000% | $5070832.00        | $4683202.88        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5245   | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $906.04            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5294   | 2054-03-01      | 5.0000%  | 0.0000% | $5766.00           | $5193.26           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9058   | 2054-07-01      | 6.0000%  | 0.0000% | $1305540.00        | $1236235.09        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6663   | 2039-03-01      | 4.0000%  | 0.0000% | $1000.00           | $129.26            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAL9865   | 2047-02-01      | 3.0000%  | 0.0000% | $53844736.00       | $11633554.09       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL8358   | 2043-10-01      | 4.0000%  | 0.0000% | $1027.00           | $160.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL254828   | 2033-08-01      | 5.0000%  | 0.0000% | $16000000.00       | $109827.22         | Agency Mortgage-Backed Securities         |
| GNRA 2021-197 FD       | 2051-11-20      | 2.5000%  | 0.0000% | $5572870.00        | $3349081.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $24653370.00       | $14656333.89       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CIBM4136   | 2032-02-01      | 3.0000%  | 0.0000% | $550000.00         | $81031.09          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT3303   | 2051-08-01      | 2.5000%  | 0.0000% | $195000.00         | $112032.30         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD7990   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE0219   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $997.32            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP7434   | 2050-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1113.11           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM1578   | 2045-02-01      | 3.5000%  | 0.0000% | $344260.00         | $72882.85          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD9817   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.08           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBQ1092   | 2050-08-01      | 3.0000%  | 0.0000% | $3163270.00        | $1370814.47        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8422   | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $277.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU3746   | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $114.43            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ6335   | 2050-11-01      | 2.5000%  | 0.0000% | $531062.00         | $292255.90         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR0948   | 2051-04-01      | 2.0000%  | 0.0000% | $19000.00          | $11491.04          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ0650   | 2048-03-01      | 3.5000%  | 0.0000% | $1902.00           | $295.22            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMB0306   | 2055-03-01      | 5.0000%  | 0.0000% | $3476212.00        | $3320724.66        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX5308   | 2042-01-01      | 3.5000%  | 0.0000% | $10394960.00       | $1035789.89        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR2822   | 2050-12-01      | 2.0000%  | 0.0000% | $20740726.00       | $11561706.20       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3788   | 2048-03-01      | 3.5000%  | 0.0000% | $163999.00         | $43071.37          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ1528   | 2050-09-01      | 2.0000%  | 0.0000% | $100000.00         | $43963.77          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH6738   | 2047-08-01      | 3.5000%  | 0.0000% | $465000.00         | $70999.29          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR8518   | 2051-04-01      | 2.0000%  | 0.0000% | $94000.00          | $48117.96          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP8713   | 2050-08-01      | 3.0000%  | 0.0000% | $461000.00         | $185076.63         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP7555   | 2050-11-01      | 2.0000%  | 0.0000% | $1366231.00        | $497113.39         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIBQ8118   | 2036-06-01      | 1.5000%  | 0.0000% | $500000.00         | $261452.99         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ4793   | 2050-10-01      | 2.5000%  | 0.0000% | $28279096.00       | $15938974.25       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBP5140   | 2050-04-01      | 4.0000%  | 0.0000% | $1283791.00        | $611498.04         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U20127 G   | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $438.82            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8299   | 2053-02-01      | 5.0000%  | 0.0000% | $326234.00         | $272286.13         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2674   | 2050-03-01      | 4.0000%  | 0.0000% | $96074.00          | $22088.58          | Agency Mortgage-Backed Securities         |
| GNII SF MA2756 M       | 2045-04-20      | 4.5000%  | 0.0000% | $68362520.00       | $4659895.93        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4781   | 2055-06-01      | 6.0000%  | 0.0000% | $1610276.00        | $1642754.19        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA5536   | 2050-04-01      | 3.0000%  | 0.0000% | $1401506.00        | $593688.68         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB7592   | 2051-01-01      | 2.5000%  | 0.0000% | $1128704.00        | $564868.62         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8183   | 2037-10-01      | 3.5000%  | 0.0000% | $1000.00           | $656.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC7478   | 2054-12-01      | 5.5000%  | 0.0000% | $1894250.00        | $1892738.67        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC8613   | 2055-01-01      | 5.0000%  | 0.0000% | $1377916.00        | $1338318.38        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC9567   | 2055-01-01      | 5.0000%  | 0.0000% | $2395030.00        | $2056957.69        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6621   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $632.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC7396   | 2054-12-01      | 5.5000%  | 0.0000% | $6102.00           | $5508.09           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5025   | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.38           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDC9194   | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $911.69            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0644   | 2054-10-01      | 5.5000%  | 0.0000% | $327784.00         | $324907.48         | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDC4022   | 2054-10-01      | 7.5000%  | 0.0000% | $1563161.00        | $1462116.86        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $2000.00           | $425.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0410   | 2054-09-01      | 5.5000%  | 0.0000% | $1015930.00        | $997411.78         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBC3473   | 2046-01-01      | 3.5000%  | 0.0000% | $408000.00         | $65455.76          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6930   | 2054-11-01      | 5.0000%  | 0.0000% | $1677201.00        | $1622161.06        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC5573   | 2054-11-01      | 5.5000%  | 0.0000% | $1460127.00        | $1442360.98        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1682   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.89           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR4753   | 2051-03-01      | 2.0000%  | 0.0000% | $16000.00          | $9042.84           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD4377   | 2046-09-01      | 3.5000%  | 0.0000% | $10149497.00       | $2143039.06        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC4714   | 2046-10-01      | 3.0000%  | 0.0000% | $3000.00           | $709.18            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0957   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.52           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBR2303   | 2051-08-01      | 3.0000%  | 0.0000% | $100000.00         | $63198.57          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE0305   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $997.90            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4751   | 2043-03-01      | 3.5000%  | 0.0000% | $996000.00         | $273961.18         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC9729   | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $942.10            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD9290   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $975.22            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC5981   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $979.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0756   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.33           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0474   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.56           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD2974   | 2055-02-01      | 5.0000%  | 0.0000% | $1549589.00        | $1504805.77        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBO4421   | 2050-12-01      | 2.5000%  | 0.0000% | $500000.00         | $253931.15         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC9420   | 2055-02-01      | 5.5000%  | 0.0000% | $1779407.00        | $1777968.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD1641   | 2055-01-01      | 5.0000%  | 0.0000% | $1225169.00        | $1185079.04        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD2440   | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $171.57            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH2620   | 2047-08-01      | 3.5000%  | 0.0000% | $324033457.00      | $50056392.09       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC8769   | 2055-01-01      | 5.0000%  | 0.0000% | $1872631.00        | $1670409.82        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD2501   | 2055-02-01      | 6.0000%  | 0.0000% | $6017407.00        | $6093907.14        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC3212   | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $938.29            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTBM4645   | 2038-10-01      | 3.0000%  | 0.0000% | $880614.00         | $148003.73         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1646   | 2055-01-01      | 6.5000%  | 0.0000% | $4986.00           | $5144.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD8531   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $993.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC9680   | 2054-12-01      | 5.5000%  | 0.0000% | $7780501.00        | $7627457.18        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM4493   | 2047-07-01      | 5.0000%  | 0.0000% | $127000.00         | $32525.51          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9010   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $912.53            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9432   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $882.33            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI7613   | 2054-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2620.23           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL9918   | 2047-02-01      | 3.5000%  | 0.0000% | $553000.00         | $141193.10         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $756.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5613   | 2055-02-01      | 5.0000%  | 0.0000% | $7000.00           | $6703.52           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7082   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $813.80            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLMA5218   | 2053-12-01      | 7.0000%  | 0.0000% | $163762.00         | $95006.61          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS9174   | 2052-08-01      | 3.0000%  | 0.0000% | $3790605.00        | $3101687.61        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2847   | 2052-08-01      | 4.0000%  | 0.0000% | $50000.00          | $36706.62          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4786   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $734.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $34000.00          | $31638.10          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4628   | 2037-06-01      | 2.5000%  | 0.0000% | $39081.00          | $26083.63          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4031   | 2050-05-01      | 4.5000%  | 0.0000% | $5656816.00        | $1047256.19        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4465   | 2051-11-01      | 2.0000%  | 0.0000% | $20231.00          | $12763.96          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7155   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $777.70            | Agency Mortgage-Backed Securities         |

### Security 717: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJ99, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP18PJ99
- **C.18 - Value (incl. sponsor support):** $2132000000.00
- **C.18.a - Value (excl. sponsor support):** $2132000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $3434600.00        | $3449858.07        | U.S. Treasuries (including strips) |
| United States Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $1400.00           | $675.75            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $132900.00         | $122104.42         | U.S. Treasuries (including strips) |
| United States Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $49777300.00       | $45013392.73       | U.S. Treasuries (including strips) |
| United States Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $80.21             | U.S. Treasuries (including strips) |
| United States Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $87629500.00       | $71012118.82       | U.S. Treasuries (including strips) |
| United States Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $87.57             | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-14      | 0.0000%  | 0.0000% | $9758200.00        | $9671352.02        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-26      | 0.0000%  | 0.0000% | $42300.00          | $41863.04          | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-03      | 0.0000%  | 0.0000% | $692300.00         | $689543.95         | U.S. Treasuries (including strips) |
| United States Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $3393700.00        | $3438128.24        | U.S. Treasuries (including strips) |
| United States Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $100.39            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-23      | 0.0000%  | 0.0000% | $100.00            | $98.31             | U.S. Treasuries (including strips) |
| United States Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $29858600.00       | $18598487.86       | U.S. Treasuries (including strips) |
| United States Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $88.71             | U.S. Treasuries (including strips) |
| United States Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $6065400.00        | $5064463.60        | U.S. Treasuries (including strips) |
| United States Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $31798200.00       | $24592972.06       | U.S. Treasuries (including strips) |
| United States Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $14700.00          | $21225.51          | U.S. Treasuries (including strips) |
| United States Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $3660900.00        | $2685628.13        | U.S. Treasuries (including strips) |
| United States Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $111429400.00      | $108544184.60      | U.S. Treasuries (including strips) |
| United States Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $155803000.00      | $131345117.04      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $91.78             | U.S. Treasuries (including strips) |
| United States Treasury | 2026-04-15      | 3.7500%  | 0.0000% | $754600.00         | $754946.86         | U.S. Treasuries (including strips) |
| United States Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $94.02             | U.S. Treasuries (including strips) |
| United States Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $20214300.00       | $20284531.43       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $1600.00           | $1614.03           | U.S. Treasuries (including strips) |
| United States Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $300.00            | $295.78            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $1000.00           | $984.53            | U.S. Treasuries (including strips) |
| United States Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $187959100.00      | $190513578.45      | U.S. Treasuries (including strips) |
| United States Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $439400.00         | $446688.91         | U.S. Treasuries (including strips) |
| United States Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $8364000.00        | $7705467.78        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.91            | U.S. Treasuries (including strips) |
| United States Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $494200.00         | $506128.34         | U.S. Treasuries (including strips) |
| United States Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $14179100.00       | $14521248.73       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $103000.00         | $103393.55         | U.S. Treasuries (including strips) |
| United States Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $8000.00           | $8148.48           | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $15469900.00       | $15840299.56       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $21240000.00       | $21324806.48       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $9441800.00        | $9588507.26        | U.S. Treasuries (including strips) |
| United States Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.21             | U.S. Treasuries (including strips) |
| United States Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $47703900.00       | $49043449.22       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $4357400.00        | $4363033.12        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $1400.00           | $1428.60           | U.S. Treasuries (including strips) |
| United States Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $12224000.00       | $12070211.05       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $7045800.00        | $7307385.25        | U.S. Treasuries (including strips) |
| United States Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $25541600.00       | $26067437.97       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $14000.00          | $14474.16          | U.S. Treasuries (including strips) |
| United States Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $94437300.00       | $99107029.94       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $20900.00          | $20864.84          | U.S. Treasuries (including strips) |
| United States Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $189412000.00      | $191107762.45      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $24819100.00       | $27456866.72       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $41448000.00       | $41875797.41       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| United States Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $900.00            | $825.10            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $9000.00           | $8999.99           | U.S. Treasuries (including strips) |
| United States Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $3387500.00        | $3384446.76        | U.S. Treasuries (including strips) |
| United States Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $94898900.00       | $91090156.28       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $79051700.00       | $81797321.04       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $26100.00          | $25875.89          | U.S. Treasuries (including strips) |
| United States Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $813900.00         | $826803.95         | U.S. Treasuries (including strips) |
| United States Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $439100.00         | $412844.31         | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $11522800.00       | $12230501.08       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $95703000.00       | $97030439.66       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $6808800.00        | $6718091.16        | U.S. Treasuries (including strips) |
| United States Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $45227000.00       | $44606162.23       | U.S. Treasuries (including strips) |
| United States Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $18269200.00       | $15904722.31       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $122200.00         | $103762.68         | U.S. Treasuries (including strips) |
| United States Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $33000.00          | $41444.24          | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $97.36             | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $16349100.00       | $20330764.21       | U.S. Treasuries (including strips) |
| United States Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $25000400.00       | $16106209.90       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $9172900.00        | $8401628.88        | U.S. Treasuries (including strips) |
| United States Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $70.15             | U.S. Treasuries (including strips) |
| United States Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $11070700.00       | $7185082.96        | U.S. Treasuries (including strips) |
| United States Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $200.00            | $192.03            | U.S. Treasuries (including strips) |
| United States Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.20             | U.S. Treasuries (including strips) |
| United States Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $17107900.00       | $14883913.44       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $112.61            | U.S. Treasuries (including strips) |
| United States Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $1200.00           | $1134.60           | U.S. Treasuries (including strips) |
| United States Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $15339600.00       | $20272794.03       | U.S. Treasuries (including strips) |
| United States Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $71.29             | U.S. Treasuries (including strips) |
| United States Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $692000.00         | $491814.17         | U.S. Treasuries (including strips) |
| United States Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $1877700.00        | $1697666.02        | U.S. Treasuries (including strips) |
| United States Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $3100.00           | $2982.81           | U.S. Treasuries (including strips) |
| United States Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $32833200.00       | $23886047.44       | U.S. Treasuries (including strips) |
| United States Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $2859700.00        | $2678500.54        | U.S. Treasuries (including strips) |
| United States Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $23900.00          | $16066.92          | U.S. Treasuries (including strips) |
| United States Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $82985800.00       | $73453704.88       | U.S. Treasuries (including strips) |
| United States Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $50065100.00       | $48613018.90       | U.S. Treasuries (including strips) |
| United States Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $77985600.00       | $69771956.57       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $43000.00          | $56132.45          | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-31      | 1.3750%  | 0.0000% | $5741000.00        | $5571032.73        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $3835200.00        | $3688143.55        | U.S. Treasuries (including strips) |
| United States Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $76900.00          | $53274.04          | U.S. Treasuries (including strips) |
| United States Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $141700.00         | $101628.12         | U.S. Treasuries (including strips) |
| United States Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $24996700.00       | $18617115.32       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $89.81             | U.S. Treasuries (including strips) |
| United States Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $92.82             | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $1514700.00        | $1454230.79        | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $93.13             | U.S. Treasuries (including strips) |
| United States Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $1101000.00        | $1012645.77        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $900.00            | $825.16            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $92.21             | U.S. Treasuries (including strips) |
| United States Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $4320900.00        | $3924331.38        | U.S. Treasuries (including strips) |
| United States Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $25150100.00       | $25785942.46       | U.S. Treasuries (including strips) |
| United States Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $1500400.00        | $1509838.13        | U.S. Treasuries (including strips) |
| United States Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $146818000.00      | $145260604.13      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $50785700.00       | $52001674.31       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $100.00            | $104.30            | U.S. Treasuries (including strips) |
| United States Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $170000.00         | $174168.57         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $1000.00           | $1020.81           | U.S. Treasuries (including strips) |
| United States Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $2532500.00        | $2552309.96        | U.S. Treasuries (including strips) |
| United States Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $220000.00         | $225139.49         | U.S. Treasuries (including strips) |
| United States Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $74592900.00       | $76116964.08       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $10879400.00       | $11013329.85       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $1000.00           | $997.31            | U.S. Treasuries (including strips) |

### Security 718: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJA6, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP18PJA6
- **C.18 - Value (incl. sponsor support):** $406000000.00
- **C.18.a - Value (excl. sponsor support):** $406000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 07.000 CLZI7742   | 2032-11-01      | 7.0000%  | 0.0000% | $9799200.00        | $217938.34         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9919   | 2051-12-01      | 3.0000%  | 0.0000% | $40800.00          | $25775.44          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4157   | 2050-10-01      | 1.5000%  | 0.0000% | $1196700.00        | $630977.02         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC U63993 G   | 2044-04-01      | 4.5000%  | 0.0000% | $1048900.00        | $320854.38         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8498   | 2047-01-01      | 3.5000%  | 0.0000% | $80600.00          | $23467.65          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4384   | 2036-07-01      | 2.5000%  | 0.0000% | $25400.00          | $13708.80          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA6808   | 2050-02-01      | 4.0000%  | 0.0000% | $2640900.00        | $461373.47         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3089   | 2050-07-01      | 2.5000%  | 0.0000% | $103300.00         | $48920.44          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5955   | 2048-03-01      | 4.5000%  | 0.0000% | $9539900.00        | $1034860.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB2025   | 2054-04-01      | 5.0000%  | 0.0000% | $1036700.00        | $577700.66         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA6457   | 2050-01-01      | 3.0000%  | 0.0000% | $5419200.00        | $2685512.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8159   | 2054-03-01      | 6.0000%  | 0.0000% | $39779800.00       | $36210179.04       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZN3765   | 2034-03-01      | 4.0000%  | 0.0000% | $1123900.00        | $368787.18         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ1968   | 2045-06-01      | 3.5000%  | 0.0000% | $35000.00          | $13908.39          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLZL6630   | 2043-07-01      | 2.5000%  | 0.0000% | $100400.00         | $37146.58          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN4793   | 2027-02-01      | 3.0300%  | 0.0000% | $5000000.00        | $4461903.75        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3121   | 2053-06-01      | 6.0000%  | 0.0000% | $913400.00         | $809365.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBT3354   | 2051-07-01      | 3.5000%  | 0.0000% | $32500.00          | $11074.59          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQA6376   | 2050-01-01      | 2.5000%  | 0.0000% | $1178800.00        | $380039.43         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5969   | 2050-06-01      | 2.5000%  | 0.0000% | $740900.00         | $324096.20         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3JRE0031   | 2051-09-01      | 2.0000%  | 0.0000% | $33100.00          | $18560.93          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3PRE6066   | 2050-10-01      | 2.0000%  | 0.0000% | $34800.00          | $16260.74          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM0089   | 2045-08-01      | 3.5000%  | 0.0000% | $125300.00         | $21988.97          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM1754   | 2046-09-01      | 3.0000%  | 0.0000% | $121900.00         | $39985.36          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U91696 G   | 2043-07-01      | 4.0000%  | 0.0000% | $1120700.00        | $190558.81         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8509   | 2036-01-01      | 2.0000%  | 0.0000% | $78100.00          | $38366.14          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB8604   | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $46961.10          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC C91954 G   | 2037-07-01      | 4.5000%  | 0.0000% | $62700.00          | $16957.18          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1023   | 2049-07-01      | 3.5000%  | 0.0000% | $113100.00         | $34957.08          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0037   | 2051-08-01      | 3.0000%  | 0.0000% | $192100.00         | $101266.14         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD4480   | 2042-01-01      | 4.5000%  | 0.0000% | $146600.00         | $59998.05          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4104   | 2053-03-01      | 6.0000%  | 0.0000% | $31300.00          | $22812.54          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB3880   | 2052-06-01      | 5.0000%  | 0.0000% | $152500.00         | $108905.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA4935   | 2043-02-01      | 6.0000%  | 0.0000% | $804000.00         | $499320.42         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 ZC310206   | 2043-12-25      | 3.5000%  | 0.0000% | $446100.00         | $296901.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3857   | 2052-06-01      | 4.0000%  | 0.0000% | $126300.00         | $77829.50          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLMA5234   | 2053-12-01      | 7.5000%  | 0.0000% | $394900.00         | $226102.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS7795   | 2032-12-01      | 3.5000%  | 0.0000% | $1136700.00        | $670185.85         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0499   | 2050-08-01      | 3.0000%  | 0.0000% | $170800.00         | $84271.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0193   | 2051-04-01      | 3.0000%  | 0.0000% | $42300000.00       | $23588354.43       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS0816   | 2037-02-01      | 2.5000%  | 0.0000% | $22000.00          | $13700.10          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4783   | 2052-10-01      | 5.0000%  | 0.0000% | $97923800.00       | $76325832.39       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO9169   | 2049-12-01      | 3.0000%  | 0.0000% | $147100.00         | $43570.97          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4438   | 2051-10-01      | 2.5000%  | 0.0000% | $17900.00          | $10991.46          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0455   | 2051-05-01      | 2.5000%  | 0.0000% | $1010000.00        | $590010.84         | Agency Mortgage-Backed Securities  |
| GNII SF MA1497 M       | 2028-12-20      | 3.5000%  | 0.0000% | $2500000.00        | $97735.34          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0097   | 2034-10-01      | 2.5000%  | 0.0000% | $150600.00         | $50268.97          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0301   | 2058-08-01      | 4.5000%  | 0.0000% | $2283100.00        | $668552.31         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6241   | 2044-02-01      | 6.7400%  | 0.0000% | $41100.00          | $10490.00          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM8904   | 2047-09-01      | 3.5000%  | 0.0000% | $100000.00         | $55855.02          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA8590   | 2050-04-01      | 4.5000%  | 0.0000% | $24300.00          | $9974.33           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U4BF0513   | 2055-02-01      | 3.0000%  | 0.0000% | $263000.00         | $137934.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH0204   | 2047-04-01      | 3.5000%  | 0.0000% | $81400.00          | $23009.90          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4383   | 2036-07-01      | 2.0000%  | 0.0000% | $444600.00         | $245532.98         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2644   | 2051-02-01      | 2.0000%  | 0.0000% | $89300.00          | $42927.19          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4437   | 2051-10-01      | 2.0000%  | 0.0000% | $1219100.00        | $758909.31         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ8739   | 2054-10-01      | 6.0000%  | 0.0000% | $1580900.00        | $969382.31         | Agency Mortgage-Backed Securities  |
| GNII SF MA6193 M       | 2034-10-20      | 4.0000%  | 0.0000% | $113800.00         | $25148.46          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4181   | 2050-11-01      | 1.5000%  | 0.0000% | $100000000.00      | $54077177.89       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8868   | 2051-02-01      | 3.0000%  | 0.0000% | $150000.00         | $86963.13          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM3184   | 2047-11-01      | 7.2390%  | 0.0000% | $58123800.00       | $2824451.55        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTBJ4271   | 2037-12-01      | 4.0000%  | 0.0000% | $1103000.00        | $360585.95         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4129   | 2040-09-01      | 2.5000%  | 0.0000% | $74845200.00       | $30013942.17       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0011   | 2049-07-01      | 3.5000%  | 0.0000% | $181200.00         | $52285.70          | Agency Mortgage-Backed Securities  |
| GNII SF MA5193 M       | 2048-05-20      | 4.5000%  | 0.0000% | $1900000.00        | $144915.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBO3746   | 2049-08-01      | 5.5000%  | 0.0000% | $1064600.00        | $546287.89         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2310   | 2050-03-01      | 4.0000%  | 0.0000% | $999800.00         | $244409.77         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4418   | 2036-09-01      | 2.0000%  | 0.0000% | $200000.00         | $114610.35         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5037   | 2052-02-01      | 2.5000%  | 0.0000% | $70600.00          | $51017.93          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6649   | 2050-07-01      | 3.0000%  | 0.0000% | $5140400.00        | $2565128.10        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6930   | 2045-03-01      | 6.9380%  | 0.0000% | $35000500.00       | $13094148.77       | Agency Mortgage-Backed Securities  |
| GNMI SF BU8660 X       | 2050-07-15      | 2.5000%  | 0.0000% | $108100.00         | $42506.37          | Agency Mortgage-Backed Securities  |
| GNII AP 786793 M       | 2052-12-20      | 2.0000%  | 0.0000% | $94400.00          | $65323.94          | Agency Mortgage-Backed Securities  |
| United States Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $2159800.00        | $2199240.37        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $9790500.00        | $10606745.44       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $13930200.00       | $13925311.41       | U.S. Treasuries (including strips) |
| GNII SF BW4732 C       | 2050-08-20      | 2.5000%  | 0.0000% | $64000.00          | $25467.80          | Agency Mortgage-Backed Securities  |
| GNII SF MA8596 M       | 2053-01-20      | 7.5000%  | 0.0000% | $147400.00         | $57270.18          | Agency Mortgage-Backed Securities  |
| GNII SF BS1757 C       | 2050-03-20      | 4.0000%  | 0.0000% | $96100.00          | $25497.78          | Agency Mortgage-Backed Securities  |
| GNII SF BZ2612 C       | 2051-01-20      | 3.5000%  | 0.0000% | $107400.00         | $48894.02          | Agency Mortgage-Backed Securities  |
| GNII SF MA6711 M       | 2050-06-20      | 3.5000%  | 0.0000% | $1000000.00        | $231889.09         | Agency Mortgage-Backed Securities  |
| GNII SF MA7312 M       | 2051-04-20      | 2.5000%  | 0.0000% | $23688573.00       | $12198835.28       | Agency Mortgage-Backed Securities  |
| GNII SF BD4260 C       | 2047-10-20      | 4.0000%  | 0.0000% | $66900.00          | $20675.86          | Agency Mortgage-Backed Securities  |
| GNII SF MA6409 M       | 2050-01-20      | 3.0000%  | 0.0000% | $9698550.00        | $1753751.64        | Agency Mortgage-Backed Securities  |
| GNMI SF BF5850 X       | 2048-05-15      | 5.0000%  | 0.0000% | $38700.00          | $14238.94          | Agency Mortgage-Backed Securities  |
| GNII ET CP4997 C       | 2062-08-20      | 5.5000%  | 0.0000% | $6473073.00        | $3230629.41        | Agency Mortgage-Backed Securities  |
| GNMI SF AX2578 X       | 2046-12-15      | 2.5000%  | 0.0000% | $37500.00          | $17194.83          | Agency Mortgage-Backed Securities  |
| GNMI SF 635119 X       | 2031-09-15      | 2.5000%  | 0.0000% | $118900.00         | $37442.23          | Agency Mortgage-Backed Securities  |
| GNMI SF AG5990 X       | 2043-09-15      | 4.0000%  | 0.0000% | $141500.00         | $50803.70          | Agency Mortgage-Backed Securities  |
| GNII SF BZ6503 C       | 2050-11-20      | 4.5000%  | 0.0000% | $132600.00         | $40044.64          | Agency Mortgage-Backed Securities  |
| GNII SF BX4947 C       | 2050-09-20      | 3.5000%  | 0.0000% | $125900.00         | $53133.22          | Agency Mortgage-Backed Securities  |
| GNII SF MA6819 M       | 2050-08-20      | 2.5000%  | 0.0000% | $100000.00         | $35407.63          | Agency Mortgage-Backed Securities  |
| GNMI SP 784718 X       | 2046-12-15      | 2.5000%  | 0.0000% | $557200.00         | $194614.67         | Agency Mortgage-Backed Securities  |
| GNII SF BZ4054 C       | 2050-12-20      | 2.0000%  | 0.0000% | $22000.00          | $10491.97          | Agency Mortgage-Backed Securities  |
| GNII SF MA7705 M       | 2051-11-20      | 2.5000%  | 0.0000% | $46511810.00       | $28894416.03       | Agency Mortgage-Backed Securities  |
| GNII ET CP3590 C       | 2062-08-20      | 2.5000%  | 0.0000% | $265100.00         | $202782.86         | Agency Mortgage-Backed Securities  |
| GNMI SF AH2601 X       | 2042-10-15      | 3.2500%  | 0.0000% | $93100.00          | $33474.72          | Agency Mortgage-Backed Securities  |
| GNII SF BS8546 C       | 2050-12-20      | 2.5000%  | 0.0000% | $98700.00          | $51448.47          | Agency Mortgage-Backed Securities  |
| GNII SF MA8950 M       | 2053-06-20      | 6.5000%  | 0.0000% | $30000000.00       | $15587979.07       | Agency Mortgage-Backed Securities  |
| GNII SF BV2394 C       | 2050-07-20      | 3.5000%  | 0.0000% | $121000.00         | $63782.26          | Agency Mortgage-Backed Securities  |
| GNMI SF BA7888 X       | 2047-05-15      | 4.5000%  | 0.0000% | $35800.00          | $12182.15          | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $46633800.00       | $29071055.62       | Agency Mortgage-Backed Securities  |
| GNMI SF BC8602 X       | 2047-09-15      | 3.0000%  | 0.0000% | $76100.00          | $32148.13          | Agency Mortgage-Backed Securities  |
| GNMI SF AZ8597 X       | 2047-04-15      | 4.5000%  | 0.0000% | $96000.00          | $28711.05          | Agency Mortgage-Backed Securities  |
| GNII SF 609118 C       | 2034-02-20      | 4.5000%  | 0.0000% | $107800.00         | $43861.62          | Agency Mortgage-Backed Securities  |
| GNII SF MA7194 M       | 2051-02-20      | 3.0000%  | 0.0000% | $16208600.00       | $6144521.85        | Agency Mortgage-Backed Securities  |
| GNII SF MB0303 M       | 2050-09-20      | 3.0000%  | 0.0000% | $18200.00          | $15829.32          | Agency Mortgage-Backed Securities  |
| GNII SF BG6295 C       | 2048-04-20      | 5.0000%  | 0.0000% | $26900.00          | $12430.89          | Agency Mortgage-Backed Securities  |
| United States Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $90900.00          | $114284.04         | U.S. Treasuries (including strips) |
| United States Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $17237400.00       | $24957862.61       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-02-15      | 5.3750%  | 0.0000% | $320400.00         | $346397.57         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-09-15      | 4.6250%  | 0.0000% | $2410800.00        | $2450162.65        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $342500.00         | $379278.18         | U.S. Treasuries (including strips) |
| United States Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $2736500.00        | $2781929.83        | U.S. Treasuries (including strips) |
| GNII SF DI2378 C       | 2055-04-20      | 6.5000%  | 0.0000% | $947900.00         | $984793.01         | Agency Mortgage-Backed Securities  |
| GNII SF BS1742 C       | 2050-02-20      | 4.0000%  | 0.0000% | $124800.00         | $30800.97          | Agency Mortgage-Backed Securities  |
| GNII SF 626951 C       | 2045-06-20      | 3.0000%  | 0.0000% | $56700.00          | $25244.66          | Agency Mortgage-Backed Securities  |
| GNII SF BW5189 C       | 2046-04-20      | 4.0000%  | 0.0000% | $157200.00         | $57358.31          | Agency Mortgage-Backed Securities  |
| GNMI SF 635087 X       | 2046-06-15      | 3.0000%  | 0.0000% | $150000.00         | $57204.52          | Agency Mortgage-Backed Securities  |
| GNMI SF BT1011 X       | 2050-07-15      | 4.0000%  | 0.0000% | $1200400.00        | $745521.06         | Agency Mortgage-Backed Securities  |
| GNII SF BJ2374 C       | 2048-11-20      | 5.0000%  | 0.0000% | $75300.00          | $26825.96          | Agency Mortgage-Backed Securities  |
| GNII JM MA8866 M       | 2053-05-20      | 5.0000%  | 0.0000% | $112100.00         | $85064.76          | Agency Mortgage-Backed Securities  |
| GNII RG CG8693 C       | 2047-09-20      | 4.0000%  | 0.0000% | $161100.00         | $65253.91          | Agency Mortgage-Backed Securities  |
| GNII SF AY0559 C       | 2047-10-20      | 4.5000%  | 0.0000% | $123100.00         | $18617.77          | Agency Mortgage-Backed Securities  |
| GNII SF 005277 M       | 2027-01-20      | 3.5000%  | 0.0000% | $9355100.00        | $89822.08          | Agency Mortgage-Backed Securities  |
| GNII SF 711773 C       | 2033-06-20      | 3.5000%  | 0.0000% | $124000.00         | $35687.32          | Agency Mortgage-Backed Securities  |
| GNMI SF 724255 X       | 2039-08-15      | 5.0000%  | 0.0000% | $9913000.00        | $112574.78         | Agency Mortgage-Backed Securities  |
| GNII SF CD8312 C       | 2051-05-20      | 2.5000%  | 0.0000% | $99000.00          | $51273.17          | Agency Mortgage-Backed Securities  |
| GNMI SF 757374 X       | 2046-06-15      | 3.0000%  | 0.0000% | $84800.00          | $43842.12          | Agency Mortgage-Backed Securities  |

### Security 719: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJB4, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP18PJB4
- **C.18 - Value (incl. sponsor support):** $1402000000.00
- **C.18.a - Value (excl. sponsor support):** $1402000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2031-02-28      | 4.2500%  | 0.0000% | $10000000.00       | $10198295.11       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| United States Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $199586400.00      | $201063634.95      | U.S. Treasuries (including strips) |
| United States Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $200000.00         | $200827.26         | U.S. Treasuries (including strips) |
| United States Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $224998000.00      | $232067278.09      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $69154600.00       | $70850494.99       | U.S. Treasuries (including strips) |
| United States Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $4154800.00        | $4118758.51        | U.S. Treasuries (including strips) |
| United States Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $689000.00         | $695375.52         | U.S. Treasuries (including strips) |
| United States Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $239999000.00      | $241880210.08      | U.S. Treasuries (including strips) |
| United States Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $2086900.00        | $2138224.07        | U.S. Treasuries (including strips) |
| United States Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $49999900.00       | $49391436.87       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $9728800.00        | $10005918.84       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $191000.00         | $220771.78         | U.S. Treasuries (including strips) |
| United States Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $112.85            | U.S. Treasuries (including strips) |
| United States Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $101.61            | U.S. Treasuries (including strips) |
| United States Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $3789800.00        | $3647217.07        | U.S. Treasuries (including strips) |
| United States Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $89.94             | U.S. Treasuries (including strips) |
| United States Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $29636100.00       | $30113692.83       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $15632700.00       | $15336495.68       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $47999900.00       | $45550678.37       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $4100.00           | $3984.30           | U.S. Treasuries (including strips) |
| United States Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $5000000.00        | $4629694.15        | U.S. Treasuries (including strips) |
| United States Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $10178100.00       | $9346137.55        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $99247000.00       | $98470815.12       | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $14177000.00       | $13632356.80       | U.S. Treasuries (including strips) |
| United States Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $8180500.00        | $8262907.69        | U.S. Treasuries (including strips) |
| United States Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $110000000.00      | $66441544.84       | U.S. Treasuries (including strips) |
| United States Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $339600.00         | $339920.00         | U.S. Treasuries (including strips) |
| United States Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $84.39             | U.S. Treasuries (including strips) |
| United States Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $30460500.00       | $15655032.76       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $31867700.00       | $41629677.11       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $200000000.00      | $200093970.20      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $2238700.00        | $2300245.62        | U.S. Treasuries (including strips) |
| United States Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51753922.65       | U.S. Treasuries (including strips) |

### Security 720: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJG3, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP18PJG3
- **C.18 - Value (incl. sponsor support):** $8149000000.00
- **C.18.a - Value (excl. sponsor support):** $8149000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 DG1271 C     | 2055-05-20      | 6.5000%  | 0.0000% | $7987716.00        | $8374114.66        | Agency Mortgage-Backed Securities         |
| GNII ET DG3728 C     | 2065-01-20      | 6.5000%  | 0.0000% | $2434643.00        | $2501668.74        | Agency Mortgage-Backed Securities         |
| GNII SF DG1269 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1101445.00        | $1162830.86        | Agency Mortgage-Backed Securities         |
| GNII ET DF8220 C     | 2064-11-20      | 5.5000%  | 0.0000% | $2740422.00        | $2290174.33        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U99179 G | 2042-09-01      | 4.0000%  | 0.0000% | $53869543.00       | $13554223.10       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC5859 | 2051-08-01      | 3.0000%  | 0.0000% | $8973174.00        | $6020976.83        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q29759 G | 2044-11-01      | 4.0000%  | 0.0000% | $13212128.00       | $2512779.51        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD8143 | 2052-03-01      | 2.0000%  | 0.0000% | $251623.00         | $160256.04         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1377 | 2055-04-01      | 5.5000%  | 0.0000% | $15146326.00       | $15035601.18       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0459 | 2055-04-01      | 6.0000%  | 0.0000% | $15570337.00       | $15159770.65       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6548 | 2053-06-01      | 6.5000%  | 0.0000% | $43559040.00       | $35806225.60       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI6933 | 2054-05-01      | 5.0000%  | 0.0000% | $7515923.00        | $7241747.53        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5138 | 2041-12-01      | 2.0000%  | 0.0000% | $28410000.00       | $17942404.11       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2154 | 2048-08-01      | 4.5000%  | 0.0000% | $37500000.00       | $7905821.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8092 | 2052-10-01      | 5.5000%  | 0.0000% | $31657.00          | $25646.27          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB1643 | 2051-09-01      | 4.0000%  | 0.0000% | $16804288.00       | $8551920.78        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  | 0.0000% | $65130751.00       | $9461893.21        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTRB5222 | 2043-01-01      | 6.5000%  | 0.0000% | $135000.00         | $71409.13          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9423 | 2053-07-01      | 5.0000%  | 0.0000% | $26099540.00       | $22713852.55       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBE7472 | 2047-02-01      | 3.5000%  | 0.0000% | $3672233.00        | $1340661.37        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  | 0.0000% | $59194740.00       | $10572684.12       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0179 | 2047-08-01      | 3.5000%  | 0.0000% | $75141760.00       | $23792719.01       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ5062 | 2054-09-01      | 6.0000%  | 0.0000% | $1204750.00        | $1221814.45        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9377 | 2053-07-01      | 5.5000%  | 0.0000% | $19541775.00       | $17430250.33       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3PQU7809 | 2051-02-01      | 2.5000%  | 0.0000% | $2642222.00        | $1913163.23        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0181 | 2054-07-01      | 6.0000%  | 0.0000% | $9028259.00        | $9086800.25        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2055 | 2050-01-02      | 3.0000%  | 0.0000% | $2296320.00        | $444589.72         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ9805 | 2054-11-01      | 6.0000%  | 0.0000% | $1609073.00        | $1648783.60        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8025 | 2050-12-01      | 2.5000%  | 0.0000% | $18818908.00       | $10446586.37       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  | 0.0000% | $13019689.00       | $7729309.66        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9842 | 2053-09-01      | 5.5000%  | 0.0000% | $10947628.00       | $9493866.24        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1372 | 2052-11-01      | 5.0000%  | 0.0000% | $2341244.00        | $1874856.42        | Agency Mortgage-Backed Securities         |
| GNRM 2024-171 HD     | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $46628838.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-012 HW     | 2055-01-20      | 5.0000%  | 0.0000% | $10675000.00       | $9869494.14        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-033 LH     | 2054-05-20      | 5.0000%  | 0.0000% | $3563000.00        | $3499944.93        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-149 FQ     | 2053-10-20      | 5.8283%  | 0.0000% | $50000000.00       | $33075520.56       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-099 JW     | 2052-01-20      | 2.5000%  | 0.0000% | $800000.00         | $607388.71         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-001 KB     | 2051-12-20      | 2.5000%  | 0.0000% | $21902920.00       | $16101224.81       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-168 BL     | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $22833594.43       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-064 BD     | 2054-04-20      | 5.7500%  | 0.0000% | $45000000.00       | $45268017.48       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-174 AG     | 2044-07-20      | 3.0000%  | 0.0000% | $50000000.00       | $30075743.83       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 DB     | 2054-10-20      | 5.0000%  | 0.0000% | $20000000.00       | $18606315.54       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GM     | 2054-04-20      | 5.5000%  | 0.0000% | $20000000.00       | $19904191.10       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-189 PT     | 2051-10-20      | 2.5000%  | 0.0000% | $18300000.00       | $12340948.17       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-003 DY     | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $49907677.75       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-207 PN     | 2054-12-20      | 5.0000%  | 0.0000% | $4021000.00        | $3737144.65        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-002 AD     | 2053-04-16      | 2.4157%  | 0.0000% | $33000000.00       | $1057312.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-111 FG     | 2053-08-20      | 5.3783%  | 0.0000% | $6136355.00        | $4194672.62        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-146 H      | 2051-11-20      | 3.7500%  | 0.0000% | $6869693.00        | $5092810.91        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-023 HB     | 2054-01-20      | 5.5000%  | 0.0000% | $75000000.00       | $74290316.70       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-103 CD     | 2050-07-20      | 3.0000%  | 0.0000% | $33551300.00       | $19301466.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-168 FE     | 2052-09-20      | 4.7783%  | 0.0000% | $15188000.00       | $11011297.57       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-107 A      | 2035-05-20      | 3.0000%  | 0.0000% | $3600000.00        | $677877.01         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-025 CL     | 2054-02-20      | 5.5000%  | 0.0000% | $75000000.00       | $75468716.70       | Agency Collateralized Mortgage Obligation |
| GNRM 2018-21 QL      | 2047-12-20      | 3.0000%  | 0.0000% | $5408783.00        | $4416188.38        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-001 E      | 2047-11-20      | 3.5000%  | 0.0000% | $3200000.00        | $2269179.85        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCB4138 | 2052-07-01      | 5.0000%  | 0.0000% | $462560.00         | $346187.85         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA4518 | 2051-02-01      | 3.5000%  | 0.0000% | $66183772.00       | $32366546.61       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $10115136.00       | $9713692.01        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $13292615.00       | $7878110.78        | Agency Mortgage-Backed Securities         |
| GNRM 2025-012 BW     | 2055-01-20      | 5.5000%  | 0.0000% | $7619115.00        | $7359520.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-097 JF     | 2042-08-16      | 4.6932%  | 0.0000% | $506000.00         | $22228.56          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-160 NF     | 2052-09-20      | 4.8283%  | 0.0000% | $8006953.00        | $6028236.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-225 KC     | 2051-12-20      | 1.2500%  | 0.0000% | $4400000.00        | $2033498.28        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-200 AE     | 2051-05-20      | 5.0000%  | 0.0000% | $23544523.00       | $22517616.79       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-058 HL     | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $49692477.80       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-033 PW     | 2055-02-20      | 5.0000%  | 0.0000% | $2453000.00        | $2265671.20        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-083 AY     | 2054-05-20      | 5.7500%  | 0.0000% | $50000000.00       | $50558697.20       | Agency Collateralized Mortgage Obligation |
| GNRM 2017-100 AB     | 2052-04-16      | 2.3000%  | 0.0000% | $3570000.00        | $389345.98         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-139 BA     | 2045-07-20      | 4.0000%  | 0.0000% | $22000000.00       | $12531878.58       | Agency Collateralized Mortgage Obligation |
| GNII SP 787206 C     | 2053-09-20      | 6.0000%  | 0.0000% | $36079159.00       | $30811727.47       | Agency Mortgage-Backed Securities         |
| GNII SP 783484 M     | 2041-09-20      | 4.5000%  | 0.0000% | $11462000.00       | $482964.75         | Agency Mortgage-Backed Securities         |
| GNMI SP 782722 X     | 2039-06-15      | 4.5000%  | 0.0000% | $12881000.00       | $267047.99         | Agency Mortgage-Backed Securities         |
| GNMI SP 782737 X     | 2039-08-15      | 4.5000%  | 0.0000% | $1945000.00        | $45223.91          | Agency Mortgage-Backed Securities         |
| GNII SP 783656 M     | 2042-05-20      | 4.0000%  | 0.0000% | $6447000.00        | $375813.81         | Agency Mortgage-Backed Securities         |
| GNMI SP 782283 X     | 2038-03-15      | 5.0000%  | 0.0000% | $82359000.00       | $1410298.38        | Agency Mortgage-Backed Securities         |
| GNMI SP 782712 X     | 2039-07-15      | 5.0000%  | 0.0000% | $72912000.00       | $1827163.90        | Agency Mortgage-Backed Securities         |
| GNMI SP 782707 X     | 2039-07-15      | 5.0000%  | 0.0000% | $42177000.00       | $930845.98         | Agency Mortgage-Backed Securities         |
| GNRA 2025-045 FH     | 2055-03-20      | 5.3983%  | 0.0000% | $2915583.00        | $2893299.41        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-072 LA     | 2052-05-20      | 5.0000%  | 0.0000% | $19509000.00       | $19351753.52       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-072 LW     | 2055-04-20      | 5.0000%  | 0.0000% | $3241000.00        | $2982500.36        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-047 BW     | 2055-03-20      | 5.0000%  | 0.0000% | $8981128.00        | $8249693.96        | Agency Collateralized Mortgage Obligation |
| GNII SF DF8480 C     | 2055-01-20      | 6.0000%  | 0.0000% | $10140390.00       | $10325986.48       | Agency Mortgage-Backed Securities         |
| GNII SF DH4082 C     | 2055-03-20      | 5.5000%  | 0.0000% | $2029127.00        | $2028702.94        | Agency Mortgage-Backed Securities         |
| GNII SF DH4711 C     | 2055-05-20      | 6.0000%  | 0.0000% | $3217190.00        | $3287834.13        | Agency Mortgage-Backed Securities         |
| GNII SF DH6210 C     | 2055-02-20      | 5.5000%  | 0.0000% | $23784302.00       | $23717310.77       | Agency Mortgage-Backed Securities         |
| GNII SF DG9664 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1847364.00        | $1904695.46        | Agency Mortgage-Backed Securities         |
| GNII SF DH6284 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1618180.00        | $1705056.41        | Agency Mortgage-Backed Securities         |
| GNII SF DH6252 C     | 2055-02-20      | 6.5000%  | 0.0000% | $2366370.00        | $2438694.09        | Agency Mortgage-Backed Securities         |
| GNII SF DG7638 C     | 2055-02-20      | 6.0000%  | 0.0000% | $1212391.00        | $1241758.99        | Agency Mortgage-Backed Securities         |
| GNMI SP 782736 X     | 2039-08-15      | 4.5000%  | 0.0000% | $45293000.00       | $1219971.46        | Agency Mortgage-Backed Securities         |
| GNMI SP 783170 X     | 2040-09-15      | 5.0000%  | 0.0000% | $18699580.00       | $361642.82         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC V84652 G | 2048-09-01      | 4.5000%  | 0.0000% | $163912000.00      | $26542227.14       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q47887 G | 2047-05-01      | 4.0000%  | 0.0000% | $3053142.00        | $684392.98         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q44464 G | 2046-11-01      | 4.0000%  | 0.0000% | $14242982.00       | $2779987.18        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V81233 G | 2044-06-01      | 4.0000%  | 0.0000% | $9699146.00        | $165800.55         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB7147 | 2051-01-01      | 2.5000%  | 0.0000% | $7415000.00        | $3507746.36        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | 0.0000% | $69146610.00       | $35910579.97       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3966 | 2053-09-01      | 6.0000%  | 0.0000% | $23000000.00       | $21248861.67       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD1503 | 2051-11-01      | 2.0000%  | 0.0000% | $1922683.00        | $923890.43         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8496 | 2055-01-01      | 6.0000%  | 0.0000% | $2052757.00        | $1964521.30        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD7546 | 2052-02-01      | 2.0000%  | 0.0000% | $1312131.00        | $943006.04         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q59387 G | 2048-11-01      | 4.5000%  | 0.0000% | $10822685.00       | $2061171.66        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLQB7808 | 2051-01-01      | 1.5000%  | 0.0000% | $5000000.00        | $2603375.40        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD8010 | 2052-03-01      | 2.0000%  | 0.0000% | $542319.00         | $352376.61         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q60362 G | 2048-12-01      | 4.5000%  | 0.0000% | $24000000.00       | $5580685.62        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q46780 G | 2047-03-01      | 4.0000%  | 0.0000% | $11677293.00       | $2532539.60        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3765 | 2053-07-01      | 5.5000%  | 0.0000% | $2142722.00        | $1968469.23        | Agency Mortgage-Backed Securities         |
| GNII SF CC3197 C     | 2051-06-20      | 4.0000%  | 0.0000% | $1019986.00        | $890174.04         | Agency Mortgage-Backed Securities         |
| GNII SF CZ1151 C     | 2054-01-20      | 7.5000%  | 0.0000% | $3330284.00        | $2486944.86        | Agency Mortgage-Backed Securities         |
| GNII SF AN9718 C     | 2045-07-20      | 3.5000%  | 0.0000% | $1211627.00        | $273863.36         | Agency Mortgage-Backed Securities         |
| GNII SF CV9682 C     | 2053-07-20      | 7.5000%  | 0.0000% | $3171508.00        | $1939645.62        | Agency Mortgage-Backed Securities         |
| GNII SF MA9107 M     | 2053-08-20      | 6.0000%  | 0.0000% | $250000000.00      | $174341183.01      | Agency Mortgage-Backed Securities         |
| GNII SF CY1831 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1076374.00        | $1102883.55        | Agency Mortgage-Backed Securities         |
| GNII ET CV8071 C     | 2063-07-20      | 5.0000%  | 0.0000% | $1979466.00        | $1198025.56        | Agency Mortgage-Backed Securities         |
| GNII SF CZ1499 C     | 2054-02-20      | 7.5000%  | 0.0000% | $10966229.00       | $10476179.24       | Agency Mortgage-Backed Securities         |
| GNII SF CZ1711 C     | 2054-01-20      | 7.5000%  | 0.0000% | $4824993.00        | $3649515.80        | Agency Mortgage-Backed Securities         |
| GNII SF DA3879 C     | 2054-03-20      | 6.0000%  | 0.0000% | $7616728.00        | $7255107.16        | Agency Mortgage-Backed Securities         |
| GNMI SP 782720 X     | 2039-01-15      | 5.5000%  | 0.0000% | $804000.00         | $17391.14          | Agency Mortgage-Backed Securities         |
| GNII EP 787846 C     | 2065-01-20      | 6.0000%  | 0.0000% | $25869896.00       | $25708409.61       | Agency Mortgage-Backed Securities         |
| GNII SP 787162 C     | 2051-12-20      | 3.0000%  | 0.0000% | $2756000.00        | $2111036.96        | Agency Mortgage-Backed Securities         |
| GNMI SP 783639 X     | 2042-06-15      | 4.0000%  | 0.0000% | $30512000.00       | $1316501.09        | Agency Mortgage-Backed Securities         |
| GNMI SP 782691 X     | 2039-06-15      | 5.0000%  | 0.0000% | $85961000.00       | $2124372.57        | Agency Mortgage-Backed Securities         |
| GNMI SP 787165 X     | 2052-02-15      | 3.5000%  | 0.0000% | $1776586.00        | $1494208.79        | Agency Mortgage-Backed Securities         |
| GNII SP 787213 C     | 2049-06-20      | 3.5000%  | 0.0000% | $5900000.00        | $4525470.72        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9114 | 2055-03-01      | 6.0000%  | 0.0000% | $1265963.00        | $1291311.89        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2758 | 2055-01-01      | 5.5000%  | 0.0000% | $12517413.00       | $12323236.05       | Agency Mortgage-Backed Securities         |
| GNII SP 787167 C     | 2050-07-20      | 3.5000%  | 0.0000% | $25888000.00       | $20375580.00       | Agency Mortgage-Backed Securities         |
| GNII SF DI9601 C     | 2055-05-20      | 6.0000%  | 0.0000% | $7517906.00        | $7688985.97        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX7554 | 2054-12-01      | 4.5000%  | 0.0000% | $2834379.00        | $2666767.43        | Agency Mortgage-Backed Securities         |
| GNII SP 787164 C     | 2052-03-20      | 3.0000%  | 0.0000% | $4884000.00        | $3985324.16        | Agency Mortgage-Backed Securities         |
| GNII SP 786453 C     | 2052-12-20      | 6.0000%  | 0.0000% | $6774466.00        | $5326331.14        | Agency Mortgage-Backed Securities         |
| GNII SP 787170 C     | 2053-05-20      | 5.5000%  | 0.0000% | $2874162.00        | $2907806.75        | Agency Mortgage-Backed Securities         |
| GNMI SP 783657 X     | 2041-10-15      | 4.0000%  | 0.0000% | $19858000.00       | $875459.54         | Agency Mortgage-Backed Securities         |
| GNII ET DI7870 C     | 2065-03-20      | 7.0000%  | 0.0000% | $2270545.00        | $2334526.44        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0240 | 2055-04-01      | 6.5000%  | 0.0000% | $9194369.00        | $9270706.21        | Agency Mortgage-Backed Securities         |
| GNRM 2025-072 GW     | 2055-04-20      | 5.0000%  | 0.0000% | $34740261.00       | $31720699.25       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-072 GC     | 2051-08-20      | 5.0000%  | 0.0000% | $3776852.00        | $3633704.69        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-047 BA     | 2052-08-20      | 5.0000%  | 0.0000% | $9923000.00        | $9805319.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-048 FA     | 2055-03-20      | 5.3783%  | 0.0000% | $23486000.00       | $23394675.51       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-047 FB     | 2055-03-20      | 5.4783%  | 0.0000% | $3333334.00        | $3301655.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-057 MP     | 2055-01-20      | 5.0000%  | 0.0000% | $12368000.00       | $12344039.01       | Agency Collateralized Mortgage Obligation |
| GNII SF AZ3532 C     | 2047-11-20      | 4.5000%  | 0.0000% | $3361628.00        | $663697.08         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX8516 | 2055-03-01      | 6.0000%  | 0.0000% | $140409.00         | $142000.32         | Agency Mortgage-Backed Securities         |
| GNMI SP 783520 X     | 2042-01-15      | 4.0000%  | 0.0000% | $8042000.00        | $412098.24         | Agency Mortgage-Backed Securities         |
| GNII SF DI6389 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2345030.00        | $2396525.29        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX3885 | 2055-01-01      | 5.5000%  | 0.0000% | $1408047.00        | $1397288.44        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX7381 | 2055-03-01      | 6.0000%  | 0.0000% | $9381988.00        | $9486511.77        | Agency Mortgage-Backed Securities         |
| GNII SF DI7983 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1602414.00        | $1649402.12        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX7992 | 2055-03-01      | 6.0000%  | 0.0000% | $2949079.00        | $2490853.59        | Agency Mortgage-Backed Securities         |
| GNII SF DI6221 C     | 2055-04-20      | 5.5000%  | 0.0000% | $2845845.00        | $2848346.75        | Agency Mortgage-Backed Securities         |
| GNII SF DI3682 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1673424.00        | $1714753.09        | Agency Mortgage-Backed Securities         |
| GNII SF DI9428 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1880830.00        | $1921421.18        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4065 | 2055-01-01      | 6.0000%  | 0.0000% | $7979527.00        | $8022844.67        | Agency Mortgage-Backed Securities         |
| GNII SF DI3557 C     | 2055-05-20      | 6.0000%  | 0.0000% | $4242630.00        | $4344378.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2545 | 2055-01-01      | 5.0000%  | 0.0000% | $19480556.00       | $18850223.59       | Agency Mortgage-Backed Securities         |
| GNII SF DI1660 C     | 2055-03-20      | 6.0000%  | 0.0000% | $2195452.00        | $2239452.17        | Agency Mortgage-Backed Securities         |
| GNII SF DI6213 C     | 2055-04-20      | 6.0000%  | 0.0000% | $10903415.00       | $11146680.19       | Agency Mortgage-Backed Securities         |
| GNII ET DI3385 C     | 2065-01-20      | 6.0000%  | 0.0000% | $1019523.00        | $1024986.98        | Agency Mortgage-Backed Securities         |
| GNII ET DI6885 C     | 2065-03-20      | 6.5000%  | 0.0000% | $2666293.00        | $2729090.13        | Agency Mortgage-Backed Securities         |
| GNII ET DI6901 C     | 2065-03-20      | 7.0000%  | 0.0000% | $3846083.00        | $3951672.94        | Agency Mortgage-Backed Securities         |
| GNII SF DI9388 C     | 2055-04-20      | 6.0000%  | 0.0000% | $6286222.00        | $6418391.67        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2186 | 2055-04-01      | 6.5000%  | 0.0000% | $2890093.00        | $2972470.91        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2145 | 2055-04-01      | 6.0000%  | 0.0000% | $1637021.00        | $1660956.46        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3500 | 2055-05-01      | 5.5000%  | 0.0000% | $3981244.00        | $3987699.81        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0404 | 2055-04-01      | 6.5000%  | 0.0000% | $7522335.00        | $7812227.43        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1292 | 2055-04-01      | 6.0000%  | 0.0000% | $11156786.00       | $11300022.92       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2175 | 2055-04-01      | 5.5000%  | 0.0000% | $22505439.00       | $22342218.28       | Agency Mortgage-Backed Securities         |
| GNII SF DC0329 C     | 2054-07-20      | 6.0000%  | 0.0000% | $1043506.00        | $849805.64         | Agency Mortgage-Backed Securities         |
| GNII SF DC7429 C     | 2054-08-20      | 6.5000%  | 0.0000% | $2260813.00        | $2280249.26        | Agency Mortgage-Backed Securities         |
| GNII SF CZ1465 C     | 2054-08-20      | 7.5000%  | 0.0000% | $5487784.00        | $5863050.99        | Agency Mortgage-Backed Securities         |
| GNII SF DB0492 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1017907.00        | $814121.81         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61910 G | 2048-05-01      | 3.5000%  | 0.0000% | $19004276.00       | $6986815.70        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA0124 | 2049-06-01      | 3.5000%  | 0.0000% | $7820412.00        | $2601549.75        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0152 | 2054-07-01      | 6.5000%  | 0.0000% | $369000.00         | $329968.78         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ2163 | 2054-08-01      | 6.0000%  | 0.0000% | $204449.00         | $197216.16         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH1712 | 2053-10-01      | 6.5000%  | 0.0000% | $2339425.00        | $1969998.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG8000 | 2053-08-01      | 6.5000%  | 0.0000% | $5166803.00        | $3243312.57        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG5434 | 2053-06-01      | 5.0000%  | 0.0000% | $21033311.00       | $17544897.90       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH3955 | 2053-10-01      | 6.5000%  | 0.0000% | $5355592.00        | $3717956.37        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ1440 | 2054-08-01      | 6.0000%  | 0.0000% | $2460997.00        | $2159929.91        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ1787 | 2054-08-01      | 6.0000%  | 0.0000% | $20020977.00       | $18014797.74       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0965 | 2053-09-01      | 6.5000%  | 0.0000% | $5757339.00        | $5016885.96        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH7544 | 2053-12-01      | 6.5000%  | 0.0000% | $14364950.00       | $10537624.45       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH3301 | 2053-10-01      | 6.0000%  | 0.0000% | $8766654.00        | $7104232.48        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0151 | 2054-07-01      | 6.5000%  | 0.0000% | $398000.00         | $361414.94         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3734 | 2054-09-01      | 6.0000%  | 0.0000% | $2923017.00        | $2845801.56        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH9717 | 2054-02-01      | 6.0000%  | 0.0000% | $2062819.00        | $1377012.88        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2991 | 2053-10-01      | 6.0000%  | 0.0000% | $12584683.00       | $10214897.68       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3870 | 2054-09-01      | 6.0000%  | 0.0000% | $13807772.00       | $13765243.31       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6926 | 2052-03-01      | 3.0000%  | 0.0000% | $17000000.00       | $11296995.00       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG7861 | 2053-07-01      | 6.5000%  | 0.0000% | $3209528.00        | $2035046.49        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8535 | 2053-02-01      | 5.5000%  | 0.0000% | $39867852.00       | $34655637.50       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ5063 | 2054-08-01      | 6.0000%  | 0.0000% | $2332071.00        | $2363355.56        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ9809 | 2054-11-01      | 7.0000%  | 0.0000% | $1008906.00        | $1061238.64        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6132 | 2051-10-01      | 2.5000%  | 0.0000% | $837684.00         | $524689.69         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ5067 | 2054-08-01      | 6.0000%  | 0.0000% | $1537286.00        | $1377881.08        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5148 | 2042-03-01      | 2.0000%  | 0.0000% | $40541304.00       | $26859209.84       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4547 | 2054-09-01      | 6.0000%  | 0.0000% | $14425101.00       | $13746516.11       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  | 0.0000% | $29465226.00       | $19705854.79       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRA9872 | 2053-09-01      | 7.0000%  | 0.0000% | $11151987.00       | $8034544.49        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5114 | 2041-06-01      | 2.0000%  | 0.0000% | $13300000.00       | $7899580.04        | Agency Mortgage-Backed Securities         |
| GNRA 2021-193 EF     | 2051-11-20      | 2.5000%  | 0.0000% | $225401052.00      | $135543518.50      | Agency Collateralized Mortgage Obligation |
| GNRM 2012-03 CL      | 2042-08-16      | 2.5000%  | 0.0000% | $2667917.00        | $2379274.76        | Agency Collateralized Mortgage Obligation |
| GNRM 2012-140 JD     | 2041-01-20      | 1.7500%  | 0.0000% | $21486000.00       | $1714393.15        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-13 PA      | 2048-04-20      | 3.5000%  | 0.0000% | $1600000.00        | $295442.16         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-20 FA      | 2046-09-20      | 4.8389%  | 0.0000% | $30000000.00       | $7013390.16        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQJ3945 | 2054-09-01      | 6.0000%  | 0.0000% | $2131794.00        | $1943831.39        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAK6726 | 2042-03-01      | 3.5000%  | 0.0000% | $80279823.00       | $12313830.34       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7781 | 2052-08-01      | 4.5000%  | 0.0000% | $25483554.00       | $20453639.36       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ5013 | 2054-10-01      | 6.0000%  | 0.0000% | $12486500.00       | $12644880.17       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ9808 | 2054-11-01      | 7.0000%  | 0.0000% | $1005232.00        | $1057429.15        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5546 | 2051-07-01      | 3.0000%  | 0.0000% | $995106.00         | $579871.27         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6866 | 2052-02-01      | 3.0000%  | 0.0000% | $17810404.00       | $11559153.00       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6652 | 2052-01-01      | 2.5000%  | 0.0000% | $1978258.00        | $1334134.96        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ6718 | 2054-10-01      | 6.0000%  | 0.0000% | $1026815.00        | $1014286.37        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9328 | 2054-11-01      | 5.0000%  | 0.0000% | $2000000.00        | $1883661.31        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ5642 | 2054-09-01      | 6.0000%  | 0.0000% | $340000.00         | $343394.76         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ9810 | 2054-11-01      | 7.0000%  | 0.0000% | $1298381.00        | $1359949.12        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5546 | 2054-09-01      | 5.5000%  | 0.0000% | $15368686.00       | $14964112.67       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI7565 | 2054-06-01      | 6.0000%  | 0.0000% | $2280537.00        | $2015672.68        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ9527 | 2054-11-01      | 6.0000%  | 0.0000% | $12954899.00       | $12646507.53       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9056 | 2054-11-01      | 5.0000%  | 0.0000% | $30937000.00       | $29878493.83       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8754 | 2053-03-01      | 5.5000%  | 0.0000% | $33000000.00       | $24275814.76       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ7698 | 2054-11-01      | 5.0000%  | 0.0000% | $15869079.00       | $14963865.56       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ7363 | 2054-11-01      | 6.0000%  | 0.0000% | $3592803.00        | $3087766.88        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5537 | 2054-09-01      | 5.5000%  | 0.0000% | $11536937.00       | $10838228.59       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4561 | 2051-02-01      | 2.5000%  | 0.0000% | $5171396.00        | $3255928.68        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0957 | 2054-07-01      | 6.0000%  | 0.0000% | $13679974.00       | $12368040.05       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9065 | 2053-05-01      | 5.5000%  | 0.0000% | $2159223.00        | $1895494.29        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ8971 | 2054-10-01      | 6.0000%  | 0.0000% | $1228460.00        | $132986.23         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ5576 | 2054-09-01      | 6.0000%  | 0.0000% | $1100000.00        | $1065857.59        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ5162 | 2054-10-01      | 6.0000%  | 0.0000% | $4096969.00        | $3750685.11        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX0428 | 2054-12-01      | 6.5000%  | 0.0000% | $2188290.00        | $2264702.93        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | 0.0000% | $10737280.00       | $8562209.14        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX0691 | 2054-12-01      | 5.0000%  | 0.0000% | $1438205.00        | $1399025.99        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1233 | 2054-12-01      | 6.0000%  | 0.0000% | $9094223.00        | $9034275.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | 0.0000% | $19802784.00       | $17910576.63       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $456216.00         | $416504.09         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX2317 | 2054-12-01      | 6.0000%  | 0.0000% | $1695334.00        | $1723638.46        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2587 | 2054-12-01      | 5.5000%  | 0.0000% | $11849169.00       | $11443301.85       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2239 | 2054-12-01      | 5.5000%  | 0.0000% | $1691165.00        | $1604628.66        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX1601 | 2054-12-01      | 5.0000%  | 0.0000% | $12061497.00       | $11374962.94       | Agency Mortgage-Backed Securities         |
| GNRM 2013-184 KA     | 2043-08-20      | 2.5000%  | 0.0000% | $16645650.00       | $1011222.07        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-043 CB     | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $49873377.80       | Agency Collateralized Mortgage Obligation |
| GNII ET DG4303 C     | 2065-02-20      | 7.0000%  | 0.0000% | $4761548.00        | $4890442.95        | Agency Mortgage-Backed Securities         |
| GNRA 2013-150 FT     | 2040-02-20      | 4.8789%  | 0.0000% | $199923020.00      | $6459978.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-190 FD     | 2053-12-20      | 5.5783%  | 0.0000% | $27901779.00       | $14928078.59       | Agency Collateralized Mortgage Obligation |
| GNRM 2017-148 AK     | 2059-07-16      | 2.7500%  | 0.0000% | $12000000.00       | $3814614.19        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-078 BA     | 2049-06-20      | 3.0000%  | 0.0000% | $9606678.00        | $2104696.95        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-213 PY     | 2048-11-20      | 3.5000%  | 0.0000% | $6050000.00        | $4755847.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-147 FM     | 2053-10-20      | 5.7283%  | 0.0000% | $50000000.00       | $21901858.34       | Agency Collateralized Mortgage Obligation |
| GNRM 2015-095 KA     | 2043-02-20      | 2.5000%  | 0.0000% | $3820000.00        | $554305.67         | Agency Collateralized Mortgage Obligation |
| GNII SF DG5052 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1210630.00        | $1249739.20        | Agency Mortgage-Backed Securities         |
| GNRM 2019-159 UC     | 2049-02-20      | 2.5000%  | 0.0000% | $13100000.00       | $3472305.51        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA8093 | 2052-10-01      | 5.5000%  | 0.0000% | $15890944.00       | $13022288.62       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL8746 | 2046-06-01      | 3.5000%  | 0.0000% | $53997980.00       | $11072283.83       | Agency Mortgage-Backed Securities         |
| GNRM 2020-115 YA     | 2050-08-20      | 1.0000%  | 0.0000% | $3995959.00        | $1877268.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-164 FL     | 2053-11-20      | 5.9283%  | 0.0000% | $50000000.00       | $34875003.77       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-030 TA     | 2049-12-20      | 4.5000%  | 0.0000% | $20990000.00       | $19173519.39       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-044 FH     | 2054-03-20      | 5.3283%  | 0.0000% | $14450000.00       | $13194741.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-170 AF     | 2045-11-20      | 4.7189%  | 0.0000% | $48093505.00       | $8478864.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-182 FD     | 2053-12-20      | 5.6283%  | 0.0000% | $50000000.00       | $36958062.84       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-064 FA     | 2052-04-20      | 4.5000%  | 0.0000% | $10667117.00       | $6198925.49        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-014 DB     | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $49577927.75       | Agency Collateralized Mortgage Obligation |
| GNII ET DG6072 C     | 2065-03-20      | 6.5000%  | 0.0000% | $2332742.00        | $2388607.78        | Agency Mortgage-Backed Securities         |
| GNRA 2007-051 FN     | 2037-08-20      | 4.8589%  | 0.0000% | $3522973.00        | $1327549.26        | Agency Collateralized Mortgage Obligation |
| GNRM 2012-131 A      | 2053-02-16      | 1.9000%  | 0.0000% | $14105000.00       | $2026603.66        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-119 JG     | 2051-06-20      | 1.5000%  | 0.0000% | $10300000.00       | $6282627.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-052 FD     | 2039-07-16      | 5.3932%  | 0.0000% | $63000000.00       | $557069.33         | Agency Collateralized Mortgage Obligation |
| GNII SF DG7405 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1663285.00        | $1764727.86        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC5295 | 2051-08-01      | 3.0000%  | 0.0000% | $6190607.00        | $3380525.16        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4524 | 2055-06-01      | 6.0000%  | 0.0000% | $5224296.00        | $5338542.64        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ2404 | 2054-09-01      | 5.0000%  | 0.0000% | $24419905.00       | $22771743.96       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0663 | 2055-03-01      | 6.0000%  | 0.0000% | $20715748.00       | $20706033.47       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ1755 | 2054-06-01      | 4.5000%  | 0.0000% | $11069579.00       | $10293201.32       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL0089 | 2046-04-15      | 3.0000%  | 0.0000% | $11404572.00       | $9873689.83        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0662 | 2055-03-01      | 6.0000%  | 0.0000% | $33593754.00       | $33591812.66       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3514 | 2055-05-01      | 6.0000%  | 0.0000% | $2671234.00        | $2731952.04        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQY3013 | 2055-05-01      | 7.5000%  | 0.0000% | $1943672.00        | $2091621.72        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2144 | 2055-04-01      | 6.0000%  | 0.0000% | $13392473.00       | $13603773.79       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL0508 | 2053-07-01      | 4.5000%  | 0.0000% | $11554614.00       | $10711221.34       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0668 | 2055-04-01      | 5.5000%  | 0.0000% | $37445159.00       | $37090723.70       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0661 | 2055-03-01      | 5.5000%  | 0.0000% | $18315268.00       | $18042982.43       | Agency Mortgage-Backed Securities         |
| GNII SF DE4489 C     | 2054-10-20      | 6.0000%  | 0.0000% | $4159625.00        | $4223660.58        | Agency Mortgage-Backed Securities         |
| GNII SF DE0666 C     | 2054-09-20      | 6.5000%  | 0.0000% | $13124708.00       | $13252437.25       | Agency Mortgage-Backed Securities         |
| GNII SF DE0349 C     | 2054-07-20      | 6.5000%  | 0.0000% | $1306235.00        | $1362419.19        | Agency Mortgage-Backed Securities         |
| GNII SF DD5058 C     | 2054-08-20      | 6.0000%  | 0.0000% | $7799139.00        | $7615282.23        | Agency Mortgage-Backed Securities         |
| GNII ET DD8675 C     | 2064-09-20      | 6.5000%  | 0.0000% | $2802896.00        | $2698472.34        | Agency Mortgage-Backed Securities         |
| GNII ET DE0857 C     | 2064-11-20      | 6.5000%  | 0.0000% | $2241763.00        | $2095343.01        | Agency Mortgage-Backed Securities         |
| GNII SF CZ1336 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1078476.00        | $1099002.18        | Agency Mortgage-Backed Securities         |
| GNII SF DE5266 C     | 2054-11-20      | 6.0000%  | 0.0000% | $1603493.00        | $1635944.35        | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A86420 G | 2039-05-01      | 5.0000%  | 0.0000% | $38726.00          | $3013.22           | Agency Mortgage-Backed Securities         |
| GNII SF DF8311 C     | 2054-11-20      | 6.0000%  | 0.0000% | $1397922.00        | $1421575.52        | Agency Mortgage-Backed Securities         |
| GNII SF DG1270 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1342982.00        | $1411652.85        | Agency Mortgage-Backed Securities         |
| GNII SF DG7407 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2035879.00        | $1937358.79        | Agency Mortgage-Backed Securities         |
| GNII SF DH6285 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1537104.00        | $1627089.69        | Agency Mortgage-Backed Securities         |
| GNII SF DH7156 C     | 2055-02-20      | 6.0000%  | 0.0000% | $2084403.00        | $2162076.52        | Agency Mortgage-Backed Securities         |
| GNII SF DH8874 C     | 2055-01-20      | 5.5000%  | 0.0000% | $2001260.00        | $1995735.41        | Agency Mortgage-Backed Securities         |
| GNII ET DH9306 C     | 2065-01-20      | 6.5000%  | 0.0000% | $3866164.00        | $3955670.11        | Agency Mortgage-Backed Securities         |
| GNII SF DH0109 C     | 2054-12-20      | 6.0000%  | 0.0000% | $16768842.00       | $17051035.76       | Agency Mortgage-Backed Securities         |
| GNII SF DH5751 C     | 2055-04-20      | 6.0000%  | 0.0000% | $6883605.00        | $7027793.93        | Agency Mortgage-Backed Securities         |
| GNII SF DH4679 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2895669.00        | $2959253.06        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2117 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2358034.00        | $2450414.96        | Agency Mortgage-Backed Securities         |
| GNII ET DH9309 C     | 2065-02-20      | 6.0000%  | 0.0000% | $2190111.00        | $2208172.17        | Agency Mortgage-Backed Securities         |
| GNII ET DG9183 C     | 2065-02-20      | 6.5000%  | 0.0000% | $5014242.00        | $5126084.46        | Agency Mortgage-Backed Securities         |
| GNII ET DH8906 C     | 2065-01-20      | 7.0000%  | 0.0000% | $3094943.00        | $3178738.85        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1871 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1424081.00        | $1423209.36        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2118 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1986993.00        | $2056309.47        | Agency Mortgage-Backed Securities         |
| GNII SF DH5752 C     | 2055-04-20      | 6.0000%  | 0.0000% | $4318163.00        | $4408644.48        | Agency Mortgage-Backed Securities         |
| GNII ET DH9312 C     | 2065-02-20      | 6.0000%  | 0.0000% | $4611221.00        | $4652027.23        | Agency Mortgage-Backed Securities         |
| GNII SF DG7410 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1465173.00        | $1574661.51        | Agency Mortgage-Backed Securities         |
| GNII SF DH6251 C     | 2055-02-20      | 6.5000%  | 0.0000% | $2001166.00        | $2065697.20        | Agency Mortgage-Backed Securities         |
| GNII SF DH5773 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1166863.00        | $1196784.09        | Agency Mortgage-Backed Securities         |
| GNII ET DH9775 C     | 2065-02-20      | 6.5000%  | 0.0000% | $3558970.00        | $3641764.86        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1915 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2055002.00        | $2124897.97        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1075 C     | 2055-04-20      | 6.0000%  | 0.0000% | $3015103.00        | $3095425.87        | Agency Mortgage-Backed Securities         |
| GNII SF DH8907 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1801859.00        | $1918779.04        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1069 C     | 2055-04-20      | 6.0000%  | 0.0000% | $3068364.00        | $3170345.44        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2115 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2004754.00        | $2094356.70        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1909 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1024175.00        | $1045565.91        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1896 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1461241.00        | $1506781.06        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1870 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1452735.00        | $1451761.75        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2093 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2245875.00        | $2344322.69        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1920 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2424278.00        | $2477511.10        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2097 C     | 2055-04-20      | 6.5000%  | 0.0000% | $7304242.00        | $7552361.34        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1907 C     | 2047-05-20      | 6.0000%  | 0.0000% | $1051281.00        | $1078212.02        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2113 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1996820.00        | $2042505.91        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1918 C     | 2055-05-20      | 6.0000%  | 0.0000% | $3154526.00        | $3223794.13        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1916 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1501145.00        | $1534107.64        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1759 C     | 2055-04-20      | 6.0000%  | 0.0000% | $6304292.00        | $6435961.59        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2419 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1334607.00        | $1399167.43        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2422 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2641970.00        | $2732416.08        | Agency Mortgage-Backed Securities         |
| GNII ET DJ2152 C     | 2065-04-20      | 7.0000%  | 0.0000% | $7111775.00        | $7312176.92        | Agency Mortgage-Backed Securities         |
| GNII SF DJ3884 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1165697.00        | $1192225.15        | Agency Mortgage-Backed Securities         |
| GNII SF DH6845 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1171956.00        | $1169808.81        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1070 C     | 2055-04-20      | 6.0000%  | 0.0000% | $3729602.00        | $3841708.90        | Agency Mortgage-Backed Securities         |
| GNII SF DJ0087 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1704620.00        | $1776577.69        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1874 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2319636.00        | $2367677.56        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1917 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1635569.00        | $1671481.73        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1761 C     | 2055-04-20      | 6.5000%  | 0.0000% | $3799267.00        | $3932820.91        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1072 C     | 2055-04-20      | 6.0000%  | 0.0000% | $4448597.00        | $4543997.92        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1863 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1338428.00        | $1395218.11        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2022 C     | 2055-04-20      | 6.0000%  | 0.0000% | $5827470.00        | $5949706.62        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1865 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1630320.00        | $1587548.21        | Agency Mortgage-Backed Securities         |
| GNII SF DH6282 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1816275.00        | $1922830.06        | Agency Mortgage-Backed Securities         |
| GNII ET DH9311 C     | 2065-02-20      | 6.0000%  | 0.0000% | $2586973.00        | $2609849.27        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2116 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2515138.00        | $2618877.66        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2054 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1292732.00        | $1321118.24        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2420 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2119564.00        | $2211699.56        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1910 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1590732.00        | $1624147.80        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3436 | 2052-12-01      | 5.5000%  | 0.0000% | $1482112.00        | $1109753.07        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3126 | 2052-10-01      | 4.5000%  | 0.0000% | $23483769.00       | $17495165.69       | Agency Mortgage-Backed Securities         |
| GNRA 2023-166 FJ     | 2053-11-20      | 5.8283%  | 0.0000% | $50000000.00       | $23261894.30       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GA     | 2048-05-20      | 5.5000%  | 0.0000% | $18825000.00       | $9953094.13        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLCA2806 | 2048-12-01      | 4.5000%  | 0.0000% | $68968700.00       | $17462689.20       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS8582 | 2040-01-01      | 7.0000%  | 0.0000% | $5754504.00        | $5256658.71        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6758 | 2054-05-01      | 5.5000%  | 0.0000% | $5390319.00        | $4961022.21        | Agency Mortgage-Backed Securities         |
| GNRM 2024-076 KB     | 2054-05-20      | 6.0000%  | 0.0000% | $50000000.00       | $51102016.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-103 HE     | 2051-06-20      | 2.0000%  | 0.0000% | $4300000.00        | $2231368.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FA     | 2052-01-20      | 2.5000%  | 0.0000% | $13342000.00       | $8345265.12        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 AL     | 2054-05-20      | 5.5000%  | 0.0000% | $50000000.00       | $49925527.75       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-041 BL     | 2054-03-20      | 5.5000%  | 0.0000% | $60000000.00       | $59773953.30       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 ML     | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $22838969.43       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-164 DF     | 2053-11-20      | 5.6783%  | 0.0000% | $50000000.00       | $28907039.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FH     | 2054-11-20      | 6.0000%  | 0.0000% | $29547511.00       | $28774031.56       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-097 D      | 2050-12-20      | 4.5000%  | 0.0000% | $42704752.00       | $36535390.79       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-154 DW     | 2054-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $46981138.90       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQJ8615 | 2054-10-01      | 6.0000%  | 0.0000% | $6208325.00        | $6275665.67        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7501 | 2054-03-01      | 5.5000%  | 0.0000% | $191549.00         | $165882.83         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3391 | 2049-04-01      | 4.5000%  | 0.0000% | $55026792.00       | $11008867.56       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB8115 | 2054-03-01      | 4.5000%  | 0.0000% | $2343400.00        | $2106607.38        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3838 | 2049-05-01      | 4.0000%  | 0.0000% | $17810062.00       | $12878525.70       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0119 | 2049-08-01      | 3.5000%  | 0.0000% | $1946854.00        | $1730141.34        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFS8579 | 2042-08-01      | 2.0000%  | 0.0000% | $15264261.00       | $11939298.91       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS8954 | 2047-03-01      | 4.0000%  | 0.0000% | $29500000.00       | $6719205.40        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2419 | 2050-02-01      | 3.0000%  | 0.0000% | $1507366.00        | $739242.55         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 I4BF0262 | 2058-05-01      | 3.0000%  | 0.0000% | $46088978.00       | $13895694.49       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5066 | 2053-06-01      | 6.0000%  | 0.0000% | $29946920.00       | $24023207.27       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5813 | 2053-05-01      | 6.0000%  | 0.0000% | $17205056.00       | $11895477.97       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA7068 | 2052-03-01      | 2.5000%  | 0.0000% | $12384910.00       | $8066945.77        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2525 | 2052-08-01      | 4.5000%  | 0.0000% | $16281048.00       | $12198359.77       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS6228 | 2045-11-01      | 4.0000%  | 0.0000% | $43220800.00       | $11291530.84       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  | 0.0000% | $14371540.00       | $13830239.75       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2937 | 2043-04-01      | 4.0000%  | 0.0000% | $16652120.00       | $11777833.93       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA9517 | 2046-10-01      | 3.5000%  | 0.0000% | $35589184.00       | $7225326.29        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8418 | 2053-01-01      | 6.0000%  | 0.0000% | $10988927.00       | $8588172.14        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2270 | 2046-12-01      | 3.0000%  | 0.0000% | $13632843.00       | $3614714.71        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2737 | 2042-02-01      | 4.0000%  | 0.0000% | $14384641.00       | $2137016.71        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM2703 | 2047-02-01      | 4.0000%  | 0.0000% | $13863610.00       | $4931721.04        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS3430 | 2041-11-01      | 4.0000%  | 0.0000% | $6480184.00        | $866467.01         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM8008 | 2048-09-01      | 4.5000%  | 0.0000% | $9519035.00        | $2142903.19        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A35575 G | 2035-06-01      | 6.0000%  | 0.0000% | $48883276.00       | $935072.07         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM7955 | 2048-09-01      | 4.0000%  | 0.0000% | $15239637.00       | $2873348.86        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM4274 | 2047-09-01      | 4.0000%  | 0.0000% | $19632580.00       | $6589296.33        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN4963 | 2049-04-01      | 4.5000%  | 0.0000% | $4452710.00        | $1656565.46        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM4040 | 2047-08-01      | 4.0000%  | 0.0000% | $14780981.00       | $4329023.63        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM4546 | 2047-10-01      | 4.0000%  | 0.0000% | $18372256.00       | $6412327.41        | Agency Mortgage-Backed Securities         |
| GNII SF MA2760 M     | 2038-11-20      | 6.5000%  | 0.0000% | $2000000.00        | $233660.67         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0140 | 2053-12-01      | 6.5000%  | 0.0000% | $1244873.00        | $906042.63         | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $284005000.00      | $28008716.18       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0023 | 2055-05-01      | 6.0000%  | 0.0000% | $2000000.00        | $2028572.67        | Agency Mortgage-Backed Securities         |
| GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $198516036.00      | $156390120.82      | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M     | 2052-06-20      | 4.5000%  | 0.0000% | $323135976.00      | $245295351.59      | Agency Mortgage-Backed Securities         |
| GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $33273872.00       | $25674184.86       | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $30290000.00       | $18882490.27       | Agency Mortgage-Backed Securities         |
| GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $2404000.00        | $1847633.55        | Agency Mortgage-Backed Securities         |
| GNII SF MA6599 M     | 2050-04-20      | 3.0000%  | 0.0000% | $37553258.00       | $8182673.21        | Agency Mortgage-Backed Securities         |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $439993689.00      | $215203200.61      | Agency Mortgage-Backed Securities         |
| GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $35940308.00       | $22327108.14       | Agency Mortgage-Backed Securities         |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $50000000.00       | $34986579.27       | Agency Mortgage-Backed Securities         |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $6545000.00        | $5010515.42        | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $25000000.00       | $14941198.55       | Agency Mortgage-Backed Securities         |
| GNII SF MA7942 M     | 2052-03-20      | 5.5000%  | 0.0000% | $905000.00         | $429417.28         | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $266757000.00      | $25353963.19       | Agency Mortgage-Backed Securities         |
| GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | 0.0000% | $1083154.00        | $681574.44         | Agency Mortgage-Backed Securities         |
| GNII SF MA4510 M     | 2047-03-20      | 3.5000%  | 0.0000% | $350002000.00      | $41625203.90       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3446 | 2054-11-01      | 6.0000%  | 0.0000% | $4227956.00        | $4057147.14        | Agency Mortgage-Backed Securities         |
| GNII SF MA9847 M     | 2054-08-20      | 3.5000%  | 0.0000% | $34514000.00       | $28061119.67       | Agency Mortgage-Backed Securities         |
| GNII SF MA8153 M     | 2052-07-20      | 5.5000%  | 0.0000% | $4430736.00        | $2854901.26        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3726 | 2055-03-01      | 6.0000%  | 0.0000% | $13179840.00       | $13361636.81       | Agency Mortgage-Backed Securities         |
| GNII SF MA8150 M     | 2052-07-20      | 4.0000%  | 0.0000% | $30677822.00       | $23120132.23       | Agency Mortgage-Backed Securities         |
| GNII SF MA8103 M     | 2052-06-20      | 5.5000%  | 0.0000% | $1426684.00        | $937659.33         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2464 | 2054-09-01      | 6.5000%  | 0.0000% | $36551000.00       | $36532033.17       | Agency Mortgage-Backed Securities         |
| GNII SF MA5598 M     | 2048-09-20      | 5.5000%  | 0.0000% | $12108057.00       | $1149799.24        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2479 | 2054-09-01      | 7.0000%  | 0.0000% | $28516000.00       | $26822131.66       | Agency Mortgage-Backed Securities         |
| GNII SF MA5266 M     | 2048-06-20      | 5.0000%  | 0.0000% | $33000000.00       | $2575021.52        | Agency Mortgage-Backed Securities         |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $97213179.00       | $58305561.16       | Agency Mortgage-Backed Securities         |
| GNII SF MA5531 M     | 2048-10-20      | 5.5000%  | 0.0000% | $10187824.00       | $868910.14         | Agency Mortgage-Backed Securities         |
| GNII SF MA6866 M     | 2050-07-20      | 3.0000%  | 0.0000% | $119874512.00      | $38042472.73       | Agency Mortgage-Backed Securities         |
| GNII SF MA4837 M     | 2047-11-20      | 3.5000%  | 0.0000% | $222988000.00      | $28216927.86       | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $106527653.00      | $72493989.92       | Agency Mortgage-Backed Securities         |
| GNII SF MA5332 M     | 2048-07-20      | 5.0000%  | 0.0000% | $40000000.00       | $2877186.06        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1350 | 2054-04-01      | 6.0000%  | 0.0000% | $8544594.00        | $7715226.17        | Agency Mortgage-Backed Securities         |
| GNII SF DF5617 C     | 2054-12-20      | 6.0000%  | 0.0000% | $1673022.00        | $1715859.26        | Agency Mortgage-Backed Securities         |
| GNII SF DE2396 C     | 2054-12-20      | 6.0000%  | 0.0000% | $5448306.00        | $5592756.77        | Agency Mortgage-Backed Securities         |
| GNII SF DF4578 C     | 2055-01-20      | 5.5000%  | 0.0000% | $2512820.00        | $2498935.20        | Agency Mortgage-Backed Securities         |
| GNII SF DF6468 C     | 2054-11-20      | 6.0000%  | 0.0000% | $1711688.00        | $1739306.15        | Agency Mortgage-Backed Securities         |
| GNII ET DF4393 C     | 2064-11-20      | 6.5000%  | 0.0000% | $2732363.00        | $2772194.86        | Agency Mortgage-Backed Securities         |
| GNII ET DF6298 C     | 2064-11-20      | 6.5000%  | 0.0000% | $1599481.00        | $1126231.91        | Agency Mortgage-Backed Securities         |
| GNII SF DF5257 C     | 2054-11-20      | 6.0000%  | 0.0000% | $2376560.00        | $2435785.77        | Agency Mortgage-Backed Securities         |
| GNII SF DF3992 C     | 2054-09-20      | 6.0000%  | 0.0000% | $1166397.00        | $948865.92         | Agency Mortgage-Backed Securities         |
| GNII SF DF6497 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1530233.00        | $1620192.71        | Agency Mortgage-Backed Securities         |
| GNII SF DF5616 C     | 2054-12-20      | 5.5000%  | 0.0000% | $1847167.00        | $1850882.90        | Agency Mortgage-Backed Securities         |
| GNII SF DF3959 C     | 2054-09-20      | 6.0000%  | 0.0000% | $4443374.00        | $4498281.90        | Agency Mortgage-Backed Securities         |
| GNII ET DF5605 C     | 2064-11-20      | 6.0000%  | 0.0000% | $3324486.00        | $3344690.43        | Agency Mortgage-Backed Securities         |
| GNII SF DF6499 C     | 2055-02-20      | 6.5000%  | 0.0000% | $2282081.00        | $2397293.09        | Agency Mortgage-Backed Securities         |
| GNII SF DF7250 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1638032.00        | $1690648.77        | Agency Mortgage-Backed Securities         |
| GNII SF DD2582 C     | 2054-08-20      | 6.0000%  | 0.0000% | $3799294.00        | $3511476.13        | Agency Mortgage-Backed Securities         |
| GNII ET DF4413 C     | 2064-11-20      | 6.5000%  | 0.0000% | $1805573.00        | $1854689.63        | Agency Mortgage-Backed Securities         |
| GNII ET DE6030 C     | 2064-09-20      | 6.5000%  | 0.0000% | $963078.00         | $983683.84         | Agency Mortgage-Backed Securities         |
| GNII ET DF7159 C     | 2064-12-20      | 6.5000%  | 0.0000% | $2959732.00        | $2752905.19        | Agency Mortgage-Backed Securities         |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $50000000.00       | $31600648.28       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1371 | 2054-02-01      | 6.5000%  | 0.0000% | $50036.00          | $35782.57          | Agency Mortgage-Backed Securities         |
| GNII SF MA8643 M     | 2053-02-20      | 3.0000%  | 0.0000% | $13841664.00       | $9684667.10        | Agency Mortgage-Backed Securities         |
| GNII JM MA6645 M     | 2050-05-20      | 2.5000%  | 0.0000% | $8341488.00        | $1621431.91        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9476 C     | 2055-05-20      | 7.0000%  | 0.0000% | $13898453.00       | $14867409.91       | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $50000000.00       | $49404905.10       | Agency Mortgage-Backed Securities         |
| GNII SF DJ4665 C     | 2055-04-20      | 6.0000%  | 0.0000% | $6886483.00        | $7055036.81        | Agency Mortgage-Backed Securities         |
| GNII ET DJ5759 C     | 2065-05-20      | 6.5000%  | 0.0000% | $4222431.00        | $4325108.32        | Agency Mortgage-Backed Securities         |
| GNII SF DJ7518 C     | 2055-05-20      | 6.0000%  | 0.0000% | $4586497.00        | $4687208.83        | Agency Mortgage-Backed Securities         |
| GNII SF DJ7522 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1437874.00        | $1480037.26        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9473 C     | 2055-04-20      | 7.0000%  | 0.0000% | $826907.00         | $879503.98         | Agency Mortgage-Backed Securities         |
| GNII SF DJ6656 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1658832.00        | $1753929.51        | Agency Mortgage-Backed Securities         |
| GNII SF DI1937 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2612895.00        | $2775098.01        | Agency Mortgage-Backed Securities         |
| GNII ET DI0511 C     | 2064-12-20      | 6.0000%  | 0.0000% | $1899803.00        | $1915672.00        | Agency Mortgage-Backed Securities         |
| GNII SF DJ3881 C     | 2055-05-20      | 6.0000%  | 0.0000% | $3819495.00        | $3915323.58        | Agency Mortgage-Backed Securities         |
| GNII SF DI2673 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1320358.00        | $1361506.08        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9471 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1525770.00        | $1628412.96        | Agency Mortgage-Backed Securities         |
| GNII SF DI1035 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1520337.00        | $1628082.05        | Agency Mortgage-Backed Securities         |
| GNII ET DK3341 C     | 2065-05-20      | 6.5000%  | 0.0000% | $6317923.00        | $6471556.63        | Agency Mortgage-Backed Securities         |
| GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $100000.00         | $102875.31         | Agency Mortgage-Backed Securities         |
| GNII SF DJ2418 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3528010.00        | $3694349.01        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2761 C     | 2055-04-20      | 6.0000%  | 0.0000% | $3992147.00        | $4075804.09        | Agency Mortgage-Backed Securities         |
| GNII SF DK3997 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1184000.00        | $1175717.39        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9475 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2296189.00        | $2431018.67        | Agency Mortgage-Backed Securities         |
| GNII SF DJ5617 C     | 2055-04-20      | 6.0000%  | 0.0000% | $25833087.00       | $26369432.37       | Agency Mortgage-Backed Securities         |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $500788.00         | $492945.59         | Agency Mortgage-Backed Securities         |
| GNII SF DJ2092 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1391793.00        | $1454902.89        | Agency Mortgage-Backed Securities         |
| GNII ET DJ2151 C     | 2065-05-20      | 6.5000%  | 0.0000% | $11373725.00       | $11650289.76       | Agency Mortgage-Backed Securities         |
| GNII SF DJ7519 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1653321.00        | $1695714.35        | Agency Mortgage-Backed Securities         |
| GNII SF DJ5902 C     | 2055-04-20      | 6.0000%  | 0.0000% | $6514556.00        | $6650601.46        | Agency Mortgage-Backed Securities         |
| GNII SF DJ6655 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1026381.00        | $1085214.37        | Agency Mortgage-Backed Securities         |
| GNII SF DJ5906 C     | 2055-04-20      | 6.5000%  | 0.0000% | $3411060.00        | $3525160.33        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2096 C     | 2055-04-20      | 6.5000%  | 0.0000% | $3413484.00        | $3544248.26        | Agency Mortgage-Backed Securities         |
| GNII SF DJ4642 C     | 2055-04-20      | 6.0000%  | 0.0000% | $6296095.00        | $6451351.57        | Agency Mortgage-Backed Securities         |
| GNII SF DJ4643 C     | 2055-04-20      | 6.0000%  | 0.0000% | $5153425.00        | $5284501.02        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2417 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1178959.00        | $1239242.84        | Agency Mortgage-Backed Securities         |
| GNRM 2024-171 MW     | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $22853369.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-177 DL     | 2054-09-20      | 5.2500%  | 0.0000% | $25000000.00       | $23740479.15       | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLRJ3628 | 2055-03-01      | 7.0000%  | 0.0000% | $32834000.00       | $33454953.96       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1729 | 2054-06-01      | 6.5000%  | 0.0000% | $747480.00         | $590985.12         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0643 | 2055-04-01      | 6.0000%  | 0.0000% | $3097129.00        | $3154141.75        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0323 | 2053-07-01      | 5.0000%  | 0.0000% | $2101813.00        | $1996777.04        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2650 | 2054-10-01      | 6.0000%  | 0.0000% | $32263000.00       | $31390931.14       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1761 | 2054-06-01      | 5.0000%  | 0.0000% | $14180787.00       | $12680049.84       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1358 | 2054-04-01      | 6.5000%  | 0.0000% | $200000.00         | $188863.45         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3596 | 2054-11-01      | 6.0000%  | 0.0000% | $544164.00         | $507273.47         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2654 | 2054-10-01      | 6.0000%  | 0.0000% | $26108085.00       | $25505020.40       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0672 | 2055-03-01      | 6.0000%  | 0.0000% | $8354596.00        | $8338569.43        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0666 | 2055-03-01      | 6.0000%  | 0.0000% | $32057488.00       | $32404953.82       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2702 | 2054-08-01      | 6.0000%  | 0.0000% | $965208.00         | $906820.02         | Agency Mortgage-Backed Securities         |
| GNII SF DD3841 C     | 2054-09-20      | 6.0000%  | 0.0000% | $1072923.00        | $1095405.04        | Agency Mortgage-Backed Securities         |
| GNII SF DD0092 C     | 2054-08-20      | 7.5000%  | 0.0000% | $3947521.00        | $4191414.12        | Agency Mortgage-Backed Securities         |
| GNII SF DD6521 C     | 2050-10-20      | 6.0000%  | 0.0000% | $1394992.00        | $1412398.84        | Agency Mortgage-Backed Securities         |
| GNII SF DD0051 C     | 2054-09-20      | 6.0000%  | 0.0000% | $2307711.00        | $2351172.30        | Agency Mortgage-Backed Securities         |
| GNII SF DF1559 C     | 2054-11-20      | 6.0000%  | 0.0000% | $6113854.00        | $6209670.84        | Agency Mortgage-Backed Securities         |
| GNII ET DE1929 C     | 2064-09-20      | 6.5000%  | 0.0000% | $3014681.00        | $2758462.85        | Agency Mortgage-Backed Securities         |
| GNII SF DE5816 C     | 2054-12-20      | 7.0000%  | 0.0000% | $3747304.00        | $3955189.56        | Agency Mortgage-Backed Securities         |
| GNII SF DF5258 C     | 2054-11-20      | 6.0000%  | 0.0000% | $3488522.00        | $3567942.00        | Agency Mortgage-Backed Securities         |
| GNII SF DD8196 C     | 2054-08-20      | 6.0000%  | 0.0000% | $1049913.00        | $1064141.51        | Agency Mortgage-Backed Securities         |
| GNII SF DF0570 C     | 2054-10-20      | 6.0000%  | 0.0000% | $2258285.00        | $2294848.09        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB7151 | 2053-09-01      | 7.0000%  | 0.0000% | $8412034.00        | $6017360.88        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0236 | 2055-04-01      | 5.0000%  | 0.0000% | $55352128.00       | $53110359.29       | Agency Mortgage-Backed Securities         |
| GNRM 2024-159 GL     | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $22991994.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-051 KB     | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $49640227.80       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  | 0.0000% | $28003519.00       | $17637354.91       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1766 | 2055-02-01      | 5.5000%  | 0.0000% | $5314031.00        | $5318609.34        | Agency Mortgage-Backed Securities         |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $25000000.00       | $13298693.80       | Agency Mortgage-Backed Securities         |
| GNII SF MA6709 M     | 2050-06-20      | 2.5000%  | 0.0000% | $3000000.00        | $888504.23         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3323 | 2042-07-01      | 3.5000%  | 0.0000% | $11790883.00       | $1266822.76        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4951 | 2047-07-01      | 4.0000%  | 0.0000% | $131856994.00      | $35577130.48       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN6284 | 2049-05-01      | 4.5000%  | 0.0000% | $8047707.00        | $2701527.79        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM3184 | 2047-05-01      | 4.0000%  | 0.0000% | $10382819.00       | $1959876.29        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD2384 | 2053-02-01      | 6.5000%  | 0.0000% | $47277071.00       | $34419337.20       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTSC0050 | 2040-02-01      | 3.0000%  | 0.0000% | $80966584.00       | $28736944.27       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5304 | 2054-04-01      | 6.5000%  | 0.0000% | $6424332.00        | $5837257.64        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM2892 | 2047-03-01      | 4.0000%  | 0.0000% | $18798142.00       | $5165165.71        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $4614228.00        | $4131315.11        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2485 | 2047-01-01      | 4.5000%  | 0.0000% | $3351479.00        | $855084.84         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0634 | 2042-08-01      | 2.0000%  | 0.0000% | $6314214.00        | $5210184.57        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G07314 G | 2043-01-01      | 4.0000%  | 0.0000% | $58900000.00       | $7058954.53        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM4492 | 2047-10-01      | 4.5000%  | 0.0000% | $10722532.00       | $3443115.67        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2282 | 2052-01-01      | 3.5000%  | 0.0000% | $4982000.00        | $3452678.00        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1857 | 2049-03-01      | 4.5000%  | 0.0000% | $11000000.00       | $3031500.70        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM4759 | 2047-11-01      | 4.0000%  | 0.0000% | $7111405.00        | $2057484.38        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3128 | 2053-06-01      | 5.0000%  | 0.0000% | $483905.00         | $425364.82         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7564 | 2053-06-01      | 5.0000%  | 0.0000% | $32530645.00       | $27007270.36       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $40909564.00       | $33150306.72       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2967 | 2053-03-01      | 4.5000%  | 0.0000% | $13483390.00       | $10779167.72       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  | 0.0000% | $5053336.00        | $4619984.73        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1494 | 2052-08-01      | 5.0000%  | 0.0000% | $35790502.00       | $28868891.21       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5110 | 2054-03-01      | 5.5000%  | 0.0000% | $13763482.00       | $12081880.42       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $14095000.00       | $12874379.23       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4658 | 2046-04-01      | 3.0000%  | 0.0000% | $7021000.00        | $916863.53         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2255 | 2053-01-01      | 6.0000%  | 0.0000% | $491447.00         | $354805.27         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3127 | 2053-06-01      | 6.5000%  | 0.0000% | $5104705.00        | $3574421.89        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5959 | 2054-07-01      | 6.5000%  | 0.0000% | $23715807.00       | $21446358.52       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $6350000.00        | $5020726.77        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $1903374.00        | $1668363.78        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4881 | 2047-03-01      | 4.0000%  | 0.0000% | $50000000.00       | $11740302.72       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0384 | 2042-04-01      | 2.0000%  | 0.0000% | $38080033.00       | $27049988.08       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | 0.0000% | $33148526.00       | $28893697.00       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7543 | 2051-08-01      | 2.5000%  | 0.0000% | $5548815.00        | $3317454.59        | Agency Mortgage-Backed Securities         |
| GNII ET DG4211 C     | 2065-02-20      | 6.5000%  | 0.0000% | $2574800.00        | $2204355.58        | Agency Mortgage-Backed Securities         |
| GNII SF CI6775 C     | 2051-10-20      | 3.5000%  | 0.0000% | $1078387.00        | $693762.54         | Agency Mortgage-Backed Securities         |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $27622280.00       | $15934572.06       | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $42253697.00       | $11643832.11       | Agency Mortgage-Backed Securities         |
| GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | 0.0000% | $160514000.00      | $18832788.88       | Agency Mortgage-Backed Securities         |
| GNII SF MA4586 M     | 2047-07-20      | 3.5000%  | 0.0000% | $300000000.00      | $37016043.28       | Agency Mortgage-Backed Securities         |
| GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $30724278.00       | $24317120.30       | Agency Mortgage-Backed Securities         |
| GNII SF MA9424 M     | 2053-12-20      | 6.0000%  | 0.0000% | $250000000.00      | $171166187.17      | Agency Mortgage-Backed Securities         |
| GNII SF CE9945 C     | 2051-09-20      | 3.0000%  | 0.0000% | $1591053.00        | $1264042.62        | Agency Mortgage-Backed Securities         |
| GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $24659000.00       | $22129659.42       | Agency Mortgage-Backed Securities         |
| GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | 0.0000% | $377751025.00      | $216622239.79      | Agency Mortgage-Backed Securities         |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $30000000.00       | $25903938.51       | Agency Mortgage-Backed Securities         |
| GNII SF MA9669 M     | 2054-05-20      | 6.0000%  | 0.0000% | $11425000.00       | $10015733.94       | Agency Mortgage-Backed Securities         |
| GNII SF MA8432 M     | 2052-11-20      | 7.0000%  | 0.0000% | $183000.00         | $80450.67          | Agency Mortgage-Backed Securities         |
| GNII SF CI6773 C     | 2051-10-20      | 3.0000%  | 0.0000% | $1791629.00        | $1146834.86        | Agency Mortgage-Backed Securities         |
| GNII SF BC6975 C     | 2047-09-20      | 3.5000%  | 0.0000% | $5739458.00        | $1792125.54        | Agency Mortgage-Backed Securities         |
| GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $8375711.00        | $7770549.87        | Agency Mortgage-Backed Securities         |
| GNII SF BR4775 C     | 2050-03-20      | 3.0000%  | 0.0000% | $3597129.00        | $1981551.96        | Agency Mortgage-Backed Securities         |
| GNII SF BQ2482 C     | 2049-11-20      | 3.0000%  | 0.0000% | $6606850.00        | $1484406.89        | Agency Mortgage-Backed Securities         |
| GNII SF DF7555 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1626212.00        | $1700159.90        | Agency Mortgage-Backed Securities         |
| GNII SF DF7502 C     | 2054-11-20      | 5.5000%  | 0.0000% | $3516993.00        | $3494555.02        | Agency Mortgage-Backed Securities         |
| GNII ET DG4224 C     | 2065-02-20      | 6.5000%  | 0.0000% | $4469105.00        | $4572456.17        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $9722810.00        | $8812955.89        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $185251.00         | $131416.79         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | 0.0000% | $2362337.00        | $1965496.13        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3852 | 2053-09-01      | 6.0000%  | 0.0000% | $486498.00         | $406535.27         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $2409256.00        | $2426149.64        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  | 0.0000% | $2454075.00        | $1909690.58        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q12395 G | 2042-11-01      | 3.5000%  | 0.0000% | $15896276.00       | $3065894.53        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC V84789 G | 2048-10-01      | 4.5000%  | 0.0000% | $151813747.00      | $33980359.15       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  | 0.0000% | $3521000.00        | $2067561.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $33895156.00       | $29128150.07       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6033 | 2054-08-01      | 6.5000%  | 0.0000% | $27872000.00       | $23523250.85       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $1036684.00        | $1014286.44        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q17019 G | 2043-04-01      | 4.0000%  | 0.0000% | $2564950.00        | $294879.19         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $214972609.00      | $176430519.74      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $185494786.00      | $158204000.04      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $1817190.00        | $1489569.49        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6397 | 2054-10-01      | 6.0000%  | 0.0000% | $37025778.00       | $35099520.91       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3638 | 2053-08-01      | 6.0000%  | 0.0000% | $8144834.00        | $7053087.15        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC V84881 G | 2048-11-01      | 4.5000%  | 0.0000% | $87500000.00       | $19628554.91       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB2781 | 2050-09-01      | 2.5000%  | 0.0000% | $475000.00         | $250068.71         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC9239 | 2051-10-01      | 3.0000%  | 0.0000% | $10009103.00       | $7559076.58        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q47957 G | 2047-05-01      | 4.0000%  | 0.0000% | $14489356.00       | $3977789.70        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $1900000.00        | $1743171.56        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4321 | 2053-11-01      | 6.5000%  | 0.0000% | $40000.00          | $33360.15          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q29519 G | 2044-11-01      | 3.5000%  | 0.0000% | $20215285.00       | $3381236.10        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6336 | 2054-09-01      | 6.0000%  | 0.0000% | $9714033.00        | $9391040.29        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $606435.00         | $604716.26         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4473 | 2053-12-01      | 6.5000%  | 0.0000% | $402443.00         | $344162.19         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q29159 G | 2044-10-01      | 4.0000%  | 0.0000% | $1058801.00        | $82936.48          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $30003786.00       | $28128111.71       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3509 | 2052-11-01      | 5.5000%  | 0.0000% | $2176270.00        | $2070420.76        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3908 | 2052-11-01      | 5.0000%  | 0.0000% | $22212576.00       | $17240905.21       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7406 | 2052-08-01      | 4.5000%  | 0.0000% | $40431989.00       | $32185686.72       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8583 | 2052-08-01      | 5.0000%  | 0.0000% | $8720442.00        | $6898900.12        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE7910 | 2052-08-01      | 4.0000%  | 0.0000% | $23300000.00       | $17281747.03       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3574 | 2052-11-01      | 5.5000%  | 0.0000% | $28000000.00       | $23024592.26       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0234 | 2052-09-01      | 4.5000%  | 0.0000% | $1972457.00        | $1670934.09        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF1027 | 2052-10-01      | 5.0000%  | 0.0000% | $1319420.00        | $1228901.72        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3680 | 2052-11-01      | 5.5000%  | 0.0000% | $3202879.00        | $2875324.47        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8118 | 2052-08-01      | 5.0000%  | 0.0000% | $7961312.00        | $6589867.05        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE1361 | 2052-04-01      | 3.0000%  | 0.0000% | $17500000.00       | $11811352.95       | Agency Mortgage-Backed Securities         |
| GNRM 2024-084 BL     | 2054-05-20      | 5.7500%  | 0.0000% | $82000000.00       | $82771205.49       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQE4436 | 2052-06-01      | 5.0000%  | 0.0000% | $5447200.00        | $4602074.33        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4430 | 2052-06-01      | 5.0000%  | 0.0000% | $1562600.00        | $1210601.30        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0397 | 2052-04-01      | 3.0000%  | 0.0000% | $44131456.00       | $29756346.05       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE4370 | 2052-06-01      | 3.5000%  | 0.0000% | $6569552.00        | $4548074.86        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6357 | 2052-07-01      | 4.5000%  | 0.0000% | $9971155.00        | $8014020.75        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0637 | 2052-04-01      | 3.0000%  | 0.0000% | $13898982.00       | $9348851.20        | Agency Mortgage-Backed Securities         |
| GNII SF DJ5200 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1672246.00        | $1721281.83        | Agency Mortgage-Backed Securities         |
| GNII ET DK0492 C     | 2065-05-20      | 6.0000%  | 0.0000% | $4844334.00        | $4891243.30        | Agency Mortgage-Backed Securities         |
| GNII SF DI1935 C     | 2055-05-20      | 7.0000%  | 0.0000% | $3108514.00        | $3290091.28        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9472 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1098716.00        | $1169944.54        | Agency Mortgage-Backed Securities         |
| GNII SF DJ4644 C     | 2055-04-20      | 6.5000%  | 0.0000% | $9927481.00        | $10264959.92       | Agency Mortgage-Backed Securities         |
| GNII SF DJ4664 C     | 2055-04-20      | 6.0000%  | 0.0000% | $17274393.00       | $17629019.30       | Agency Mortgage-Backed Securities         |
| GNII SF DJ7513 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1889645.00        | $1949401.87        | Agency Mortgage-Backed Securities         |
| GNII SF DI1969 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1214102.00        | $1272833.10        | Agency Mortgage-Backed Securities         |
| GNII SF DJ7521 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2182825.00        | $2241812.21        | Agency Mortgage-Backed Securities         |
| GNII SF DI3567 C     | 2055-05-20      | 6.0000%  | 0.0000% | $13744749.00       | $14046560.78       | Agency Mortgage-Backed Securities         |
| GNII SF DK4002 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1396027.00        | $1428395.75        | Agency Mortgage-Backed Securities         |
| GNII SF DI1936 C     | 2055-05-20      | 7.0000%  | 0.0000% | $3017228.00        | $3199003.58        | Agency Mortgage-Backed Securities         |
| GNII SF DI0058 C     | 2055-04-20      | 6.0000%  | 0.0000% | $10100190.00       | $10312715.22       | Agency Mortgage-Backed Securities         |
| GNII SF DJ4663 C     | 2055-04-20      | 6.0000%  | 0.0000% | $29105400.00       | $29714047.69       | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $500000.00         | $493362.17         | Agency Mortgage-Backed Securities         |
| GNII SF DI3552 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1497788.00        | $1538396.53        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9297 | 2052-09-01      | 5.0000%  | 0.0000% | $2874000.00        | $2555732.45        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0511 | 2052-09-01      | 5.0000%  | 0.0000% | $1445275.00        | $1124250.80        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF4913 | 2052-12-01      | 6.5000%  | 0.0000% | $73000.00          | $34071.72          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF6276 | 2053-01-01      | 4.5000%  | 0.0000% | $1895481.00        | $1729294.92        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7074 | 2053-02-01      | 5.0000%  | 0.0000% | $15163726.00       | $11407211.14       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG4166 | 2053-06-01      | 5.5000%  | 0.0000% | $28844081.00       | $22316575.32       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8786 | 2052-09-01      | 4.5000%  | 0.0000% | $15154900.00       | $13285090.80       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF6789 | 2053-02-01      | 5.0000%  | 0.0000% | $8019147.00        | $6887896.55        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8973 | 2053-03-01      | 5.5000%  | 0.0000% | $1845274.00        | $1071616.10        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7275 | 2053-02-01      | 5.5000%  | 0.0000% | $5043077.00        | $4174264.59        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3381 | 2052-11-01      | 5.5000%  | 0.0000% | $1177072.00        | $752947.36         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG3543 | 2053-05-01      | 5.0000%  | 0.0000% | $3798629.00        | $3355194.03        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH0106 | 2053-08-01      | 5.5000%  | 0.0000% | $500000.00         | $433591.20         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0156 | 2054-07-01      | 6.5000%  | 0.0000% | $272000.00         | $267437.41         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF9767 | 2053-04-01      | 6.0000%  | 0.0000% | $5066332.00        | $3304421.94        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5186 | 2053-11-01      | 6.5000%  | 0.0000% | $14111278.00       | $10410327.79       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7832 | 2053-02-01      | 5.0000%  | 0.0000% | $27658347.00       | $22466447.12       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0305 | 2053-09-01      | 6.5000%  | 0.0000% | $24914335.00       | $22011761.99       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG0124 | 2053-04-01      | 5.0000%  | 0.0000% | $2874010.00        | $2454461.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7084 | 2053-02-01      | 5.5000%  | 0.0000% | $36598327.00       | $30447643.80       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE7521 | 2052-08-01      | 5.0000%  | 0.0000% | $4216279.00        | $2885016.55        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0325 | 2053-09-01      | 6.5000%  | 0.0000% | $3052223.00        | $2735362.94        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF3374 | 2052-11-01      | 4.5000%  | 0.0000% | $20700000.00       | $16533078.26       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH1518 | 2053-09-01      | 6.5000%  | 0.0000% | $9537940.00        | $8920545.77        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF4620 | 2052-12-01      | 5.0000%  | 0.0000% | $24427369.00       | $20992115.36       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF5671 | 2052-12-01      | 4.5000%  | 0.0000% | $3000000.00        | $2347860.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6376 | 2053-01-01      | 6.0000%  | 0.0000% | $10926561.00       | $10070236.78       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG4368 | 2053-06-01      | 5.0000%  | 0.0000% | $7602000.00        | $6315255.87        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF9868 | 2053-04-01      | 5.0000%  | 0.0000% | $2853647.00        | $2454302.66        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG6969 | 2053-07-01      | 6.5000%  | 0.0000% | $1535328.00        | $1139714.01        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH7547 | 2053-12-01      | 6.5000%  | 0.0000% | $17435252.00       | $11542505.79       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7071 | 2053-07-01      | 5.5000%  | 0.0000% | $40900000.00       | $35294319.27       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG4279 | 2053-06-01      | 6.0000%  | 0.0000% | $21681902.00       | $17827921.73       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG9540 | 2053-08-01      | 5.0000%  | 0.0000% | $11025442.00       | $9233688.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG8211 | 2053-08-01      | 5.0000%  | 0.0000% | $3212698.00        | $2649170.53        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG9942 | 2053-09-01      | 5.5000%  | 0.0000% | $1380997.00        | $1267404.05        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7011 | 2053-01-01      | 5.0000%  | 0.0000% | $36648937.00       | $28003916.40       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH4728 | 2053-11-01      | 6.5000%  | 0.0000% | $1186122.00        | $938813.65         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0712 | 2053-09-01      | 6.5000%  | 0.0000% | $5292595.00        | $4992569.64        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH1513 | 2053-09-01      | 6.5000%  | 0.0000% | $7737476.00        | $6094197.77        | Agency Mortgage-Backed Securities         |
| GNII SF MA9360 M     | 2053-09-20      | 4.5000%  | 0.0000% | $2509799.00        | $2266454.40        | Agency Mortgage-Backed Securities         |
| GNII SF BL1076 C     | 2049-01-20      | 4.5000%  | 0.0000% | $55832630.00       | $9296030.32        | Agency Mortgage-Backed Securities         |
| GNII SF MA8492 M     | 2052-12-20      | 6.0000%  | 0.0000% | $2300341.00        | $1423788.66        | Agency Mortgage-Backed Securities         |
| GNII SF CT6550 C     | 2053-12-20      | 7.5000%  | 0.0000% | $11183662.00       | $10509432.90       | Agency Mortgage-Backed Securities         |
| GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $24056857.00       | $19133267.34       | Agency Mortgage-Backed Securities         |
| GNII SF CM4454 C     | 2052-04-20      | 2.5000%  | 0.0000% | $4747228.00        | $2007552.95        | Agency Mortgage-Backed Securities         |
| GNII SF CI6772 C     | 2051-10-20      | 3.0000%  | 0.0000% | $1646934.00        | $1207925.63        | Agency Mortgage-Backed Securities         |
| GNII SF CI6779 C     | 2040-06-20      | 5.0000%  | 0.0000% | $1065112.00        | $618454.80         | Agency Mortgage-Backed Securities         |
| GNII SF CL3166 C     | 2042-01-20      | 5.0000%  | 0.0000% | $1044633.00        | $650037.91         | Agency Mortgage-Backed Securities         |
| GNMI SF CJ2157 X     | 2052-03-15      | 3.0000%  | 0.0000% | $8056734.00        | $6317285.90        | Agency Mortgage-Backed Securities         |
| GNII SF MA9967 M     | 2054-10-20      | 6.5000%  | 0.0000% | $61886774.00       | $59394775.58       | Agency Mortgage-Backed Securities         |
| GNII SF CZ1678 C     | 2054-01-20      | 7.5000%  | 0.0000% | $5554707.00        | $5590520.45        | Agency Mortgage-Backed Securities         |
| GNII SF MA9965 M     | 2054-10-20      | 5.5000%  | 0.0000% | $3000000.00        | $2927940.80        | Agency Mortgage-Backed Securities         |
| GNII SF CT6549 C     | 2054-01-20      | 7.5000%  | 0.0000% | $23096824.00       | $21275852.72       | Agency Mortgage-Backed Securities         |
| GNII SF MA9542 M     | 2054-03-20      | 6.0000%  | 0.0000% | $25000000.00       | $18648275.35       | Agency Mortgage-Backed Securities         |
| GNII SF CV3416 C     | 2053-05-20      | 6.0000%  | 0.0000% | $3115417.00        | $2872263.24        | Agency Mortgage-Backed Securities         |
| GNII SF AE2162 C     | 2035-10-20      | 5.5000%  | 0.0000% | $3114397.00        | $333624.22         | Agency Mortgage-Backed Securities         |
| GNII SF MA9363 M     | 2053-11-20      | 6.0000%  | 0.0000% | $25000000.00       | $17252054.00       | Agency Mortgage-Backed Securities         |
| GNII SF CG6650 C     | 2051-10-20      | 3.0000%  | 0.0000% | $3191493.00        | $2111893.04        | Agency Mortgage-Backed Securities         |
| GNII SF CU2478 C     | 2054-01-20      | 7.5000%  | 0.0000% | $25335611.00       | $23494720.94       | Agency Mortgage-Backed Securities         |
| GNRM 2025-047 AM     | 2055-03-20      | 5.0000%  | 0.0000% | $18250000.00       | $16984248.95       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQX7016 | 2055-03-01      | 6.0000%  | 0.0000% | $4987177.00        | $4559601.89        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3149 | 2055-01-01      | 6.0000%  | 0.0000% | $761004.00         | $760627.63         | Agency Mortgage-Backed Securities         |
| GNII SF DI1938 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2519337.00        | $2680352.59        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX7976 | 2055-02-01      | 6.5000%  | 0.0000% | $2287746.00        | $2383057.31        | Agency Mortgage-Backed Securities         |
| GNII SF DI6212 C     | 2055-04-20      | 6.0000%  | 0.0000% | $10599510.00       | $10821767.59       | Agency Mortgage-Backed Securities         |
| GNII SF DI3681 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2418405.00        | $2477893.94        | Agency Mortgage-Backed Securities         |
| GNII SF DI5244 C     | 2055-04-20      | 6.0000%  | 0.0000% | $9863462.00        | $10070511.76       | Agency Mortgage-Backed Securities         |
| GNII SF DI3451 C     | 2055-04-20      | 6.0000%  | 0.0000% | $11185279.00       | $11419931.32       | Agency Mortgage-Backed Securities         |
| GNII SF DI6902 C     | 2055-03-20      | 5.5000%  | 0.0000% | $6794933.00        | $6781391.53        | Agency Mortgage-Backed Securities         |
| GNII SF DI7723 C     | 2055-03-20      | 5.5000%  | 0.0000% | $3071081.00        | $3066138.79        | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $171401565.00      | $168017998.85      | Agency Mortgage-Backed Securities         |
| GNII ET DI3387 C     | 2065-02-20      | 7.0000%  | 0.0000% | $2741517.00        | $2816722.03        | Agency Mortgage-Backed Securities         |
| GNII ET DI6898 C     | 2065-03-20      | 6.5000%  | 0.0000% | $4654894.00        | $4764420.39        | Agency Mortgage-Backed Securities         |
| GNII SF DI9402 C     | 2055-04-20      | 6.5000%  | 0.0000% | $9240224.00        | $9603893.78        | Agency Mortgage-Backed Securities         |
| GNII SF DI6211 C     | 2055-04-20      | 6.0000%  | 0.0000% | $13351852.00       | $13631661.10       | Agency Mortgage-Backed Securities         |
| GNII ET DI6886 C     | 2065-03-20      | 7.0000%  | 0.0000% | $7366326.00        | $7568526.22        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX4381 | 2055-01-01      | 5.0000%  | 0.0000% | $3009873.00        | $2909842.82        | Agency Mortgage-Backed Securities         |
| GNII SF DI3687 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1523472.00        | $1532876.70        | Agency Mortgage-Backed Securities         |
| GNII SF DI3683 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2007355.00        | $2059664.65        | Agency Mortgage-Backed Securities         |
| GNII SF DI5245 C     | 2055-04-20      | 6.0000%  | 0.0000% | $3955367.00        | $4038556.88        | Agency Mortgage-Backed Securities         |
| GNII SF DI3448 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1096029.00        | $1119055.43        | Agency Mortgage-Backed Securities         |
| GNII SF DI1970 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1391479.00        | $1447189.80        | Agency Mortgage-Backed Securities         |
| GNII SF DI3564 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2196678.00        | $2244902.40        | Agency Mortgage-Backed Securities         |
| GNII SF DI3562 C     | 2055-05-20      | 6.0000%  | 0.0000% | $3658174.00        | $3738483.11        | Agency Mortgage-Backed Securities         |
| GNII SF DI3555 C     | 2055-05-20      | 6.0000%  | 0.0000% | $3643908.00        | $3742702.85        | Agency Mortgage-Backed Securities         |
| GNII SF DI3559 C     | 2055-05-20      | 6.0000%  | 0.0000% | $3128363.00        | $3197056.64        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8028 | 2052-08-01      | 5.0000%  | 0.0000% | $28101402.00       | $21436505.04       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8030 | 2052-08-01      | 5.0000%  | 0.0000% | $23102332.00       | $17630300.33       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE3633 | 2052-06-01      | 5.0000%  | 0.0000% | $10190579.00       | $8376359.90        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2307 | 2052-05-01      | 3.5000%  | 0.0000% | $9000000.00        | $6572596.62        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD8207 | 2052-03-01      | 2.0000%  | 0.0000% | $499658.00         | $324070.61         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE7139 | 2052-08-01      | 5.0000%  | 0.0000% | $10271863.00       | $7589498.99        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7970 | 2052-08-01      | 4.5000%  | 0.0000% | $28338947.00       | $22334886.18       | Agency Mortgage-Backed Securities         |
| GNMI SF 692606 X     | 2039-06-15      | 4.5000%  | 0.0000% | $7480000.00        | $315221.16         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX4028 | 2055-01-01      | 5.5000%  | 0.0000% | $12182312.00       | $12055891.03       | Agency Mortgage-Backed Securities         |
| GNMI SP 782310 X     | 2038-04-15      | 5.0000%  | 0.0000% | $99035000.00       | $1724910.00        | Agency Mortgage-Backed Securities         |
| GNII SP 787130 X     | 2050-04-20      | 4.0000%  | 0.0000% | $33091000.00       | $26235133.64       | Agency Mortgage-Backed Securities         |

### Security 721: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJJ7, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP18PJJ7
- **C.18 - Value (incl. sponsor support):** $1826000000.00
- **C.18.a - Value (excl. sponsor support):** $1826000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2031-10-31      | 4.1250%  | 0.0000% | $3379000.00        | $3388173.21        | U.S. Treasuries (including strips) |
| United States Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $400.00            | $395.16            | U.S. Treasuries (including strips) |
| United States Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $2969800.00        | $3045525.44        | U.S. Treasuries (including strips) |
| United States Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $61153200.00       | $62657168.04       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $100000000.00      | $103478403.30      | U.S. Treasuries (including strips) |
| United States Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $1500.00           | $1522.90           | U.S. Treasuries (including strips) |
| United States Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $71.88             | U.S. Treasuries (including strips) |
| United States Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $1636000.00        | $1596783.08        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $1839300.00        | $1767769.84        | U.S. Treasuries (including strips) |
| United States Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $200.00            | $174.26            | U.S. Treasuries (including strips) |
| United States Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $620500.00         | $636030.25         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $752500.00         | $735021.96         | U.S. Treasuries (including strips) |
| United States Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $122850300.00      | $122330902.32      | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-31      | 5.0000%  | 0.0000% | $902200.00         | $914488.08         | U.S. Treasuries (including strips) |
| United States Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $4647000.00        | $4493678.24        | U.S. Treasuries (including strips) |
| United States Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $30490200.00       | $29822070.93       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $53812800.00       | $56121604.50       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $2173400.00        | $2195485.60        | U.S. Treasuries (including strips) |
| United States Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $621900.00         | $374439.20         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $134000.00         | $130034.86         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-03-31      | 0.7500%  | 0.0000% | $800.00            | $778.59            | U.S. Treasuries (including strips) |
| United States Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $70083400.00       | $71896176.80       | U.S. Treasuries (including strips) |
| United States Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $11032500.00       | $11205887.69       | U.S. Treasuries (including strips) |
| United States Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $600.00            | $607.65            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $1028200.00        | $1042343.19        | U.S. Treasuries (including strips) |
| United States Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $121553500.00      | $123512363.70      | U.S. Treasuries (including strips) |
| United States Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $671800.00         | $695989.48         | U.S. Treasuries (including strips) |
| United States Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $143700.00         | $146394.88         | U.S. Treasuries (including strips) |
| United States Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $18921200.00       | $19113991.34       | U.S. Treasuries (including strips) |
| United States Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $95778300.00       | $94612746.38       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $243074000.00      | $249997812.18      | U.S. Treasuries (including strips) |
| United States Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $500.00            | $492.80            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $3854400.00        | $3593645.07        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $278200.00         | $280913.61         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-31      | 4.4713%  | 0.0000% | $400.00            | $401.64            | U.S. Treasuries (including strips) |
| United States Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $11844800.00       | $12030386.35       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $21893600.00       | $21619642.12       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $6560200.00        | $6127709.30        | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-31      | 0.2500%  | 0.0000% | $10400700.00       | $10228160.75       | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-15      | 3.0000%  | 0.0000% | $176300.00         | $177958.60         | U.S. Treasuries (including strips) |
| United States Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $174851800.00      | $168141556.01      | U.S. Treasuries (including strips) |
| United States Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $4770900.00        | $4754885.93        | U.S. Treasuries (including strips) |
| United States Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $300.00            | $162.80            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-09-18      | 0.0000%  | 0.0000% | $300.00            | $296.22            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $137174600.00      | $134955984.25      | U.S. Treasuries (including strips) |
| United States Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $14600.00          | $13473.72          | U.S. Treasuries (including strips) |
| United States Treasury | 2025-11-15      | 2.2500%  | 0.0000% | $262200.00         | $259993.36         | U.S. Treasuries (including strips) |
| United States Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $16942100.00       | $16928556.87       | U.S. Treasuries (including strips) |
| United States Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $8783900.00        | $7708087.32        | U.S. Treasuries (including strips) |
| United States Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $896200.00         | $854212.30         | U.S. Treasuries (including strips) |
| United States Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $198400.00         | $147979.78         | U.S. Treasuries (including strips) |
| United States Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $52369900.00       | $50403311.80       | U.S. Treasuries (including strips) |
| United States Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $672700.00         | $537812.61         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-31      | 3.0000%  | 0.0000% | $231200.00         | $230470.48         | U.S. Treasuries (including strips) |
| United States Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $151548700.00      | $140738793.82      | U.S. Treasuries (including strips) |
| United States Treasury | 2038-02-15      | 4.3750%  | 0.0000% | $225300.00         | $223869.13         | U.S. Treasuries (including strips) |
| United States Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $935000.00         | $980002.53         | U.S. Treasuries (including strips) |
| United States Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $11420600.00       | $10681050.36       | U.S. Treasuries (including strips) |
| United States Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $11000.00          | $10739.47          | U.S. Treasuries (including strips) |
| United States Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $922600.00         | $829797.87         | U.S. Treasuries (including strips) |
| United States Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $900.00            | $866.97            | U.S. Treasuries (including strips) |
| United States Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $96.16             | U.S. Treasuries (including strips) |
| United States Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $987500.00         | $861078.02         | U.S. Treasuries (including strips) |
| United States Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $6660600.00        | $6410009.51        | U.S. Treasuries (including strips) |
| United States Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $200.00            | $193.98            | U.S. Treasuries (including strips) |
| United States Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $23050800.00       | $22853981.32       | U.S. Treasuries (including strips) |
| United States Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $391800.00         | $287465.16         | U.S. Treasuries (including strips) |
| United States Treasury | 2025-06-05      | 0.0000%  | 0.0000% | $300.00            | $299.89            | U.S. Treasuries (including strips) |
| United States Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $733300.00         | $555098.24         | U.S. Treasuries (including strips) |
| United States Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $7500.00           | $7177.84           | U.S. Treasuries (including strips) |
| United States Treasury | 2025-10-09      | 0.0000%  | 0.0000% | $100.00            | $98.50             | U.S. Treasuries (including strips) |
| United States Treasury | 2028-08-15      | 5.5000%  | 0.0000% | $600.00            | $639.39            | U.S. Treasuries (including strips) |
| United States Treasury | 2025-08-28      | 0.0000%  | 0.0000% | $12218700.00       | $12093397.23       | U.S. Treasuries (including strips) |
| United States Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $12474000.00       | $12385432.98       | U.S. Treasuries (including strips) |
| United States Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $177634600.00      | $182518072.87      | U.S. Treasuries (including strips) |
| United States Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $64155200.00       | $66170911.03       | U.S. Treasuries (including strips) |

### Security 722: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18PJN8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP18PJN8
- **C.18 - Value (incl. sponsor support):** $79299646.00
- **C.18.a - Value (excl. sponsor support):** $79299646.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2030-11-30      | 4.3750%  | 0.0000% | $20641000.00       | $21398830.35       | U.S. Treasuries (including strips) |
| United States Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $19882900.00       | $20164128.49       | U.S. Treasuries (including strips) |
| United States Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $150800.00         | $152751.36         | U.S. Treasuries (including strips) |
| United States Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.00             | U.S. Treasuries (including strips) |
| United States Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $300.00            | $219.63            | U.S. Treasuries (including strips) |
| United States Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $45500.00          | $45108.28          | U.S. Treasuries (including strips) |
| United States Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $88.51             | U.S. Treasuries (including strips) |
| United States Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $61.73             | U.S. Treasuries (including strips) |
| United States Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $300.00            | $300.07            | U.S. Treasuries (including strips) |
| United States Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.20             | U.S. Treasuries (including strips) |
| United States Treasury | 2025-07-31      | 0.0000%  | 0.0000% | $494600.00         | $491001.29         | U.S. Treasuries (including strips) |
| United States Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $48053600.00       | $38662373.42       | U.S. Treasuries (including strips) |

### Security 723: ERSTE GROUP BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** ERSTE GROUP BANK AG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W6BD2, C.3 - LEI: N/A, C.5 - Other ID: ATD1W6BD2
- **C.18 - Value (incl. sponsor support):** $2600000000.00
- **C.18.a - Value (excl. sponsor support):** $2600000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 724: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W6BF7, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD1W6BF7
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 725: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W6BG5, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1W6BG5
- **C.18 - Value (incl. sponsor support):** $315000000.00
- **C.18.a - Value (excl. sponsor support):** $315000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 726: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W6BL4, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1W6BL4
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 727: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W6BM2, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD1W6BM2
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 728: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W6BN0, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1W6BN0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 729: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W6BP5, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1W6BP5
- **C.18 - Value (incl. sponsor support):** $895000000.00
- **C.18.a - Value (excl. sponsor support):** $895000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 730: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W6BS9, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1W6BS9
- **C.18 - Value (incl. sponsor support):** $905000000.00
- **C.18.a - Value (excl. sponsor support):** $905000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 731: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W6BV2, C.3 - LEI: N/A, C.5 - Other ID: ATD1W6BV2
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 732: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W7J42, C.3 - LEI: N/A, C.5 - Other ID: ATD1W7J42
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 733: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W7J67, C.3 - LEI: N/A, C.5 - Other ID: ATD1W7J67
- **C.18 - Value (incl. sponsor support):** $465000000.00
- **C.18.a - Value (excl. sponsor support):** $465000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 734: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W7J83, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1W7J83
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 735: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W7JC4, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1W7JC4
- **C.18 - Value (incl. sponsor support):** $760000000.00
- **C.18.a - Value (excl. sponsor support):** $760000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 736: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W7JE0, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1W7JE0
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 737: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W7JJ9, C.3 - LEI: N/A, C.5 - Other ID: ATD1W7JJ9
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 738: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W7JM2, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD1W7JM2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 739: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W7JP5, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD1W7JP5
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 740: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W8BW6, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD1W8BW6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 741: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W8C13, C.3 - LEI: N/A, C.5 - Other ID: ATD1W8C13
- **C.18 - Value (incl. sponsor support):** $446000000.00
- **C.18.a - Value (excl. sponsor support):** $446000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 742: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W8C21, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1W8C21
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 743: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W8C62, C.3 - LEI: N/A, C.5 - Other ID: ATD1W8C62
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 744: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W8CD7, C.3 - LEI: N/A, C.5 - Other ID: ATD1W8CD7
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 745: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W9B95, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1W9B95
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 746: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W9BA2, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ATD1W9BA2
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 747: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W9BB0, C.3 - LEI: N/A, C.5 - Other ID: ATD1W9BB0
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 748: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W9BC8, C.3 - LEI: N/A, C.5 - Other ID: ATD1W9BC8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 749: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W9BD6, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ATD1W9BD6
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 750: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W9BE4, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1W9BE4
- **C.18 - Value (incl. sponsor support):** $870000000.00
- **C.18.a - Value (excl. sponsor support):** $870000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 751: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W9BF1, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1W9BF1
- **C.18 - Value (incl. sponsor support):** $905000000.00
- **C.18.a - Value (excl. sponsor support):** $905000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 752: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W9BG9, C.3 - LEI: N/A, C.5 - Other ID: ATD1W9BG9
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 753: DNB BANK ASA (NEW YORK BRANCH)

- **C.1 - Title:** DNB BANK ASA (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W9BH7, C.3 - LEI: N/A, C.5 - Other ID: ATD1W9BH7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 754: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W9BJ3, C.3 - LEI: N/A, C.5 - Other ID: ATD1W9BJ3
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 755: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W9BL8, C.3 - LEI: N/A, C.5 - Other ID: ATD1W9BL8
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 756: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W9BN4, C.3 - LEI: N/A, C.5 - Other ID: ATD1W9BN4
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 757: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W9BO2, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1W9BO2
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 758: SOCIETE GENERALE (NEW YORK BRANCH)

- **C.1 - Title:** SOCIETE GENERALE (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1W9BP9, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: ATD1W9BP9
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2025-06-06

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO