# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001145549-25-058125
**Filing Date:** 2025-9
**Character Count:** 593724
**Document Hash:** 9060782dcd97494290a3eba6eb1d1b58
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-058125.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-058125

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0001227155

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 251300418

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-548-7786

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Series and Classes Contracts Data

### Money Market Portfolio (Series ID: S000004150)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000011666 | Administrative Class  | MDDXX           |
| C000011667 | Advisory Class        | MBDXX           |
| C000011668 | Wealth Class          | MWMXX           |
| C000011669 | Investor Class        | MNFXX           |
| C000011670 | Participant Class     | MEPXX           |
| C000011671 | Wealth S Class        | MWSXX           |
| C000017909 | Cash Management Class | MLKXX           |
| C000240958 | Select Class          | MSKXX           |
| C000248681 | Impact Partner Class  | IPFXX           |
| C000248992 | Advisor Class         | MAPXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001227155

### General Information

**Report for (YYYY-MM-DD):** 2025-08-31

**Registrant Full Name:** Morgan Stanley Institutional Liquidity Funds

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Money Market Portfolio

**LEI of Series:** 549300EBFGO1GC7P4C02

**EDGAR Series Identifier:** S000004150

**Total number of share classes in the series:** 10

**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            | Morgan Stanley Investment Management, Inc.                       | 801-15757         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA                  |  |
| Administrator                 | Morgan Stanley Investment Management, Inc.                       |  |
| Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000027048 | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-104972

- **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:** 42 days

- **WAL:** 65 days

- **Total Value of Portfolio Securities:** $3478236434.07

- **Amortized Cost of Portfolio Securities:** $3477887503.23

- **Cash:** $100487476.00

- **Total Other Assets:** $6801654.89

- **Total Liabilities:** $14180656.24

- **Net Assets of Series:** $3570995977.88

- **Number of Shares Outstanding (Series):** 3571119164.9670

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $1491355426.05            | $2023283679.61             | 41.6100%                  | 56.4500%                   |
| 2025-08-04 | $1609097072.48            | $2024083298.58             | 44.7900%                  | 56.3400%                   |
| 2025-08-05 | $1601675679.28            | $2035653082.38             | 44.6300%                  | 56.7200%                   |
| 2025-08-06 | $1478372888.72            | $2039356895.72             | 41.1600%                  | 56.7800%                   |
| 2025-08-07 | $1419996377.36            | $2042980885.33             | 39.2200%                  | 56.4300%                   |
| 2025-08-08 | $1459367313.23            | $2044335206.63             | 40.2800%                  | 56.4300%                   |
| 2025-08-11 | $1579098500.94            | $2009084727.04             | 44.0200%                  | 56.0000%                   |
| 2025-08-12 | $1513442881.48            | $2020413595.78             | 42.0500%                  | 56.1400%                   |
| 2025-08-13 | $1443866688.12            | $1977844963.92             | 40.6600%                  | 55.7000%                   |
| 2025-08-14 | $1502027450.12            | $2026006076.42             | 42.0200%                  | 56.6800%                   |
| 2025-08-15 | $1390889528.08            | $2011853603.08             | 39.2400%                  | 56.7600%                   |
| 2025-08-18 | $1588317826.97            | $2046304053.07             | 44.3900%                  | 57.1900%                   |
| 2025-08-19 | $1527762660.18            | $2054983166.18             | 42.6200%                  | 57.3300%                   |
| 2025-08-20 | $1461927904.32            | $2067155990.13             | 40.6400%                  | 57.4700%                   |
| 2025-08-21 | $1531429586.79            | $2071656060.14             | 42.5600%                  | 57.5700%                   |
| 2025-08-22 | $1467483794.50            | $2048715229.14             | 40.6200%                  | 56.7100%                   |
| 2025-08-25 | $1642179833.65            | $2033569170.36             | 45.8500%                  | 56.7700%                   |
| 2025-08-26 | $1546341151.29            | $2025715724.73             | 43.2700%                  | 56.6800%                   |
| 2025-08-27 | $1489785510.95            | $2052167924.38             | 41.4500%                  | 57.1000%                   |
| 2025-08-28 | $1482123777.68            | $2032503356.58             | 41.4000%                  | 56.7700%                   |
| 2025-08-29 | $1663881699.79            | $2046863181.89             | 46.4100%                  | 57.0900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.5200%             |
| 2025-08-04 | 4.5200%             |
| 2025-08-05 | 4.5200%             |
| 2025-08-06 | 4.5200%             |
| 2025-08-07 | 4.5200%             |
| 2025-08-08 | 4.5200%             |
| 2025-08-11 | 4.5200%             |
| 2025-08-12 | 4.5200%             |
| 2025-08-13 | 4.5200%             |
| 2025-08-14 | 4.5200%             |
| 2025-08-15 | 4.5200%             |
| 2025-08-18 | 4.5200%             |
| 2025-08-19 | 4.5200%             |
| 2025-08-20 | 4.5200%             |
| 2025-08-21 | 4.5200%             |
| 2025-08-22 | 4.5200%             |
| 2025-08-25 | 4.5200%             |
| 2025-08-26 | 4.5200%             |
| 2025-08-27 | 4.5200%             |
| 2025-08-28 | 4.5300%             |
| 2025-08-29 | 4.5300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0000                      |
|  |  |
| 2025-08-04 | 1.0001                      |
|  |  |
| 2025-08-05 | 1.0001                      |
|  |  |
| 2025-08-06 | 1.0001                      |
|  |  |
| 2025-08-07 | 1.0001                      |
|  |  |
| 2025-08-08 | 1.0001                      |
|  |  |
| 2025-08-11 | 1.0001                      |
|  |  |
| 2025-08-12 | 1.0001                      |
|  |  |
| 2025-08-13 | 1.0001                      |
|  |  |
| 2025-08-14 | 1.0001                      |
|  |  |
| 2025-08-15 | 1.0001                      |
|  |  |
| 2025-08-18 | 1.0001                      |
|  |  |
| 2025-08-19 | 1.0001                      |
|  |  |
| 2025-08-20 | 1.0001                      |
|  |  |
| 2025-08-21 | 1.0001                      |
|  |  |
| 2025-08-22 | 1.0001                      |
|  |  |
| 2025-08-25 | 1.0001                      |
|  |  |
| 2025-08-26 | 1.0001                      |
|  |  |
| 2025-08-27 | 1.0001                      |
|  |  |
| 2025-08-28 | 1.0001                      |
|  |  |
| 2025-08-29 | 1.0001                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1.00

- **Number of Shares Outstanding:** 1.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $0.00                     | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 0.0000%           |
| 2025-08-04 | 0.0000%           |
| 2025-08-05 | 0.0000%           |
| 2025-08-06 | 0.0000%           |
| 2025-08-07 | 0.0000%           |
| 2025-08-08 | 0.0000%           |
| 2025-08-11 | 0.0000%           |
| 2025-08-12 | 0.0000%           |
| 2025-08-13 | 0.0000%           |
| 2025-08-14 | 0.0000%           |
| 2025-08-15 | 0.0000%           |
| 2025-08-18 | 0.0000%           |
| 2025-08-19 | 0.0000%           |
| 2025-08-20 | 0.0000%           |
| 2025-08-21 | 0.0000%           |
| 2025-08-22 | 0.0000%           |
| 2025-08-25 | 0.0000%           |
| 2025-08-26 | 0.0000%           |
| 2025-08-27 | 0.0000%           |
| 2025-08-28 | 0.0000%           |
| 2025-08-29 | 0.0000%           |

### Class: Advisory Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $58564.32

- **Number of Shares Outstanding:** 58588.1830

- **Expense Reimbursement/Waiver:** 3.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9997          |
|  |  |
| 2025-08-04 | 0.9998          |
|  |  |
| 2025-08-05 | 0.9997          |
|  |  |
| 2025-08-06 | 0.9997          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9997          |
|  |  |
| 2025-08-11 | 0.9997          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9998          |
|  |  |
| 2025-08-14 | 0.9997          |
|  |  |
| 2025-08-15 | 0.9997          |
|  |  |
| 2025-08-18 | 0.9997          |
|  |  |
| 2025-08-19 | 0.9997          |
|  |  |
| 2025-08-20 | 0.9997          |
|  |  |
| 2025-08-21 | 0.9997          |
|  |  |
| 2025-08-22 | 0.9997          |
|  |  |
| 2025-08-25 | 0.9997          |
|  |  |
| 2025-08-26 | 0.9997          |
|  |  |
| 2025-08-27 | 0.9997          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $203.25                   | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $203.25

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0900%           |
| 2025-08-04 | 4.0900%           |
| 2025-08-05 | 4.0900%           |
| 2025-08-06 | 4.0900%           |
| 2025-08-07 | 4.0800%           |
| 2025-08-08 | 4.0900%           |
| 2025-08-11 | 4.0900%           |
| 2025-08-12 | 4.0900%           |
| 2025-08-13 | 4.0900%           |
| 2025-08-14 | 4.0900%           |
| 2025-08-15 | 4.0900%           |
| 2025-08-18 | 4.0900%           |
| 2025-08-19 | 4.0900%           |
| 2025-08-20 | 4.0900%           |
| 2025-08-21 | 4.0900%           |
| 2025-08-22 | 4.0900%           |
| 2025-08-25 | 4.0900%           |
| 2025-08-26 | 4.0900%           |
| 2025-08-27 | 4.0900%           |
| 2025-08-28 | 4.1000%           |
| 2025-08-29 | 4.1000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Wealth Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3504122443.08

- **Number of Shares Outstanding:** 3504245429.1960

- **Expense Reimbursement/Waiver:** 166694.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $55077511.74              | $12923494.38            |
| 2025-08-04 | $9941724.14               | $9666379.15             |
| 2025-08-05 | $10472606.89              | $6520208.85             |
| 2025-08-06 | $12532818.84              | $10579714.51            |
| 2025-08-07 | $8496670.86               | $5094332.19             |
| 2025-08-08 | $10825237.38              | $7602875.37             |
| 2025-08-11 | $9782914.40               | $18037551.04            |
| 2025-08-12 | $16581002.01              | $10271164.72            |
| 2025-08-13 | $20240424.96              | $68691046.86            |
| 2025-08-14 | $11793999.12              | $8994902.95             |
| 2025-08-15 | $19728706.93              | $30800818.31            |
| 2025-08-18 | $59947783.20              | $26913953.15            |
| 2025-08-19 | $14221164.33              | $7828036.76             |
| 2025-08-20 | $35883468.25              | $23819734.85            |
| 2025-08-21 | $14930370.31              | $13848470.86            |
| 2025-08-22 | $9468145.39               | $21420327.81            |
| 2025-08-25 | $8608568.81               | $15668895.45            |
| 2025-08-26 | $6944782.65               | $15471654.60            |
| 2025-08-27 | $12462124.18              | $11014476.19            |
| 2025-08-28 | $7308526.78               | $8249239.23             |
| 2025-08-29 | $14941103.92              | $5689996.12             |

**Total Gross Subscriptions (Month):** $370189655.09

**Total Gross Redemptions (Month):** $339107273.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.3400%           |
| 2025-08-04 | 4.3400%           |
| 2025-08-05 | 4.3400%           |
| 2025-08-06 | 4.3400%           |
| 2025-08-07 | 4.3400%           |
| 2025-08-08 | 4.3400%           |
| 2025-08-11 | 4.3400%           |
| 2025-08-12 | 4.3400%           |
| 2025-08-13 | 4.3400%           |
| 2025-08-14 | 4.3400%           |
| 2025-08-15 | 4.3400%           |
| 2025-08-18 | 4.3400%           |
| 2025-08-19 | 4.3400%           |
| 2025-08-20 | 4.3400%           |
| 2025-08-21 | 4.3400%           |
| 2025-08-22 | 4.3400%           |
| 2025-08-25 | 4.3400%           |
| 2025-08-26 | 4.3400%           |
| 2025-08-27 | 4.3400%           |
| 2025-08-28 | 4.3500%           |
| 2025-08-29 | 4.3500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.3200%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1.00

- **Number of Shares Outstanding:** 1.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $0.00                     | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 0.0000%           |
| 2025-08-04 | 0.0000%           |
| 2025-08-05 | 0.0000%           |
| 2025-08-06 | 0.0000%           |
| 2025-08-07 | 0.0000%           |
| 2025-08-08 | 0.0000%           |
| 2025-08-11 | 0.0000%           |
| 2025-08-12 | 0.0000%           |
| 2025-08-13 | 0.0000%           |
| 2025-08-14 | 0.0000%           |
| 2025-08-15 | 0.0000%           |
| 2025-08-18 | 0.0000%           |
| 2025-08-19 | 0.0000%           |
| 2025-08-20 | 0.0000%           |
| 2025-08-21 | 0.0000%           |
| 2025-08-22 | 0.0000%           |
| 2025-08-25 | 0.0000%           |
| 2025-08-26 | 0.0000%           |
| 2025-08-27 | 0.0000%           |
| 2025-08-28 | 0.0000%           |
| 2025-08-29 | 0.0000%           |

### Class: Participant Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $57905.42

- **Number of Shares Outstanding:** 57935.9660

- **Expense Reimbursement/Waiver:** 3.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9995          |
|  |  |
| 2025-08-04 | 0.9996          |
|  |  |
| 2025-08-05 | 0.9996          |
|  |  |
| 2025-08-06 | 0.9996          |
|  |  |
| 2025-08-07 | 0.9996          |
|  |  |
| 2025-08-08 | 0.9996          |
|  |  |
| 2025-08-11 | 0.9996          |
|  |  |
| 2025-08-12 | 0.9996          |
|  |  |
| 2025-08-13 | 0.9997          |
|  |  |
| 2025-08-14 | 0.9996          |
|  |  |
| 2025-08-15 | 0.9996          |
|  |  |
| 2025-08-18 | 0.9996          |
|  |  |
| 2025-08-19 | 0.9996          |
|  |  |
| 2025-08-20 | 0.9996          |
|  |  |
| 2025-08-21 | 0.9996          |
|  |  |
| 2025-08-22 | 0.9996          |
|  |  |
| 2025-08-25 | 0.9996          |
|  |  |
| 2025-08-26 | 0.9996          |
|  |  |
| 2025-08-27 | 0.9996          |
|  |  |
| 2025-08-28 | 0.9996          |
|  |  |
| 2025-08-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $188.69                   | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $188.69

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.8400%           |
| 2025-08-04 | 3.8400%           |
| 2025-08-05 | 3.8400%           |
| 2025-08-06 | 3.8300%           |
| 2025-08-07 | 3.8300%           |
| 2025-08-08 | 3.8300%           |
| 2025-08-11 | 3.8300%           |
| 2025-08-12 | 3.8300%           |
| 2025-08-13 | 3.8400%           |
| 2025-08-14 | 3.8400%           |
| 2025-08-15 | 3.8400%           |
| 2025-08-18 | 3.8400%           |
| 2025-08-19 | 3.8400%           |
| 2025-08-20 | 3.8400%           |
| 2025-08-21 | 3.8400%           |
| 2025-08-22 | 3.8400%           |
| 2025-08-25 | 3.8400%           |
| 2025-08-26 | 3.8400%           |
| 2025-08-27 | 3.8400%           |
| 2025-08-28 | 3.8500%           |
| 2025-08-29 | 3.8500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Wealth S Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $59151.61

- **Number of Shares Outstanding:** 59181.2500

- **Expense Reimbursement/Waiver:** 3.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9996          |
|  |  |
| 2025-08-04 | 0.9997          |
|  |  |
| 2025-08-05 | 0.9996          |
|  |  |
| 2025-08-06 | 0.9996          |
|  |  |
| 2025-08-07 | 0.9997          |
|  |  |
| 2025-08-08 | 0.9996          |
|  |  |
| 2025-08-11 | 0.9996          |
|  |  |
| 2025-08-12 | 0.9997          |
|  |  |
| 2025-08-13 | 0.9997          |
|  |  |
| 2025-08-14 | 0.9997          |
|  |  |
| 2025-08-15 | 0.9996          |
|  |  |
| 2025-08-18 | 0.9996          |
|  |  |
| 2025-08-19 | 0.9996          |
|  |  |
| 2025-08-20 | 0.9996          |
|  |  |
| 2025-08-21 | 0.9996          |
|  |  |
| 2025-08-22 | 0.9996          |
|  |  |
| 2025-08-25 | 0.9996          |
|  |  |
| 2025-08-26 | 0.9996          |
|  |  |
| 2025-08-27 | 0.9996          |
|  |  |
| 2025-08-28 | 0.9997          |
|  |  |
| 2025-08-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $215.40                   | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $215.40

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2900%           |
| 2025-08-04 | 4.2900%           |
| 2025-08-05 | 4.2900%           |
| 2025-08-06 | 4.2900%           |
| 2025-08-07 | 4.2800%           |
| 2025-08-08 | 4.2900%           |
| 2025-08-11 | 4.2800%           |
| 2025-08-12 | 4.2900%           |
| 2025-08-13 | 4.2900%           |
| 2025-08-14 | 4.2900%           |
| 2025-08-15 | 4.2900%           |
| 2025-08-18 | 4.2900%           |
| 2025-08-19 | 4.3000%           |
| 2025-08-20 | 4.2900%           |
| 2025-08-21 | 4.2900%           |
| 2025-08-22 | 4.2900%           |
| 2025-08-25 | 4.2900%           |
| 2025-08-26 | 4.2900%           |
| 2025-08-27 | 4.2900%           |
| 2025-08-28 | 4.3000%           |
| 2025-08-29 | 4.3000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1512848.74

- **Number of Shares Outstanding:** 1512829.5090

- **Expense Reimbursement/Waiver:** 72.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0002          |
|  |  |
| 2025-08-05 | 1.0002          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0002          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0002          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0002          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0002          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $5380.45                  | $1.05                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $5380.45

**Total Gross Redemptions (Month):** $1.05

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1900%           |
| 2025-08-04 | 4.1900%           |
| 2025-08-05 | 4.1900%           |
| 2025-08-06 | 4.1900%           |
| 2025-08-07 | 4.1900%           |
| 2025-08-08 | 4.1900%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.1900%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1900%           |
| 2025-08-19 | 4.1900%           |
| 2025-08-20 | 4.1900%           |
| 2025-08-21 | 4.1900%           |
| 2025-08-22 | 4.1900%           |
| 2025-08-25 | 4.1900%           |
| 2025-08-26 | 4.1900%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.2000%           |
| 2025-08-29 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 96.7300%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $55586.50

- **Number of Shares Outstanding:** 55583.8400

- **Expense Reimbursement/Waiver:** 3.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0002          |
|  |  |
| 2025-08-05 | 1.0002          |
|  |  |
| 2025-08-06 | 1.0002          |
|  |  |
| 2025-08-07 | 1.0002          |
|  |  |
| 2025-08-08 | 1.0002          |
|  |  |
| 2025-08-11 | 1.0002          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0002          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0002          |
|  |  |
| 2025-08-19 | 1.0002          |
|  |  |
| 2025-08-20 | 1.0002          |
|  |  |
| 2025-08-21 | 1.0002          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0002          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $167.18                   | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $167.18

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.5400%           |
| 2025-08-04 | 3.5400%           |
| 2025-08-05 | 3.5400%           |
| 2025-08-06 | 3.5400%           |
| 2025-08-07 | 3.5400%           |
| 2025-08-08 | 3.5400%           |
| 2025-08-11 | 3.5400%           |
| 2025-08-12 | 3.5400%           |
| 2025-08-13 | 3.5400%           |
| 2025-08-14 | 3.5400%           |
| 2025-08-15 | 3.5500%           |
| 2025-08-18 | 3.5500%           |
| 2025-08-19 | 3.5500%           |
| 2025-08-20 | 3.5500%           |
| 2025-08-21 | 3.5500%           |
| 2025-08-22 | 3.5400%           |
| 2025-08-25 | 3.5400%           |
| 2025-08-26 | 3.5400%           |
| 2025-08-27 | 3.5500%           |
| 2025-08-28 | 3.5500%           |
| 2025-08-29 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1303774.36

- **Number of Shares Outstanding:** 1303789.7500

- **Expense Reimbursement/Waiver:** 63.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $15683.76                 | $840.45                 |
| 2025-08-04 | $0.00                     | $300000.00              |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $1000.00                  | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $3077.45                  | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $550.08                   | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $20311.29

**Total Gross Redemptions (Month):** $300840.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.3400%           |
| 2025-08-04 | 4.3400%           |
| 2025-08-05 | 4.3400%           |
| 2025-08-06 | 4.3400%           |
| 2025-08-07 | 4.3400%           |
| 2025-08-08 | 4.3400%           |
| 2025-08-11 | 4.3400%           |
| 2025-08-12 | 4.3400%           |
| 2025-08-13 | 4.3400%           |
| 2025-08-14 | 4.3400%           |
| 2025-08-15 | 4.3400%           |
| 2025-08-18 | 4.3400%           |
| 2025-08-19 | 4.3400%           |
| 2025-08-20 | 4.3400%           |
| 2025-08-21 | 4.3400%           |
| 2025-08-22 | 4.3400%           |
| 2025-08-25 | 4.3400%           |
| 2025-08-26 | 4.3400%           |
| 2025-08-27 | 4.3400%           |
| 2025-08-28 | 4.3500%           |
| 2025-08-29 | 4.3500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 96.1600%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $63825701.85

- **Number of Shares Outstanding:** 63825825.2730

- **Expense Reimbursement/Waiver:** 3015.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0002          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0002          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0002          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $236650.83                | $185223.56              |
| 2025-08-04 | $104743.09                | $58797.83               |
| 2025-08-05 | $70980.00                 | $353115.00              |
| 2025-08-06 | $644549.52                | $56457.79               |
| 2025-08-07 | $100512.00                | $209905.86              |
| 2025-08-08 | $110610.00                | $2170047.73             |
| 2025-08-11 | $33351.19                 | $2824959.39             |
| 2025-08-12 | $4706922.20               | $7531.30                |
| 2025-08-13 | $16227.58                 | $85032.43               |
| 2025-08-14 | $133076.38                | $9417.92                |
| 2025-08-15 | $298356.75                | $263889.85              |
| 2025-08-18 | $471583.18                | $156199.01              |
| 2025-08-19 | $109268.00                | $433663.27              |
| 2025-08-20 | $476049.45                | $327884.00              |
| 2025-08-21 | $234645.00                | $51467.81               |
| 2025-08-22 | $513372.40                | $149698.00              |
| 2025-08-25 | $380135.09                | $343180.45              |
| 2025-08-26 | $312774.00                | $39280.51               |
| 2025-08-27 | $180349.32                | $460129.98              |
| 2025-08-28 | $20000.00                 | $504477.19              |
| 2025-08-29 | $72967.00                 | $30726.58               |

**Total Gross Subscriptions (Month):** $9227122.98

**Total Gross Redemptions (Month):** $8721085.46

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.3400%           |
| 2025-08-04 | 4.3400%           |
| 2025-08-05 | 4.3400%           |
| 2025-08-06 | 4.3400%           |
| 2025-08-07 | 4.3400%           |
| 2025-08-08 | 4.3400%           |
| 2025-08-11 | 4.3400%           |
| 2025-08-12 | 4.3400%           |
| 2025-08-13 | 4.3400%           |
| 2025-08-14 | 4.3400%           |
| 2025-08-15 | 4.3400%           |
| 2025-08-18 | 4.3400%           |
| 2025-08-19 | 4.3400%           |
| 2025-08-20 | 4.3400%           |
| 2025-08-21 | 4.3400%           |
| 2025-08-22 | 4.3400%           |
| 2025-08-25 | 4.3400%           |
| 2025-08-26 | 4.3400%           |
| 2025-08-27 | 4.3400%           |
| 2025-08-28 | 4.3500%           |
| 2025-08-29 | 4.3500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9200%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Funding USA LLC

- **C.1 - Title:** ABN Amro Funding USA LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00084CA51, C.3 - LEI: 549300WEQ09I
- **C.18 - Value (incl. sponsor support):** $9848748.00
- **C.18.a - Value (excl. sponsor support):** $9848748.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: ABN Amro Funding USA LLC

- **C.1 - Title:** ABN Amro Funding USA LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00084CAC6, C.3 - LEI: 549300WEQ09I
- **C.18 - Value (incl. sponsor support):** $9840804.00
- **C.18.a - Value (excl. sponsor support):** $9840804.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: ABN Amro Funding USA LLC

- **C.1 - Title:** ABN Amro Funding USA LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00084CAG7, C.3 - LEI: 549300WEQ09I
- **C.18 - Value (incl. sponsor support):** $6885394.60
- **C.18.a - Value (excl. sponsor support):** $6885394.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ABN Amro Funding USA LLC

- **C.1 - Title:** ABN Amro Funding USA LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00084CAM4, C.3 - LEI: 549300WEQ09I
- **C.18 - Value (incl. sponsor support):** $9830632.00
- **C.18.a - Value (excl. sponsor support):** $9830632.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ANZ New Zealand International Ltd.

- **C.1 - Title:** ANZ New Zealand International Ltd. 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00182HKA9, C.3 - LEI: 213800VD256NU2D97H12
- **C.18 - Value (incl. sponsor support):** $15000513.00
- **C.18.a - Value (excl. sponsor support):** $15000513.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ASB Bank Ltd.

- **C.1 - Title:** ASB Bank Ltd. 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020NACB4, C.3 - LEI: 549300IBZWZL
- **C.18 - Value (incl. sponsor support):** $15002457.00
- **C.18.a - Value (excl. sponsor support):** $15002457.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253AXT2, C.4 - ISIN: US05253AXT23, C.3 - LEI: JHE42UYNWWTJ
- **C.18 - Value (incl. sponsor support):** $14895267.00
- **C.18.a - Value (excl. sponsor support):** $14895267.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CEB8, C.3 - LEI: JHE42UYNWWTJ
- **C.18 - Value (incl. sponsor support):** $13602506.40
- **C.18.a - Value (excl. sponsor support):** $13602506.40
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 5.088000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05254JAA8, C.4 - ISIN: US05254JAA88, C.3 - LEI: JHE42UYNWWTJ
- **C.18 - Value (incl. sponsor support):** $6012022.74
- **C.18.a - Value (excl. sponsor support):** $6012022.74
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.730000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06050TNQ1, C.3 - LEI: B4TYDEB6GKMZ
- **C.18 - Value (incl. sponsor support):** $15003662.25
- **C.18.a - Value (excl. sponsor support):** $15003662.25
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVT8, C.4 - ISIN: US06051WVT88, C.3 - LEI: B4TYDEB6GKMZ
- **C.18 - Value (incl. sponsor support):** $25033030.00
- **C.18.a - Value (excl. sponsor support):** $25033030.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.750000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CHW8, C.4 - ISIN: US06054CHW82, C.3 - LEI: 549300HN4UKV
- **C.18 - Value (incl. sponsor support):** $15007267.50
- **C.18.a - Value (excl. sponsor support):** $15007267.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.750000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CHZ1, C.4 - ISIN: US06054CHZ14, C.3 - LEI: 549300HN4UKV
- **C.18 - Value (incl. sponsor support):** $30015909.00
- **C.18.a - Value (excl. sponsor support):** $30015909.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NYD7, C.4 - ISIN: US06054NYD73, C.3 - LEI: 549300HN4UKV
- **C.18 - Value (incl. sponsor support):** $19818304.00
- **C.18.a - Value (excl. sponsor support):** $19818304.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NZ53, C.3 - LEI: 549300HN4UKV
- **C.18 - Value (incl. sponsor support):** $14825668.50
- **C.18.a - Value (excl. sponsor support):** $14825668.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of Montreal (Chicago Branch)

- **C.1 - Title:** Bank of Montreal (Chicago Branch) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3C6, C.4 - ISIN: US06370B3C60, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $5001108.05
- **C.18.a - Value (excl. sponsor support):** $5001108.05
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of Montreal (Chicago Branch)

- **C.1 - Title:** Bank of Montreal (Chicago Branch) 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3E2, C.4 - ISIN: US06370B3E27, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $10006975.00
- **C.18.a - Value (excl. sponsor support):** $10006975.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of Montreal (Chicago Branch)

- **C.1 - Title:** Bank of Montreal (Chicago Branch) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4D3, C.4 - ISIN: US06370B4D35, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $20003855.40
- **C.18.a - Value (excl. sponsor support):** $20003855.40
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of New Zealand

- **C.1 - Title:** Bank of New Zealand 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406EWN2, C.4 - ISIN: US06406EWN20, C.3 - LEI: N7LGVZM7X4UQ, C.5 - Other ID: 06406EWN2
- **C.18 - Value (incl. sponsor support):** $14956951.50
- **C.18.a - Value (excl. sponsor support):** $14956951.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of New Zealand

- **C.1 - Title:** Bank of New Zealand 1.000000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06407EAC9, C.4 - ISIN: US06407EAC93, C.3 - LEI: N7LGVZM7X4UQ
- **C.18 - Value (incl. sponsor support):** $5509546.67
- **C.18.a - Value (excl. sponsor support):** $5509546.67
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of New Zealand

- **C.1 - Title:** Bank of New Zealand 4.613400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06407HAE8, C.4 - ISIN: US06407HAE80, C.3 - LEI: N7LGVZM7X4UQ
- **C.18 - Value (incl. sponsor support):** $10002608.00
- **C.18.a - Value (excl. sponsor support):** $10002608.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Banque et Caisse Epargne

- **C.1 - Title:** Banque et Caisse Epargne 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0667K0WN9, C.4 - ISIN: US0667K0WN98, C.3 - LEI: R7CQUF1DQM73
- **C.18 - Value (incl. sponsor support):** $24928252.50
- **C.18.a - Value (excl. sponsor support):** $24928252.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06743UZ39, C.3 - LEI: AC28XWWI3WIB
- **C.18 - Value (incl. sponsor support):** $4943535.50
- **C.18.a - Value (excl. sponsor support):** $4943535.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06743UZA3, C.4 - ISIN: US06743UZA32, C.3 - LEI: AC28XWWI3WIB
- **C.18 - Value (incl. sponsor support):** $24697015.00
- **C.18.a - Value (excl. sponsor support):** $24697015.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CDP Financial, Inc.

- **C.1 - Title:** CDP Financial, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TFA0, C.4 - ISIN: US12509TFA07, C.3 - LEI: 549300OXMGVY
- **C.18 - Value (incl. sponsor support):** $5808450.00
- **C.18.a - Value (excl. sponsor support):** $5808450.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CDP Financial, Inc.

- **C.1 - Title:** CDP Financial, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TG68, C.4 - ISIN: US12509TG680, C.3 - LEI: 549300OXMGVY
- **C.18 - Value (incl. sponsor support):** $24135567.50
- **C.18.a - Value (excl. sponsor support):** $24135567.50
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Chariot Funding LLC

- **C.1 - Title:** Chariot Funding LLC 4.810000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WK92, C.4 - ISIN: US15963WK922, C.3 - LEI: 549300EEWRNP
- **C.18 - Value (incl. sponsor support):** $15001114.65
- **C.18.a - Value (excl. sponsor support):** $15001114.65
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Chariot Funding LLC

- **C.1 - Title:** Chariot Funding LLC 4.830000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WL26, C.4 - ISIN: US15963WL268, C.3 - LEI: 549300EEWRNP
- **C.18 - Value (incl. sponsor support):** $60006731.40
- **C.18.a - Value (excl. sponsor support):** $60006731.40
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Chariot Funding LLC

- **C.1 - Title:** Chariot Funding LLC 4.830000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WL34, C.4 - ISIN: US15963WL342, C.3 - LEI: 549300EEWRNP
- **C.18 - Value (incl. sponsor support):** $25004844.25
- **C.18.a - Value (excl. sponsor support):** $25004844.25
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.750000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPBM8, C.4 - ISIN: US1730QPBM82, C.3 - LEI: MBNUM2BPBDO7
- **C.18 - Value (incl. sponsor support):** $18008559.00
- **C.18.a - Value (excl. sponsor support):** $18008559.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPBR7, C.4 - ISIN: US1730QPBR79, C.3 - LEI: MBNUM2BPBDO7
- **C.18 - Value (incl. sponsor support):** $15000874.50
- **C.18.a - Value (excl. sponsor support):** $15000874.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Citibank NA

- **C.1 - Title:** Citibank NA 5.438000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 17325FBF4, C.4 - ISIN: US17325FBF45, C.3 - LEI: E57ODZWZ7FF3
- **C.18 - Value (incl. sponsor support):** $2850070.84
- **C.18.a - Value (excl. sponsor support):** $2850070.84
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Citibank NA

- **C.1 - Title:** Citibank NA 4.929000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 17325FBJ6, C.4 - ISIN: US17325FBJ66, C.3 - LEI: E57ODZWZ7FF3
- **C.18 - Value (incl. sponsor support):** $32711259.71
- **C.18.a - Value (excl. sponsor support):** $32711259.71
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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: 17327AZC4, C.3 - LEI: MBNUM2BPBDO7
- **C.18 - Value (incl. sponsor support):** $19753250.00
- **C.18.a - Value (excl. sponsor support):** $19753250.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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: 17327BEF8, C.3 - LEI: MBNUM2BPBDO7
- **C.18 - Value (incl. sponsor support):** $29115240.00
- **C.18.a - Value (excl. sponsor support):** $29115240.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Citibank NA

- **C.1 - Title:** Citibank NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHP5, C.3 - LEI: E57ODZWZ7FF3
- **C.18 - Value (incl. sponsor support):** $25019135.00
- **C.18.a - Value (excl. sponsor support):** $25019135.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Colgate Palmolive Co.

- **C.1 - Title:** Colgate-Palmolive Co. 4.800000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 194162AQ6, C.4 - ISIN: US194162AQ62, C.3 - LEI: YMEGZFW4SBUS
- **C.18 - Value (incl. sponsor support):** $2006598.00
- **C.18.a - Value (excl. sponsor support):** $2006598.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Collateralized Commercial Paper Flex

- **C.1 - Title:** Collateralized Commercial Paper Flex 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RMP1, C.4 - ISIN: US19423RMP19, C.3 - LEI: 549300ZLXI3T
- **C.18 - Value (incl. sponsor support):** $5000817.70
- **C.18.a - Value (excl. sponsor support):** $5000817.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG

- **C.1 - Title:** UBS AG 1.250000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 22550L2G5, C.4 - ISIN: US22550L2G55, C.3 - LEI: 254900R882PO
- **C.18 - Value (incl. sponsor support):** $4869163.65
- **C.18.a - Value (excl. sponsor support):** $4869163.65
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1CG3, C.4 - ISIN: US2332K1CG32, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $9775501.00
- **C.18.a - Value (excl. sponsor support):** $9775501.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1EN6, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $11646955.20
- **C.18.a - Value (excl. sponsor support):** $11646955.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Fairway Finance Co. LLC

- **C.1 - Title:** Fairway Finance Co. LLC 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601XBD8, C.3 - LEI: 549300GKD6SU
- **C.18 - Value (incl. sponsor support):** $5000579.20
- **C.18.a - Value (excl. sponsor support):** $5000579.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING U.S. Funding LLC

- **C.1 - Title:** ING U.S. Funding LLC 4.700000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLU1, C.3 - LEI: 254900QX5Y2Z
- **C.18 - Value (incl. sponsor support):** $10005535.00
- **C.18.a - Value (excl. sponsor support):** $10005535.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING U.S. Funding LLC

- **C.1 - Title:** ING U.S. Funding LLC 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLZ0, C.4 - ISIN: US44988KLZ02, C.3 - LEI: 254900QX5Y2Z
- **C.18 - Value (incl. sponsor support):** $10001848.00
- **C.18.a - Value (excl. sponsor support):** $10001848.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING U.S. Funding LLC

- **C.1 - Title:** ING U.S. Funding LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RD61, C.3 - LEI: 254900QX5Y2Z
- **C.18 - Value (incl. sponsor support):** $24380572.50
- **C.18.a - Value (excl. sponsor support):** $24380572.50
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607ND72, C.3 - LEI: 4ZHCHI4KYZG2
- **C.18 - Value (incl. sponsor support):** $15001425.00
- **C.18.a - Value (excl. sponsor support):** $15001425.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607ND98, C.4 - ISIN: US55607ND987, C.3 - LEI: 4ZHCHI4KYZG2
- **C.18 - Value (incl. sponsor support):** $15001371.00
- **C.18.a - Value (excl. sponsor support):** $15001371.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MassMutual Global Funding II

- **C.1 - Title:** MassMutual Global Funding II 4.500000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 57629W6F2, C.4 - ISIN: US57629W6F26, C.3 - LEI: 549300K1IE3K7YU6VG29
- **C.18 - Value (incl. sponsor support):** $1352672.12
- **C.18.a - Value (excl. sponsor support):** $1352672.12
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MassMutual Global Funding II

- **C.1 - Title:** MassMutual Global Funding II 1.200000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 57629WDE7, C.4 - ISIN: US57629WDE75, C.3 - LEI: 549300K1IE3K7YU6VG29
- **C.18 - Value (incl. sponsor support):** $18724693.06
- **C.18.a - Value (excl. sponsor support):** $18724693.06
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Met Tower Global Funding

- **C.1 - Title:** Met Tower Global Funding 5.400000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 58989V2F0, C.4 - ISIN: US58989V2F03, C.3 - LEI: 635400OFJCY9
- **C.18 - Value (incl. sponsor support):** $3027049.92
- **C.18.a - Value (excl. sponsor support):** $3027049.92
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-06-20
- **C.12 - Maturity Date (WAL):** 2026-06-20
- **C.13 - Final Legal Maturity Date:** 2026-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Metropolitan Life Global Funding I

- **C.1 - Title:** Metropolitan Life Global Funding I 5.000000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 592179KD6, C.4 - ISIN: US592179KD61, C.3 - LEI: 635400MMSOCX
- **C.18 - Value (incl. sponsor support):** $6937293.32
- **C.18.a - Value (excl. sponsor support):** $6937293.32
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Nestle Holdings, Inc.

- **C.1 - Title:** Nestle Holdings, Inc. 0.625000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 641062AR5, C.4 - ISIN: US641062AR54, C.3 - LEI: 549300EAEU8Y
- **C.18 - Value (incl. sponsor support):** $1088316.67
- **C.18.a - Value (excl. sponsor support):** $1088316.67
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: New York Life Global Funding

- **C.1 - Title:** New York Life Global Funding 4.727800%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 64953BBZ0, C.3 - LEI: 635400DPNHEA
- **C.18 - Value (incl. sponsor support):** $21012114.69
- **C.18.a - Value (excl. sponsor support):** $21012114.69
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Nieuw Amsterdam Receivables Corp.

- **C.1 - Title:** Nieuw Amsterdam Receivables Corp. 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65409RXA3, C.4 - ISIN: US65409RXA30, C.3 - LEI: 724500BM7HQ2
- **C.18 - Value (incl. sponsor support):** $19899946.00
- **C.18.a - Value (excl. sponsor support):** $19899946.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Norddeutsche Landesbank

- **C.1 - Title:** Norddeutsche Landesbank 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558NBH0, C.4 - ISIN: US65558NBH08, C.3 - LEI: DSNHHQ2B9X5N6OUJ1236
- **C.18 - Value (incl. sponsor support):** $12739879.10
- **C.18.a - Value (excl. sponsor support):** $12739879.10
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Nordea Bank Abp (New York Branch)

- **C.1 - Title:** Nordea Bank Abp (New York Branch) 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WFM5, C.4 - ISIN: US65558WFM55, C.3 - LEI: 529900ODI304
- **C.18 - Value (incl. sponsor support):** $15009235.50
- **C.18.a - Value (excl. sponsor support):** $15009235.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Northwestern Mutual Short Term Fund

- **C.1 - Title:** Northwestern Mutual Short Term Fund 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 66815AW25, C.4 - ISIN: US66815AW253, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3757201.69
- **C.18.a - Value (excl. sponsor support):** $3757201.69
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 58: Northwestern Mutual Global Funding

- **C.1 - Title:** Northwestern Mutual Global Funding 0.800000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 66815L2A6, C.4 - ISIN: US66815L2A63, C.3 - LEI: 635400LZXFVE
- **C.18 - Value (incl. sponsor support):** $1924771.74
- **C.18.a - Value (excl. sponsor support):** $1924771.74
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Northwestern Mutual Global Funding

- **C.1 - Title:** Northwestern Mutual Global Funding 4.700000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 66815L2L2, C.4 - ISIN: US66815L2L29, C.3 - LEI: 635400LZXFVE
- **C.18 - Value (incl. sponsor support):** $1103489.20
- **C.18.a - Value (excl. sponsor support):** $1103489.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC 4.500000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984VME7, C.4 - ISIN: US67984VME73, C.3 - LEI: 5493004QSN8O
- **C.18 - Value (incl. sponsor support):** $25000266.00
- **C.18.a - Value (excl. sponsor support):** $25000266.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC 4.560000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984YLQ5, C.3 - LEI: 5493004QSN8O
- **C.18 - Value (incl. sponsor support):** $25001249.75
- **C.18.a - Value (excl. sponsor support):** $25001249.75
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984YLT9, C.3 - LEI: 5493004QSN8O
- **C.18 - Value (incl. sponsor support):** $10001232.60
- **C.18.a - Value (excl. sponsor support):** $10001232.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67985BJY0, C.3 - LEI: 5493004QSN8O
- **C.18 - Value (incl. sponsor support):** $10001409.10
- **C.18.a - Value (excl. sponsor support):** $10001409.10
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q2T3, C.4 - ISIN: US69901Q2T33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10002382.00
- **C.18.a - Value (excl. sponsor support):** $10002382.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Park Avenue Collateralized Notes

- **C.1 - Title:** Park Avenue Collateralized Notes 4.650000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RBB8, C.4 - ISIN: US70018RBB87, C.3 - LEI: 549300QFFTZ0
- **C.18 - Value (incl. sponsor support):** $10000210.20
- **C.18.a - Value (excl. sponsor support):** $10000210.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BEK2, C.4 - ISIN: US73044BEK26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000234.00
- **C.18.a - Value (excl. sponsor support):** $10000234.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GEM7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4849670.00
- **C.18.a - Value (excl. sponsor support):** $4849670.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Linde, Inc.

- **C.1 - Title:** Linde, Inc. 3.200000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 74005PBQ6, C.4 - ISIN: US74005PBQ63, C.3 - LEI: ZU69GUVJQGZ6
- **C.18 - Value (incl. sponsor support):** $5885406.32
- **C.18.a - Value (excl. sponsor support):** $5885406.32
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A2; Standard and Poor's Ratings Services: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Pricoa Short Term Funding LLC

- **C.1 - Title:** Pricoa Short Term Funding LLC 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74154HAW1, C.4 - ISIN: US74154HAW16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25003192.50
- **C.18.a - Value (excl. sponsor support):** $25003192.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Royal Bank of Canada (New York Branch)

- **C.1 - Title:** Royal Bank of Canada (New York Branch) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015CXM9, C.4 - ISIN: US78015CXM99, C.3 - LEI: 549300HXQQQC
- **C.18 - Value (incl. sponsor support):** $9937249.00
- **C.18.a - Value (excl. sponsor support):** $9937249.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Royal Bank of Canada (New York Branch)

- **C.1 - Title:** Royal Bank of Canada (New York Branch) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015CY63, C.4 - ISIN: US78015CY639, C.3 - LEI: 549300HXQQQC
- **C.18 - Value (incl. sponsor support):** $14877957.00
- **C.18.a - Value (excl. sponsor support):** $14877957.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: St. Engineering NA, Inc.

- **C.1 - Title:** St. Engineering NA, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78476GW27, C.3 - LEI: 549300XO53TG
- **C.18 - Value (incl. sponsor support):** $22989022.10
- **C.18.a - Value (excl. sponsor support):** $22989022.10
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 73: STE TransCore Holdings, Inc.

- **C.1 - Title:** STE TransCore Holdings, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78477FW44, C.4 - ISIN: US78477FW448, C.3 - LEI: 2549005ISD49
- **C.18 - Value (incl. sponsor support):** $8993447.10
- **C.18.a - Value (excl. sponsor support):** $8993447.10
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: Siemens Financieringsmaatschappij NV

- **C.1 - Title:** Siemens Financieringsmaatschappij NV 6.125000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 826200AD9, C.4 - ISIN: US826200AD92, C.3 - LEI: TAFO772JB70P
- **C.18 - Value (incl. sponsor support):** $15417531.42
- **C.18.a - Value (excl. sponsor support):** $15417531.42
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-08-17
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB 0.850000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 83051GAR9, C.4 - ISIN: US83051GAR92, C.3 - LEI: F3JS33DEI6XQ
- **C.18 - Value (incl. sponsor support):** $11648000.00
- **C.18.a - Value (excl. sponsor support):** $11648000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.8500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 76: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB 1.400000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 83051GAU2, C.4 - ISIN: US83051GAU22, C.3 - LEI: F3JS33DEI6XQ
- **C.18 - Value (incl. sponsor support):** $8942150.79
- **C.18.a - Value (excl. sponsor support):** $8942150.79
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562LAC6, C.4 - ISIN: US86562LAC63, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $29525019.00
- **C.18.a - Value (excl. sponsor support):** $29525019.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Suncorp Bank Norfina Ltd.

- **C.1 - Title:** Suncorp Bank Norfina Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724AZG9, C.4 - ISIN: US86724AZG92, C.3 - LEI: JEBU6C6ITPD2
- **C.18 - Value (incl. sponsor support):** $4936497.50
- **C.18.a - Value (excl. sponsor support):** $4936497.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Suncorp Bank Norfina Ltd.

- **C.1 - Title:** Suncorp Bank Norfina Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BCP2, C.4 - ISIN: US86724BCP22, C.3 - LEI: JEBU6C6ITPD2
- **C.18 - Value (incl. sponsor support):** $9765567.00
- **C.18.a - Value (excl. sponsor support):** $9765567.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Suncorp Bank Norfina Ltd.

- **C.1 - Title:** Suncorp Bank Norfina Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BE54, C.4 - ISIN: US86724BE549, C.3 - LEI: JEBU6C6ITPD2
- **C.18 - Value (incl. sponsor support):** $9719275.00
- **C.18.a - Value (excl. sponsor support):** $9719275.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JYJ8, C.4 - ISIN: US86960JYJ86, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $14858305.50
- **C.18.a - Value (excl. sponsor support):** $14858305.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JZ24, C.4 - ISIN: US86960JZ240, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $9889712.00
- **C.18.a - Value (excl. sponsor support):** $9889712.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JZ40, C.4 - ISIN: US86960JZ406, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $24718627.50
- **C.18.a - Value (excl. sponsor support):** $24718627.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KCG5, C.4 - ISIN: US86960KCG58, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $4886520.00
- **C.18.a - Value (excl. sponsor support):** $4886520.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Swedbank AB

- **C.1 - Title:** Swedbank AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XE14, C.4 - ISIN: US87020XE149, C.3 - LEI: M312WZV08Y7L
- **C.18 - Value (incl. sponsor support):** $9728513.00
- **C.18.a - Value (excl. sponsor support):** $9728513.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Swedbank AB

- **C.1 - Title:** Swedbank AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XEN6, C.4 - ISIN: US87020XEN66, C.3 - LEI: M312WZV08Y7L
- **C.18 - Value (incl. sponsor support):** $24266465.00
- **C.18.a - Value (excl. sponsor support):** $24266465.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Thunder Bay Funding LLC

- **C.1 - Title:** Thunder Bay Funding LLC 4.510000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603LEP0, C.4 - ISIN: US88603LEP04, C.3 - LEI: 549300D7DHGD
- **C.18 - Value (incl. sponsor support):** $25000472.00
- **C.18.a - Value (excl. sponsor support):** $25000472.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Thunder Bay Funding LLC

- **C.1 - Title:** Thunder Bay Funding LLC 4.710000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88604GDT3, C.3 - LEI: 549300D7DHGD
- **C.18 - Value (incl. sponsor support):** $10001323.90
- **C.18.a - Value (excl. sponsor support):** $10001323.90
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toronto-Dominion Bank

- **C.1 - Title:** Toronto-Dominion Bank 4.810000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FCE2, C.4 - ISIN: US89120FCE25, C.3 - LEI: PT3QB789TSUI
- **C.18 - Value (incl. sponsor support):** $20025384.00
- **C.18.a - Value (excl. sponsor support):** $20025384.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: 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: 89232DAU8, C.4 - ISIN: US89232DAU81, C.3 - LEI: HJZQGXYTVV2N
- **C.18 - Value (incl. sponsor support):** $9822008.00
- **C.18.a - Value (excl. sponsor support):** $9822008.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Toyota Motor Corp.

- **C.1 - Title:** Toyota Motor Corp. 1.339000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 892331AM1, C.4 - ISIN: US892331AM12, C.3 - LEI: Z2VZBHUMB7PW
- **C.18 - Value (incl. sponsor support):** $10825806.97
- **C.18.a - Value (excl. sponsor support):** $10825806.97
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Toyota Motor Finance

- **C.1 - Title:** Toyota Motor Finance 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233EZ95, C.3 - LEI: 724500OPA8GZ
- **C.18 - Value (incl. sponsor support):** $29640960.00
- **C.18.a - Value (excl. sponsor support):** $29640960.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HD19, C.4 - ISIN: US89233HD190, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $9755046.00
- **C.18.a - Value (excl. sponsor support):** $9755046.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HDA9, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $1949043.20
- **C.18.a - Value (excl. sponsor support):** $1949043.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp. 4.710000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TMX0, C.4 - ISIN: US89236TMX09, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $15005114.25
- **C.18.a - Value (excl. sponsor support):** $15005114.25
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A0W82, C.4 - ISIN: US8923A0W828, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $9988035.00
- **C.18.a - Value (excl. sponsor support):** $9988035.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A0WN9, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $9971365.00
- **C.18.a - Value (excl. sponsor support):** $9971365.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A0YQ0, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $6926632.30
- **C.18.a - Value (excl. sponsor support):** $6926632.30
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1AN1, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $3930566.80
- **C.18.a - Value (excl. sponsor support):** $3930566.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1AS0, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $3928766.80
- **C.18.a - Value (excl. sponsor support):** $3928766.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1C25, C.4 - ISIN: US8923A1C257, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $4891461.00
- **C.18.a - Value (excl. sponsor support):** $4891461.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1DQ1, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $4861690.00
- **C.18.a - Value (excl. sponsor support):** $4861690.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG London

- **C.1 - Title:** UBS AG London 1.250000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 902674ZZ6, C.4 - ISIN: US902674ZZ69, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $16838523.72
- **C.18.a - Value (excl. sponsor support):** $16838523.72
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG London

- **C.1 - Title:** UBS AG London 4.689700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYL4, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $25006520.50
- **C.18.a - Value (excl. sponsor support):** $25006520.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG London

- **C.1 - Title:** UBS AG London 4.674600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYS9, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $15001958.55
- **C.18.a - Value (excl. sponsor support):** $15001958.55
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG London

- **C.1 - Title:** UBS AG London 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90351WZ32, C.4 - ISIN: US90351WZ322, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $5553161.11
- **C.18.a - Value (excl. sponsor support):** $5553161.11
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Versailles Commercial Paper LLC

- **C.1 - Title:** Versailles Commercial Paper LLC 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92513JSQ9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15000991.20
- **C.18.a - Value (excl. sponsor support):** $15000991.20
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 1.150000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 961214ER0, C.4 - ISIN: US961214ER00, C.3 - LEI: EN5TNI6CI43V
- **C.18 - Value (incl. sponsor support):** $2112332.67
- **C.18.a - Value (excl. sponsor support):** $2112332.67
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: JP Morgan Clearing Corp.

- **C.1 - Title:** JP Morgan Clearing Corp. 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP0XSP25, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0XSP25_4.53_0905
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| DANA INC                       SR GLBL N | 2027-11-15      | 5.3750%  | 0.0000% | $1983000.00        | $2005006.89        | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLB | 2033-06-30      | 6.8750%  | 0.0000% | $491317.00         | $502321.21         | Corporate Debt Securities |
| TURNING PT BRANDS INC          SR SEC 14 | 2032-03-15      | 7.6250%  | 0.0000% | $4360000.00        | $4746309.32        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL N | 2030-03-15      | 7.8750%  | 0.0000% | $2792000.00        | $3051865.40        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GL | 2030-05-15      | 8.7500%  | 0.0000% | $39604000.00       | $42394013.79       | Corporate Debt Securities |
| CARVANA CO                     SR SEC GL | 2030-06-01      | 9.0000%  | 0.0000% | $12003000.00       | $12619300.70       | Corporate Debt Securities |
| VIKING CRUISES LTD             SR 144A N | 2031-07-15      | 9.1250%  | 0.0000% | $8289000.00        | $9026744.03        | Corporate Debt Securities |
| COMMSCOPE LLC                  144A NT 9 | 2031-12-15      | 9.5000%  | 0.0000% | $75000.00          | $79279.33          | Corporate Debt Securities |
| STAPLES INC                    SR SEC 14 | 2029-09-01      | 10.7500% | 0.0000% | $73000.00          | $73938.25          | Corporate Debt Securities |

### Security 110: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP0YYR45, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP0YYR45_4.42_0905
- **C.18 - Value (incl. sponsor support):** $11000000.00
- **C.18.a - Value (excl. sponsor support):** $11000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| SINOPEC GRP OVERSEAS DEV 2018  GLBL REGS | 2031-01-08      | 2.3000%  | 0.0000% | $200000.00         | $185845.67         | Corporate Debt Securities |
| KILROY RLTY L P                SR GLBL N | 2032-11-15      | 2.5000%  | 0.0000% | $24000.00          | $19873.01          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 2.572% | 2031-02-11      | 2.5720%  | 0.0000% | $178000.00         | $165231.35         | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP       CR SEN SR | 2031-12-15      | 2.9000%  | 0.0000% | $201000.00         | $179871.10         | Corporate Debt Securities |
| BNP PARIBAS                    SNR NPF 1 | 2033-01-20      | 3.1320%  | 0.0000% | $422000.00         | $382345.93         | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL N | 2031-01-30      | 3.2500%  | 0.0000% | $1000.00           | $933.50            | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL N | 2031-12-01      | 3.7500%  | 0.0000% | $131000.00         | $124325.11         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2027-01-26      | 3.8500%  | 0.0000% | $58000.00          | $57922.81          | Corporate Debt Securities |
| CORPORACION ANDINA DE FOMENTO  SR GLBL N | 2028-06-30      | 4.1250%  | 0.0000% | $1130000.00        | $1142645.17        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL N | 2026-09-12      | 4.2920%  | 0.0000% | $782000.00         | $797413.31         | Corporate Debt Securities |
| META PLATFORMS INC             GLBL NT 4 | 2052-08-15      | 4.4500%  | 0.0000% | $128000.00         | $108017.99         | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL N | 2029-06-19      | 4.5830%  | 0.0000% | $1560000.00        | $1585242.97        | Corporate Debt Securities |
| NATWEST GROUP PLC              SR GLBL N | 2029-05-18      | 4.8920%  | 0.0000% | $200000.00         | $205986.96         | Corporate Debt Securities |
| ABBOTT LABORATORIES            SR GLBL N | 2046-11-30      | 4.9000%  | 0.0000% | $14000.00          | $13356.33          | Corporate Debt Securities |
| INTEL CORP                     SR GLBL N | 2052-08-05      | 4.9000%  | 0.0000% | $26000.00          | $21487.35          | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL B | 2053-05-15      | 5.1000%  | 0.0000% | $15000.00          | $14123.75          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL N | 2035-07-22      | 5.2940%  | 0.0000% | $236000.00         | $242818.29         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2035-07-23      | 5.3300%  | 0.0000% | $3900000.00        | $4001673.00        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB GLBL  | 2033-09-14      | 5.7170%  | 0.0000% | $8000.00           | $8587.86           | Corporate Debt Securities |
| NBCUNIVERSAL MEDIA LLC         SR NT 5.9 | 2041-04-01      | 5.9500%  | 0.0000% | $658000.00         | $700579.91         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.627% | 2034-11-01      | 6.6270%  | 0.0000% | $83000.00          | $94152.86          | Corporate Debt Securities |
| SANTOS FINANCE LTD             GLBL REGS | 2033-09-19      | 6.8750%  | 0.0000% | $2000.00           | $2257.31           | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL N | 2038-01-15      | 6.9500%  | 0.0000% | $1000.00           | $1126.25           | Corporate Debt Securities |
| SINGAPORE TELECOMMUNICATNS LTD CR SEN GL | 2031-12-01      | 7.3750%  | 0.0000% | $1405000.00        | $1678199.13        | Corporate Debt Securities |

### Security 111: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP0ZEGO6, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP0ZEGO6_4.42_0905
- **C.18 - Value (incl. sponsor support):** $24000000.00
- **C.18.a - Value (excl. sponsor support):** $24000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BRITISH COLUMBIA PROV CDA      GLBL BCUS | 2030-08-27      | 3.9000%  | 0.0000% | $136000.00         | $136343.63         | Corporate Debt Securities          |
| VERIZON COMMUNICATIONS INC     SR GLBL N | 2029-12-03      | 4.0160%  | 0.0000% | $4000.00           | $4012.62           | Corporate Debt Securities          |
| MACQUARIE GROUP LIMITED        SR REGS N | 2028-06-21      | 4.0980%  | 0.0000% | $41000.00          | $41094.33          | Corporate Debt Securities          |
| DISNEY WALT CO                 FR 4.125% | 2041-12-01      | 4.1250%  | 0.0000% | $6000.00           | $5233.94           | Corporate Debt Securities          |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL D | 2048-12-15      | 4.1500%  | 0.0000% | $75000.00          | $61965.79          | Corporate Debt Securities          |
| DIAMONDBACK ENERGY INC         SR GLBL N | 2052-03-15      | 4.2500%  | 0.0000% | $126000.00         | $97962.62          | Corporate Debt Securities          |
| HSBC HLDGS PLC                 SR GLBL N | 2026-09-12      | 4.2920%  | 0.0000% | $1131000.00        | $1153292.14        | Corporate Debt Securities          |
| CK HUTCHINSON INTL 24 II LTD   SR REGS N | 2030-03-13      | 4.3750%  | 0.0000% | $200000.00         | $204758.72         | Corporate Debt Securities          |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 4.4 | 2042-05-15      | 4.4000%  | 0.0000% | $25000.00          | $23287.28          | Corporate Debt Securities          |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL D | 2053-01-15      | 4.4500%  | 0.0000% | $90000.00          | $75870.80          | Corporate Debt Securities          |
| CITIGROUP INC                  SR GLBL N | 2030-09-19      | 4.5420%  | 0.0000% | $234000.00         | $239900.70         | Corporate Debt Securities          |
| PROVINCE OF QUEBEC             GLBL -RG  | 2035-08-28      | 4.6250%  | 0.0000% | $278000.00         | $279233.90         | Corporate Debt Securities          |
| INTEL CORP                     SR GLBL N | 2050-03-25      | 4.7500%  | 0.0000% | $347000.00         | $288807.91         | Corporate Debt Securities          |
| NATWEST GROUP PLC              SR NT 4.8 | 2026-04-05      | 4.8000%  | 0.0000% | $200000.00         | $204366.00         | Corporate Debt Securities          |
| NATWEST GROUP PLC              SR GLBL N | 2029-05-18      | 4.8920%  | 0.0000% | $1025000.00        | $1055683.15        | Corporate Debt Securities          |
| MPLX LP                        SR GLBL N | 2052-03-14      | 4.9500%  | 0.0000% | $30000.00          | $25647.82          | Corporate Debt Securities          |
| QUEST DIAGNOSTICS INC          SR GLBL N | 2034-12-15      | 5.0000%  | 0.0000% | $292000.00         | $296329.71         | Corporate Debt Securities          |
| RGA GLOBAL FUNDING             144A NT 5 | 2031-12-06      | 5.0500%  | 0.0000% | $323000.00         | $332791.12         | Corporate Debt Securities          |
| TORONTO DOMINION BK ONT        FR 5.103% | 2026-01-09      | 5.1030%  | 0.0000% | $675000.00         | $681100.31         | Corporate Debt Securities          |
| STRYKER CORPORATION            SR GLBL N | 2035-02-10      | 5.2000%  | 0.0000% | $34000.00          | $34975.95          | Corporate Debt Securities          |
| WELLS FARGO & CO               FR 5.211% | 2035-12-03      | 5.2110%  | 0.0000% | $3000.00           | $3072.00           | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2031-04-23      | 5.2180%  | 0.0000% | $7000.00           | $7359.89           | Corporate Debt Securities          |
| RTX CORPORATION                SR GLBL N | 2053-02-27      | 5.3750%  | 0.0000% | $3966000.00        | $3792045.73        | Corporate Debt Securities          |
| HSBC HLDGS PLC                 SR GLBL C | 2036-03-03      | 5.4500%  | 0.0000% | $1164000.00        | $1219725.85        | Corporate Debt Securities          |
| OKLAHOMA GAS & ELEC CO         SR GLBL N | 2053-04-01      | 5.6000%  | 0.0000% | $641000.00         | $641142.44         | Corporate Debt Securities          |
| FAIRFAX FINL HLDGS LTD         SR NT 5.6 | 2032-08-16      | 5.6250%  | 0.0000% | $15000.00          | $15514.82          | Corporate Debt Securities          |
| CANADIAN PAC RY CO NEW         GLBL NT 1 | 2026-12-02      | 1.7500%  | 0.0000% | $417000.00         | $406666.39         | Corporate Debt Securities          |
| STRYKER CORPORATION            SR GLBL N | 2030-06-15      | 1.9500%  | 0.0000% | $1044000.00        | $946227.66         | Corporate Debt Securities          |
| UNITED OVERSEAS BK LTD         FR 2%1014 | 2031-10-14      | 2.0000%  | 0.0000% | $282000.00         | $276546.12         | Corporate Debt Securities          |
| AMPHENOL CORP                  SR GLBL N | 2031-09-15      | 2.2000%  | 0.0000% | $759000.00         | $680968.90         | Corporate Debt Securities          |
| BPCE                           SNR NPF G | 2032-01-20      | 2.2770%  | 0.0000% | $500000.00         | $440878.38         | Corporate Debt Securities          |
| WELLS FARGO & CO               FR 2.572% | 2031-02-11      | 2.5720%  | 0.0000% | $30000.00          | $27847.98          | Corporate Debt Securities          |
| ATHENE GLOBAL FDG              FR 2.646% | 2031-10-04      | 2.6460%  | 0.0000% | $2000.00           | $1798.76           | Corporate Debt Securities          |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 2 | 2030-01-15      | 2.7500%  | 0.0000% | $372000.00         | $349211.69         | Corporate Debt Securities          |
| WELLS FARGO & CO               FR 2.879% | 2030-10-30      | 2.8790%  | 0.0000% | $31000.00          | $29576.07          | Corporate Debt Securities          |
| QUEST DIAGNOSTICS INC          SR GLBL N | 2030-06-30      | 2.9500%  | 0.0000% | $25000.00          | $23625.62          | Corporate Debt Securities          |
| BNP PARIBAS                    FR 3.052% | 2031-01-13      | 3.0520%  | 0.0000% | $293000.00         | $276123.13         | Corporate Debt Securities          |
| GENERAL MTRS FINL CO INC       SR GLBL N | 2032-01-12      | 3.1000%  | 0.0000% | $2494000.00        | $2232497.17        | Corporate Debt Securities          |
| PRUDENTIAL FDG ASIA PLC        SR GLBL N | 2030-04-14      | 3.1250%  | 0.0000% | $1569000.00        | $1519621.61        | Corporate Debt Securities          |
| BNP PARIBAS                    SNR NPF 1 | 2033-01-20      | 3.1320%  | 0.0000% | $755000.00         | $684054.92         | Corporate Debt Securities          |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL N | 2031-01-30      | 3.2500%  | 0.0000% | $1565000.00        | $1460924.46        | Corporate Debt Securities          |
| BRITISH TELECOMMUNICATIONS PLC GLBL REGS | 2029-11-08      | 3.2500%  | 0.0000% | $515000.00         | $499251.73         | Corporate Debt Securities          |
| DEUTSCHE BK AG N Y             SNR NPF G | 2031-09-18      | 3.5470%  | 0.0000% | $2972000.00        | $2867780.79        | Corporate Debt Securities          |
| JBS USA LUX S A / JBS USA FOOD SR GLBL N | 2031-12-01      | 3.7500%  | 0.0000% | $100000.00         | $94904.67          | Corporate Debt Securities          |
| PERUSAHAAN LISTRIK NEGARA PT   FR 3.875% | 2029-07-17      | 3.8750%  | 0.0000% | $1202000.00        | $1182168.00        | Corporate Debt Securities          |
| U.S. Treasury Note                       | 2031-08-15      | 1.2500%  | 0.0000% | $48800.00          | $42183.97          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-08-15      | 4.3750%  | 0.0000% | $239400.00         | $227757.36         | U.S. Treasuries (including strips) |

### Security 112: TD Securities USA LLC

- **C.1 - Title:** TD 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: ARP10SVK2, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP10SVK2_4.43_0905
- **C.18 - Value (incl. sponsor support):** $33000000.00
- **C.18.a - Value (excl. sponsor support):** $33000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BLUE OWL TECHNOLOGY FIN CORP   SR GLBL 1 | 2026-06-17      | 3.7500%  | 0.0000% | $12800000.00       | $12724224.00       | Corporate Debt Securities |
| DANSKE BK A/S                  FR 5.427% | 2028-03-01      | 5.4270%  | 0.0000% | $12000000.00       | $12523602.00       | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL C | 2030-03-04      | 5.5460%  | 0.0000% | $8232000.00        | $8771358.35        | Corporate Debt Securities |
| BLUE OWL CAPITAL CORPORATION   SR GLBL N | 2029-03-15      | 5.9500%  | 0.0000% | $606000.00         | $631667.47         | Corporate Debt Securities |

### Security 113: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.780000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP15AA60, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP15AA60_4.78_1128
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| LEVEL 3 FING INC               SR GLBL 1 | 2029-07-15      | 3.7500%  | 0.0000% | $176000.00         | $148206.67         | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INTL INC     SR SEC GL | 2028-08-15      | 4.6250%  | 0.0000% | $1000000.00        | $985998.61         | Corporate Debt Securities |
| COMMSCOPE LLC                  SR SEC GL | 2029-09-01      | 4.7500%  | 0.0000% | $9463000.00        | $9591186.85        | Corporate Debt Securities |
| TOLEDO HOSPITAL                -2018B BD | 2038-11-15      | 5.7500%  | 0.0000% | $429000.00         | $437610.51         | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A N | 2029-03-26      | 6.4000%  | 0.0000% | $938000.00         | $1010685.62        | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLB | 2055-05-15      | 6.7000%  | 0.0000% | $31000.00          | $32365.10          | Corporate Debt Securities |
| QVC INC                        SR SEC GL | 2029-04-15      | 6.8750%  | 0.0000% | $170000.00         | $86341.35          | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 1 | 2032-06-01      | 7.3750%  | 0.0000% | $8331000.00        | $8560000.68        | Corporate Debt Securities |
| TRANSOCEAN INC                 SR SEC GL | 2030-02-15      | 8.7500%  | 0.0000% | $500000.00         | $398228.54         | Corporate Debt Securities |
| HANESBRANDS INC                SR GLBL 1 | 2031-02-15      | 9.0000%  | 0.0000% | $2402000.00        | $2564831.58        | Corporate Debt Securities |
| ARMADA FDG CO LLC DISC COML PA           | 2025-09-29      | N/A      | 0.0000% | $2921628.00        | $2910143.08        | Money Market              |

### Security 114: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.630000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP191281, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP191281_4.63_0912
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| PROCTER & GAMBLE CO            SR GLBL N | 2030-10-29      | 1.2000%  | 0.0000% | $245000.00         | $215041.40         | Corporate Debt Securities |
| LG CHEM LTD                    GLBL REGS | 2026-07-07      | 1.3750%  | 0.0000% | $300000.00         | $292813.83         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL N | 2027-09-22      | 1.4700%  | 0.0000% | $26000.00          | $25412.16          | Corporate Debt Securities |
| AGILENT TECHNOLOGIES INC       SR GLBL N | 2030-06-04      | 2.1000%  | 0.0000% | $56000.00          | $51081.99          | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL N | 2031-09-15      | 2.1250%  | 0.0000% | $7904000.00        | $6907468.07        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL N | 2027-02-26      | 2.3500%  | 0.0000% | $29000.00          | $28175.41          | Corporate Debt Securities |
| MICROSOFT CORP                 SR GLBL N | 2050-09-15      | 2.5000%  | 0.0000% | $181000.00         | $113296.75         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL N | 2026-09-16      | 2.6250%  | 0.0000% | $103000.00         | $102488.65         | Corporate Debt Securities |
| EBAY INC.                      SR GLBL N | 2030-03-11      | 2.7000%  | 0.0000% | $30000.00          | $28437.90          | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL N | 2041-05-12      | 2.8750%  | 0.0000% | $151000.00         | $115384.41         | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL N | 2061-12-10      | 2.9000%  | 0.0000% | $26000.00          | $15288.62          | Corporate Debt Securities |
| SALESFORCE INC                 GLBL NT 2 | 2051-07-15      | 2.9000%  | 0.0000% | $82000.00          | $52918.24          | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL N | 2032-03-15      | 2.9500%  | 0.0000% | $2000.00           | $1855.54           | Corporate Debt Securities |
| AVNET INC                      SR GLBL N | 2031-05-15      | 3.0000%  | 0.0000% | $60000.00          | $54869.20          | Corporate Debt Securities |
| EQUIFAX INC                    SR GLBL N | 2026-06-01      | 3.2500%  | 0.0000% | $119000.00         | $118769.67         | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR GLBL N | 2027-05-09      | 3.5000%  | 0.0000% | $16000.00          | $15981.35          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL N | 2030-06-21      | 3.6000%  | 0.0000% | $130000.00         | $124445.10         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SUB GLBL  | 2026-07-28      | 3.7500%  | 0.0000% | $60000.00          | $59798.35          | Corporate Debt Securities |
| JUNIPER NETWORKS               SR GLBL N | 2029-08-15      | 3.7500%  | 0.0000% | $812000.00         | $794759.89         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL N | 2029-04-23      | 4.0750%  | 0.0000% | $2153000.00        | $2175461.17        | Corporate Debt Securities |
| FISERV INC                     CR SEN SR | 2028-10-01      | 4.2000%  | 0.0000% | $4000.00           | $4065.91           | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL NT 4 | 2030-04-01      | 4.2500%  | 0.0000% | $40975000.00       | $42387499.30       | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM SUB GLBL  | 2047-05-15      | 4.2700%  | 0.0000% | $810000.00         | $667217.70         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL N | 2044-05-06      | 4.4000%  | 0.0000% | $132000.00         | $119606.67         | Corporate Debt Securities |
| THERMO FISHER SCIENTIFIC INC   SR GLBL N | 2034-01-31      | 5.2000%  | 0.0000% | $71000.00          | $73827.14          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL N | 2028-02-01      | 5.2500%  | 0.0000% | $49000.00          | $50450.07          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL N | 2041-03-26      | 5.3160%  | 0.0000% | $146000.00         | $146816.58         | Corporate Debt Securities |
| INGERSOLL RAND INC             SR GLBL N | 2034-06-15      | 5.4500%  | 0.0000% | $195000.00         | $204305.94         | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP       SR GLBL - | 2035-04-15      | 5.5000%  | 0.0000% | $1025000.00        | $1043493.28        | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR GLBL 1 | 2028-04-01      | 5.5000%  | 0.0000% | $38000.00          | $39556.90          | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL N | 2035-05-15      | 4.5000%  | 0.0000% | $2018000.00        | $2036706.86        | Corporate Debt Securities |
| WASTE MGMT INC DEL             SR GLBL N | 2028-03-15      | 4.5000%  | 0.0000% | $77000.00          | $79536.38          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL N | 2030-06-14      | 4.5650%  | 0.0000% | $1700000.00        | $1736312.71        | Corporate Debt Securities |
| STATE STREET BANK & TRUST      SR GLBL N | 2026-11-25      | 4.5940%  | 0.0000% | $8048000.00        | $8205784.62        | Corporate Debt Securities |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 4 | 2029-02-08      | 4.6000%  | 0.0000% | $5073000.00        | $5182644.44        | Corporate Debt Securities |
| CUMMINS INC                    SR GLBL N | 2031-02-15      | 4.7000%  | 0.0000% | $463000.00         | $477307.21         | Corporate Debt Securities |
| ZIMMER BIOMET HOLDINGS INC     GLBL NT 4 | 2027-02-19      | 4.7000%  | 0.0000% | $32000.00          | $32260.34          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR NT 4.7 | 2041-11-01      | 4.7500%  | 0.0000% | $59000.00          | $54609.19          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL D | 2028-02-04      | 4.8500%  | 0.0000% | $164000.00         | $167407.60         | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL N | 2048-12-15      | 4.9000%  | 0.0000% | $56000.00          | $49724.20          | Corporate Debt Securities |
| WRKCO INC                      SR GLBL N | 2029-03-15      | 4.9000%  | 0.0000% | $2000.00           | $2087.00           | Corporate Debt Securities |
| AUTOZONE INC                   SR GLBL N | 2033-08-01      | 5.2000%  | 0.0000% | $2000000.00        | $2049468.89        | Corporate Debt Securities |
| PROCTER & GAMBLE CO            SR NT 5.5 | 2037-03-05      | 5.5500%  | 0.0000% | $78000.00          | $86325.33          | Corporate Debt Securities |
| FISERV INC                     SR GLBL N | 2033-08-21      | 5.6250%  | 0.0000% | $12000.00          | $12497.40          | Corporate Debt Securities |
| EOG RES INC                    SR GLBL N | 2054-12-01      | 5.6500%  | 0.0000% | $100000.00         | $98995.11          | Corporate Debt Securities |
| COREBRIDGE FINL INC            SR GLBL N | 2034-01-15      | 5.7500%  | 0.0000% | $12000.00          | $12654.93          | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR GLBL N | 2037-02-01      | 5.9500%  | 0.0000% | $14000.00          | $14974.65          | Corporate Debt Securities |
| RTX CORPORATION                GLBL NT 6 | 2031-03-15      | 6.0000%  | 0.0000% | $32000.00          | $35478.83          | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         SR GLBL N | 2065-05-14      | 6.0500%  | 0.0000% | $120000.00         | $124805.50         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL N | 2029-11-09      | 6.1500%  | 0.0000% | $2067000.00        | $2249540.22        | Corporate Debt Securities |
| DOMINION ENERGY INC            JR SB GLB | 2054-06-01      | 7.0000%  | 0.0000% | $10000.00          | $10897.41          | Corporate Debt Securities |

### Security 115: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19B651, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19B651_4.84_1128
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.8400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ATOUR LIFESTYLE HLDGS LTD      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $38460.00          | $1499940.00        | Equities   |
| AURORA MOBILE LTD              SPON ADS  | 2199-01-01      | N/A      | 0.0000% | $500.00            | $5200.00           | Equities   |
| FUTU HLDGS LTD                 SPON ADS  | 2199-01-01      | N/A      | 0.0000% | $8059.00           | $1499860.49        | Equities   |
| TAKEDA PHARMACEUTICAL CO LTD   SPONSORED | 2199-01-01      | N/A      | 0.0000% | $67323.00          | $1007825.31        | Equities   |
| TAL EDUCATION GROUP            SPONSORED | 2199-01-01      | N/A      | 0.0000% | $138760.00         | $1499995.60        | Equities   |
| ZEEKR INTELLIGENT TECHNOLOGY   SPON ADS  | 2199-01-01      | N/A      | 0.0000% | $7696.00           | $228417.28         | Equities   |
| ALERUS FINL CORP               COM       | 2199-01-01      | N/A      | 0.0000% | $34636.00          | $771690.08         | Equities   |
| ALIGOS THERAPEUTICS INC        COM NEW   | 2199-01-01      | N/A      | 0.0000% | $43155.00          | $477294.30         | Equities   |
| ALPINE INCOME PPTY TR INC      COM       | 2199-01-01      | N/A      | 0.0000% | $15135.00          | $228689.85         | Equities   |
| AVIDBANK HLDGS INC             COM       | 2199-01-01      | N/A      | 0.0000% | $609.00            | $15212.82          | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL A      | 2199-01-01      | N/A      | 0.0000% | $2.00              | $1498955.18        | Equities   |
| BOWMAN CONSULTING GROUP LTD    COM       | 2199-01-01      | N/A      | 0.0000% | $6555.00           | $278128.65         | Equities   |
| BRIGHTHOUSE FINL INC           COM       | 2199-01-01      | N/A      | 0.0000% | $885.00            | $41347.20          | Equities   |
| BROOKFIELD BUSINESS CORP       CL A EXC  | 2199-01-01      | N/A      | 0.0000% | $7301.00           | $256119.08         | Equities   |
| CF BANKSHARES INC              COM       | 2199-01-01      | N/A      | 0.0000% | $2152.00           | $52831.60          | Equities   |
| CHIMERA INVT CORP              COM SHS   | 2199-01-01      | N/A      | 0.0000% | $50363.00          | $705082.00         | Equities   |
| CITIZENS & NORTHN CORP         COM       | 2199-01-01      | N/A      | 0.0000% | $53.00             | $1076.96           | Equities   |
| COMMUNITY TR BANCORP INC       COM       | 2199-01-01      | N/A      | 0.0000% | $10869.00          | $637140.78         | Equities   |
| TRUBRIDGE INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $2770.00           | $55372.30          | Equities   |
| CONSENSUS CLOUD SOLUTIONS INC  COM       | 2199-01-01      | N/A      | 0.0000% | $10310.00          | $275277.00         | Equities   |
| COUSINS PPTYS INC              COM NEW   | 2199-01-01      | N/A      | 0.0000% | $51387.00          | $1499986.53        | Equities   |
| EMERA INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $15402.00          | $728052.54         | Equities   |
| FIRST BK WILLIAMSTOWN NEW JERS COM       | 2199-01-01      | N/A      | 0.0000% | $11756.00          | $197030.56         | Equities   |
| FIRST COMWLTH FINL CORP PA     COM       | 2199-01-01      | N/A      | 0.0000% | $39892.00          | $710476.52         | Equities   |
| FLEXSTEEL INDS INC             COM       | 2199-01-01      | N/A      | 0.0000% | $178.00            | $8305.48           | Equities   |
| GUARDIAN PHARMACY SVCS INC     CL A      | 2199-01-01      | N/A      | 0.0000% | $3660.00           | $95709.00          | Equities   |
| GYRODYNE LLC                   COM       | 2199-01-01      | N/A      | 0.0000% | $180.00            | $1845.00           | Equities   |
| HERITAGE COMM CORP             COM       | 2199-01-01      | N/A      | 0.0000% | $1920.00           | $19891.20          | Equities   |
| CORECARD CORPORATION           COM       | 2199-01-01      | N/A      | 0.0000% | $1379.00           | $38474.10          | Equities   |
| KINROSS GOLD CORP              COM       | 2199-01-01      | N/A      | 0.0000% | $73108.00          | $1478243.76        | Equities   |
| KINGSWAY FINL SVCS INC         COM NEW   | 2199-01-01      | N/A      | 0.0000% | $32910.00          | $476207.70         | Equities   |
| MAXLINEAR INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $89498.00          | $1499986.48        | Equities   |
| MOBILEYE GLOBAL INC            COMMON CL | 2199-01-01      | N/A      | 0.0000% | $106761.00         | $1499992.05        | Equities   |
| NSTS BANCORP INC               COM       | 2199-01-01      | N/A      | 0.0000% | $760.00            | $9059.20           | Equities   |
| NATIONAL PRESTO INDS INC       COM       | 2199-01-01      | N/A      | 0.0000% | $2472.00           | $263366.88         | Equities   |
| NEWTEKONE INC                  COM NEW   | 2199-01-01      | N/A      | 0.0000% | $8866.00           | $108785.82         | Equities   |
| NEXSTAR MEDIA GROUP INC        COMMON ST | 2199-01-01      | N/A      | 0.0000% | $481.00            | $96743.53          | Equities   |
| OIL DRI CORP AMER              COM       | 2199-01-01      | N/A      | 0.0000% | $3117.00           | $184245.87         | Equities   |
| OLD SECOND BANCORP INC ILL     COM       | 2199-01-01      | N/A      | 0.0000% | $6551.00           | $121390.03         | Equities   |
| OLYMPIC STEEL INC              COM       | 2199-01-01      | N/A      | 0.0000% | $13819.00          | $465976.68         | Equities   |
| PACIFIC PREMIER BANCORP        COM       | 2199-01-01      | N/A      | 0.0000% | $17443.00          | $425783.63         | Equities   |
| PHILLIPS 66                    COM       | 2199-01-01      | N/A      | 0.0000% | $4443.00           | $590163.69         | Equities   |
| POTLATCHDELTIC CORPORATION     COM       | 2199-01-01      | N/A      | 0.0000% | $16353.00          | $681920.10         | Equities   |
| PRECIPIO INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $168.00            | $2593.92           | Equities   |
| REGIS CORPORATION              COM SHS   | 2199-01-01      | N/A      | 0.0000% | $406.00            | $8481.34           | Equities   |
| SEABRIDGE GOLD INC             COM       | 2199-01-01      | N/A      | 0.0000% | $31828.00          | $525162.00         | Equities   |
| VROOM INC                      COM NEW   | 2199-01-01      | N/A      | 0.0000% | $16738.00          | $472848.50         | Equities   |
| WASTE CONNECTIONS INC          COM       | 2199-01-01      | N/A      | 0.0000% | $1732.00           | $317371.68         | Equities   |
| WORKIVA INC                    COM CL A  | 2199-01-01      | N/A      | 0.0000% | $9254.00           | $747260.50         | Equities   |
| ZIONS BANCORPORATION N A       COM       | 2199-01-01      | N/A      | 0.0000% | $8356.00           | $483102.14         | Equities   |
| CAYSON ACQUISITION CORP        SHS       | 2199-01-01      | N/A      | 0.0000% | $2815.00           | $29191.55          | Equities   |
| CREDICORP LTD                  COM       | 2199-01-01      | N/A      | 0.0000% | $5857.00           | $1499919.13        | Equities   |
| NEWHOLD INVT CORP III          ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $458.00            | $4653.28           | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $12046.00          | $123471.50         | Equities   |
| TAVIA ACQUISITION CORP         SHS       | 2199-01-01      | N/A      | 0.0000% | $8374.00           | $86168.46          | Equities   |
| CELLEBRITE DI LTD              ORDINARY  | 2199-01-01      | N/A      | 0.0000% | $89766.00          | $1499989.86        | Equities   |
| CYBERARK SOFTWARE LTD          SHS       | 2199-01-01      | N/A      | 0.0000% | $3310.00           | $1499992.70        | Equities   |
| STEVANATO GROUP S P A          ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $3390.00           | $79529.40          | Equities   |
| DANAOS CORPORATION             SHS       | 2199-01-01      | N/A      | 0.0000% | $289.00            | $26573.55          | Equities   |
| KENON HLDGS LTD                SHS       | 2199-01-01      | N/A      | 0.0000% | $296.00            | $14015.60          | Equities   |
| TRUIST FINL CORP               DP SH RP  | 2199-01-01      | 4.7500%  | 0.0000% | $30.00             | $594.00            | Equities   |
| ENTERGY LA LLC                 COLLATERA | 2066-09-01      | 4.8750%  | 0.0000% | $30.00             | $644.88            | Equities   |
| SCE TR II                      TR PFD SE | 2199-01-01      | 5.1000%  | 0.0000% | $48128.00          | $821063.68         | Equities   |
| PEBBLEBROOK HOTEL TR           5.70% CUM | 2199-01-01      | 5.7000%  | 0.0000% | $12644.00          | $228729.96         | Equities   |
| FLAGSTAR FINANCIAL INC         DEP SHS R | 2199-01-01      | 6.3750%  | 0.0000% | $30.00             | $646.50            | Equities   |
| CHIMERA INVT CORP              7.75% CUM | 2199-01-01      | 7.7500%  | 0.0000% | $33960.00          | $790154.11         | Equities   |
| EAGLE POINT INCOME COMPANY INC NT 29     | 2029-04-30      | 8.0000%  | 0.0000% | $30.00             | $753.90            | Equities   |

### Security 116: JP Morgan Clearing Corp.

- **C.1 - Title:** JP Morgan Clearing Corp. 4.520000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A6XO9, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1A6XO9_4.52_0905
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ARIS MINING CORPORATION        SR REGS N | 2029-10-31      | 8.0000%  | 0.0000% | $775000.00         | $819294.69         | Corporate Debt Securities |
| AMERICAN AIRLINES              SR SEC GL | 2029-05-15      | 8.5000%  | 0.0000% | $410000.00         | $440481.68         | Corporate Debt Securities |
| CARVANA CO                     SR SEC GL | 2031-06-01      | 9.0000%  | 0.0000% | $256000.00         | $291679.86         | Corporate Debt Securities |
| CERDIA FINANZ GMBH             SR SEC RE | 2031-10-03      | 9.3750%  | 0.0000% | $1000.00           | $1090.91           | Corporate Debt Securities |
| COMMSCOPE LLC                  144A NT 9 | 2031-12-15      | 9.5000%  | 0.0000% | $3350000.00        | $3541143.56        | Corporate Debt Securities |
| EVERGREEN ACQCO 1 LP / TVI INC SR SEC 14 | 2028-04-26      | 9.7500%  | 0.0000% | $411000.00         | $429618.99         | Corporate Debt Securities |
| 1261229 BC LTD                 SR SEC GL | 2032-04-15      | 10.0000% | 0.0000% | $1369000.00        | $1478652.34        | Corporate Debt Securities |
| PETSMART INC / PETSMART FINAN  SR GLBL 1 | 2033-09-15      | 10.0000% | 0.0000% | $1334000.00        | $1310222.19        | Corporate Debt Securities |
| ENQUEST PLC                    SR 144A N | 2027-11-01      | 11.6250% | 0.0000% | $1065000.00        | $1140012.39        | Corporate Debt Securities |
| TRIVIUM PACKAGING FIN B V      2LIEN 144 | 2031-01-15      | 12.2500% | 0.0000% | $2355000.00        | $2596588.33        | Corporate Debt Securities |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL N | 2031-03-15      | 3.5000%  | 0.0000% | $2718000.00        | $1964772.74        | Corporate Debt Securities |
| RACKSPACE FIN LLC              SR SEC GL | 2028-05-15      | 3.5000%  | 0.0000% | $214104.00         | $98807.09          | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 1 | 2029-05-01      | 3.7500%  | 0.0000% | $174000.00         | $169448.45         | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 1 | 2032-05-15      | 3.8750%  | 0.0000% | $213000.00         | $193032.20         | Corporate Debt Securities |
| HUDBAY MINERALS INC            SR GLBL 1 | 2026-04-01      | 4.5000%  | 0.0000% | $1202000.00        | $1217734.18        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER  | 2199-01-01      | 4.7500%  | 0.0000% | $480000.00         | $477998.80         | Corporate Debt Securities |
| PETROLEOS DEL PERU - PETROPERU SR GLBL R | 2032-06-19      | 4.7500%  | 0.0000% | $2600000.00        | $2131027.89        | Corporate Debt Securities |
| C&S GROUP ENTERPRISES LLC      SR GLBL 1 | 2028-12-15      | 5.0000%  | 0.0000% | $2036000.00        | $1868127.28        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 1 | 2027-07-31      | 5.0000%  | 0.0000% | $1590000.00        | $1593653.47        | Corporate Debt Securities |
| TRUIST FINL CORP               JR SB PFD | 2027-05-15      | 5.1430%  | 0.0000% | $106000.00         | $105444.57         | Corporate Debt Securities |
| FERRELLGAS L P / FERRELLGAS    SR GLBL 1 | 2026-04-01      | 5.3750%  | 0.0000% | $790000.00         | $796768.11         | Corporate Debt Securities |
| GRAY MEDIA INC                 SR GLBL 1 | 2031-11-15      | 5.3750%  | 0.0000% | $1885000.00        | $1423868.26        | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A N | 2032-04-15      | 6.1250%  | 0.0000% | $1600000.00        | $1678493.78        | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 1 | 2030-08-01      | 6.1250%  | 0.0000% | $300000.00         | $312434.87         | Corporate Debt Securities |
| TRAVEL PLUS LEISURE CO         SR SEC GL | 2033-09-01      | 6.1250%  | 0.0000% | $4569000.00        | $4599801.41        | Corporate Debt Securities |
| AMKOR TECHNOLOGY INC           SR GLBL R | 2027-09-15      | 6.6250%  | 0.0000% | $84000.00          | $86628.41          | Corporate Debt Securities |
| CEC ENTERTAINMENT INC          SR SEC 14 | 2026-05-01      | 6.7500%  | 0.0000% | $1467000.00        | $1489951.22        | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR S | 2199-01-01      | 6.7500%  | 0.0000% | $1000.00           | $1012.76           | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR GLBL N | 2036-07-01      | 6.7500%  | 0.0000% | $8794000.00        | $9085301.25        | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLB | 2033-06-30      | 6.8750%  | 0.0000% | $3.00              | $3.06              | Corporate Debt Securities |
| SNAP INC                       SR GLBL 1 | 2034-03-15      | 6.8750%  | 0.0000% | $536000.00         | $537193.42         | Corporate Debt Securities |
| TRANSOCEAN POSEIDON LTD        SR SEC GL | 2027-02-01      | 6.8750%  | 0.0000% | $88000.00          | $39915.90          | Corporate Debt Securities |
| XPLR INFRASTRUCTURE            SR GLBL 1 | 2029-01-15      | 7.2500%  | 0.0000% | $5703000.00        | $5874609.61        | Corporate Debt Securities |
| CHART INDS INC                 SR SEC GL | 2030-01-01      | 7.5000%  | 0.0000% | $3929000.00        | $4169585.77        | Corporate Debt Securities |
| STANDARD CHARTERED PLC         ALT TIER  | 2199-01-01      | 7.6250%  | 0.0000% | $1119000.00        | $1174399.05        | Corporate Debt Securities |

### Security 117: 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: ARP1AHGA4, C.3 - LEI: 549300LCO2FL, C.5 - Other ID: ARP1AHGA4_4.42_0902
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 3.9200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CAPITAL ONE FINL CORP          LW TIER I | 2032-07-29      | 2.3590%  | 0.0000% | $1484000.00        | $1281531.70        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL N | 2032-02-04      | 2.4500%  | 0.0000% | $5655000.00        | $4943948.15        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2032-04-22      | 2.6150%  | 0.0000% | $480000.00         | $437868.07         | Corporate Debt Securities |
| ERP OPER LTD PARTNERSHIP       SR GLBL N | 2026-11-01      | 2.8500%  | 0.0000% | $5254000.00        | $5229840.36        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL N | 2031-03-25      | 2.8750%  | 0.0000% | $7551000.00        | $7024911.34        | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL N | 2049-12-15      | 3.1250%  | 0.0000% | $16018000.00       | $10961495.60       | Corporate Debt Securities |
| HCA INC.                       SR SEC GL | 2051-07-15      | 3.5000%  | 0.0000% | $1337000.00        | $890572.73         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL N | 2050-04-01      | 3.6000%  | 0.0000% | $6846000.00        | $4827388.44        | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR NT 3.8 | 2045-03-01      | 3.8000%  | 0.0000% | $10043000.00       | $8171676.65        | Corporate Debt Securities |
| BANK AMERICA CORP              FXD/FLT S | 2048-01-20      | 4.4430%  | 0.0000% | $3979000.00        | $3428597.86        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL N | 2052-03-15      | 4.5500%  | 0.0000% | $5916000.00        | $4942154.09        | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL B | 2030-05-15      | 4.6250%  | 0.0000% | $159000.00         | $164299.65         | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL N | 2039-10-01      | 4.6250%  | 0.0000% | $423000.00         | $385498.47         | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL N | 2038-08-15      | 4.8000%  | 0.0000% | $1521000.00        | $1436427.33        | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL N | 2045-12-15      | 4.8000%  | 0.0000% | $517000.00         | $453505.51         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL N | 2028-07-25      | 4.8510%  | 0.0000% | $4229000.00        | $4300138.12        | Corporate Debt Securities |
| WASTE MGMT INC DEL             SR GLBL N | 2035-03-15      | 4.9500%  | 0.0000% | $2155000.00        | $2220231.85        | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NORTH AMER  GLBL 144A | 2027-01-15      | 5.0000%  | 0.0000% | $2340000.00        | $2376085.40        | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL B | 2034-08-01      | 5.0000%  | 0.0000% | $200000.00         | $203541.78         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2035-10-23      | 5.0160%  | 0.0000% | $8380000.00        | $8494856.28        | Corporate Debt Securities |
| QUANTA SVCS INC                SR GLBL N | 2035-08-09      | 5.1000%  | 0.0000% | $3930000.00        | $3919690.30        | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL N | 2029-01-15      | 5.1250%  | 0.0000% | $5469000.00        | $5696969.19        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR | 2030-05-01      | 5.1500%  | 0.0000% | $1519000.00        | $1584105.18        | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL N | 2053-05-15      | 5.3000%  | 0.0000% | $6817000.00        | $6435323.74        | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL Z | 2053-04-01      | 5.3500%  | 0.0000% | $18605000.00       | $17936232.93       | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD         SR GLBL R | 2030-04-02      | 5.3750%  | 0.0000% | $957000.00         | $1001642.06        | Corporate Debt Securities |
| HYUNDAI CAP AMER               VR 062325 | 2027-06-23      | 5.4890%  | 0.0000% | $365000.00         | $370641.13         | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL N | 2035-08-15      | 5.5500%  | 0.0000% | $8194000.00        | $8560060.12        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 5.6 | 2041-07-15      | 5.6000%  | 0.0000% | $4988000.00        | $5178962.81        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL N | 2035-08-15      | 5.6250%  | 0.0000% | $8369000.00        | $8636870.77        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 14 | 2033-01-25      | 5.9000%  | 0.0000% | $200000.00         | $210892.44         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1MTG BD 6 | 2038-01-15      | 6.0000%  | 0.0000% | $5754000.00        | $6234190.48        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL N | 2054-09-01      | 6.0500%  | 0.0000% | $3753000.00        | $3718336.88        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 14 | 2035-01-25      | 6.2500%  | 0.0000% | $5000000.00        | $5342013.89        | Corporate Debt Securities |

### Security 118: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AHGC0, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1AHGC0_4.39_0902
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2027-09-10      | 1.5420%  | 0.0000% | $2000.00           | $1957.80           | Corporate Debt Securities |
| BANCO SANTANDER S.A.           SNR NPF G | 2031-03-25      | 2.9580%  | 0.0000% | $200000.00         | $187424.73         | Corporate Debt Securities |
| HARLEY DAVIDSON FINL SVCS INC  FR 3.05%0 | 2027-02-14      | 3.0500%  | 0.0000% | $2800000.00        | $2749322.33        | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL G | 2046-12-01      | 4.0000%  | 0.0000% | $1104000.00        | $892106.83         | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL N | 2047-05-03      | 4.0500%  | 0.0000% | $2319000.00        | $1844926.83        | Corporate Debt Securities |
| CORPORACION ANDINA DE FOMENTO  SR GLBL N | 2028-06-30      | 4.1250%  | 0.0000% | $625000.00         | $631994.01         | Corporate Debt Securities |
| BLUE OWL CAPITAL CORPORATION   SR GLBL N | 2026-01-15      | 4.2500%  | 0.0000% | $938000.00         | $940761.89         | Corporate Debt Securities |
| CVS HEALTH CORP                4.3%28    | 2028-03-25      | 4.3000%  | 0.0000% | $2471000.00        | $2516675.06        | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      4.4%28    | 2028-06-15      | 4.4000%  | 0.0000% | $1931000.00        | $1960089.44        | Corporate Debt Securities |
| SHINHAN FINANCIAL GROUP CO LTD FR 4.5%07 | 2030-07-30      | 4.5000%  | 0.0000% | $1394000.00        | $1405967.49        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL N | 2030-09-19      | 4.5420%  | 0.0000% | $5244000.00        | $5376236.20        | Corporate Debt Securities |
| CLOROX CO DEL                  SR GLBL N | 2032-05-01      | 4.6000%  | 0.0000% | $2650000.00        | $2700397.11        | Corporate Debt Securities |
| PROVINCE OF QUEBEC             GLBL -RG  | 2035-08-28      | 4.6250%  | 0.0000% | $6520000.00        | $6548938.84        | Corporate Debt Securities |
| INTERNATIONAL PAPER CO         SR GLBL N | 2044-06-15      | 4.8000%  | 0.0000% | $2440000.00        | $2171421.07        | Corporate Debt Securities |
| HCA INC.                       SR SEC GL | 2039-06-15      | 5.1250%  | 0.0000% | $1826000.00        | $1750284.40        | Corporate Debt Securities |
| KEURIG DR PEPPER INC           SR GLBL N | 2035-05-15      | 5.1500%  | 0.0000% | $2540000.00        | $2556937.57        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL N | 2030-03-02      | 5.2500%  | 0.0000% | $3907000.00        | $4152017.74        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL N | 2035-05-15      | 5.3000%  | 0.0000% | $2331000.00        | $2400326.53        | Corporate Debt Securities |
| ATHENE GLOBAL FDG              144A NT 5 | 2035-08-22      | 5.5430%  | 0.0000% | $2000.00           | $2003.06           | Corporate Debt Securities |
| HEALTH CARE SVC CORP           SR GLBL 1 | 2054-06-15      | 5.8750%  | 0.0000% | $923000.00         | $907121.07         | Corporate Debt Securities |
| BPCE                           FR 6.293% | 2036-01-14      | 6.2930%  | 0.0000% | $285000.00         | $303256.03         | Corporate Debt Securities |

### Security 119: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 4.400000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AIJO9, C.3 - LEI: O2RNE8IBXP4R, C.5 - Other ID: ARP1AIJO9_4.40_0903
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 3.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| BAXTER INTL INC                SR GLBL N | 2031-04-01      | 1.7300%  | 0.0000% | $247000.00         | $213317.16         | Corporate Debt Securities          |
| MORGAN STANLEY                 FR 1.794% | 2032-02-13      | 1.7940%  | 0.0000% | $3283000.00        | $2851999.00        | Corporate Debt Securities          |
| EQUINOR ASA                    SR GLBL N | 2030-05-22      | 2.3750%  | 0.0000% | $3000.00           | $2795.67           | Corporate Debt Securities          |
| ALTRIA GROUP INC               SR GLBL N | 2032-02-04      | 2.4500%  | 0.0000% | $8844000.00        | $7731967.72        | Corporate Debt Securities          |
| BANK NEW YORK MELLON CORP      FR 2.5%01 | 2032-01-26      | 2.5000%  | 0.0000% | $324000.00         | $290340.18         | Corporate Debt Securities          |
| TSMC ARIZ CORP                 SR GLBL N | 2031-10-25      | 2.5000%  | 0.0000% | $370000.00         | $339608.61         | Corporate Debt Securities          |
| BANK AMERICA CORP              FR 2.551% | 2028-02-04      | 2.5510%  | 0.0000% | $1552000.00        | $1519006.85        | Corporate Debt Securities          |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL N | 2030-02-25      | 2.5590%  | 0.0000% | $1307000.00        | $1218691.67        | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2028-02-24      | 2.6400%  | 0.0000% | $2558000.00        | $2498441.23        | Corporate Debt Securities          |
| HOSPITAL FOR SPL SURGERY       SR -2020  | 2050-10-01      | 2.6670%  | 0.0000% | $9737000.00        | $5940196.41        | Corporate Debt Securities          |
| NIPPON LIFE INSURANCE COMPANY  SUB GLBL  | 2051-01-21      | 2.7500%  | 0.0000% | $4635000.00        | $4159091.08        | Corporate Debt Securities          |
| LOCKHEED MARTIN CORP           SR GLBL N | 2050-06-15      | 2.8000%  | 0.0000% | $3478000.00        | $2206914.66        | Corporate Debt Securities          |
| INTEL CORP                     SR GLBL N | 2060-02-15      | 3.1000%  | 0.0000% | $130000.00         | $73050.32          | Corporate Debt Securities          |
| ALIBABA GROUP HLDG LTD         SR GLBL N | 2061-02-09      | 3.2500%  | 0.0000% | $200000.00         | $130295.11         | Corporate Debt Securities          |
| OMEGA HEALTHCARE INVS INC      SR GLBL N | 2031-02-01      | 3.3750%  | 0.0000% | $132000.00         | $122447.82         | Corporate Debt Securities          |
| CK HUTCHISON INTL 19 II LTD    SR GLBL R | 2049-09-06      | 3.3750%  | 0.0000% | $207000.00         | $148414.08         | Corporate Debt Securities          |
| BANK NEW YORK MELLON CORP      FR 3.4%01 | 2028-01-29      | 3.4000%  | 0.0000% | $8000.00           | $7929.31           | Corporate Debt Securities          |
| BLUE OWL CAPITAL CORPORATION   SR GLBL N | 2026-07-15      | 3.4000%  | 0.0000% | $6905000.00        | $6849522.16        | Corporate Debt Securities          |
| AMERICAN HOMES 4 RENT L P      GLBL NT 3 | 2032-04-15      | 3.6250%  | 0.0000% | $3740000.00        | $3534236.63        | Corporate Debt Securities          |
| AKER BP ASA                    SR GLBL 1 | 2030-01-15      | 3.7500%  | 0.0000% | $1017000.00        | $983411.88         | Corporate Debt Securities          |
| MOSAIC CO                      SR GLBL N | 2027-11-15      | 4.0500%  | 0.0000% | $691000.00         | $695671.16         | Corporate Debt Securities          |
| ABBVIE INC                     SR GLBL N | 2028-11-14      | 4.2500%  | 0.0000% | $1179000.00        | $1203966.31        | Corporate Debt Securities          |
| HONEYWELL INTL INC             SR GLBL N | 2029-01-15      | 4.2500%  | 0.0000% | $328000.00         | $331944.02         | Corporate Debt Securities          |
| UBS GROUP AG                   SR GLBL C | 2028-01-09      | 4.2820%  | 0.0000% | $251000.00         | $252126.29         | Corporate Debt Securities          |
| MONTEFIORE MED CTR NEW YORK    SR -2020B | 2050-09-01      | 4.2870%  | 0.0000% | $1482000.00        | $993202.07         | Corporate Debt Securities          |
| BARCLAYS PLC                   SR GLBL C | 2028-01-10      | 4.3370%  | 0.0000% | $204000.00         | $205090.00         | Corporate Debt Securities          |
| BNP PARIBAS                    FR 4.375% | 2033-03-01      | 4.3750%  | 0.0000% | $300000.00         | $302691.58         | Corporate Debt Securities          |
| BARCLAYS BANK PLC              FR 4.4%06 | 2027-06-15      | 4.4000%  | 0.0000% | $4413000.00        | $4473874.88        | Corporate Debt Securities          |
| BARCLAYS BANK PLC              FR 4.4%06 | 2027-06-16      | 4.4000%  | 0.0000% | $250000.00         | $253415.56         | Corporate Debt Securities          |
| NTT FINANCE CORP               SR GLBL R | 2027-07-16      | 4.5670%  | 0.0000% | $1000000.00        | $1011825.03        | Corporate Debt Securities          |
| STATE STREET BANK & TRUST      SR GLBL N | 2026-11-25      | 4.5940%  | 0.0000% | $1055000.00        | $1075683.74        | Corporate Debt Securities          |
| MEITUAN                        SR GLBL R | 2029-10-02      | 4.6250%  | 0.0000% | $202000.00         | $206463.27         | Corporate Debt Securities          |
| AMAZON COM INC                 SR GLBL N | 2029-12-01      | 4.6500%  | 0.0000% | $4011000.00        | $4164768.37        | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2030-10-23      | 4.6920%  | 0.0000% | $3804000.00        | $3917176.61        | Corporate Debt Securities          |
| MONDELEZ INTL INC              SR GLBL N | 2029-02-20      | 4.7500%  | 0.0000% | $2285000.00        | $2340816.84        | Corporate Debt Securities          |
| MARSH & MCLENNAN COS INC       SR GLBL N | 2031-11-15      | 4.8500%  | 0.0000% | $2263000.00        | $2350806.91        | Corporate Debt Securities          |
| HYUNDAI CAP AMER               FR 4.875% | 2027-11-01      | 4.8750%  | 0.0000% | $750000.00         | $769491.88         | Corporate Debt Securities          |
| ALIBABA GROUP HLDG LTD         SR GLBL R | 2030-05-26      | 4.8750%  | 0.0000% | $2798000.00        | $2917820.85        | Corporate Debt Securities          |
| BANK NEW YORK MELLON CORP      FR 4.89%0 | 2028-07-21      | 4.8900%  | 0.0000% | $13000.00          | $13271.85          | Corporate Debt Securities          |
| ASTRAZENECA FINANCE LLC        GLBL NT 4 | 2031-02-26      | 4.9000%  | 0.0000% | $5000.00           | $5173.04           | Corporate Debt Securities          |
| NOMURA HLDGS INC               SR GLBL N | 2030-07-01      | 4.9040%  | 0.0000% | $200000.00         | $204392.18         | Corporate Debt Securities          |
| WASTE MGMT INC DEL             SR GLBL N | 2035-03-15      | 4.9500%  | 0.0000% | $1807000.00        | $1861697.89        | Corporate Debt Securities          |
| BANK AMERICA CORP              FR 4.979% | 2029-01-24      | 4.9790%  | 0.0000% | $2000.00           | $2045.36           | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            SR GLBL N | 2030-07-22      | 4.9950%  | 0.0000% | $4175000.00        | $4306611.66        | Corporate Debt Securities          |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS | 2041-08-02      | 5.0000%  | 0.0000% | $2573000.00        | $2145984.92        | Corporate Debt Securities          |
| AUTOZONE INC                   SR GLBL N | 2033-08-01      | 5.2000%  | 0.0000% | $2000.00           | $2049.47           | Corporate Debt Securities          |
| MORGAN STANLEY                 FR 5.32%0 | 2035-07-19      | 5.3200%  | 0.0000% | $1849000.00        | $1900108.41        | Corporate Debt Securities          |
| GS CALTEX CORP                 SR REGS N | 2028-08-07      | 5.3750%  | 0.0000% | $881000.00         | $908685.18         | Corporate Debt Securities          |
| COOPERATIEVE RABOBANK U.A.     FR 5.447% | 2030-03-05      | 5.4470%  | 0.0000% | $1594000.00        | $1696298.40        | Corporate Debt Securities          |
| MPLX LP                        SR GLBL N | 2034-06-01      | 5.5000%  | 0.0000% | $1604000.00        | $1642695.61        | Corporate Debt Securities          |
| CHENIERE ENERGY PARTNERS L P   SR GLBL 1 | 2035-10-30      | 5.5500%  | 0.0000% | $114000.00         | $116279.34         | Corporate Debt Securities          |
| DIGITAL RLTY TR LP             SR GLBL N | 2028-01-15      | 5.5500%  | 0.0000% | $6418000.00        | $6649261.93        | Corporate Debt Securities          |
| BROWN & BROWN INC              SR GLBL N | 2034-06-11      | 5.6500%  | 0.0000% | $2271000.00        | $2364069.37        | Corporate Debt Securities          |
| MICRON TECHNOLOGY INC          SR GLBL N | 2032-11-01      | 5.6500%  | 0.0000% | $35000.00          | $37339.52          | Corporate Debt Securities          |
| UNITEDHEALTH GROUP INC         SR GLBL N | 2064-07-15      | 5.7500%  | 0.0000% | $2000.00           | $1952.10           | Corporate Debt Securities          |
| ARES CAPITAL CORP              SR GLBL N | 2032-03-08      | 5.8000%  | 0.0000% | $4227000.00        | $4456976.98        | Corporate Debt Securities          |
| GENERAL MTRS FINL CO INC       SR GLBL N | 2029-01-07      | 5.8000%  | 0.0000% | $20000.00          | $20945.96          | Corporate Debt Securities          |
| CITIGROUP INC                  SR GLBL F | 2031-05-07      | 5.8444%  | 0.0000% | $2211000.00        | $2251576.92        | Corporate Debt Securities          |
| OVINTIV INC                    GLBL NT 6 | 2033-07-15      | 6.2500%  | 0.0000% | $2000.00           | $2097.58           | Corporate Debt Securities          |
| BOSTON SCIENTIFIC CORP         CR SEN SR | 2035-11-15      | 6.5000%  | 0.0000% | $460000.00         | $525607.76         | Corporate Debt Securities          |
| HSBC HLDGS PLC                 LW TIER I | 2034-06-20      | 6.5470%  | 0.0000% | $550000.00         | $597541.13         | Corporate Debt Securities          |
| STANDARD CHARTERED PLC         SR 278 RE | 2030-02-08      | 7.0180%  | 0.0000% | $3836000.00        | $4162343.22        | Corporate Debt Securities          |
| LIBERTY MUT INS CO             SUB 144A  | 2097-10-15      | 7.6970%  | 0.0000% | $1882000.00        | $2174199.22        | Corporate Debt Securities          |
| ENEL FIN INTL N.V.             SR 144A N | 2052-10-14      | 7.7500%  | 0.0000% | $763000.00         | $948143.86         | Corporate Debt Securities          |
| CREDIT AGRICOLE S A            ALT TIER  | 2099-12-31      | 8.1250%  | 0.0000% | $217000.00         | $221818.67         | Corporate Debt Securities          |
| U.S. Treasury Strip                      | 2037-05-15      | N/A      | 0.0000% | $1200.00           | $721.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-05-15      | N/A      | 0.0000% | $100.00            | $53.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-08-15      | N/A      | 0.0000% | $222264.00         | $120668.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-02-15      | N/A      | 0.0000% | $25964.53          | $13655.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-11-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-02-15      | N/A      | 0.0000% | $271.99            | $67.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-02-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-05-15      | N/A      | 0.0000% | $12497357.54       | $5370089.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-02-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2046-08-15      | N/A      | 0.0000% | $8333794.91        | $2832915.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-08-15      | N/A      | 0.0000% | $8943616.00        | $2467355.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2036-11-15      | N/A      | 0.0000% | $54.97             | $33.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-02-15      | N/A      | 0.0000% | $403787.15         | $225268.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-05-15      | N/A      | 0.0000% | $639.76            | $352.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-11-15      | N/A      | 0.0000% | $400.00            | $170.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-02-15      | N/A      | 0.0000% | $60000.00          | $25272.24          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-02-15      | N/A      | 0.0000% | $100.00            | $31.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-11-15      | N/A      | 0.0000% | $1400.00           | $430.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2050-11-15      | N/A      | 0.0000% | $100.00            | $27.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2033-02-15      | N/A      | 0.0000% | $112.64            | $82.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2035-02-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2036-08-15      | N/A      | 0.0000% | $24.31             | $14.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2031-05-15      | N/A      | 0.0000% | $0.44              | $0.35              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-02-15      | N/A      | 0.0000% | $399421.44         | $378890.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-08-15      | N/A      | 0.0000% | $0.12              | $0.11              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-05-15      | N/A      | 0.0000% | $138.24            | $125.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2035-11-15      | N/A      | 0.0000% | $2395803.98        | $1520370.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-08-15      | N/A      | 0.0000% | $8118.54           | $7006.82           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2030-05-15      | N/A      | 0.0000% | $862.05            | $720.96            | U.S. Treasuries (including strips) |

### Security 120: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AJT24, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1AJT24_4.39_0904
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| SINOPEC GRP OVERSEAS DEV 2018  GLBL REGS | 2031-01-08      | 2.3000%  | 0.0000% | $200000.00         | $185845.67         | Corporate Debt Securities |
| MEITUAN                        SR GLBL R | 2030-10-28      | 3.0500%  | 0.0000% | $2358000.00        | $2222842.72        | Corporate Debt Securities |
| PROVINCE OF QUEBEC             GLBL -RG  | 2035-08-28      | 4.6250%  | 0.0000% | $1136000.00        | $1141042.10        | Corporate Debt Securities |
| AMERICAN INTL GROUP INC        SR GLBL N | 2030-05-07      | 4.8500%  | 0.0000% | $6951000.00        | $7228128.65        | Corporate Debt Securities |
| TOLL BROS FIN CORP             SR GLBL N | 2035-06-15      | 5.6000%  | 0.0000% | $6948000.00        | $7157960.84        | Corporate Debt Securities |
| BNP PARIBAS                    FR 5.786% | 2033-01-13      | 5.7860%  | 0.0000% | $3049000.00        | $3209112.81        | Corporate Debt Securities |

### Security 121: BNP Paribas Prime Brokerage, Inc.

- **C.1 - Title:** BNP Paribas Prime Brokerage, Inc. 4.470000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKP25, C.3 - LEI: 549300KUN9K9, C.5 - Other ID: ARP1AKP25_4.47_0905
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ANHEUSER BUSCH INBEV SA/NV     SPONSORED | 2199-01-01      | N/A      | 0.0000% | $1824.00           | $114255.36         | Equities   |
| BP PLC                         SPONSORED | 2199-01-01      | N/A      | 0.0000% | $35386.00          | $1250895.10        | Equities   |
| BANCO BILBAO VIZCAYA ARGENTARI SPONSORED | 2199-01-01      | N/A      | 0.0000% | $6309.00           | $114508.35         | Equities   |
| BARCLAYS PLC                   ADR       | 2199-01-01      | N/A      | 0.0000% | $61118.00          | $1224193.54        | Equities   |
| GENMAB A/S                     SPONSORED | 2199-01-01      | N/A      | 0.0000% | $49824.00          | $1251080.64        | Equities   |
| GRUPO FINANCIERO GALICIA S.A.  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $31442.00          | $1251077.18        | Equities   |
| KT CORP                        SPONSORED | 2199-01-01      | N/A      | 0.0000% | $2519.00           | $51463.17          | Equities   |
| OPERA LTD                      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $55458.00          | $929476.08         | Equities   |
| RIO TINTO PLC                  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $19896.00          | $1251060.48        | Equities   |
| STMICROELECTRONICS N V         NY REGIST | 2199-01-01      | N/A      | 0.0000% | $30605.00          | $844391.95         | Equities   |
| UNILEVER PLC                   SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $7252.00           | $452307.24         | Equities   |
| VERONA PHARMA PLC              SPONSORED | 2199-01-01      | N/A      | 0.0000% | $4036.00           | $427331.68         | Equities   |
| VIPSHOP HLDGS LTD              SPONSORED | 2199-01-01      | N/A      | 0.0000% | $74915.00          | $1251080.50        | Equities   |
| VODAFONE GROUP PLC NEW         SPONSORED | 2199-01-01      | N/A      | 0.0000% | $103738.00         | $1236556.96        | Equities   |
| ALLIED GOLD CORP               COM NEW   | 2199-01-01      | N/A      | 0.0000% | $3248.00           | $44984.80          | Equities   |
| ALLSTATE CORP                  COM       | 2199-01-01      | N/A      | 0.0000% | $1422.00           | $289746.72         | Equities   |
| CO2 ENERGY TRANSITION CORP     COM       | 2199-01-01      | N/A      | 0.0000% | $88.00             | $893.20            | Equities   |
| ESH ACQUISITION CORP           COM       | 2199-01-01      | N/A      | 0.0000% | $692.00            | $7715.80           | Equities   |
| IB ACQUISITION CORP            COM SHS   | 2199-01-01      | N/A      | 0.0000% | $13724.00          | $144650.96         | Equities   |
| OAK WOODS ACQUISITION CORP     CL A      | 2199-01-01      | N/A      | 0.0000% | $352.00            | $4139.52           | Equities   |
| QUETTA ACQUISITION CORP        COM       | 2199-01-01      | N/A      | 0.0000% | $598.00            | $6416.54           | Equities   |
| RUNWAY GROWTH FINANCE CORP     COM       | 2199-01-01      | N/A      | 0.0000% | $8052.00           | $86559.00          | Equities   |
| T-MOBILE US INC                COM       | 2199-01-01      | N/A      | 0.0000% | $4301.00           | $1077658.56        | Equities   |
| TAYLOR DEVICES INC             COM       | 2199-01-01      | N/A      | 0.0000% | $631.00            | $30578.26          | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $25594.00          | $279486.48         | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $122535.00         | $1250469.68        | Equities   |
| A SPAC III ACQUISITION CORP    ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $8764.00           | $90269.20          | Equities   |
| BLEICHROEDER ACQUISITION CORP  SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $67685.00          | $701893.45         | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A      | 2199-01-01      | N/A      | 0.0000% | $11500.00          | $119255.00         | Equities   |
| EUREKA ACQUISITION CORP        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $14.00             | $149.10            | Equities   |
| FACT II ACQUISITION CORP       ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $12.00             | $123.24            | Equities   |
| FUTURE VISION II ACQUISITION   SHS       | 2199-01-01      | N/A      | 0.0000% | $5908.00           | $61443.20          | Equities   |
| GP-ACT III ACQUISITION CORP    CL A      | 2199-01-01      | N/A      | 0.0000% | $118194.00         | $1251083.49        | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $104775.00         | $1066609.50        | Equities   |
| HORIZON SPACE ACQUISITION II C ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $3984.00           | $41035.20          | Equities   |
| K&F GROWTH ACQUISITION CORP II SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $36388.00          | $370429.84         | Equities   |
| KINIKSA PHARMACEUTICALS INTL P ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $559.00            | $18726.50          | Equities   |
| LIONHEART HOLDINGS             SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $6912.00           | $72576.00          | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $1069.00           | $11245.88          | Equities   |
| MOUNTAIN LAKE ACQUISITION CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $19908.00          | $204853.32         | Equities   |
| NEWBURY STR II ACQUISITION COR ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $66688.00          | $689553.92         | Equities   |
| OAKTREE ACQUISITION CORP III L SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $6903.00           | $72067.32          | Equities   |
| PERCEPTIVE CAP SOLUTIONS CORP  CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $1.00              | $10.70             | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $97552.00          | $1003810.08        | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $16968.00          | $173922.00         | Equities   |
| RF ACQUISITION CORP II         SHS       | 2199-01-01      | N/A      | 0.0000% | $17704.00          | $187839.44         | Equities   |
| STELLAR V CAP CORP             SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $35748.00          | $361412.28         | Equities   |
| TAVIA ACQUISITION CORP         SHS       | 2199-01-01      | N/A      | 0.0000% | $8374.00           | $86168.46          | Equities   |
| TRANSLATIONAL DEV ACQUISITION  COM CL A  | 2199-01-01      | N/A      | 0.0000% | $4490.00           | $46336.80          | Equities   |
| TSAKOS ENERGY NAVIGATION LTD   SHS       | 2199-01-01      | N/A      | 0.0000% | $40430.00          | $880565.40         | Equities   |
| VOYAGER ACQUISITION CORP       CL A      | 2199-01-01      | N/A      | 0.0000% | $120065.00         | $1251077.30        | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $2939.00           | $30624.38          | Equities   |
| KAROOOOO LTD                   ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $2098.00           | $110207.94         | Equities   |
| WESTERN ALLIANCE BANCORP       4.250% DE | 2199-01-01      | 4.2500%  | 0.0000% | $54656.00          | $1250529.28        | Equities   |
| TRUIST FINL CORP               DP SH RP  | 2199-01-01      | 4.7500%  | 0.0000% | $30.00             | $594.00            | Equities   |
| DIGITALBRIDGE GROUP INC        7.125% CU | 2199-01-01      | 7.1250%  | 0.0000% | $56228.00          | $1245450.20        | Equities   |

### Security 122: 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: ARP1AKP33, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1AKP33_4.39_0902
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $1323700.00        | $1399607.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.1250%  | 0.0000% | $661900.00         | $659357.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $198.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $33337800.00       | $33627835.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $12700.00          | $12903.22          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.84            | U.S. Treasuries (including strips) |

### Security 123: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKP74, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1AKP74_4.39_0905
- **C.18 - Value (incl. sponsor support):** $16000000.00
- **C.18.a - Value (excl. sponsor support):** $16000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| COOPERATIEVE RABOBANK U.A.     FR 1.106% | 2027-02-24      | 1.1060%  | 0.0000% | $1352000.00        | $1331075.92        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2027-09-10      | 1.5420%  | 0.0000% | $3000.00           | $2936.70           | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  GLBL REGS | 2031-01-08      | 2.3000%  | 0.0000% | $200000.00         | $185845.67         | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR NPF G | 2031-09-18      | 3.5470%  | 0.0000% | $4314000.00        | $4162720.84        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2028-03-15      | 3.6150%  | 0.0000% | $1000.00           | $1006.17           | Corporate Debt Securities |
| CARGILL INC                    SR GLBL 1 | 2049-05-23      | 3.8750%  | 0.0000% | $523000.00         | $407539.03         | Corporate Debt Securities |
| FAIRFAX FINL HLDGS LTD         SR GLBL N | 2030-04-29      | 4.6250%  | 0.0000% | $2661000.00        | $2710379.29        | Corporate Debt Securities |
| PROVINCE OF QUEBEC             GLBL -RG  | 2035-08-28      | 4.6250%  | 0.0000% | $2369000.00        | $2379514.74        | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 4 | 2030-02-15      | 4.9500%  | 0.0000% | $37000.00          | $37517.45          | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL N | 2053-08-01      | 5.3500%  | 0.0000% | $960000.00         | $926957.87         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL N | 2027-10-29      | 7.1490%  | 0.0000% | $1524000.00        | $1606890.36        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL N | 2031-10-30      | 7.6240%  | 0.0000% | $2286000.00        | $2655169.70        | Corporate Debt Securities |
| DELHAIZE AMER INC              SR DEB 9% | 2031-04-15      | 9.0000%  | 0.0000% | $472000.00         | $578247.20         | Corporate Debt Securities |

### Security 124: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKP90, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1AKP90_4.39_0902
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| RUSH STREET INTERACTIVE INC    COM       | 2199-01-01      | N/A      | 0.0000% | $201611.00         | $4501973.63        | Equities   |
| TEMPUS AI INC                  CL A      | 2199-01-01      | N/A      | 0.0000% | $61121.00          | $4502172.86        | Equities   |
| UNITEDHEALTH GROUP INC         COM       | 2199-01-01      | N/A      | 0.0000% | $14893.00          | $4502004.97        | Equities   |
| VERTEX PHARMACEUTICALS INC     COM       | 2199-01-01      | N/A      | 0.0000% | $11483.00          | $4501910.15        | Equities   |
| AMER SPORTS INC                COM SHS   | 2199-01-01      | N/A      | 0.0000% | $110051.00         | $4502186.41        | Equities   |
| NEWHOLD INVT CORP III          ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $149624.00         | $1520179.84        | Equities   |
| SEAGATE TECHNOLOGY HLDNGS PLC  ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $5756.00           | $992219.28         | Equities   |
| ADVANCED MICRO DEVICES INC     COM       | 2199-01-01      | N/A      | 0.0000% | $26706.00          | $4502097.48        | Equities   |
| ALPHABET INC                   CAP STK C | 2199-01-01      | N/A      | 0.0000% | $21199.00          | $4502031.63        | Equities   |
| AMAZON COM INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $19439.00          | $4502072.40        | Equities   |
| APOLLO GLOBAL MGMT INC         COM       | 2199-01-01      | N/A      | 0.0000% | $33009.00          | $4502097.51        | Equities   |
| APPLE INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $19359.00          | $4502129.04        | Equities   |
| AUTOMATIC DATA PROCESSING INC  COM       | 2199-01-01      | N/A      | 0.0000% | $14804.00          | $4501896.40        | Equities   |
| CROWDSTRIKE HLDGS INC          CL A      | 2199-01-01      | N/A      | 0.0000% | $10185.00          | $4501770.00        | Equities   |
| DEERE & CO                     COM       | 2199-01-01      | N/A      | 0.0000% | $9161.00           | $4502081.84        | Equities   |
| DILLARDS INC                   CL A      | 2199-01-01      | N/A      | 0.0000% | $400.00            | $218848.00         | Equities   |
| DOLLAR TREE INC                COM       | 2199-01-01      | N/A      | 0.0000% | $40019.00          | $4502137.50        | Equities   |
| DUPONT DE NEMOURS INC          COM       | 2199-01-01      | N/A      | 0.0000% | $11352.00          | $881255.76         | Equities   |
| GALLAGHER ARTHUR J & CO        COM       | 2199-01-01      | N/A      | 0.0000% | $6947.00           | $2081460.14        | Equities   |
| HCA HEALTHCARE INC             COM       | 2199-01-01      | N/A      | 0.0000% | $4699.00           | $1913808.72        | Equities   |
| HEWLETT PACKARD ENTERPRISE CO  COM       | 2199-01-01      | N/A      | 0.0000% | $35631.00          | $825213.96         | Equities   |
| LULULEMON ATHLETICA INC        COM       | 2199-01-01      | N/A      | 0.0000% | $21953.00          | $4502121.24        | Equities   |
| MCDONALDS CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $14419.00          | $4501900.18        | Equities   |
| MICROSOFT CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $8834.00           | $4502159.76        | Equities   |
| NVIDIA CORPORATION             COM       | 2199-01-01      | N/A      | 0.0000% | $24988.00          | $4502087.96        | Equities   |
| PARAMOUNT SKYDANCE CORP        COM CL B  | 2199-01-01      | N/A      | 0.0000% | $8410.00           | $123542.90         | Equities   |
| PROGRESSIVE CORP               COM       | 2199-01-01      | N/A      | 0.0000% | $15882.00          | $3908719.02        | Equities   |
| QUANTA SVCS INC                COM       | 2199-01-01      | N/A      | 0.0000% | $2705.00           | $1044021.80        | Equities   |

### Security 125: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.400000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKT70, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP1AKT70_4.40_0902
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 2.9400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| HCA INC.                       SR SEC GL | 2051-07-15      | 3.5000%  | 0.0000% | $28439000.00       | $18943154.71       | Corporate Debt Securities |
| BAYER US FIN II LLC            GLBL 144A | 2025-12-15      | 4.2500%  | 0.0000% | $3775000.00        | $3801259.32        | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            SR GLBL N | 2053-06-01      | 4.5500%  | 0.0000% | $14995000.00       | $12792567.72       | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       SR GLBL F | 2029-06-13      | 5.4203%  | 0.0000% | $18476000.00       | $18767027.41       | Corporate Debt Securities |
| SOCIETE GENERALE               FR 5.519% | 2028-01-19      | 5.5190%  | 0.0000% | $18000000.00       | $18347800.00       | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL N | 2028-05-17      | 5.5970%  | 0.0000% | $18200000.00       | $18869726.64       | Corporate Debt Securities |
| SOCIETE GENERALE               VR 052225 | 2029-05-22      | 5.8032%  | 0.0000% | $18613000.00       | $18728632.98       | Corporate Debt Securities |

### Security 126: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.440000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKT88, C.3 - LEI: L3I9ZG2KFGXZ, C.5 - Other ID: ARP1AKT88_4.44_0902
- **C.18 - Value (incl. sponsor support):** $164000000.00
- **C.18.a - Value (excl. sponsor support):** $164000000.00
- **C.19 - Percentage of Net Assets:** 4.5900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| PUBLIC SVC ELEC & GAS CO       FR 0.95%0 | 2026-03-15      | 0.9500%  | 0.0000% | $2159000.00        | $2128769.20        | Corporate Debt Securities |
| VONTIER CORPORATION            SR GLBL N | 2026-04-01      | 1.8000%  | 0.0000% | $25000000.00       | $24788250.00       | Corporate Debt Securities |
| SUTTER HEALTH                  SR -2020A | 2050-08-15      | 3.3610%  | 0.0000% | $1000.00           | $690.21            | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL N | 2041-10-29      | 3.8500%  | 0.0000% | $28100000.00       | $23128922.66       | Corporate Debt Securities |
| REPUBLIC SVCS INC              SR GLBL N | 2028-05-15      | 3.9500%  | 0.0000% | $15000000.00       | $15166516.67       | Corporate Debt Securities |
| MORGAN STANLEY                 FR 3.971% | 2038-07-22      | 3.9710%  | 0.0000% | $13852000.00       | $12319986.89       | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP SUB  | 2079-12-31      | 4.0000%  | 0.0000% | $3949000.00        | $3927587.65        | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC         SR GLBL N | 2032-06-15      | 4.7000%  | 0.0000% | $143000.00         | $144842.00         | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL N | 2028-04-15      | 4.8000%  | 0.0000% | $4999000.00        | $5176697.79        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL N | 2033-07-15      | 5.0500%  | 0.0000% | $24625000.00       | $25065103.47       | Corporate Debt Securities |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR  | 2054-06-01      | 5.0990%  | 0.0000% | $1000.00           | $931.77            | Corporate Debt Securities |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL N | 2053-04-15      | 5.1500%  | 0.0000% | $5000000.00        | $4498947.22        | Corporate Debt Securities |
| NESTLE HLDGS INC               SR 144A N | 2026-03-13      | 5.2500%  | 0.0000% | $150000.00         | $154417.25         | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL N | 2039-01-23      | 5.4500%  | 0.0000% | $24372000.00       | $25135818.48       | Corporate Debt Securities |
| FOX CORP                       SR GLBL N | 2039-01-25      | 5.4760%  | 0.0000% | $18654000.00       | $18572515.18       | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR SEC GL | 2029-12-15      | 6.0000%  | 0.0000% | $353000.00         | $366796.42         | Corporate Debt Securities |
| HP INC                         SR GLBL N | 2035-04-25      | 6.1000%  | 0.0000% | $1144000.00        | $1222433.91        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL N | 2033-12-01      | 6.5500%  | 0.0000% | $9438000.00        | $10400780.87       | Corporate Debt Securities |

### Security 127: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 4.480000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKTC9, C.3 - LEI: O2RNE8IBXP4R, C.5 - Other ID: ARP1AKTC9_4.48_0902
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BARCLAYS PLC                   ALT TIER  | 2199-01-01      | 8.0000%  | 0.0000% | $1996000.00        | $2132994.35        | Corporate Debt Securities          |
| SINCLAIR TELEVISION GROUP      SR SEC GL | 2033-02-15      | 8.1250%  | 0.0000% | $2000.00           | $2054.02           | Corporate Debt Securities          |
| CREDIT AGRICOLE S A            ALT TIER  | 2099-12-31      | 8.1250%  | 0.0000% | $200000.00         | $204441.17         | Corporate Debt Securities          |
| KRONOS ACQUISITION HLDGS INC   SR SEC 14 | 2031-06-30      | 8.2500%  | 0.0000% | $1949000.00        | $1477752.91        | Corporate Debt Securities          |
| WINDSTREAM SVCS LLC / WINDSTRE 1M 144A N | 2031-10-01      | 8.2500%  | 0.0000% | $4329000.00        | $4662535.02        | Corporate Debt Securities          |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 1 | 2032-06-15      | 8.3750%  | 0.0000% | $7201000.00        | $7701641.52        | Corporate Debt Securities          |
| KIMMERIDGE TEXAS GAS LLC       SR 144A N | 2030-02-15      | 8.5000%  | 0.0000% | $5000.00           | $5185.03           | Corporate Debt Securities          |
| TRANSOCEAN INC                 SR GLBL 1 | 2031-05-15      | 8.5000%  | 0.0000% | $411000.00         | $394776.00         | Corporate Debt Securities          |
| ECOPETROL S A                  SR GLBL N | 2029-01-19      | 8.6250%  | 0.0000% | $1000.00           | $1094.18           | Corporate Debt Securities          |
| MATTHEWS INTL CORP             SR SEC GL | 2027-10-01      | 8.6250%  | 0.0000% | $1054000.00        | $1126629.38        | Corporate Debt Securities          |
| SERVICE PPTYS TR               SR SEC 14 | 2031-11-15      | 8.6250%  | 0.0000% | $50000.00          | $54548.83          | Corporate Debt Securities          |
| XEROX HOLDINGS CORP            SR GLBL 1 | 2029-11-30      | 8.8750%  | 0.0000% | $2000.00           | $1265.60           | Corporate Debt Securities          |
| MEDCO MAPLE TREE PTE LTD       SR GLBL 1 | 2029-04-27      | 8.9600%  | 0.0000% | $250000.00         | $269526.11         | Corporate Debt Securities          |
| SHELF DRILLING HLDGS LTD       SR SEC 14 | 2029-04-15      | 9.6250%  | 0.0000% | $3341000.00        | $3607198.82        | Corporate Debt Securities          |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 14 | 2031-09-20      | 9.8750%  | 0.0000% | $1827000.00        | $1844606.95        | Corporate Debt Securities          |
| WINDSTREAM SERVICES LLC/UNIT   SR SEC GL | 2028-02-15      | 10.5000% | 0.0000% | $14000.00          | $15409.43          | Corporate Debt Securities          |
| ECHOSTAR CORP                  SR SEC GL | 2029-11-30      | 10.7500% | 0.0000% | $4727172.00        | $5219158.99        | Corporate Debt Securities          |
| ALPHABET INC                   SR GLBL N | 2050-08-15      | 2.0500%  | 0.0000% | $2000.00           | $1107.65           | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2028-02-24      | 2.6400%  | 0.0000% | $36000.00          | $35161.80          | Corporate Debt Securities          |
| LOCKHEED MARTIN CORP           SR GLBL N | 2050-06-15      | 2.8000%  | 0.0000% | $15000.00          | $9518.03           | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2033-02-24      | 3.1020%  | 0.0000% | $1000.00           | $911.50            | Corporate Debt Securities          |
| ARDAGH METAL PACKAGING FIN PLC SR SEC GL | 2028-09-01      | 3.2500%  | 0.0000% | $704000.00         | $672171.38         | Corporate Debt Securities          |
| PENSKE AUTOMOTIVE GRP INC      SR SB GLB | 2025-09-01      | 3.5000%  | 0.0000% | $168000.00         | $170987.23         | Corporate Debt Securities          |
| WARNERMEDIA HLDGS INC          SR GLBL N | 2032-03-15      | 4.2790%  | 0.0000% | $1681000.00        | $1478243.20        | Corporate Debt Securities          |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 1 | 2033-06-01      | 4.5000%  | 0.0000% | $1263000.00        | $1140400.59        | Corporate Debt Securities          |
| STATION CASINOS LLC            SR GLBL 1 | 2031-12-01      | 4.6250%  | 0.0000% | $163000.00         | $156223.37         | Corporate Debt Securities          |
| COMMSCOPE LLC                  SR SEC GL | 2029-09-01      | 4.7500%  | 0.0000% | $859000.00         | $870636.11         | Corporate Debt Securities          |
| WINDSTREAM SERVICES LLC/UNITI  SR SEC GL | 2028-04-15      | 4.7500%  | 0.0000% | $29000.00          | $28789.48          | Corporate Debt Securities          |
| ASTRAZENECA FINANCE LLC        GLBL NT 4 | 2031-02-26      | 4.9000%  | 0.0000% | $2000.00           | $2069.22           | Corporate Debt Securities          |
| EMBECTA CORP                   SR SEC 14 | 2030-02-15      | 5.0000%  | 0.0000% | $3000.00           | $2825.83           | Corporate Debt Securities          |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 1 | 2029-10-01      | 5.1250%  | 0.0000% | $48000.00          | $48980.61          | Corporate Debt Securities          |
| HUNT COS INC                   SR SEC 14 | 2029-04-15      | 5.2500%  | 0.0000% | $1784000.00        | $1781772.97        | Corporate Debt Securities          |
| ORACLE CORP                    SR GLBL N | 2032-02-03      | 5.2500%  | 0.0000% | $2130000.00        | $2200826.05        | Corporate Debt Securities          |
| GATX CORP                      SR GLBL N | 2027-03-15      | 5.4000%  | 0.0000% | $1000.00           | $1038.77           | Corporate Debt Securities          |
| POST HLDGS INC                 SR GLBL 1 | 2029-12-15      | 5.5000%  | 0.0000% | $9000.00           | $9080.33           | Corporate Debt Securities          |
| VM CONS INCORPORATED           SR GLBL 1 | 2029-04-15      | 5.5000%  | 0.0000% | $1037000.00        | $1048201.90        | Corporate Debt Securities          |
| KOHLS CORP                     SR GLBL N | 2045-07-17      | 5.5500%  | 0.0000% | $863000.00         | $539940.27         | Corporate Debt Securities          |
| DANA INC                       SR GLBL N | 2028-06-15      | 5.6250%  | 0.0000% | $337000.00         | $340788.72         | Corporate Debt Securities          |
| MIDAS OPCO HLDGS LLC           SR GLBL 1 | 2029-08-15      | 5.6250%  | 0.0000% | $62000.00          | $60069.16          | Corporate Debt Securities          |
| MPH ACQUISITION HLDGS LLC      SR SEC GL | 2030-12-31      | 5.7500%  | 0.0000% | $6371.00           | $5540.42           | Corporate Debt Securities          |
| AXON ENTERPRISE INC            SR GLBL 1 | 2030-03-15      | 6.1250%  | 0.0000% | $86000.00          | $90801.67          | Corporate Debt Securities          |
| TENET HEALTHCARE CORP          SR GLBL N | 2028-10-01      | 6.1250%  | 0.0000% | $44000.00          | $45221.90          | Corporate Debt Securities          |
| ABBOTT LABORATORIES            SR GLBL N | 2037-11-30      | 6.1500%  | 0.0000% | $10000.00          | $11314.84          | Corporate Debt Securities          |
| TENET HEALTHCARE CORP          SR SEC GL | 2027-02-01      | 6.2500%  | 0.0000% | $2139000.00        | $2150659.93        | Corporate Debt Securities          |
| PARAMOUNT GLOBAL               JR SB GLB | 2057-02-28      | 6.2500%  | 0.0000% | $3679000.00        | $3590091.85        | Corporate Debt Securities          |
| AGFC CAP TR I                  PFD TR 14 | 2067-01-15      | 6.3292%  | 0.0000% | $8667000.00        | $5875458.54        | Corporate Debt Securities          |
| GENWORTH HLDGS INC             EXT JR SB | 2066-11-15      | 6.4755%  | 0.0000% | $621000.00         | $535847.39         | Corporate Debt Securities          |
| WINDSTREAM SERVICES LLC/UNITI  SR GLBL 1 | 2029-02-15      | 6.5000%  | 0.0000% | $3000.00           | $2872.46           | Corporate Debt Securities          |
| ZEBRA TECHNOLOGIES CORPORATION SR GLBL 1 | 2032-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2088.12           | Corporate Debt Securities          |
| ENERGY TRANSFER L P            PERP JR G | 2199-01-01      | 6.6250%  | 0.0000% | $219000.00         | $218320.31         | Corporate Debt Securities          |
| SM ENERGY COMPANY              SR GLBL N | 2027-01-15      | 6.6250%  | 0.0000% | $1865000.00        | $1883309.12        | Corporate Debt Securities          |
| MAGNERA CORP                   SR SEC GL | 2031-11-15      | 7.2500%  | 0.0000% | $3000.00           | $2923.46           | Corporate Debt Securities          |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 14 | 2033-05-01      | 7.5000%  | 0.0000% | $1957000.00        | $2201050.95        | Corporate Debt Securities          |
| ARDONAGH FINCO LTD             SR SEC 14 | 2031-02-15      | 7.7500%  | 0.0000% | $200000.00         | $210998.44         | Corporate Debt Securities          |
| AZORRA FIN LTD                 SR GLBL 1 | 2030-04-15      | 7.7500%  | 0.0000% | $1005000.00        | $1081859.61        | Corporate Debt Securities          |
| VITAL ENERGY INC               SR GLBL 1 | 2032-04-15      | 7.8750%  | 0.0000% | $24000.00          | $24322.38          | Corporate Debt Securities          |
| METLIFE CAPITAL TRUST IV       7.875%67  | 2067-12-15      | 7.8750%  | 0.0000% | $4719000.00        | $5255444.12        | Corporate Debt Securities          |
| ATP TOWER HLDGS LLC            SR SEC RE | 2030-02-03      | 7.8750%  | 0.0000% | $200000.00         | $204401.50         | Corporate Debt Securities          |
| U.S. Treasury Strip                      | 2033-02-15      | N/A      | 0.0000% | $2275.84           | $1675.53           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2027-02-15      | N/A      | 0.0000% | $18389.12          | $17443.88          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-05-15      | N/A      | 0.0000% | $108.80            | $98.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-08-15      | N/A      | 0.0000% | $6.00              | $3.26              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-02-15      | N/A      | 0.0000% | $1509520.65        | $793921.82         | U.S. Treasuries (including strips) |

### Security 128: Barclays Bank PLC (New York Branch)

- **C.1 - Title:** Barclays Bank PLC (New York Branch) 4.410000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKTF2, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1AKTF2_4.41_0902
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2051-02-15      | 0.1250%  | 0.0000% | $20885600.00       | $13763592.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $2200.00           | $2291.02           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $110.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 1.0000%  | 0.0000% | $333100.00         | $339526.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 1.3750%  | 0.0000% | $632800.00         | $731289.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 2.1250%  | 0.0000% | $1200.00           | $1736.58           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 2.1250%  | 0.0000% | $308000.00         | $289483.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $223900.00         | $138230.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 2.3750%  | 0.0000% | $41500.00          | $40141.97          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $158.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $70.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $1200.00           | $882.24            | U.S. Treasuries (including strips) |

### Security 129: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKTH8, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP1AKTH8_4.43_0902
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 2.8000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $1015.00           | $854.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1769.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1196.00           | $1141.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1046.00           | $963.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $919.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1061.00           | $1002.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1809.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1039.00           | $998.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1068.00           | $1055.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $2144.00           | $2090.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $536.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $3092.00           | $1664.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $575.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $7000.00           | $3620.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $734.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $619.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $753.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $776.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $4004.00           | $3214.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $4000.00           | $3235.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1107.00           | $923.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-25      | 3.5000%  | 0.0000% | $4000.00           | $3212.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $3000.00           | $384.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-12-01      | 3.5000%  | 0.0000% | $3072.00           | $529.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-07-01      | 3.5000%  | 0.0000% | $1000.00           | $72.69             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $1008.00           | $147.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-11-01      | 3.5000%  | 0.0000% | $2000.00           | $151.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 3.5000%  | 0.0000% | $14987.00          | $1538.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $2000.00           | $302.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 3.5000%  | 0.0000% | $2000.00           | $232.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-05-01      | 3.5000%  | 0.0000% | $6000.00           | $404.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $6000.00           | $756.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $4000.00           | $556.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-04-01      | 3.5000%  | 0.0000% | $4000.00           | $602.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.5000%  | 0.0000% | $4000.00           | $952.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $7125.00           | $2679.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $4000.00           | $1592.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2341.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $738.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1436.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 3.5000%  | 0.0000% | $4000.00           | $3161.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $4000.00           | $3309.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2697.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-04-25      | 4.0000%  | 0.0000% | $1000.00           | $780.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 4.0000%  | 0.0000% | $1000.00           | $36.79             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-12-01      | 4.0000%  | 0.0000% | $4096.00           | $385.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $5262.00           | $122.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $2000.00           | $284.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $73.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-10-01      | 4.0000%  | 0.0000% | $2000.00           | $133.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $317.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $18000.00          | $2748.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-03-01      | 4.0000%  | 0.0000% | $2000.00           | $386.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $16459.00          | $2334.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-05-01      | 4.0000%  | 0.0000% | $1024.00           | $168.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $3004.00           | $438.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $111.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $2000.00           | $314.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-01-01      | 4.0000%  | 0.0000% | $6047.00           | $586.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-08-01      | 4.0000%  | 0.0000% | $6366.00           | $373.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $2000.00           | $240.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $3018.00           | $579.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $240.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $2016.00           | $150.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $1139.00           | $228.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-09-01      | 4.0000%  | 0.0000% | $4010.00           | $662.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-10-01      | 4.0000%  | 0.0000% | $2000.00           | $202.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $142.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-09-01      | 4.0000%  | 0.0000% | $4042.00           | $654.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $3000.00           | $434.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $16138.00          | $2622.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-01-01      | 4.0000%  | 0.0000% | $2000.00           | $369.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $2000.00           | $222.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $2080.00           | $511.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $3000.00           | $1065.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $2211.00           | $449.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 4.0000%  | 0.0000% | $1024.00           | $121.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-01-01      | 4.0000%  | 0.0000% | $2020.00           | $400.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $251.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $7089.00           | $1580.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-08-01      | 4.0000%  | 0.0000% | $2000.00           | $317.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $233.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $7168.00           | $1418.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $1008.00           | $277.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 4.0000%  | 0.0000% | $1024.00           | $309.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $4042.00           | $369.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $3000.00           | $1023.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $3000.00           | $439.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-10-01      | 4.0000%  | 0.0000% | $2000.00           | $493.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $4000.00           | $3011.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $4003.00           | $2469.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $3000.00           | $1835.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $2001.00           | $1576.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $15886.00          | $3652.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $12969.00          | $2957.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-03-01      | 4.0000%  | 0.0000% | $4600.00           | $908.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $2250.00           | $410.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $7000.00           | $1801.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $4000.00           | $2764.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 4.0000%  | 0.0000% | $1000.00           | $647.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $655.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-11-01      | 4.0000%  | 0.0000% | $1000.00           | $589.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $687.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $738.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $3000.00           | $2254.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $819.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $4000.00           | $3293.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $1950.00           | $198.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-10-01      | 4.0000%  | 0.0000% | $82002.00          | $3778.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-10-01      | 4.0000%  | 0.0000% | $4000.00           | $338.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-01-01      | 4.0000%  | 0.0000% | $14000.00          | $1729.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $18000.00          | $1395.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $57.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $47009.00          | $4707.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $42000.00          | $4971.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $3024.00           | $391.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-09-01      | 4.0000%  | 0.0000% | $3000.00           | $329.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 4.0000%  | 0.0000% | $1000.00           | $869.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $772.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4013.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $5000.00           | $4115.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $4000.00           | $3352.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $1000.00           | $266.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $2000.00           | $628.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $2000.00           | $734.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-12-01      | 3.0000%  | 0.0000% | $5000.00           | $857.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 3.0000%  | 0.0000% | $1000.00           | $67.43             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $319.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $9000.00           | $1325.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $176.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1673.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-11-01      | 4.5000%  | 0.0000% | $1146.00           | $37.06             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1908.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $2002.00           | $1912.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $4000.00           | $3819.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1002.00           | $894.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $1473.00           | $29.90             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $1301.00           | $50.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-07-01      | 4.5000%  | 0.0000% | $2485.00           | $21.13             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $21500.00          | $1058.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 4.5000%  | 0.0000% | $1066.00           | $62.18             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-09-01      | 4.5000%  | 0.0000% | $2000.00           | $261.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-02-01      | 4.5000%  | 0.0000% | $2002.00           | $381.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $14000.00          | $1776.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3860.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2876.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $5002.00           | $4803.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $16010.00          | $2575.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $2069.00           | $485.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $7056.00           | $1349.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $2000.00           | $424.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 4.5000%  | 0.0000% | $1026.00           | $277.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-06-01      | 4.5000%  | 0.0000% | $2275.00           | $594.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $8000.00           | $2224.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $152.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $4001.00           | $1430.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $4011.00           | $1144.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.5000%  | 0.0000% | $8000.00           | $3155.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $2002.00           | $1608.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1918.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $1003.00           | $704.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $3000.00           | $1697.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $1151.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $9000.00           | $1852.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $2025.00           | $1668.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $1024.00           | $731.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1036.00           | $807.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $6000.00           | $4725.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1317.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $756.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2442.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1594.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $2083.00           | $1975.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2897.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $3070.00           | $3006.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $991.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $4139.00           | $4165.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1016.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $2001.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $2048.00           | $2073.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 5.5000%  | 0.0000% | $1010.00           | $241.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 5.5000%  | 0.0000% | $37000.00          | $4971.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $2667.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $806.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $789.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1500.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $832.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3330.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $757.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $4000.00           | $3639.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $872.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $4000.00           | $3762.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1017.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1019.00           | $1033.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $2001.00           | $1593.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 5.5000%  | 0.0000% | $1000.00           | $33.88             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $3129.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $773.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $5008.00           | $4166.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $4000.00           | $2605.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $5000.00           | $4355.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 5.5000%  | 0.0000% | $4000.00           | $3534.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1851.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-01-01      | 5.5000%  | 0.0000% | $1000.00           | $882.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1524.00           | $1469.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $2014.00           | $36.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $5000.00           | $115.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 5.5000%  | 0.0000% | $4000.00           | $94.07             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 5.6000%  | 0.0000% | $1000.00           | $404.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 5.6200%  | 0.0000% | $1000.00           | $151.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 5.7000%  | 0.0000% | $1000.00           | $24.28             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 5.9000%  | 0.0000% | $1011.00           | $29.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-08-01      | 6.0000%  | 0.0000% | $58969.00          | $442.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 6.0000%  | 0.0000% | $2000.00           | $53.76             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-03-01      | 6.0000%  | 0.0000% | $2000.00           | $67.89             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $8000.00           | $4483.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1938.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $2001.00           | $2035.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1794.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2631.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2504.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $586.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $817.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $5005.00           | $4379.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1001.00           | $872.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1004.00           | $909.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2055.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1001.00           | $874.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2021.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1861.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $1752.00           | $7.08              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2033.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $921.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2027.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2033.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1010.00           | $1024.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $2003.00           | $2059.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1006.00           | $1041.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1996.00           | $2064.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1031.00           | $1066.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2034.00           | $2102.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1002.00           | $1034.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1005.00           | $1035.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $4640.00           | $1544.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $2171.00           | $782.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $9000.00           | $2988.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $3345.00           | $1031.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $3002.00           | $1836.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1023.00           | $617.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $2016.00           | $1156.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $2025.00           | $1339.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $4000.00           | $2405.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1434.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $243.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $3000.00           | $724.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1058.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2220.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $783.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $825.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3495.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $913.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1705.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 4.5000%  | 0.0000% | $1000.00           | $907.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 4.5000%  | 0.0000% | $4000.00           | $658.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 4.5000%  | 0.0000% | $2002.00           | $98.79             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-09-01      | 4.5000%  | 0.0000% | $4000.00           | $102.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 4.5000%  | 0.0000% | $8997.00           | $1668.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $914.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $769.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1554.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2461.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1392.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $860.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 4.5000%  | 0.0000% | $5000.00           | $3347.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1924.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $966.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $11002.00          | $273.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $4000.00           | $92.58             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 4.5000%  | 0.0000% | $4000.00           | $144.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 4.5300%  | 0.0000% | $3000.00           | $951.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 5.0000%  | 0.0000% | $1925.00           | $43.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1960.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $983.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1951.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1938.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2928.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $4001.00           | $3387.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-01-01      | 5.0000%  | 0.0000% | $41898.00          | $156.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-05-01      | 5.0000%  | 0.0000% | $3000.00           | $186.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $963.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $982.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1018.00           | $1002.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $973.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $990.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $971.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1081.00           | $981.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $991.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $3000.00           | $2984.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $1028.00           | $1020.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $994.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $984.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1007.00           | $996.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1995.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1988.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-06-01      | 5.0000%  | 0.0000% | $2000.00           | $2015.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $807.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1531.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $1008.00           | $652.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $829.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $774.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1577.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $3999.00           | $2592.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $838.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $855.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1907.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $920.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $4003.00           | $3361.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $737.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $4006.00           | $3840.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2195.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $886.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1415.00           | $1164.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1782.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1013.00           | $780.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $108.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 5.0000%  | 0.0000% | $2053.00           | $722.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1398.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1958.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1020.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $113.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $309.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $619.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $714.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $673.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $771.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $780.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $767.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $734.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3165.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $4000.00           | $3647.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $4000.00           | $3527.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $2048.00           | $2027.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2713.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $4000.00           | $3380.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3444.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1820.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1889.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $4124.00           | $3955.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-09-01      | 5.1500%  | 0.0000% | $1001.00           | $486.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $821.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2911.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $994.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2282.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $3001.00           | $2479.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1701.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $2798.00           | $2490.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $872.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $936.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $4000.00           | $3475.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $951.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $4028.00           | $3621.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1001.00           | $957.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1803.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $1009.00           | $690.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $917.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $2016.00           | $1918.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-04-01      | 6.0000%  | 0.0000% | $1000.00           | $985.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $4339.00           | $3190.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $558.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $4000.00           | $3566.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $1003.00           | $575.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1020.00           | $988.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $1047.00           | $799.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $4171.00           | $3120.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $732.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $6000.00           | $4714.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1110.00           | $959.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $3072.00           | $2553.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1790.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2595.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $886.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $835.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $4096.00           | $4012.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $4111.00           | $3849.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1301.00           | $1243.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $3072.00           | $3058.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $2016.00           | $1941.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1190.00           | $1166.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1056.00           | $970.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1016.00           | $1055.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1120.00           | $1152.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $768.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $747.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $4000.00           | $3246.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $4000.00           | $3644.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2942.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3072.00           | $3200.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 6.0000%  | 0.0000% | $1029.00           | $25.09             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 6.0000%  | 0.0000% | $1002.00           | $46.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1416.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $4104.00           | $3025.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $773.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $4000.00           | $3770.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $671.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $966.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $865.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-05-01      | 6.5000%  | 0.0000% | $1989.00           | $17.19             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-07-01      | 6.5000%  | 0.0000% | $1036.00           | $7.42              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $3928.00           | $4103.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1002.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $1001.00           | $1045.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2127.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $4000.00           | $4231.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $2164.00           | $2298.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1012.00           | $1077.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $3003.00           | $2344.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $1006.00           | $874.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $699.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $702.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $4005.00           | $2975.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $1024.00           | $799.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $908.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1117.00           | $1089.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $6000.00           | $4985.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $4000.00           | $3558.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $3000.00           | $2730.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $2940.00           | $2588.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $877.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $867.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $2007.00           | $1722.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 4.5000%  | 0.0000% | $3000.00           | $2676.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 4.5000%  | 0.0000% | $1013.00           | $927.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1893.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $937.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $1008.00           | $291.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $189.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $793.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $797.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $787.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1002.00           | $1017.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2851.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $3024.00           | $2868.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $4032.00           | $3963.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2999.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1079.00           | $1042.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $3000.00           | $3028.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $1016.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1018.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1003.00           | $1017.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1014.00           | $903.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $2001.00           | $1162.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1832.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2048.00           | $2072.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $742.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1751.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $3237.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $3008.00           | $2037.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $3022.00           | $1933.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $3715.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $1011.00           | $909.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $708.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $2001.00           | $1625.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 5.5000%  | 0.0000% | $1000.00           | $255.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.5000%  | 0.0000% | $1007.00           | $761.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $742.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1516.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $3048.00           | $2596.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1786.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1636.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $774.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $5000.00           | $4294.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1016.00           | $881.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $3030.00           | $2336.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $2060.00           | $1751.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $566.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 3.0000%  | 0.0000% | $3264.00           | $1486.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 3.0000%  | 0.0000% | $4096.00           | $2330.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $2176.00           | $1231.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $5166.00           | $2787.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1875.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $678.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $2048.00           | $1463.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $5117.00           | $3142.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $4194.00           | $3020.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1300.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $3000.00           | $1948.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $707.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $7000.00           | $4741.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $5000.00           | $3397.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $3072.00           | $2631.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $906.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-10-01      | 3.0000%  | 0.0000% | $1011.00           | $128.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 3.0000%  | 0.0000% | $2000.00           | $516.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $405.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $4000.00           | $907.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $5000.00           | $1508.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $15000.00          | $4838.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $11020.00          | $4808.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $816.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $5000.00           | $3751.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 4.0000%  | 0.0000% | $1003.00           | $223.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 4.0000%  | 0.0000% | $2014.00           | $302.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-02-01      | 4.0000%  | 0.0000% | $2000.00           | $52.09             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $1022.00           | $183.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.0000%  | 0.0000% | $5000.00           | $975.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $439.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $240.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $167.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-06-01      | 4.0000%  | 0.0000% | $2000.00           | $301.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 4.0000%  | 0.0000% | $1002.00           | $599.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $615.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $2024.00           | $1696.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $729.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1479.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $715.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-03-01      | 4.5000%  | 0.0000% | $1000.00           | $31.97             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 4.5000%  | 0.0000% | $1000.00           | $34.08             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 4.5000%  | 0.0000% | $81557.00          | $2155.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 4.5000%  | 0.0000% | $3376.00           | $2.63              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.5000%  | 0.0000% | $1000.00           | $94.98             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $132.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 4.5000%  | 0.0000% | $2017.00           | $446.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $591.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 4.5000%  | 0.0000% | $1695.00           | $39.58             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-03-01      | 4.5000%  | 0.0000% | $2000.00           | $63.86             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 4.5000%  | 0.0000% | $1095.00           | $50.52             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $777.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1423.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $6000.00           | $4412.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $755.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $749.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $865.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $880.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1856.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $110.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $5000.00           | $4694.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $711.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $6000.00           | $4622.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $3021.00           | $2626.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 4.5000%  | 0.0000% | $3037.00           | $2664.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 4.5000%  | 0.0000% | $3000.00           | $2727.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $5003.00           | $4642.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.5000%  | 0.0000% | $1009.00           | $824.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-01-01      | 4.5000%  | 0.0000% | $2036.00           | $113.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.5000%  | 0.0000% | $6003.00           | $3267.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 4.5000%  | 0.0000% | $8000.00           | $3252.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2292.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1660.00           | $1031.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $775.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.5000%  | 0.0000% | $5000.00           | $4632.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $5000.00           | $4710.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2832.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2845.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 4.5000%  | 0.0000% | $3005.00           | $2844.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $735.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 4.5000%  | 0.0000% | $3000.00           | $3025.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 4.5000%  | 0.0000% | $2000.00           | $102.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1772.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 4.5000%  | 0.0000% | $3000.00           | $2814.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1900.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 4.5000%  | 0.0000% | $1008.00           | $986.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 5.0000%  | 0.0000% | $8179.00           | $309.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-11-01      | 5.0000%  | 0.0000% | $16776.00          | $639.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-06-01      | 5.0000%  | 0.0000% | $1000.00           | $8.16              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.0000%  | 0.0000% | $2000.00           | $413.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 5.0000%  | 0.0000% | $1000.00           | $162.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 5.0000%  | 0.0000% | $2048.00           | $2087.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 5.0000%  | 0.0000% | $2000.00           | $2027.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $745.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1477.00           | $1132.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1515.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $856.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $2005.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2015.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $5000.00           | $4873.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $2009.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $976.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1002.00           | $886.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-06-01      | 5.5000%  | 0.0000% | $1459.00           | $6.14              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-09-01      | 5.5000%  | 0.0000% | $2928.00           | $10.33             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $12000.00          | $2193.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $2014.00           | $2014.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1752.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $867.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $3072.00           | $2855.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $981.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $5000.00           | $4453.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.0000%  | 0.0000% | $5000.00           | $4556.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $2944.00           | $2825.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $7006.00           | $4837.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $807.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1308.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $790.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $3049.00           | $2274.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $821.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $1006.00           | $792.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1006.00           | $829.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1777.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $1007.00           | $872.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $1162.00           | $1120.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $979.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $2016.00           | $1968.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1502.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $988.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $969.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $949.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 5.5000%  | 0.0000% | $16788.00          | $218.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-12-01      | 5.5000%  | 0.0000% | $3084.00           | $74.21             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $3072.00           | $2450.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $800.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $876.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $6000.00           | $4992.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1786.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4508.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1025.00           | $932.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $919.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $791.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1718.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2770.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $970.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $4916.00           | $4285.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $758.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $679.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $1020.00           | $738.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $3120.00           | $2667.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $3034.00           | $2598.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1006.00           | $615.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $829.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $734.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $876.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1457.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $5106.00           | $4448.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $869.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $905.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $929.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1054.00           | $977.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $941.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1722.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $5000.00           | $3797.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $4999.00           | $4121.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $924.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $918.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $908.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $5120.00           | $4692.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $954.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $922.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $2070.00           | $1838.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $4000.00           | $3726.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $5008.00           | $4766.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3005.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $3036.00           | $3043.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3037.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2021.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1004.00           | $1021.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $4000.00           | $4033.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1997.00           | $2013.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $977.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1998.00           | $2028.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $4032.00           | $4009.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4982.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1006.00           | $1008.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1999.00           | $2030.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1002.00           | $960.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1004.00           | $1022.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1712.00           | $1725.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1001.00           | $1021.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1001.00           | $1021.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $560.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $528.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $582.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $662.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $682.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $679.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1427.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 2.5000%  | 0.0000% | $1000.00           | $745.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $426.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $2999.00           | $1421.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $433.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $2000.00           | $912.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1180.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $638.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $3000.00           | $2119.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-07-01      | 2.5000%  | 0.0000% | $1000.00           | $112.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $469.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $559.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $5000.00           | $2628.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $5000.00           | $2936.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $1003.00           | $614.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 3.0000%  | 0.0000% | $1000.00           | $305.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 3.0000%  | 0.0000% | $4000.00           | $1974.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 3.0000%  | 0.0000% | $4000.00           | $2237.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3251.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $650.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $578.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $5001.00           | $3448.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $722.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $4000.00           | $2790.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $4000.00           | $2879.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $3000.00           | $1878.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1403.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $695.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $4000.00           | $2685.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1440.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $3001.00           | $2175.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 3.0000%  | 0.0000% | $1000.00           | $687.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $738.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $5000.00           | $3759.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $776.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1559.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1633.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $820.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-08-01      | 3.0000%  | 0.0000% | $4000.00           | $226.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-07-01      | 3.0000%  | 0.0000% | $9000.00           | $1024.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-12-01      | 3.0000%  | 0.0000% | $6001.00           | $364.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-02-01      | 3.0000%  | 0.0000% | $4000.00           | $246.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $3000.00           | $1742.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 3.0000%  | 0.0000% | $5000.00           | $565.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $20000.00          | $3889.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $12000.00          | $3536.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 3.0000%  | 0.0000% | $2000.00           | $618.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $2000.00           | $771.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $3000.00           | $1366.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $5000.00           | $2513.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $6000.00           | $3861.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $734.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $1380.00           | $1023.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-12-01      | 3.5000%  | 0.0000% | $19008.00          | $1274.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $1440.00           | $141.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-12-01      | 3.5000%  | 0.0000% | $3075.00           | $437.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-12-01      | 3.5000%  | 0.0000% | $2000.00           | $354.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $2000.00           | $145.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-04-01      | 3.5000%  | 0.0000% | $2000.00           | $149.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-11-01      | 3.5000%  | 0.0000% | $2000.00           | $223.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 3.5000%  | 0.0000% | $2000.00           | $232.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $2000.00           | $245.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-04-01      | 3.5000%  | 0.0000% | $2000.00           | $169.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 1.5000%  | 0.0000% | $5000.00           | $2391.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 1.5000%  | 0.0000% | $2000.00           | $889.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 2.0000%  | 0.0000% | $3000.00           | $1307.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1107.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 2.0000%  | 0.0000% | $6000.00           | $3153.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 2.0000%  | 0.0000% | $2000.00           | $846.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $625.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1285.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $693.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $608.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $5000.00           | $3364.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $4000.00           | $2714.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $6000.00           | $4175.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-02-01      | 2.5000%  | 0.0000% | $7000.00           | $4571.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $693.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 2.5000%  | 0.0000% | $1000.00           | $617.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $713.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $2344.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $2339.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $6048.00           | $4180.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $4000.00           | $2898.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 2.5000%  | 0.0000% | $1005.00           | $112.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-07-01      | 2.5000%  | 0.0000% | $7000.00           | $3704.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 2.5000%  | 0.0000% | $4000.00           | $2224.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $4000.00           | $2460.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $4005.00           | $2513.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $638.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $184.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $220.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $338.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $471.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $453.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 2.5000%  | 0.0000% | $1000.00           | $490.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $4000.00           | $2218.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $6000.00           | $3896.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1255.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $3000.00           | $2114.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $692.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 2.7750%  | 0.0000% | $8000.00           | $2128.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-03-01      | 2.7750%  | 0.0000% | $1000.00           | $584.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $2000.00           | $615.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-12-01      | 3.0000%  | 0.0000% | $1000.00           | $10.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-04-01      | 3.0000%  | 0.0000% | $2000.00           | $46.43             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-09-01      | 3.0000%  | 0.0000% | $2000.00           | $29.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 3.0000%  | 0.0000% | $11000.00          | $1589.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-05-01      | 3.0000%  | 0.0000% | $9167.00           | $1265.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $7000.00           | $1271.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $1025.00           | $199.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 3.0000%  | 0.0000% | $1221.00           | $128.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1280.00           | $285.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 3.0000%  | 0.0000% | $1700.00           | $210.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1072.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1001.00           | $632.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $645.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $5000.00           | $3136.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $671.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $652.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $656.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 2.5000%  | 0.0000% | $1336.00           | $734.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 2.5000%  | 0.0000% | $5000.00           | $1676.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 2.5000%  | 0.0000% | $1000.00           | $390.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $1002.00           | $502.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $478.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $526.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $6000.00           | $3454.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1221.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $597.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1220.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1190.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1234.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $2005.00           | $1321.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 2.5000%  | 0.0000% | $6000.00           | $3682.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-02-01      | 3.0000%  | 0.0000% | $1000.00           | $143.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $3002.00           | $540.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $206.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $6000.00           | $1856.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $6000.00           | $1287.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $6000.00           | $2411.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-06-01      | 3.0000%  | 0.0000% | $5994.00           | $558.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $6000.00           | $789.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 3.0000%  | 0.0000% | $2000.00           | $311.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 3.0000%  | 0.0000% | $1000.00           | $150.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $2000.00           | $377.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 3.0000%  | 0.0000% | $1000.00           | $209.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-05-01      | 3.0000%  | 0.0000% | $1000.00           | $124.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-09-01      | 3.0000%  | 0.0000% | $6000.00           | $692.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 3.0000%  | 0.0000% | $6000.00           | $1112.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 3.0000%  | 0.0000% | $1000.00           | $711.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-07-01      | 3.0000%  | 0.0000% | $2000.00           | $210.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.0000%  | 0.0000% | $2000.00           | $523.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $470.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1414.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $712.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3624.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $773.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $796.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $11695.00          | $1742.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $309.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 3.0000%  | 0.0000% | $1010.00           | $322.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-02      | 3.0000%  | 0.0000% | $1008.00           | $637.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 3.0000%  | 0.0000% | $5005.00           | $1788.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $1001.00           | $655.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 3.0000%  | 0.0000% | $1002.00           | $743.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0000%  | 0.0000% | $4000.00           | $3100.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 3.0000%  | 0.0000% | $10000.00          | $2236.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 3.0000%  | 0.0000% | $7177.00           | $4657.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $626.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $674.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $2008.00           | $1292.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $5000.00           | $3579.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 3.0000%  | 0.0000% | $6000.00           | $4564.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $280.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $383.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $523.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1266.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $666.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3374.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.0000%  | 0.0000% | $1002.00           | $127.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-03-01      | 3.0000%  | 0.0000% | $1000.00           | $135.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-04-01      | 3.5000%  | 0.0000% | $19876.00          | $535.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-03-01      | 3.5000%  | 0.0000% | $2000.00           | $219.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 3.5000%  | 0.0000% | $2000.00           | $262.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-05-01      | 3.5000%  | 0.0000% | $2000.00           | $233.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-08-01      | 3.5000%  | 0.0000% | $2000.00           | $154.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 3.5000%  | 0.0000% | $3000.00           | $311.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $138.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 3.5000%  | 0.0000% | $1000.00           | $162.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.5000%  | 0.0000% | $6232.00           | $638.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $2000.00           | $212.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $264.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $88.20             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.5000%  | 0.0000% | $1999.00           | $405.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $144.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $168.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.5000%  | 0.0000% | $2000.00           | $357.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $2000.00           | $383.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 3.5000%  | 0.0000% | $2087.00           | $219.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $218.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $100.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $127.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.5000%  | 0.0000% | $11183.00          | $1219.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $124.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-09-01      | 2.0000%  | 0.0000% | $1000.00           | $588.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-11-01      | 2.0000%  | 0.0000% | $1000.00           | $595.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $683.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.0000%  | 0.0000% | $4000.00           | $1672.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $523.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $617.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1053.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1162.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $480.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $5000.00           | $2672.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $3000.00           | $1991.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $470.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1295.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1152.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 2.0000%  | 0.0000% | $1000.00           | $506.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 2.0000%  | 0.0000% | $1030.00           | $599.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-05-01      | 2.0000%  | 0.0000% | $2000.00           | $770.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $3000.00           | $1737.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $1001.00           | $513.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-02-01      | 2.5000%  | 0.0000% | $1989.00           | $99.93             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-11-01      | 2.5000%  | 0.0000% | $2000.00           | $368.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-04-01      | 2.5000%  | 0.0000% | $1000.00           | $31.67             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-02-01      | 2.5000%  | 0.0000% | $2577.00           | $441.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 2.5000%  | 0.0000% | $2000.00           | $645.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 2.5000%  | 0.0000% | $3000.00           | $1661.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $698.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 2.5000%  | 0.0000% | $3000.00           | $2397.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 2.5000%  | 0.0000% | $3000.00           | $2829.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-12-01      | 2.5000%  | 0.0000% | $2000.00           | $365.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 2.5000%  | 0.0000% | $1000.00           | $679.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $609.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $494.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-10-01      | 3.5000%  | 0.0000% | $2000.00           | $152.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 3.5000%  | 0.0000% | $2000.00           | $230.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-06-01      | 3.5000%  | 0.0000% | $2000.00           | $204.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-04-01      | 3.5000%  | 0.0000% | $3000.00           | $168.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $4884.00           | $378.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $11688.00          | $899.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $119.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $1024.00           | $138.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $5000.00           | $529.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $3000.00           | $347.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-12-01      | 3.5000%  | 0.0000% | $1718.00           | $197.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $3072.00           | $516.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $25.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $3000.00           | $502.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $5017.00           | $192.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-07-01      | 3.5000%  | 0.0000% | $2000.00           | $259.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-11-01      | 3.5000%  | 0.0000% | $12000.00          | $1852.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $1023.00           | $160.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $1280.00           | $148.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 3.5000%  | 0.0000% | $1283.00           | $111.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $1023.00           | $97.56             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 3.5000%  | 0.0000% | $9236.00           | $2273.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $1096.00           | $98.27             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $98.80             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $239.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-02-01      | 3.5000%  | 0.0000% | $2000.00           | $324.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 3.5000%  | 0.0000% | $6026.00           | $1173.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $172.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-09-01      | 3.5000%  | 0.0000% | $1005.00           | $88.25             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $30000.00          | $3883.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $1603.00           | $239.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $3002.00           | $379.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $119.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-10-01      | 3.5000%  | 0.0000% | $2016.00           | $432.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $19000.00          | $1165.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 3.5000%  | 0.0000% | $2001.00           | $471.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $1008.00           | $101.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $156.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $196.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $128.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $113.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $3072.00           | $846.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $4004.00           | $1578.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $200.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $474.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2057-01-01      | 3.5000%  | 0.0000% | $7501.00           | $2614.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $2000.00           | $577.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $3335.00           | $512.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1092.00           | $304.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-03-01      | 3.5000%  | 0.0000% | $4000.00           | $1095.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $2000.00           | $502.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $3072.00           | $890.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $4000.00           | $1302.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $4000.00           | $671.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $3000.00           | $1300.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2280.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2912.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2279.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $4103.00           | $3020.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $675.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2195.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $1152.00           | $170.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $5121.00           | $629.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-08-01      | 3.5000%  | 0.0000% | $3000.00           | $787.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $2356.00           | $887.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $2106.00           | $999.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.5000%  | 0.0000% | $1009.00           | $495.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.5000%  | 0.0000% | $2000.00           | $951.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $589.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1375.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1269.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $673.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $3064.00           | $2257.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2058.00           | $1470.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $711.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1591.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2183.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $863.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $31000.00          | $4778.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $270.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 3.5000%  | 0.0000% | $1000.00           | $226.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 3.5000%  | 0.0000% | $1000.00           | $270.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-09-01      | 3.5000%  | 0.0000% | $2015.00           | $861.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 3.5000%  | 0.0000% | $1037.00           | $128.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $9000.00           | $2293.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $2000.00           | $435.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $3000.00           | $832.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 3.5000%  | 0.0000% | $8000.00           | $3137.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $287.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $3001.00           | $705.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $280.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $6000.00           | $1972.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $426.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $2000.00           | $690.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $3000.00           | $1318.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $613.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $706.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $1093.00           | $676.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 3.5000%  | 0.0000% | $4000.00           | $1655.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $662.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $702.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $6000.00           | $3730.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1391.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2606.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $2166.00           | $1126.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1217.00           | $653.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1510.00           | $753.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $4217.00           | $2583.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $547.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1492.00           | $785.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $5129.00           | $2745.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $3123.00           | $1680.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $564.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1253.00           | $715.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $2627.00           | $1643.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $5000.00           | $2778.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $4752.00           | $2608.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1714.00           | $953.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $3219.00           | $1832.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1792.00           | $1011.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $4000.00           | $2289.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $580.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $4000.00           | $2329.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | 0.0000% | $2378.00           | $1301.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1230.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $5000.00           | $3082.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1867.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $678.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $667.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $8000.00           | $4015.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $636.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $588.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $4000.00           | $2420.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $5000.00           | $2995.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 2.0000%  | 0.0000% | $4000.00           | $2531.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $5000.00           | $3099.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $652.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-03-01      | 2.0000%  | 0.0000% | $4000.00           | $2473.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $1000.00           | $706.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 2.0000%  | 0.0000% | $1000.00           | $706.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $691.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $3000.00           | $1887.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $4000.00           | $2549.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1749.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $4000.00           | $1713.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 2.0000%  | 0.0000% | $1000.00           | $336.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $433.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-12-01      | 2.0000%  | 0.0000% | $9000.00           | $4629.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $534.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $4000.00           | $2262.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $366.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $6000.00           | $3591.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1323.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1314.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-10-01      | 2.5000%  | 0.0000% | $1000.00           | $51.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-01-01      | 2.5000%  | 0.0000% | $5000.00           | $530.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-07-01      | 2.5000%  | 0.0000% | $5000.00           | $585.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-12-01      | 2.5000%  | 0.0000% | $2000.00           | $367.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 2.5000%  | 0.0000% | $1000.00           | $427.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $405.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $229.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $2028.00           | $854.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $3188.00           | $1779.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $2000.00           | $934.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $8001.00           | $4217.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $916.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $7000.00           | $4393.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 2.5000%  | 0.0000% | $2000.00           | $940.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1169.00           | $502.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $441.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $6176.00           | $2307.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $2299.00           | $1041.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $2000.00           | $984.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1546.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $504.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $6165.00           | $2741.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $2123.00           | $875.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $1450.00           | $754.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $511.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $4000.00           | $2295.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $4678.00           | $3220.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $2999.00           | $2033.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $646.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $614.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1305.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1407.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1311.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 2.5000%  | 0.0000% | $1006.00           | $838.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1674.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 2.5000%  | 0.0000% | $1000.00           | $255.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1157.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $405.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $2000.00           | $976.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $3000.00           | $1885.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 2.5000%  | 0.0000% | $3000.00           | $1016.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $572.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $600.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $4000.00           | $2436.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $631.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $658.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $5000.00           | $2724.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $3995.00           | $3787.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1001.00           | $1025.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1001.00           | $1035.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $839.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $3000.00           | $3072.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3729.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $936.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $4000.00           | $4129.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1999.00           | $2076.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $3000.00           | $3116.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $4000.00           | $4110.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $2028.00           | $2084.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $2002.00           | $2060.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $4000.00           | $4179.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2077.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2053.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2076.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $938.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $3997.00           | $4154.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $944.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1053.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1053.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $4000.00           | $3430.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $3977.00           | $3652.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $5000.00           | $4531.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $2064.00           | $1913.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $1003.00           | $931.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $850.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $675.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $2096.00           | $1880.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $3003.00           | $2405.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1048.00           | $938.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $3881.00           | $3060.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.5000%  | 0.0000% | $4000.00           | $1847.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $888.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $3000.00           | $2166.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $510.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.5000%  | 0.0000% | $1008.00           | $742.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1759.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $2106.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $2001.00           | $2110.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1001.00           | $1050.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $3987.00           | $4234.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $4025.00           | $4072.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1002.00           | $1057.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1061.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $2006.00           | $2100.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $2000.00           | $2104.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1060.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1097.00           | $1103.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $1066.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $757.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.0000%  | 0.0000% | $3000.00           | $2160.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 7.0000%  | 0.0000% | $3000.00           | $2286.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.0000%  | 0.0000% | $3000.00           | $2851.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 7.0000%  | 0.0000% | $1001.00           | $1039.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1001.00           | $1061.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-10-01      | 7.5000%  | 0.0000% | $1132.00           | $0.49              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.5000%  | 0.0000% | $3000.00           | $2038.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.5000%  | 0.0000% | $3000.00           | $1203.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.5000%  | 0.0000% | $3000.00           | $2312.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.5000%  | 0.0000% | $3000.00           | $2579.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.5000%  | 0.0000% | $3000.00           | $2330.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.5000%  | 0.0000% | $3000.00           | $2942.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.5000%  | 0.0000% | $3000.00           | $2396.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.5000%  | 0.0000% | $3000.00           | $2633.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.5000%  | 0.0000% | $3000.00           | $2020.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.5000%  | 0.0000% | $3000.00           | $1877.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 1.5000%  | 0.0000% | $1048.00           | $547.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 1.5000%  | 0.0000% | $7000.00           | $2676.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 1.5000%  | 0.0000% | $2048.00           | $1228.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 1.5000%  | 0.0000% | $1000.00           | $638.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 1.5000%  | 0.0000% | $2000.00           | $1049.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-11-01      | 1.5000%  | 0.0000% | $4000.00           | $1194.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-10-01      | 1.5000%  | 0.0000% | $1000.00           | $444.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-12-01      | 1.5000%  | 0.0000% | $1000.00           | $318.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 1.5000%  | 0.0000% | $2000.00           | $1133.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 2.0000%  | 0.0000% | $1002.00           | $171.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $1280.00           | $590.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $1031.00           | $491.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $529.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $3076.00           | $1651.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $476.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $565.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1131.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $604.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1111.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $5000.00           | $2619.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $527.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1132.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $562.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $8000.00           | $4521.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $648.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $655.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $1174.00           | $570.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $1280.00           | $595.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $462.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $7295.00           | $3818.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1541.00           | $879.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $2099.00           | $1124.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $3144.00           | $1749.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $4000.00           | $4074.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1997.00           | $2031.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $973.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $4172.00           | $4164.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $4125.00           | $4103.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $2184.00           | $2193.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $994.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1041.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1039.00           | $1003.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2011.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 6.0000%  | 0.0000% | $27554.00          | $372.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 6.0000%  | 0.0000% | $2030.00           | $29.17             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 6.0000%  | 0.0000% | $1858.00           | $32.24             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 6.0000%  | 0.0000% | $83526.00          | $835.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-08-01      | 6.0000%  | 0.0000% | $1000.00           | $9.91              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-02-01      | 6.0000%  | 0.0000% | $1000.00           | $9.48              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $904.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $5000.00           | $4170.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $5000.00           | $4661.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $4000.00           | $3675.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $948.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1033.00           | $1029.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $993.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 6.0000%  | 0.0000% | $6000.00           | $4311.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $5000.00           | $4258.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $950.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1732.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $5000.00           | $4016.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1710.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $818.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $851.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $3244.00           | $2884.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2118.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 6.0000%  | 0.0000% | $6000.00           | $1672.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $2203.00           | $1766.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3086.00           | $2379.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $1005.00           | $652.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $700.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $715.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $2079.00           | $1769.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $826.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1004.00           | $765.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $744.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1017.00           | $901.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.0000%  | 0.0000% | $1059.00           | $834.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2039.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1052.00           | $856.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $841.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-02-01      | 6.0000%  | 0.0000% | $1000.00           | $686.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $5001.00           | $4197.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $920.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $1011.00           | $923.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $5000.00           | $4679.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1117.00           | $1140.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 4.0000%  | 0.0000% | $2000.00           | $331.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $5370.00           | $2045.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $467.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $4000.00           | $2717.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $2048.00           | $1461.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $6000.00           | $4409.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 4.0000%  | 0.0000% | $3000.00           | $2847.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $34000.00          | $3368.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 4.0000%  | 0.0000% | $2000.00           | $336.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $1000.00           | $310.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $14000.00          | $3414.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $9000.00           | $3116.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $402.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $1000.00           | $333.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $3000.00           | $370.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $1003.00           | $118.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 3.5000%  | 0.0000% | $4000.00           | $738.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $2001.00           | $354.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 3.5000%  | 0.0000% | $1000.00           | $129.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-03-01      | 3.5000%  | 0.0000% | $2312.00           | $346.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-11-01      | 3.5000%  | 0.0000% | $2000.00           | $186.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-02-01      | 3.5000%  | 0.0000% | $2000.00           | $369.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-09-15      | 3.5000%  | 0.0000% | $1000.00           | $784.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 3.5000%  | 0.0000% | $2000.00           | $493.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $5888.00           | $648.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $11392.00          | $2703.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $15872.00          | $2239.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $1376.00           | $208.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $10752.00          | $2888.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-04-01      | 3.0000%  | 0.0000% | $1000.00           | $129.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $1024.00           | $189.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-01-01      | 3.0000%  | 0.0000% | $8000.00           | $545.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $7164.00           | $749.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $382.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $210.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $8000.00           | $2471.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-07-01      | 3.0000%  | 0.0000% | $1000.00           | $135.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 3.5000%  | 0.0000% | $1000.00           | $657.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $296.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1191.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $628.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $683.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $746.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $4274.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.5000%  | 0.0000% | $1001.00           | $690.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $773.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $39999.00          | $3643.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $147.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $144.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $210.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $3999.00           | $1435.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $366.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $520.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $740.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.5000%  | 0.0000% | $6914.00           | $1702.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 3.5000%  | 0.0000% | $2000.00           | $547.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-02-01      | 3.5000%  | 0.0000% | $11017.00          | $3678.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $456.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $611.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $707.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $6061.00           | $4274.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $675.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $741.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2124.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.5000%  | 0.0000% | $5000.00           | $1649.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $5010.00           | $3814.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $745.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $705.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $1007.00           | $723.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $3000.00           | $2092.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 3.5000%  | 0.0000% | $5000.00           | $3727.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $106.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 4.0000%  | 0.0000% | $3404.00           | $257.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 4.0000%  | 0.0000% | $1000.00           | $26.39             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-06-01      | 4.0000%  | 0.0000% | $1058.00           | $154.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 4.0000%  | 0.0000% | $6000.00           | $1081.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $251.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-10-01      | 4.0000%  | 0.0000% | $20006.00          | $752.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $154.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 4.0000%  | 0.0000% | $1000.00           | $125.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.0000%  | 0.0000% | $3000.00           | $759.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $423.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-10-01      | 4.0000%  | 0.0000% | $1000.00           | $613.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $411.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2318.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $743.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $6000.00           | $4572.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $713.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $6000.00           | $4874.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $746.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1419.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $868.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1639.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $989.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $839.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2066.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $2016.00           | $1830.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $917.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $3028.00           | $3105.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1039.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1026.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2016.00           | $2087.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1017.00           | $1044.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1005.00           | $926.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 7.0000%  | 0.0000% | $1999.00           | $71.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $715.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $873.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-10-01      | 8.0000%  | 0.0000% | $2634.00           | $1.28              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1588.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $5035.00           | $4019.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $5004.00           | $4295.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $895.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $913.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $2010.00           | $1919.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $922.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $1024.00           | $947.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $3072.00           | $2952.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $956.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $977.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $969.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $5120.00           | $4921.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $1056.00           | $1003.37           | Agency Mortgage-Backed Securities |
| PHILIP MORRIS INTL INC         SR GLBL N | 2030-11-01      | 1.7500%  | 0.0000% | $3500000.00        | $3112116.39        | Corporate Debt Securities         |
| STARBUCKS CORP                 SR GLBL N | 2032-02-14      | 3.0000%  | 0.0000% | $96000.00          | $88040.64          | Corporate Debt Securities         |
| MISSISSIPPI POWER CO           GLBL 2021 | 2051-07-30      | 3.1000%  | 0.0000% | $698000.00         | $462444.00         | Corporate Debt Securities         |
| EQUINIX INC                    SR GLBL N | 2029-11-18      | 3.2000%  | 0.0000% | $99000.00          | $95518.94          | Corporate Debt Securities         |
| 3M CO                          SR GLBL N | 2049-08-26      | 3.2500%  | 0.0000% | $370000.00         | $252695.51         | Corporate Debt Securities         |
| BROADCOM INC                   SR GLBL 1 | 2041-02-15      | 3.5000%  | 0.0000% | $21605000.00       | $17316431.51       | Corporate Debt Securities         |
| HOLCIM FINANCE US LLC          SR GLBL A | 2026-09-22      | 3.5000%  | 0.0000% | $750000.00         | $754900.42         | Corporate Debt Securities         |
| WILLIAMS COS INC               SR GLBL N | 2030-11-15      | 3.5000%  | 0.0000% | $875000.00         | $843089.72         | Corporate Debt Securities         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2 | 2045-02-01      | 3.6000%  | 0.0000% | $267000.00         | $192557.73         | Corporate Debt Securities         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2 | 2050-02-01      | 3.6500%  | 0.0000% | $245000.00         | $170245.33         | Corporate Debt Securities         |
| CITIGROUP INC                  SR GLBL N | 2028-01-10      | 3.8870%  | 0.0000% | $81000.00          | $80937.68          | Corporate Debt Securities         |
| INTEL CORP                     SR GLBL N | 2047-05-11      | 4.1000%  | 0.0000% | $3990000.00        | $3032360.10        | Corporate Debt Securities         |
| DT MIDSTREAM INC               SR GLBL 1 | 2031-06-15      | 4.3750%  | 0.0000% | $5000000.00        | $4863915.28        | Corporate Debt Securities         |
| TORONTO DOMINION BK ONT        FR 4.456% | 2032-06-08      | 4.4560%  | 0.0000% | $2000.00           | $2005.53           | Corporate Debt Securities         |
| BANK NEW YORK MELLON CORP      PERP SUB  | 2099-12-31      | 4.6250%  | 0.0000% | $1332000.00        | $1343970.79        | Corporate Debt Securities         |
| TORONTO DOMINION BK ONT        FR 4.693% | 2027-09-15      | 4.6930%  | 0.0000% | $2000.00           | $2065.40           | Corporate Debt Securities         |
| FLEXTRONICS INTL LTD           SR GLBL N | 2029-06-15      | 4.8750%  | 0.0000% | $542000.00         | $554005.75         | Corporate Debt Securities         |
| TRANSCANADA PIPELINE STRIP     SR GLBL N | 2026-01-15      | 4.8750%  | 0.0000% | $1000.00           | $1005.97           | Corporate Debt Securities         |
| ROYAL BK CDA                   FR 4.9%01 | 2028-01-12      | 4.9000%  | 0.0000% | $3000.00           | $3081.56           | Corporate Debt Securities         |
| BANK NEW YORK MELLON CORP      FR 4.942% | 2031-02-11      | 4.9420%  | 0.0000% | $2000.00           | $2062.22           | Corporate Debt Securities         |
| BROADCOM INC                   SR GLBL N | 2030-04-15      | 5.0000%  | 0.0000% | $99000.00          | $103713.50         | Corporate Debt Securities         |
| LOREAL S.A.                    SR 144A N | 2035-05-20      | 5.0000%  | 0.0000% | $5672000.00        | $5879311.60        | Corporate Debt Securities         |
| STANDARD CHARTERED PLC         SR GLBL 1 | 2030-10-15      | 5.0050%  | 0.0000% | $2339000.00        | $2426010.15        | Corporate Debt Securities         |
| ESSENTIAL UTILS INC            SR GLBL N | 2035-08-15      | 5.2500%  | 0.0000% | $1390000.00        | $1391540.58        | Corporate Debt Securities         |
| VULCAN MATLS CO                SR GLBL N | 2034-12-01      | 5.3500%  | 0.0000% | $520000.00         | $540559.64         | Corporate Debt Securities         |
| BANK NOVA SCOTIA B C           FR 5.45%0 | 2029-08-01      | 5.4500%  | 0.0000% | $2000.00           | $2097.68           | Corporate Debt Securities         |
| PACIFICORP                     1M GLBL B | 2034-02-15      | 5.4500%  | 0.0000% | $2100000.00        | $2142313.83        | Corporate Debt Securities         |
| VISTRA OPERATIONS CO LLC       SR SEC GL | 2034-12-30      | 5.7000%  | 0.0000% | $5152000.00        | $5323054.99        | Corporate Debt Securities         |
| INTEL CORP                     SR GLBL N | 2063-02-10      | 5.9000%  | 0.0000% | $2368000.00        | $2225621.37        | Corporate Debt Securities         |
| CB RICHARD ELLIS SVCS INC      SR GLBL N | 2034-08-15      | 5.9500%  | 0.0000% | $3000000.00        | $3196001.67        | Corporate Debt Securities         |
| AT&T INC                       SR GLBL N | 2040-08-15      | 6.0000%  | 0.0000% | $2353000.00        | $2458328.12        | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SR NT 6.0 | 2029-10-23      | 6.0870%  | 0.0000% | $2000.00           | $2153.17           | Corporate Debt Securities         |
| ORACLE CORP                    SR GLBL N | 2029-11-09      | 6.1500%  | 0.0000% | $1317000.00        | $1433306.47        | Corporate Debt Securities         |
| SMUCKER J M CO                 GLBL NT 6 | 2033-11-15      | 6.2000%  | 0.0000% | $944000.00         | $1034587.29        | Corporate Debt Securities         |
| UBS GROUP AG                   SR 85 144 | 2027-12-22      | 6.3270%  | 0.0000% | $32524000.00       | $33745446.95       | Corporate Debt Securities         |
| SEMPRA                         JR SB GLB | 2056-04-01      | 6.3750%  | 0.0000% | $1990000.00        | $2012626.30        | Corporate Debt Securities         |
| VALE OVERSEAS LTD              SR GLBL N | 2054-06-28      | 6.4000%  | 0.0000% | $49000.00          | $49652.41          | Corporate Debt Securities         |
| PNC FINL SVCS GROUP INC        SR GLBL N | 2027-10-20      | 6.6150%  | 0.0000% | $2000.00           | $2097.89           | Corporate Debt Securities         |
| BAYER US FIN LLC               SR 144A N | 2053-11-21      | 6.8750%  | 0.0000% | $851000.00         | $924973.41         | Corporate Debt Securities         |
| BANK MONTREAL MEDIUM           ALT TIER  | 2084-11-26      | 7.3000%  | 0.0000% | $4195000.00        | $4390605.86        | Corporate Debt Securities         |
| ROYAL CARIBBEAN GROUP          SR GLBL N | 2027-10-15      | 7.5000%  | 0.0000% | $489000.00         | $530871.44         | Corporate Debt Securities         |

### Security 130: 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: ARP1AKTJ4, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1AKTJ4_4.41_0902
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ROPER TECHNOLOGIES INC         SR GLBL N | 2025-09-15      | 1.0000%  | 0.0000% | $8000.00           | $8022.04           | Corporate Debt Securities |
| PPG INDS INC                   SR GLBL N | 2026-03-15      | 1.2000%  | 0.0000% | $314000.00         | $310356.55         | Corporate Debt Securities |
| ELEVANCE HEALTH INC            SR GLBL N | 2026-03-15      | 1.5000%  | 0.0000% | $54000.00          | $53551.98          | Corporate Debt Securities |
| FIDELITY NATL INFORMATION SVCS SR GLBL N | 2031-03-01      | 2.2500%  | 0.0000% | $30000.00          | $26949.45          | Corporate Debt Securities |
| ZIMMER BIOMET HOLDINGS INC     SR GLBL N | 2026-01-15      | 3.0500%  | 0.0000% | $22000.00          | $21958.37          | Corporate Debt Securities |
| KIMBERLY-CLARK CORP            3.2%29    | 2029-04-25      | 3.2000%  | 0.0000% | $15000.00          | $14773.98          | Corporate Debt Securities |
| NVIDIA CORPORATION             SR GLBL N | 2026-09-16      | 3.2000%  | 0.0000% | $20000.00          | $20134.58          | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR NT 3.2 | 2027-02-27      | 3.2500%  | 0.0000% | $210000.00         | $207816.12         | Corporate Debt Securities |
| ACCENTURE CAPITAL INC          GLBL NT 4 | 2029-10-04      | 4.0500%  | 0.0000% | $4000.00           | $4062.25           | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           GLBL NT 4 | 2028-03-15      | 4.3000%  | 0.0000% | $170000.00         | $174146.11         | Corporate Debt Securities |
| QUANTA SVCS INC                SR GLBL N | 2028-08-09      | 4.3000%  | 0.0000% | $10000.00          | $10058.08          | Corporate Debt Securities |
| GARTNER INC                    SR GLBL 1 | 2028-07-01      | 4.5000%  | 0.0000% | $15000.00          | $14929.50          | Corporate Debt Securities |
| TEXAS INSTRS INC               SR GLBL N | 2029-02-08      | 4.6000%  | 0.0000% | $71000.00          | $72682.23          | Corporate Debt Securities |
| TRIMBLE INC                    CR SEN SR | 2028-06-15      | 4.9000%  | 0.0000% | $4000.00           | $4090.61           | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL N | 2025-10-15      | 4.9500%  | 0.0000% | $28000.00          | $28516.74          | Corporate Debt Securities |
| REPUBLIC SVCS INC              SR GLBL N | 2035-03-15      | 5.1500%  | 0.0000% | $28000.00          | $29277.18          | Corporate Debt Securities |
| CHENIERE ENERGY INC            SR GLBL N | 2034-04-15      | 5.6500%  | 0.0000% | $2000.00           | $2089.34           | Corporate Debt Securities |
| HYDRO-QUEBEC                   SR DEB 8. | 2026-04-15      | 8.2500%  | 0.0000% | $45000.00          | $47436.22          | Corporate Debt Securities |

### Security 131: BNP Paribas Prime Brokerage, Inc.

- **C.1 - Title:** BNP Paribas Prime Brokerage, Inc. 4.450000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKTM7, C.3 - LEI: 549300KUN9K9, C.5 - Other ID: ARP1AKTM7_4.45_0902
- **C.18 - Value (incl. sponsor support):** $109000000.00
- **C.18.a - Value (excl. sponsor support):** $109000000.00
- **C.19 - Percentage of Net Assets:** 3.0500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ABIVAX SA                      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $13466.00          | $1099364.24        | Equities   |
| AMARIN CORP PLC                SPONSORED | 2199-01-01      | N/A      | 0.0000% | $8404.00           | $129463.62         | Equities   |
| ANHEUSER BUSCH INBEV SA/NV     SPONSORED | 2199-01-01      | N/A      | 0.0000% | $662.00            | $41467.68          | Equities   |
| ARGENX SE                      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $5522.00           | $3887874.54        | Equities   |
| ASTRAZENECA PLC                SPONSORED | 2199-01-01      | N/A      | 0.0000% | $68167.00          | $5452678.33        | Equities   |
| ATOUR LIFESTYLE HLDGS LTD      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $45663.00          | $1780857.00        | Equities   |
| BANCO BILBAO VIZCAYA ARGENTARI SPONSORED | 2199-01-01      | N/A      | 0.0000% | $300423.00         | $5452677.45        | Equities   |
| BANCO DE CHILE                 SPONSORED | 2199-01-01      | N/A      | 0.0000% | $11143.00          | $317352.64         | Equities   |
| BARCLAYS PLC                   ADR       | 2199-01-01      | N/A      | 0.0000% | $272226.00         | $5452686.78        | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED | 2199-01-01      | N/A      | 0.0000% | $44067.00          | $2477006.07        | Equities   |
| CARNIVAL PLC                   ADS       | 2199-01-01      | N/A      | 0.0000% | $91572.00          | $2707784.04        | Equities   |
| DIAGEO PLC                     SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $15563.00          | $1745701.71        | Equities   |
| GENMAB A/S                     SPONSORED | 2199-01-01      | N/A      | 0.0000% | $69439.00          | $1743613.29        | Equities   |
| ING GROEP N.V.                 SPONSORED | 2199-01-01      | N/A      | 0.0000% | $77537.00          | $1853909.67        | Equities   |
| JOYY INC                       ADS REPST | 2199-01-01      | N/A      | 0.0000% | $32721.00          | $1690694.07        | Equities   |
| KT CORP                        SPONSORED | 2199-01-01      | N/A      | 0.0000% | $266896.00         | $5452685.28        | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED | 2199-01-01      | N/A      | 0.0000% | $100330.00         | $5064658.40        | Equities   |
| NOVO-NORDISK A S               ADR       | 2199-01-01      | N/A      | 0.0000% | $2240.00           | $125686.40         | Equities   |
| RIO TINTO PLC                  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $18161.00          | $1141963.68        | Equities   |
| SEA LTD                        SPONSORD  | 2199-01-01      | N/A      | 0.0000% | $29277.00          | $5452548.48        | Equities   |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR R | 2199-01-01      | N/A      | 0.0000% | $22283.00          | $1070475.32        | Equities   |
| AFFIRM HLDGS INC               COM CL A  | 2199-01-01      | N/A      | 0.0000% | $7120.00           | $569528.80         | Equities   |
| ALLIED GOLD CORP               COM NEW   | 2199-01-01      | N/A      | 0.0000% | $30273.00          | $419281.05         | Equities   |
| ARMSTRONG WORLD INDS INC NEW   COM       | 2199-01-01      | N/A      | 0.0000% | $8644.00           | $1707795.08        | Equities   |
| ASSEMBLY BIOSCIENCES INC       COM NEW   | 2199-01-01      | N/A      | 0.0000% | $9498.00           | $242199.00         | Equities   |
| BANK OZK LITTLE ROCK ARK       COM       | 2199-01-01      | N/A      | 0.0000% | $3815.00           | $200783.45         | Equities   |
| CMS ENERGY CORP                COM       | 2199-01-01      | N/A      | 0.0000% | $76572.00          | $5452692.12        | Equities   |
| CO2 ENERGY TRANSITION CORP     COM       | 2199-01-01      | N/A      | 0.0000% | $5497.00           | $55794.55          | Equities   |
| CENTRAL PLAINS BANCSHARES INC  COM       | 2199-01-01      | N/A      | 0.0000% | $894.00            | $14044.74          | Equities   |
| ESH ACQUISITION CORP           COM       | 2199-01-01      | N/A      | 0.0000% | $692.00            | $7715.80           | Equities   |
| EXTREME NETWORKS               COM       | 2199-01-01      | N/A      | 0.0000% | $17947.00          | $396269.76         | Equities   |
| FAIR ISAAC CORP                COM       | 2199-01-01      | N/A      | 0.0000% | $73.00             | $109965.01         | Equities   |
| FIFTH DIST BANCORP INC         COM       | 2199-01-01      | N/A      | 0.0000% | $2319.00           | $32280.48          | Equities   |
| FIRST US BANCSHARES INC        COM       | 2199-01-01      | N/A      | 0.0000% | $698.00            | $7594.24           | Equities   |
| HURCO CO                       COM       | 2199-01-01      | N/A      | 0.0000% | $1592.00           | $27573.44          | Equities   |
| IB ACQUISITION CORP            COM SHS   | 2199-01-01      | N/A      | 0.0000% | $13724.00          | $144650.96         | Equities   |
| VERIS RESIDENTIAL INC          COM       | 2199-01-01      | N/A      | 0.0000% | $1218.00           | $18866.82          | Equities   |
| METLIFE INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $34596.00          | $2795356.80        | Equities   |
| MICROSOFT CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $10699.00          | $5452638.36        | Equities   |
| NCS MULTISTAGE HLDGS INC       COM NEW   | 2199-01-01      | N/A      | 0.0000% | $578.00            | $22663.38          | Equities   |
| NUSCALE PWR CORP               CL A COM  | 2199-01-01      | N/A      | 0.0000% | $60774.00          | $2217035.52        | Equities   |
| OAK WOODS ACQUISITION CORP     CL A      | 2199-01-01      | N/A      | 0.0000% | $1964.00           | $23096.64          | Equities   |
| PALVELLA THERAPEUTICS INC NEW  COM       | 2199-01-01      | N/A      | 0.0000% | $2.00              | $102.60            | Equities   |
| QUETTA ACQUISITION CORP        COM       | 2199-01-01      | N/A      | 0.0000% | $598.00            | $6416.54           | Equities   |
| SAGA COMMUNICATIONS INC        CL A NEW  | 2199-01-01      | N/A      | 0.0000% | $1161.00           | $14048.10          | Equities   |
| T-MOBILE US INC                COM       | 2199-01-01      | N/A      | 0.0000% | $21762.00          | $5452686.72        | Equities   |
| TAYLOR DEVICES INC             COM       | 2199-01-01      | N/A      | 0.0000% | $1271.00           | $61592.66          | Equities   |
| 3M CO                          COM       | 2199-01-01      | N/A      | 0.0000% | $5126.00           | $807652.56         | Equities   |
| TRAILBLAZER MERGER CORP I      CL A      | 2199-01-01      | N/A      | 0.0000% | $464.00            | $5396.32           | Equities   |
| UNITIL CORP                    COM       | 2199-01-01      | N/A      | 0.0000% | $3.00              | $140.25            | Equities   |
| VERITEX HLDGS INC              COM       | 2199-01-01      | N/A      | 0.0000% | $14534.00          | $499388.24         | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $62282.00          | $680119.44         | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $7587.00           | $77425.34          | Equities   |
| A SPAC III ACQUISITION CORP    ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $7428.00           | $76508.40          | Equities   |
| BLEICHROEDER ACQUISITION CORP  SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $185400.00         | $1922598.00        | Equities   |
| CALEDONIA MNG CORP PLC         SHS NEW   | 2199-01-01      | N/A      | 0.0000% | $37505.00          | $933124.40         | Equities   |
| CENTURION ACQUISITION CORP     SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $57747.00          | $609230.85         | Equities   |
| CHINA YUCHAI INTL LTD          COM       | 2199-01-01      | N/A      | 0.0000% | $5171.00           | $170539.58         | Equities   |
| DRUGS MADE IN AMER ACQUTN CORP ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $10002.00          | $102620.52         | Equities   |
| FACT II ACQUISITION CORP       ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $109843.00         | $1128087.61        | Equities   |
| FLAG SHIP ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $10432.00          | $109536.00         | Equities   |
| FUTURE VISION II ACQUISITION   SHS       | 2199-01-01      | N/A      | 0.0000% | $5908.00           | $61443.20          | Equities   |
| GP-ACT III ACQUISITION CORP    CL A      | 2199-01-01      | N/A      | 0.0000% | $86881.00          | $919635.39         | Equities   |
| HCM II ACQUISITION CORP        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $192818.00         | $2269467.86        | Equities   |
| HORIZON SPACE ACQUISITION II C ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $3984.00           | $41035.20          | Equities   |
| GSR III ACQUISITION CORP       CL A      | 2199-01-01      | N/A      | 0.0000% | $1685.00           | $17456.60          | Equities   |
| K&F GROWTH ACQUISITION CORP II SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $80971.00          | $824284.78         | Equities   |
| LIONHEART HOLDINGS             SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $116190.00         | $1219995.00        | Equities   |
| MEDTRONIC PLC                  SHS       | 2199-01-01      | N/A      | 0.0000% | $33340.00          | $3065946.40        | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $50190.00          | $522979.80         | Equities   |
| MAYWOOD ACQUISITION CORP       ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $15874.00          | $161438.58         | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $115364.00         | $1213629.28        | Equities   |
| MOUNTAIN LAKE ACQUISITION CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $68314.00          | $702951.06         | Equities   |
| M3BRIGADE ACQUISITION V CORP   CL A      | 2199-01-01      | N/A      | 0.0000% | $40906.00          | $431558.30         | Equities   |
| NABORS ENERGY TRANSITION CORP  CL A      | 2199-01-01      | N/A      | 0.0000% | $236705.00         | $2646361.90        | Equities   |
| NEWBURY STR II ACQUISITION COR ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $66712.00          | $689802.08         | Equities   |
| OAKTREE ACQUISITION CORP III L SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $142037.00         | $1482866.28        | Equities   |
| BANK AMERICA CORP              4.125% DP | 2199-01-01      | 4.1250%  | 0.0000% | $4529.00           | $78532.86          | Equities   |
| CAPITAL ONE FINL CORP          4.375% DE | 2199-01-01      | 4.3750%  | 0.0000% | $1266.00           | $21813.18          | Equities   |
| FEDERAL RLTY INVT TR NEW       5% CUM PF | 2199-01-01      | 5.0000%  | 0.0000% | $1.00              | $20.74             | Equities   |
| DUKE ENERGY CORP NEW           DP REP PF | 2199-01-01      | 5.7500%  | 0.0000% | $131010.00         | $3258218.70        | Equities   |
| CHATHAM LODGING TR             6.625% RE | 2199-01-01      | 6.6250%  | 0.0000% | $168.00            | $3544.80           | Equities   |
| MORGAN STANLEY                 6.625 PFD | 2199-01-01      | 6.6250%  | 0.0000% | $64804.00          | $1691384.40        | Equities   |
| DIGITALBRIDGE GROUP INC        7.125% CU | 2199-01-01      | 7.1250%  | 0.0000% | $4406.00           | $97592.90          | Equities   |
| MFA FINL INC                   6.50 PFD  | 2199-01-01      | 9.9022%  | 0.0000% | $1.00              | $24.57             | Equities   |
| CITIGROUP CAP XIII             TR PFD SE | 2040-10-30      | 10.9416% | 0.0000% | $182242.00         | $5452680.64        | Equities   |
| AFYA LTD                       CL A COM  | 2199-01-01      | N/A      | 0.0000% | $59970.00          | $915741.90         | Equities   |

### Security 132: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.410000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKTO3, C.3 - LEI: 254900QX5Y2Z, C.5 - Other ID: ARP1AKTO3_4.41_0902
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ASSOCIATED BANC CORP           COM       | 2199-01-01      | N/A      | 0.0000% | $27820.00          | $751418.20         | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW  | 2199-01-01      | N/A      | 0.0000% | $6001.00           | $2999659.86        | Equities   |
| BROADCOM INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $1838.00           | $567298.70         | Equities   |
| CGI INC                        CL A SUB  | 2199-01-01      | N/A      | 0.0000% | $4251.00           | $409881.42         | Equities   |
| CISCO SYS INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $340.00            | $23606.20          | Equities   |
| CITIGROUP INC                  COM NEW   | 2199-01-01      | N/A      | 0.0000% | $9528.00           | $922500.96         | Equities   |
| CLEARPOINT NEURO INC           COM       | 2199-01-01      | N/A      | 0.0000% | $9501.00           | $99665.49          | Equities   |
| COMMUNITY HEALTHCARE TR INC    COM       | 2199-01-01      | N/A      | 0.0000% | $3605.00           | $54832.05          | Equities   |
| CUMMINS INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $4033.00           | $1620943.36        | Equities   |
| DUTCH BROS INC                 CL A      | 2199-01-01      | N/A      | 0.0000% | $40409.00          | $2999964.16        | Equities   |
| META PLATFORMS INC             CL A      | 2199-01-01      | N/A      | 0.0000% | $820.00            | $615910.20         | Equities   |
| META PLATFORMS INC             CL A      | 2199-01-01      | N/A      | 0.0000% | $872.00            | $654967.92         | Equities   |
| FINANCE OF AMERICA COMPAN      CL A NEW  | 2199-01-01      | N/A      | 0.0000% | $1.00              | $26.41             | Equities   |
| FRESHWORKS INC                 CLASS A C | 2199-01-01      | N/A      | 0.0000% | $12503.00          | $169165.59         | Equities   |
| FRONTIER COMMUNICATIONS PARENT COM       | 2199-01-01      | N/A      | 0.0000% | $30998.00          | $1150955.74        | Equities   |
| GE VERNOVA INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $3151.00           | $1996757.19        | Equities   |
| GENESCO INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $1.00              | $31.04             | Equities   |
| GETTY RLTY CORP NEW            COM       | 2199-01-01      | N/A      | 0.0000% | $15272.00          | $434030.24         | Equities   |
| GILEAD SCIENCES INC            COM       | 2199-01-01      | N/A      | 0.0000% | $7134.00           | $803003.04         | Equities   |
| INSMED INC                     COM PAR $ | 2199-01-01      | N/A      | 0.0000% | $7769.00           | $1048581.93        | Equities   |
| JPMORGAN CHASE & CO.           COM       | 2199-01-01      | N/A      | 0.0000% | $7718.00           | $2323658.26        | Equities   |
| JOHNSON & JOHNSON              COM       | 2199-01-01      | N/A      | 0.0000% | $16732.00          | $2935629.40        | Equities   |
| KELLANOVA                      COM       | 2199-01-01      | N/A      | 0.0000% | $5175.00           | $411257.25         | Equities   |
| LAM RESEARCH CORP              COM NEW   | 2199-01-01      | N/A      | 0.0000% | $15210.00          | $1583208.90        | Equities   |
| LIGHTSPEED COMMERCE INC        SUB VTG S | 2199-01-01      | N/A      | 0.0000% | $1.00              | $12.42             | Equities   |
| MASTERCARD INCORPORATED        CL A      | 2199-01-01      | N/A      | 0.0000% | $758.00            | $447583.84         | Equities   |
| MASTERCARD INCORPORATED        CL A      | 2199-01-01      | N/A      | 0.0000% | $243.00            | $143486.64         | Equities   |
| MERIDIAN CORPORATION           COM       | 2199-01-01      | N/A      | 0.0000% | $5084.00           | $80022.16          | Equities   |
| METROCITY BANKSHARES INC       COM       | 2199-01-01      | N/A      | 0.0000% | $298.00            | $8937.02           | Equities   |
| MICROSOFT CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $5781.00           | $2946228.84        | Equities   |
| MORGAN STANLEY                 COM NEW   | 2199-01-01      | N/A      | 0.0000% | $6.00              | $901.08            | Equities   |
| MOSAIC CO NEW                  COM       | 2199-01-01      | N/A      | 0.0000% | $34462.00          | $1169984.90        | Equities   |
| NACCO INDS INC                 CL A      | 2199-01-01      | N/A      | 0.0000% | $790.00            | $30612.50          | Equities   |
| NVIDIA CORPORATION             COM       | 2199-01-01      | N/A      | 0.0000% | $16504.00          | $2973525.68        | Equities   |
| PAYMENTUS HOLDINGS INC         COM CL A  | 2199-01-01      | N/A      | 0.0000% | $4514.00           | $174782.08         | Equities   |
| PEAPACK-GLADSTONE FINL CORP    COM       | 2199-01-01      | N/A      | 0.0000% | $18173.00          | $525199.70         | Equities   |
| PENNANT GROUP INC              COM       | 2199-01-01      | N/A      | 0.0000% | $1379.00           | $33495.91          | Equities   |
| PERELLA WEINBERG PARTNERS      CLASS A C | 2199-01-01      | N/A      | 0.0000% | $1.00              | $22.40             | Equities   |
| PHILIP MORRIS INTL INC         COM       | 2199-01-01      | N/A      | 0.0000% | $6411.00           | $1062751.47        | Equities   |
| PORCH GROUP INC                COM       | 2199-01-01      | N/A      | 0.0000% | $1.00              | $16.09             | Equities   |
| POWER INTEGRATIONS INC         COM       | 2199-01-01      | N/A      | 0.0000% | $685.00            | $31742.90          | Equities   |
| PROCTER AND GAMBLE CO          COM       | 2199-01-01      | N/A      | 0.0000% | $1.00              | $155.65            | Equities   |
| PROGYNY INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $22714.00          | $528100.50         | Equities   |
| REGENERON PHARMACEUTICALS      COM       | 2199-01-01      | N/A      | 0.0000% | $3330.00           | $1930101.30        | Equities   |
| SALESFORCE INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $1.00              | $254.53            | Equities   |
| SANDSTORM GOLD LTD             COM NEW   | 2199-01-01      | N/A      | 0.0000% | $2215.00           | $24298.55          | Equities   |
| SMITHFIELD FOODS INC           COM       | 2199-01-01      | N/A      | 0.0000% | $33179.00          | $844737.34         | Equities   |
| SPIRIT AEROSYSTEMS HLDGS INC   COM CL A  | 2199-01-01      | N/A      | 0.0000% | $71770.00          | $2999986.00        | Equities   |
| STEPSTONE GROUP INC            COM CL A  | 2199-01-01      | N/A      | 0.0000% | $47717.00          | $2999967.79        | Equities   |
| TEXAS INSTRS INC               COM       | 2199-01-01      | N/A      | 0.0000% | $393.00            | $80207.37          | Equities   |
| UL SOLUTIONS INC               CLASS A C | 2199-01-01      | N/A      | 0.0000% | $1095.00           | $69346.35          | Equities   |
| VERACYTE INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $1.00              | $29.95             | Equities   |
| VERISIGN INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $325.00            | $88400.00          | Equities   |
| VERISK ANALYTICS INC           COM       | 2199-01-01      | N/A      | 0.0000% | $11181.00          | $2976270.39        | Equities   |
| VIATRIS INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $234325.00         | $2439323.25        | Equities   |
| VISA INC                       COM CL A  | 2199-01-01      | N/A      | 0.0000% | $2.00              | $699.72            | Equities   |
| WALMART INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $24128.00          | $2318942.08        | Equities   |
| LINDE PLC                      SHS       | 2199-01-01      | N/A      | 0.0000% | $5544.00           | $2673039.60        | Equities   |
| GLOBAL SHIP LEASE INC NEW      COM CL A  | 2199-01-01      | N/A      | 0.0000% | $1.00              | $30.16             | Equities   |
| ABBVIE INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $12628.00          | $2625613.76        | Equities   |
| ACI WORLDWIDE INC              COM       | 2199-01-01      | N/A      | 0.0000% | $2359.00           | $116062.80         | Equities   |
| ALPHABET INC                   CAP STK C | 2199-01-01      | N/A      | 0.0000% | $14175.00          | $2999997.00        | Equities   |
| AMAZON COM INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $12953.00          | $2999914.80        | Equities   |
| ANTERIX INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $823.00            | $19192.36          | Equities   |
| APPLE INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $254.00            | $59070.24          | Equities   |

### Security 133: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKTR6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1AKTR6_4.53_0902
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| PROSPECT CAP CORP              SR GLBL N | 2028-10-15      | 3.4370%  | 0.0000% | $1000.00           | $905.54            | Corporate Debt Securities |
| LEVEL 3 FING INC               SR GLBL 1 | 2029-07-15      | 3.7500%  | 0.0000% | $14000.00          | $11789.17          | Corporate Debt Securities |
| VODAFONE GROUP PLC             SUB GLBL  | 2081-06-04      | 4.1250%  | 0.0000% | $2000.00           | $1873.34           | Corporate Debt Securities |
| ACCO BRANDS CORP               SR GLBL 1 | 2029-03-15      | 4.2500%  | 0.0000% | $330000.00         | $303771.97         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 1 | 2029-02-15      | 4.2500%  | 0.0000% | $2460000.00        | $2376047.03        | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TR      SR GLBL N | 2031-03-01      | 4.3750%  | 0.0000% | $22000.00          | $19235.74          | Corporate Debt Securities |
| LITHIA MTRS INC                SR GLBL 1 | 2031-01-15      | 4.3750%  | 0.0000% | $19000.00          | $18179.15          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 1 | 2033-06-01      | 4.5000%  | 0.0000% | $19000.00          | $17155.67          | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GL | 2030-08-15      | 4.5000%  | 0.0000% | $1885000.00        | $1774237.40        | Corporate Debt Securities |
| VICTORIAS SECRET AND CO        SR 144A N | 2029-07-15      | 4.6250%  | 0.0000% | $223000.00         | $213103.88         | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL N | 2029-04-01      | 4.6500%  | 0.0000% | $5000.00           | $4681.93           | Corporate Debt Securities |
| COMMUNITY HEALTH SYS INC NEW   SR SEC GL | 2031-02-15      | 4.7500%  | 0.0000% | $397000.00         | $339287.01         | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP          SR GLBL N | 2030-02-01      | 4.7500%  | 0.0000% | $2000.00           | $1980.33           | Corporate Debt Securities |
| EDISON INTL                    PERP SR G | 2199-01-01      | 5.0000%  | 0.0000% | $1000.00           | $918.21            | Corporate Debt Securities |
| VODAFONE GROUP PLC             SUB GLBL  | 2081-06-04      | 5.1250%  | 0.0000% | $1000.00           | $792.72            | Corporate Debt Securities |
| ZIGGO BD CO BV                 SR GLBL 1 | 2030-02-28      | 5.1250%  | 0.0000% | $261000.00         | $231889.08         | Corporate Debt Securities |
| DISH DBS CORPORATION           SR SEC GL | 2026-12-01      | 5.2500%  | 0.0000% | $425000.00         | $417857.17         | Corporate Debt Securities |
| GRAY MEDIA INC                 SR GLBL 1 | 2031-11-15      | 5.3750%  | 0.0000% | $37000.00          | $27948.61          | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 1 | 2028-01-15      | 5.5000%  | 0.0000% | $1220000.00        | $1226383.31        | Corporate Debt Securities |
| CVR ENERGY INC                 SR GLBL 1 | 2028-02-15      | 5.7500%  | 0.0000% | $47000.00          | $45881.69          | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR GLBL 1 | 2029-06-30      | 5.8750%  | 0.0000% | $1878000.00        | $1931313.81        | Corporate Debt Securities |
| COMSTOCK RES INC               SR GLBL 1 | 2030-01-15      | 5.8750%  | 0.0000% | $2000.00           | $1886.76           | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 1 | 2029-04-01      | 5.8750%  | 0.0000% | $53000.00          | $55260.60          | Corporate Debt Securities |
| RYAN SPECIALTY LLC             SR SEC GL | 2032-08-01      | 5.8750%  | 0.0000% | $68000.00          | $68816.64          | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 1 | 2030-12-31      | 6.0000%  | 0.0000% | $1059000.00        | $1055360.57        | Corporate Debt Securities |
| WINDSTREAM SERVICES LLC/UNIT   SR GLBL 1 | 2030-01-15      | 6.0000%  | 0.0000% | $3000.00           | $2777.23           | Corporate Debt Securities |
| TENET HEALTHCARE CORP          SR GLBL N | 2028-10-01      | 6.1250%  | 0.0000% | $124000.00         | $127443.55         | Corporate Debt Securities |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GL | 2028-11-15      | 6.5000%  | 0.0000% | $400000.00         | $341715.11         | Corporate Debt Securities |
| ENERGIZER HLDGS INC            SR GLBL 1 | 2027-12-31      | 6.5000%  | 0.0000% | $51000.00          | $52073.18          | Corporate Debt Securities |
| CREDIT ACCEP CORP MICH         SR GLBL 1 | 2030-03-15      | 6.6250%  | 0.0000% | $75000.00          | $78601.43          | Corporate Debt Securities |
| COMSTOCK RES INC               SR GLBL 1 | 2029-03-01      | 6.7500%  | 0.0000% | $2000.00           | $2030.55           | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR 144A N | 2032-05-15      | 6.8750%  | 0.0000% | $291000.00         | $304379.57         | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR S | 2199-01-01      | 6.9500%  | 0.0000% | $1000.00           | $1017.84           | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A N | 2029-07-15      | 7.0000%  | 0.0000% | $1000.00           | $1049.59           | Corporate Debt Securities |
| VISTRA CORP                    PERP SUB  | 2199-01-01      | 7.0000%  | 0.0000% | $2300000.00        | $2364167.44        | Corporate Debt Securities |
| CITIGROUP INC                  PERP -Z N | 2199-01-01      | 7.3750%  | 0.0000% | $1000.00           | $1043.77           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP -W N | 2199-01-01      | 7.5000%  | 0.0000% | $552000.00         | $587542.36         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP JR S | 2199-01-01      | 7.5000%  | 0.0000% | $124000.00         | $133088.99         | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR S | 2199-01-01      | 7.6250%  | 0.0000% | $1562000.00        | $1639499.06        | Corporate Debt Securities |
| DEALER TIRE LLC                SR GLBL 1 | 2028-02-01      | 8.0000%  | 0.0000% | $199000.00         | $194156.78         | Corporate Debt Securities |
| RITHM CAPITAL CORP             SR GLBL 1 | 2030-07-15      | 8.0000%  | 0.0000% | $642000.00         | $665056.36         | Corporate Debt Securities |
| OVINTIV INC                    SR NT 8.1 | 2030-09-15      | 8.1250%  | 0.0000% | $1000.00           | $1185.44           | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL N | 2029-01-15      | 8.2500%  | 0.0000% | $2000.00           | $2107.35           | Corporate Debt Securities |
| AAG FH UK LTD & GLOBAL         SR 144A N | 2029-01-15      | 8.3750%  | 0.0000% | $2690000.00        | $2544003.24        | Corporate Debt Securities |
| KEHE DISTRS LLC/ KEHE FIN CORP SR SEC 14 | 2029-02-15      | 9.0000%  | 0.0000% | $298000.00         | $315254.20         | Corporate Debt Securities |
| MONEYGRAM INTL INC             SR SEC 14 | 2030-06-01      | 9.0000%  | 0.0000% | $300000.00         | $269025.00         | Corporate Debt Securities |
| PMHC II INC                    SR 144A N | 2030-02-15      | 9.0000%  | 0.0000% | $389000.00         | $207531.50         | Corporate Debt Securities |
| ROCKET SOFTWARE INC            SR SEC 14 | 2028-11-28      | 9.0000%  | 0.0000% | $378000.00         | $400857.66         | Corporate Debt Securities |
| COREWEAVE INC                  SR GLBL 1 | 2030-06-01      | 9.2500%  | 0.0000% | $150000.00         | $153956.83         | Corporate Debt Securities |
| LBM ACQUISITION LLC            1LIEN GLB | 2031-06-15      | 9.5000%  | 0.0000% | $8000.00           | $8435.44           | Corporate Debt Securities |
| PLANET FINANCIAL GROUP         SR 144A N | 2029-12-15      | 10.5000% | 0.0000% | $24000.00          | $25477.28          | Corporate Debt Securities |
| WINDSTREAM SERVICES LLC/UNIT   SR SEC GL | 2028-02-15      | 10.5000% | 0.0000% | $200000.00         | $220134.67         | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A | 2030-12-15      | 10.7500% | 0.0000% | $884.00            | $1028.58           | Corporate Debt Securities |
| SABRE GLBL INC                 SR SEC 14 | 2029-11-15      | 10.7500% | 0.0000% | $2000.00           | $1994.13           | Corporate Debt Securities |
| WILSONART LLC                  SR 144A N | 2032-08-15      | 11.0000% | 0.0000% | $350000.00         | $336198.72         | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A N | 2028-10-01      | 12.0000% | 0.0000% | $59000.00          | $65982.26          | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A N | 2030-10-01      | 12.2500% | 0.0000% | $4000.00           | $4635.32           | Corporate Debt Securities |

### Security 134: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.450000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKTS4, C.3 - LEI: L3I9ZG2KFGXZ, C.5 - Other ID: ARP1AKTS4_4.45_0902
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC                       COM      | 2199-01-01      | N/A      | 0.0000% | $20731.00          | $599955.14         | Equities   |
| AKAMAI TECHNOLOGIES INC        COM      | 2199-01-01      | N/A      | 0.0000% | $7625.00           | $597723.75         | Equities   |
| APELLIS PHARMACEUTICALS INC    COM      | 2199-01-01      | N/A      | 0.0000% | $21390.00          | $599989.50         | Equities   |
| APPLE INC                      COM      | 2199-01-01      | N/A      | 0.0000% | $10.00             | $2325.60           | Equities   |
| BANDWIDTH INC                  COM CL A | 2199-01-01      | N/A      | 0.0000% | $39892.00          | $599975.68         | Equities   |
| BANK AMERICA CORP              COM      | 2199-01-01      | N/A      | 0.0000% | $11883.00          | $599972.67         | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW | 2199-01-01      | N/A      | 0.0000% | $1200.00           | $599832.00         | Equities   |
| CELANESE CORP DEL              COM      | 2199-01-01      | N/A      | 0.0000% | $12801.00          | $599982.87         | Equities   |
| CITIGROUP INC                  COM NEW  | 2199-01-01      | N/A      | 0.0000% | $6197.00           | $599993.54         | Equities   |
| COURSERA INC                   COM      | 2199-01-01      | N/A      | 0.0000% | $51678.00          | $599981.58         | Equities   |
| COUPANG INC                    CL A     | 2199-01-01      | N/A      | 0.0000% | $44.00             | $1259.72           | Equities   |
| FIRST HORIZON CORPORATION      COM      | 2199-01-01      | N/A      | 0.0000% | $26431.00          | $599983.70         | Equities   |
| FIVE9 INC                      COM      | 2199-01-01      | N/A      | 0.0000% | $1.00              | $26.69             | Equities   |
| FORD MTR CO                    COM      | 2199-01-01      | N/A      | 0.0000% | $1.00              | $11.71             | Equities   |
| HEWLETT PACKARD ENTERPRISE CO  COM      | 2199-01-01      | N/A      | 0.0000% | $25906.00          | $599982.96         | Equities   |
| INTEL CORP                     COM      | 2199-01-01      | N/A      | 0.0000% | $24066.00          | $599965.38         | Equities   |
| JPMORGAN CHASE & CO.           COM      | 2199-01-01      | N/A      | 0.0000% | $1992.00           | $599731.44         | Equities   |
| MASTERCARD INCORPORATED        CL A     | 2199-01-01      | N/A      | 0.0000% | $1016.00           | $599927.68         | Equities   |
| MICRON TECHNOLOGY INC          COM      | 2199-01-01      | N/A      | 0.0000% | $4918.00           | $599996.00         | Equities   |
| MR COOPER GROUP INC            COM      | 2199-01-01      | N/A      | 0.0000% | $3186.00           | $599876.01         | Equities   |
| NASDAQ INC                     COM      | 2199-01-01      | N/A      | 0.0000% | $6299.00           | $599916.76         | Equities   |
| NERDWALLET INC                 COM CL A | 2199-01-01      | N/A      | 0.0000% | $57361.00          | $599996.06         | Equities   |
| NVIDIA CORPORATION             COM      | 2199-01-01      | N/A      | 0.0000% | $3328.00           | $599605.76         | Equities   |
| PFIZER INC                     COM      | 2199-01-01      | N/A      | 0.0000% | $24390.00          | $599994.00         | Equities   |
| STRATASYS LTD                  SHS      | 2199-01-01      | N/A      | 0.0000% | $53428.00          | $599996.44         | Equities   |

### Security 135: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 4.470000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKTT2, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP1AKTT2_4.47_0902
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 3.3600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ADVANCED MICRO DEVICES INC     COM       | 2199-01-01      | N/A      | 0.0000% | $19.00             | $3203.02           | Equities   |
| ALPHABET INC                   CAP STK C | 2199-01-01      | N/A      | 0.0000% | $28252.00          | $5999877.24        | Equities   |
| AMAZON COM INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $25906.00          | $5999829.60        | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW  | 2199-01-01      | N/A      | 0.0000% | $12003.00          | $5999819.58        | Equities   |
| BROADCOM INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $19439.00          | $5999847.35        | Equities   |
| CELANESE CORP DEL              COM       | 2199-01-01      | N/A      | 0.0000% | $128013.00         | $5999969.31        | Equities   |
| COINBASE GLOBAL INC            COM CL A  | 2199-01-01      | N/A      | 0.0000% | $19450.00          | $5999741.50        | Equities   |
| COSTCO WHSL CORP NEW           COM       | 2199-01-01      | N/A      | 0.0000% | $6349.00           | $5999551.04        | Equities   |
| META PLATFORMS INC             CL A      | 2199-01-01      | N/A      | 0.0000% | $7988.00           | $5999866.68        | Equities   |
| HONEYWELL INTL INC             COM       | 2199-01-01      | N/A      | 0.0000% | $27106.00          | $5999913.10        | Equities   |
| JPMORGAN CHASE & CO.           COM       | 2199-01-01      | N/A      | 0.0000% | $19928.00          | $5999722.96        | Equities   |
| JOHNSON & JOHNSON              COM       | 2199-01-01      | N/A      | 0.0000% | $34197.00          | $5999863.65        | Equities   |
| L3HARRIS TECHNOLOGIES INC      COM       | 2199-01-01      | N/A      | 0.0000% | $21657.00          | $5999855.28        | Equities   |
| ELI LILLY & CO                 COM       | 2199-01-01      | N/A      | 0.0000% | $8197.00           | $5999876.12        | Equities   |
| MASTERCARD INCORPORATED        CL A      | 2199-01-01      | N/A      | 0.0000% | $10161.00          | $5999867.28        | Equities   |
| NETFLIX INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $4872.00           | $5999624.40        | Equities   |
| NEXTERA ENERGY INC             COM       | 2199-01-01      | N/A      | 0.0000% | $83229.00          | $5999978.61        | Equities   |
| PEPSICO INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $40821.00          | $5999870.58        | Equities   |
| PROCTER AND GAMBLE CO          COM       | 2199-01-01      | N/A      | 0.0000% | $38548.00          | $5999996.20        | Equities   |
| SNOWFLAKE INC                  COM SHS   | 2199-01-01      | N/A      | 0.0000% | $24896.00          | $5999936.00        | Equities   |
| TESLA INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $17342.00          | $5999985.16        | Equities   |
| WALMART INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $62428.00          | $5999955.08        | Equities   |

### Security 136: ABN AMRO Securities LLC

- **C.1 - Title:** ABN AMRO Securities LLC 4.480000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKTW5, C.3 - LEI: 549300FIFV1C, C.5 - Other ID: ARP1AKTW5_4.48_0902
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $814727.00         | $618561.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $19527224.00       | $14811830.70       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2028-08-15      | 2.8750%  | 0.0000% | $5251600.00        | $5149896.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-12-31      | 3.8750%  | 0.0000% | $5000000.00        | $5073384.67        | U.S. Treasuries (including strips) |

### Security 137: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKTX3, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1AKTX3_4.39_0902
- **C.18 - Value (incl. sponsor support):** $81000000.00
- **C.18.a - Value (excl. sponsor support):** $81000000.00
- **C.19 - Percentage of Net Assets:** 2.2700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| CORNING INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $20909.00          | $1441257.37        | Equities   |
| CUMMINS INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $3737.00           | $1501975.04        | Equities   |
| DOLLAR TREE INC                COM       | 2199-01-01      | N/A      | 0.0000% | $36017.00          | $4051912.50        | Equities   |
| EXPEDIA GROUP INC              COM NEW   | 2199-01-01      | N/A      | 0.0000% | $3299.00           | $708328.29         | Equities   |
| FERGUSON ENTERPRISES INC       COMMON ST | 2199-01-01      | N/A      | 0.0000% | $700.00            | $163968.00         | Equities   |
| HIMS & HERS HEALTH INC         COM CL A  | 2199-01-01      | N/A      | 0.0000% | $91839.00          | $4051936.68        | Equities   |
| INTERNATIONAL BUSINESS MACHS   COM       | 2199-01-01      | N/A      | 0.0000% | $16489.00          | $4051841.97        | Equities   |
| KENVUE INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $52077.00          | $1069661.58        | Equities   |
| MASTERCARD INCORPORATED        CL A      | 2199-01-01      | N/A      | 0.0000% | $6862.00           | $4051873.76        | Equities   |
| MCDONALDS CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $12977.00          | $4051678.94        | Equities   |
| NIKE INC                       CL B      | 2199-01-01      | N/A      | 0.0000% | $31956.00          | $2490011.52        | Equities   |
| NISOURCE INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $12765.00          | $537917.10         | Equities   |
| NVIDIA CORPORATION             COM       | 2199-01-01      | N/A      | 0.0000% | $22488.00          | $4051662.96        | Equities   |
| ON SEMICONDUCTOR CORP          COM       | 2199-01-01      | N/A      | 0.0000% | $79794.00          | $4051939.32        | Equities   |
| PEPSICO INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $19065.00          | $2802173.70        | Equities   |
| PINNACLE WEST CAP CORP         COM       | 2199-01-01      | N/A      | 0.0000% | $3239.00           | $289307.48         | Equities   |
| QUEST DIAGNOSTICS INC          COM       | 2199-01-01      | N/A      | 0.0000% | $3029.00           | $542796.80         | Equities   |
| ROYAL BK CDA                   COM       | 2199-01-01      | N/A      | 0.0000% | $5500.00           | $802175.00         | Equities   |
| SURGERY PARTNERS INC           COM       | 2199-01-01      | N/A      | 0.0000% | $87800.00          | $1994816.00        | Equities   |
| TJX COS INC NEW                COM       | 2199-01-01      | N/A      | 0.0000% | $6219.00           | $852749.28         | Equities   |
| TESLA INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $11711.00          | $4051771.78        | Equities   |
| UFP INDUSTRIES INC             COM       | 2199-01-01      | N/A      | 0.0000% | $34000.00          | $3470380.00        | Equities   |
| VERISIGN INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $2280.00           | $620160.00         | Equities   |
| WELLTOWER INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $16852.00          | $2821024.80        | Equities   |
| INVESCO LTD                    SHS       | 2199-01-01      | N/A      | 0.0000% | $12140.00          | $267808.40         | Equities   |
| ADVANCED MICRO DEVICES INC     COM       | 2199-01-01      | N/A      | 0.0000% | $24035.00          | $4051820.30        | Equities   |
| ALPHABET INC                   CAP STK C | 2199-01-01      | N/A      | 0.0000% | $19079.00          | $4051807.23        | Equities   |
| ANALOG DEVICES INC             COM       | 2199-01-01      | N/A      | 0.0000% | $15936.00          | $4051728.00        | Equities   |
| APPLE INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $17403.00          | $4047241.68        | Equities   |
| APPLIED MATLS INC              COM       | 2199-01-01      | N/A      | 0.0000% | $24517.00          | $4051924.59        | Equities   |
| ARISTA NETWORKS INC            COM SHS   | 2199-01-01      | N/A      | 0.0000% | $29743.00          | $4051888.89        | Equities   |
| AUTODESK INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $14045.00          | $4051842.05        | Equities   |
| BROWN & BROWN INC              COM       | 2199-01-01      | N/A      | 0.0000% | $7602.00           | $731464.44         | Equities   |
| BURLINGTON STORES INC          COM       | 2199-01-01      | N/A      | 0.0000% | $4100.00           | $1210648.00        | Equities   |

### Security 138: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.400000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKU37, C.3 - LEI: 254900QX5Y2Z, C.5 - Other ID: ARP1AKU37_4.40_0902
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 FINANCE LLC        GLBL NT 4 | 2027-02-26      | 4.8000%  | 0.0000% | $10378000.00       | $10500564.18       | Corporate Debt Securities |

### Security 139: 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: ARP1AL7J6, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1AL7J6_4.34_0902
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 2.3800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $250000.00         | $27588.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 3.5000%  | 0.0000% | $340000.00         | $29787.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 4.0000%  | 0.0000% | $426923.00         | $35308.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.0000%  | 0.0000% | $40000.00          | $37789.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 8.5000%  | 0.0000% | $114614468.00      | $39632.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $228162.00         | $139900.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $1270000.00        | $141303.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $418412.00         | $145144.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $505929.00         | $147941.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $584419.00         | $149131.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 1.5000%  | 0.0000% | $209873.00         | $155185.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $5246845.00        | $162704.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.5000%  | 0.0000% | $663932.00         | $163244.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 3.5000%  | 0.0000% | $3000000.00        | $170880.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $250000.00         | $172855.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 4.5000%  | 0.0000% | $4000000.00        | $177027.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $750000.00         | $188678.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $292000.00         | $206137.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1179591.00        | $206739.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $1414519.00        | $222248.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $600000.00         | $254168.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 1.5000%  | 0.0000% | $579292.00         | $279944.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1170148.00        | $281934.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.5000%  | 0.0000% | $3931016.00        | $311091.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 1.5000%  | 0.0000% | $461181.00         | $335685.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2373400.00        | $2449466.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $3330284.00        | $2494604.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2386239.00        | $2499779.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $9179024.00        | $3473500.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $3514103.00        | $3618753.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $3579385.00        | $3746289.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $3673370.00        | $3749715.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $10144601.00       | $3794163.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $15895363.00       | $4102228.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $5531948.00        | $4249835.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $4169935.00        | $4348672.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4186520.00        | $4412829.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $4821816.00        | $4702890.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $7073748.00        | $4775116.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $13759707.00       | $4826619.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $8639141.00        | $4928316.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $4859167.00        | $5021475.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $5271598.00        | $5077582.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $5637134.00        | $5494511.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $6710339.00        | $5589674.43        | Agency Mortgage-Backed Securities |

### Security 140: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP1AL7P2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1AL7P2_4.34_0902
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 5.6000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $114010.00         | $87182.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $475000.00         | $90738.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $103110.00         | $91688.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $105743.00         | $94510.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $91900.00          | $95214.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-06-01      | 4.5000%  | 0.0000% | $1349743.00        | $97060.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 6.7280%  | 0.0000% | $210999.00         | $98345.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1443998.00        | $99626.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $12618871.00       | $9053696.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $11847425.00       | $9367442.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $10266420.00       | $10186633.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $13726739.00       | $11987828.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $15787595.00       | $14483325.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $16381079.00       | $16576616.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $5800.00           | $5015.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $6995.00           | $5140.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 3.5000%  | 0.0000% | $84999.00          | $5213.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $70451.00          | $6739.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 6.0000%  | 0.0000% | $53000.00          | $7003.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $9000.00           | $7269.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $9000.00           | $7970.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $8140.00           | $8221.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 4.0000%  | 0.0000% | $50000.00          | $8545.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 2.5000%  | 0.0000% | $36120.00          | $8845.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $15002.00          | $8886.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 2.0000%  | 0.0000% | $15000.00          | $8887.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $96836.00          | $9480.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $9709.00           | $9482.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 6.8580%  | 0.0000% | $1000000.00        | $9904.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $29004.00          | $10182.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $17000.00          | $10456.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.5000%  | 0.0000% | $194578.00         | $10470.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $22283929.00       | $16742090.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.2750%  | 0.0000% | $22263168.00       | $20007688.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 4.8430%  | 0.0000% | $25417728.00       | $21633990.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $24402043.00       | $24206056.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 4.0000%  | 0.0000% | $63442966.00       | $50431376.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $2008.00           | $1232.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1999.00           | $1404.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1822.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $2313.00           | $1974.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2477.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $17190.00          | $3536.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $3569.00           | $3617.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $40762.00          | $3713.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4430.33           | Agency Mortgage-Backed Securities |

### Security 141: Australia and New Zealand Banking

- **C.1 - Title:** Australia and New Zealand Banking 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Y0HE5, C.3 - LEI: JHE42UYNWWTJ
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 142: National Bank of Canada (Montreal Branch)

- **C.1 - Title:** National Bank of Canada (Montreal Branch) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Y0S86, 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:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 143: 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: ATD1Y0SD5, C.3 - LEI: 549300H8L46O
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 144: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd. 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Y0SH6, 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:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2025-09-08

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President